diff --git a/sdks/python/pmxt/models.py b/sdks/python/pmxt/models.py index 31046e6b..a4ce932d 100644 --- a/sdks/python/pmxt/models.py +++ b/sdks/python/pmxt/models.py @@ -310,6 +310,9 @@ class OrderLevel: size: float """Number of contracts""" + order_count: Optional[int] = None + """Number of orders aggregated at this price level, when reported by the venue.""" + @dataclass class OrderBook: @@ -327,6 +330,15 @@ class OrderBook: datetime: Optional[str] = None """ISO 8601 datetime string (CCXT-compatible)""" + is_neg_risk: Optional[bool] = None + """Whether the underlying market uses negative-risk collateral/netting semantics.""" + + last_trade_price: Optional[float] = None + """Last traded price for the outcome, when reported alongside the book.""" + + source_metadata: Optional[Dict[str, Any]] = None + """Raw venue-specific fields not promoted to first-class columns.""" + @dataclass class FirehoseEvent: diff --git a/sdks/typescript/pmxt/models.ts b/sdks/typescript/pmxt/models.ts index 43510bce..78e845e7 100644 --- a/sdks/typescript/pmxt/models.ts +++ b/sdks/typescript/pmxt/models.ts @@ -149,6 +149,9 @@ export interface OrderLevel { /** Number of contracts */ size: number; + + /** Number of orders aggregated at this price level, when reported by the venue. */ + orderCount?: number; } /** @@ -166,6 +169,15 @@ export interface OrderBook { /** ISO 8601 datetime string of the snapshot (CCXT-compatible) */ datetime?: string; + + /** Whether the underlying market uses negative-risk collateral/netting semantics. */ + isNegRisk?: boolean; + + /** Last traded price for the outcome, when reported alongside the book. */ + lastTradePrice?: number; + + /** Raw venue-specific fields not promoted to first-class columns. */ + sourceMetadata?: Record; } /**