Enum value maps for StreamAggregatedQuoteResponseV2_EventType.
var (
StreamAggregatedQuoteResponseV2_EventType_name = map[string{
0: "UNKNOWN",
1: "BEST_ASK",
2: "BEST_BID",
}
StreamAggregatedQuoteResponseV2_EventType_value = map[int32{
"UNKNOWN": 0,
"BEST_ASK": 1,
"BEST_BID": 2,
}
)
var File_sdk_stream_aggregated_quote_v2_request_proto FileDescriptor
var File_sdk_stream_aggregated_quote_v2_response_proto FileDescriptor
StreamAggregatedQuoteRequestV2
type StreamAggregatedQuoteRequestV2 struct {
// Instrument class. See https://docs.kaiko.com/?python#instruments.
InstrumentClass string `protobuf:"bytes,1,opt,name=instrument_class,json=instrumentClass,proto3" json:"instrument_class,omitempty"`
// Instrument code. See https://docs.kaiko.com/?python#instruments.
Code string `protobuf:"bytes,2,opt,name=code,proto3" json:"code,omitempty"`
// Data interval. For historical data only.
Interval *core.DataInterval `protobuf:"bytes,3,opt,name=interval,proto3" json:"interval,omitempty"`
// 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.
IncludeUnvettedPrice bool `protobuf:"varint,4,opt,name=include_unvetted_price,json=includeUnvettedPrice,proto3" json:"include_unvetted_price,omitempty"`
// contains filtered or unexported fields
}
func (*StreamAggregatedQuoteRequestV2) Descriptor() ([]int)
Deprecated: Use StreamAggregatedQuoteRequestV2.ProtoReflect.Descriptor instead.
func (x *StreamAggregatedQuoteRequestV2) GetCode() string
func (x *StreamAggregatedQuoteRequestV2) GetIncludeUnvettedPrice() bool
func (x *StreamAggregatedQuoteRequestV2) GetInstrumentClass() string
func (x *StreamAggregatedQuoteRequestV2) GetInterval() *core.DataInterval
func (*StreamAggregatedQuoteRequestV2) ProtoMessage()
func (x *StreamAggregatedQuoteRequestV2) ProtoReflect() Message
func (x *StreamAggregatedQuoteRequestV2) Reset()
func (x *StreamAggregatedQuoteRequestV2) String() string
StreamAggregatedQuoteResponseV2
type StreamAggregatedQuoteResponseV2 struct {
// Aggregate (interval).
Aggregate string `protobuf:"bytes,1,opt,name=aggregate,proto3" json:"aggregate,omitempty"`
// Instrument class. See https://docs.kaiko.com/?python#instruments.
InstrumentClass string `protobuf:"bytes,2,opt,name=instrument_class,json=instrumentClass,proto3" json:"instrument_class,omitempty"`
// Instrument code. See https://docs.kaiko.com/?python#instruments.
Code string `protobuf:"bytes,3,opt,name=code,proto3" json:"code,omitempty"`
// Event type is ASK or BID.
EventType StreamAggregatedQuoteResponseV2_EventType `protobuf:"varint,4,opt,name=event_type,json=eventType,proto3,enum=kaikosdk.StreamAggregatedQuoteResponseV2_EventType" json:"event_type,omitempty"`
// Timestamp of event.
TsEvent *Timestamp `protobuf:"bytes,5,opt,name=ts_event,json=tsEvent,proto3" json:"ts_event,omitempty"`
// 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.
Vetted *StreamAggregatedQuoteValue `protobuf:"bytes,6,opt,name=vetted,proto3" json:"vetted,omitempty"`
// 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.
Unvetted *StreamAggregatedQuoteValue `protobuf:"bytes,7,opt,name=unvetted,proto3" json:"unvetted,omitempty"`
// contains filtered or unexported fields
}
func (*StreamAggregatedQuoteResponseV2) Descriptor() ([]int)
Deprecated: Use StreamAggregatedQuoteResponseV2.ProtoReflect.Descriptor instead.
func (x *StreamAggregatedQuoteResponseV2) GetAggregate() string
func (x *StreamAggregatedQuoteResponseV2) GetCode() string
func (x *StreamAggregatedQuoteResponseV2) GetEventType() StreamAggregatedQuoteResponseV2_EventType
func (x *StreamAggregatedQuoteResponseV2) GetInstrumentClass() string
func (x *StreamAggregatedQuoteResponseV2) GetTsEvent() *Timestamp
func (x *StreamAggregatedQuoteResponseV2) GetUnvetted() *StreamAggregatedQuoteValue
func (x *StreamAggregatedQuoteResponseV2) GetVetted() *StreamAggregatedQuoteValue
func (*StreamAggregatedQuoteResponseV2) ProtoMessage()
func (x *StreamAggregatedQuoteResponseV2) ProtoReflect() Message
func (x *StreamAggregatedQuoteResponseV2) Reset()
func (x *StreamAggregatedQuoteResponseV2) String() string
EventType is event category for a value.
type StreamAggregatedQuoteResponseV2_EventType int32
const (
// Unknown type.
StreamAggregatedQuoteResponseV2_UNKNOWN StreamAggregatedQuoteResponseV2_EventType = 0
// BEST_ASK type.
StreamAggregatedQuoteResponseV2_BEST_ASK StreamAggregatedQuoteResponseV2_EventType = 1
// BEST_BID type.
StreamAggregatedQuoteResponseV2_BEST_BID StreamAggregatedQuoteResponseV2_EventType = 2
)
func (StreamAggregatedQuoteResponseV2_EventType) Descriptor() EnumDescriptor
func (x StreamAggregatedQuoteResponseV2_EventType) Enum() *StreamAggregatedQuoteResponseV2_EventType
func (StreamAggregatedQuoteResponseV2_EventType) EnumDescriptor() ([]int)
Deprecated: Use StreamAggregatedQuoteResponseV2_EventType.Descriptor instead.
func (x StreamAggregatedQuoteResponseV2_EventType) Number() EnumNumber
func (x StreamAggregatedQuoteResponseV2_EventType) String() string
func (StreamAggregatedQuoteResponseV2_EventType) Type() EnumType
StreamAggregatedQuoteValue is wrapper for update values.
type StreamAggregatedQuoteValue struct {
// Price of top of book entry.
Price string `protobuf:"bytes,1,opt,name=price,proto3" json:"price,omitempty"`
// Volume of top of book entry.
Volume string `protobuf:"bytes,2,opt,name=volume,proto3" json:"volume,omitempty"`
// contains filtered or unexported fields
}
func (*StreamAggregatedQuoteValue) Descriptor() ([]int)
Deprecated: Use StreamAggregatedQuoteValue.ProtoReflect.Descriptor instead.
func (x *StreamAggregatedQuoteValue) GetPrice() string
func (x *StreamAggregatedQuoteValue) GetVolume() string
func (*StreamAggregatedQuoteValue) ProtoMessage()
func (x *StreamAggregatedQuoteValue) ProtoReflect() Message
func (x *StreamAggregatedQuoteValue) Reset()
func (x *StreamAggregatedQuoteValue) String() string