InstrumentCriteria
Field | Type | Label | Description |
exchange | string | Instrument exchange code, for example "cbse" (Coinbase). |
|
instrument_class | string | Instrument class. See https://docs.kaiko.com/?python#instruments. |
|
code | string | Instrument code. See https://docs.kaiko.com/?python#instruments. |
SortCriteria
*
Return the data in ascending (asc) or descending (desc) order.
Name | Number | Description |
SORT_UNKNOWN | 0 | SORT_UNKNOWN (sorting not specified). |
ASC | 1 | ASC (ascendant). |
DESC | 2 | DESC (descendant). |
SourceData
Field | Type | Label | Description |
exchange_code | string | Instrument exchange code, for example "cbse" (Coinbase). |
|
count | int64 | Number of trades for the given instrument code and aggregate. |
|
price | string | Price for the instrument code on the exchange and interval. |
|
volume | string | Volume for the instrument code on the exchange and interval. |
Window information.
Field | Type | Label | Description |
start_time | google.protobuf.Timestamp | Start time of the aggregation window. |
|
end_time | google.protobuf.Timestamp | End time of the aggregation window. |
|
duration | google.protobuf.Duration | duration |
Assets
Field | Type | Label | Description |
base | string | Base asset. |
|
quote | string | Quote asset. |
DataInterval
Field | Type | Label | Description |
start_time | google.protobuf.Timestamp | Starting time (inclusive, ISO 8601 for REST). |
|
end_time | google.protobuf.Timestamp | Ending time (exclusive, ISO 8601 for REST). |
Source
Field | Type | Label | Description |
data | SourceData | repeated | Prices for instrument code in each exchange. |
price | string | Price for related instrument code accross exchanges. |
TimestampValue wraps optional timestamp.
Field | Type | Label | Description |
value | google.protobuf.Timestamp | The timestamp value. |
StreamAggregatedPriceResponseV1
Field | Type | Label | Description |
aggregate | string | Aggregate (interval). |
|
instrument_class | string | Instrument class. See https://docs.kaiko.com/?python#instruments. |
|
code | string | Instrument code. See https://docs.kaiko.com/?python#instruments. |
|
value | StreamAggregatedPriceValue | Value is update value (price and volume). Field is absent if the ticker has no update during the aggregate inerval. |
|
event_type | StreamAggregatedPriceResponseV1.EventType | Event type is ASK or BID. |
|
ts_event | google.protobuf.Timestamp | Timestamp of event. |
StreamAggregatedPriceValue is wrapper for update values.
Field | Type | Label | Description |
price | string | Price of top of book entry. |
|
volume | string | Volume of top of book entry. |
EventType is event category for a value.
Name | Number | Description |
UNKNOWN | 0 | Unknown type. |
BEST_ASK | 1 | BEST_ASK type. |
BEST_BID | 2 | BEST_BID type. |
StreamAggregatedPriceRequestV1
Field | Type | Label | Description |
instrument_class | string | Instrument class. See https://docs.kaiko.com/?python#instruments. |
|
code | string | Instrument code. See https://docs.kaiko.com/?python#instruments. |
|
interval | DataInterval | Data interval. For historical data only. |
StreamDerivativesInstrumentMetricsResponseV1 derivatives v1 response.
Field | Type | Label | Description |
value | string | Value of the commodity. |
|
legacy_symbol | string | Legacy symbol. |
|
exchange | string | Exchange. |
|
commodity | string | Commodity. See https://docs.kaiko.com/v/kaiko-rest-api/market-data/derivatives/derivatives-metrics/risk#fields and https://docs.kaiko.com/v/kaiko-rest-api/market-data/derivatives/derivatives-metrics/price#fields. |
|
commodity_kind | StreamDerivativesInstrumentCommodityKindV1 | Kind of commodity (price of risk). |
|
ts_collection | google.protobuf.Timestamp | Timestamp of collection (event entered Kaiko's infrastructure), before nomalization. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
StreamDerivativesInstrumentCommodityKindV1 allows selecting kind of commodity update wanted.
Name | Number | Description |
SDICK_UNKNOWN | 0 | Unknown kind. |
SDICK_PRICE | 1 | SDICK_PRICE commodity. |
SDICK_RISK | 2 | SDICK_RISK commodity. |
StreamDerivativesInstrumentMetricsRequestV1.
Field | Type | Label | Description |
instrument_criteria | InstrumentCriteria | InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used. |
|
commodities | StreamDerivativesInstrumentCommodityKindV1 | repeated | Enum indicating type of feed. If no commodity is specified, you get all commodities by default, otherwise you get only specified commodities. |
StreamAggregatesVWAPResponseV1
Field | Type | Label | Description |
aggregate | string | Aggregate (interval). |
|
class | string | Instrument class, empty when instrument not mapped. |
|
code | string | Instrument code, empty when instrument not mapped. |
|
exchange | string | Instrument exchange. |
|
sequence_id | string | Sequence ID for event. Sortable in lexicographic order. |
|
price | double | Price for the trade. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
|
uid | string | UID is timestamp truncated to interval of OHLCV. |
StreamAggregatesVWAPRequestV1
Field | Type | Label | Description |
instrument_criteria | InstrumentCriteria | InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used. |
|
aggregate | string | Aggregate value (1s, 1m, 1h). |
StreamAggregatesSpotExchangeRateV2ResponseV1
Field | Type | Label | Description |
assets | Assets | Sliding Window (duration string, ex: 1m). |
|
price | double | Price for the trade. |
|
timestamp | google.protobuf.Timestamp | Timestamp of event. |
|
window | Window | Window information. |
|
no_trade | bool | NoTrade: no trade happened during the window. |
StreamAggregatesSpotExchangeRateV2RequestV1
Field | Type | Label | Description |
assets | Assets | base/quote assets. |
|
window | google.protobuf.Duration | Sliding Window duration (duration string, ex: 1m). |
|
include_exchanges | string | repeated | list of exchange code to include. |
exclude_exchanges | string | repeated | list of exchange code to exclude. |
update_frequency | google.protobuf.Duration | Update frequency (duration string, ex: 1m). |
StreamIndexServiceResponseBaseAsset is base asset involved in computation.
Field | Type | Label | Description |
asset | string | Asset. |
|
weight | double | Weight. |
StreamIndexServiceResponseInstruments is computation result by instruments.
Field | Type | Label | Description |
partition | string | Partition. |
|
price | double | Price. |
|
volume | double | Volume. |
|
count | uint64 | Count. |
|
underlying_trade | StreamIndexServiceUnderlyingTrade | Underlying trade for the partition. |
StreamIndexServiceResponsePairs is computation result by pairs.
Field | Type | Label | Description |
pair | string | Pair. |
|
weight | double | Weight (for multiple assets indices). |
|
instruments | StreamIndexServiceResponseInstruments | repeated | Detailed computation by instruments. |
StreamIndexServiceResponsePercentage is computation result by percentage.
Field | Type | Label | Description |
percentage | double | Percentage. |
|
price | double | Price computed for the whole percentage. |
|
pairs | StreamIndexServiceResponsePairs | repeated | Detailed computation by pairs. |
StreamIndexServiceResponseV1
Field | Type | Label | Description |
index_code | string | Index code. |
|
commodity | StreamIndexCommodity | Event type. |
|
interval | DataInterval | Data interval. |
|
quote | string | Quote. |
|
bases | StreamIndexServiceResponseBaseAsset | repeated | Bases. |
exchanges | string | repeated | Exchanges. |
percentages | StreamIndexServiceResponsePercentage | repeated | Detailed computation by percentage. |
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
|
sequence_id | string | Sequence ID for event. Sortable in lexicographic order. |
|
last_ingest_time | google.protobuf.Timestamp | Last internal ingest date used for computation. Useful for replication purposes. |
StreamIndexServiceUnderlyingTrade is underlying trade information for a partition.
Field | Type | Label | Description |
volume | double | Amount / quantity of asset bought or sold, displayed in base currency. |
|
exchange | string | Instrument exchange code, for example "cbse" (Coinbase). |
|
id | string | Trade ID, empty string when not present. |
|
datetime | google.protobuf.Timestamp | Date of trade. |
StreamIndexCommodity allows selecting kind of index update wanted.
Name | Number | Description |
SIC_UNKNOWN | 0 | Unknown commodity. |
SIC_REAL_TIME | 1 | REAL_TIME commodity. |
SIC_DAILY_FIXING | 2 | DAILY_FIXING commodity. |
StreamIndexServiceRequestV1
Field | Type | Label | Description |
index_code | string | Index code. |
|
commodities | StreamIndexCommodity | repeated | Enum indicating type of feed. |
interval | DataInterval | Data interval. For historical data only. |
StreamForexIndexDetail is detail property involved in computation.
Field | Type | Label | Description |
name | string | Name. |
|
price | double | Price |
|
ts_event | google.protobuf.Timestamp | TSEvent. |
StreamForexIndexPublic is public property involved in computation.
Field | Type | Label | Description |
name | string | Name. |
|
ts_event | google.protobuf.Timestamp | TSEvent. |
StreamForexIndexServiceResponseDetail is detail property involved in computation.
Field | Type | Label | Description |
underlying | StreamForexIndexDetail | Underlying. |
|
fxrate | StreamForexIndexDetail | FxRate. |
StreamForexIndexServiceResponsePublic is public property involved in computation.
Field | Type | Label | Description |
underlying | StreamForexIndexPublic | Underlying. |
|
fxrate | StreamForexIndexPublic | FxRate. |
StreamIndexForexRateServiceResponseV1
Field | Type | Label | Description |
index_code | string | Index code. |
|
commodity | StreamIndexCommodity | Event type. |
|
interval | DataInterval | Data interval. |
|
composition | StreamForexIndexServiceResponsePublic | Coimposition of the forex rate. |
|
price | double | Price. |
|
ts_event | google.protobuf.Timestamp | TSEvent |
|
detail | StreamForexIndexServiceResponseDetail | Detail property. |
StreamIndexForexRateServiceRequestV1
Field | Type | Label | Description |
index_code | string | Index code. |
|
interval | DataInterval | Data interval. For historical data only. |
StreamIvSviParametersResponseV1 is IV SVI paramater stream response.
Field | Type | Label | Description |
data_start_time | google.protobuf.Timestamp | Start time of the calculation window used. |
|
data_end_time | google.protobuf.Timestamp | End time of the calculation window used. |
|
expiry | google.protobuf.Timestamp | Expiry date of the instrument. |
|
exchanges | string | repeated | Exchanges included. |
base | string | Base asset. |
|
quote | string | Quote asset. |
|
time_to_expiry | string | Time to expiry. |
|
atm_implied_variance | string | ATM implied variance. |
|
atm_skew | string | ATM skew. |
|
left_slope | string | Left slope of IV smile. |
|
right_slope | string | Right slope of IV smile. |
|
min_implied_variance | string | Min implied variance. |
|
current_spot | string | Current spot. |
|
interest_rate | string | Interest rate. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
StreamIvSviParametersRequestV1 is IV SVI parameter stream request.
Field | Type | Label | Description |
assets | Assets | base/quote assets. wildcard is supported for both base and quote assets. |
|
exchanges | string | Exchanges. wildcard is supported. |
StreamAggregatesOHLCVResponseV1
Field | Type | Label | Description |
aggregate | string | Aggregate (interval). |
|
class | string | Instrument class. |
|
close | string | Close value of OHLCV. |
|
exchange | string | Instrument exchange. |
|
high | string | High value of OHLCV. |
|
low | string | Low value of OHLCV. |
|
open | string | Open value of OHLCV. |
|
sequence_id | string | Sequence ID for event. Sortable in lexicographic order. |
|
code | string | Instrument code. |
|
timestamp | google.protobuf.Timestamp | Timestamp of event. |
|
uid | string | UID is timestamp truncated to interval of OHLCV. |
|
volume | string | Volume of OHLCV. |
StreamAggregatesOHLCVRequestV1
Field | Type | Label | Description |
instrument_criteria | InstrumentCriteria | InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used. |
|
aggregate | string | Aggregate value (1s, 1m, 1h). |
StreamMarketUpdateResponseV1
Field | Type | Label | Description |
commodity | StreamMarketUpdateCommodity | Kind of commodity concerned by the market update. |
|
amount | double | Amount / quantity of asset bought or sold, displayed in base currency. |
|
class | string | Instrument class, internal Kaiko classification denoting whether an instrument is a spot, future, perpetual future, or option. |
|
code | string | Instrument code (currency pair), for example btc-usd. |
|
exchange | string | Instrument exchange code, for example "cbse" (Coinbase). |
|
sequence_id | string | Sequence ID for event. Sortable in lexicographic order. |
|
id | string | ID from exchange (trades only), empty string when not present. |
|
price | double | Price for quote currency. |
|
ts_exchange | TimestampValue | Timestamp of the event as provided by the exchange. |
|
ts_collection | TimestampValue | Timestamp of collection (event entered Kaiko's infrastructure), before nomalization. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
|
update_type | StreamMarketUpdateResponseV1.StreamMarketUpdateType | Event category for this update. |
|
snapshot | StreamMarketUpdateResponseV1.Snapshot | Snapshot for this update. |
|
additional_properties | StreamMarketUpdateResponseV1.AdditionalPropertiesEntry | repeated | Additionnal properties, specific to the exchange. |
Field | Type | Label | Description |
key | string |
|
|
value | string |
|
Snapshot is an orderbook snapshot.
Field | Type | Label | Description |
asks | StreamMarketUpdateResponseV1.Snapshot.Order | repeated | Asks is the list of asks of the orderbook. |
bids | StreamMarketUpdateResponseV1.Snapshot.Order | repeated | Bids is the list of bids of the orderbook. |
Order is a amount at a price level.
Field | Type | Label | Description |
amount | double | Amount / quantity of asset bought or sold, displayed in base currency. |
|
price | double | Price for quote currency. |
StreamMarketUpdateType is event category for a market update.
Name | Number | Description |
UNKNOWN | 0 | Unknown type. |
TRADE_BUY | 1 | TRADE_BUY type. |
TRADE_SELL | 2 | TRADE_SELL type. |
TRADE_UNKNOWN | 9 | TRADE_UNKNOWN type. |
BEST_ASK | 3 | BEST_ASK type. |
BEST_BID | 4 | BEST_BID type. |
UPDATED_ASK | 5 | UPDATED_ASK type. |
UPDATED_BID | 6 | UPDATED_BID type. |
SNAPSHOT | 7 | SNAPSHOT type. |
FORCE_SNAPSHOT | 8 | FORCE_SNAPSHOT type. Internal use only. |
StreamMarketUpdateCommodity allows selecting kind of market update wanted.
Name | Number | Description |
SMUC_UNKNOWN | 0 | Unknown commodity. |
SMUC_TRADE | 1 | TRADE commodity. |
SMUC_TOP_OF_BOOK | 2 | TOP_OF_BOOK commodity. |
SMUC_FULL_ORDER_BOOK | 3 | FULL_ORDER_BOOK commodity. |
StreamMarketUpdateRequestV1
Field | Type | Label | Description |
instrument_criteria | InstrumentCriteria | InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used. |
|
commodities | StreamMarketUpdateCommodity | repeated | Enum indicating type of feed. If no commodity is specified, you get all commodities by default, otherwise you get only specified commodities. |
interval | DataInterval | Data interval. For historical data only. |
|
snapshot_type | StreamMarketUpdateRequestV1.OrderbookSnapshotType | Deprecated. SnapshotType is the type of snapshot if commodities contains orderbook. This field is deprecated and used anymore, only full snapshot are sent. |
Name | Option |
snapshot_type | true |
OrderbookSnapshotType
Name | Number | Description |
UNKNOWN | 0 | UNKNOWN means no snapshot is sent. |
TEN_PERCENT | 1 | TEN_PERCENT is ob10%. |
FULL | 2 | FULL is full orderbook. |
StreamIndexMultiAssetsServiceResponseComposition is the composition used to compute the index.
Field | Type | Label | Description |
underlying_instrument | string | Underlying rate of the indices. |
|
base | string | Base. |
|
quote | string | Quote. |
|
exchanges | string | repeated | Exchanges. |
instrument_interval | DataInterval | Data interval. |
|
currency_conversion | string | Currency conversion. |
|
ts_event | google.protobuf.Timestamp | Timestamp (tick) of underlying rate ts. |
StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used
Field | Type | Label | Description |
underlying_instrument | string | Underlying instrument of the indices. |
|
underlying_price | google.protobuf.DoubleValue | Underlying price of the instrument. |
|
weighting_factor | double | Weighting factor of the instrument. |
|
capping_factor | double | Capping factor of the instrument. |
|
currency_conversion_factor | double | Currency conversion factor of the instrument. |
StreamIndexMultiAssetsServiceResponsePrices is the prices informations on the pair used
Field | Type | Label | Description |
index_value | double | Index value. |
|
divisor | double | Divisor. |
|
pairs | StreamIndexMultiAssetsServiceResponsePair | repeated | StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used. |
StreamIndexServiceResponseV1
Field | Type | Label | Description |
commodity | StreamIndexCommodity | Event type. |
|
index_code | string | Index code. |
|
interval | DataInterval | Data interval. |
|
main_quote | string | Quote. |
|
compositions | StreamIndexMultiAssetsServiceResponseComposition | repeated | List of rates used in indices. |
price | StreamIndexMultiAssetsServiceResponsePrices | Price of the indice. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
|
ts_compute | google.protobuf.Timestamp | Timestamp of computation (differs from ts_event only if a buffer is applied, especially for real time data). |
StreamIndexServiceRequestV1
Field | Type | Label | Description |
index_code | string | Index code. |
|
commodities | StreamIndexCommodity | repeated | Enum indicating type of feed. |
interval | DataInterval | Data interval. For historical data only. |
StreamAggregatedQuoteResponseV2
Field | Type | Label | Description |
aggregate | string | Aggregate (interval). |
|
instrument_class | string | Instrument class. See https://docs.kaiko.com/?python#instruments. |
|
code | string | Instrument code. See https://docs.kaiko.com/?python#instruments. |
|
event_type | StreamAggregatedQuoteResponseV2.EventType | Event type is ASK or BID. |
|
ts_event | google.protobuf.Timestamp | Timestamp of event. |
|
vetted | StreamAggregatedQuoteValue | Vetted is update value (price and volume) using Kaiko vetted exchanges list. Field is absent if the ticker has no update during the aggregate inerval or asset is not covered by vetted exchange list. |
|
unvetted | StreamAggregatedQuoteValue | Unvetted value is same as value, but includes all exchanges covered by Kaiko Top Of Book Stream for computation. This should be used whenever an asset is not part of the vetted list. |
StreamAggregatedQuoteValue is wrapper for update values.
Field | Type | Label | Description |
price | string | Price of top of book entry. |
|
volume | string | Volume of top of book entry. |
EventType is event category for a value.
Name | Number | Description |
UNKNOWN | 0 | Unknown type. |
BEST_ASK | 1 | BEST_ASK type. |
BEST_BID | 2 | BEST_BID type. |
StreamAggregatedQuoteRequestV2
Field | Type | Label | Description |
instrument_class | string | Instrument class. See https://docs.kaiko.com/?python#instruments. |
|
code | string | Instrument code. See https://docs.kaiko.com/?python#instruments. |
|
interval | DataInterval | Data interval. For historical data only. |
|
include_unvetted_price | bool | Whether to add an additionnal data point including all exchanges covered by Kaiko Top Of Book Stream for computation. This should be used whenever an asset is not part of the vetted list. Beware that exchange vetted list changes every quarter, so if there is only 1 exchange covering this asset, you should use `unvetted` as backup to `vetted` to always have a price. |
StreamAggregatesDirectExchangeRateV2ResponseV1
Field | Type | Label | Description |
assets | Assets | Sliding Window (duration string, ex: 1m). |
|
price | double | Price for the trade. |
|
timestamp | google.protobuf.Timestamp | Timestamp of event. |
|
window | Window | Window information. |
|
no_trade | bool | NoTrade: no trade happened during the window. |
StreamAggregatesDirectExchangeRateV1RequestV1
Field | Type | Label | Description |
assets | Assets | base/quote assets. |
|
window | google.protobuf.Duration | Sliding Window duration (duration string, ex: 1m). |
|
include_exchanges | string | repeated | list of exchange code to include. |
exclude_exchanges | string | repeated | list of exchange code to exclude. |
update_frequency | google.protobuf.Duration | Update frequency (duration string, ex: 1m). |
StreamTradesResponseV1
Field | Type | Label | Description |
additional_properties | StreamTradesResponseV1.AdditionalPropertiesEntry | repeated | Additionnal properties, specific to the exchange. |
amount | double | Amount / quantity of asset bought or sold, displayed in base currency. |
|
class | string | Instrument class, empty when instrument not mapped. |
|
code | string | Instrument code, empty when instrument not mapped. |
|
exchange | string | Instrument exchange code, for example "cbse" (Coinbase). |
|
sequence_id | string | Sequence ID for event. Sortable in lexicographic order. |
|
id | string | Trade ID, empty string when not present. |
|
price | double | Price for the trade. |
|
side | StreamTradesResponseV1.TradeSide | Trade side. |
|
ts_exchange | TimestampValue | Timestamp of trade, when provided by the exchange. |
|
ts_collection | TimestampValue | Timestamp of collection (event entered Kaiko's infrastructure), before nomalization. |
|
ts_event | google.protobuf.Timestamp | Event generation timestamp (event created by Kaiko), after normalization. |
Field | Type | Label | Description |
key | string |
|
|
value | string |
|
Side
Name | Number | Description |
UNKNOWN | 0 | Unknown side (not specified). |
BUY | 1 | Buy side. |
SELL | 2 | Sell side. |
StreamTradesRequestV1
Field | Type | Label | Description |
instrument_criteria | InstrumentCriteria | InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used. |
Service for streaming Aggregated Price V1
Service is deprecated, use `StreamAggregatedQuoteServiceV1` instead.
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatedPriceRequestV1 | StreamAggregatedPriceResponseV1 stream | Subscribe |
Method Name | Option |
Subscribe | true |
Service for streaming Aggregated Quote V2
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatedQuoteRequestV2 | StreamAggregatedQuoteResponseV2 stream | Subscribe |
Service for streaming OHLCV V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatesOHLCVRequestV1 | StreamAggregatesOHLCVResponseV1 stream | Subscribe |
Service for streaming Direct exchange rate V2 service V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatesDirectExchangeRateV2RequestV1 | StreamAggregatesDirectExchangeRateV2ResponseV1 stream | Subscribe |
Service for streaming Spot exchange rate V2 service V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatesSpotExchangeRateV2RequestV1 | StreamAggregatesSpotExchangeRateV2ResponseV1 stream | Subscribe |
Service for streaming VWAP V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamAggregatesVWAPRequestV1 | StreamAggregatesVWAPResponseV1 stream | Subscribe |
Service for streaming derivatives instrument metrics V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamDerivativesInstrumentMetricsRequestV1 | StreamDerivativesInstrumentMetricsResponseV1 stream | Subscribe |
Service for streaming index Forex rate assets V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamIndexForexRateServiceRequestV1 | StreamIndexForexRateServiceResponseV1 stream | Subscribe |
Service for streaming index multi assets V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamIndexMultiAssetsServiceRequestV1 | StreamIndexMultiAssetsServiceResponseV1 stream | Subscribe |
Service for streaming index V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamIndexServiceRequestV1 | StreamIndexServiceResponseV1 stream | Subscribe |
Service for streaming IV SVI parameters V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamIvSviParametersRequestV1 | StreamIvSviParametersResponseV1 stream | Subscribe |
Service for streaming market update V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamMarketUpdateRequestV1 | StreamMarketUpdateResponseV1 stream | Subscribe |
Service for streaming trades V1
Method Name | Request Type | Response Type | Description |
Subscribe | StreamTradesRequestV1 | StreamTradesResponseV1 stream | Subscribe |
.proto Type | Notes | C++ | Java | Python | Go | C# | PHP | Ruby |
double | double | double | float | float64 | double | float | Float | |
float | float | float | float | float32 | float | float | Float | |
int32 | Uses variable-length encoding. Inefficient for encoding negative numbers – if your field is likely to have negative values, use sint32 instead. | int32 | int | int | int32 | int | integer | Bignum or Fixnum (as required) |
int64 | Uses variable-length encoding. Inefficient for encoding negative numbers – if your field is likely to have negative values, use sint64 instead. | int64 | long | int/long | int64 | long | integer/string | Bignum |
uint32 | Uses variable-length encoding. | uint32 | int | int/long | uint32 | uint | integer | Bignum or Fixnum (as required) |
uint64 | Uses variable-length encoding. | uint64 | long | int/long | uint64 | ulong | integer/string | Bignum or Fixnum (as required) |
sint32 | Uses variable-length encoding. Signed int value. These more efficiently encode negative numbers than regular int32s. | int32 | int | int | int32 | int | integer | Bignum or Fixnum (as required) |
sint64 | Uses variable-length encoding. Signed int value. These more efficiently encode negative numbers than regular int64s. | int64 | long | int/long | int64 | long | integer/string | Bignum |
fixed32 | Always four bytes. More efficient than uint32 if values are often greater than 2^28. | uint32 | int | int | uint32 | uint | integer | Bignum or Fixnum (as required) |
fixed64 | Always eight bytes. More efficient than uint64 if values are often greater than 2^56. | uint64 | long | int/long | uint64 | ulong | integer/string | Bignum |
sfixed32 | Always four bytes. | int32 | int | int | int32 | int | integer | Bignum or Fixnum (as required) |
sfixed64 | Always eight bytes. | int64 | long | int/long | int64 | long | integer/string | Bignum |
bool | bool | boolean | boolean | bool | bool | boolean | TrueClass/FalseClass | |
string | A string must always contain UTF-8 encoded or 7-bit ASCII text. | string | String | str/unicode | string | string | string | String (UTF-8) |
bytes | May contain any arbitrary sequence of bytes. | string | ByteString | str | []byte | ByteString | string | String (ASCII-8BIT) |