21 lines
604 B
Protocol Buffer
21 lines
604 B
Protocol Buffer
syntax="proto3";
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package bts.api.md.auxiliary;
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option csharp_namespace="bts.api.md.auxiliary";
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import "lib/api/apioptions.proto";
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import "lib/api/apicore.proto";
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message VolumeAtPriceLevel{
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int32 record_id = 1 [(bts.api.key)=true];
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uint32 security_id = 20;
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double price = 30;
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uint32 volume = 40;
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uint32 buy_volume = 50;
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uint32 sell_volume = 60;
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uint32 passive_volume = 70;
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}
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service MarketDataAuxiliaryService{
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option (bts.api.service_description)="Provides non-core supplementary market data";
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rpc volume_at_price(bts.api.VoidMessage) returns (stream VolumeAtPriceLevel);
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}
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