@clear-street/clearstreet 0.98.0 → 0.100.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/CHANGELOG.md +25 -0
- package/package.json +1 -1
- package/resources/v1/index.d.mts +3 -3
- package/resources/v1/index.d.mts.map +1 -1
- package/resources/v1/index.d.ts +3 -3
- package/resources/v1/index.d.ts.map +1 -1
- package/resources/v1/index.js.map +1 -1
- package/resources/v1/index.mjs.map +1 -1
- package/resources/v1/instrument-data/market-data.d.mts +101 -28
- package/resources/v1/instrument-data/market-data.d.mts.map +1 -1
- package/resources/v1/instrument-data/market-data.d.ts +101 -28
- package/resources/v1/instrument-data/market-data.d.ts.map +1 -1
- package/resources/v1/instrument-data/market-data.js +10 -11
- package/resources/v1/instrument-data/market-data.js.map +1 -1
- package/resources/v1/instrument-data/market-data.mjs +10 -11
- package/resources/v1/instrument-data/market-data.mjs.map +1 -1
- package/resources/v1/instruments.d.mts +45 -3
- package/resources/v1/instruments.d.mts.map +1 -1
- package/resources/v1/instruments.d.ts +45 -3
- package/resources/v1/instruments.d.ts.map +1 -1
- package/resources/v1/omni-ai/omni-ai.d.mts +1 -1
- package/resources/v1/omni-ai/omni-ai.d.ts +1 -1
- package/resources/v1/orders.d.mts +20 -7
- package/resources/v1/orders.d.mts.map +1 -1
- package/resources/v1/orders.d.ts +20 -7
- package/resources/v1/orders.d.ts.map +1 -1
- package/resources/v1/positions.d.mts +52 -1
- package/resources/v1/positions.d.mts.map +1 -1
- package/resources/v1/positions.d.ts +52 -1
- package/resources/v1/positions.d.ts.map +1 -1
- package/resources/v1/screener.d.mts +58 -8
- package/resources/v1/screener.d.mts.map +1 -1
- package/resources/v1/screener.d.ts +58 -8
- package/resources/v1/screener.d.ts.map +1 -1
- package/resources/v1/screener.js +25 -6
- package/resources/v1/screener.js.map +1 -1
- package/resources/v1/screener.mjs +25 -6
- package/resources/v1/screener.mjs.map +1 -1
- package/resources/v1/v1.d.mts +7 -7
- package/resources/v1/v1.d.mts.map +1 -1
- package/resources/v1/v1.d.ts +7 -7
- package/resources/v1/v1.d.ts.map +1 -1
- package/resources/v1/v1.js.map +1 -1
- package/resources/v1/v1.mjs.map +1 -1
- package/resources/v1/watchlist.d.mts +3 -3
- package/resources/v1/watchlist.d.ts +3 -3
- package/src/resources/v1/index.ts +4 -0
- package/src/resources/v1/instrument-data/market-data.ts +109 -28
- package/src/resources/v1/instruments.ts +51 -2
- package/src/resources/v1/omni-ai/omni-ai.ts +1 -1
- package/src/resources/v1/orders.ts +22 -7
- package/src/resources/v1/positions.ts +55 -0
- package/src/resources/v1/screener.ts +72 -7
- package/src/resources/v1/v1.ts +9 -1
- package/src/resources/v1/watchlist.ts +3 -3
- package/src/version.ts +1 -1
- package/version.d.mts +1 -1
- package/version.d.mts.map +1 -1
- package/version.d.ts +1 -1
- package/version.d.ts.map +1 -1
- package/version.js +1 -1
- package/version.js.map +1 -1
- package/version.mjs +1 -1
- package/version.mjs.map +1 -1
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@@ -8,21 +8,20 @@ const resource_1 = require("../../../core/resource.js");
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*/
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class MarketData extends resource_1.APIResource {
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/**
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* **Deprecated**: use `GET /market-data/snapshot` instead, which now reports the
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* same open/high/low/volume/open-interest fields under `session` and top-level
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* `open_interest`.
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*
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* Returns the most recent open, high, low, volume (OHLV) and current price for the
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* requested instruments.
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*
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* Response contract: every request returns one row per **unique**
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* in first-seen request order.
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*
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*
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* Response contract: every request returns one row per **unique** resolved
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* `instrument_id`, in first-seen request order. Resolvable ids with no available
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* data come back with `symbol` populated but market-data fields `null`. Ids that
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* fail to resolve are omitted from `data` and reported in `error` instead (see the
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* 207/404 responses below).
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* @
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* ```ts
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* const response =
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* await client.v1.instrumentData.marketData.getDailySummaries(
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* { instrument_ids: 'instrument_ids' },
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* );
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* ```
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* @deprecated
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getDailySummaries(query, options) {
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return this._client.get('/v1/market-data/daily-summary', { query, ...options });
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{"version":3,"file":"market-data.js","sourceRoot":"","sources":["../../../src/resources/v1/instrument-data/market-data.ts"],"names":[],"mappings":";AAAA,sFAAsF;;;AAEtF,wDAAqD;AAMrD;;GAEG;AACH,MAAa,UAAW,SAAQ,sBAAW;IACzC
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{"version":3,"file":"market-data.js","sourceRoot":"","sources":["../../../src/resources/v1/instrument-data/market-data.ts"],"names":[],"mappings":";AAAA,sFAAsF;;;AAEtF,wDAAqD;AAMrD;;GAEG;AACH,MAAa,UAAW,SAAQ,sBAAW;IACzC;;;;;;;;;;;;;;;OAeG;IACH,iBAAiB,CACf,KAAwC,EACxC,OAAwB;QAExB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,+BAA+B,EAAE,EAAE,KAAK,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;IAClF,CAAC;IAED;;;;;;;;OAQG;IACH,YAAY,CACV,QAAyD,EAAE,EAC3D,OAAwB;QAExB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,0BAA0B,EAAE,EAAE,KAAK,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;IAC7E,CAAC;CACF;AAvCD,gCAuCC"}
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*/
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export class MarketData extends APIResource {
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/**
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* **Deprecated**: use `GET /market-data/snapshot` instead, which now reports the
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* same open/high/low/volume/open-interest fields under `session` and top-level
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* `open_interest`.
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*
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* Returns the most recent open, high, low, volume (OHLV) and current price for the
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* requested instruments.
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*
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* Response contract: every request returns one row per **unique**
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* in first-seen request order.
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*
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*
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* Response contract: every request returns one row per **unique** resolved
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* `instrument_id`, in first-seen request order. Resolvable ids with no available
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* data come back with `symbol` populated but market-data fields `null`. Ids that
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* fail to resolve are omitted from `data` and reported in `error` instead (see the
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* 207/404 responses below).
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* ```ts
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* await client.v1.instrumentData.marketData.getDailySummaries(
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* );
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* ```
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return this._client.get('/v1/market-data/daily-summary', { query, ...options });
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{"version":3,"file":"market-data.mjs","sourceRoot":"","sources":["../../../src/resources/v1/instrument-data/market-data.ts"],"names":[],"mappings":"AAAA,sFAAsF;AAEtF,OAAO,EAAE,WAAW,EAAE,mCAA+B;AAMrD;;GAEG;AACH,MAAM,OAAO,UAAW,SAAQ,WAAW;IACzC
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{"version":3,"file":"market-data.mjs","sourceRoot":"","sources":["../../../src/resources/v1/instrument-data/market-data.ts"],"names":[],"mappings":"AAAA,sFAAsF;AAEtF,OAAO,EAAE,WAAW,EAAE,mCAA+B;AAMrD;;GAEG;AACH,MAAM,OAAO,UAAW,SAAQ,WAAW;IACzC;;;;;;;;;;;;;;;OAeG;IACH,iBAAiB,CACf,KAAwC,EACxC,OAAwB;QAExB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,+BAA+B,EAAE,EAAE,KAAK,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;IAClF,CAAC;IAED;;;;;;;;OAQG;IACH,YAAY,CACV,QAAyD,EAAE,EAC3D,OAAwB;QAExB,OAAO,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,0BAA0B,EAAE,EAAE,KAAK,EAAE,GAAG,OAAO,EAAE,CAAC,CAAC;IAC7E,CAAC;CACF"}
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@@ -109,7 +109,9 @@ export interface Instrument {
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is_ptp: boolean;
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/**
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* Indicates if short selling is prohibited for the instrument
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* Indicates if short selling is prohibited for the instrument. This is a standing
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* property of the security. For the live Rule 201 circuit breaker, see
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* `short_sale_restricted` on the market-data snapshot.
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is_short_prohibited: boolean;
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/**
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* null/undefined value is observed, it indicates that there is no available data.
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short_margin_rate?: string | null;
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/**
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* Price bands this instrument quotes on, ascending. Absent when we have no
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* schedule for it, which includes an option whose penny-program status our
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* reference data never supplied.
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*/
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tick_rules?: Array<TickRule>;
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}
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export interface InstrumentCore {
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is_ptp: boolean;
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is_short_prohibited: boolean;
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short_margin_rate?: string | null;
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* Price bands this instrument quotes on, ascending. Absent when we have no
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}
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export type InstrumentCoreList = Array<InstrumentCore>;
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export type OptionsContractList = Array<OptionsContract>;
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export interface TickRule {
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}
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export interface InstrumentGetInstrumentByIDResponse extends Shared.BaseResponse {
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export declare namespace Instruments {
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export { type ContractType as ContractType, type ExerciseStyle as ExerciseStyle, type Instrument as Instrument, type InstrumentCore as InstrumentCore, type InstrumentCoreList as InstrumentCoreList, type ListingType as ListingType, type OptionExpiryDate as OptionExpiryDate, type OptionsContract as OptionsContract, type OptionsContractList as OptionsContractList, type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse, type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse, type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse, type InstrumentSearchInstrumentsResponse as InstrumentSearchInstrumentsResponse, type InstrumentGetInstrumentByIDParams as InstrumentGetInstrumentByIDParams, type InstrumentGetInstrumentsParams as InstrumentGetInstrumentsParams, type InstrumentGetOptionContractsParams as InstrumentGetOptionContractsParams, type InstrumentSearchInstrumentsParams as InstrumentSearchInstrumentsParams, };
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export { type ContractType as ContractType, type ExerciseStyle as ExerciseStyle, type Instrument as Instrument, type InstrumentCore as InstrumentCore, type InstrumentCoreList as InstrumentCoreList, type ListingType as ListingType, type OptionExpiryDate as OptionExpiryDate, type OptionsContract as OptionsContract, type OptionsContractList as OptionsContractList, type TickRule as TickRule, type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse, type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse, type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse, type InstrumentSearchInstrumentsResponse as InstrumentSearchInstrumentsResponse, type InstrumentGetInstrumentByIDParams as InstrumentGetInstrumentByIDParams, type InstrumentGetInstrumentsParams as InstrumentGetInstrumentsParams, type InstrumentGetOptionContractsParams as InstrumentGetOptionContractsParams, type InstrumentSearchInstrumentsParams as InstrumentSearchInstrumentsParams, };
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{"version":3,"file":"instruments.d.mts","sourceRoot":"","sources":["../../src/resources/v1/instruments.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,gCAA4B;AAClD,OAAO,KAAK,MAAM,sBAAkB;AACpC,OAAO,KAAK,SAAS,qBAAiB;AACtC,OAAO,KAAK,KAAK,iBAAa;AAC9B,OAAO,EAAE,UAAU,EAAE,mCAA+B;AACpD,OAAO,EAAE,cAAc,EAAE,2CAAuC;AAGhE;;GAEG;AACH,qBAAa,WAAY,SAAQ,WAAW;IAC1C;;;;;;;;OAQG;IACH,iBAAiB,CACf,YAAY,EAAE,MAAM,EACpB,KAAK,GAAE,iCAAiC,GAAG,IAAI,GAAG,SAAc,EAChE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;IAIlD;;;;;;;;OAQG;IACH,cAAc,CACZ,KAAK,GAAE,8BAA8B,GAAG,IAAI,GAAG,SAAc,EAC7D,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,gCAAgC,CAAC;IAI/C;;;;;;;;;;;;;OAaG;IACH,kBAAkB,CAChB,KAAK,GAAE,kCAAkC,GAAG,IAAI,GAAG,SAAc,EACjE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,oCAAoC,CAAC;IAInD;;;;;;;;;;;;;;;;;OAiBG;IACH,iBAAiB,CACf,KAAK,EAAE,iCAAiC,EACxC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;CAGnD;AAED;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,KAAK,CAAC;AAE1C;;GAEG;AACH,MAAM,MAAM,aAAa,GAAG,UAAU,GAAG,UAAU,CAAC;AAEpD;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB
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{"version":3,"file":"instruments.d.mts","sourceRoot":"","sources":["../../src/resources/v1/instruments.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,gCAA4B;AAClD,OAAO,KAAK,MAAM,sBAAkB;AACpC,OAAO,KAAK,SAAS,qBAAiB;AACtC,OAAO,KAAK,KAAK,iBAAa;AAC9B,OAAO,EAAE,UAAU,EAAE,mCAA+B;AACpD,OAAO,EAAE,cAAc,EAAE,2CAAuC;AAGhE;;GAEG;AACH,qBAAa,WAAY,SAAQ,WAAW;IAC1C;;;;;;;;OAQG;IACH,iBAAiB,CACf,YAAY,EAAE,MAAM,EACpB,KAAK,GAAE,iCAAiC,GAAG,IAAI,GAAG,SAAc,EAChE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;IAIlD;;;;;;;;OAQG;IACH,cAAc,CACZ,KAAK,GAAE,8BAA8B,GAAG,IAAI,GAAG,SAAc,EAC7D,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,gCAAgC,CAAC;IAI/C;;;;;;;;;;;;;OAaG;IACH,kBAAkB,CAChB,KAAK,GAAE,kCAAkC,GAAG,IAAI,GAAG,SAAc,EACjE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,oCAAoC,CAAC;IAInD;;;;;;;;;;;;;;;;;OAiBG;IACH,iBAAiB,CACf,KAAK,EAAE,iCAAiC,EACxC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;CAGnD;AAED;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,KAAK,CAAC;AAE1C;;GAEG;AACH,MAAM,MAAM,aAAa,GAAG,UAAU,GAAG,UAAU,CAAC;AAEpD;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB;;;;OAIG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,qBAAqB,EAAE,OAAO,CAAC;IAE/B;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IAEd;;;OAGG;IACH,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEpB;;;;OAIG;IACH,2BAA2B,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,eAAe,CAAC,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEjC;;;OAGG;IACH,IAAI,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAErB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE7B;;;;;OAKG;IACH,6BAA6B,CAAC,EAAE,KAAK,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC;IAE/D;;;;;;;OAOG;IACH,oBAAoB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,cAAc,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE/B;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;;OAIG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;CAC9B;AAED,MAAM,WAAW,cAAc;IAC7B;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB;;;;OAIG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,qBAAqB,EAAE,OAAO,CAAC;IAE/B;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IAEd;;;OAGG;IACH,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEpB;;;;OAIG;IACH,2BAA2B,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,eAAe,CAAC,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEjC;;;OAGG;IACH,IAAI,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAErB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE7B;;;OAGG;IACH,cAAc,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE/B;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;;OAIG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;CAC9B;AAED,MAAM,MAAM,kBAAkB,GAAG,KAAK,CAAC,cAAc,CAAC,CAAC;AAEvD;;GAEG;AACH,MAAM,MAAM,WAAW,GAAG,UAAU,GAAG,MAAM,GAAG,KAAK,CAAC;AAEtD;;;GAGG;AACH,MAAM,WAAW,gBAAgB;IAC/B;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,oBAAoB,EAAE,OAAO,CAAC;IAE9B;;;;;;OAMG;IACH,mBAAmB,EAAE,OAAO,CAAC;CAC9B;AAED;;GAEG;AACH,MAAM,WAAW,eAAe;IAC9B;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,aAAa,EAAE,YAAY,CAAC;IAE5B;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,aAAa,CAAC;IAE9B;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,YAAY,EAAE,WAAW,CAAC;IAE1B;;OAEG;IACH,UAAU,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,YAAY,EAAE,MAAM,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;;OAGG;IACH,iBAAiB,CAAC,EAAE,OAAO,GAAG,IAAI,CAAC;IAEnC;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;OAGG;IACH,aAAa,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE9B;;;OAGG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;IAE7B;;;OAGG;IACH,wBAAwB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CAC1C;AAED,MAAM,MAAM,mBAAmB,GAAG,KAAK,CAAC,eAAe,CAAC,CAAC;AAEzD;;;;GAIG;AACH,MAAM,WAAW,QAAQ;IACvB;;OAEG;IACH,WAAW,EAAE,MAAM,CAAC;IAEpB;;OAEG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;;OAIG;IACH,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CAC3B;AAED,MAAM,WAAW,mCAAoC,SAAQ,MAAM,CAAC,YAAY;IAC9E;;OAEG;IACH,IAAI,EAAE,UAAU,CAAC;CAClB;AAED,MAAM,WAAW,gCAAiC,SAAQ,MAAM,CAAC,YAAY;IAC3E,IAAI,EAAE,kBAAkB,CAAC;CAC1B;AAED,MAAM,WAAW,oCAAqC,SAAQ,MAAM,CAAC,YAAY;IAC/E,IAAI,EAAE,mBAAmB,CAAC;CAC3B;AAED,MAAM,WAAW,mCAAoC,SAAQ,MAAM,CAAC,YAAY;IAC9E,IAAI,EAAE,kBAAkB,CAAC;CAC1B;AAED,MAAM,WAAW,iCAAiC;IAChD;;OAEG;IACH,4BAA4B,CAAC,EAAE,OAAO,GAAG,IAAI,CAAC;CAC/C;AAED,MAAM,WAAW,8BAA8B;IAC7C;;OAEG;IACH,cAAc,CAAC,EAAE,OAAO,CAAC;IAEzB;;;OAGG;IACH,cAAc,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC;IAE/B;;OAEG;IACH,eAAe,CAAC,EAAE,cAAc,GAAG,OAAO,GAAG,QAAQ,GAAG,MAAM,CAAC;IAE/D;;OAEG;IACH,mBAAmB,CAAC,EAAE,OAAO,CAAC;IAE9B;;OAEG;IACH,aAAa,CAAC,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,MAAM,CAAC,EAAE,OAAO,CAAC;IAEjB;;OAEG;IACH,mBAAmB,CAAC,EAAE,OAAO,CAAC;IAE9B;;OAEG;IACH,qBAAqB,CAAC,EAAE,OAAO,CAAC;IAEhC;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,kCAAkC;IACjD;;;;OAIG;IACH,YAAY,CAAC,EAAE,KAAK,CAAC,SAAS,CAAC,oBAAoB,CAAC,CAAC;IAErD;;OAEG;IACH,aAAa,CAAC,EAAE,MAAM,GAAG,KAAK,CAAC;IAE/B;;OAEG;IACH,MAAM,CAAC,EAAE,MAAM,CAAC;IAEhB;;;OAGG;IACH,iBAAiB,CAAC,EAAE,OAAO,CAAC;IAE5B;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;IAEpB;;OAEG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,wBAAwB,CAAC,EAAE,MAAM,CAAC;CACnC;AAED,MAAM,WAAW,iCAAiC;IAChD;;;;OAIG;IACH,CAAC,EAAE,MAAM,CAAC;IAEV;;;OAGG;IACH,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB;;OAEG;IACH,OAAO,CAAC,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,QAAQ,CAAC,EAAE,MAAM,CAAC;IAElB;;OAEG;IACH,gBAAgB,CAAC,EAAE,OAAO,CAAC;IAE3B;;;OAGG;IACH,WAAW,CAAC,EAAE,OAAO,CAAC;IAEtB;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,CAAC,OAAO,WAAW,WAAW,CAAC;IACnC,OAAO,EACL,KAAK,YAAY,IAAI,YAAY,EACjC,KAAK,aAAa,IAAI,aAAa,EACnC,KAAK,UAAU,IAAI,UAAU,EAC7B,KAAK,cAAc,IAAI,cAAc,EACrC,KAAK,kBAAkB,IAAI,kBAAkB,EAC7C,KAAK,WAAW,IAAI,WAAW,EAC/B,KAAK,gBAAgB,IAAI,gBAAgB,EACzC,KAAK,eAAe,IAAI,eAAe,EACvC,KAAK,mBAAmB,IAAI,mBAAmB,EAC/C,KAAK,QAAQ,IAAI,QAAQ,EACzB,KAAK,mCAAmC,IAAI,mCAAmC,EAC/E,KAAK,gCAAgC,IAAI,gCAAgC,EACzE,KAAK,oCAAoC,IAAI,oCAAoC,EACjF,KAAK,mCAAmC,IAAI,mCAAmC,EAC/E,KAAK,iCAAiC,IAAI,iCAAiC,EAC3E,KAAK,8BAA8B,IAAI,8BAA8B,EACrE,KAAK,kCAAkC,IAAI,kCAAkC,EAC7E,KAAK,iCAAiC,IAAI,iCAAiC,GAC5E,CAAC;CACH"}
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@@ -109,7 +109,9 @@ export interface Instrument {
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*/
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is_ptp: boolean;
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/**
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* Indicates if short selling is prohibited for the instrument
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* Indicates if short selling is prohibited for the instrument. This is a standing
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* property of the security. For the live Rule 201 circuit breaker, see
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* `short_sale_restricted` on the market-data snapshot.
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*/
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is_short_prohibited: boolean;
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/**
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* null/undefined value is observed, it indicates that there is no available data.
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*/
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short_margin_rate?: string | null;
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/**
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* Price bands this instrument quotes on, ascending. Absent when we have no
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* schedule for it, which includes an option whose penny-program status our
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* reference data never supplied.
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*/
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tick_rules?: Array<TickRule>;
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}
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export interface InstrumentCore {
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/**
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@@ -222,7 +230,9 @@ export interface InstrumentCore {
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*/
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is_ptp: boolean;
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/**
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* Indicates if short selling is prohibited for the instrument
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* Indicates if short selling is prohibited for the instrument. This is a standing
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* property of the security. For the live Rule 201 circuit breaker, see
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* `short_sale_restricted` on the market-data snapshot.
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*/
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is_short_prohibited: boolean;
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/**
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@@ -283,6 +293,12 @@ export interface InstrumentCore {
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* null/undefined value is observed, it indicates that there is no available data.
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*/
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short_margin_rate?: string | null;
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+
/**
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* Price bands this instrument quotes on, ascending. Absent when we have no
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* schedule for it, which includes an option whose penny-program status our
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* reference data never supplied.
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*/
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+
tick_rules?: Array<TickRule>;
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}
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export type InstrumentCoreList = Array<InstrumentCore>;
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/**
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@@ -383,6 +399,11 @@ export interface OptionsContract {
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* null/undefined value is observed, it indicates that there is no available data.
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*/
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open_interest?: number | null;
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+
/**
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* Price bands this contract quotes on, ascending. Absent when our reference data
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+
* never supplied the contract's penny-program status.
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+
*/
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+
tick_rules?: Array<TickRule>;
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/**
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* Instrument ID of the underlying instrument, when available When a null/undefined
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* value is observed, it indicates that there is no available data.
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@@ -390,6 +411,27 @@ export interface OptionsContract {
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underlying_instrument_id?: string | null;
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}
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export type OptionsContractList = Array<OptionsContract>;
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+
/**
|
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+
* One band of an instrument's tick schedule. A price in the band is valid only if
|
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|
+
* it is a whole multiple of `tick_size`. Bands describe the instrument itself: on
|
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417
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+
* an equity they say nothing about that equity's option chain.
|
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+
*/
|
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|
+
export interface TickRule {
|
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+
/**
|
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+
* Lowest price in the band, inclusive.
|
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|
+
*/
|
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|
+
start_price: string;
|
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|
+
/**
|
|
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+
* Minimum price increment within the band.
|
|
426
|
+
*/
|
|
427
|
+
tick_size: string;
|
|
428
|
+
/**
|
|
429
|
+
* Upper bound of the band, exclusive. Absent on the last band, which runs to
|
|
430
|
+
* infinity. When a null/undefined value is observed, it indicates it does not
|
|
431
|
+
* apply.
|
|
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|
+
*/
|
|
433
|
+
end_price?: string | null;
|
|
434
|
+
}
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|
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|
export interface InstrumentGetInstrumentByIDResponse extends Shared.BaseResponse {
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|
/**
|
|
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|
* Represents a tradable financial instrument.
|
|
@@ -536,6 +578,6 @@ export interface InstrumentSearchInstrumentsParams {
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536
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|
page_token?: string;
|
|
537
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|
}
|
|
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|
export declare namespace Instruments {
|
|
539
|
-
export { type ContractType as ContractType, type ExerciseStyle as ExerciseStyle, type Instrument as Instrument, type InstrumentCore as InstrumentCore, type InstrumentCoreList as InstrumentCoreList, type ListingType as ListingType, type OptionExpiryDate as OptionExpiryDate, type OptionsContract as OptionsContract, type OptionsContractList as OptionsContractList, type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse, type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse, type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse, type InstrumentSearchInstrumentsResponse as InstrumentSearchInstrumentsResponse, type InstrumentGetInstrumentByIDParams as InstrumentGetInstrumentByIDParams, type InstrumentGetInstrumentsParams as InstrumentGetInstrumentsParams, type InstrumentGetOptionContractsParams as InstrumentGetOptionContractsParams, type InstrumentSearchInstrumentsParams as InstrumentSearchInstrumentsParams, };
|
|
581
|
+
export { type ContractType as ContractType, type ExerciseStyle as ExerciseStyle, type Instrument as Instrument, type InstrumentCore as InstrumentCore, type InstrumentCoreList as InstrumentCoreList, type ListingType as ListingType, type OptionExpiryDate as OptionExpiryDate, type OptionsContract as OptionsContract, type OptionsContractList as OptionsContractList, type TickRule as TickRule, type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse, type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse, type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse, type InstrumentSearchInstrumentsResponse as InstrumentSearchInstrumentsResponse, type InstrumentGetInstrumentByIDParams as InstrumentGetInstrumentByIDParams, type InstrumentGetInstrumentsParams as InstrumentGetInstrumentsParams, type InstrumentGetOptionContractsParams as InstrumentGetOptionContractsParams, type InstrumentSearchInstrumentsParams as InstrumentSearchInstrumentsParams, };
|
|
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|
}
|
|
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|
//# sourceMappingURL=instruments.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"instruments.d.ts","sourceRoot":"","sources":["../../src/resources/v1/instruments.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,+BAA4B;AAClD,OAAO,KAAK,MAAM,qBAAkB;AACpC,OAAO,KAAK,SAAS,oBAAiB;AACtC,OAAO,KAAK,KAAK,gBAAa;AAC9B,OAAO,EAAE,UAAU,EAAE,kCAA+B;AACpD,OAAO,EAAE,cAAc,EAAE,0CAAuC;AAGhE;;GAEG;AACH,qBAAa,WAAY,SAAQ,WAAW;IAC1C;;;;;;;;OAQG;IACH,iBAAiB,CACf,YAAY,EAAE,MAAM,EACpB,KAAK,GAAE,iCAAiC,GAAG,IAAI,GAAG,SAAc,EAChE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;IAIlD;;;;;;;;OAQG;IACH,cAAc,CACZ,KAAK,GAAE,8BAA8B,GAAG,IAAI,GAAG,SAAc,EAC7D,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,gCAAgC,CAAC;IAI/C;;;;;;;;;;;;;OAaG;IACH,kBAAkB,CAChB,KAAK,GAAE,kCAAkC,GAAG,IAAI,GAAG,SAAc,EACjE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,oCAAoC,CAAC;IAInD;;;;;;;;;;;;;;;;;OAiBG;IACH,iBAAiB,CACf,KAAK,EAAE,iCAAiC,EACxC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;CAGnD;AAED;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,KAAK,CAAC;AAE1C;;GAEG;AACH,MAAM,MAAM,aAAa,GAAG,UAAU,GAAG,UAAU,CAAC;AAEpD;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB
|
|
1
|
+
{"version":3,"file":"instruments.d.ts","sourceRoot":"","sources":["../../src/resources/v1/instruments.ts"],"names":[],"mappings":"AAEA,OAAO,EAAE,WAAW,EAAE,+BAA4B;AAClD,OAAO,KAAK,MAAM,qBAAkB;AACpC,OAAO,KAAK,SAAS,oBAAiB;AACtC,OAAO,KAAK,KAAK,gBAAa;AAC9B,OAAO,EAAE,UAAU,EAAE,kCAA+B;AACpD,OAAO,EAAE,cAAc,EAAE,0CAAuC;AAGhE;;GAEG;AACH,qBAAa,WAAY,SAAQ,WAAW;IAC1C;;;;;;;;OAQG;IACH,iBAAiB,CACf,YAAY,EAAE,MAAM,EACpB,KAAK,GAAE,iCAAiC,GAAG,IAAI,GAAG,SAAc,EAChE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;IAIlD;;;;;;;;OAQG;IACH,cAAc,CACZ,KAAK,GAAE,8BAA8B,GAAG,IAAI,GAAG,SAAc,EAC7D,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,gCAAgC,CAAC;IAI/C;;;;;;;;;;;;;OAaG;IACH,kBAAkB,CAChB,KAAK,GAAE,kCAAkC,GAAG,IAAI,GAAG,SAAc,EACjE,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,oCAAoC,CAAC;IAInD;;;;;;;;;;;;;;;;;OAiBG;IACH,iBAAiB,CACf,KAAK,EAAE,iCAAiC,EACxC,OAAO,CAAC,EAAE,cAAc,GACvB,UAAU,CAAC,mCAAmC,CAAC;CAGnD;AAED;;GAEG;AACH,MAAM,MAAM,YAAY,GAAG,MAAM,GAAG,KAAK,CAAC;AAE1C;;GAEG;AACH,MAAM,MAAM,aAAa,GAAG,UAAU,GAAG,UAAU,CAAC;AAEpD;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB;;;;OAIG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,qBAAqB,EAAE,OAAO,CAAC;IAE/B;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IAEd;;;OAGG;IACH,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEpB;;;;OAIG;IACH,2BAA2B,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,eAAe,CAAC,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEjC;;;OAGG;IACH,IAAI,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAErB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE7B;;;;;OAKG;IACH,6BAA6B,CAAC,EAAE,KAAK,CAAC,gBAAgB,CAAC,GAAG,IAAI,CAAC;IAE/D;;;;;;;OAOG;IACH,oBAAoB,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,cAAc,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE/B;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;;OAIG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;CAC9B;AAED,MAAM,WAAW,cAAc;IAC7B;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,gBAAgB,EAAE,MAAM,CAAC;IAEzB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,OAAO,CAAC;IAExB;;OAEG;IACH,eAAe,EAAE,OAAO,CAAC;IAEzB;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;;OAGG;IACH,MAAM,EAAE,OAAO,CAAC;IAEhB;;;;OAIG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,qBAAqB,EAAE,OAAO,CAAC;IAE/B;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,KAAK,EAAE,MAAM,CAAC;IAEd;;;OAGG;IACH,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEpB;;;;OAIG;IACH,2BAA2B,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,eAAe,CAAC,EAAE,KAAK,CAAC,YAAY,GAAG,IAAI,CAAC;IAE5C;;;OAGG;IACH,gBAAgB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAEjC;;;OAGG;IACH,IAAI,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAErB;;;;OAIG;IACH,YAAY,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE7B;;;OAGG;IACH,cAAc,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE/B;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;;OAIG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;CAC9B;AAED,MAAM,MAAM,kBAAkB,GAAG,KAAK,CAAC,cAAc,CAAC,CAAC;AAEvD;;GAEG;AACH,MAAM,MAAM,WAAW,GAAG,UAAU,GAAG,MAAM,GAAG,KAAK,CAAC;AAEtD;;;GAGG;AACH,MAAM,WAAW,gBAAgB;IAC/B;;OAEG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,oBAAoB,EAAE,OAAO,CAAC;IAE9B;;;;;;OAMG;IACH,mBAAmB,EAAE,OAAO,CAAC;CAC9B;AAED;;GAEG;AACH,MAAM,WAAW,eAAe;IAC9B;;OAEG;IACH,EAAE,EAAE,MAAM,CAAC;IAEX;;OAEG;IACH,aAAa,EAAE,YAAY,CAAC;IAE5B;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;OAEG;IACH,cAAc,EAAE,aAAa,CAAC;IAE9B;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;OAEG;IACH,mBAAmB,EAAE,OAAO,CAAC;IAE7B;;OAEG;IACH,aAAa,EAAE,OAAO,CAAC;IAEvB;;OAEG;IACH,WAAW,EAAE,OAAO,CAAC;IAErB;;OAEG;IACH,YAAY,EAAE,WAAW,CAAC;IAE1B;;OAEG;IACH,UAAU,EAAE,MAAM,CAAC;IAEnB;;OAEG;IACH,YAAY,EAAE,MAAM,CAAC;IAErB;;OAEG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;;OAGG;IACH,iBAAiB,CAAC,EAAE,OAAO,GAAG,IAAI,CAAC;IAEnC;;;OAGG;IACH,iBAAiB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAElC;;;OAGG;IACH,aAAa,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;IAE9B;;;OAGG;IACH,UAAU,CAAC,EAAE,KAAK,CAAC,QAAQ,CAAC,CAAC;IAE7B;;;OAGG;IACH,wBAAwB,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CAC1C;AAED,MAAM,MAAM,mBAAmB,GAAG,KAAK,CAAC,eAAe,CAAC,CAAC;AAEzD;;;;GAIG;AACH,MAAM,WAAW,QAAQ;IACvB;;OAEG;IACH,WAAW,EAAE,MAAM,CAAC;IAEpB;;OAEG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;;OAIG;IACH,SAAS,CAAC,EAAE,MAAM,GAAG,IAAI,CAAC;CAC3B;AAED,MAAM,WAAW,mCAAoC,SAAQ,MAAM,CAAC,YAAY;IAC9E;;OAEG;IACH,IAAI,EAAE,UAAU,CAAC;CAClB;AAED,MAAM,WAAW,gCAAiC,SAAQ,MAAM,CAAC,YAAY;IAC3E,IAAI,EAAE,kBAAkB,CAAC;CAC1B;AAED,MAAM,WAAW,oCAAqC,SAAQ,MAAM,CAAC,YAAY;IAC/E,IAAI,EAAE,mBAAmB,CAAC;CAC3B;AAED,MAAM,WAAW,mCAAoC,SAAQ,MAAM,CAAC,YAAY;IAC9E,IAAI,EAAE,kBAAkB,CAAC;CAC1B;AAED,MAAM,WAAW,iCAAiC;IAChD;;OAEG;IACH,4BAA4B,CAAC,EAAE,OAAO,GAAG,IAAI,CAAC;CAC/C;AAED,MAAM,WAAW,8BAA8B;IAC7C;;OAEG;IACH,cAAc,CAAC,EAAE,OAAO,CAAC;IAEzB;;;OAGG;IACH,cAAc,CAAC,EAAE,KAAK,CAAC,MAAM,CAAC,CAAC;IAE/B;;OAEG;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* Request to submit a new order
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/**
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* Request to submit a new order
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export interface PrefillNewOrderRequest {
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/**
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@@ -143,6 +143,11 @@ export interface Execution {
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* observed, it indicates it does not apply.
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* null/undefined value is observed, it indicates it does not apply.
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/**
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* Venue where this fill occurred, as reported by that venue. Distinct from an
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* order's `venue`, which is the routing destination. Codes are not normalized, so
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@@ -158,7 +163,7 @@ export type ExecutionList = Array<Execution>;
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*/
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export type InstrumentIDOrSymbol = string;
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/**
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* Request to submit a new order
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* Request to submit a new order
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export interface NewOrderRequest {
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/**
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@@ -375,13 +380,17 @@ export interface Order {
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*/
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trailing_stop_px?: string | null;
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/**
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* Trailing watermark price for trailing orders
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*
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* Trailing watermark price for trailing orders. Strategy-computed, so it is absent
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* on the order-submission acknowledgement and only appears once fetched via the
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* order fetch or list endpoints. When a null/undefined value is observed, it
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* indicates it does not apply.
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*/
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trailing_watermark_px?: string | null;
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/**
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* Trailing watermark timestamp for trailing orders
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*
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* Trailing watermark timestamp for trailing orders. Strategy-computed, so it is
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+
* absent on the order-submission acknowledgement and only appears once fetched via
|
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+
* the order fetch or list endpoints. When a null/undefined value is observed, it
|
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* indicates it does not apply.
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*/
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trailing_watermark_ts?: string | null;
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/**
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@@ -392,6 +401,11 @@ export interface Order {
|
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* apply.
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*/
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|
underlying_instrument_id?: string | null;
|
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|
+
/**
|
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|
+
* Type of the underlying instrument, alongside `underlying_instrument_id`. When a
|
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|
+
* null/undefined value is observed, it indicates it does not apply.
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|
+
*/
|
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|
+
underlying_instrument_type?: V1API.SecurityType | null;
|
|
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|
}
|
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|
export type OrderList = Array<Order>;
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|
/**
|
|
@@ -442,8 +456,7 @@ export interface ReplaceOrderRequest {
|
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|
442
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|
*/
|
|
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|
export type RequestOrderType = 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_LIMIT' | 'TRAILING_STOP' | 'TRAILING_STOP_LIMIT';
|
|
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|
/**
|
|
445
|
-
*
|
|
446
|
-
* Required on every leg of a multileg order submission.
|
|
459
|
+
* Client-attested open/close intent for an order.
|
|
447
460
|
*/
|
|
448
461
|
export type RequestPositionEffect = 'OPEN' | 'CLOSE';
|
|
449
462
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
package/resources/v1/orders.d.ts
CHANGED
|
@@ -143,6 +143,11 @@ export interface Execution {
|
|
|
143
143
|
* observed, it indicates it does not apply.
|
|
144
144
|
*/
|
|
145
145
|
underlying_instrument_id?: string | null;
|
|
146
|
+
/**
|
|
147
|
+
* Type of the underlying instrument, alongside `underlying_instrument_id`. When a
|
|
148
|
+
* null/undefined value is observed, it indicates it does not apply.
|
|
149
|
+
*/
|
|
150
|
+
underlying_instrument_type?: V1API.SecurityType | null;
|
|
146
151
|
/**
|
|
147
152
|
* Venue where this fill occurred, as reported by that venue. Distinct from an
|
|
148
153
|
* order's `venue`, which is the routing destination. Codes are not normalized, so
|
|
@@ -158,7 +163,7 @@ export type ExecutionList = Array<Execution>;
|
|
|
158
163
|
*/
|
|
159
164
|
export type InstrumentIDOrSymbol = string;
|
|
160
165
|
/**
|
|
161
|
-
* Request to submit a new order
|
|
166
|
+
* Request to submit a new order
|
|
162
167
|
*/
|
|
163
168
|
export interface NewOrderRequest {
|
|
164
169
|
/**
|
|
@@ -375,13 +380,17 @@ export interface Order {
|
|
|
375
380
|
*/
|
|
376
381
|
trailing_stop_px?: string | null;
|
|
377
382
|
/**
|
|
378
|
-
* Trailing watermark price for trailing orders
|
|
379
|
-
*
|
|
383
|
+
* Trailing watermark price for trailing orders. Strategy-computed, so it is absent
|
|
384
|
+
* on the order-submission acknowledgement and only appears once fetched via the
|
|
385
|
+
* order fetch or list endpoints. When a null/undefined value is observed, it
|
|
386
|
+
* indicates it does not apply.
|
|
380
387
|
*/
|
|
381
388
|
trailing_watermark_px?: string | null;
|
|
382
389
|
/**
|
|
383
|
-
* Trailing watermark timestamp for trailing orders
|
|
384
|
-
*
|
|
390
|
+
* Trailing watermark timestamp for trailing orders. Strategy-computed, so it is
|
|
391
|
+
* absent on the order-submission acknowledgement and only appears once fetched via
|
|
392
|
+
* the order fetch or list endpoints. When a null/undefined value is observed, it
|
|
393
|
+
* indicates it does not apply.
|
|
385
394
|
*/
|
|
386
395
|
trailing_watermark_ts?: string | null;
|
|
387
396
|
/**
|
|
@@ -392,6 +401,11 @@ export interface Order {
|
|
|
392
401
|
* apply.
|
|
393
402
|
*/
|
|
394
403
|
underlying_instrument_id?: string | null;
|
|
404
|
+
/**
|
|
405
|
+
* Type of the underlying instrument, alongside `underlying_instrument_id`. When a
|
|
406
|
+
* null/undefined value is observed, it indicates it does not apply.
|
|
407
|
+
*/
|
|
408
|
+
underlying_instrument_type?: V1API.SecurityType | null;
|
|
395
409
|
}
|
|
396
410
|
export type OrderList = Array<Order>;
|
|
397
411
|
/**
|
|
@@ -442,8 +456,7 @@ export interface ReplaceOrderRequest {
|
|
|
442
456
|
*/
|
|
443
457
|
export type RequestOrderType = 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_LIMIT' | 'TRAILING_STOP' | 'TRAILING_STOP_LIMIT';
|
|
444
458
|
/**
|
|
445
|
-
*
|
|
446
|
-
* Required on every leg of a multileg order submission.
|
|
459
|
+
* Client-attested open/close intent for an order.
|
|
447
460
|
*/
|
|
448
461
|
export type RequestPositionEffect = 'OPEN' | 'CLOSE';
|
|
449
462
|
/**
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@@ -1 +1 @@
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1
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-
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1
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