Type Members

1.  final case class StreamAggregatedQuoteRequestV2(instrumentClass: String = "", code: String = "", interval: Option[DataInterval] = _root_.scala.None, includeUnvettedPrice: Boolean = false, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamAggregatedQuoteRequestV2

   StreamAggregatedQuoteRequestV2

   instrumentClass

   Instrument class. See https://docs.kaiko.com/?python#instruments.

   code

   Instrument code. See https://docs.kaiko.com/?python#instruments.

   interval

   Data interval. For historical data only.

   includeUnvettedPrice

   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.

   Annotations

   @SerialVersionUID()

2.  final case class StreamAggregatedQuoteResponseV2(aggregate: String = "", instrumentClass: String = "", code: String = "", eventType: EventType = com.kaiko.sdk.stream.aggregated_quote_v2.StreamAggregatedQuoteResponseV2.EventType.UNKNOWN, tsEvent: Option[<error>] = _root_.scala.None, vetted: Option[StreamAggregatedQuoteValue] = _root_.scala.None, unvetted: Option[StreamAggregatedQuoteValue] = _root_.scala.None, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamAggregatedQuoteResponseV2

   StreamAggregatedQuoteResponseV2

   aggregate

   Aggregate (interval).

   instrumentClass

   Instrument class. See https://docs.kaiko.com/?python#instruments.

   code

   Instrument code. See https://docs.kaiko.com/?python#instruments.

   eventType

   Event type is ASK or BID.

   tsEvent

   Timestamp of event.

   vetted

   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

   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.

   Annotations

   @SerialVersionUID()

3.  final case class StreamAggregatedQuoteValue(price: String = "", volume: String = "", unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamAggregatedQuoteValue is wrapper for update values.

   StreamAggregatedQuoteValue is wrapper for update values.

   price

   Price of top of book entry.

   volume

   Volume of top of book entry.

   Annotations

   @SerialVersionUID()