Protocol Documentation

Table of Contents

sdk/core/instrument_criteria.proto

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InstrumentCriteria

InstrumentCriteria

FieldTypeLabelDescription
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.

sdk/core/sort_criteria.proto

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SortCriteria

SortCriteria

*

Return the data in ascending (asc) or descending (desc) order.

NameNumberDescription
SORT_UNKNOWN 0

SORT_UNKNOWN (sorting not specified).

ASC 1

ASC (ascendant).

DESC 2

DESC (descendant).

sdk/core/source_data.proto

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SourceData

SourceData

FieldTypeLabelDescription
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.

sdk/core/window.proto

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Window

Window information.

FieldTypeLabelDescription
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

sdk/core/assets.proto

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Assets

Assets

FieldTypeLabelDescription
base string

Base asset.

quote string

Quote asset.

sdk/core/data_interval.proto

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DataInterval

DataInterval

FieldTypeLabelDescription
start_time google.protobuf.Timestamp

Starting time (inclusive, ISO 8601 for REST).

end_time google.protobuf.Timestamp

Ending time (exclusive, ISO 8601 for REST).

sdk/core/source.proto

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Source

Source

FieldTypeLabelDescription
data SourceData repeated

Prices for instrument code in each exchange.

price string

Price for related instrument code accross exchanges.

sdk/core/wrappers.proto

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TimestampValue

TimestampValue wraps optional timestamp.

FieldTypeLabelDescription
value google.protobuf.Timestamp

The timestamp value.

sdk/stream/aggregated_price_v1/response.proto

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StreamAggregatedPriceResponseV1

StreamAggregatedPriceResponseV1

FieldTypeLabelDescription
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

StreamAggregatedPriceValue is wrapper for update values.

FieldTypeLabelDescription
price string

Price of top of book entry.

volume string

Volume of top of book entry.

StreamAggregatedPriceResponseV1.EventType

EventType is event category for a value.

NameNumberDescription
UNKNOWN 0

Unknown type.

BEST_ASK 1

BEST_ASK type.

BEST_BID 2

BEST_BID type.

sdk/stream/aggregated_price_v1/request.proto

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StreamAggregatedPriceRequestV1

StreamAggregatedPriceRequestV1

FieldTypeLabelDescription
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.

sdk/stream/derivatives_instrument_metrics_v1/response.proto

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StreamDerivativesInstrumentMetricsResponseV1

StreamDerivativesInstrumentMetricsResponseV1 derivatives v1 response.

FieldTypeLabelDescription
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.

sdk/stream/derivatives_instrument_metrics_v1/commodity_kind.proto

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StreamDerivativesInstrumentCommodityKindV1

StreamDerivativesInstrumentCommodityKindV1 allows selecting kind of commodity update wanted.

NameNumberDescription
SDICK_UNKNOWN 0

Unknown kind.

SDICK_PRICE 1

SDICK_PRICE commodity.

SDICK_RISK 2

SDICK_RISK commodity.

sdk/stream/derivatives_instrument_metrics_v1/request.proto

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StreamDerivativesInstrumentMetricsRequestV1

StreamDerivativesInstrumentMetricsRequestV1.

FieldTypeLabelDescription
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.

sdk/stream/aggregates_vwap_v1/response.proto

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StreamAggregatesVWAPResponseV1

StreamAggregatesVWAPResponseV1

FieldTypeLabelDescription
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.

sdk/stream/aggregates_vwap_v1/request.proto

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StreamAggregatesVWAPRequestV1

StreamAggregatesVWAPRequestV1

FieldTypeLabelDescription
instrument_criteria InstrumentCriteria

InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

aggregate string

Aggregate value (1s, 1m, 1h).

sdk/stream/aggregates_spot_exchange_rate_v2/response.proto

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StreamAggregatesSpotExchangeRateV2ResponseV1

StreamAggregatesSpotExchangeRateV2ResponseV1

FieldTypeLabelDescription
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.

sdk/stream/aggregates_spot_exchange_rate_v2/request.proto

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StreamAggregatesSpotExchangeRateV2RequestV1

StreamAggregatesSpotExchangeRateV2RequestV1

FieldTypeLabelDescription
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).

sdk/stream/index_v1/response.proto

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StreamIndexServiceResponseBaseAsset

StreamIndexServiceResponseBaseAsset is base asset involved in computation.

FieldTypeLabelDescription
asset string

Asset.

weight double

Weight.

StreamIndexServiceResponseInstruments

StreamIndexServiceResponseInstruments is computation result by instruments.

FieldTypeLabelDescription
partition string

Partition.

price double

Price.

volume double

Volume.

count uint64

Count.

underlying_trade StreamIndexServiceUnderlyingTrade

Underlying trade for the partition.

StreamIndexServiceResponsePairs

StreamIndexServiceResponsePairs is computation result by pairs.

FieldTypeLabelDescription
pair string

Pair.

weight double

Weight (for multiple assets indices).

instruments StreamIndexServiceResponseInstruments repeated

Detailed computation by instruments.

StreamIndexServiceResponsePercentage

StreamIndexServiceResponsePercentage is computation result by percentage.

FieldTypeLabelDescription
percentage double

Percentage.

price double

Price computed for the whole percentage.

pairs StreamIndexServiceResponsePairs repeated

Detailed computation by pairs.

StreamIndexServiceResponseV1

StreamIndexServiceResponseV1

FieldTypeLabelDescription
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

StreamIndexServiceUnderlyingTrade is underlying trade information for a partition.

FieldTypeLabelDescription
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.

sdk/stream/index_v1/commodity.proto

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StreamIndexCommodity

StreamIndexCommodity allows selecting kind of index update wanted.

NameNumberDescription
SIC_UNKNOWN 0

Unknown commodity.

SIC_REAL_TIME 1

REAL_TIME commodity.

SIC_DAILY_FIXING 2

DAILY_FIXING commodity.

sdk/stream/index_v1/request.proto

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StreamIndexServiceRequestV1

StreamIndexServiceRequestV1

FieldTypeLabelDescription
index_code string

Index code.

commodities StreamIndexCommodity repeated

Enum indicating type of feed.

interval DataInterval

Data interval. For historical data only.

sdk/stream/index_forex_rate_v1/response.proto

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StreamForexIndexDetail

StreamForexIndexDetail is detail property involved in computation.

FieldTypeLabelDescription
name string

Name.

price double

Price

ts_event google.protobuf.Timestamp

TSEvent.

StreamForexIndexPublic

StreamForexIndexPublic is public property involved in computation.

FieldTypeLabelDescription
name string

Name.

ts_event google.protobuf.Timestamp

TSEvent.

StreamForexIndexServiceResponseDetail

StreamForexIndexServiceResponseDetail is detail property involved in computation.

FieldTypeLabelDescription
underlying StreamForexIndexDetail

Underlying.

fxrate StreamForexIndexDetail

FxRate.

StreamForexIndexServiceResponsePublic

StreamForexIndexServiceResponsePublic is public property involved in computation.

FieldTypeLabelDescription
underlying StreamForexIndexPublic

Underlying.

fxrate StreamForexIndexPublic

FxRate.

StreamIndexForexRateServiceResponseV1

StreamIndexForexRateServiceResponseV1

FieldTypeLabelDescription
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.

sdk/stream/index_forex_rate_v1/request.proto

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StreamIndexForexRateServiceRequestV1

StreamIndexForexRateServiceRequestV1

FieldTypeLabelDescription
index_code string

Index code.

interval DataInterval

Data interval. For historical data only.

sdk/stream/iv_svi_parameters_v1/response.proto

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StreamIvSviParametersResponseV1

StreamIvSviParametersResponseV1 is IV SVI paramater stream response.

FieldTypeLabelDescription
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.

sdk/stream/iv_svi_parameters_v1/request.proto

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StreamIvSviParametersRequestV1

StreamIvSviParametersRequestV1 is IV SVI parameter stream request.

FieldTypeLabelDescription
assets Assets

base/quote assets. wildcard is supported for both base and quote assets.

exchanges string

Exchanges. wildcard is supported.

sdk/stream/aggregates_ohlcv_v1/response.proto

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StreamAggregatesOHLCVResponseV1

StreamAggregatesOHLCVResponseV1

FieldTypeLabelDescription
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.

sdk/stream/aggregates_ohlcv_v1/request.proto

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StreamAggregatesOHLCVRequestV1

StreamAggregatesOHLCVRequestV1

FieldTypeLabelDescription
instrument_criteria InstrumentCriteria

InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

aggregate string

Aggregate value (1s, 1m, 1h).

sdk/stream/market_update_v1/response.proto

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StreamMarketUpdateResponseV1

StreamMarketUpdateResponseV1

FieldTypeLabelDescription
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.

StreamMarketUpdateResponseV1.AdditionalPropertiesEntry

FieldTypeLabelDescription
key string

value string

StreamMarketUpdateResponseV1.Snapshot

Snapshot is an orderbook snapshot.

FieldTypeLabelDescription
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.

StreamMarketUpdateResponseV1.Snapshot.Order

Order is a amount at a price level.

FieldTypeLabelDescription
amount double

Amount / quantity of asset bought or sold, displayed in base currency.

price double

Price for quote currency.

StreamMarketUpdateResponseV1.StreamMarketUpdateType

StreamMarketUpdateType is event category for a market update.

NameNumberDescription
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.

sdk/stream/market_update_v1/commodity.proto

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StreamMarketUpdateCommodity

StreamMarketUpdateCommodity allows selecting kind of market update wanted.

NameNumberDescription
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.

sdk/stream/market_update_v1/request.proto

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StreamMarketUpdateRequestV1

StreamMarketUpdateRequestV1

FieldTypeLabelDescription
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.

Fields with deprecated option

Name Option
snapshot_type

true

StreamMarketUpdateRequestV1.OrderbookSnapshotType

OrderbookSnapshotType

NameNumberDescription
UNKNOWN 0

UNKNOWN means no snapshot is sent.

TEN_PERCENT 1

TEN_PERCENT is ob10%.

FULL 2

FULL is full orderbook.

sdk/stream/index_multi_assets_v1/response.proto

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StreamIndexMultiAssetsServiceResponseComposition

StreamIndexMultiAssetsServiceResponseComposition is the composition used to compute the index.

FieldTypeLabelDescription
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

StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used

FieldTypeLabelDescription
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

StreamIndexMultiAssetsServiceResponsePrices is the prices informations on the pair used

FieldTypeLabelDescription
index_value double

Index value.

divisor double

Divisor.

pairs StreamIndexMultiAssetsServiceResponsePair repeated

StreamIndexMultiAssetsServiceResponsePair is the pair information for the rates used.

StreamIndexMultiAssetsServiceResponseV1

StreamIndexServiceResponseV1

FieldTypeLabelDescription
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).

sdk/stream/index_multi_assets_v1/request.proto

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StreamIndexMultiAssetsServiceRequestV1

StreamIndexServiceRequestV1

FieldTypeLabelDescription
index_code string

Index code.

commodities StreamIndexCommodity repeated

Enum indicating type of feed.

interval DataInterval

Data interval. For historical data only.

sdk/stream/aggregated_quote_v2/response.proto

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StreamAggregatedQuoteResponseV2

StreamAggregatedQuoteResponseV2

FieldTypeLabelDescription
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

StreamAggregatedQuoteValue is wrapper for update values.

FieldTypeLabelDescription
price string

Price of top of book entry.

volume string

Volume of top of book entry.

StreamAggregatedQuoteResponseV2.EventType

EventType is event category for a value.

NameNumberDescription
UNKNOWN 0

Unknown type.

BEST_ASK 1

BEST_ASK type.

BEST_BID 2

BEST_BID type.

sdk/stream/aggregated_quote_v2/request.proto

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StreamAggregatedQuoteRequestV2

StreamAggregatedQuoteRequestV2

FieldTypeLabelDescription
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.

sdk/stream/aggregates_direct_exchange_rate_v2/response.proto

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StreamAggregatesDirectExchangeRateV2ResponseV1

StreamAggregatesDirectExchangeRateV2ResponseV1

FieldTypeLabelDescription
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.

sdk/stream/aggregates_direct_exchange_rate_v2/request.proto

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StreamAggregatesDirectExchangeRateV2RequestV1

StreamAggregatesDirectExchangeRateV1RequestV1

FieldTypeLabelDescription
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).

sdk/stream/trades_v1/response.proto

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StreamTradesResponseV1

StreamTradesResponseV1

FieldTypeLabelDescription
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.

StreamTradesResponseV1.AdditionalPropertiesEntry

FieldTypeLabelDescription
key string

value string

StreamTradesResponseV1.TradeSide

Side

NameNumberDescription
UNKNOWN 0

Unknown side (not specified).

BUY 1

Buy side.

SELL 2

Sell side.

sdk/stream/trades_v1/request.proto

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StreamTradesRequestV1

StreamTradesRequestV1

FieldTypeLabelDescription
instrument_criteria InstrumentCriteria

InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

sdk/sdk.proto

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StreamAggregatedPriceServiceV1

Service for streaming Aggregated Price V1

Service is deprecated, use `StreamAggregatedQuoteServiceV1` instead.

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatedPriceRequestV1 StreamAggregatedPriceResponseV1 stream

Subscribe

Methods with deprecated option

Method Name Option
Subscribe

true

StreamAggregatedQuoteServiceV2

Service for streaming Aggregated Quote V2

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatedQuoteRequestV2 StreamAggregatedQuoteResponseV2 stream

Subscribe

StreamAggregatesOHLCVServiceV1

Service for streaming OHLCV V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatesOHLCVRequestV1 StreamAggregatesOHLCVResponseV1 stream

Subscribe

StreamAggregatesSpotDirectExchangeRateV2ServiceV1

Service for streaming Direct exchange rate V2 service V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatesDirectExchangeRateV2RequestV1 StreamAggregatesDirectExchangeRateV2ResponseV1 stream

Subscribe

StreamAggregatesSpotExchangeRateV2ServiceV1

Service for streaming Spot exchange rate V2 service V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatesSpotExchangeRateV2RequestV1 StreamAggregatesSpotExchangeRateV2ResponseV1 stream

Subscribe

StreamAggregatesVWAPServiceV1

Service for streaming VWAP V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamAggregatesVWAPRequestV1 StreamAggregatesVWAPResponseV1 stream

Subscribe

StreamDerivativesInstrumentMetricsServiceV1

Service for streaming derivatives instrument metrics V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamDerivativesInstrumentMetricsRequestV1 StreamDerivativesInstrumentMetricsResponseV1 stream

Subscribe

StreamIndexForexRateServiceV1

Service for streaming index Forex rate assets V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamIndexForexRateServiceRequestV1 StreamIndexForexRateServiceResponseV1 stream

Subscribe

StreamIndexMultiAssetsServiceV1

Service for streaming index multi assets V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamIndexMultiAssetsServiceRequestV1 StreamIndexMultiAssetsServiceResponseV1 stream

Subscribe

StreamIndexServiceV1

Service for streaming index V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamIndexServiceRequestV1 StreamIndexServiceResponseV1 stream

Subscribe

StreamIvSviParametersServiceV1

Service for streaming IV SVI parameters V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamIvSviParametersRequestV1 StreamIvSviParametersResponseV1 stream

Subscribe

StreamMarketUpdateServiceV1

Service for streaming market update V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamMarketUpdateRequestV1 StreamMarketUpdateResponseV1 stream

Subscribe

StreamTradesServiceV1

Service for streaming trades V1

Method NameRequest TypeResponse TypeDescription
Subscribe StreamTradesRequestV1 StreamTradesResponseV1 stream

Subscribe

Scalar Value Types

.proto TypeNotesC++JavaPythonGoC#PHPRuby
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)