var File_sdk_stream_iv_svi_parameters_v1_request_proto FileDescriptor
var File_sdk_stream_iv_svi_parameters_v1_response_proto FileDescriptor
StreamIvSviParametersRequestV1 is IV SVI parameter stream request.
type StreamIvSviParametersRequestV1 struct {
// base/quote assets. wildcard is supported for both base and quote assets.
Assets *core.Assets `protobuf:"bytes,1,opt,name=assets,proto3" json:"assets,omitempty"`
// Exchanges. wildcard is supported.
Exchanges string `protobuf:"bytes,2,opt,name=exchanges,proto3" json:"exchanges,omitempty"`
// contains filtered or unexported fields
}
func (*StreamIvSviParametersRequestV1) Descriptor() ([]int)
Deprecated: Use StreamIvSviParametersRequestV1.ProtoReflect.Descriptor instead.
func (x *StreamIvSviParametersRequestV1) GetAssets() *core.Assets
func (x *StreamIvSviParametersRequestV1) GetExchanges() string
func (*StreamIvSviParametersRequestV1) ProtoMessage()
func (x *StreamIvSviParametersRequestV1) ProtoReflect() Message
func (x *StreamIvSviParametersRequestV1) Reset()
func (x *StreamIvSviParametersRequestV1) String() string
StreamIvSviParametersResponseV1 is IV SVI paramater stream response.
type StreamIvSviParametersResponseV1 struct {
// Start time of the calculation window used.
DataStartTime *Timestamp `protobuf:"bytes,1,opt,name=data_start_time,json=dataStartTime,proto3" json:"data_start_time,omitempty"`
// End time of the calculation window used.
DataEndTime *Timestamp `protobuf:"bytes,2,opt,name=data_end_time,json=dataEndTime,proto3" json:"data_end_time,omitempty"`
// Expiry date of the instrument.
Expiry *Timestamp `protobuf:"bytes,3,opt,name=expiry,proto3" json:"expiry,omitempty"`
// Exchanges included.
Exchanges []string `protobuf:"bytes,4,rep,name=exchanges,proto3" json:"exchanges,omitempty"`
// Base asset.
Base string `protobuf:"bytes,5,opt,name=base,proto3" json:"base,omitempty"`
// Quote asset.
Quote string `protobuf:"bytes,6,opt,name=quote,proto3" json:"quote,omitempty"`
// Time to expiry.
TimeToExpiry string `protobuf:"bytes,7,opt,name=time_to_expiry,json=timeToExpiry,proto3" json:"time_to_expiry,omitempty"`
// ATM implied variance.
AtmImpliedVariance string `protobuf:"bytes,8,opt,name=atm_implied_variance,json=atmImpliedVariance,proto3" json:"atm_implied_variance,omitempty"`
// ATM skew.
AtmSkew string `protobuf:"bytes,9,opt,name=atm_skew,json=atmSkew,proto3" json:"atm_skew,omitempty"`
// Left slope of IV smile.
LeftSlope string `protobuf:"bytes,10,opt,name=left_slope,json=leftSlope,proto3" json:"left_slope,omitempty"`
// Right slope of IV smile.
RightSlope string `protobuf:"bytes,11,opt,name=right_slope,json=rightSlope,proto3" json:"right_slope,omitempty"`
// Min implied variance.
MinImpliedVariance string `protobuf:"bytes,12,opt,name=min_implied_variance,json=minImpliedVariance,proto3" json:"min_implied_variance,omitempty"`
// Current spot.
CurrentSpot string `protobuf:"bytes,13,opt,name=current_spot,json=currentSpot,proto3" json:"current_spot,omitempty"`
// Interest rate.
InterestRate string `protobuf:"bytes,14,opt,name=interest_rate,json=interestRate,proto3" json:"interest_rate,omitempty"`
// Event generation timestamp (event created by Kaiko), after normalization.
TsEvent *Timestamp `protobuf:"bytes,15,opt,name=ts_event,json=tsEvent,proto3" json:"ts_event,omitempty"`
// contains filtered or unexported fields
}
func (*StreamIvSviParametersResponseV1) Descriptor() ([]int)
Deprecated: Use StreamIvSviParametersResponseV1.ProtoReflect.Descriptor instead.
func (x *StreamIvSviParametersResponseV1) GetAtmImpliedVariance() string
func (x *StreamIvSviParametersResponseV1) GetAtmSkew() string
func (x *StreamIvSviParametersResponseV1) GetBase() string
func (x *StreamIvSviParametersResponseV1) GetCurrentSpot() string
func (x *StreamIvSviParametersResponseV1) GetDataEndTime() *Timestamp
func (x *StreamIvSviParametersResponseV1) GetDataStartTime() *Timestamp
func (x *StreamIvSviParametersResponseV1) GetExchanges() []string
func (x *StreamIvSviParametersResponseV1) GetExpiry() *Timestamp
func (x *StreamIvSviParametersResponseV1) GetInterestRate() string
func (x *StreamIvSviParametersResponseV1) GetLeftSlope() string
func (x *StreamIvSviParametersResponseV1) GetMinImpliedVariance() string
func (x *StreamIvSviParametersResponseV1) GetQuote() string
func (x *StreamIvSviParametersResponseV1) GetRightSlope() string
func (x *StreamIvSviParametersResponseV1) GetTimeToExpiry() string
func (x *StreamIvSviParametersResponseV1) GetTsEvent() *Timestamp
func (*StreamIvSviParametersResponseV1) ProtoMessage()
func (x *StreamIvSviParametersResponseV1) ProtoReflect() Message
func (x *StreamIvSviParametersResponseV1) Reset()
func (x *StreamIvSviParametersResponseV1) String() string