'Protobuf files change'

Author: Build System

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

@@ -58,6 +58,9 @@ message TickBookRequest
 
     // [Optional] The maximum number of depth, if not set use the default (10).
     google.protobuf.Int32Value max_depth = 5;
+
+    // [Optional] The contributors: get the quotes foreach depth, by default the value is set to false
+    bool contributors = 6;
 }
 
 // Contains the tick by tick normalized book : data or mapping.

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

@@ -60,6 +60,9 @@ message TickTradesAndBookRequest
 
 	// [Optional] The maximum number of depth, if not set use the default (10).
     google.protobuf.Int32Value max_depth = 5;
+
+    // [Optional] The contributors: get the quotes foreach depth, by default the value is set to false
+    bool contributors = 6;
 }
 
 // Contains the tick by tick normalized trades data: key, time stamp, price, size, condition.

src/systemathics/apis/services/tick_analytics/v1/tick_trade_condition_statistics.proto

@@ -0,0 +1,61 @@
+// Copyright (c) 2021 Systemathics
+// 
+// Permission is hereby granted, free of charge, to any person obtaining a copy
+// of this software and associated documentation files (the "Software"), to deal
+// in the Software without restriction, including without limitation the rights
+// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+// copies of the Software, and to permit persons to whom the Software is
+// furnished to do so, subject to the following conditions:
+// 
+// The above copyright notice and this permission notice shall be included in all
+// copies or substantial portions of the Software.
+// 
+// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+// SOFTWARE.
+
+// The trade condition statistics calculates the ratios of all the trading conditions over a specified trading period.
+syntax = "proto3";
+
+import "systemathics/apis/type/shared/v1/constraints.proto";
+import "systemathics/apis/type/shared/v1/identifier.proto";
+
+package systemathics.apis.services.tick_analytics.v1;
+
+// Called to request tick by tick trade condition statistics.
+service TickTradeConditionStatisticsService 
+{
+    // Gets tick by tick trade condition statistics
+    rpc TickTradeConditionStatistics(TickTradeConditionStatisticsRequest) returns (stream TickTradeConditionStatisticsResponse);
+}
+
+// The required inputs to request the TickTradeConditionStatisticsService.
+message TickTradeConditionStatisticsRequest 
+{
+    // [Mandatory] The instrument identifier: a ticker and exchange
+	systemathics.apis.type.shared.v1.Identifier identifier = 1;
+
+	// [Optional] The time constraints used to define the look-back period.
+	// If empty, then all the available data is retrieved.
+	systemathics.apis.type.shared.v1.Constraints constraints = 2;
+}
+
+// Contains the trade condition statistics.
+message TickTradeConditionStatisticsResponse
+{
+	// The trading condition value
+	string value = 1;
+	
+	// The trading condition count
+	int64 count = 2;
+
+	// The total trades count
+	int64 total = 3;
+
+	// The trading condition percentage : count / total
+	double percentage = 4;
+}

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

@@ -21,6 +21,8 @@
 // The market book limit data
 syntax = "proto3";
 
+import "systemathics/apis/type/shared/v1/quote.proto";
+
 package systemathics.apis.type.shared.v1;
 
 // The limit : bid or ask price and size at a given depth
@@ -34,4 +36,7 @@ message Limit
 
 	// The depth of the limit
 	uint32 depth = 3;
+
+	// The contributors
+	repeated Quote quotes = 4;
 }