data

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v1.2.20 Latest Latest
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 Go to latest Published: Jan 27, 2023 License: Unlicense Imports: 10 Imported by: 2

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Constants

This section is empty.

Variables

View Source 
var (
	ClientType_name = map[int32]string{
		0: "Invalid",
		1: "Web",
		2: "CLI",
		3: "Other",
	}
	ClientType_value = map[string]int32{
		"Invalid": 0,
		"Web":     1,
		"CLI":     2,
		"Other":   3,
	}
)

Enum value maps for ClientType.

View Source 
var (
	Frequency_name = map[int32]string{
		0: "InvalidFrequency",
		1: "Second",
		2: "Minute",
		3: "Hour",
		4: "Day",
		5: "Week",
		6: "Month",
		7: "Quarter",
		8: "Year",
	}
	Frequency_value = map[string]int32{
		"InvalidFrequency": 0,
		"Second":           1,
		"Minute":           2,
		"Hour":             3,
		"Day":              4,
		"Week":             5,
		"Month":            6,
		"Quarter":          7,
		"Year":             8,
	}
)

Enum value maps for Frequency.

View Source 
var ClientTypeAlternates = map[string]ClientType{
	"":      ClientType_Invalid,
	"web":   ClientType_Web,
	"cli":   ClientType_CLI,
	"other": ClientType_Other,
}

ClientTypeAlternates contains alternative values for the DynamoDB.ClientType enum

View Source 
var File_protos_frontend_data_iam_proto protoreflect.FileDescriptor
View Source 
var File_protos_frontend_data_ohlc_proto protoreflect.FileDescriptor
View Source 
var File_protos_frontend_data_quote_proto protoreflect.FileDescriptor
View Source 
var FrequencyAlternates = map[string]Frequency{
	"":        Frequency_InvalidFrequency,
	"s":       Frequency_Second,
	"S":       Frequency_Second,
	"second":  Frequency_Second,
	"m":       Frequency_Minute,
	"M":       Frequency_Minute,
	"minute":  Frequency_Minute,
	"h":       Frequency_Hour,
	"H":       Frequency_Hour,
	"hour":    Frequency_Hour,
	"d":       Frequency_Day,
	"D":       Frequency_Day,
	"day":     Frequency_Day,
	"w":       Frequency_Week,
	"W":       Frequency_Week,
	"week":    Frequency_Week,
	"mn":      Frequency_Month,
	"MN":      Frequency_Month,
	"month":   Frequency_Month,
	"q":       Frequency_Quarter,
	"Q":       Frequency_Quarter,
	"quarter": Frequency_Quarter,
	"y":       Frequency_Year,
	"Y":       Frequency_Year,
	"year":    Frequency_Year,
}

FrequencyAlternates contains alternative values for the OHLC.v1.Frequency enum

View Source 
var FrequencyMapping = map[Frequency]string{
	Frequency_InvalidFrequency: "",
	Frequency_Second:           "s",
	Frequency_Minute:           "m",
	Frequency_Hour:             "h",
	Frequency_Day:              "d",
	Frequency_Week:             "w",
	Frequency_Month:            "mn",
	Frequency_Quarter:          "q",
	Frequency_Year:             "y",
}

FrequencyMapping contains alternate names for the data.Frequency enum

Functions

This section is empty.

Types

type Bar added in v1.1.0 

type Bar struct {
	Volume    int64               `protobuf:"varint,1,opt,name=volume,proto3" json:"volume,omitempty"`
	Weighted  *gopb.Decimal       `protobuf:"bytes,2,opt,name=weighted,proto3" json:"weighted"`
	Open      *gopb.Decimal       `protobuf:"bytes,3,opt,name=open,proto3" json:"open"`
	Close     *gopb.Decimal       `protobuf:"bytes,4,opt,name=close,proto3" json:"close"`
	High      *gopb.Decimal       `protobuf:"bytes,5,opt,name=high,proto3" json:"high"`
	Low       *gopb.Decimal       `protobuf:"bytes,6,opt,name=low,proto3" json:"low"`
	Number    int32               `protobuf:"varint,7,opt,name=number,proto3" json:"number,omitempty"`
	Timestamp *gopb.UnixTimestamp `protobuf:"bytes,8,opt,name=timestamp,proto3" json:"timestamp"`
	// contains filtered or unexported fields
}

Describes a single aggregated bar of data

func (*Bar) Descriptor deprecated added in v1.1.0 

func (*Bar) Descriptor() ([]byte, []int)

Deprecated: Use Bar.ProtoReflect.Descriptor instead.

func (*Bar) GetClose added in v1.1.0 

func (x *Bar) GetClose() *gopb.Decimal

func (*Bar) GetHigh added in v1.1.0 

func (x *Bar) GetHigh() *gopb.Decimal

func (*Bar) GetLow added in v1.1.0 

func (x *Bar) GetLow() *gopb.Decimal

func (*Bar) GetNumber added in v1.1.0 

func (x *Bar) GetNumber() int32

func (*Bar) GetOpen added in v1.1.0 

func (x *Bar) GetOpen() *gopb.Decimal

func (*Bar) GetTimestamp added in v1.1.0 

func (x *Bar) GetTimestamp() *gopb.UnixTimestamp

func (*Bar) GetVolume added in v1.1.0 

func (x *Bar) GetVolume() int64

func (*Bar) GetWeighted added in v1.1.0 

func (x *Bar) GetWeighted() *gopb.Decimal

func (*Bar) ProtoMessage added in v1.1.0 

func (*Bar) ProtoMessage()

func (*Bar) ProtoReflect added in v1.1.0 

func (x *Bar) ProtoReflect() protoreflect.Message

func (*Bar) Reset added in v1.1.0 

func (x *Bar) Reset()

func (*Bar) String added in v1.1.0 

func (x *Bar) String() string

type Client 

type Client struct {

	// The ID of the client, as recorded in the system. This value should be saved for later
	Id string `protobuf:"bytes,1,opt,name=id,proto3" json:"id,omitempty"`
	// The domain for which the client is registered. This value may be used to deny access to certain resources
	Domain string `protobuf:"bytes,2,opt,name=domain,proto3" json:"domain,omitempty"`
	// The type of the client. This value may be used to deny access to certain resources
	Type ClientType `protobuf:"varint,3,opt,name=type,proto3,enum=protos.frontend.data.ClientType" json:"type"`
	// contains filtered or unexported fields
}

Describes a Quantum client. Note that this object does not include the secret which should be used to authenticate the client. That particular value will only be made available once when the client is created

func (*Client) Descriptor deprecated 

func (*Client) Descriptor() ([]byte, []int)

Deprecated: Use Client.ProtoReflect.Descriptor instead.

func (*Client) GetDomain 

func (x *Client) GetDomain() string

func (*Client) GetId 

func (x *Client) GetId() string

func (*Client) GetType 

func (x *Client) GetType() ClientType

func (*Client) ProtoMessage 

func (*Client) ProtoMessage()

func (*Client) ProtoReflect 

func (x *Client) ProtoReflect() protoreflect.Message

func (*Client) Reset 

func (x *Client) Reset()

func (*Client) String 

func (x *Client) String() string

type ClientType 

type ClientType int32

Describes the type of the client, which will indicate how it should interact with the API 

const (
	ClientType_Invalid ClientType = 0 // Used when converting the enum from JSON to hold invalid values
	ClientType_Web     ClientType = 1 // For web (in-browser) clients
	ClientType_CLI     ClientType = 2 // For CLI clients
	ClientType_Other   ClientType = 3 // For clients that do not fit into either type of client
)

func (ClientType) Descriptor 

func (ClientType) Descriptor() protoreflect.EnumDescriptor

func (ClientType) Enum 

func (x ClientType) Enum() *ClientType

func (ClientType) EnumDescriptor deprecated 

func (ClientType) EnumDescriptor() ([]byte, []int)

Deprecated: Use ClientType.Descriptor instead.

func (ClientType) Number 

func (x ClientType) Number() protoreflect.EnumNumber

func (ClientType) String 

func (x ClientType) String() string

func (ClientType) Type 

func (ClientType) Type() protoreflect.EnumType

func (*ClientType) UnmarshalJSON added in v1.1.0 

func (enum *ClientType) UnmarshalJSON(data []byte) error

UnmarshalJSON converts JSON data into a Data.ClientType

type Frequency added in v1.2.0 

type Frequency int32

Describes the frequency of the bar 

const (
	// Describes an invalid frequency. This is used for deserializing the frequency from JSON
	Frequency_InvalidFrequency Frequency = 0
	// Bars should be aggregated in terms of seconds
	Frequency_Second Frequency = 1
	// Bars should be aggregated in terms of minutes
	Frequency_Minute Frequency = 2
	// Bars should be aggregated in terms of hours
	Frequency_Hour Frequency = 3
	// Bars should be aggregated in terms of days
	Frequency_Day Frequency = 4
	// Bars should be aggregated in terms of weeks
	Frequency_Week Frequency = 5
	// Bars should be aggregated in terms of months
	Frequency_Month Frequency = 6
	// Bars should be aggregated in terms of quarters
	Frequency_Quarter Frequency = 7
	// Bars should be aggregated in terms of years
	Frequency_Year Frequency = 8
)

func (Frequency) Descriptor added in v1.2.0 

func (Frequency) Descriptor() protoreflect.EnumDescriptor

func (Frequency) Enum added in v1.2.0 

func (x Frequency) Enum() *Frequency

func (Frequency) EnumDescriptor deprecated added in v1.2.0 

func (Frequency) EnumDescriptor() ([]byte, []int)

Deprecated: Use Frequency.Descriptor instead.

func (Frequency) ForDate added in v1.2.15 

func (enum Frequency) ForDate() bool

ForDate returns true if the frequency is less than or equal to a day (Day, Week, Month, Quarter, Year)

func (Frequency) ForTime added in v1.2.15 

func (enum Frequency) ForTime() bool

ForTime returns true if the frequency is more than a day (Second, Minute, Hour)

func (Frequency) MarshalCSV added in v1.2.1 

func (enum Frequency) MarshalCSV() (string, error)

MarshalCSV converts a data.Frequency value to CSV cell value

func (Frequency) MarshalDynamoDBAttributeValue added in v1.2.1 

func (enum Frequency) MarshalDynamoDBAttributeValue() (types.AttributeValue, error)

MarshalDynamoDBAttributeValue converts a data.Frequency value to a DynamoDB AttributeValue

func (Frequency) MarshalJSON added in v1.2.1 

func (enum Frequency) MarshalJSON() ([]byte, error)

MarshalJSON converts a data.Frequency value to a JSON value

func (Frequency) MarshalYAML added in v1.2.1 

func (enum Frequency) MarshalYAML() (interface{}, error)

MarshalYAML converts a data.Frequency value to a YAML node value

func (Frequency) Number added in v1.2.0 

func (x Frequency) Number() protoreflect.EnumNumber

func (*Frequency) Scan added in v1.2.1 

func (enum *Frequency) Scan(value interface{}) error

Scan attempts to convert an SQL driver value to a new data.Frequency value

func (Frequency) String added in v1.2.0 

func (x Frequency) String() string

func (Frequency) Type added in v1.2.0 

func (Frequency) Type() protoreflect.EnumType

func (*Frequency) UnmarshalCSV added in v1.2.1 

func (enum *Frequency) UnmarshalCSV(raw string) error

UnmarshalCSV attempts to convert a CSV cell value to a new data.Frequency value

func (*Frequency) UnmarshalDynamoDBAttributeValue added in v1.2.1 

func (enum *Frequency) UnmarshalDynamoDBAttributeValue(value types.AttributeValue) error

UnmarshalDynamoDBAttributeValue attempts to convert a DynamoDB AttributeVAlue to a data.Frequency value. This function can handle []bytes, numerics, or strings. If the AttributeValue is NULL then the Frequency value will not be modified.

func (*Frequency) UnmarshalJSON added in v1.2.1 

func (enum *Frequency) UnmarshalJSON(data []byte) error

UnmarshalJSON attempts to convert a JSON value to a new data.Frequency value

func (*Frequency) UnmarshalParam added in v1.2.1 

func (enum *Frequency) UnmarshalParam(param string) error

UnmarshalParam attempts to converts a form or query parameter into a new data.Frequency value

func (*Frequency) UnmarshalYAML added in v1.2.1 

func (enum *Frequency) UnmarshalYAML(value *yaml.Node) error

UnmarshalYAML attempts to convert a YAML node to a new data.Frequency value

func (Frequency) Value added in v1.2.1 

func (enum Frequency) Value() (driver.Value, error)

Value converts a data.Frequency value to an SQL driver value

type PriceLadderEntry added in v1.2.19 

type PriceLadderEntry struct {
	Price     *gopb.Decimal `protobuf:"bytes,1,opt,name=price,proto3" json:"price,omitempty"`
	AskTrades int64         `protobuf:"varint,2,opt,name=ask_trades,json=askTrades,proto3" json:"ask_trades,omitempty"`
	AskVolume int64         `protobuf:"varint,3,opt,name=ask_volume,json=askVolume,proto3" json:"ask_volume,omitempty"`
	BidTrades int64         `protobuf:"varint,4,opt,name=bid_trades,json=bidTrades,proto3" json:"bid_trades,omitempty"`
	BidVolume int64         `protobuf:"varint,5,opt,name=bid_volume,json=bidVolume,proto3" json:"bid_volume,omitempty"`
	// contains filtered or unexported fields
}

Describes a single price ladder entry for a given asset

func (*PriceLadderEntry) Descriptor deprecated added in v1.2.19 

func (*PriceLadderEntry) Descriptor() ([]byte, []int)

Deprecated: Use PriceLadderEntry.ProtoReflect.Descriptor instead.

func (*PriceLadderEntry) GetAskTrades added in v1.2.19 

func (x *PriceLadderEntry) GetAskTrades() int64

func (*PriceLadderEntry) GetAskVolume added in v1.2.19 

func (x *PriceLadderEntry) GetAskVolume() int64

func (*PriceLadderEntry) GetBidTrades added in v1.2.19 

func (x *PriceLadderEntry) GetBidTrades() int64

func (*PriceLadderEntry) GetBidVolume added in v1.2.19 

func (x *PriceLadderEntry) GetBidVolume() int64

func (*PriceLadderEntry) GetPrice added in v1.2.19 

func (x *PriceLadderEntry) GetPrice() *gopb.Decimal

func (*PriceLadderEntry) ProtoMessage added in v1.2.19 

func (*PriceLadderEntry) ProtoMessage()

func (*PriceLadderEntry) ProtoReflect added in v1.2.19 

func (x *PriceLadderEntry) ProtoReflect() protoreflect.Message

func (*PriceLadderEntry) Reset added in v1.2.19 

func (x *PriceLadderEntry) Reset()

func (*PriceLadderEntry) String added in v1.2.19 

func (x *PriceLadderEntry) String() string

type Quote added in v1.2.18 

type Quote struct {
	AskExchange          int32                             `protobuf:"varint,4,opt,name=ask_exchange,json=askExchange,proto3" json:"ask_exchange,omitempty"`
	AskPrice             *gopb.Decimal                     `protobuf:"bytes,5,opt,name=ask_price,json=askPrice,proto3" json:"ask_price"`
	AskSize              int64                             `protobuf:"varint,6,opt,name=ask_size,json=askSize,proto3" json:"ask_size,omitempty"`
	BidExchange          int32                             `protobuf:"varint,7,opt,name=bid_exchange,json=bidExchange,proto3" json:"bid_exchange,omitempty"`
	BidPrice             *gopb.Decimal                     `protobuf:"bytes,8,opt,name=bid_price,json=bidPrice,proto3" json:"bid_price"`
	BidSize              int64                             `protobuf:"varint,9,opt,name=bid_size,json=bidSize,proto3" json:"bid_size,omitempty"`
	Tape                 gopb.Financial_Common_Tape        `protobuf:"varint,10,opt,name=tape,proto3,enum=protos.common.Financial_Common_Tape" json:"tape"`
	SequenceNumber       int64                             `protobuf:"varint,11,opt,name=sequence_number,json=sequenceNumber,proto3" json:"sequence_number,omitempty"`
	Conditions           []gopb.Financial_Quotes_Condition `protobuf:"varint,12,rep,packed,name=conditions,proto3,enum=protos.common.Financial_Quotes_Condition" json:"conditions"`
	Indicators           []gopb.Financial_Quotes_Indicator `protobuf:"varint,13,rep,packed,name=indicators,proto3,enum=protos.common.Financial_Quotes_Indicator" json:"indicators"`
	ParticipantTimestamp *gopb.UnixTimestamp               `protobuf:"bytes,14,opt,name=participant_timestamp,json=participantTimestamp,proto3" json:"participant_timestamp"`
	SipTimestamp         *gopb.UnixTimestamp               `protobuf:"bytes,15,opt,name=sip_timestamp,json=sipTimestamp,proto3" json:"sip_timestamp"`
	TrfTimestamp         *gopb.UnixTimestamp               `protobuf:"bytes,16,opt,name=trf_timestamp,json=trfTimestamp,proto3" json:"trf_timestamp"`
	// contains filtered or unexported fields
}

Describes a single quote for a given asset

func (*Quote) Descriptor deprecated added in v1.2.18 

func (*Quote) Descriptor() ([]byte, []int)

Deprecated: Use Quote.ProtoReflect.Descriptor instead.

func (*Quote) GetAskExchange added in v1.2.18 

func (x *Quote) GetAskExchange() int32

func (*Quote) GetAskPrice added in v1.2.18 

func (x *Quote) GetAskPrice() *gopb.Decimal

func (*Quote) GetAskSize added in v1.2.18 

func (x *Quote) GetAskSize() int64

func (*Quote) GetBidExchange added in v1.2.18 

func (x *Quote) GetBidExchange() int32

func (*Quote) GetBidPrice added in v1.2.18 

func (x *Quote) GetBidPrice() *gopb.Decimal

func (*Quote) GetBidSize added in v1.2.18 

func (x *Quote) GetBidSize() int64

func (*Quote) GetConditions added in v1.2.18 

func (x *Quote) GetConditions() []gopb.Financial_Quotes_Condition

func (*Quote) GetIndicators added in v1.2.18 

func (x *Quote) GetIndicators() []gopb.Financial_Quotes_Indicator

func (*Quote) GetParticipantTimestamp added in v1.2.18 

func (x *Quote) GetParticipantTimestamp() *gopb.UnixTimestamp

func (*Quote) GetSequenceNumber added in v1.2.18 

func (x *Quote) GetSequenceNumber() int64

func (*Quote) GetSipTimestamp added in v1.2.18 

func (x *Quote) GetSipTimestamp() *gopb.UnixTimestamp

func (*Quote) GetTape added in v1.2.18 

func (x *Quote) GetTape() gopb.Financial_Common_Tape

func (*Quote) GetTrfTimestamp added in v1.2.18 

func (x *Quote) GetTrfTimestamp() *gopb.UnixTimestamp

func (*Quote) ProtoMessage added in v1.2.18 

func (*Quote) ProtoMessage()

func (*Quote) ProtoReflect added in v1.2.18 

func (x *Quote) ProtoReflect() protoreflect.Message

func (*Quote) Reset added in v1.2.18 

func (x *Quote) Reset()

func (*Quote) String added in v1.2.18 

func (x *Quote) String() string

type User 

type User struct {

	// The email address that the user may use when logging in
	Username string `protobuf:"bytes,1,opt,name=username,proto3" json:"username,omitempty"`
	// contains filtered or unexported fields
}

Describes a Quantum user. This object will not include any fields which will identify the user to our system. Instead, the user's ID will be extracted from the access token which is passed to authenticate them. This adds an extra layer of security to our system as the user is not allowed to know their own ID directly

func (*User) Descriptor deprecated 

func (*User) Descriptor() ([]byte, []int)

Deprecated: Use User.ProtoReflect.Descriptor instead.

func (*User) GetUsername 

func (x *User) GetUsername() string

func (*User) ProtoMessage 

func (*User) ProtoMessage()

func (*User) ProtoReflect 

func (x *User) ProtoReflect() protoreflect.Message

func (*User) Reset 

func (x *User) Reset()

func (*User) String 

func (x *User) String() string

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