Type Members

1.  final case class Order(amount: Double = 0.0, price: Double = 0.0, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   Order is an individual order in the order book.

   Order is an individual order in the order book.

   amount

   Amount / quantity of asset bought or sold, displayed in base currency.

   price

   Price for quote currency.

   Annotations

   @SerialVersionUID()

2.  final case class StreamOrderBookL2ReplayRequestV1(instrumentCriteria: Option[InstrumentCriteria] = _root_.scala.None, interval: Option[DataInterval] = _root_.scala.None, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamOrderBookL2ReplayRequestV1 is the request message for the orderbook L2 stream.

   StreamOrderBookL2ReplayRequestV1 is the request message for the orderbook L2 stream.

   instrumentCriteria

   InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

   interval

   Data interval for replay data.

   Annotations

   @SerialVersionUID()

3.  final case class StreamOrderBookL2RequestV1(instrumentCriteria: Option[InstrumentCriteria] = _root_.scala.None, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamOrderBookL2RequestV1 is the request message for the orderbook L2 stream.

   StreamOrderBookL2RequestV1 is the request message for the orderbook L2 stream.

   instrumentCriteria

   InstrumentCriteria is instrument exchange, class and code, wildcard (*) can be used.

   Annotations

   @SerialVersionUID()

4.  final case class StreamOrderBookL2ResponseV1(_class: String = "", code: String = "", exchange: String = "", sequenceId: String = "", updateType: StreamOrderBookL2UpdateType = com.kaiko.sdk.stream.orderbookl2_v1.StreamOrderBookL2UpdateType.UNKNOWN, asks: Seq[Order] = _root_.scala.Seq.empty, bids: Seq[Order] = _root_.scala.Seq.empty, tsExchange: Option[TimestampValue] = _root_.scala.None, tsCollection: Option[TimestampValue] = _root_.scala.None, tsEvent: Option[<error>] = _root_.scala.None, additionalProperties: Map[String, String] = _root_.scala.collection.immutable.Map.empty, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable

   StreamOrderBookL2ResponseV1 is the response of a Level 2 order book event.

   StreamOrderBookL2ResponseV1 is the response of a Level 2 order book event.

   _class

   Instrument class, for example "spot".

   code

   Instrument code (currency pair), for example btc-usd.

   exchange

   Instrument exchange code, for example "cbse" (Coinbase).

   sequenceId

   Sequence ID for event. Sortable in lexicographic order.

   updateType

   Event type.

   asks

   Asks is the list of asks of the orderbook.

   bids

   Bids is the list of bids of the orderbook.

   tsExchange

   Timestamp of the event as provided by the exchange.

   tsCollection

   Timestamp of collection (event entered Kaiko's infrastructure), before nomalization.

   tsEvent

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

   additionalProperties

   Additionnal properties, specific to the exchange.

   Annotations

   @SerialVersionUID()

5.  sealed abstract class StreamOrderBookL2UpdateType extends AnyRef

   StreamOrderBookL2UpdateType is the type of an order book event.