var File_sdk_stream_aggregates_vwap_v1_request_proto FileDescriptor
var File_sdk_stream_aggregates_vwap_v1_response_proto FileDescriptor
StreamAggregatesVWAPRequestV1
type StreamAggregatesVWAPRequestV1 struct {
// InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.
InstrumentCriteria *core.InstrumentCriteria `protobuf:"bytes,1,opt,name=instrument_criteria,json=instrumentCriteria,proto3" json:"instrument_criteria,omitempty"`
// Aggregate value (1s, 1m, 1h).
Aggregate string `protobuf:"bytes,2,opt,name=aggregate,proto3" json:"aggregate,omitempty"`
// contains filtered or unexported fields
}
func (*StreamAggregatesVWAPRequestV1) Descriptor() ([]int)
Deprecated: Use StreamAggregatesVWAPRequestV1.ProtoReflect.Descriptor instead.
func (x *StreamAggregatesVWAPRequestV1) GetAggregate() string
func (x *StreamAggregatesVWAPRequestV1) GetInstrumentCriteria() *core.InstrumentCriteria
func (*StreamAggregatesVWAPRequestV1) ProtoMessage()
func (x *StreamAggregatesVWAPRequestV1) ProtoReflect() Message
func (x *StreamAggregatesVWAPRequestV1) Reset()
func (x *StreamAggregatesVWAPRequestV1) String() string
StreamAggregatesVWAPResponseV1
type StreamAggregatesVWAPResponseV1 struct {
// Aggregate (interval).
Aggregate string `protobuf:"bytes,1,opt,name=aggregate,proto3" json:"aggregate,omitempty"`
// Instrument class, empty when instrument not mapped.
Class string `protobuf:"bytes,2,opt,name=class,proto3" json:"class,omitempty"`
// Instrument code, empty when instrument not mapped.
Code string `protobuf:"bytes,3,opt,name=code,proto3" json:"code,omitempty"`
// Instrument exchange.
Exchange string `protobuf:"bytes,4,opt,name=exchange,proto3" json:"exchange,omitempty"`
// Sequence ID for event. Sortable in lexicographic order.
SequenceId string `protobuf:"bytes,5,opt,name=sequence_id,json=sequenceId,proto3" json:"sequence_id,omitempty"`
// Price for the trade.
Price float64 `protobuf:"fixed64,6,opt,name=price,proto3" json:"price,omitempty"`
// Event generation timestamp (event created by Kaiko), after normalization.
TsEvent *Timestamp `protobuf:"bytes,7,opt,name=ts_event,json=tsEvent,proto3" json:"ts_event,omitempty"`
// UID is timestamp truncated to interval of OHLCV.
Uid string `protobuf:"bytes,8,opt,name=uid,proto3" json:"uid,omitempty"`
// contains filtered or unexported fields
}
func (*StreamAggregatesVWAPResponseV1) Descriptor() ([]int)
Deprecated: Use StreamAggregatesVWAPResponseV1.ProtoReflect.Descriptor instead.
func (x *StreamAggregatesVWAPResponseV1) GetAggregate() string
func (x *StreamAggregatesVWAPResponseV1) GetClass() string
func (x *StreamAggregatesVWAPResponseV1) GetCode() string
func (x *StreamAggregatesVWAPResponseV1) GetExchange() string
func (x *StreamAggregatesVWAPResponseV1) GetPrice() float64
func (x *StreamAggregatesVWAPResponseV1) GetSequenceId() string
func (x *StreamAggregatesVWAPResponseV1) GetTsEvent() *Timestamp
func (x *StreamAggregatesVWAPResponseV1) GetUid() string
func (*StreamAggregatesVWAPResponseV1) ProtoMessage()
func (x *StreamAggregatesVWAPResponseV1) ProtoReflect() Message
func (x *StreamAggregatesVWAPResponseV1) Reset()
func (x *StreamAggregatesVWAPResponseV1) String() string