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

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 QuoteDepthData {
  message OrderBook {
    repeated double price = 1;
    repeated sint64 volume = 2;
    repeated uint32 orderCount = 3; // required when symbol in HK market
    repeated string exchange = 4; // option exchange
    repeated sint64 time = 5; // option exchange time
  }
  string symbol = 1;
  uint64 timestamp = 2;

  OrderBook ask = 3;
  OrderBook bid = 4;

}