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'Protobuf files change'
1 parent d6973ed commit 6486375

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Lines changed: 103 additions & 56 deletions

‎src/systemathics/apis/services/tick/v1/tick_book.proto‎

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@@ -27,10 +27,7 @@ syntax = "proto3";
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import "google/protobuf/timestamp.proto";
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import "systemathics/apis/type/shared/v1/constraints.proto";
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import "systemathics/apis/type/shared/v1/mappings.proto";
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import "systemathics/apis/type/shared/v1/level.proto";
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import "systemathics/apis/type/shared/v1/market_book_updates.proto";
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import "systemathics/apis/type/shared/v1/market_fields_updates.proto";
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import "systemathics/apis/type/shared/v1/identifier.proto";
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import "systemathics/apis/type/shared/v1/keys.proto";
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import "systemathics/apis/type/shared/v1/book.proto";

‎src/systemathics/apis/services/tick/v1/tick_trades.proto‎

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import "google/protobuf/timestamp.proto";
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import "systemathics/apis/type/shared/v1/constraints.proto";
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import "systemathics/apis/type/shared/v1/mappings.proto";
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import "systemathics/apis/type/shared/v1/level.proto";
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import "systemathics/apis/type/shared/v1/market_book_updates.proto";
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import "systemathics/apis/type/shared/v1/market_fields_updates.proto";
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import "systemathics/apis/type/shared/v1/identifier.proto";
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import "systemathics/apis/type/shared/v1/keys.proto";
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import "systemathics/apis/type/shared/v1/trade.proto";

‎src/systemathics/apis/services/tick/v1/tick_trades_and_book.proto‎

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import "google/protobuf/timestamp.proto";
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import "systemathics/apis/type/shared/v1/constraints.proto";
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import "systemathics/apis/type/shared/v1/mappings.proto";
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import "systemathics/apis/type/shared/v1/level.proto";
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import "systemathics/apis/type/shared/v1/market_book_updates.proto";
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import "systemathics/apis/type/shared/v1/market_fields_updates.proto";
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import "systemathics/apis/type/shared/v1/identifier.proto";
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import "systemathics/apis/type/shared/v1/keys.proto";
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import "systemathics/apis/type/shared/v1/book.proto";

‎src/systemathics/apis/services/tick/v1/tick_updates.proto‎

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@@ -75,6 +75,6 @@ message TickUpdatesResponse
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systemathics.apis.type.shared.v1.MarketBookUpdates book_updates = 4;
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// Event source and instrument identifier mapping. It's sent once when streaming begins.
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systemathics.apis.type.shared.v1.Mappings mappings = 5;
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systemathics.apis.type.shared.v1.Mappings mappings = 5;
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}
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}

‎src/systemathics/apis/services/tick/v2/tick_raw.proto‎

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// <br>- Compare raw provider format data to normalized data
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syntax = "proto3";
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import "google/protobuf/timestamp.proto";
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import "systemathics/apis/type/shared/v1/constraints.proto";
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import "systemathics/apis/type/shared/v1/level.proto";
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import "systemathics/apis/type/shared/v1/identifier.proto";
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import "systemathics/apis/type/shared/v1/identifierandstream.proto";
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import "systemathics/apis/type/shared/v1/keys.proto";
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import "systemathics/apis/type/shared/v2/raw.proto";
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@@ -44,15 +42,12 @@ service TickRawService
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// The required inputs to request the TickRawService.
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message TickRawRequest
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{
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// [Mandatory] The instrument identifiers: a list of tickers and exchanges
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repeated systemathics.apis.type.shared.v1.Identifier identifiers = 1;
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// [Mandatory] The instrument and streams identifiers: a list of tickers and exchanges and streams
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repeated systemathics.apis.type.shared.v1.IdentifierAndStream identifiers = 1;
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// [Optional] The time constraints used to define the look-back period.
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// If empty, then all the available data is retrieved.
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systemathics.apis.type.shared.v1.Constraints constraints = 2;
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// [Mandatory] The stream level (Level 1 or Level 1 and 2)
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systemathics.apis.type.shared.v1.Level level = 3;
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}
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// Represents the RAW response

‎src/systemathics/apis/services/tick/v2/tick_updates.proto‎

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// <br>- Feed best execution reports for a given watchlist over the time
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syntax = "proto3";
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import "google/protobuf/timestamp.proto";
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import "systemathics/apis/type/shared/v1/constraints.proto";
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import "systemathics/apis/type/shared/v1/mappings.proto";
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import "systemathics/apis/type/shared/v1/keys.proto";
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import "systemathics/apis/type/shared/v1/level.proto";
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import "systemathics/apis/type/shared/v1/identifier.proto";
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import "systemathics/apis/type/shared/v1/identifierandstream.proto";
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import "systemathics/apis/type/shared/v2/market_fields_updates.proto";
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import "systemathics/apis/type/shared/v2/mbl_market_book_updates.proto";
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import "systemathics/apis/type/shared/v2/mbo_market_book_updates.proto";
@@ -46,42 +44,33 @@ service TickUpdatesService
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// The required inputs to request the TickUpdatesService.
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message TickUpdatesRequest
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{
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// [Mandatory] The instrument identifier: a ticker and exchange
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repeated systemathics.apis.type.shared.v1.Identifier identifiers = 1;
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// [Mandatory] Level representing either Trades only(Level 1) or Trades + Book (Level 1 and Level 2)
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systemathics.apis.type.shared.v1.Level level = 2;
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// [Mandatory] The instrument and streams identifiers: a list of tickers and exchanges and streams
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repeated systemathics.apis.type.shared.v1.IdentifierAndStream identifiers = 1;
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// [Optional] The time constraints used to define the look-back period.
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// If empty, then all the available data is retrieved.
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systemathics.apis.type.shared.v1.Constraints constraints = 3;
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systemathics.apis.type.shared.v1.Constraints constraints = 2;
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// [Optional] The corporate action adjustment, by default the value is set to false
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bool adjustment = 4;
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bool adjustment = 3;
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}
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// Contains the tick by tick normalized historical data: event source, timestamp and payload.
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message TickUpdatesResponse
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{
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// Event source: short code for instrument identifier
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uint32 event_source = 1;
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// Timestamp from the market
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google.protobuf.Timestamp time_stamp = 2;
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{
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// Payload: that can be a mapping (event source and instrument identifier), some fields update or some books update
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oneof payload
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{
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// Some fields update
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systemathics.apis.type.shared.v2.MarketFieldsUpdates fields_updates = 3;
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systemathics.apis.type.shared.v2.MarketFieldsUpdates fields_updates = 1;
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// Some MBL books update
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systemathics.apis.type.shared.v2.MblMarketBookUpdates mbl_book_updates = 4;
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systemathics.apis.type.shared.v2.MblMarketBookUpdates mbl_book_updates = 2;
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// Some MBO books update
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systemathics.apis.type.shared.v2.MboMarketBookUpdates mbo_book_updates = 5;
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systemathics.apis.type.shared.v2.MboMarketBookUpdates mbo_book_updates = 3;
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// Event source and instrument identifier mapping. It's sent once when streaming begins.
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systemathics.apis.type.shared.v1.Mappings mappings = 6;
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// The mapping data
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systemathics.apis.type.shared.v1.Keys mapping = 4;
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}
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}

‎src/systemathics/apis/type/shared/v1/identifierandstream.proto‎

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// Copyright (c) 2021 Systemathics
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//
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// Permission is hereby granted, free of charge, to any person obtaining a copy
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// of this software and associated documentation files (the "Software"), to deal
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// in the Software without restriction, including without limitation the rights
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// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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// copies of the Software, and to permit persons to whom the Software is
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// furnished to do so, subject to the following conditions:
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//
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// The above copyright notice and this permission notice shall be included in all
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// copies or substantial portions of the Software.
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//
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// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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// SOFTWARE.
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// Instrument identifier is built from:
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// <br>- An exchange code: MIC
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// <br>- A ticker: instrument name given by the exchange
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// <br>- An optional provider name if several tick data providers are used
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syntax = "proto3";
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import "google/protobuf/wrappers.proto";
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package systemathics.apis.type.shared.v1;
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// Contains the instrument identifier and stream.
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message IdentifierAndStream
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{
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// [Mandatory] Exchange market identifier code (MIC defined in ISO-20022)
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string exchange = 1;
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// [Mandatory] Ticker name, associated with market idenfier code defines a unique asset
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string ticker = 2;
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// [Optional] tick data provider name if several tick data providers are available
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google.protobuf.StringValue provider = 3;
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// [Mandatory]
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string stream = 4;
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}

‎src/systemathics/apis/type/shared/v1/mappings.proto‎

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systemathics.apis.type.shared.v1.Identifier identifier = 1;
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// Memo associated with Identifier
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systemathics.apis.type.shared.v1.Memo memo = 2;
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// Short name for a memo
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uint32 event_source = 3;
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// Short name for a memo
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uint32 event_source = 3;
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}
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// Represents several Mapping
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message Mappings
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{
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// An array of Mapping
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repeated Mapping table = 1;
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// An array of Mapping
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repeated Mapping table = 1;
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}

‎src/systemathics/apis/type/shared/v2/market_fields_updates.proto‎

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syntax = "proto3";
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import "google/protobuf/timestamp.proto";
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import "google/protobuf/wrappers.proto";
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import "systemathics/apis/type/shared/v1/action.proto";
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import "systemathics/apis/type/shared/v2/field.proto";
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// Represents market field updates.
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message MarketFieldsUpdates
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{
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// If is a snapshot, previous data must be cleared, otherwise it's incremental
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bool is_snapshot = 1;
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// The instrument mapping key: short code for instrument identifier.
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uint32 mapping = 1;
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// Timestamp from the market
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google.protobuf.Timestamp time_stamp = 2;
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// If set, previous data must be cleared entirely, otherwise current data is an increment on top of previous data
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bool reset = 3;
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// The market book updates: an array of MarketFieldUpdate objects
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repeated MarketFieldUpdate updates = 2;
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repeated MarketFieldUpdate updates = 4;
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}
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// Represents a market field update

‎src/systemathics/apis/type/shared/v2/mbl_market_book_updates.proto‎

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syntax = "proto3";
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import "google/protobuf/timestamp.proto";
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import "google/protobuf/wrappers.proto";
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import "systemathics/apis/type/shared/v1/action.proto";
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// Contains MBL market book updates data.
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message MblMarketBookUpdates
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{
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// If is a snapshot, previous data must be cleared, otherwise it's incremental
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bool is_snapshot = 1;
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// The instrument mapping key: short code for instrument identifier.
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uint32 mapping = 1;
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// Timestamp from the market
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google.protobuf.Timestamp time_stamp = 2;
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// If set, previous data must be cleared entirely, otherwise current data is an increment on top of previous data
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bool reset = 3;
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// The market book updates: an array of MarketBookUpdate objects
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repeated systemathics.apis.type.shared.v2.MblMarketBookUpdate updates = 2;
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repeated systemathics.apis.type.shared.v2.MblMarketBookUpdate updates = 4;
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}
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// Represents a MBL market book update.

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