@himalaya-quant/ctrader-x 0.0.7

package/src/models/common/ohlcv.ts

@@ -0,0 +1,19 @@
+export enum OHLCVPositions {
+    TIME = 0,
+    OPEN = 1,
+    HIGH = 2,
+    LOW = 3,
+    CLOSE = 4,
+    VOLUME = 5,
+}
+
+/**
+ * Used for final kline events
+ *
+ * Timestamp
+ * Open
+ * High
+ * Low
+ * Close
+ */
+export type OHLCV = [number, number, number, number, number, number];

package/src/models/proto/base-proto.ts

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+export class BaseProto {
+    /**
+     * Optional, for more details on which values to use, please visit:
+     * https://help.ctrader.com/open-api/model-messages/#protooaordertype
+     */
+    payloadType?: number;
+
+    /**
+     * The unique identifier of the trader's account in cTrader platform.
+     * Used to match responses to trader's accounts.
+     */
+    ctidTraderAccountId?: number;
+}

package/src/models/proto/messages/authentication/ProtoOAAccountAuthReq.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOAAccountAuthReq extends BaseProto {
+    /**
+     * The Access Token issued for providing access to the Trader's Account.
+     */
+    accessToken: string;
+}

package/src/models/proto/messages/authentication/ProtoOAAccountAuthRes.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOAAccountAuthRes extends BaseProto {}

package/src/models/proto/messages/authentication/ProtoOAApplicationAuthReq.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOAApplicationAuthReq extends BaseProto {
+    /**
+     * The unique Client ID provided during the registration.
+     */
+    clientId: string;
+
+    /**
+     * The unique Client Secret provided during the registration.
+     */
+    clientSecret: string;
+}

package/src/models/proto/messages/authentication/ProtoOAApplicationAuthRes.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOAApplicationAuthRes extends BaseProto {}

package/src/models/proto/messages/common/ProtoOASubscribeSpotsReq.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOASubscribeSpotsReq extends BaseProto {
+    symbolId: number;
+    subscribeToSpotTimestamp?: boolean;
+}

package/src/models/proto/messages/common/ProtoOASubscribeSpotsRes.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOASubscribeSpotsRes extends BaseProto {}

package/src/models/proto/messages/symbols/ProtoOAGetTrendbarsReq.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOATrendbarPeriod } from '../../models/ProtoOATrendbarPeriod';
+
+export class ProtoOAGetTrendbarsReq extends BaseProto {
+    /**
+     * The Unix time in milliseconds from which the search starts. Must be bigger or equal to zero (1st Jan 1970).
+     */
+    fromTimestamp?: number;
+
+    /**
+     * The Unix time in milliseconds of finishing the search. Smaller or equal to 2147483646000 (19th Jan 2038).
+     */
+    toTimestamp?: number;
+
+    /**
+     * Specifies period of trend bar series (e.g. M1, M10, etc.).
+     */
+    period: ProtoOATrendbarPeriod;
+
+    /**
+     * Unique identifier of the Symbol in cTrader platform.
+     */
+    symbolId: number;
+
+    /**
+     * Limit number of trend bars in response back from toTimestamp.
+     */
+    count?: number;
+}

package/src/models/proto/messages/symbols/ProtoOAGetTrendbarsRes.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOATrendbar } from '../../models/ProtoOATrendbar';
+import { ProtoOATrendbarPeriod } from '../../models/ProtoOATrendbarPeriod';
+
+export class ProtoOAGetTrendbarsRes extends BaseProto {
+    /**
+     * Specifies period of trend bar series (e.g. M1, M10, etc.).
+     */
+    period: ProtoOATrendbarPeriod;
+
+    /**
+     * Simply don't use this field, as your original request already contains toTimestamp
+     */
+    timestamp?: number;
+
+    /**
+     * The list of trend bars.
+     */
+    trendbar: ProtoOATrendbar[];
+
+    /**
+     * Unique identifier of the Symbol in cTrader platform.
+     */
+    symbolId?: number;
+
+    /**
+     * If TRUE then the number of records by filter is larger than chunkSize, the response contains the number of records that is equal to chunkSize.
+     */
+    hasMore?: boolean;
+}

package/src/models/proto/messages/symbols/ProtoOASubscribeLiveTrendbarReq.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOATrendbarPeriod } from '../../models/ProtoOATrendbarPeriod';
+
+export class ProtoOASubscribeLiveTrendbarReq extends BaseProto {
+    symbolId: number;
+    period: ProtoOATrendbarPeriod;
+}

package/src/models/proto/messages/symbols/ProtoOASubscribeLiveTrendbarRes.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOASubscribeLiveTrendbarRes extends BaseProto {}

package/src/models/proto/messages/symbols/ProtoOASymbolByIdReq.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOASymbolByIdReq extends BaseProto {
+    /**
+     * Unique identifier of the symbols in cTrader platform.
+     */
+    symbolId: number[];
+}

package/src/models/proto/messages/symbols/ProtoOASymbolByIdRes.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOAArchivedSymbol } from '../../models/ProtoOAArchivedSymbol';
+import { ProtoOASymbol } from '../../models/ProtoOASymbol';
+
+export class ProtoOASymbolByIdRes extends BaseProto {
+    /**
+     * Symbols entities with the full set of fields.
+     */
+    symbol: ProtoOASymbol[];
+
+    /**
+     * Archived symbols
+     */
+    archivedSymbol: ProtoOAArchivedSymbol[];
+}

package/src/models/proto/messages/symbols/ProtoOASymbolsListReq.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOASymbolsListReq extends BaseProto {
+    /**
+     * Whether to include old archived symbols into response.
+     */
+    includeArchivedSymbols?: boolean;
+}

package/src/models/proto/messages/symbols/ProtoOASymbolsListRes.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOALightSymbol } from '../../models/ProtoOALightSymbol';
+
+export class ProtoOASymbolsListRes extends BaseProto {
+    /**
+     * The list of symbols.
+     */
+    symbol: ProtoOALightSymbol[];
+
+    /**
+     * The list of archived symbols.
+     */
+    archivedSymbol: ProtoOALightSymbol[];
+}

package/src/models/proto/messages/symbols/ProtoOAUnsubscribeLiveTrendbarReq.ts

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+import { BaseProto } from '../../base-proto';
+import { ProtoOATrendbarPeriod } from '../../models/ProtoOATrendbarPeriod';
+
+export class ProtoOAUnsubscribeLiveTrendbarReq extends BaseProto {
+    /**
+     * Set period to '*' to unsubscribe ALL the subscribers for any period on
+     * this symbolId
+     */
+    period: ProtoOATrendbarPeriod | '*';
+    symbolId: number;
+}

package/src/models/proto/messages/symbols/ProtoOAUnsubscribeLiveTrendbarRes.ts

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+import { BaseProto } from '../../base-proto';
+
+export class ProtoOAUnsubscribeLiveTrendbarRes extends BaseProto {}

package/src/models/proto/models/ProtoOAArchivedSymbol.ts

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+export class ProtoOAArchivedSymbol {
+    /**
+     * The unique identifier of the symbol in specific server environment within cTrader platform. Different brokers might have different IDs.
+     */
+    symbolId: number;
+
+    /**
+     * 	Name of the symbol (e.g. EUR/USD).
+     */
+    name: string;
+
+    /**
+     * The Unix time in milliseconds of the last update of the symbol.
+     */
+    utcLastUpdateTimestamp: number;
+
+    /**
+     * Description of the symbol.
+     */
+    description?: string;
+}

package/src/models/proto/models/ProtoOAErrorRes.ts

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+import { BaseProto } from '../base-proto';
+
+export class ProtoOAErrorRes extends BaseProto {
+    /**
+     * The name of the ProtoErrorCode or the other custom ErrorCodes (e.g. ProtoCHErrorCode).
+     */
+    errorCode: string;
+
+    description?: string;
+
+    /**
+     * The Unix time in seconds when the current maintenance session will be ended.
+     */
+    maintenanceEndTimestamp?: number;
+
+    /**
+     * When you hit rate limit with errorCode=BLOCKED_PAYLOAD_TYPE, this field will contain amount of seconds until related payload type will be unlocked.
+     */
+    retryAfter?: number;
+}

package/src/models/proto/models/ProtoOAHoliday.ts

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+import { BaseProto } from '../base-proto';
+
+/**
+ * Holiday period when trading is not available.
+ */
+export class ProtoOAHoliday extends BaseProto {
+    /**
+     * Holiday unique ID.
+     */
+    holidayId: number;
+
+    /**
+     * Name of the holiday.
+     */
+    name: string;
+
+    /**
+     * Description of the holiday.
+     */
+    description?: string;
+
+    /**
+     * Start timestamp of the holiday in milliseconds.
+     */
+    startTimestamp: number;
+
+    /**
+     * End timestamp of the holiday in milliseconds.
+     */
+    endTimestamp: number;
+}

package/src/models/proto/models/ProtoOAInterval.ts

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+import { BaseProto } from '../base-proto';
+
+/**
+ * Trading interval/schedule for a symbol.
+ */
+export class ProtoOAInterval extends BaseProto {
+    /**
+     * Start time of the interval in seconds from the beginning of the week.
+     */
+    startSecond: number;
+
+    /**
+     * End time of the interval in seconds from the beginning of the week.
+     */
+    endSecond: number;
+}

package/src/models/proto/models/ProtoOALightSymbol.ts

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+export class ProtoOALightSymbol {
+    /**
+     * The unique identifier of the symbol in specific server environment within cTrader platform. Different brokers might have different IDs.
+     */
+    symbolId: number;
+
+    /**
+     * Name of the symbol (e.g. EUR/USD).
+     */
+    symbolName?: string;
+
+    /**
+     * If TRUE then symbol is visible for traders.
+     */
+    enabled?: boolean;
+
+    /**
+     * 	Base asset.
+     */
+    baseAssetId?: number;
+
+    /**
+     * Quote asset.
+     */
+    quoteAssetId?: number;
+
+    /**
+     * Id of the symbol category used for symbols grouping.
+     */
+    symbolCategoryId?: number;
+    
+    description?: string;
+
+    /**
+     * 	The number used for sorting Symbols in the UI (lowest number should appear at the top).
+     */
+    sortingNumber?: number;
+}

package/src/models/proto/models/ProtoOASpotEvent.ts

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+import { BaseProto } from '../base-proto';
+import { ProtoOATrendbar } from './ProtoOATrendbar';
+
+export class ProtoOASpotEvent extends BaseProto {
+    symbolId: number;
+
+    /**
+     * Returns live trend bar. Requires subscription on the trend bars.
+     */
+    trendbar: ProtoOATrendbar[];
+
+    /**
+     * Bid price. Specified in 1/100000 of unit of a price. (e.g. 123000 in protocol means 1.23, 53423782 means 534.23782)
+     */
+    bid?: number;
+
+    /**
+     * Ask price. Specified in 1/100000 of unit of a price. (e.g. 123000 in protocol means 1.23, 53423782 means 534.23782)
+     */
+    ask?: number;
+
+    /**
+     * The Unix time for spot.
+     */
+    timestamp?: number;
+
+    /**
+     * Last session close. Specified in 1/100000 of unit of a price. (e.g. 123000 in protocol means 1.23, 53423782 means 534.23782)
+     */
+    sessionClose?: number;
+}

package/src/models/proto/models/ProtoOASymbol.ts

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+import { BaseProto } from '../base-proto';
+import { ProtoOAHoliday } from './ProtoOAHoliday';
+import { ProtoOAInterval } from './ProtoOAInterval';
+
+/**
+ * Symbol entity with the full set of fields.
+ */
+export class ProtoOASymbol extends BaseProto {
+    /**
+     * The unique identifier of the symbol in specific server environment within cTrader platform.
+     * Different servers have different IDs.
+     */
+    symbolId: number;
+
+    /**
+     * Number of price digits to be displayed.
+     */
+    digits: number;
+
+    /**
+     * Pip position on digits.
+     */
+    pipPosition: number;
+
+    /**
+     * If TRUE then the short selling with the symbol is enabled.
+     */
+    enableShortSelling?: boolean;
+
+    /**
+     * If TRUE then setting of guaranteedStopLoss is available for limited risk accounts.
+     */
+    guaranteedStopLoss?: boolean;
+
+    /**
+     * Day of the week when SWAP charge amount will be tripled. Doesn't impact Rollover Commission.
+     * Default: MONDAY
+     */
+    swapRollover3Days?:
+        | 'MONDAY'
+        | 'TUESDAY'
+        | 'WEDNESDAY'
+        | 'THURSDAY'
+        | 'FRIDAY'
+        | 'SATURDAY'
+        | 'SUNDAY';
+
+    /**
+     * SWAP charge for long positions.
+     */
+    swapLong?: number;
+
+    /**
+     * SWAP charge for short positions.
+     */
+    swapShort?: number;
+
+    /**
+     * Maximum allowed volume in cents for an order with a symbol.
+     */
+    maxVolume?: number;
+
+    /**
+     * Minimum allowed volume in cents for an order with a symbol.
+     */
+    minVolume?: number;
+
+    /**
+     * Step of the volume in cents for an order with a symbol.
+     */
+    stepVolume?: number;
+
+    /**
+     * Maximum allowed exposure for the symbol (in cents).
+     */
+    maxExposure?: number;
+
+    /**
+     * Array of trading intervals (periods) available for the symbol.
+     */
+    schedule?: ProtoOAInterval[];
+
+    /**
+     * Commission base amount. Measured in 1/100000 of currency unit.
+     * @deprecated Use preciseTradingCommissionRate instead
+     */
+    commission?: number;
+
+    /**
+     * Commission type.
+     */
+    commissionType?:
+        | 'USD_PER_MIL_USD'
+        | 'USD_PER_LOT'
+        | 'PERCENTAGE'
+        | 'QUOTE_CCY_PER_LOT';
+
+    /**
+     * Minimum commission amount. Measured in 1/100000 of currency unit.
+     * @deprecated Use preciseMinCommission instead
+     */
+    minCommission?: number;
+
+    /**
+     * Minimum commission type.
+     */
+    minCommissionType?: 'CURRENCY' | 'QUOTE_CURRENCY';
+
+    /**
+     * Currency in which the minimum commission is specified.
+     */
+    minCommissionAsset?: string;
+
+    /**
+     * Rollover commission amount. Measured in 1/100000 of currency unit.
+     */
+    rolloverCommission?: number;
+
+    /**
+     * Day of the week when rollover commission will be charged three times.
+     */
+    rolloverCommission3Days?:
+        | 'MONDAY'
+        | 'TUESDAY'
+        | 'WEDNESDAY'
+        | 'THURSDAY'
+        | 'FRIDAY'
+        | 'SATURDAY'
+        | 'SUNDAY';
+
+    /**
+     * If TRUE then SWAP charges will be applied on weekends.
+     */
+    chargeSwapAtWeekends?: boolean;
+
+    /**
+     * Lot size of the symbol (volume in cents).
+     */
+    lotSize?: number;
+
+    /**
+     * Distance type for setting SL/TP.
+     */
+    distanceSetIn?: 'PIPS' | 'POINTS' | 'SYMBOL_DIGITS';
+
+    /**
+     * Minimum distance for setting Stop Loss in specified units.
+     */
+    slDistance?: number;
+
+    /**
+     * Minimum distance for setting Take Profit in specified units.
+     */
+    tpDistance?: number;
+
+    /**
+     * Minimum distance for setting Guaranteed Stop Loss in specified units.
+     */
+    gslDistance?: number;
+
+    /**
+     * Guaranteed Stop Loss charge. Measured in 1/100000 of currency unit.
+     */
+    gslCharge?: number;
+
+    /**
+     * Type of distance unit for setting guaranteed stop loss.
+     */
+    gslDistanceType?: 'PIPS' | 'POINTS' | 'SYMBOL_DIGITS';
+
+    /**
+     * Symbol description.
+     */
+    description?: string;
+
+    /**
+     * Number of consecutive days (holidays) when SWAP is skipped.
+     */
+    skipRolloverDays?: number;
+
+    /**
+     * Time zone for the symbol's schedule.
+     */
+    scheduleTimeZone?: string;
+
+    /**
+     * Precise trading commission rate. Measured in 1/100000000 of currency unit.
+     */
+    preciseTradingCommissionRate?: number;
+
+    /**
+     * Precise minimum commission. Measured in 1/100000000 of currency unit.
+     */
+    preciseMinCommission?: number;
+
+    /**
+     * Array of holiday periods when trading is not available.
+     */
+    holiday?: ProtoOAHoliday[];
+
+    /**
+     * Conversion fee rate for P&L. Measured in 1/100000000.
+     */
+    pnlConversionFeeRate?: number;
+
+    /**
+     * ID referencing a dynamic leverage entity.
+     */
+    leverageId?: number;
+
+    /**
+     * Number of SWAP periods to skip.
+     */
+    skipSWAPPeriods?: number;
+
+    /**
+     * Measurement units for the symbol (e.g., "oz" for gold).
+     */
+    measurementUnits?: string;
+}

package/src/models/proto/models/ProtoOATrendbar.ts

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+import { ProtoOATrendbarPeriod } from './ProtoOATrendbarPeriod';
+
+export class ProtoOATrendbar {
+    volume: number;
+    period?: ProtoOATrendbarPeriod;
+    low?: number;
+    deltaOpen?: number;
+    deltaClose?: number;
+    deltaHigh?: number;
+    utcTimestampInMinutes?: number;
+}

package/src/models/proto/models/ProtoOATrendbarPeriod.ts

@@ -0,0 +1,16 @@
+export enum ProtoOATrendbarPeriod {
+    M1 = 1,
+    M2 = 2,
+    M3 = 3,
+    M4 = 4,
+    M5 = 5,
+    M10 = 6,
+    M15 = 7,
+    M30 = 8,
+    H1 = 9,
+    H4 = 10,
+    H12 = 11,
+    D1 = 12,
+    W1 = 13,
+    MN1 = 14,
+}