Versions in this module Expand all Collapse all v1 v1.4.2 Nov 28, 2023 v1.4.1 Nov 22, 2023 v1.4.0 Nov 22, 2023 v1.3.0 Nov 16, 2023 v1.2.0 Nov 3, 2023 v1.1.0 Nov 7, 2021 Changes in this version type Listing + func (m *Listing) GetTickSizeForPriceLevel(price float64) (*Decimal64, error) v1.0.0 Oct 13, 2020 Changes in this version + var OrderStatus_name = map[int32]string + var OrderStatus_value = map[string]int32 + var Side_name = map[int32]string + var Side_value = map[string]int32 + func Compare(a Decimal64, b Decimal64) int + type ClobLine struct + EntryId string + ListingId int32 + Price *Decimal64 + Size *Decimal64 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*ClobLine) Descriptor() ([]byte, []int) + func (*ClobLine) ProtoMessage() + func (m *ClobLine) GetEntryId() string + func (m *ClobLine) GetListingId() int32 + func (m *ClobLine) GetPrice() *Decimal64 + func (m *ClobLine) GetSize() *Decimal64 + func (m *ClobLine) Reset() + func (m *ClobLine) String() string + func (m *ClobLine) XXX_DiscardUnknown() + func (m *ClobLine) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *ClobLine) XXX_Merge(src proto.Message) + func (m *ClobLine) XXX_Size() int + func (m *ClobLine) XXX_Unmarshal(b []byte) error + type ClobQuote struct + Bids []*ClobLine + LastPrice *Decimal64 + LastQuantity *Decimal64 + ListingId int32 + Offers []*ClobLine + StreamInterrupted bool + StreamStatusMsg string + TradedVolume *Decimal64 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*ClobQuote) Descriptor() ([]byte, []int) + func (*ClobQuote) ProtoMessage() + func (m *ClobQuote) GetBids() []*ClobLine + func (m *ClobQuote) GetLastPrice() *Decimal64 + func (m *ClobQuote) GetLastQuantity() *Decimal64 + func (m *ClobQuote) GetListingId() int32 + func (m *ClobQuote) GetOffers() []*ClobLine + func (m *ClobQuote) GetStreamInterrupted() bool + func (m *ClobQuote) GetStreamStatusMsg() string + func (m *ClobQuote) GetTradedVolume() *Decimal64 + func (m *ClobQuote) Reset() + func (m *ClobQuote) String() string + func (m *ClobQuote) XXX_DiscardUnknown() + func (m *ClobQuote) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *ClobQuote) XXX_Merge(src proto.Message) + func (m *ClobQuote) XXX_Size() int + func (m *ClobQuote) XXX_Unmarshal(b []byte) error + type Decimal64 struct + Exponent int32 + Mantissa int64 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func FasD(val float64) *Decimal64 + func IasD(i int) *Decimal64 + func ToDecimal64(d decimal.Decimal) *Decimal64 + func (*Decimal64) Descriptor() ([]byte, []int) + func (*Decimal64) ProtoMessage() + func (m *Decimal64) Add(o *Decimal64) + func (m *Decimal64) AsDecimal() decimal.Decimal + func (m *Decimal64) Equal(o *Decimal64) bool + func (m *Decimal64) GetExponent() int32 + func (m *Decimal64) GetMantissa() int64 + func (m *Decimal64) GreaterThan(o *Decimal64) bool + func (m *Decimal64) GreaterThanOrEqual(o *Decimal64) bool + func (m *Decimal64) LessThan(o *Decimal64) bool + func (m *Decimal64) LessThanOrEqual(o *Decimal64) bool + func (m *Decimal64) Reset() + func (m *Decimal64) String() string + func (m *Decimal64) Sub(o *Decimal64) + func (m *Decimal64) ToFloat() float64 + func (m *Decimal64) XXX_DiscardUnknown() + func (m *Decimal64) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Decimal64) XXX_Merge(src proto.Message) + func (m *Decimal64) XXX_Size() int + func (m *Decimal64) XXX_Unmarshal(b []byte) error + type Empty struct + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*Empty) Descriptor() ([]byte, []int) + func (*Empty) ProtoMessage() + func (m *Empty) Reset() + func (m *Empty) String() string + func (m *Empty) XXX_DiscardUnknown() + func (m *Empty) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Empty) XXX_Merge(src proto.Message) + func (m *Empty) XXX_Size() int + func (m *Empty) XXX_Unmarshal(b []byte) error + type Execution struct + Id string + Price Decimal64 + Qty Decimal64 + type Instrument struct + DisplaySymbol string + Enabled bool + Id int32 + Name string + Version int32 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*Instrument) Descriptor() ([]byte, []int) + func (*Instrument) ProtoMessage() + func (m *Instrument) GetDisplaySymbol() string + func (m *Instrument) GetEnabled() bool + func (m *Instrument) GetId() int32 + func (m *Instrument) GetName() string + func (m *Instrument) GetVersion() int32 + func (m *Instrument) Reset() + func (m *Instrument) String() string + func (m *Instrument) XXX_DiscardUnknown() + func (m *Instrument) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Instrument) XXX_Merge(src proto.Message) + func (m *Instrument) XXX_Size() int + func (m *Instrument) XXX_Unmarshal(b []byte) error + type Listing struct + Id int32 + Instrument *Instrument + Market *Market + MarketSymbol string + SizeIncrement *Decimal64 + TickSize *TickSizeTable + Version int32 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*Listing) Descriptor() ([]byte, []int) + func (*Listing) ProtoMessage() + func (m *Listing) GetId() int32 + func (m *Listing) GetInstrument() *Instrument + func (m *Listing) GetMarket() *Market + func (m *Listing) GetMarketSymbol() string + func (m *Listing) GetSizeIncrement() *Decimal64 + func (m *Listing) GetTickSize() *TickSizeTable + func (m *Listing) GetVersion() int32 + func (m *Listing) Reset() + func (m *Listing) RoundToLotSize(qty float64) *Decimal64 + func (m *Listing) RoundToNearestTick(price float64) (*Decimal64, error) + func (m *Listing) String() string + func (m *Listing) XXX_DiscardUnknown() + func (m *Listing) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Listing) XXX_Merge(src proto.Message) + func (m *Listing) XXX_Size() int + func (m *Listing) XXX_Unmarshal(b []byte) error + type Market struct + CountryCode string + Id int32 + Mic string + Name string + Version int32 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*Market) Descriptor() ([]byte, []int) + func (*Market) ProtoMessage() + func (m *Market) GetCountryCode() string + func (m *Market) GetId() int32 + func (m *Market) GetMic() string + func (m *Market) GetName() string + func (m *Market) GetVersion() int32 + func (m *Market) Reset() + func (m *Market) String() string + func (m *Market) XXX_DiscardUnknown() + func (m *Market) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Market) XXX_Merge(src proto.Message) + func (m *Market) XXX_Size() int + func (m *Market) XXX_Unmarshal(b []byte) error + type Order struct + AvgTradePrice *Decimal64 + ChildOrdersRefs []*Ref + Created *Timestamp + Destination string + ErrorMessage string + ExecParametersJson string + ExposedQuantity *Decimal64 + Id string + LastExecId string + LastExecPrice *Decimal64 + LastExecQuantity *Decimal64 + ListingId int32 + OriginatorId string + OriginatorRef string + OwnerId string + Price *Decimal64 + Quantity *Decimal64 + RemainingQuantity *Decimal64 + RootOriginatorId string + RootOriginatorRef string + Side Side + Status OrderStatus + TargetStatus OrderStatus + TradedQuantity *Decimal64 + Version int32 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func NewOrder(id string, OrderSide Side, Quantity *Decimal64, Price *Decimal64, ...) *Order + func (*Order) Descriptor() ([]byte, []int) + func (*Order) ProtoMessage() + func (m *Order) GetAvgTradePrice() *Decimal64 + func (m *Order) GetChildOrdersRefs() []*Ref + func (m *Order) GetCreated() *Timestamp + func (m *Order) GetDestination() string + func (m *Order) GetErrorMessage() string + func (m *Order) GetExecParametersJson() string + func (m *Order) GetExposedQuantity() *Decimal64 + func (m *Order) GetId() string + func (m *Order) GetLastExecId() string + func (m *Order) GetLastExecPrice() *Decimal64 + func (m *Order) GetLastExecQuantity() *Decimal64 + func (m *Order) GetListingId() int32 + func (m *Order) GetOriginatorId() string + func (m *Order) GetOriginatorRef() string + func (m *Order) GetOwnerId() string + func (m *Order) GetPrice() *Decimal64 + func (m *Order) GetQuantity() *Decimal64 + func (m *Order) GetRemainingQuantity() *Decimal64 + func (m *Order) GetRootOriginatorId() string + func (m *Order) GetRootOriginatorRef() string + func (m *Order) GetSide() Side + func (m *Order) GetStatus() OrderStatus + func (m *Order) GetTargetStatus() OrderStatus + func (m *Order) GetTradedQuantity() *Decimal64 + func (m *Order) GetVersion() int32 + func (m *Order) Reset() + func (m *Order) String() string + func (m *Order) XXX_DiscardUnknown() + func (m *Order) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Order) XXX_Merge(src proto.Message) + func (m *Order) XXX_Size() int + func (m *Order) XXX_Unmarshal(b []byte) error + func (o *Order) AddExecution(execution Execution) error + func (o *Order) GetAvailableQty() *Decimal64 + func (o *Order) IsTerminalState() bool + func (o *Order) SetStatus(status OrderStatus) error + func (o *Order) SetTargetStatus(targetStatus OrderStatus) error + type OrderStatus int32 + const OrderStatus_CANCELLED + const OrderStatus_FILLED + const OrderStatus_LIVE + const OrderStatus_NONE + func (OrderStatus) EnumDescriptor() ([]byte, []int) + func (x OrderStatus) String() string + type Ref struct + Id string + Version int32 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*Ref) Descriptor() ([]byte, []int) + func (*Ref) ProtoMessage() + func (m *Ref) GetId() string + func (m *Ref) GetVersion() int32 + func (m *Ref) Reset() + func (m *Ref) String() string + func (m *Ref) XXX_DiscardUnknown() + func (m *Ref) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Ref) XXX_Merge(src proto.Message) + func (m *Ref) XXX_Size() int + func (m *Ref) XXX_Unmarshal(b []byte) error + type Side int32 + const Side_BUY + const Side_SELL + func (Side) EnumDescriptor() ([]byte, []int) + func (x Side) String() string + type TickSizeEntry struct + LowerPriceBound *Decimal64 + TickSize *Decimal64 + UpperPriceBound *Decimal64 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*TickSizeEntry) Descriptor() ([]byte, []int) + func (*TickSizeEntry) ProtoMessage() + func (m *TickSizeEntry) GetLowerPriceBound() *Decimal64 + func (m *TickSizeEntry) GetTickSize() *Decimal64 + func (m *TickSizeEntry) GetUpperPriceBound() *Decimal64 + func (m *TickSizeEntry) Reset() + func (m *TickSizeEntry) String() string + func (m *TickSizeEntry) XXX_DiscardUnknown() + func (m *TickSizeEntry) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *TickSizeEntry) XXX_Merge(src proto.Message) + func (m *TickSizeEntry) XXX_Size() int + func (m *TickSizeEntry) XXX_Unmarshal(b []byte) error + type TickSizeTable struct + Entries []*TickSizeEntry + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func (*TickSizeTable) Descriptor() ([]byte, []int) + func (*TickSizeTable) ProtoMessage() + func (m *TickSizeTable) GetEntries() []*TickSizeEntry + func (m *TickSizeTable) Reset() + func (m *TickSizeTable) String() string + func (m *TickSizeTable) XXX_DiscardUnknown() + func (m *TickSizeTable) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *TickSizeTable) XXX_Merge(src proto.Message) + func (m *TickSizeTable) XXX_Size() int + func (m *TickSizeTable) XXX_Unmarshal(b []byte) error + type Timestamp struct + Nanoseconds int32 + Seconds int64 + XXX_NoUnkeyedLiteral struct{} + XXX_sizecache int32 + XXX_unrecognized []byte + func NewTimeStamp(time time.Time) *Timestamp + func (*Timestamp) Descriptor() ([]byte, []int) + func (*Timestamp) ProtoMessage() + func (m *Timestamp) GetNanoseconds() int32 + func (m *Timestamp) GetSeconds() int64 + func (m *Timestamp) Reset() + func (m *Timestamp) String() string + func (m *Timestamp) XXX_DiscardUnknown() + func (m *Timestamp) XXX_Marshal(b []byte, deterministic bool) ([]byte, error) + func (m *Timestamp) XXX_Merge(src proto.Message) + func (m *Timestamp) XXX_Size() int + func (m *Timestamp) XXX_Unmarshal(b []byte) error + func (t *Timestamp) After(o *Timestamp) bool + func (t *Timestamp) Before(o *Timestamp) bool