@tigeropenapi/tigeropen 0.1.0 → 0.3.0

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

@@ -0,0 +1,44 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+export declare const protobufPackage = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
+export interface TickData {
+    symbol: string;
+    ticks: TickData_Tick[];
+    timestamp: number;
+    /** data source (Optional) */
+    source: string;
+}
+export interface TickData_Tick {
+    /** The order in which upstream data arrives, for reference only. */
+    sn: number;
+    /** Execution time of transaction. 13-digit timestamp */
+    time: number;
+    /** Transaction price. */
+    price: number;
+    /** Transaction volume. */
+    volume: number;
+    /** buy/sell direction. Active buy(+); Active sell(-); Neutral transaction(*) */
+    type: string;
+    /** The trade condition for irregular transaction. (Optional) */
+    cond: string;
+    /** The market participant reports the transaction. (Optional) */
+    partCode: string;
+}
+export declare const TickData: MessageFns<TickData>;
+export declare const TickData_Tick: MessageFns<TickData_Tick>;
+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/TradeTickData.d.ts

@@ -0,0 +1,53 @@
+import { BinaryReader, BinaryWriter } from "@bufbuild/protobuf/wire";
+export declare const protobufPackage = "com.tigerbrokers.stock.openapi.client.socket.data.pb";
+export interface TradeTickData {
+    symbol: string;
+    /** buy/sell direction. Active buy(+); Active sell(-); Neutral transaction(*).Futures are not supported */
+    type: string;
+    /** The trade condition for irregular transaction.(Futures are not supported) */
+    cond: string;
+    /** serial number */
+    sn: number;
+    priceBase: number;
+    priceOffset: number;
+    /** The compressed transaction time is restored to the original time: time[i] = time[i] + time[i-1] */
+    time: number[];
+    /** The compressed transaction price is restored to the original price: price[i] = (priceBase + price[i]) / 10^priceOffset */
+    price: number[];
+    /** volume */
+    volume: number[];
+    /** The market participant reports the transaction，Usually a ~ z characters.(Futures are not supported) */
+    partCode: string[];
+    /** (Futures are not supported) */
+    quoteLevel: string;
+    timestamp: number;
+    /** STK Stocks, FUT Futures */
+    secType: string;
+    /** Original number of merges(Only futures are supported) */
+    mergedVols: TradeTickData_MergedVol[];
+}
+export interface TradeTickData_MergedVol {
+    /** Original number of merges */
+    mergeTimes: number;
+    /** original trading volume */
+    vol: number[];
+}
+export declare const TradeTickData: MessageFns<TradeTickData>;
+export declare const TradeTickData_MergedVol: MessageFns<TradeTickData_MergedVol>;
+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/index.d.ts

@@ -0,0 +1,39 @@
+/**
+ * Protobuf 生成代码统一导出
+ *
+ * 由 ts-proto 从 proto 文件生成的所有类型、枚举和编解码函数
+ */
+export { SocketCommon_Command, SocketCommon_DataType, SocketCommon_QuoteType, } from './SocketCommon';
+export type { SocketCommon } from './SocketCommon';
+export { Request, Request_Connect, Request_Subscribe } from './Request';
+export type { Request as RequestType, Request_Connect as RequestConnectType, Request_Subscribe as RequestSubscribeType, } from './Request';
+export { Response } from './Response';
+export type { Response as ResponseType } from './Response';
+export { PushData } from './PushData';
+export type { PushData as PushDataType } from './PushData';
+export { QuoteData } from './QuoteData';
+export type { QuoteData as QuoteDataType, QuoteData_Minute } from './QuoteData';
+export { QuoteBasicData } from './QuoteBasicData';
+export type { QuoteBasicData as QuoteBasicDataType } from './QuoteBasicData';
+export { QuoteBBOData } from './QuoteBBOData';
+export type { QuoteBBOData as QuoteBBODataType } from './QuoteBBOData';
+export { QuoteDepthData } from './QuoteDepthData';
+export type { QuoteDepthData as QuoteDepthDataType, QuoteDepthData_OrderBook } from './QuoteDepthData';
+export { TradeTickData } from './TradeTickData';
+export type { TradeTickData as TradeTickDataType, TradeTickData_MergedVol } from './TradeTickData';
+export { TickData } from './TickData';
+export type { TickData as TickDataType, TickData_Tick } from './TickData';
+export { AssetData } from './AssetData';
+export type { AssetData as AssetDataType } from './AssetData';
+export { PositionData } from './PositionData';
+export type { PositionData as PositionDataType } from './PositionData';
+export { OrderStatusData } from './OrderStatusData';
+export type { OrderStatusData as OrderStatusDataType } from './OrderStatusData';
+export { OrderTransactionData } from './OrderTransactionData';
+export type { OrderTransactionData as OrderTransactionDataType } from './OrderTransactionData';
+export { StockTopData } from './StockTopData';
+export type { StockTopData as StockTopDataType, StockTopData_TopData, StockTopData_StockItem, } from './StockTopData';
+export { OptionTopData } from './OptionTopData';
+export type { OptionTopData as OptionTopDataType, OptionTopData_TopData, OptionTopData_BigOrder, OptionTopData_OptionItem, } from './OptionTopData';
+export { KlineData } from './KlineData';
+export type { KlineData as KlineDataType } from './KlineData';

package/dist/types/push/proto-message.d.ts

@@ -0,0 +1,33 @@
+/**
+ * Protobuf 消息构建器
+ *
+ * 对齐 Java SDK 的 ProtoMessageUtil，提供构建各种 Request 消息的工具函数。
+ * 所有构建函数共享一个递增的 requestId 计数器。
+ */
+import { Request } from './pb/Request';
+import { SocketCommon_DataType } from './pb/SocketCommon';
+import { SubjectType } from './push-message';
+/**
+ * 构建 CONNECT 请求消息
+ */
+export declare function buildConnectMessage(tigerId: string, sign: string, sdkVersion: string, acceptVersion: string, sendInterval: number, receiveInterval: number, useFullTick: boolean): Request;
+/**
+ * 构建 HEARTBEAT 请求消息
+ */
+export declare function buildHeartBeatMessage(): Request;
+/**
+ * 构建 SUBSCRIBE 请求消息
+ */
+export declare function buildSubscribeMessage(dataType: SocketCommon_DataType, symbols?: string, account?: string, market?: string): Request;
+/**
+ * 构建 UNSUBSCRIBE 请求消息
+ */
+export declare function buildUnSubscribeMessage(dataType: SocketCommon_DataType, symbols?: string, account?: string, market?: string): Request;
+/**
+ * 构建 DISCONNECT 请求消息
+ */
+export declare function buildDisconnectMessage(): Request;
+/**
+ * 将 SubjectType 映射到 SocketCommon_DataType
+ */
+export declare function subjectToDataType(subject: SubjectType): SocketCommon_DataType;

package/dist/types/push/push-client.d.ts

@@ -1,139 +1,140 @@
-/**
- * PushClient - WebSocket 推送客户端
- *
- * 通过 WebSocket 长连接接收实时行情和账户推送。
- * 支持连接认证、订阅/退订、回调机制、心跳保活和自动重连。
- */
 import type { ClientConfig } from '../config/client-config';
 import type { Callbacks } from './callbacks';
 import { SubjectType } from './push-message';
-/** 连接状态 */
+/** Connection state */
 export declare enum ConnectionState {
     Disconnected = 0,
     Connecting = 1,
     Connected = 2
 }
-/** PushClient 配置选项 */
+/** PushClient configuration options */
 export interface PushClientOptions {
-    pushUrl?: string;
+    pushHost?: string;
+    pushPort?: number;
     heartbeatInterval?: number;
     reconnectInterval?: number;
     autoReconnect?: boolean;
     connectTimeout?: number;
+    useFullTick?: boolean;
 }
 /**
- * WebSocket 接口，方便测试注入
+ * TLS socket interface for test injection
  */
-export interface WebSocketLike {
-    readonly readyState: number;
-    send(data: string): void;
-    close(): void;
-    onopen: ((ev: unknown) => void) | null;
-    onmessage: ((ev: {
-        data: unknown;
-    }) => void) | null;
-    onclose: ((ev: unknown) => void) | null;
-    onerror: ((ev: unknown) => void) | null;
+export interface TLSSocketLike {
+    write(data: Uint8Array): boolean;
+    destroy(): void;
+    on(event: 'data', listener: (chunk: Buffer) => void): this;
+    on(event: 'error', listener: (err: Error) => void): this;
+    on(event: 'close', listener: () => void): this;
+    on(event: 'connect', listener: () => void): this;
 }
-/** WebSocket 工厂函数类型 */
-export type WebSocketFactory = (url: string) => WebSocketLike;
+/** TLS socket factory function type */
+export type TLSSocketFactory = (host: string, port: number) => TLSSocketLike;
 /**
- * PushClient WebSocket 推送客户端
+ * PushClient - TCP + TLS push client (Protobuf protocol)
  */
 export declare class PushClient {
     private config;
-    private pushUrl;
+    private pushHost;
+    private pushPort;
     private heartbeatInterval;
     private reconnectInterval;
     private autoReconnect;
     private connectTimeout;
-    private ws;
+    private useFullTick;
+    private socket;
     private _state;
     private callbacks;
-    /** 订阅状态管理：subject -> Set<symbol> */
+    /** Subscription state: subject -> Set<symbol> */
     private subscriptions;
-    /** 账户级别订阅 */
+    /** Account-level subscriptions */
     private accountSubs;
     private heartbeatTimer;
     private reconnectTimer;
     private stopped;
-    /** 可注入的 WebSocket 工厂（用于测试） */
-    wsFactory: WebSocketFactory | null;
+    /** TCP stream receive buffer */
+    private recvBuffer;
+    /** Injectable TLS socket factory (for testing) */
+    socketFactory: TLSSocketFactory | null;
     constructor(config: ClientConfig, options?: PushClientOptions);
-    /** 获取当前连接状态 */
+    /** Get current connection state */
     get state(): ConnectionState;
-    /** 设置回调函数集合 */
+    /** Set callback functions */
     setCallbacks(cb: Callbacks): void;
-    /** 连接到推送服务器并进行认证 */
+    /** Connect to the push server and authenticate */
     connect(): Promise<void>;
-    /** 断开连接 */
+    /** Disconnect from the push server */
     disconnect(): void;
-    /** 发送认证消息 */
+    /** Send authentication message */
     private authenticate;
-    /** 发送消息 */
+    /** Send a Protobuf Request message (varint32 length prefix + binary) */
     private sendMessage;
-    /** 创建 WebSocket 实例 */
-    private createWebSocket;
-    /** 心跳保活 */
+    /** Create a TLS socket instance */
+    private createSocket;
+    /** Handle incoming TCP data: buffer + decode varint32 frames */
+    private handleData;
+    /** Handle a decoded Response message */
+    private handleResponse;
+    /** Heartbeat keep-alive */
     private startHeartbeat;
     private stopHeartbeat;
-    /** 自动重连 */
+    /** Auto reconnect with exponential backoff */
     private scheduleReconnect;
     private clearReconnectTimer;
-    /** 重连后恢复订阅 */
+    /** Resubscribe after reconnection */
     private resubscribe;
-    /** 处理收到的消息 */
-    private handleMessage;
-    /** 内部订阅方法 */
+    /** Dispatch push data to the appropriate callback based on dataType */
+    private dispatchPushData;
+    /** Internal subscribe method */
     private doSubscribe;
-    /** 内部退订方法 */
+    /** Internal unsubscribe method */
     private doUnsubscribe;
-    /** 添加订阅记录 */
+    /** Add subscription record */
     private addSubscription;
-    /** 移除订阅记录 */
+    /** Remove subscription record */
     private removeSubscription;
-    /** 订阅行情 */
+    /** Subscribe to quotes */
     subscribeQuote(symbols: string[]): void;
-    /** 退订行情 */
+    /** Unsubscribe from quotes */
     unsubscribeQuote(symbols?: string[]): void;
-    /** 订阅逐笔成交 */
+    /** Subscribe to trade ticks */
     subscribeTick(symbols: string[]): void;
-    /** 退订逐笔成交 */
+    /** Unsubscribe from trade ticks */
     unsubscribeTick(symbols?: string[]): void;
-    /** 订阅深度行情 */
+    /** Subscribe to depth data */
     subscribeDepth(symbols: string[]): void;
-    /** 退订深度行情 */
+    /** Unsubscribe from depth data */
     unsubscribeDepth(symbols?: string[]): void;
-    /** 订阅期权行情 */
+    /** Subscribe to option quotes */
     subscribeOption(symbols: string[]): void;
-    /** 退订期权行情 */
+    /** Unsubscribe from option quotes */
     unsubscribeOption(symbols?: string[]): void;
-    /** 订阅期货行情 */
+    /** Subscribe to futures quotes */
     subscribeFuture(symbols: string[]): void;
-    /** 退订期货行情 */
+    /** Unsubscribe from futures quotes */
     unsubscribeFuture(symbols?: string[]): void;
-    /** 订阅 K 线 */
+    /** Subscribe to kline data */
     subscribeKline(symbols: string[]): void;
-    /** 退订 K 线 */
+    /** Unsubscribe from kline data */
     unsubscribeKline(symbols?: string[]): void;
-    /** 订阅资产变动 */
+    /** Subscribe to asset changes */
     subscribeAsset(account?: string): void;
-    /** 退订资产变动 */
+    /** Unsubscribe from asset changes */
     unsubscribeAsset(): void;
-    /** 订阅持仓变动 */
+    /** Subscribe to position changes */
     subscribePosition(account?: string): void;
-    /** 退订持仓变动 */
+    /** Unsubscribe from position changes */
     unsubscribePosition(): void;
-    /** 订阅订单状态 */
+    /** Subscribe to order status */
     subscribeOrder(account?: string): void;
-    /** 退订订单状态 */
+    /** Unsubscribe from order status */
     unsubscribeOrder(): void;
-    /** 订阅成交明细 */
+    /** Subscribe to transaction details */
     subscribeTransaction(account?: string): void;
-    /** 退订成交明细 */
+    /** Unsubscribe from transaction details */
     unsubscribeTransaction(): void;
-    /** 获取当前行情订阅状态 */
+    /** Get current market data subscriptions */
     getSubscriptions(): Map<SubjectType, string[]>;
-    /** 获取账户级别订阅状态 */
+    /** Get account-level subscriptions */
     getAccountSubscriptions(): SubjectType[];
 }

package/dist/types/push/push-message.d.ts

@@ -1,34 +1,9 @@
 /**
- * 推送消息类型定义和数据结构
+ * 推送消息类型定义
  *
- * 定义 WebSocket 推送消息的类型、主题和数据结构，
- * 使用 JSON 序列化/反序列化（简化替代 Protobuf）。
+ * 仅保留 SubjectType 枚举，用于订阅/退订 API。
+ * JSON 消息类型定义和序列化函数已移除，改用 Protobuf 协议。
  */
-/** 推送消息类型 */
-export declare enum MessageType {
-    Connect = "connect",
-    Connected = "connected",
-    Disconnect = "disconnect",
-    Heartbeat = "heartbeat",
-    Kickout = "kickout",
-    Error = "error",
-    Subscribe = "subscribe",
-    Unsubscribe = "unsubscribe",
-    Quote = "quote",
-    Tick = "tick",
-    Depth = "depth",
-    Option = "option",
-    Future = "future",
-    Kline = "kline",
-    StockTop = "stock_top",
-    OptionTop = "option_top",
-    FullTick = "full_tick",
-    QuoteBBO = "quote_bbo",
-    Asset = "asset",
-    Position = "position",
-    Order = "order",
-    Transaction = "transaction"
-}
 /** 订阅主题类型 */
 export declare enum SubjectType {
     Quote = "quote",
@@ -46,122 +21,3 @@ export declare enum SubjectType {
     Order = "order",
     Transaction = "transaction"
 }
-/** 推送消息通用结构 */
-export interface PushMessage {
-    type: MessageType;
-    subject?: SubjectType | string;
-    data?: unknown;
-}
-/** 连接认证请求 */
-export interface ConnectRequest {
-    tigerId: string;
-    sign: string;
-    timestamp: string;
-    version: string;
-}
-/** 订阅/退订请求 */
-export interface SubscribeRequest {
-    subject: SubjectType;
-    symbols?: string[];
-    account?: string;
-    market?: string;
-}
-/** 行情推送数据 */
-export interface QuoteData {
-    symbol: string;
-    latestPrice?: number;
-    preClose?: number;
-    open?: number;
-    high?: number;
-    low?: number;
-    volume?: number;
-    amount?: number;
-    timestamp?: number;
-}
-/** 逐笔成交推送数据 */
-export interface TickData {
-    symbol: string;
-    price: number;
-    volume: number;
-    type?: string;
-    timestamp?: number;
-}
-/** 价格档位 */
-export interface PriceLevel {
-    price: number;
-    volume: number;
-    count?: number;
-}
-/** 深度行情推送数据 */
-export interface DepthData {
-    symbol: string;
-    asks?: PriceLevel[];
-    bids?: PriceLevel[];
-}
-/** K 线推送数据 */
-export interface KlineData {
-    symbol: string;
-    open: number;
-    high: number;
-    low: number;
-    close: number;
-    volume: number;
-    timestamp?: number;
-}
-/** 资产推送数据 */
-export interface AssetData {
-    account: string;
-    netLiquidation?: number;
-    equityWithLoan?: number;
-    cashBalance?: number;
-    buyingPower?: number;
-    currency?: string;
-}
-/** 持仓推送数据 */
-export interface PositionData {
-    account: string;
-    symbol: string;
-    secType?: string;
-    quantity: number;
-    averageCost?: number;
-    marketPrice?: number;
-    marketValue?: number;
-    unrealizedPnl?: number;
-}
-/** 订单推送数据 */
-export interface OrderData {
-    account: string;
-    id?: number;
-    orderId?: number;
-    symbol: string;
-    action?: string;
-    orderType?: string;
-    quantity?: number;
-    limitPrice?: number;
-    status?: string;
-    filled?: number;
-    avgFillPrice?: number;
-}
-/** 成交推送数据 */
-export interface TransactionData {
-    account: string;
-    id?: number;
-    orderId?: number;
-    symbol: string;
-    action?: string;
-    price?: number;
-    quantity?: number;
-    timestamp?: number;
-}
-/**
- * 创建推送消息
- */
-export declare function createPushMessage(type: MessageType, subject?: SubjectType | string, data?: unknown): PushMessage;
-/**
- * 序列化推送消息为 JSON 字符串
- */
-export declare function serializeMessage(msg: PushMessage): string;
-/**
- * 反序列化 JSON 字符串为推送消息
- */
-export declare function deserializeMessage(data: string): PushMessage;

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

@@ -0,0 +1,23 @@
+/**
+ * Varint32 帧编解码器
+ *
+ * 兼容 Netty 的 ProtobufVarint32FrameDecoder / ProtobufVarint32LengthFieldPrepender。
+ * 每个字节低 7 位存数据，最高位为延续标志（1=后续还有字节，0=最后一个字节），最大 5 字节。
+ */
+/**
+ * 在 protobuf 字节前添加 varint32 长度前缀
+ *
+ * @param data - 待编码的 protobuf 二进制数据
+ * @returns varint32 长度前缀 + 原始数据
+ */
+export declare function encodeVarint32(data: Uint8Array): Uint8Array;
+/**
+ * 从缓冲区解码一个 varint32 帧
+ *
+ * @param buffer - 包含 varint32 长度前缀 + protobuf 数据的缓冲区
+ * @returns 解码结果 `{ message, remaining }`，数据不足时返回 `null`
+ */
+export declare function decodeVarint32(buffer: Uint8Array): {
+    message: Uint8Array;
+    remaining: Uint8Array;
+} | null;

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

@@ -1,4 +1,4 @@
 /**
- * 行情模块导出
+ * Quote module exports
  */
-export { QuoteClient } from './quote-client';
+export { QuoteClient, parseOptionIdentifier } from './quote-client';