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src/systemathics/apis/services/daily/v2/get_daily_scalar.proto
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| // 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. | ||
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| // Daily prices illustrates daily price movements for an instrument over a look back period. | ||
| syntax = "proto3"; | ||
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| import "google/protobuf/empty.proto"; | ||
| import "google/api/annotations.proto"; | ||
| import "google/type/date.proto"; | ||
| import "google/protobuf/struct.proto"; | ||
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| import "systemathics/apis/type/shared/v1/asset.proto"; | ||
| import "systemathics/apis/type/shared/v1/identifier.proto"; | ||
| import "systemathics/apis/type/shared/v1/date_interval.proto"; | ||
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| package systemathics.apis.services.daily.v2; | ||
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| // Called to request daily prices data. | ||
| service DailyTimesSeriesService | ||
| { | ||
| // Gets daily historical data timeseries by identifier | ||
| rpc DailyScalar(DailyScalarRequest) returns (DailyScalarResponse) | ||
| { | ||
| option (google.api.http) = { | ||
| get: "/v2/daily_scalar/" | ||
| }; | ||
| } | ||
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| // Gets daily historical data timeseries by identifier using streaming | ||
| rpc DailyScalarStream(DailyScalarRequest) returns (stream DailyScalarResponse) | ||
| { | ||
| option (google.api.http) = { | ||
| get: "/v2/daily_scalar_stream/" | ||
| }; | ||
| } | ||
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| // Gets daily historical data by date | ||
| //rpc DailyByDate(DailyDateRequest) returns (stream GetDailyByDateResponse) | ||
| //{ | ||
| // option (google.api.http) = { | ||
| // get: "/v2/daily_date/" | ||
| // }; | ||
| //} | ||
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| // Gets all available fields by asset and provider. | ||
| rpc DailyScalarFields(google.protobuf.Empty) returns (DailyScalarFieldsResponse) | ||
| { | ||
| option (google.api.http) = { | ||
| get: "/v2/daily_scalar_fields/" | ||
| }; | ||
| } | ||
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| // Gets all available provider by asset | ||
| rpc DailyScalarProvider(google.protobuf.Empty) returns (DailyScalarProviderResponse) | ||
| { | ||
| option (google.api.http) = { | ||
| get: "/v2/daily_scalar_provider/" | ||
| }; | ||
| } | ||
| } | ||
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| // The required input to request the GetDailyByIdentifier endpoint | ||
| message DailyScalarRequest | ||
| { | ||
| // [Mandatory] The instrument identifier: a bloomberg ticker and an asset type | ||
| systemathics.apis.type.shared.v1.Identifier identifier = 1; | ||
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| // [Optional] The date interval used to define the look-back period. | ||
| // If empty, then all the available data is retrieved. | ||
| systemathics.apis.type.shared.v1.DateInterval date_interval = 2; | ||
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| // Fields requested for daily data | ||
| repeated string fields = 3; | ||
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| // [Optional] The corporate action adjustment (dividends). | ||
| // By default the value is set to false : the split is applied in all cases | ||
| optional bool adjustment = 4; | ||
| } | ||
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| // The required input to request the GetDailyByDate endpoint | ||
| //message GetDailyByDateRequest | ||
| //{ | ||
| // // [Mandatory] The instrument identifiers: a bloomberg ticker and an asset type | ||
| // repeated systemathics.apis.type.shared.v1.Identifier identifiers = 1; | ||
| // | ||
| // // [Mandatory] The date used to request data. | ||
| // google.type.Date date = 2; | ||
| // | ||
| // // [Optional] The corporate action adjustment (dividends). | ||
| // // By default the value is set to false : the split is applied in all cases | ||
| // optional bool adjustment = 3; | ||
| //} | ||
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| // Represents a daily scalar response. | ||
| message DailyScalarResponse | ||
| { | ||
| // The dates array. The lenght of the array is the same as the data. | ||
| repeated google.type.Date dates = 1; | ||
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| // The daily data. Keys are the fields present in the request. | ||
| map<string, DailyScalarValueResponse> fields = 2; | ||
| } | ||
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| // Represents a daily scalar value response. | ||
| message DailyScalarValueResponse | ||
| { | ||
| // The daily data. Lenght of the array is the same as the dates array. | ||
| repeated double data = 1; | ||
| } | ||
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| //// Represents a daily response. | ||
| //message GetDailyByDateResponse | ||
| //{ | ||
| // oneof payload | ||
| // { | ||
| // // The fields with their order that can be found in `data` values | ||
| // GetDailyByDateFields fields = 1; | ||
| // | ||
| // // The mapping data | ||
| // GetDailyByDateData data = 2; | ||
| // } | ||
| //} | ||
| // | ||
| //message GetDailyByDateFields | ||
| //{ | ||
| // // The fields with their order that can be found in `data` values | ||
| // repeated string fields = 1; | ||
| //} | ||
| // | ||
| //message GetDailyByDateData | ||
| //{ | ||
| // // The instrument identifier: a bloomberg ticker and an asset type | ||
| // systemathics.apis.type.shared.v1.Identifier identifier = 1; | ||
| // | ||
| // // The daily data. The mapping is provided by the first element of the stream. | ||
| // repeated double data = 2; | ||
| //} | ||
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| // Represents a daily scalar fields response containing an array of item. | ||
| message DailyScalarFieldsResponse | ||
| { | ||
| // The collection containing items values. | ||
| repeated DailyScalarFieldsItemResponse data = 1; | ||
| } | ||
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| // Represents a daily scalar fields item response. | ||
| message DailyScalarFieldsItemResponse | ||
| { | ||
| // [Mandatory] The asset type | ||
| systemathics.apis.type.shared.v1.AssetType asset_type = 1; | ||
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| // [Optional] The provider | ||
| string provider = 2; | ||
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| // The fields available for a given asset and a provider. | ||
| repeated string fields = 3; | ||
| } | ||
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| // Represents the daily scalar stream response. | ||
| message DailyScalarStreamResponse | ||
| { | ||
| oneof payload | ||
| { | ||
| // The daily fields. Issued in the first frame. | ||
| DailyScalarFieldsResponse info = 1; | ||
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| // The mapping data. Issued in the following frames. | ||
| DailyScalarItem data = 2; | ||
| } | ||
| } | ||
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| // The required input to request the DailyScalarStream endpoint | ||
| message DailyScalarItem | ||
| { | ||
| // The data date. | ||
| google.type.Date date = 1; | ||
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| // The data. Lenght of the array is the same as the fields. | ||
| repeated double data = 2; | ||
| } | ||
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| // Represents a response containing an array of items. | ||
| message DailyScalarProviderResponse | ||
| { | ||
| // The collection containing items values. | ||
| repeated DailyScalarProviderItemResponse data = 1; | ||
| } | ||
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| // Represents a links between an asset and a provider. | ||
| message DailyScalarProviderItemResponse | ||
| { | ||
| // The asset type | ||
| systemathics.apis.type.shared.v1.AssetType asset_type = 1; | ||
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| // The provider | ||
| string provider = 2; | ||
| } |
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src/systemathics/apis/services/daily/v2/set_daily_scalar.proto
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,114 @@ | ||
| // 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. | ||
|
|
||
| // Daily prices illustrates daily price movements for an instrument over a look back period. | ||
| syntax = "proto3"; | ||
|
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||
|
|
||
| import "google/protobuf/empty.proto"; | ||
| import "google/api/annotations.proto"; | ||
| import "google/type/date.proto"; | ||
| import "google/protobuf/struct.proto"; | ||
|
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| import "systemathics/apis/type/shared/v1/asset.proto"; | ||
| import "systemathics/apis/type/shared/v1/identifier.proto"; | ||
| import "systemathics/apis/type/shared/v1/date_interval.proto"; | ||
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| package systemathics.apis.services.daily.v2; | ||
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| // Called to set daily prices data and clear. | ||
| service SetDailyScalarService | ||
| { | ||
| // Sets daily scalar timeseries. | ||
| rpc SetDailyScalar(stream SetDailyScalarRequest) returns (google.protobuf.Empty) | ||
| { | ||
| option (google.api.http) = { | ||
| post: "/v2/daily" | ||
| }; | ||
| } | ||
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| // Delete daily scalar timeseries. | ||
| rpc ClearDailyScalar(ClearDailyScalarRequest) returns (google.protobuf.Empty) | ||
| { | ||
| option (google.api.http) = { | ||
| delete: "/v2/daily" | ||
| }; | ||
| } | ||
| } | ||
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| // The required input to request the SetDailyScalar endpoint | ||
| message SetDailyScalarRequest | ||
| { | ||
| oneof payload | ||
| { | ||
| // The daily info | ||
| SetDailyScalarInfo info = 1; | ||
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| // The mapping data | ||
| SetDailyScalarData data = 2; | ||
| } | ||
| } | ||
| // The required input to request ClearDailyScalar. | ||
| message ClearDailyScalarRequest | ||
| { | ||
| // [Mandatory] The instrument identifiers: a bloomberg ticker and an asset type | ||
| systemathics.apis.type.shared.v1.Identifier identifier = 1; | ||
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| // [Mandatory] The fields to be deleted. | ||
| repeated string fields = 2; | ||
| } | ||
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| // The required input to request the GetDailyByDate endpoint | ||
| message SetDailyScalarInfo | ||
| { | ||
| // [Mandatory] The instrument identifiers: a bloomberg ticker and an asset type | ||
| systemathics.apis.type.shared.v1.Identifier identifier = 1; | ||
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| // [Mandatory] The data names. | ||
| repeated string fields = 2; | ||
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| // Set the writing mode (write/overwrite or append) | ||
| SetDailyScalarDataMode mode = 3; | ||
| } | ||
|
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| // Contains all mode to add daily scalar data. | ||
| enum SetDailyScalarDataMode | ||
| { | ||
| // Not specified ? | ||
| SET_DAILY_SCALAR_DATA_MODE_UNSPECIFIED = 0; | ||
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| // Write or overwrite mode | ||
| SET_DAILY_SCALAR_DATA_MODE_WRITE = 1; | ||
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| // Append mode | ||
| SET_DAILY_SCALAR_DATA_MODE_APPEND = 2; | ||
| } | ||
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| // Represent the data to be added to the data scalar timeseries. | ||
| message SetDailyScalarData | ||
| { | ||
| // [Mandatory] The date used to request data. | ||
| google.type.Date date = 1; | ||
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| // [Mandatory] The date used to request data. | ||
| repeated double data = 2; | ||
| } | ||
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