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12 changes: 12 additions & 0 deletions sdks/python/pmxt/models.py
Original file line number Diff line number Diff line change
Expand Up @@ -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:
Expand All @@ -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:
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12 changes: 12 additions & 0 deletions sdks/typescript/pmxt/models.ts
Original file line number Diff line number Diff line change
Expand Up @@ -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;
}

/**
Expand All @@ -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<string, unknown>;
}

/**
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