@drakkar.software/octobot-protocol 0.1.0

package/models/MarketMakingScheduledVolume.ts

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+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* Scheduled volume order sizing and timing in quote currency.
+*/
+export class MarketMakingScheduledVolume {
+    'min_amount': number;
+    'max_amount': number;
+    'min_interval_seconds': number;
+    'max_interval_seconds': number;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "min_amount",
+            "baseName": "min_amount",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_amount",
+            "baseName": "max_amount",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "min_interval_seconds",
+            "baseName": "min_interval_seconds",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_interval_seconds",
+            "baseName": "max_interval_seconds",
+            "type": "number",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return MarketMakingScheduledVolume.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}

package/models/MarketMakingStopConditions.ts

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+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* Optional holdings and volatility thresholds used for automations / stop behavior.
+*/
+export class MarketMakingStopConditions {
+    'min_base_holding'?: number;
+    'min_quote_holding'?: number;
+    'max_positive_percent_price_change'?: number;
+    'max_negative_percent_price_change'?: number;
+    /**
+    * Minutes window for average price when evaluating volatility stops.
+    */
+    'average_price_counted_minutes'?: number;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "min_base_holding",
+            "baseName": "min_base_holding",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "min_quote_holding",
+            "baseName": "min_quote_holding",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_positive_percent_price_change",
+            "baseName": "max_positive_percent_price_change",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_negative_percent_price_change",
+            "baseName": "max_negative_percent_price_change",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "average_price_counted_minutes",
+            "baseName": "average_price_counted_minutes",
+            "type": "number",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return MarketMakingStopConditions.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}

package/models/MarketMakingSymbolConfiguration.ts

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+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+import { MarketMakingFundsDistribution } from '../models/MarketMakingFundsDistribution';
+import { MarketMakingHedgingEngine } from '../models/MarketMakingHedgingEngine';
+import { MarketMakingOrderBookDepth } from '../models/MarketMakingOrderBookDepth';
+import { MarketMakingOrdersDistribution } from '../models/MarketMakingOrdersDistribution';
+import { MarketMakingReferencePair } from '../models/MarketMakingReferencePair';
+import { MarketMakingScheduledVolume } from '../models/MarketMakingScheduledVolume';
+import { MarketMakingStopConditions } from '../models/MarketMakingStopConditions';
+
+/**
+* MarketMakingSymbolConfiguration
+*/
+export class MarketMakingSymbolConfiguration {
+    'trading_pair': string;
+    'reference_price': Array<MarketMakingReferencePair>;
+    /**
+    * Minimum spread as a percentage (e.g. 0.5 for 0.5%).
+    */
+    'min_spread': number;
+    /**
+    * Maximum spread as a percentage.
+    */
+    'max_spread': number;
+    'order_book_depth'?: MarketMakingOrderBookDepth;
+    'scheduled_volume'?: MarketMakingScheduledVolume;
+    'stop_conditions'?: MarketMakingStopConditions;
+    'bids_count': number;
+    'asks_count': number;
+    'orders_distribution': MarketMakingOrdersDistribution;
+    'funds_distribution': MarketMakingFundsDistribution;
+    'exchange': string;
+    /**
+    * 0 means unlimited when supported.
+    */
+    'max_base_budget'?: number;
+    /**
+    * 0 means unlimited when supported.
+    */
+    'max_quote_budget'?: number;
+    'min_base_budget'?: number;
+    'min_quote_budget'?: number;
+    'hedging_engine'?: MarketMakingHedgingEngine;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "trading_pair",
+            "baseName": "trading_pair",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "reference_price",
+            "baseName": "reference_price",
+            "type": "Array<MarketMakingReferencePair>",
+            "format": ""
+        },
+        {
+            "name": "min_spread",
+            "baseName": "min_spread",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_spread",
+            "baseName": "max_spread",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "order_book_depth",
+            "baseName": "order_book_depth",
+            "type": "MarketMakingOrderBookDepth",
+            "format": ""
+        },
+        {
+            "name": "scheduled_volume",
+            "baseName": "scheduled_volume",
+            "type": "MarketMakingScheduledVolume",
+            "format": ""
+        },
+        {
+            "name": "stop_conditions",
+            "baseName": "stop_conditions",
+            "type": "MarketMakingStopConditions",
+            "format": ""
+        },
+        {
+            "name": "bids_count",
+            "baseName": "bids_count",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "asks_count",
+            "baseName": "asks_count",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "orders_distribution",
+            "baseName": "orders_distribution",
+            "type": "MarketMakingOrdersDistribution",
+            "format": ""
+        },
+        {
+            "name": "funds_distribution",
+            "baseName": "funds_distribution",
+            "type": "MarketMakingFundsDistribution",
+            "format": ""
+        },
+        {
+            "name": "exchange",
+            "baseName": "exchange",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "max_base_budget",
+            "baseName": "max_base_budget",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "max_quote_budget",
+            "baseName": "max_quote_budget",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "min_base_budget",
+            "baseName": "min_base_budget",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "min_quote_budget",
+            "baseName": "min_quote_budget",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "hedging_engine",
+            "baseName": "hedging_engine",
+            "type": "MarketMakingHedgingEngine",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return MarketMakingSymbolConfiguration.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}
+
+

package/models/Order.ts

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+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+import { CancelPolicy } from '../models/CancelPolicy';
+import { OrderGroup } from '../models/OrderGroup';
+import { OrderStatus } from '../models/OrderStatus';
+import { OrderType } from '../models/OrderType';
+import { Side } from '../models/Side';
+import { TrailingProfile } from '../models/TrailingProfile';
+
+/**
+* Order
+*/
+export class Order {
+    'id': string;
+    'symbol': string;
+    'price': number;
+    'quantity': number;
+    'filled': number;
+    'exchange_id': string;
+    'side': Side;
+    'type': OrderType;
+    'trigger_above'?: boolean;
+    'reduce_only'?: boolean;
+    'is_active'?: boolean;
+    'status': OrderStatus;
+    'created_at': Date;
+    'entries'?: Array<string>;
+    'update_with_triggering_order_fees'?: boolean;
+    'order_group'?: OrderGroup;
+    'trailing_profile'?: TrailingProfile;
+    'cancel_policy'?: CancelPolicy;
+    'chained_orders'?: Array<Order>;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "id",
+            "baseName": "id",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "symbol",
+            "baseName": "symbol",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "price",
+            "baseName": "price",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "quantity",
+            "baseName": "quantity",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "filled",
+            "baseName": "filled",
+            "type": "number",
+            "format": ""
+        },
+        {
+            "name": "exchange_id",
+            "baseName": "exchange_id",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "side",
+            "baseName": "side",
+            "type": "Side",
+            "format": ""
+        },
+        {
+            "name": "type",
+            "baseName": "type",
+            "type": "OrderType",
+            "format": ""
+        },
+        {
+            "name": "trigger_above",
+            "baseName": "trigger_above",
+            "type": "boolean",
+            "format": ""
+        },
+        {
+            "name": "reduce_only",
+            "baseName": "reduce_only",
+            "type": "boolean",
+            "format": ""
+        },
+        {
+            "name": "is_active",
+            "baseName": "is_active",
+            "type": "boolean",
+            "format": ""
+        },
+        {
+            "name": "status",
+            "baseName": "status",
+            "type": "OrderStatus",
+            "format": ""
+        },
+        {
+            "name": "created_at",
+            "baseName": "created_at",
+            "type": "Date",
+            "format": "date-time"
+        },
+        {
+            "name": "entries",
+            "baseName": "entries",
+            "type": "Array<string>",
+            "format": ""
+        },
+        {
+            "name": "update_with_triggering_order_fees",
+            "baseName": "update_with_triggering_order_fees",
+            "type": "boolean",
+            "format": ""
+        },
+        {
+            "name": "order_group",
+            "baseName": "order_group",
+            "type": "OrderGroup",
+            "format": ""
+        },
+        {
+            "name": "trailing_profile",
+            "baseName": "trailing_profile",
+            "type": "TrailingProfile",
+            "format": ""
+        },
+        {
+            "name": "cancel_policy",
+            "baseName": "cancel_policy",
+            "type": "CancelPolicy",
+            "format": ""
+        },
+        {
+            "name": "chained_orders",
+            "baseName": "chained_orders",
+            "type": "Array<Order>",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return Order.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}
+
+

package/models/OrderGroup.ts

@@ -0,0 +1,56 @@
+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+import { ActiveOrderSwapStrategy } from '../models/ActiveOrderSwapStrategy';
+import { OrderGroupType } from '../models/OrderGroupType';
+
+/**
+* OrderGroup
+*/
+export class OrderGroup {
+    'id': string;
+    'type'?: OrderGroupType;
+    'active_order_swap_strategy'?: ActiveOrderSwapStrategy;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "id",
+            "baseName": "id",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "type",
+            "baseName": "type",
+            "type": "OrderGroupType",
+            "format": ""
+        },
+        {
+            "name": "active_order_swap_strategy",
+            "baseName": "active_order_swap_strategy",
+            "type": "ActiveOrderSwapStrategy",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return OrderGroup.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}
+
+

package/models/OrderGroupType.ts

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+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* Order group class name (mirrors persisted OrderGroup.__name__ in octobot_trading).
+*/
+export enum OrderGroupType {
+    BalancedTakeProfitAndStopOrderGroup = 'BalancedTakeProfitAndStopOrderGroup',
+    TrailingOnFilledTpBalancedOrderGroup = 'TrailingOnFilledTPBalancedOrderGroup',
+    OneCancelsTheOtherOrderGroup = 'OneCancelsTheOtherOrderGroup'
+}

package/models/OrderStatus.ts

@@ -0,0 +1,28 @@
+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* Lifecycle state of an order.
+*/
+export enum OrderStatus {
+    PendingCreation = 'pending_creation',
+    Open = 'open',
+    PartiallyFilled = 'partially_filled',
+    Filled = 'filled',
+    Canceled = 'canceled',
+    Canceling = 'canceling',
+    Closed = 'closed',
+    Expired = 'expired',
+    Rejected = 'rejected',
+    Unknown = 'unknown'
+}

package/models/OrderSummary.ts

@@ -0,0 +1,45 @@
+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* OrderSummary
+*/
+export class OrderSummary {
+    'id': string;
+    'symbol': string;
+
+    static readonly discriminator: string | undefined = undefined;
+
+    static readonly mapping: {[index: string]: string} | undefined = undefined;
+
+    static readonly attributeTypeMap: Array<{name: string, baseName: string, type: string, format: string}> = [
+        {
+            "name": "id",
+            "baseName": "id",
+            "type": "string",
+            "format": ""
+        },
+        {
+            "name": "symbol",
+            "baseName": "symbol",
+            "type": "string",
+            "format": ""
+        }    ];
+
+    static getAttributeTypeMap() {
+        return OrderSummary.attributeTypeMap;
+    }
+
+    public constructor() {
+    }
+}

package/models/OrderType.ts

@@ -0,0 +1,24 @@
+/**
+ * OctoBot protocol types
+ * No description provided (generated by Openapi Generator https://github.com/openapitools/openapi-generator)
+ *
+ * OpenAPI spec version: 1.0.0
+ * 
+ *
+ * NOTE: This class is auto generated by OpenAPI Generator (https://openapi-generator.tech).
+ * https://openapi-generator.tech
+ * Do not edit the class manually.
+ */
+
+
+/**
+* Exchange order type.
+*/
+export enum OrderType {
+    Limit = 'limit',
+    Market = 'market',
+    StopLoss = 'stop_loss',
+    StopLossLimit = 'stop_loss_limit',
+    TakeProfit = 'take_profit',
+    TakeProfitLimit = 'take_profit_limit'
+}