@tigeropenapi/tigeropen 0.1.0 → 0.3.0

package/dist/types/model/quote.d.ts

@@ -0,0 +1,311 @@
+/**
+ * Quote response & request models.
+ * All field names are camelCase (TypeScript idiom); request fields are
+ * converted to snake_case on the wire by the client layer.
+ */
+export interface MarketState {
+    market: string;
+    marketStatus: string;
+    status: string;
+    openTime?: string;
+}
+export interface Brief {
+    symbol: string;
+    open?: number;
+    high?: number;
+    low?: number;
+    close?: number;
+    preClose?: number;
+    latestPrice?: number;
+    latestTime?: number;
+    askPrice?: number;
+    askSize?: number;
+    bidPrice?: number;
+    bidSize?: number;
+    volume?: number;
+    status?: string;
+    adjPreClose?: number;
+    change?: number;
+    changeRate?: number;
+    amplitude?: number;
+    expiry?: string;
+    strike?: string;
+    right?: string;
+    multiplier?: number;
+    openInterest?: number;
+}
+export interface KlineItem {
+    time: number;
+    volume: number;
+    open: number;
+    close: number;
+    high: number;
+    low: number;
+    amount?: number;
+}
+export interface Kline {
+    symbol: string;
+    period?: string;
+    nextPageToken?: string;
+    items: KlineItem[];
+}
+export interface TimelineItem {
+    time: number;
+    volume: number;
+    price: number;
+    avgPrice: number;
+}
+export interface TimelineBucket {
+    items: TimelineItem[];
+}
+export interface Timeline {
+    symbol: string;
+    period: string;
+    preClose: number;
+    intraday?: TimelineBucket;
+    preHours?: TimelineBucket;
+    afterHours?: TimelineBucket;
+}
+export interface TradeTickItem {
+    time: number;
+    volume: number;
+    price: number;
+    type: string;
+}
+export interface TradeTick {
+    symbol: string;
+    beginIndex: number;
+    endIndex: number;
+    items: TradeTickItem[];
+}
+export interface DepthLevel {
+    price: number;
+    count: number;
+    volume: number;
+}
+export interface Depth {
+    symbol: string;
+    asks: DepthLevel[];
+    bids: DepthLevel[];
+}
+export interface OptionExpiration {
+    symbol: string;
+    optionSymbols?: string[];
+    dates: string[];
+    timestamps: number[];
+    periods?: string[];
+    counts?: number[];
+}
+export interface OptionLeg {
+    identifier: string;
+    strike: string;
+    right: string;
+    bidPrice?: number;
+    bidSize?: number;
+    askPrice?: number;
+    askSize?: number;
+    volume?: number;
+    latestPrice?: number;
+    preClose?: number;
+    openInterest?: number;
+    multiplier?: number;
+    lastTimestamp?: number;
+    impliedVol?: number;
+    delta?: number;
+    gamma?: number;
+    theta?: number;
+    vega?: number;
+    rho?: number;
+}
+export interface OptionChainRow {
+    put?: OptionLeg;
+    call?: OptionLeg;
+}
+export interface OptionChain {
+    symbol: string;
+    expiry: number;
+    items: OptionChainRow[];
+}
+export interface FutureExchange {
+    code: string;
+    name: string;
+    zoneId?: string;
+}
+export interface FutureContractInfo {
+    continuous?: boolean;
+    trade?: boolean;
+    type: string;
+    contractCode: string;
+    ibCode?: string;
+    name?: string;
+    contractMonth?: string;
+    lastTradingDate?: string;
+    firstNoticeDate?: string;
+    lastBiddingCloseTime?: number;
+    currency?: string;
+    exchangeCode?: string;
+    multiplier?: number;
+    minTick?: number;
+    displayMultiplier?: number;
+    exchange?: string;
+    productWorth?: string;
+    deliveryMode?: string;
+    productType?: string;
+    productScale?: string;
+    lastTradingTimestamp?: number;
+}
+export interface FutureQuote {
+    contractCode: string;
+    latestPrice?: number;
+    latestSize?: number;
+    latestTime?: number;
+    bidPrice?: number;
+    askPrice?: number;
+    bidSize?: number;
+    askSize?: number;
+    openInterest?: number;
+    openInterestChange?: number;
+    volume?: number;
+    open?: number;
+    high?: number;
+    low?: number;
+    settlement?: number;
+    limitUp?: number;
+    limitDown?: number;
+    avgPrice?: number;
+}
+export interface FutureKlineItem {
+    time: number;
+    volume: number;
+    open: number;
+    close: number;
+    high: number;
+    low: number;
+    lastTime?: number;
+    openInterest?: number;
+    settlement?: number;
+}
+export interface FutureKline {
+    nextPageToken?: string;
+    items: FutureKlineItem[];
+}
+export interface FinancialDailyItem {
+    symbol: string;
+    field: string;
+    date?: number;
+    value?: number;
+}
+export interface FinancialReportItem {
+    symbol: string;
+    currency?: string;
+    field: string;
+    value?: string;
+    filingDate?: string;
+    periodEndDate?: string;
+}
+export interface CorporateAction {
+    symbol: string;
+    market?: string;
+    exchange?: string;
+    executeDate?: string;
+    actionType?: string;
+    recordDate?: string;
+    announcedDate?: string;
+    payDate?: string;
+    amount?: number;
+    currency?: string;
+    fromFactor?: number;
+    toFactor?: number;
+}
+export interface CapitalFlowItem {
+    time: string;
+    timestamp: number;
+    netInflow: number;
+}
+export interface CapitalFlow {
+    symbol: string;
+    period?: string;
+    items: CapitalFlowItem[];
+}
+export interface CapitalDistribution {
+    symbol: string;
+    netInflow: number;
+    inAll: number;
+    inBig: number;
+    inMid: number;
+    inSmall: number;
+    outAll: number;
+    outBig: number;
+    outMid: number;
+    outSmall: number;
+}
+export interface ScannerDataRow {
+    index: number;
+    name: string;
+    value?: string;
+    data?: number;
+}
+export interface ScannerResultItem {
+    symbol: string;
+    market: string;
+    baseDataList?: ScannerDataRow[];
+    accumulateDataList?: ScannerDataRow[];
+    financialDataList?: ScannerDataRow[];
+    multiTagDataList?: ScannerDataRow[];
+}
+export interface ScannerResult {
+    page: number;
+    totalPage: number;
+    totalCount: number;
+    pageSize: number;
+    cursorId?: string;
+    items: ScannerResultItem[];
+}
+export interface QuotePermission {
+    name: string;
+    expireAt: number;
+}
+export interface FinancialDailyRequest {
+    symbols: string[];
+    market: string;
+    fields: string[];
+    beginDate: string;
+    endDate: string;
+}
+export interface FinancialReportRequest {
+    symbols: string[];
+    market: string;
+    fields: string[];
+    periodType: string;
+    beginDate?: string;
+    endDate?: string;
+}
+export interface CorporateActionRequest {
+    symbols: string[];
+    market: string;
+    actionType: string;
+    beginDate?: string;
+    endDate?: string;
+}
+export interface FutureKlineRequest {
+    contractCodes: string[];
+    period: string;
+    /** Use -1 for unbounded */
+    beginTime: number;
+    /** Use -1 for unbounded */
+    endTime: number;
+    limit?: number;
+    pageToken?: string;
+}
+export interface MarketScannerRequest {
+    market: string;
+    page?: number;
+    pageSize?: number;
+    cursorId?: string;
+    baseFilterList?: Array<Record<string, unknown>>;
+    accumulateFilterList?: Array<Record<string, unknown>>;
+    financialFilterList?: Array<Record<string, unknown>>;
+    multiTagsFilterList?: Array<Record<string, unknown>>;
+    sortFieldData?: Record<string, unknown>;
+    multiTagsFields?: string[];
+}

package/dist/types/model/trade.d.ts

@@ -0,0 +1,113 @@
+/**
+ * Trade response models (Asset / PrimeAsset / order result / transaction).
+ */
+import type { Order } from './order';
+export interface AssetSegment {
+    account?: string;
+    category?: string;
+    title?: string;
+    netLiquidation?: number;
+    cashValue?: number;
+    availableFunds?: number;
+    equityWithLoan?: number;
+    excessLiquidity?: number;
+    accruedCash?: number;
+    accruedDividend?: number;
+    initMarginReq?: number;
+    maintMarginReq?: number;
+    grossPositionValue?: number;
+    leverage?: number;
+}
+export interface Asset {
+    account?: string;
+    capability?: string;
+    currency?: string;
+    buyingPower?: number;
+    cashValue?: number;
+    netLiquidation?: number;
+    realizedPnL?: number;
+    unrealizedPnL?: number;
+    segments?: AssetSegment[];
+}
+export interface CurrencyAsset {
+    currency?: string;
+    cashBalance?: number;
+    cashAvailableForTrade?: number;
+    forexRate?: number;
+}
+export interface PrimeAssetSegment {
+    capability?: string;
+    category?: string;
+    currency?: string;
+    cashBalance?: number;
+    cashAvailableForTrade?: number;
+    grossPositionValue?: number;
+    equityWithLoan?: number;
+    netLiquidation?: number;
+    initMargin?: number;
+    maintainMargin?: number;
+    overnightMargin?: number;
+    unrealizedPL?: number;
+    unrealizedPLByCostOfCarry?: number;
+    realizedPL?: number;
+    totalTodayPL?: number;
+    excessLiquidation?: number;
+    overnightLiquidation?: number;
+    buyingPower?: number;
+    lockedFunds?: number;
+    leverage?: number;
+    uncollected?: number;
+    currencyAssets?: CurrencyAsset[];
+    consolidatedSegTypes?: string[];
+}
+export interface PrimeAsset {
+    accountId: string;
+    updateTimestamp?: number;
+    segments: PrimeAssetSegment[];
+}
+export interface PreviewResult {
+    account?: string;
+    isPass: boolean;
+    commission?: number;
+    commissionCurrency?: string;
+    marginCurrency?: string;
+    initMargin?: number;
+    initMarginBefore?: number;
+    maintMargin?: number;
+    maintMarginBefore?: number;
+    equityWithLoan?: number;
+    equityWithLoanBefore?: number;
+    availableEE?: number;
+    excessLiquidity?: number;
+    overnightLiquidation?: number;
+    gst?: number;
+    message?: string;
+}
+export interface PlaceOrderResult {
+    id: number;
+    /** Account-level order ID; the server returns snake_case `order_id` */
+    order_id?: number;
+    subIds?: number[];
+    orders?: Order[];
+}
+export interface OrderIdResult {
+    id: number;
+}
+export interface Transaction {
+    id?: number;
+    orderId?: number;
+    account?: string;
+    symbol?: string;
+    secType?: string;
+    market?: string;
+    currency?: string;
+    identifier?: string;
+    action?: string;
+    price?: number;
+    quantity?: number;
+    filledQuantity?: number;
+    amount?: number;
+    commission?: number;
+    transactedAt?: number;
+    time?: number;
+}

package/dist/types/push/callbacks.d.ts

@@ -1,57 +1,38 @@
 /**
- * 推送回调函数类型定义
+ * 推送回调函数类型定义（Protobuf 协议）
  *
- * 每种推送类型独立回调，连接状态回调独立管理。
+ * 每种推送类型独立回调，参数类型为 Protobuf 生成的类型。
+ * 连接状态回调独立管理。
  */
-import type { QuoteData, TickData, DepthData, KlineData, AssetData, PositionData, OrderData, TransactionData, SubjectType } from './push-message';
-/** 行情推送回调 */
-export type QuoteCallback = (data: QuoteData) => void;
-/** 逐笔成交推送回调 */
-export type TickCallback = (data: TickData) => void;
-/** 深度行情推送回调 */
-export type DepthCallback = (data: DepthData) => void;
-/** K 线推送回调 */
-export type KlineCallback = (data: KlineData) => void;
-/** 资产变动推送回调 */
-export type AssetCallback = (data: AssetData) => void;
-/** 持仓变动推送回调 */
-export type PositionCallback = (data: PositionData) => void;
-/** 订单状态推送回调 */
-export type OrderCallback = (data: OrderData) => void;
-/** 成交明细推送回调 */
-export type TransactionCallback = (data: TransactionData) => void;
-/** 连接成功回调 */
-export type ConnectCallback = () => void;
-/** 断开连接回调 */
-export type DisconnectCallback = () => void;
-/** 错误回调 */
-export type ErrorCallback = (err: Error) => void;
-/** 被踢出回调 */
-export type KickoutCallback = (message: string) => void;
-/** 订阅成功回调 */
-export type SubscribeCallback = (subject: SubjectType, symbols: string[]) => void;
-/** 退订成功回调 */
-export type UnsubscribeCallback = (subject: SubjectType, symbols: string[]) => void;
+import type { QuoteData } from './pb/QuoteData';
+import type { QuoteDepthData } from './pb/QuoteDepthData';
+import type { TradeTickData } from './pb/TradeTickData';
+import type { TickData } from './pb/TickData';
+import type { AssetData } from './pb/AssetData';
+import type { PositionData } from './pb/PositionData';
+import type { OrderStatusData } from './pb/OrderStatusData';
+import type { OrderTransactionData } from './pb/OrderTransactionData';
+import type { StockTopData } from './pb/StockTopData';
+import type { OptionTopData } from './pb/OptionTopData';
+import type { KlineData } from './pb/KlineData';
 /** 所有回调函数的集合 */
 export interface Callbacks {
-    onQuote?: QuoteCallback;
-    onTick?: TickCallback;
-    onDepth?: DepthCallback;
-    onOption?: QuoteCallback;
-    onFuture?: QuoteCallback;
-    onKline?: KlineCallback;
-    onStockTop?: QuoteCallback;
-    onOptionTop?: QuoteCallback;
-    onFullTick?: TickCallback;
-    onQuoteBBO?: QuoteCallback;
-    onAsset?: AssetCallback;
-    onPosition?: PositionCallback;
-    onOrder?: OrderCallback;
-    onTransaction?: TransactionCallback;
-    onConnect?: ConnectCallback;
-    onDisconnect?: DisconnectCallback;
-    onError?: ErrorCallback;
-    onKickout?: KickoutCallback;
-    onSubscribe?: SubscribeCallback;
-    onUnsubscribe?: UnsubscribeCallback;
+    onQuote?: (data: QuoteData) => void;
+    onTick?: (data: TradeTickData) => void;
+    onDepth?: (data: QuoteDepthData) => void;
+    onOption?: (data: QuoteData) => void;
+    onFuture?: (data: QuoteData) => void;
+    onKline?: (data: KlineData) => void;
+    onStockTop?: (data: StockTopData) => void;
+    onOptionTop?: (data: OptionTopData) => void;
+    onFullTick?: (data: TickData) => void;
+    onQuoteBBO?: (data: QuoteData) => void;
+    onAsset?: (data: AssetData) => void;
+    onPosition?: (data: PositionData) => void;
+    onOrder?: (data: OrderStatusData) => void;
+    onTransaction?: (data: OrderTransactionData) => void;
+    onConnect?: () => void;
+    onDisconnect?: () => void;
+    onError?: (err: Error) => void;
+    onKickout?: (message: string) => void;
 }

package/dist/types/push/index.d.ts

@@ -1,7 +1,9 @@
 /**
- * 推送模块导出
+ * Push module exports
  */
-export * from './push-message';
+export { SubjectType } from './push-message';
 export * from './callbacks';
+export * from './varint';
+export * from './proto-message';
 export { PushClient, ConnectionState } from './push-client';
-export type { PushClientOptions, WebSocketLike, WebSocketFactory } from './push-client';
+export type { PushClientOptions, TLSSocketLike, TLSSocketFactory } from './push-client';

package/dist/types/push/pb/AssetData.d.ts

@@ -0,0 +1,47 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+export declare const protobufPackage = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
+export interface AssetData {
+    /** user account */
+    account: string;
+    /** currency. USD, HKD, etc. */
+    currency: string;
+    /** Securities Category C: (Commodities Futures), S: (Securities Stocks) */
+    segType: string;
+    /** available funds, overnight liquidity */
+    availableFunds: number;
+    /** excess liquidity, used to represent intraday risk value. */
+    excessLiquidity: number;
+    /** Total Assets (Net Liquidation Value) */
+    netLiquidation: number;
+    /** Equity with loan value (asset with loan value) - Securities Segment: Cash Value + Stock Value - Futures Segment: Cash Value - Maintenance Margin */
+    equityWithLoan: number;
+    /** buying power. An estimation of how many more dollars you can buy in stock assets. Only apply to stock segment */
+    buyingPower: number;
+    /** Cash amount. Sum of current cash balances in all currencies */
+    cashBalance: number;
+    /** total value of securities */
+    grossPositionValue: number;
+    /** initial margin requirement */
+    initMarginReq: number;
+    /** maintenance margin requirement */
+    maintMarginReq: number;
+    timestamp: number;
+}
+export declare const AssetData: MessageFns<AssetData>;
+type Builtin = Date | Function | Uint8Array | string | number | boolean | undefined;
+export type DeepPartial<T> = T extends Builtin ? T : T extends globalThis.Array<infer U> ? globalThis.Array<DeepPartial<U>> : T extends ReadonlyArray<infer U> ? ReadonlyArray<DeepPartial<U>> : T extends {} ? {
+    [K in keyof T]?: DeepPartial<T[K]>;
+} : Partial<T>;
+type KeysOfUnion<T> = T extends T ? keyof T : never;
+export type Exact<P, I extends P> = P extends Builtin ? P : P & {
+    [K in keyof P]: Exact<P[K], I[K]>;
+} & {
+    [K in Exclude<keyof I, KeysOfUnion<P>>]: never;
+};
+export interface MessageFns<T> {
+    encode(message: T, writer?: BinaryWriter): BinaryWriter;
+    decode(input: BinaryReader | Uint8Array, length?: number): T;
+    create<I extends Exact<DeepPartial<T>, I>>(base?: I): T;
+    fromPartial<I extends Exact<DeepPartial<T>, I>>(object: I): T;
+}
+export {};

package/dist/types/push/pb/KlineData.d.ts

@@ -0,0 +1,43 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+export declare const protobufPackage = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
+export interface KlineData {
+    /** bar timestamp. */
+    time: number;
+    /** The first transaction price of current minute. */
+    open: number;
+    /** The highest price of current minute. */
+    high: number;
+    /** The lowest price of current minute. */
+    low: number;
+    /** The last transaction price in the current minute */
+    close: number;
+    /** The average price of current minute. */
+    avg: number;
+    /** Cumulative trading volume in current minute. */
+    volume: number;
+    /** The number of transaction in current minute. */
+    count: number;
+    /** symbol */
+    symbol: string;
+    /** Cumulative turnover in current minute. */
+    amount: number;
+    serverTimestamp?: number | undefined;
+}
+export declare const KlineData: MessageFns<KlineData>;
+type Builtin = Date | Function | Uint8Array | string | number | boolean | undefined;
+export type DeepPartial<T> = T extends Builtin ? T : T extends globalThis.Array<infer U> ? globalThis.Array<DeepPartial<U>> : T extends ReadonlyArray<infer U> ? ReadonlyArray<DeepPartial<U>> : T extends {} ? {
+    [K in keyof T]?: DeepPartial<T[K]>;
+} : Partial<T>;
+type KeysOfUnion<T> = T extends T ? keyof T : never;
+export type Exact<P, I extends P> = P extends Builtin ? P : P & {
+    [K in keyof P]: Exact<P[K], I[K]>;
+} & {
+    [K in Exclude<keyof I, KeysOfUnion<P>>]: never;
+};
+export interface MessageFns<T> {
+    encode(message: T, writer?: BinaryWriter): BinaryWriter;
+    decode(input: BinaryReader | Uint8Array, length?: number): T;
+    create<I extends Exact<DeepPartial<T>, I>>(base?: I): T;
+    fromPartial<I extends Exact<DeepPartial<T>, I>>(object: I): T;
+}
+export {};

package/dist/types/push/pb/OptionTopData.d.ts

@@ -0,0 +1,76 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+export declare const protobufPackage = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
+export interface OptionTopData {
+    market: string;
+    timestamp: number;
+    topData: OptionTopData_TopData[];
+}
+export interface OptionTopData_TopData {
+    /** bigOrder, volume, amount, openInt */
+    targetName: string;
+    /** large order(bigOrder) */
+    bigOrder: OptionTopData_BigOrder[];
+    /** target value top list(volume, amount, openInt) */
+    item: OptionTopData_OptionItem[];
+}
+export interface OptionTopData_BigOrder {
+    symbol: string;
+    /** formate:yyyyMMdd */
+    expiry: string;
+    /** strike price */
+    strike: string;
+    /** CALL/PUT */
+    right: string;
+    /** BUY/SELL */
+    dir: string;
+    /** target value: volume > 1000 */
+    volume: number;
+    /** trade price */
+    price: number;
+    /** trade amount */
+    amount: number;
+    /** trade timestamp */
+    tradeTime: number;
+}
+export interface OptionTopData_OptionItem {
+    symbol: string;
+    /** formate:yyyyMMdd */
+    expiry: string;
+    /** strike price */
+    strike: string;
+    /** CALL/PUT */
+    right: string;
+    /** total trade amount */
+    totalAmount: number;
+    /** total trade volume */
+    totalVolume: number;
+    /** open interest */
+    totalOpenInt: number;
+    /** Volume to Open Interest */
+    volumeToOpenInt: number;
+    /** option latest price */
+    latestPrice: number;
+    /** uptate timestamp */
+    updateTime: number;
+}
+export declare const OptionTopData: MessageFns<OptionTopData>;
+export declare const OptionTopData_TopData: MessageFns<OptionTopData_TopData>;
+export declare const OptionTopData_BigOrder: MessageFns<OptionTopData_BigOrder>;
+export declare const OptionTopData_OptionItem: MessageFns<OptionTopData_OptionItem>;
+type Builtin = Date | Function | Uint8Array | string | number | boolean | undefined;
+export type DeepPartial<T> = T extends Builtin ? T : T extends globalThis.Array<infer U> ? globalThis.Array<DeepPartial<U>> : T extends ReadonlyArray<infer U> ? ReadonlyArray<DeepPartial<U>> : T extends {} ? {
+    [K in keyof T]?: DeepPartial<T[K]>;
+} : Partial<T>;
+type KeysOfUnion<T> = T extends T ? keyof T : never;
+export type Exact<P, I extends P> = P extends Builtin ? P : P & {
+    [K in keyof P]: Exact<P[K], I[K]>;
+} & {
+    [K in Exclude<keyof I, KeysOfUnion<P>>]: never;
+};
+export interface MessageFns<T> {
+    encode(message: T, writer?: BinaryWriter): BinaryWriter;
+    decode(input: BinaryReader | Uint8Array, length?: number): T;
+    create<I extends Exact<DeepPartial<T>, I>>(base?: I): T;
+    fromPartial<I extends Exact<DeepPartial<T>, I>>(object: I): T;
+}
+export {};