erbrokers.openapi-java-sdk.2.2.2.source-code.OptionTopData.proto Maven / Gradle / Ivy

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syntax = "proto3";

package com.tigerbrokers.stock.openapi.client.socket.data.pb;

option java_package = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
option java_multiple_files = true;

message OptionTopData {
  string market = 1;
  int64 timestamp = 2;
  repeated TopData topData = 3;

  message TopData {
    string targetName = 1; // bigOrder, volume, amount, openInt
    repeated BigOrder bigOrder = 2; // large order(bigOrder)
    repeated OptionItem item = 3; // target value top list(volume, amount, openInt)
  }

  message BigOrder {
    string symbol = 1;
    string expiry = 2; // formate:yyyyMMdd
    string strike = 3; // strike price
    string right = 4; // CALL/PUT
    string dir = 5;     // BUY/SELL
    double volume = 6;  // target value: volume > 1000
    double price = 7;   // trade price
    double amount = 8;  // trade amount
    int64 tradeTime = 9;// trade timestamp
  }

  message OptionItem {
    string symbol = 1;
    string expiry = 2; // formate:yyyyMMdd
    string strike = 3; // strike price
    string right = 4; // CALL/PUT
    double totalAmount = 5;  // total trade amount
    double totalVolume = 6;  // total trade volume
    double totalOpenInt = 7; // open interest
    double volumeToOpenInt = 8; // Volume to Open Interest
    double latestPrice = 9;  // option latest price
    int64 updateTime = 10;    // uptate timestamp
  }
}