@polyester/sdk 0.0.0

package/dist/gen/marketdata/v1/heatmap_pb.d.ts

@@ -0,0 +1,571 @@
+import { GenEnum, GenFile, GenMessage, GenService } from "@bufbuild/protobuf/codegenv2";
+import { Timestamp } from "@bufbuild/protobuf/wkt";
+import { Message } from "@bufbuild/protobuf";
+declare namespace heatmap_pb_d_exports {
+  export { GetOrderbookHeatmapRequest, GetOrderbookHeatmapRequestSchema, GetOrderbookHeatmapResponse, GetOrderbookHeatmapResponseSchema, HeatmapDeltaBucket, HeatmapDeltaBucketSchema, HeatmapDeltaChain, HeatmapDeltaChainSchema, HeatmapDeltaLevels, HeatmapDeltaLevelsSchema, HeatmapDepth, HeatmapDepthSchema, HeatmapInterval, HeatmapIntervalSchema, HeatmapKeyframe, HeatmapKeyframeSchema, HeatmapLevels, HeatmapLevelsSchema, HeatmapLiveBucket, HeatmapLiveBucketSchema, HeatmapQuantityMode, HeatmapQuantityModeSchema, HeatmapService, HeatmapTimeRange, HeatmapTimeRangeSchema, file_marketdata_v1_heatmap };
+}
+/**
+ * Describes the file marketdata/v1/heatmap.proto.
+ */
+declare const file_marketdata_v1_heatmap: GenFile;
+/**
+ * HeatmapTimeRange selects historical buckets by [start_time, end_time] (UTC).
+ * At least one bound is required.
+ *
+ * @generated from message marketdata.v1.HeatmapTimeRange
+ */
+type HeatmapTimeRange = Message<"marketdata.v1.HeatmapTimeRange"> & {
+  /**
+   * Inclusive lower bound in UTC. Omit to leave the lower bound open.
+   *
+   * @generated from field: google.protobuf.Timestamp start_time = 1;
+   */
+  startTime?: Timestamp | undefined;
+  /**
+   * Inclusive upper bound in UTC. Omit to leave the upper bound open.
+   *
+   * @generated from field: google.protobuf.Timestamp end_time = 2;
+   */
+  endTime?: Timestamp | undefined;
+};
+/**
+ * Describes the message marketdata.v1.HeatmapTimeRange.
+ * Use `create(HeatmapTimeRangeSchema)` to create a new message.
+ */
+declare const HeatmapTimeRangeSchema: GenMessage<HeatmapTimeRange>;
+/**
+ * GetOrderbookHeatmapRequest fetches historical heatmap buckets.
+ *
+ * @generated from message marketdata.v1.GetOrderbookHeatmapRequest
+ */
+type GetOrderbookHeatmapRequest = Message<"marketdata.v1.GetOrderbookHeatmapRequest"> & {
+  /**
+   * Numeric spot market identifier.
+   *
+   * @generated from field: uint32 symbol_id = 1;
+   */
+  symbolId: number;
+  /**
+   * Heatmap bucket interval.
+   *
+   * @generated from field: marketdata.v1.HeatmapInterval interval = 2;
+   */
+  interval: HeatmapInterval;
+  /**
+   * Top-N levels per side included in each bucket.
+   *
+   * @generated from field: marketdata.v1.HeatmapDepth depth = 3;
+   */
+  depth: HeatmapDepth;
+  /**
+   * Absolute time range for the first page. Reuse the same request filters and
+   * pass page_token from the prior response to continue older buckets.
+   *
+   * @generated from field: marketdata.v1.HeatmapTimeRange time_range = 4;
+   */
+  timeRange?: HeatmapTimeRange | undefined;
+  /**
+   * Opaque keyset cursor from a previous response. The cursor is exclusive and
+   * bound to symbol, interval, depth, quantity mode, and the original time
+   * range.
+   *
+   * @generated from field: string page_token = 5;
+   */
+  pageToken: string;
+  /**
+   * Maximum number of delta buckets returned (min 1, max 20000).
+   * This limit counts only `chain.deltas`; `chain.base_keyframe` is not counted.
+   *
+   * @generated from field: uint32 limit = 6;
+   */
+  limit: number;
+  /**
+   * Quantity mode used for qty_scaled in snapshot/delta levels:
+   * - CLOSE: end-of-bucket quantity
+   * - PEAK: intra-bucket peak quantity
+   *
+   * @generated from field: marketdata.v1.HeatmapQuantityMode quantity_mode = 7;
+   */
+  quantityMode: HeatmapQuantityMode;
+};
+/**
+ * Describes the message marketdata.v1.GetOrderbookHeatmapRequest.
+ * Use `create(GetOrderbookHeatmapRequestSchema)` to create a new message.
+ */
+declare const GetOrderbookHeatmapRequestSchema: GenMessage<GetOrderbookHeatmapRequest>;
+/**
+ * HeatmapLevels represents one side of the orderbook for snapshots.
+ * Arrays are aligned by index and prices are sorted ascending for both sides:
+ * - price_ticks[i] <-> qty_scaled[i]
+ *
+ * @generated from message marketdata.v1.HeatmapLevels
+ */
+type HeatmapLevels = Message<"marketdata.v1.HeatmapLevels"> & {
+  /**
+   * Price levels in quote units scaled by 1e6.
+   *
+   * @generated from field: repeated int64 price_ticks = 1;
+   */
+  priceTicks: bigint[];
+  /**
+   * Quantity at each price level according to quantity_mode, scaled by the
+   * pair's base_quantity_scale from GetSpotConfig.
+   *
+   * @generated from field: repeated int64 qty_scaled = 2;
+   */
+  qtyScaled: bigint[];
+};
+/**
+ * Describes the message marketdata.v1.HeatmapLevels.
+ * Use `create(HeatmapLevelsSchema)` to create a new message.
+ */
+declare const HeatmapLevelsSchema: GenMessage<HeatmapLevels>;
+/**
+ * HeatmapDeltaLevels represents sparse per-bucket level changes for one side.
+ * Arrays are aligned by index and prices are sorted ascending for both sides:
+ * - price_ticks[i] <-> qty_scaled[i]
+ * Delete semantics: qty_scaled[i] = 0 means delete level at price_ticks[i].
+ *
+ * @generated from message marketdata.v1.HeatmapDeltaLevels
+ */
+type HeatmapDeltaLevels = Message<"marketdata.v1.HeatmapDeltaLevels"> & {
+  /**
+   * Price levels in quote units scaled by 1e6.
+   *
+   * @generated from field: repeated int64 price_ticks = 1;
+   */
+  priceTicks: bigint[];
+  /**
+   * Quantity at each price level, scaled by the pair's base_quantity_scale from
+   * GetSpotConfig. A zero value deletes the level at the matching price_ticks
+   * index.
+   *
+   * @generated from field: repeated int64 qty_scaled = 2;
+   */
+  qtyScaled: bigint[];
+};
+/**
+ * Describes the message marketdata.v1.HeatmapDeltaLevels.
+ * Use `create(HeatmapDeltaLevelsSchema)` to create a new message.
+ */
+declare const HeatmapDeltaLevelsSchema: GenMessage<HeatmapDeltaLevels>;
+/**
+ * HeatmapKeyframe is a full-book snapshot anchor.
+ *
+ * @generated from message marketdata.v1.HeatmapKeyframe
+ */
+type HeatmapKeyframe = Message<"marketdata.v1.HeatmapKeyframe"> & {
+  /**
+   * Snapshot timestamp (seconds since epoch, UTC).
+   *
+   * @generated from field: uint64 ts_sec = 1;
+   */
+  tsSec: bigint;
+  /**
+   * Best bid price in quote units scaled by 1e6.
+   *
+   * @generated from field: int64 best_bid_ticks = 2;
+   */
+  bestBidTicks: bigint;
+  /**
+   * Best ask price in quote units scaled by 1e6.
+   *
+   * @generated from field: int64 best_ask_ticks = 3;
+   */
+  bestAskTicks: bigint;
+  /**
+   * Mid price in quote units scaled by 1e6.
+   *
+   * @generated from field: int64 mid_ticks = 4;
+   */
+  midTicks: bigint;
+  /**
+   * Complete bid-side levels at the snapshot.
+   *
+   * @generated from field: marketdata.v1.HeatmapLevels bids = 5;
+   */
+  bids?: HeatmapLevels | undefined;
+  /**
+   * Complete ask-side levels at the snapshot.
+   *
+   * @generated from field: marketdata.v1.HeatmapLevels asks = 6;
+   */
+  asks?: HeatmapLevels | undefined;
+  /**
+   * Monotonic order book sequence at the snapshot.
+   *
+   * @generated from field: uint64 book_seq = 7;
+   */
+  bookSeq: bigint;
+};
+/**
+ * Describes the message marketdata.v1.HeatmapKeyframe.
+ * Use `create(HeatmapKeyframeSchema)` to create a new message.
+ */
+declare const HeatmapKeyframeSchema: GenMessage<HeatmapKeyframe>;
+/**
+ * HeatmapDeltaBucket is one sparse update bucket containing both sides.
+ *
+ * @generated from message marketdata.v1.HeatmapDeltaBucket
+ */
+type HeatmapDeltaBucket = Message<"marketdata.v1.HeatmapDeltaBucket"> & {
+  /**
+   * Bucket start timestamp (seconds since epoch, UTC), aligned to `interval`.
+   *
+   * @generated from field: uint64 ts_sec = 1;
+   */
+  tsSec: bigint;
+  /**
+   * Sparse bid-side level changes in this bucket.
+   *
+   * @generated from field: marketdata.v1.HeatmapDeltaLevels bids = 2;
+   */
+  bids?: HeatmapDeltaLevels | undefined;
+  /**
+   * Sparse ask-side level changes in this bucket.
+   *
+   * @generated from field: marketdata.v1.HeatmapDeltaLevels asks = 3;
+   */
+  asks?: HeatmapDeltaLevels | undefined;
+  /**
+   * Number of upstream L2 updates aggregated into this interval bucket.
+   *
+   * @generated from field: uint32 updates_in_bucket = 4;
+   */
+  updatesInBucket: number;
+  /**
+   * Earliest monotonic order book sequence represented by this bucket.
+   *
+   * @generated from field: uint64 book_seq_start = 5;
+   */
+  bookSeqStart: bigint;
+  /**
+   * Latest monotonic order book sequence represented by this bucket.
+   *
+   * @generated from field: uint64 book_seq_end = 6;
+   */
+  bookSeqEnd: bigint;
+};
+/**
+ * Describes the message marketdata.v1.HeatmapDeltaBucket.
+ * Use `create(HeatmapDeltaBucketSchema)` to create a new message.
+ */
+declare const HeatmapDeltaBucketSchema: GenMessage<HeatmapDeltaBucket>;
+/**
+ * HeatmapLiveBucket is the canonical live payload for real-time heatmap updates.
+ * It represents the latest state of one bucket (open or finalized).
+ *
+ * @generated from message marketdata.v1.HeatmapLiveBucket
+ */
+type HeatmapLiveBucket = Message<"marketdata.v1.HeatmapLiveBucket"> & {
+  /**
+   * Numeric spot market identifier.
+   *
+   * @generated from field: uint32 symbol_id = 1;
+   */
+  symbolId: number;
+  /**
+   * Bucket interval for this payload.
+   *
+   * @generated from field: marketdata.v1.HeatmapInterval interval = 2;
+   */
+  interval: HeatmapInterval;
+  /**
+   * Bucket start timestamp (seconds since epoch, UTC), aligned to `interval`.
+   *
+   * @generated from field: uint64 ts_sec = 3;
+   */
+  tsSec: bigint;
+  /**
+   * True when this bucket is finalized; false for provisional updates to an
+   * open bucket.
+   *
+   * @generated from field: bool is_final = 4;
+   */
+  isFinal: boolean;
+  /**
+   * Sparse bid-side level changes represented by this bucket.
+   *
+   * @generated from field: marketdata.v1.HeatmapDeltaLevels bids = 5;
+   */
+  bids?: HeatmapDeltaLevels | undefined;
+  /**
+   * Sparse ask-side level changes represented by this bucket.
+   *
+   * @generated from field: marketdata.v1.HeatmapDeltaLevels asks = 6;
+   */
+  asks?: HeatmapDeltaLevels | undefined;
+  /**
+   * Number of upstream L2 updates aggregated into this interval bucket.
+   *
+   * @generated from field: uint32 updates_in_bucket = 7;
+   */
+  updatesInBucket: number;
+  /**
+   * Earliest monotonic order book sequence represented by this bucket.
+   *
+   * @generated from field: uint64 book_seq_start = 8;
+   */
+  bookSeqStart: bigint;
+  /**
+   * Latest monotonic order book sequence represented by this bucket.
+   *
+   * @generated from field: uint64 book_seq_end = 9;
+   */
+  bookSeqEnd: bigint;
+  /**
+   * Quantity semantics for qty_scaled in bids and asks.
+   *
+   * @generated from field: marketdata.v1.HeatmapQuantityMode quantity_mode = 10;
+   */
+  quantityMode: HeatmapQuantityMode;
+  /**
+   * Effective bin stride for this symbol as a price delta in 1e-6 quote-unit
+   * ticks.
+   *
+   * @generated from field: uint64 effective_bin_ticks = 11;
+   */
+  effectiveBinTicks: bigint;
+};
+/**
+ * Describes the message marketdata.v1.HeatmapLiveBucket.
+ * Use `create(HeatmapLiveBucketSchema)` to create a new message.
+ */
+declare const HeatmapLiveBucketSchema: GenMessage<HeatmapLiveBucket>;
+/**
+ * HeatmapDeltaChain is the historical payload for all intervals.
+ * Reconstruct by applying deltas over base_keyframe.
+ * Deltas are ordered oldest-first by ts_sec.
+ *
+ * @generated from message marketdata.v1.HeatmapDeltaChain
+ */
+type HeatmapDeltaChain = Message<"marketdata.v1.HeatmapDeltaChain"> & {
+  /**
+   * Full-book snapshot from which to apply the returned deltas.
+   *
+   * @generated from field: marketdata.v1.HeatmapKeyframe base_keyframe = 1;
+   */
+  baseKeyframe?: HeatmapKeyframe | undefined;
+  /**
+   * Sparse update buckets ordered oldest-first by timestamp.
+   *
+   * @generated from field: repeated marketdata.v1.HeatmapDeltaBucket deltas = 2;
+   */
+  deltas: HeatmapDeltaBucket[];
+};
+/**
+ * Describes the message marketdata.v1.HeatmapDeltaChain.
+ * Use `create(HeatmapDeltaChainSchema)` to create a new message.
+ */
+declare const HeatmapDeltaChainSchema: GenMessage<HeatmapDeltaChain>;
+/**
+ * GetOrderbookHeatmapResponse returns a historical replay chain plus optional
+ * live bucket state for explicit realtime stitching.
+ *
+ * @generated from message marketdata.v1.GetOrderbookHeatmapResponse
+ */
+type GetOrderbookHeatmapResponse = Message<"marketdata.v1.GetOrderbookHeatmapResponse"> & {
+  /**
+   * Numeric spot market identifier returned for the requested market.
+   *
+   * @generated from field: uint32 symbol_id = 1;
+   */
+  symbolId: number;
+  /**
+   * Bucket interval used for the returned chain.
+   *
+   * @generated from field: marketdata.v1.HeatmapInterval interval = 2;
+   */
+  interval: HeatmapInterval;
+  /**
+   * Top-N depth requested per side.
+   *
+   * @generated from field: marketdata.v1.HeatmapDepth depth = 3;
+   */
+  depth: HeatmapDepth;
+  /**
+   * Always returned as snapshot + sparse deltas for the requested interval.
+   *
+   * @generated from field: marketdata.v1.HeatmapDeltaChain chain = 4;
+   */
+  chain?: HeatmapDeltaChain | undefined;
+  /**
+   * Latest finalized historical bucket timestamp in seconds since epoch (UTC).
+   *
+   * @generated from field: uint64 last_persisted_ts_sec = 5;
+   */
+  lastPersistedTsSec: bigint;
+  /**
+   * Book sequence anchor for realtime continuation; apply live updates where book_seq_end is greater than this value.
+   *
+   * @generated from field: uint64 live_from_book_seq_end = 6;
+   */
+  liveFromBookSeqEnd: bigint;
+  /**
+   * True when live_from_book_seq_end is available and can be used as a realtime continuation anchor.
+   *
+   * @generated from field: bool has_live_anchor = 7;
+   */
+  hasLiveAnchor: boolean;
+  /**
+   * Opaque cursor for the next page. Empty when no more results exist.
+   *
+   * @generated from field: string next_page_token = 8;
+   */
+  nextPageToken: string;
+  /**
+   * Server response time in seconds since epoch (UTC).
+   *
+   * @generated from field: uint64 server_time_sec = 10;
+   */
+  serverTimeSec: bigint;
+  /**
+   * Quantity mode used for all qty_scaled values in the response.
+   *
+   * @generated from field: marketdata.v1.HeatmapQuantityMode quantity_mode = 11;
+   */
+  quantityMode: HeatmapQuantityMode;
+  /**
+   * Optional latest live bucket for the requested interval and depth.
+   * Present only when it is newer than the historical anchor and its quantity semantics match quantity_mode.
+   *
+   * @generated from field: marketdata.v1.HeatmapLiveBucket live_bucket = 12;
+   */
+  liveBucket?: HeatmapLiveBucket | undefined;
+};
+/**
+ * Describes the message marketdata.v1.GetOrderbookHeatmapResponse.
+ * Use `create(GetOrderbookHeatmapResponseSchema)` to create a new message.
+ */
+declare const GetOrderbookHeatmapResponseSchema: GenMessage<GetOrderbookHeatmapResponse>;
+/**
+ * HeatmapInterval controls bucket resolution for historical orderbook heatmap.
+ *
+ * @generated from enum marketdata.v1.HeatmapInterval
+ */
+declare enum HeatmapInterval {
+  /**
+   * @generated from enum value: INTERVAL_UNSPECIFIED = 0;
+   */
+  INTERVAL_UNSPECIFIED = 0,
+  /**
+   * @generated from enum value: INTERVAL_1S = 1;
+   */
+  INTERVAL_1S = 1,
+  /**
+   * @generated from enum value: INTERVAL_1M = 2;
+   */
+  INTERVAL_1M = 2,
+  /**
+   * @generated from enum value: INTERVAL_5M = 3;
+   */
+  INTERVAL_5M = 3,
+  /**
+   * @generated from enum value: INTERVAL_1H = 4;
+   */
+  INTERVAL_1H = 4
+}
+/**
+ * Describes the enum marketdata.v1.HeatmapInterval.
+ */
+declare const HeatmapIntervalSchema: GenEnum<HeatmapInterval>;
+/**
+ * HeatmapDepth controls top-N levels included per side in each heatmap bucket.
+ *
+ * Values intentionally mirror orderbook.v1.Depth for FE ergonomics, while
+ * keeping this contract decoupled from orderbook service protos.
+ *
+ * @generated from enum marketdata.v1.HeatmapDepth
+ */
+declare enum HeatmapDepth {
+  /**
+   * @generated from enum value: DEPTH_UNSPECIFIED = 0;
+   */
+  DEPTH_UNSPECIFIED = 0,
+  /**
+   * @generated from enum value: DEPTH_1 = 1;
+   */
+  DEPTH_1 = 1,
+  /**
+   * @generated from enum value: DEPTH_5 = 2;
+   */
+  DEPTH_5 = 2,
+  /**
+   * @generated from enum value: DEPTH_10 = 3;
+   */
+  DEPTH_10 = 3,
+  /**
+   * @generated from enum value: DEPTH_20 = 4;
+   */
+  DEPTH_20 = 4,
+  /**
+   * @generated from enum value: DEPTH_50 = 5;
+   */
+  DEPTH_50 = 5,
+  /**
+   * @generated from enum value: DEPTH_100 = 6;
+   */
+  DEPTH_100 = 6,
+  /**
+   * @generated from enum value: DEPTH_200 = 7;
+   */
+  DEPTH_200 = 7,
+  /**
+   * @generated from enum value: DEPTH_500 = 8;
+   */
+  DEPTH_500 = 8,
+  /**
+   * @generated from enum value: DEPTH_1000 = 9;
+   */
+  DEPTH_1000 = 9
+}
+/**
+ * Describes the enum marketdata.v1.HeatmapDepth.
+ */
+declare const HeatmapDepthSchema: GenEnum<HeatmapDepth>;
+/**
+ * HeatmapQuantityMode controls what qty_scaled means in returned levels.
+ *
+ * @generated from enum marketdata.v1.HeatmapQuantityMode
+ */
+declare enum HeatmapQuantityMode {
+  /**
+   * @generated from enum value: QTY_MODE_UNSPECIFIED = 0;
+   */
+  QTY_MODE_UNSPECIFIED = 0,
+  /**
+   * @generated from enum value: CLOSE = 1;
+   */
+  CLOSE = 1,
+  /**
+   * @generated from enum value: PEAK = 2;
+   */
+  PEAK = 2
+}
+/**
+ * Describes the enum marketdata.v1.HeatmapQuantityMode.
+ */
+declare const HeatmapQuantityModeSchema: GenEnum<HeatmapQuantityMode>;
+/**
+ * HeatmapService serves historical orderbook heatmap chains.
+ *
+ * @generated from service marketdata.v1.HeatmapService
+ */
+declare const HeatmapService: GenService<{
+  /**
+   * Retrieve historical orderbook heatmap data for a spot symbol.
+   * - All intervals (1s/1m/5m/1h) return snapshot + sparse delta chain.
+   * - Response may also include the latest live bucket state when available.
+   * Response always includes realtime stitching anchors.
+   *
+   * @generated from rpc marketdata.v1.HeatmapService.GetOrderbookHeatmap
+   */
+  getOrderbookHeatmap: {
+    methodKind: "unary";
+    input: typeof GetOrderbookHeatmapRequestSchema;
+    output: typeof GetOrderbookHeatmapResponseSchema;
+  };
+}>;
+//#endregion
+export { GetOrderbookHeatmapRequest, GetOrderbookHeatmapRequestSchema, GetOrderbookHeatmapResponse, GetOrderbookHeatmapResponseSchema, HeatmapDeltaBucket, HeatmapDeltaBucketSchema, HeatmapDeltaChain, HeatmapDeltaChainSchema, HeatmapDeltaLevels, HeatmapDeltaLevelsSchema, HeatmapDepth, HeatmapDepthSchema, HeatmapInterval, HeatmapIntervalSchema, HeatmapKeyframe, HeatmapKeyframeSchema, HeatmapLevels, HeatmapLevelsSchema, HeatmapLiveBucket, HeatmapLiveBucketSchema, HeatmapQuantityMode, HeatmapQuantityModeSchema, HeatmapService, HeatmapTimeRange, HeatmapTimeRangeSchema, file_marketdata_v1_heatmap, heatmap_pb_d_exports };
+//# sourceMappingURL=heatmap_pb.d.ts.map

package/dist/gen/marketdata/v1/heatmap_pb.d.ts.map

@@ -0,0 +1 @@
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