Streaming.proto (Paritech.OMS2.Protocol)
Messages
Section titled “Messages”EventMessage
Section titled “EventMessage”Describes an streaming event returned from OMS
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Version | StreamingVersion | The protocol version for this streaming update | |
2 | Type | EventMessageType | The type of event that occurred | |
9 | Request | RequestDetails | The details of the original RPC request, if this is in response to one | |
10 | Subscription | SubscriptionDetails | The details of any subscription being created or released | |
18 | Snapshot | SnapshotPosition | The position of the snapshot, when Type=SnapshotStart | |
19 | Position | UpdatePosition | The position of the updates within this message | |
20 | Updates | UpdateEvent | repeated | The details of any Updates that have occurred |
30 | Feed | FeedEvent | The details of any feed event that occurred | |
40 | RequestResponse | ClientRequestResponse | Describes the response to a Client Request |
FeedConfiguration
Section titled “FeedConfiguration”Describes the configuration of a Feed
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Name | string | The named feed this configuration belongs to | |
10 | Agent | string | The agent supplying the feed | |
11 | Timestamp | TimestampWithTimeZone | The time this configuration was last updated | |
19 | Settings | Map<string,string> | Any settings associated with the Feed |
FeedEvent
Section titled “FeedEvent”Represents an event sent from OMS relating to management of a feed
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Type | FeedEventType | The type of event that occurred | |
3 | RequestID | int64 | The identifier of the RPC request being made, if any | |
10 | Position | FeedPosition | Describes the feed this event relates to, plus the position for Bookmark and Resume operations | |
19 | Configuration | FeedConfiguration | Describes the latest configuration on a Resume operation | |
20 | Request | ClientRequest | Describes a request to the external feed | |
21 | Query | FeedQuery | Describes a query to the external feed |
FeedPosition
Section titled “FeedPosition”Describes a position into a feed
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Sequence | string | The named feed this update belongs to | |
2 | Position | int64 | The update position within the named feed |
FeedQuery
Section titled “FeedQuery”Describes a feed-specific query for a Feed
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Type | string | The type of the query | |
2 | Tag | string | A client-specified tag for the query | |
19 | Parameters | Map<string,string> | Any parameters associated with the Query | |
20 | QueryData | bytes | Any raw data associated with the Query |
FeedRequest
Section titled “FeedRequest”Represents an operation sent to OMS related to an external feed
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Type | FeedRequestType | The type of request being made | |
3 | RequestID | int64 | The identifier of the RPC request being responded to, if any | |
10 | Position | FeedPosition | Describes the feed this operation relates to, plus the position for Submit operations | |
11 | Status | FeedDetails | Describes the status for Status operations | |
19 | Configuration | FeedConfiguration | Describes the feed configuration being submitted on a Configure operation | |
20 | Operation | Operation | Describes the operation being submitted | |
21 | Action | ExternalAction | Describes the action being submitted | |
22 | Request | ClientRequest | The details of a Client Request being processed by this feed | |
23 | Update | ClientRequestUpdate | Describes the request update being submitted | |
30 | LegacyUpdate | Update | A legacy protocol update | |
31 | LegacyTrade | Trade | A legacy protocol trade | |
32 | LegacyRequest | RequestUpdate | A legacy protocol request update | |
33 | LegacyTransaction | Transaction | A legacy protocol one-off transaction | |
40 | RequestResponse | ClientRequestResponse | Describes the response to a Client Request | |
41 | QueryResponse | FeedResponse | Describes the response to a Feed Query |
FeedResponse
Section titled “FeedResponse”Describes the response to a feed-specific query
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Type | string | The type of the query that was made | |
2 | Tag | string | The client-specified tag for the original query | |
10 | Errors | string | repeated | Any error(s) that occurred during processing |
19 | Parameters | Map<string,string> | Any parameters associated with the response | |
20 | QueryData | bytes | Any raw data associated with the response |
RequestDetails
Section titled “RequestDetails”Describes the original RPC request
No | Field | Type | Label | Description |
---|---|---|---|---|
2 | Type | RequestMessageType | The type of request that was made | |
3 | RequestID | string | The identifier of the RPC request | |
9 | Reference | int32 | optional | A reference number, if relevant |
10 | Errors | string | repeated | Any error(s) that occurred during processing |
RequestMessage
Section titled “RequestMessage”Describes a streaming request sent to OMS
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Version | StreamingVersion | The protocol version for this streaming request | |
2 | Type | RequestMessageType | The type of request being made | |
3 | RequestID | string | The identifier of the RPC request, if any | |
10 | Subscription | SubscriptionDetails | The details of any subscription request being submitted | |
20 | Request | ClientRequest | The details of an Order request being submitted | |
29 | Feed | FeedRequest | The details of a Feed request being submitted |
SnapshotPosition
Section titled “SnapshotPosition”Describes the position of a Snapshot
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Positions | Map<string,int64> | The set of named sequences and their current positions |
UpdatePosition
Section titled “UpdatePosition”Describes the position of an Update
No | Field | Type | Label | Description |
---|---|---|---|---|
1 | Sequence | string | The named sequence this update belongs to. If omitted, represents an out-of-band update that does not update the Position | |
2 | Position | int64 | The update position within the named sequence | |
9 | ExecutedAt | TimestampWithTimeZone | The date and time the update was processed |
EventMessageType
Section titled “EventMessageType”Identifies the type of Event Message
Name | Number | Description |
---|---|---|
EventMessageType_Unknown | 0 | Unknown/invalid event type |
EventMessageType_Response | 99 | Response to a request |
EventMessageType_SnapshotStart | 100 | Beginning a snapshot for a subscription |
EventMessageType_SnapshotFinish | 101 | Ending a snapshot for a subscription |
EventMessageType_Bookmark | 109 | Bookmark after a sequence of events are skipped |
EventMessageType_Update | 200 | Update to the System |
EventMessageType_Feed | 300 | Update related to an external Feed |
FeedEventType
Section titled “FeedEventType”Identifies an event specific to an external feed
Name | Number | Description |
---|---|---|
FeedEventType_Unknown | 0 | Unknown/invalid event type |
FeedEventType_Open | 10 | Notification that the connection can send messages for this Feed |
FeedEventType_Resume | 11 | The external feed should resume sending from this index |
FeedEventType_Suspend | 12 | Foundry cannot receive messages for this feed at this present time |
FeedEventType_Bookmark | 18 | The external feed has been consumed to the given index, and will not require earlier events |
FeedEventType_Close | 19 | Notification that all messages sent before Close have been written |
FeedEventType_Request | 20 | A Client Request has been routed to this Feed |
FeedEventType_Query | 21 | A query has been received for this Feed |
FeedRequestType
Section titled “FeedRequestType”Identifies a request relating to an external feed
Name | Number | Description |
---|---|---|
FeedRequestType_Unknown | 0 | Unknown/invalid request type |
FeedRequestType_Open | 10 | The connection wishes to supply this feed |
FeedRequestType_Status | 11 | The feed is updating its status |
FeedRequestType_Configure | 12 | The feed is updating its configuration |
FeedRequestType_Bookmark | 18 | The feed wants to cleanup buffered updates |
FeedRequestType_Close | 19 | The connection will stop supplying this feed |
FeedRequestType_Operation | 20 | The feed is submitting an operation |
FeedRequestType_Action | 21 | The feed is submitting an external action |
FeedRequestType_Request | 22 | The feed is submitting a Client Request being processed by this feed |
FeedRequestType_Update | 23 | The feed is submitting a request update |
FeedRequestType_LegacyUpdate | 30 | The feed is submitting a legacy update |
FeedRequestType_LegacyTrade | 31 | The feed is submitting a legacy trade |
FeedRequestType_LegacyRequest | 32 | The feed is submitting a legacy request update |
FeedRequestType_LegacyTransaction | 33 | The feed is submitting a legacy transaction |
FeedRequestType_RequestResponse | 40 | The feed is responding to a Client Request |
FeedRequestType_QueryResponse | 41 | The feed is responding to a Feed Query |
RequestMessageType
Section titled “RequestMessageType”Identifies the type of Request Message
Name | Number | Description |
---|---|---|
RequestMessageType_Unknown | 0 | Unknown/invalid request type |
RequestMessageType_Subscribe | 10 | A request to subscribe for updates |
RequestMessageType_Unsubscribe | 11 | A request to unsubscribe to updates |
RequestMessageType_Synchronise | 19 | Ensures all outstanding messages have been received |
RequestMessageType_ClientRequest | 20 | A client request is being submitted |
RequestMessageType_FeedRequest | 29 | A feed request is being submitted |
StreamingVersion
Section titled “StreamingVersion”Identifies the streaming protocol version
Name | Number | Description |
---|---|---|
StreamingVersion_Initial | 0 | Initial schema |