Packages

p

com.kaiko.sdk.stream

iv_svi_parameters_v1

package iv_svi_parameters_v1

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Visibility
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  2. Protected

Type Members

  1. final case class StreamIvSviParametersRequestV1(assets: Option[Assets] = _root_.scala.None, exchanges: String = "", unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

    StreamIvSviParametersRequestV1 is IV SVI parameter stream request.

    StreamIvSviParametersRequestV1 is IV SVI parameter stream request.

    assets

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

    exchanges

    Exchanges. wildcard is supported.

    Annotations
    @SerialVersionUID()
  2. final case class StreamIvSviParametersResponseV1(dataStartTime: Option[<error>] = _root_.scala.None, dataEndTime: Option[<error>] = _root_.scala.None, expiry: Option[<error>] = _root_.scala.None, exchanges: Seq[String] = _root_.scala.Seq.empty, base: String = "", quote: String = "", timeToExpiry: String = "", atmImpliedVariance: String = "", atmSkew: String = "", leftSlope: String = "", rightSlope: String = "", minImpliedVariance: String = "", currentSpot: String = "", interestRate: String = "", tsEvent: Option[<error>] = _root_.scala.None, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

    StreamIvSviParametersResponseV1 is IV SVI paramater stream response.

    StreamIvSviParametersResponseV1 is IV SVI paramater stream response.

    dataStartTime

    Start time of the calculation window used.

    dataEndTime

    End time of the calculation window used.

    expiry

    Expiry date of the instrument.

    exchanges

    Exchanges included.

    base

    Base asset.

    quote

    Quote asset.

    timeToExpiry

    Time to expiry.

    atmImpliedVariance

    ATM implied variance.

    atmSkew

    ATM skew.

    leftSlope

    Left slope of IV smile.

    rightSlope

    Right slope of IV smile.

    minImpliedVariance

    Min implied variance.

    currentSpot

    Current spot.

    interestRate

    Interest rate.

    tsEvent

    Event generation timestamp (event created by Kaiko), after normalization.

    Annotations
    @SerialVersionUID()

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