@openmarket/market-data-proto 12.71.0 → 12.72.0

package/dist/tsdb-gateway/tsdb-gateway_pb.d.ts

@@ -2,7 +2,7 @@ import type { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobu
 import type { HttpBodySchema } from "../google/api/httpbody_pb.js";
 import type { Timestamp } from "../timestamp/timestamp_pb.js";
 import type { EmptySchema } from "../empty_pb.js";
-import type { AggregationInterval, AssetClass, Category, Chain, Exchange, FredCategory, FredSeasonalAdjustment, FredUnit, FredUpdateFrequency, FundGroup, GetGapsCountIdentifier, Granularity, Issuer, MemecoinAnalyticSortField, MemecoinAnalyticType, OptionType, OrderSize, PolymarketAnalyticSortField, PolymarketAnalyticType, PolymarketDistributionBandPreset, PolymarketDistributionRankBy, PolymarketPnlComponent, PoolProtocol, PositionStatus, RateKind, Representation, SectorMainCategory, SectorSubCategory, Side, SkewKind, SortDirection, Source, Tenor, TPOSession, TradingHour, TradingHoursMode, Type, VipLevel } from "../enums_pb.js";
+import type { AggregationInterval, AssetClass, BarAnchor, BarSpan, Category, Chain, Exchange, FredCategory, FredSeasonalAdjustment, FredUnit, FredUpdateFrequency, FundGroup, GetGapsCountIdentifier, Granularity, Issuer, MemecoinAnalyticSortField, MemecoinAnalyticType, OptionChainCellClass, OptionChainRowLayout, OptionChainViewKind, OptionDteBucket, OptionExpiryClass, OptionPrintSide, OptionsExpiryScope, OptionSurfacePick, OptionType, OrderSize, PolymarketAnalyticSortField, PolymarketAnalyticType, PolymarketDistributionBandPreset, PolymarketDistributionRankBy, PolymarketPnlComponent, PoolProtocol, PositionStatus, RateKind, Representation, SectorMainCategory, SectorSubCategory, Side, SkewKind, SortDirection, Source, StrikeMetric, StrikeRowFold, Tenor, TPOSession, TradingHour, TradingHoursMode, Type, VipLevel } from "../enums_pb.js";
 import type { SeriesIdentifier } from "../identifier_pb.js";
 import type { PongMessage } from "../ping_pong_pb.js";
 import type { TimeSeries, TimeSeriesSchema } from "../series_pb.js";
@@ -307,12 +307,304 @@ export type DataRequest = Message<"DataRequest"> & {
      * @generated from field: bool sided = 67;
      */
     sided: boolean;
+    /**
+     * OPTLOAD: server-side grouping, filters and cuts (OptionReadShape).
+     * Taken by OPTION_PRINT_AGG, OPTION_PRINT, OPTION_STRIKE_AGG and
+     * OPTION_STRIKE_FLOW_AGG; every other type refuses it. Unset: today's
+     * answer, byte for byte.
+     *
+     * @generated from field: optional OptionReadShape optionRead = 68;
+     */
+    optionRead?: OptionReadShape;
+    /**
+     * OPTLOAD: StreamPoints wire packing (FramePacking), every type. Unset:
+     * today's framing.
+     *
+     * @generated from field: optional FramePacking framePacking = 69;
+     */
+    framePacking?: FramePacking;
 };
 /**
  * Describes the message DataRequest.
  * Use `create(DataRequestSchema)` to create a new message.
  */
 export declare const DataRequestSchema: GenMessage<DataRequest>;
+/**
+ * OPTLOAD: how an option read groups, filters and cuts its rows
+ * (DataRequest.optionRead). Every field is optional: an unset field keeps
+ * today's behavior. A field the read does not take is refused by name.
+ * "Taken by" names the OPTION_PRINT_AGG scopes and the types that read a
+ * field. In JSON the field names are as below and enums are numbers.
+ *
+ * @generated from message OptionReadShape
+ */
+export type OptionReadShape = Message<"OptionReadShape"> & {
+    /**
+     * The bar rows are summed to, in seconds. 0: the tier's own buckets
+     * (today). Taken by every grouped read.
+     *
+     * @generated from field: int64 barSeconds = 1;
+     */
+    barSeconds: bigint;
+    /**
+     * UTC (0) or US_EQUITY_RTH (1). Taken with barSeconds or span.
+     *
+     * @generated from field: BarAnchor barAnchor = 2;
+     */
+    barAnchor: BarAnchor;
+    /**
+     * BAR (0) or SESSION (1): one row set per trade date. Taken by STRIKE,
+     * EXPIRY, EXPIRY_STRIKE and CONTRACT.
+     *
+     * @generated from field: BarSpan span = 3;
+     */
+    span: BarSpan;
+    /**
+     * Keep rows (prints) of this bucket only. Unset keeps every bucket, 0 and
+     * unknown included. Taken by COIN, MARKET (and its issue words) and
+     * PRINTS.
+     *
+     * @generated from field: optional OptionDteBucket dteBucket = 4;
+     */
+    dteBucket?: OptionDteBucket;
+    /**
+     * +1 out of the money or -1 in the money. Unset keeps every row, unpriced
+     * included. Taken by COIN, MARKET (and its issue words), PRINTS and
+     * OPTION_PRINT.
+     *
+     * @generated from field: optional int32 moneyness = 5;
+     */
+    moneyness?: number;
+    /**
+     * ALL, ZERO_DTE or AFTER_TODAY, judged per row. Taken by STRIKE, EXPIRY,
+     * EXPIRY_STRIKE and CONTRACT.
+     *
+     * @generated from field: OptionExpiryClass expiryClass = 6;
+     */
+    expiryClass: OptionExpiryClass;
+    /**
+     * Keep the N smallest distinct expiries traded in the group. 0: off.
+     * Taken by EXPIRY and EXPIRY_STRIKE.
+     *
+     * @generated from field: uint32 nearestExpiries = 7;
+     */
+    nearestExpiries: number;
+    /**
+     * Keep strikes within this percent of the group's contract-weighted
+     * underlying. 0: off. Taken by STRIKE and EXPIRY_STRIKE.
+     *
+     * @generated from field: double strikeWindowPct = 8;
+     */
+    strikeWindowPct: number;
+    /**
+     * Keep the N distinct strikes nearest that underlying, after the window.
+     * 0: off. Taken by STRIKE and EXPIRY_STRIKE.
+     *
+     * @generated from field: uint32 strikeRows = 9;
+     */
+    strikeRows: number;
+    /**
+     * Keep a row whose group contracts (sum_size) reach it. 0: off. Taken by
+     * STRIKE, EXPIRY and EXPIRY_STRIKE (CONTRACT keeps min_volume in the client
+     * fold, as today).
+     *
+     * @generated from field: double minVolume = 10;
+     */
+    minVolume: number;
+    /**
+     * Split each strike into a ZERO and an AFTER_ZERO row. Taken by STRIKE.
+     *
+     * @generated from field: bool splitDte = 11;
+     */
+    splitDte: boolean;
+    /**
+     * One row per strike for calls and puts together. Taken by STRIKE.
+     *
+     * @generated from field: bool foldTypes = 12;
+     */
+    foldTypes: boolean;
+    /**
+     * Keep a row whose group premium, the four sides' sum, reaches it. 0: off.
+     * Taken by CONTRACT and EXPIRY_STRIKE.
+     *
+     * @generated from field: double minBarPremium = 13;
+     */
+    minBarPremium: number;
+    /**
+     * Keep the K largest premiums of each bar. Needs barSeconds. 0: off.
+     * Taken by OPTION_PRINT.
+     *
+     * @generated from field: uint32 largestPerBar = 14;
+     */
+    largestPerBar: number;
+    /**
+     * Keep the M newest prints of the window. 0: off. With largestPerBar also
+     * set, the read keeps their union. Taken by OPTION_PRINT.
+     *
+     * @generated from field: uint32 newest = 15;
+     */
+    newest: number;
+    /**
+     * Also every print up to this many ms before the oldest kept one
+     * (completes a merged order). Taken by OPTION_PRINT with newest.
+     *
+     * @generated from field: int64 newestTailMs = 16;
+     */
+    newestTailMs: bigint;
+    /**
+     * Keep prints of these sides. Empty keeps every side. Taken by
+     * OPTION_PRINT and PRINTS.
+     *
+     * @generated from field: repeated OptionPrintSide sides = 17;
+     */
+    sides: OptionPrintSide[];
+    /**
+     * Keep prints with dte_days at most this. Taken by OPTION_PRINT and
+     * PRINTS.
+     *
+     * @generated from field: optional int32 maxDteDays = 18;
+     */
+    maxDteDays?: number;
+    /**
+     * NONE (today) or BAR. BAR needs barSeconds. Taken by OPTION_STRIKE_AGG
+     * and OPTION_STRIKE_FLOW_AGG.
+     *
+     * @generated from field: StrikeRowFold strikeFold = 19;
+     */
+    strikeFold: StrikeRowFold;
+    /**
+     * ALL, NEAREST, WEEK (7 days) or MONTH (31 days), from the bar's open.
+     * Taken with strikeFold BAR.
+     *
+     * @generated from field: OptionsExpiryScope expiryScope = 20;
+     */
+    expiryScope: OptionsExpiryScope;
+    /**
+     * 0 reads 0.75 (STRIKE_BAND_LOW). Taken with strikeFold BAR.
+     *
+     * @generated from field: double strikeBandLow = 21;
+     */
+    strikeBandLow: number;
+    /**
+     * 0 reads 1.25 (STRIKE_BAND_HIGH). Taken with strikeFold BAR.
+     *
+     * @generated from field: double strikeBandHigh = 22;
+     */
+    strikeBandHigh: number;
+    /**
+     * ALL (0) fills every value column; one metric fills its own columns
+     * only. Taken with strikeFold BAR.
+     *
+     * @generated from field: StrikeMetric strikeMetric = 23;
+     */
+    strikeMetric: StrikeMetric;
+    /**
+     * OPTLOAD G5. Taken by OPTION_SURFACE with barSeconds: each bar keeps its
+     * newest 5m bucket, and this pick runs on that bucket's rows.
+     *
+     * @generated from field: OptionSurfacePick surfacePick = 40;
+     */
+    surfacePick: OptionSurfacePick;
+    /**
+     * NEAREST_DAYS: the target days.
+     *
+     * @generated from field: double surfaceDays = 41;
+     */
+    surfaceDays: number;
+    /**
+     * NEAREST_DAYS: the wings, 25 or 10.
+     *
+     * @generated from field: int32 surfaceDelta = 42;
+     */
+    surfaceDelta: number;
+    /**
+     * TENOR_BRACKET: the tenor, in days.
+     *
+     * @generated from field: double surfaceTenorDays = 43;
+     */
+    surfaceTenorDays: number;
+    /**
+     * Taken by OPTION_STRIKE_AGG with barSeconds: each bar's newest minute,
+     * folded with the option_strikes kit's rules. Refused with strikeFold BAR.
+     *
+     * @generated from field: bool strikeKitFold = 44;
+     */
+    strikeKitFold: boolean;
+    /**
+     * The N soonest listed expiries the kit fold keeps; 0: every one.
+     *
+     * @generated from field: uint32 strikeNearest = 45;
+     */
+    strikeNearest: number;
+    /**
+     * The template's map window, in percent of the kit spot, each side.
+     *
+     * @generated from field: double strikeKitWindowPct = 46;
+     */
+    strikeKitWindowPct: number;
+    /**
+     * Strike rows within this many finest steps of the centre, plus one.
+     *
+     * @generated from field: uint32 strikeStepRows = 47;
+     */
+    strikeStepRows: number;
+    /**
+     * Also the strikes the next bar with rows draws.
+     *
+     * @generated from field: bool strikeCarryNext = 48;
+     */
+    strikeCarryNext: boolean;
+    /**
+     * One levels row per bar (levelsRow, strike 0).
+     *
+     * @generated from field: bool strikeLevels = 49;
+     */
+    strikeLevels: boolean;
+    /**
+     * The input's max_cells: a minute with more rows sends a refused levels
+     * row.
+     *
+     * @generated from field: uint32 strikeMaxCells = 50;
+     */
+    strikeMaxCells: number;
+    /**
+     * The kit fold's lens: NET_GEX, DEX or VEX; any other value is refused.
+     *
+     * @generated from field: StrikeMetric strikeKitMetric = 51;
+     */
+    strikeKitMetric: StrikeMetric;
+};
+/**
+ * Describes the message OptionReadShape.
+ * Use `create(OptionReadShapeSchema)` to create a new message.
+ */
+export declare const OptionReadShapeSchema: GenMessage<OptionReadShape>;
+/**
+ * OPTLOAD: StreamPoints wire packing (DataRequest.framePacking): many
+ * TimeSeries in one RPCResponse. An empty message asks the defaults.
+ *
+ * @generated from message FramePacking
+ */
+export type FramePacking = Message<"FramePacking"> & {
+    /**
+     * Points one TimeSeries holds before the next starts. 0 reads 2,000.
+     *
+     * @generated from field: uint32 maxPointsPerSeries = 1;
+     */
+    maxPointsPerSeries: number;
+    /**
+     * Encoded TimeSeries bytes one RPCResponse holds before it is sent. 0
+     * reads 262,144; above 1,048,576 is refused.
+     *
+     * @generated from field: uint32 maxBytes = 2;
+     */
+    maxBytes: number;
+};
+/**
+ * Describes the message FramePacking.
+ * Use `create(FramePackingSchema)` to create a new message.
+ */
+export declare const FramePackingSchema: GenMessage<FramePacking>;
 /**
  * @generated from message SeriesFilter
  */
@@ -1673,12 +1965,140 @@ export type GetOptionChainSummaryRequest = Message<"GetOptionChainSummaryRequest
      * @generated from field: OptionChainTiming timing = 6;
      */
     timing: OptionChainTiming;
+    /**
+     * The options_chain lane's expiries word, server side.
+     *
+     * @generated from field: optional int32 nearestExpiries = 7;
+     */
+    nearestExpiries?: number;
+    /**
+     * The lane scope's budget (max_cells).
+     *
+     * @generated from field: optional int32 maxContracts = 8;
+     */
+    maxContracts?: number;
+    /**
+     * option_contract_state's strike window.
+     *
+     * @generated from field: optional double strikeWindowPct = 9;
+     */
+    strikeWindowPct?: number;
+    /**
+     * Build today's block B of this class.
+     *
+     * @generated from field: OptionChainCellClass cellClass = 10;
+     */
+    cellClass: OptionChainCellClass;
+    /**
+     * "all", "nearest:N" or "0dte".
+     *
+     * @generated from field: optional string stateExpiries = 11;
+     */
+    stateExpiries?: string;
+    /**
+     * @generated from field: optional string stateBook = 12;
+     */
+    stateBook?: string;
+    /**
+     * Union of projections, or folds.
+     *
+     * @generated from field: repeated OptionChainView views = 13;
+     */
+    views: OptionChainView[];
+    /**
+     * The chart close the hinted views centre on.
+     *
+     * @generated from field: optional double spotHint = 14;
+     */
+    spotHint?: number;
+    /**
+     * @generated from field: optional double spotMarginPct = 15;
+     */
+    spotMarginPct?: number;
+    /**
+     * A view ask may take a cached page up to this age, in milliseconds. 0 or
+     * absent: today's behavior.
+     *
+     * @generated from field: uint32 maxPageAgeMs = 16;
+     */
+    maxPageAgeMs: number;
 };
 /**
  * Describes the message GetOptionChainSummaryRequest.
  * Use `create(GetOptionChainSummaryRequestSchema)` to create a new message.
  */
 export declare const GetOptionChainSummaryRequestSchema: GenMessage<GetOptionChainSummaryRequest>;
+/**
+ * OPTLOAD G5: one answer a chain page view request asks of block B.
+ *
+ * @generated from message OptionChainView
+ */
+export type OptionChainView = Message<"OptionChainView"> & {
+    /**
+     * @generated from field: OptionChainViewKind kind = 1;
+     */
+    kind: OptionChainViewKind;
+    /**
+     * Resolved settings: the view's literal params or its resolved @param
+     * handles.
+     *
+     * @generated from field: map<string, double> params = 2;
+     */
+    params: {
+        [key: string]: number;
+    };
+    /**
+     * Class columns a projection fills.
+     *
+     * @generated from field: uint64 columnMask = 3;
+     */
+    columnMask: bigint;
+};
+/**
+ * Describes the message OptionChainView.
+ * Use `create(OptionChainViewSchema)` to create a new message.
+ */
+export declare const OptionChainViewSchema: GenMessage<OptionChainView>;
+/**
+ * OPTLOAD G5: where one view's rows sit in GetOptionChainSummaryResponse.cells.
+ *
+ * @generated from message OptionChainViewRows
+ */
+export type OptionChainViewRows = Message<"OptionChainViewRows"> & {
+    /**
+     * Index into the request's views.
+     *
+     * @generated from field: int32 view = 1;
+     */
+    view: number;
+    /**
+     * @generated from field: OptionChainRowLayout layout = 2;
+     */
+    layout: OptionChainRowLayout;
+    /**
+     * First cell.
+     *
+     * @generated from field: int32 offset = 3;
+     */
+    offset: number;
+    /**
+     * Rows.
+     *
+     * @generated from field: int32 count = 4;
+     */
+    count: number;
+    /**
+     * Cells a row.
+     *
+     * @generated from field: int32 width = 5;
+     */
+    width: number;
+};
+/**
+ * Describes the message OptionChainViewRows.
+ * Use `create(OptionChainViewRowsSchema)` to create a new message.
+ */
+export declare const OptionChainViewRowsSchema: GenMessage<OptionChainViewRows>;
 /**
  * OptionChainQuote is one side's latest quote: the newest OPTION_SUMMARY
  * row of the instrument plus its volume for the current trading day: the
@@ -1808,6 +2228,12 @@ export type OptionChainQuote = Message<"OptionChainQuote"> & {
      * @generated from field: optional double prevClose = 24;
      */
     prevClose?: number;
+    /**
+     * OPTLOAD G5: the registry point value the 247 job uses.
+     *
+     * @generated from field: optional double pointValue = 25;
+     */
+    pointValue?: number;
 };
 /**
  * Describes the message OptionChainQuote.
@@ -1960,6 +2386,36 @@ export type GetOptionChainSummaryResponse = Message<"GetOptionChainSummaryRespon
      * @generated from field: int32 delaySeconds = 7;
      */
     delaySeconds: number;
+    /**
+     * Packed: class tuples or fold rows, per viewRows.
+     *
+     * @generated from field: repeated double cells = 8;
+     */
+    cells: number[];
+    /**
+     * @generated from field: int32 cellWidth = 9;
+     */
+    cellWidth: number;
+    /**
+     * @generated from field: repeated OptionChainViewRows viewRows = 10;
+     */
+    viewRows: OptionChainViewRows[];
+    /**
+     * Echo: the host re-asks when the close leaves the band.
+     *
+     * @generated from field: optional double spotHint = 11;
+     */
+    spotHint?: number;
+    /**
+     * @generated from field: optional double spotMarginPct = 12;
+     */
+    spotMarginPct?: number;
+    /**
+     * 1: every field above is honored.
+     *
+     * @generated from field: int32 knobsVersion = 13;
+     */
+    knobsVersion: number;
 };
 /**
  * Describes the message GetOptionChainSummaryResponse.