@openmarket/market-data-proto 12.71.0 → 12.73.0

package/dist/enums_pb.d.ts

@@ -614,7 +614,26 @@ export declare enum Exchange {
      *
      * @generated from enum value: CRYPTOCAP = 176;
      */
-    CRYPTOCAP = 176
+    CRYPTOCAP = 176,
+    /**
+     * Lighter (lighter.xyz) mainnet perpetuals and spot; Lighter RH, its separate
+     * Robinhood Chain exchange, would take its own value.
+     *
+     * @generated from enum value: LIGHTER = 177;
+     */
+    LIGHTER = 177,
+    /**
+     * Variational Omni, an RFQ perpetuals venue. VARIATIONAL carries its
+     * perpetuals, crypto and RWA alike; VARIATIONAL_SWAP its swaps, which pay
+     * funding once per trading day at separate long and short rates.
+     *
+     * @generated from enum value: VARIATIONAL = 178;
+     */
+    VARIATIONAL = 178,
+    /**
+     * @generated from enum value: VARIATIONAL_SWAP = 179;
+     */
+    VARIATIONAL_SWAP = 179
 }
 /**
  * Describes the enum Exchange.
@@ -4809,11 +4828,15 @@ export declare enum KiyoPlusTier {
  */
 export declare const KiyoPlusTierSchema: GenEnum<KiyoPlusTier>;
 /**
- * Where an OPRA print traded against the national best bid and offer in
- * force just before it (the tcbbo record's quote): above the midpoint is
- * ASK, below it BID, on it MID. NONE when that quote had a side missing or
- * at zero, or was crossed, so the print has no side; it is the zero value,
- * so an unset side reads as no side.
+ * The side of the market an option print traded on. On OPRA, where the
+ * print traded against the national best bid and offer in force just before
+ * it (the tcbbo record's quote): above the midpoint is ASK, below it BID, on
+ * it MID, and NONE when that quote had a side missing or at zero, or was
+ * crossed. On CME and the crypto option venues, the venue's aggressor: ASK
+ * when the taker bought, BID when the taker sold, NONE when the venue named
+ * no aggressor, never MID; the numbers run opposite to the TRADE row's side
+ * (SELL 1, BUY 2). NONE is the zero value, so an unset side reads as no
+ * side.
  *
  * @generated from enum OptionPrintSide
  */
@@ -4876,7 +4899,35 @@ export declare enum OptionPrintAggScope {
     /**
      * @generated from enum value: OPTION_PRINT_AGG_SCOPE_SPOT_PROFILE = 4;
      */
-    SPOT_PROFILE = 4
+    SPOT_PROFILE = 4,
+    /**
+     * OPTLOAD G3: one underlying's contract flow per strike (every expiry of the
+     * row's dte class; dte_bucket ZERO or AFTER_ZERO, unset when folded), per
+     * expiry (every strike), or per (expiry, strike), summed to the request's
+     * bar or session (DataRequest.optionRead). STRIKE rows set strike and leave
+     * expiry_ms 0, EXPIRY rows the reverse, EXPIRY_STRIKE rows both. They carry
+     * vol_ask..vol_none, vol_above_ask, vol_below_bid, prem_ask..prem_none,
+     * prints and sum_size; every other value is unset or 0.
+     *
+     * @generated from enum value: OPTION_PRINT_AGG_SCOPE_STRIKE = 5;
+     */
+    STRIKE = 5,
+    /**
+     * @generated from enum value: OPTION_PRINT_AGG_SCOPE_EXPIRY = 6;
+     */
+    EXPIRY = 6,
+    /**
+     * @generated from enum value: OPTION_PRINT_AGG_SCOPE_EXPIRY_STRIKE = 7;
+     */
+    EXPIRY_STRIKE = 7,
+    /**
+     * OPTLOAD G4: one underlying's prints passing the read's floors
+     * (minQuoteAmount, minAmount) and print filters, summed per bar and option
+     * type in the COIN columns.
+     *
+     * @generated from enum value: OPTION_PRINT_AGG_SCOPE_PRINTS = 8;
+     */
+    PRINTS = 8
 }
 /**
  * Describes the enum OptionPrintAggScope.
@@ -4909,12 +4960,497 @@ export declare enum OptionDteBucket {
     /**
      * @generated from enum value: OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4;
      */
-    OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4
+    OPTION_DTE_BUCKET_THIRTY_SIX_PLUS = 4,
+    /**
+     * OPTLOAD G3: every expiry after the trade date, the STRIKE scope's second
+     * class beside ZERO.
+     *
+     * @generated from enum value: OPTION_DTE_BUCKET_AFTER_ZERO = 5;
+     */
+    OPTION_DTE_BUCKET_AFTER_ZERO = 5
 }
 /**
  * Describes the enum OptionDteBucket.
  */
 export declare const OptionDteBucketSchema: GenEnum<OptionDteBucket>;
+/**
+ * OPTLOAD: where a grouped read's bars start (OptionReadShape.barAnchor).
+ *
+ * @generated from enum BarAnchor
+ */
+export declare enum BarAnchor {
+    /**
+     * ts - ts % barSeconds on the Unix epoch; every bucket counts.
+     *
+     * @generated from enum value: BAR_ANCHOR_UTC = 0;
+     */
+    UTC = 0,
+    /**
+     * Each New York weekday's 09:30 open: bars open + k * barSeconds; only
+     * buckets starting in [09:30, 16:00) New York count. DST from the tz
+     * database (the chart's usEquityAnchoredBucketStartMs).
+     *
+     * @generated from enum value: BAR_ANCHOR_US_EQUITY_RTH = 1;
+     */
+    US_EQUITY_RTH = 1,
+    /**
+     * A CME Globex trade date on the candle lattice: the date moves on at 17:00
+     * America/Chicago on the wall clock (DST-correct), a weekday holiday maps to
+     * its next trade date, weekend days keep their own date, and weeks are
+     * date_trunc('week', trade date). Each bar is stamped at its session open,
+     * 17:00 Chicago on the eve of its earliest booked session day. Only reads
+     * that reach CME Group exchanges alone (CME, CBOT, NYMEX, COMEX) take it.
+     *
+     * @generated from enum value: BAR_ANCHOR_CME_SESSION = 2;
+     */
+    CME_SESSION = 2
+}
+/**
+ * Describes the enum BarAnchor.
+ */
+export declare const BarAnchorSchema: GenEnum<BarAnchor>;
+/**
+ * OPTLOAD: what one group of a grouped read covers.
+ *
+ * @generated from enum BarSpan
+ */
+export declare enum BarSpan {
+    /**
+     * @generated from enum value: BAR_SPAN_BAR = 0;
+     */
+    BAR = 0,
+    /**
+     * The anchor's trade date: New York for US_EQUITY_RTH, UTC for UTC.
+     *
+     * @generated from enum value: BAR_SPAN_SESSION = 1;
+     */
+    SESSION = 1,
+    /**
+     * One row set for the whole window [from, from+period): OPTION_PRINT_AGG COIN and EXPIRY only.
+     *
+     * @generated from enum value: BAR_SPAN_WINDOW = 2;
+     */
+    WINDOW = 2
+}
+/**
+ * Describes the enum BarSpan.
+ */
+export declare const BarSpanSchema: GenEnum<BarSpan>;
+/**
+ * OPTLOAD G3: the expiries a contract flow read keeps, per row, against the
+ * New York trade date of the row's bucket middle.
+ *
+ * @generated from enum OptionExpiryClass
+ */
+export declare enum OptionExpiryClass {
+    /**
+     * @generated from enum value: OPTION_EXPIRY_CLASS_ALL = 0;
+     */
+    ALL = 0,
+    /**
+     * @generated from enum value: OPTION_EXPIRY_CLASS_ZERO_DTE = 1;
+     */
+    ZERO_DTE = 1,
+    /**
+     * @generated from enum value: OPTION_EXPIRY_CLASS_AFTER_TODAY = 2;
+     */
+    AFTER_TODAY = 2
+}
+/**
+ * Describes the enum OptionExpiryClass.
+ */
+export declare const OptionExpiryClassSchema: GenEnum<OptionExpiryClass>;
+/**
+ * OPTLOAD G6: how a strike-row read folds its minutes.
+ *
+ * @generated from enum StrikeRowFold
+ */
+export declare enum StrikeRowFold {
+    /**
+     * @generated from enum value: STRIKE_ROW_FOLD_NONE = 0;
+     */
+    NONE = 0,
+    /**
+     * One row per (bar, strike), summed across the scoped expiries:
+     * OPTION_STRIKE_AGG from the bar's newest minute, OPTION_STRIKE_FLOW_AGG
+     * from every minute of the bar.
+     *
+     * @generated from enum value: STRIKE_ROW_FOLD_BAR = 1;
+     */
+    BAR = 1
+}
+/**
+ * Describes the enum StrikeRowFold.
+ */
+export declare const StrikeRowFoldSchema: GenEnum<StrikeRowFold>;
+/**
+ * OPTLOAD G6: the heatmap's expiry filter, from the bar's open.
+ *
+ * @generated from enum OptionsExpiryScope
+ */
+export declare enum OptionsExpiryScope {
+    /**
+     * @generated from enum value: OPTIONS_EXPIRY_SCOPE_ALL = 0;
+     */
+    ALL = 0,
+    /**
+     * @generated from enum value: OPTIONS_EXPIRY_SCOPE_NEAREST = 1;
+     */
+    NEAREST = 1,
+    /**
+     * @generated from enum value: OPTIONS_EXPIRY_SCOPE_WEEK = 2;
+     */
+    WEEK = 2,
+    /**
+     * @generated from enum value: OPTIONS_EXPIRY_SCOPE_MONTH = 3;
+     */
+    MONTH = 3
+}
+/**
+ * Describes the enum OptionsExpiryScope.
+ */
+export declare const OptionsExpiryScopeSchema: GenEnum<OptionsExpiryScope>;
+/**
+ * OPTLOAD G6: the value columns a grouped strike-row read fills.
+ *
+ * @generated from enum StrikeMetric
+ */
+export declare enum StrikeMetric {
+    /**
+     * @generated from enum value: STRIKE_METRIC_ALL = 0;
+     */
+    ALL = 0,
+    /**
+     * @generated from enum value: STRIKE_METRIC_NET_GEX = 1;
+     */
+    NET_GEX = 1,
+    /**
+     * @generated from enum value: STRIKE_METRIC_DEX = 2;
+     */
+    DEX = 2,
+    /**
+     * @generated from enum value: STRIKE_METRIC_VEX = 3;
+     */
+    VEX = 3,
+    /**
+     * @generated from enum value: STRIKE_METRIC_OI = 4;
+     */
+    OI = 4,
+    /**
+     * @generated from enum value: STRIKE_METRIC_IV = 5;
+     */
+    IV = 5,
+    /**
+     * @generated from enum value: STRIKE_METRIC_NET_PREMIUM = 6;
+     */
+    NET_PREMIUM = 6,
+    /**
+     * @generated from enum value: STRIKE_METRIC_DELTA_FLOW = 7;
+     */
+    DELTA_FLOW = 7,
+    /**
+     * @generated from enum value: STRIKE_METRIC_GAMMA_FLOW = 8;
+     */
+    GAMMA_FLOW = 8,
+    /**
+     * @generated from enum value: STRIKE_METRIC_TRADE_VOLUME = 9;
+     */
+    TRADE_VOLUME = 9
+}
+/**
+ * Describes the enum StrikeMetric.
+ */
+export declare const StrikeMetricSchema: GenEnum<StrikeMetric>;
+/**
+ * OPTLOAD G5: the per-bar surface tuples an OPTION_SURFACE read keeps
+ * (OptionReadShape.surfacePick).
+ *
+ * @generated from enum OptionSurfacePick
+ */
+export declare enum OptionSurfacePick {
+    /**
+     * @generated from enum value: OPTION_SURFACE_PICK_NONE = 0;
+     */
+    NONE = 0,
+    /**
+     * The tuple with dte at least 1 and both wings at surfaceDelta, nearest
+     * surfaceDays; ties the earlier expiry.
+     *
+     * @generated from enum value: OPTION_SURFACE_PICK_NEAREST_DAYS = 1;
+     */
+    NEAREST_DAYS = 1,
+    /**
+     * The two anchors that bracket surfaceTenorDays (dte above 0.5, both
+     * 25-delta wings above 0).
+     *
+     * @generated from enum value: OPTION_SURFACE_PICK_TENOR_BRACKET = 2;
+     */
+    TENOR_BRACKET = 2
+}
+/**
+ * Describes the enum OptionSurfacePick.
+ */
+export declare const OptionSurfacePickSchema: GenEnum<OptionSurfacePick>;
+/**
+ * OPTLOAD G5: the class of the block B a chain page view builds, today's
+ * block of that lane class (GetOptionChainSummaryRequest.cellClass).
+ *
+ * @generated from enum OptionChainCellClass
+ */
+export declare enum OptionChainCellClass {
+    /**
+     * @generated from enum value: OPTION_CHAIN_CELL_CLASS_NONE = 0;
+     */
+    NONE = 0,
+    /**
+     * @generated from enum value: OPTION_CHAIN_CELL_CLASS_OPTIONS_CHAIN = 1;
+     */
+    OPTIONS_CHAIN = 1,
+    /**
+     * @generated from enum value: OPTION_CHAIN_CELL_CLASS_OPTION_CONTRACT_STATE = 2;
+     */
+    OPTION_CONTRACT_STATE = 2
+}
+/**
+ * Describes the enum OptionChainCellClass.
+ */
+export declare const OptionChainCellClassSchema: GenEnum<OptionChainCellClass>;
+/**
+ * OPTLOAD G5: one answer built from a chain page's block B
+ * (OptionChainView.kind): a projection, the contracts of B a template reads
+ * in B's order, or a fold, sums over all of B.
+ *
+ * @generated from enum OptionChainViewKind
+ */
+export declare enum OptionChainViewKind {
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_UNSPECIFIED = 0;
+     */
+    OPTION_CHAIN_VIEW_UNSPECIFIED = 0,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_WHOLE = 1;
+     */
+    OPTION_CHAIN_VIEW_WHOLE = 1,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_CLOCK = 2;
+     */
+    OPTION_CHAIN_VIEW_CLOCK = 2,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_ATM = 3;
+     */
+    OPTION_CHAIN_VIEW_ATM = 3,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_DELTA_BAND = 4;
+     */
+    OPTION_CHAIN_VIEW_DELTA_BAND = 4,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_WINDOW = 5;
+     */
+    OPTION_CHAIN_VIEW_WINDOW = 5,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_HORIZON_OTM = 6;
+     */
+    OPTION_CHAIN_VIEW_HORIZON_OTM = 6,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_SURFACE_BUCKETS = 7;
+     */
+    OPTION_CHAIN_VIEW_SURFACE_BUCKETS = 7,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_CONTRACT = 8;
+     */
+    OPTION_CHAIN_VIEW_CONTRACT = 8,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_FRONT_DELTA = 9;
+     */
+    OPTION_CHAIN_VIEW_FRONT_DELTA = 9,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_TRADED = 10;
+     */
+    OPTION_CHAIN_VIEW_TRADED = 10,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_EXTREMES = 11;
+     */
+    OPTION_CHAIN_VIEW_EXTREMES = 11,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_TOP = 12;
+     */
+    OPTION_CHAIN_VIEW_TOP = 12,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_TOTALS = 13;
+     */
+    OPTION_CHAIN_VIEW_TOTALS = 13,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_OI_BOARD = 14;
+     */
+    OPTION_CHAIN_VIEW_OI_BOARD = 14,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_STRIKE_CHANGE = 15;
+     */
+    OPTION_CHAIN_VIEW_STRIKE_CHANGE = 15,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_LEADERS = 16;
+     */
+    OPTION_CHAIN_VIEW_LEADERS = 16,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_EXPOSURE = 17;
+     */
+    OPTION_CHAIN_VIEW_EXPOSURE = 17,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_STRIKE_TABLE = 18;
+     */
+    OPTION_CHAIN_VIEW_STRIKE_TABLE = 18,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_GEX_CURVE = 19;
+     */
+    OPTION_CHAIN_VIEW_GEX_CURVE = 19,
+    /**
+     * Book folds: read the page's one book (C0), every expiry and strike, at the fill's
+     * priced time (C3); answered once per chain update and shared. No columnMask, no spotHint.
+     *
+     * NUMBERS-FOLD-SPEC + C's two deltas (1.4)
+     *
+     * @generated from enum value: OPTION_CHAIN_VIEW_NUMBERS = 20;
+     */
+    OPTION_CHAIN_VIEW_NUMBERS = 20,
+    /**
+     * GREEK-PROJECTION SPEC; refused by name until its unit
+     *
+     * @generated from enum value: OPTION_CHAIN_VIEW_GREEK_PROJECTION = 21;
+     */
+    OPTION_CHAIN_VIEW_GREEK_PROJECTION = 21,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_VOL_TERM = 22;
+     */
+    OPTION_CHAIN_VIEW_VOL_TERM = 22,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_SMILE = 23;
+     */
+    OPTION_CHAIN_VIEW_SMILE = 23,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_SURFACE = 24;
+     */
+    OPTION_CHAIN_VIEW_SURFACE = 24,
+    /**
+     * @generated from enum value: OPTION_CHAIN_VIEW_STRIKE_PROFILE = 25;
+     */
+    OPTION_CHAIN_VIEW_STRIKE_PROFILE = 25
+}
+/**
+ * Describes the enum OptionChainViewKind.
+ */
+export declare const OptionChainViewKindSchema: GenEnum<OptionChainViewKind>;
+/**
+ * OPTLOAD G5: how the cells of one view's rows are laid out
+ * (OptionChainViewRows.layout).
+ *
+ * @generated from enum OptionChainRowLayout
+ */
+export declare enum OptionChainRowLayout {
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_CLASS_TUPLE = 0;
+     */
+    OPTION_CHAIN_ROW_CLASS_TUPLE = 0,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_TOTALS = 1;
+     */
+    OPTION_CHAIN_ROW_TOTALS = 1,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_OI_CELL = 2;
+     */
+    OPTION_CHAIN_ROW_OI_CELL = 2,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_STRIKE_CHANGE = 3;
+     */
+    OPTION_CHAIN_ROW_STRIKE_CHANGE = 3,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_STRIKE = 4;
+     */
+    OPTION_CHAIN_ROW_EXPOSURE_STRIKE = 4,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_BUCKET = 5;
+     */
+    OPTION_CHAIN_ROW_EXPOSURE_BUCKET = 5,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_EXPOSURE_EXPIRY = 6;
+     */
+    OPTION_CHAIN_ROW_EXPOSURE_EXPIRY = 6,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_STRIKE_TABLE = 7;
+     */
+    OPTION_CHAIN_ROW_STRIKE_TABLE = 7,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_GEX_POINT = 8;
+     */
+    OPTION_CHAIN_ROW_GEX_POINT = 8,
+    /**
+     * @generated from enum value: OPTION_CHAIN_ROW_GEX_SUMS = 9;
+     */
+    OPTION_CHAIN_ROW_GEX_SUMS = 9,
+    /**
+     * 11, row kind first (numbers spec)
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_NUMBERS = 10;
+     */
+    OPTION_CHAIN_ROW_NUMBERS = 10,
+    /**
+     * 11, row kind first (projection spec)
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_GREEK_PROJECTION = 11;
+     */
+    OPTION_CHAIN_ROW_GREEK_PROJECTION = 11,
+    /**
+     * 10
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_BOOK_STAMP = 12;
+     */
+    OPTION_CHAIN_ROW_BOOK_STAMP = 12,
+    /**
+     * 15
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_VOL_TERM = 13;
+     */
+    OPTION_CHAIN_ROW_VOL_TERM = 13,
+    /**
+     * 3
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_SMILE_SERIES = 14;
+     */
+    OPTION_CHAIN_ROW_SMILE_SERIES = 14,
+    /**
+     * 4
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_SMILE_POINT = 15;
+     */
+    OPTION_CHAIN_ROW_SMILE_POINT = 15,
+    /**
+     * 3
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_SURFACE_CELL = 16;
+     */
+    OPTION_CHAIN_ROW_SURFACE_CELL = 16,
+    /**
+     * 9
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_PROFILE_STRIKE = 17;
+     */
+    OPTION_CHAIN_ROW_PROFILE_STRIKE = 17,
+    /**
+     * 12
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_PROFILE_LEVELS = 18;
+     */
+    OPTION_CHAIN_ROW_PROFILE_LEVELS = 18,
+    /**
+     * 2
+     *
+     * @generated from enum value: OPTION_CHAIN_ROW_PROFILE_POINT = 19;
+     */
+    OPTION_CHAIN_ROW_PROFILE_POINT = 19
+}
+/**
+ * Describes the enum OptionChainRowLayout.
+ */
+export declare const OptionChainRowLayoutSchema: GenEnum<OptionChainRowLayout>;
 /**
  * Where an OPTION_SURFACE expiry's forward came from: put-call parity at the
  * at-the-money strike, the underlying's spot, or a listed future.