@alpaca-open-api/core 0.1.0-rc.0

package/dist/generated/trading/model/opcaRSPLITActivityV2.d.ts

@@ -0,0 +1,28 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { CommonOPCAActivityV2 } from './commonOPCAActivityV2.js';
+import type { CommonSplitActivityV2 } from './commonSplitActivityV2.js';
+/**
+ * Options corporate action of reverse-splits
+ */
+export type OpcaRSPLITActivityV2 = CommonOPCAActivityV2 & CommonSplitActivityV2 & {
+    /**
+       * The ex_date for this corporate action
+       * @minLength 1
+       */
+    ex_date?: string;
+    /** Symbol of the new security after the split */
+    new_symbol?: string;
+    /**
+       * The record_date for this corporate action
+       * @minLength 1
+       */
+    record_date?: string;
+    /** The symbol of the security involved with the activity */
+    symbol: string;
+};

package/dist/generated/trading/model/opcaSDIVActivityV2.d.ts

@@ -0,0 +1,13 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { CommonOPCAActivityV2 } from './commonOPCAActivityV2.js';
+import type { CommonSDIVActivityV2 } from './commonSDIVActivityV2.js';
+/**
+ * Options corporate action of stock dividend
+ */
+export type OpcaSDIVActivityV2 = CommonOPCAActivityV2 & CommonSDIVActivityV2;

package/dist/generated/trading/model/opcaSPINActivityV2.d.ts

@@ -0,0 +1,13 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { CommonOPCAActivityV2 } from './commonOPCAActivityV2.js';
+import type { CommonSpinoffActivityV2 } from './commonSpinoffActivityV2.js';
+/**
+ * Options corporate action of spin-offs
+ */
+export type OpcaSPINActivityV2 = CommonOPCAActivityV2 & CommonSpinoffActivityV2;

package/dist/generated/trading/model/opcaUSPLITActivityV2.d.ts

@@ -0,0 +1,29 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { CommonOPCAActivityV2 } from './commonOPCAActivityV2.js';
+import type { CommonSplitActivityV2 } from './commonSplitActivityV2.js';
+/**
+ * Options corporate action of unit-splits
+ */
+export type OpcaUSPLITActivityV2 = CommonOPCAActivityV2 & CommonSplitActivityV2 & {
+    /** CUSIP for the alternate security after the split */
+    alternate_cusip: string;
+    /** Ratio of alternate shares received */
+    alternate_rate: string;
+    /** Symbol for the alternate security after the split */
+    alternate_symbol: string;
+    /**
+       * When the unit split becomes effective
+       * @minLength 1
+       */
+    effective_date: string;
+    /** Symbol of the new security after the unit split */
+    new_symbol: string;
+    /** The old symbol of the security involved with the activity */
+    old_symbol: string;
+};

package/dist/generated/trading/model/optionContract.d.ts

@@ -0,0 +1,61 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { OptionContractStatus } from './optionContractStatus.js';
+import type { OptionContractStyle } from './optionContractStyle.js';
+import type { OptionContractType } from './optionContractType.js';
+import type { OptionDeliverable } from './optionDeliverable.js';
+export interface OptionContract {
+    /** The close price of the option contract. */
+    close_price?: string;
+    /** The date of the close price data. */
+    close_price_date?: string;
+    /**
+       * Represents the deliverables tied to the option contract. While standard contracts entail a single deliverable, non-standard ones can encompass multiple deliverables, each potentially customized with distinct parameters.
+       * This array is included in the list contracts response only if the query parameter show_deliverables=true is provided.
+       */
+    deliverables?: OptionDeliverable[];
+    /** The expiration date of the option contract. */
+    expiration_date: string;
+    /** The unique identifier of the option contract. */
+    id: string;
+    /**
+       * The multiplier of the option contract is crucial for calculating both the trade premium and the extended strike price. In standard contracts, the multiplier is always set to 100.
+       * For instance, if a contract is traded at $1.50 and the multiplier is 100, the total amount debited when buying the contract would be $150.00.
+       * Similarly, when exercising a call contract, the total cost will be equal to the strike price times the multiplier.
+       */
+    multiplier: string;
+    /** The name of the option contract. */
+    name: string;
+    /** The open interest of the option contract. */
+    open_interest?: string;
+    /** The date of the open interest data. */
+    open_interest_date?: string;
+    /** The root symbol of the option contract. */
+    root_symbol?: string;
+    /**
+       * Represents the number of underlying shares to be delivered in case the contract is exercised/assigned. For standard contracts, this is always 100.
+       * This field should **not** be used as a multiplier, specially for non-standard contracts.
+       */
+    size: string;
+    /** The status of the option contract. */
+    status: OptionContractStatus;
+    /** The strike price of the option contract. */
+    strike_price: string;
+    /** The style of the option contract. */
+    style: OptionContractStyle;
+    /** The symbol representing the option contract. */
+    symbol: string;
+    /** Indicates whether the option contract is tradable. */
+    tradable: boolean;
+    /** The type of the option contract. */
+    type: OptionContractType;
+    /** The unique identifier of the underlying asset. */
+    underlying_asset_id: string;
+    /** The underlying symbol of the option contract. */
+    underlying_symbol: string;
+}

package/dist/generated/trading/model/optionContractStatus.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * The status of the option contract.
+ */
+export type OptionContractStatus = typeof OptionContractStatus[keyof typeof OptionContractStatus];
+export declare const OptionContractStatus: {
+    readonly active: "active";
+    readonly inactive: "inactive";
+};

package/dist/generated/trading/model/optionContractStyle.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * The style of the option contract.
+ */
+export type OptionContractStyle = typeof OptionContractStyle[keyof typeof OptionContractStyle];
+export declare const OptionContractStyle: {
+    readonly american: "american";
+    readonly european: "european";
+};

package/dist/generated/trading/model/optionContractType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * The type of the option contract.
+ */
+export type OptionContractType = typeof OptionContractType[keyof typeof OptionContractType];
+export declare const OptionContractType: {
+    readonly call: "call";
+    readonly put: "put";
+};

package/dist/generated/trading/model/optionDeliverable.d.ts

@@ -0,0 +1,47 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { OptionDeliverableSettlementMethod } from './optionDeliverableSettlementMethod.js';
+import type { OptionDeliverableSettlementType } from './optionDeliverableSettlementType.js';
+import type { OptionDeliverableType } from './optionDeliverableType.js';
+export interface OptionDeliverable {
+    /**
+       * Cost allocation percentage of the deliverable.
+       * This is used to determine the cost basis of the equity shares received from the exercise, specially for non-standard contracts with multiple deliverables.
+       */
+    allocation_percentage: string;
+    /**
+       * The deliverable amount. For cash deliverables, this is the cash amount.
+       * For standard contract, this is always 100.
+       * This field can be null in case the deliverable settlement is delayed and the amount is yet to be determined.
+       */
+    amount: string;
+    /**
+       * Unique identifier of the deliverable asset. For standard contracts, this is equivalent to underlying_asset_id of the contracts.
+       * This field is not returned for cash deliverables.
+       */
+    asset_id?: string;
+    /**
+       * If true, the settlement of the deliverable will be delayed.
+       * For instance, in the event of a contract with a delayed deliverable being exercised, both the availability of the deliverable and its settlement may be postponed beyond the typical timeframe.
+       */
+    delayed_settlement: boolean;
+    /**
+       * Indicates the settlement method that will be used:
+       * - **BTOB**: Broker to Broker
+       * - **CADF**: Cash Difference
+       * - **CAFX**: Cash Fixed
+       * - **CCC**: Correspondent Clearing Corp
+       */
+    settlement_method: OptionDeliverableSettlementMethod;
+    /** Indicates when the deliverable will be settled if the contract is exercised/assigned. */
+    settlement_type: OptionDeliverableSettlementType;
+    /** Symbol of the deliverable. For standard contracts, this is equivalent to the underlying symbol of the contract. */
+    symbol: string;
+    /** Type of deliverable, indicating whether it's cash or equity. For standard contracts, it is always "equity". */
+    type: OptionDeliverableType;
+}

package/dist/generated/trading/model/optionDeliverableSettlementMethod.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * Indicates the settlement method that will be used:
+ * - **BTOB**: Broker to Broker
+ * - **CADF**: Cash Difference
+ * - **CAFX**: Cash Fixed
+ * - **CCC**: Correspondent Clearing Corp
+ */
+export type OptionDeliverableSettlementMethod = typeof OptionDeliverableSettlementMethod[keyof typeof OptionDeliverableSettlementMethod];
+export declare const OptionDeliverableSettlementMethod: {
+    readonly BTOB: "BTOB";
+    readonly CADF: "CADF";
+    readonly CAFX: "CAFX";
+    readonly CCC: "CCC";
+};

package/dist/generated/trading/model/optionDeliverableSettlementType.d.ts

@@ -0,0 +1,19 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * Indicates when the deliverable will be settled if the contract is exercised/assigned.
+ */
+export type OptionDeliverableSettlementType = typeof OptionDeliverableSettlementType[keyof typeof OptionDeliverableSettlementType];
+export declare const OptionDeliverableSettlementType: {
+    readonly 'T+0': "T+0";
+    readonly 'T+1': "T+1";
+    readonly 'T+2': "T+2";
+    readonly 'T+3': "T+3";
+    readonly 'T+4': "T+4";
+    readonly 'T+5': "T+5";
+};

package/dist/generated/trading/model/optionDeliverableType.d.ts

@@ -0,0 +1,15 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * Type of deliverable, indicating whether it's cash or equity. For standard contracts, it is always "equity".
+ */
+export type OptionDeliverableType = typeof OptionDeliverableType[keyof typeof OptionDeliverableType];
+export declare const OptionDeliverableType: {
+    readonly cash: "cash";
+    readonly equity: "equity";
+};

package/dist/generated/trading/model/order.d.ts

@@ -0,0 +1,129 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { AssetClass } from './assetClass.js';
+import type { OrderClass } from './orderClass.js';
+import type { OrderLeg } from './orderLeg.js';
+import type { OrderSide } from './orderSide.js';
+import type { OrderStatus } from './orderStatus.js';
+import type { OrderType } from './orderType.js';
+import type { PositionIntent } from './positionIntent.js';
+import type { TimeInForce } from './timeInForce.js';
+/**
+ * The Orders API allows a user to monitor, place and cancel their orders with Alpaca.
+ *
+ * Each order has a unique identifier provided by the client. This client-side unique order ID will be automatically generated by the system if not provided by the client, and will be returned as part of the order object along with the rest of the fields described below. Once an order is placed, it can be queried using the client-side order ID to check the status.
+ *
+ * Updates on open orders at Alpaca will also be sent over the streaming interface, which is the recommended method of maintaining order state.
+ */
+export interface Order {
+    asset_class?: AssetClass;
+    /** Asset ID (For options this represents the option contract ID) */
+    asset_id?: string;
+    /** @nullable */
+    canceled_at?: string | null;
+    /**
+       * Client unique order ID
+       * @maxLength 128
+       */
+    client_order_id?: string;
+    created_at?: string;
+    /** @nullable */
+    expired_at?: string | null;
+    /** If true, eligible for execution outside regular trading hours. */
+    extended_hours?: boolean;
+    /** @nullable */
+    failed_at?: string | null;
+    /** @nullable */
+    filled_at?: string | null;
+    /**
+       * Filled average price
+       * @nullable
+       */
+    filled_avg_price?: string | null;
+    /**
+       * Filled quantity
+       * @minLength 1
+       */
+    filled_qty?: string;
+    /**
+       * The highest (lowest) market price seen since the trailing stop order was submitted.
+       * @nullable
+       */
+    hwm?: string | null;
+    /** Order ID */
+    id?: string;
+    /**
+       * When querying non-simple order_class orders in a nested style, an array of Order entities associated with this order. Otherwise, null. Required if order class is `mleg`.
+       * @nullable
+       */
+    legs?: OrderLeg[] | null;
+    /**
+       * Limit price
+       * @nullable
+       */
+    limit_price?: string | null;
+    /**
+       * Ordered notional amount. If entered, qty will be null. Can take up to 9 decimal points.
+       * @minLength 1
+       * @nullable
+       */
+    notional: string | null;
+    order_class?: OrderClass;
+    /**
+       * Deprecated in favour of the field "type"
+       * @deprecated
+       */
+    order_type?: string;
+    position_intent?: PositionIntent;
+    /**
+       * Ordered quantity. If entered, notional will be null. Can take up to 9 decimal points. Required if order class is `mleg`.
+       * @minLength 1
+       * @nullable
+       */
+    qty?: string | null;
+    /** @nullable */
+    replaced_at?: string | null;
+    /**
+       * The order ID that this order was replaced by
+       * @nullable
+       */
+    replaced_by?: string | null;
+    /**
+       * The order ID that this order replaces
+       * @nullable
+       */
+    replaces?: string | null;
+    side?: OrderSide;
+    status?: OrderStatus;
+    /**
+       * Stop price
+       * @nullable
+       */
+    stop_price?: string | null;
+    /** @nullable */
+    submitted_at?: string | null;
+    /**
+       * Asset symbol, required for all order classes except for `mleg`
+       * @minLength 1
+       */
+    symbol?: string;
+    time_in_force: TimeInForce;
+    /**
+       * The percent value away from the high water mark for trailing stop orders.
+       * @nullable
+       */
+    trail_percent?: string | null;
+    /**
+       * The dollar value away from the high water mark for trailing stop orders.
+       * @nullable
+       */
+    trail_price?: string | null;
+    type: OrderType;
+    /** @nullable */
+    updated_at?: string | null;
+}

package/dist/generated/trading/model/orderClass.d.ts

@@ -0,0 +1,24 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * The order classes supported by Alpaca vary based on the order's security type. The following provides a comprehensive breakdown of the supported order classes for each category:
+ *   - Equity trading: simple (or ""), oco, oto, bracket.
+ *   - Options trading:
+ *     - simple (or "")
+ *     - mleg (required for multi-leg complex option strategies)
+ *   - Crypto trading: simple (or "").
+ */
+export type OrderClass = typeof OrderClass[keyof typeof OrderClass];
+export declare const OrderClass: {
+    readonly simple: "simple";
+    readonly bracket: "bracket";
+    readonly oco: "oco";
+    readonly oto: "oto";
+    readonly mleg: "mleg";
+    readonly '': "";
+};

package/dist/generated/trading/model/orderLeg.d.ts

@@ -0,0 +1,125 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+import type { AssetClass } from './assetClass.js';
+import type { OrderClass } from './orderClass.js';
+import type { OrderLegLegsItem } from './orderLegLegsItem.js';
+import type { OrderSide } from './orderSide.js';
+import type { OrderStatus } from './orderStatus.js';
+import type { OrderType } from './orderType.js';
+import type { PositionIntent } from './positionIntent.js';
+import type { TimeInForce } from './timeInForce.js';
+/**
+ * This is copy of Order response schemas as a workaround of displaying issue of nested Order recursively for legs
+ */
+export interface OrderLeg {
+    asset_class?: AssetClass;
+    /** Asset ID (For options this represents the option contract ID) */
+    asset_id?: string;
+    /** @nullable */
+    canceled_at?: string | null;
+    /**
+       * Client unique order ID
+       * @maxLength 128
+       */
+    client_order_id?: string;
+    created_at?: string;
+    /** @nullable */
+    expired_at?: string | null;
+    /** If true, eligible for execution outside regular trading hours. */
+    extended_hours?: boolean;
+    /** @nullable */
+    failed_at?: string | null;
+    /** @nullable */
+    filled_at?: string | null;
+    /**
+       * Filled average price
+       * @nullable
+       */
+    filled_avg_price?: string | null;
+    /**
+       * Filled quantity
+       * @minLength 1
+       */
+    filled_qty?: string;
+    /**
+       * The highest (lowest) market price seen since the trailing stop order was submitted.
+       * @nullable
+       */
+    hwm?: string | null;
+    /** Order ID */
+    id?: string;
+    /**
+       * Always null for an order leg; legs are not nested beyond one level.
+       * @nullable
+       */
+    legs?: OrderLegLegsItem[] | null;
+    /**
+       * Limit price
+       * @nullable
+       */
+    limit_price?: string | null;
+    /**
+       * Ordered notional amount. If entered, qty will be null. Can take up to 9 decimal points.
+       * @minLength 1
+       * @nullable
+       */
+    notional: string | null;
+    order_class?: OrderClass;
+    /**
+       * Deprecated in favour of the field "type"
+       * @deprecated
+       */
+    order_type?: string;
+    position_intent?: PositionIntent;
+    /**
+       * Ordered quantity. If entered, notional will be null. Can take up to 9 decimal points.
+       * @minLength 1
+       * @nullable
+       */
+    qty: string | null;
+    /** @nullable */
+    replaced_at?: string | null;
+    /**
+       * The order ID that this order was replaced by
+       * @nullable
+       */
+    replaced_by?: string | null;
+    /**
+       * The order ID that this order replaces
+       * @nullable
+       */
+    replaces?: string | null;
+    side: OrderSide;
+    status?: OrderStatus;
+    /**
+       * Stop price
+       * @nullable
+       */
+    stop_price?: string | null;
+    /** @nullable */
+    submitted_at?: string | null;
+    /**
+       * Asset symbol
+       * @minLength 1
+       */
+    symbol: string;
+    time_in_force: TimeInForce;
+    /**
+       * The percent value away from the high water mark for trailing stop orders.
+       * @nullable
+       */
+    trail_percent?: string | null;
+    /**
+       * The dollar value away from the high water mark for trailing stop orders.
+       * @nullable
+       */
+    trail_price?: string | null;
+    type: OrderType;
+    /** @nullable */
+    updated_at?: string | null;
+}

package/dist/generated/trading/model/orderLegLegsItem.d.ts

@@ -0,0 +1,10 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+export type OrderLegLegsItem = {
+    [key: string]: unknown;
+};

package/dist/generated/trading/model/orderSide.d.ts

@@ -0,0 +1,18 @@
+/**
+ * Generated by orval v8.18.0 🍺
+ * Do not edit manually.
+ * Trading API
+ * Alpaca's Trading API is a modern platform for algorithmic trading.
+ * OpenAPI spec version: 2.0.1
+ */
+/**
+ * Represents which side this order was on:
+ * - buy
+ * - sell
+ * Required for all order classes except for mleg.
+ */
+export type OrderSide = typeof OrderSide[keyof typeof OrderSide];
+export declare const OrderSide: {
+    readonly buy: "buy";
+    readonly sell: "sell";
+};