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'Protobuf files change'
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Build System committed Dec 3, 2024
1 parent 28180ab commit 70ea025
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Showing 2 changed files with 53 additions and 2 deletions.
29 changes: 27 additions & 2 deletions src/systemathics/apis/services/daily/v2/get_daily.proto
Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,14 @@ service DailyService
};
}

// Gets daily historical data timeseries by identifier and key using streaming
rpc DailyVectorKeyStream(DailyVectorKeyRequest) returns (stream DailyVectorStreamResponse)
{
option (google.api.http) = {
get: "/v2/daily_vector_key/"
};
}

// Gets all available fields by asset and provider.
rpc DailyFields(google.protobuf.Empty) returns (DailyFieldsResponse)
{
Expand All @@ -70,10 +78,10 @@ service DailyService
}
}

// The required input to request the GetDailyByIdentifier endpoint
// The required input to request the DailyVectorStream or DailyScalarStream endpoint
message DailyRequest
{
// [Mandatory] The instrument identifier: a bloomberg dailyer and an asset type
// [Mandatory] The instrument identifier: a bloomberg ticker and an asset type
systemathics.apis.type.shared.v1.Identifier identifier = 1;

// [Mandatory] Fields/measures requested for daily data
Expand All @@ -85,6 +93,23 @@ message DailyRequest
}


// The required input to request the DailyVectorKeyStream endpoint
message DailyVectorKeyRequest
{
// [Mandatory] The instrument identifier: a bloomberg ticker and an asset type
systemathics.apis.type.shared.v1.Identifier identifier = 1;

// [Mandatory] Fields/measures requested for daily data
repeated string fields = 2;

// [Mandatory] Key requested for daily data
string key = 3;

// [Optional] The constraints used to define the look-back period.
// If empty, then all the available data is retrieved.
systemathics.apis.type.shared.v1.Constraints constraints = 4;
}

// Represents the daily scalar stream response.
message DailyScalarStreamResponse
{
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26 changes: 26 additions & 0 deletions src/systemathics/apis/services/tick/v2/get_tick.proto
Original file line number Diff line number Diff line change
Expand Up @@ -53,6 +53,14 @@ service TickService
};
}

// Gets tick historical data timeseries by identifier and key using streaming
rpc TickVectorKeyStream(TickVectorKeyRequest) returns (stream TickVectorStreamResponse)
{
option (google.api.http) = {
get: "/v2/tick_vector_key/"
};
}

// Gets all available fields by asset and provider.
rpc TickFields(google.protobuf.Empty) returns (TickFieldsResponse)
{
Expand Down Expand Up @@ -85,6 +93,24 @@ message TickRequest
}


// The required input to request the TickVectorKeyStream endpoint
message TickVectorKeyRequest
{
// [Mandatory] The instrument identifier: a bloomberg ticker and an asset type
systemathics.apis.type.shared.v1.Identifier identifier = 1;

// [Mandatory] Fields/measures requested for daily data
repeated string fields = 2;

// [Mandatory] Key requested for daily data
string key = 3;

// [Optional] The constraints used to define the look-back period.
// If empty, then all the available data is retrieved.
systemathics.apis.type.shared.v1.Constraints constraints = 4;
}


// Represents the tick scalar stream response.
message TickScalarStreamResponse
{
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