@tigeropenapi/tigeropen 0.1.0 → 0.4.0

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

@@ -0,0 +1,344 @@
+/**
+ * Quote request interfaces (v0.4.0).
+ *
+ * 所有字段可选(用户调用时传一个空对象即可);字段名用 camelCase,
+ * client 层通过 keysToSnakeCase 转成服务端 wire 真名的 snake_case。
+ * **字段名设计规则:camelCase → snake_case 后必须等于服务端 wire 真名。**
+ *
+ * 参考 Go SDK model/quote_requests.go。
+ */
+/** Real-time stock quotes. wire: quote_real_time */
+export interface BriefRequest {
+    symbols?: string[];
+    includeHourTrading?: boolean;
+    secType?: string;
+    lang?: string;
+}
+/** Order-book depth. wire: quote_depth */
+export interface DepthQuoteRequest {
+    symbols?: string[];
+    market?: string;
+    tradeSession?: string;
+    lang?: string;
+}
+/** Tick-by-tick trades. wire: trade_tick */
+export interface TradeTickRequest {
+    symbols?: string[];
+    beginIndex?: number;
+    endIndex?: number;
+    limit?: number;
+    lang?: string;
+}
+/** Real-time futures quotes. wire: future_brief */
+export interface FutureBriefRequest {
+    contractCodes?: string[];
+    lang?: string;
+}
+/** All symbols / symbol names. wire: all_symbols / all_symbol_names */
+export interface SymbolsRequest {
+    market?: string;
+    secType?: string;
+    includeOtc?: boolean;
+    lang?: string;
+}
+/** Trade meta (lot size / tick size / shortable). wire: quote_stock_trade */
+export interface TradeMetasRequest {
+    symbols?: string[];
+    lang?: string;
+}
+/** Stock details. wire: stock_detail. Server returns {items:[...]}. */
+export interface StockDetailsRequest {
+    symbols?: string[];
+    secType?: string;
+    lang?: string;
+}
+/** Delayed stock briefs. wire: quote_delay */
+export interface StockDelayBriefsRequest {
+    symbols?: string[];
+    secType?: string;
+    lang?: string;
+}
+/**
+ * K-line bars (full options). wire: kline
+ * BeginTime/EndTime (ms) and BeginIndex/EndIndex are mutually exclusive.
+ */
+export interface BarsRequest {
+    symbols?: string[];
+    period?: string;
+    right?: string;
+    beginTime?: number;
+    endTime?: number;
+    limit?: number;
+    beginIndex?: number;
+    endIndex?: number;
+    pageToken?: string;
+    tradeSession?: string;
+    date?: string;
+    withFundamental?: boolean;
+    secType?: string;
+    lang?: string;
+}
+/** K-line client-side pagination wrapper. */
+export interface BarsByPageRequest {
+    symbol?: string;
+    period?: string;
+    beginTime?: number;
+    endTime?: number;
+    totalSize?: number;
+    pageSize?: number;
+    right?: string;
+    lang?: string;
+    tradeSession?: string;
+}
+/** Historical intraday timeline. wire: history_timeline */
+export interface TimelineHistoryRequest {
+    symbols?: string[];
+    /** yyyy-MM-dd */
+    date?: string;
+    right?: string;
+    tradeSession?: string;
+    lang?: string;
+}
+/** Trade rank (top movers / volume). wire: trade_rank */
+export interface TradeRankRequest {
+    market?: string;
+    lang?: string;
+}
+/** Short interest. wire: quote_shortable_stocks */
+export interface ShortInterestRequest {
+    symbols?: string[];
+    lang?: string;
+}
+/** Broker queue. wire: stock_broker */
+export interface StockBrokerRequest {
+    symbol?: string;
+    limit?: number;
+    secType?: string;
+    lang?: string;
+}
+/** Stock fundamentals. wire: stock_fundamental */
+export interface StockFundamentalRequest {
+    symbols?: string[];
+    market?: string;
+    secType?: string;
+    lang?: string;
+}
+/** Stock industry classification. wire: stock_industry */
+export interface StockIndustryRequest {
+    symbol?: string;
+    market?: string;
+    secType?: string;
+    lang?: string;
+}
+/** K-line quota. wire: kline_quota */
+export interface KlineQuotaRequest {
+    withDetails?: boolean;
+    lang?: string;
+}
+/** Quote permission detail. wire: get_quote_permission */
+export interface QuotePermissionRequest {
+    beginDate?: string;
+    endDate?: string;
+    lang?: string;
+}
+/** Nested option query item used by option_query / option_basic / contracts. */
+export interface OptionQueryItem {
+    symbol?: string;
+    expiry?: number;
+    strike?: string;
+    right?: string;
+    period?: string;
+    beginTime?: number;
+    endTime?: number;
+    limit?: number;
+    beginIndex?: number;
+    endIndex?: number;
+    pageToken?: string;
+}
+/** Option K-line. wire: option_kline (v2.0) */
+export interface OptionBarsRequest {
+    optionQuery?: OptionQueryItem[];
+    market?: string;
+    lang?: string;
+}
+/** Option tick trades. wire: option_trade_tick */
+export interface OptionTradeTicksRequest {
+    contracts?: OptionQueryItem[];
+    lang?: string;
+}
+/** Option intraday timeline. wire: option_timeline */
+export interface OptionTimelineRequest {
+    optionQuery?: OptionQueryItem[];
+    market?: string;
+    lang?: string;
+}
+/** Option order-book depth. wire: option_depth */
+export interface OptionDepthRequest {
+    optionBasic?: OptionQueryItem[];
+    market?: string;
+    lang?: string;
+}
+/** Available option symbols. wire: option_symbol */
+export interface OptionSymbolsRequest {
+    market?: string;
+    lang?: string;
+}
+/** Option analysis (volatility). wire: option_analysis */
+export interface OptionAnalysisRequest {
+    symbols?: string[];
+    market?: string;
+    period?: string;
+    requireVolatilityList?: boolean;
+    lang?: string;
+}
+/** Lookup a futures contract by code. wire: future_contract_by_contract_code / future_current_contract */
+export interface FutureContractSingleRequest {
+    contractCode?: string;
+    type?: string;
+    lang?: string;
+}
+/** List all futures contracts. wire: future_contracts */
+export interface AllFutureContractsRequest {
+    type?: string;
+    exchange?: string;
+    lang?: string;
+}
+/** Continuous main contracts. wire: future_continuous_contracts */
+export interface FutureContinuousContractsRequest {
+    type?: string;
+    lang?: string;
+}
+/** Historical main contracts. wire: future_main_contract */
+export interface FutureHistoryMainContractRequest {
+    contractCodes?: string[];
+    beginTime?: number;
+    endTime?: number;
+    lang?: string;
+}
+/** Futures K-line (index + pagination). wire: future_kline */
+export interface FutureBarsRequest {
+    contractCodes?: string[];
+    contractCode?: string;
+    period?: string;
+    beginTime?: number;
+    endTime?: number;
+    beginIndex?: number;
+    endIndex?: number;
+    limit?: number;
+    pageToken?: string;
+    lang?: string;
+}
+/** Futures K-line client-side pagination wrapper. */
+export interface FutureBarsByPageRequest {
+    contractCode?: string;
+    period?: string;
+    beginTime?: number;
+    endTime?: number;
+    totalSize?: number;
+    pageSize?: number;
+    lang?: string;
+}
+/** Futures tick trades. wire: future_tick (v3.0) */
+export interface FutureTradeTicksRequest {
+    contractCode?: string;
+    beginIndex?: number;
+    endIndex?: number;
+    limit?: number;
+    lang?: string;
+}
+/** Futures depth. wire: future_depth */
+export interface FutureDepthRequest {
+    contractCodes?: string[];
+    lang?: string;
+}
+/** Futures trading session times. wire: future_trading_date */
+export interface FutureTradingTimesRequest {
+    contractCode?: string;
+    tradingDate?: string;
+    lang?: string;
+}
+/** Fund symbols. wire: fund_all_symbols */
+export interface FundSymbolsRequest {
+    lang?: string;
+}
+/** Fund contracts. wire: fund_contracts */
+export interface FundContractsRequest {
+    symbols?: string[];
+    lang?: string;
+}
+/** Fund real-time NAV. wire: fund_quote */
+export interface FundQuoteRequest {
+    symbols?: string[];
+    lang?: string;
+}
+/** Fund historical NAV. wire: fund_history_quote */
+export interface FundHistoryQuoteRequest {
+    symbols?: string[];
+    beginTime?: number;
+    endTime?: number;
+    limit?: number;
+    lang?: string;
+}
+/** Warrant briefs. wire: warrant_briefs */
+export interface WarrantBriefsRequest {
+    symbols?: string[];
+    lang?: string;
+}
+/** Warrant filter (paginated). wire: warrant_filter */
+export interface WarrantFilterRequest {
+    symbol?: string;
+    page?: number;
+    pageSize?: number;
+    sortFieldName?: string;
+    sortDir?: string;
+    issuerName?: string;
+    expireYm?: string;
+    lang?: string;
+}
+/** Industry list. wire: industry_list */
+export interface IndustryListRequest {
+    /** IndustryLevel enum value */
+    industryLevel?: string;
+    lang?: string;
+}
+/** Stocks in an industry. wire: industry_stock_list */
+export interface IndustryStocksRequest {
+    industryId?: string;
+    market?: string;
+    lang?: string;
+}
+/** Trading calendar. wire: trading_calendar */
+export interface TradingCalendarRequest {
+    market?: string;
+    /** yyyy-MM-dd */
+    beginDate?: string;
+    endDate?: string;
+    lang?: string;
+}
+/** FX rates. wire: financial_exchange_rate */
+export interface FinancialExchangeRateRequest {
+    currencyList?: string[];
+    /** yyyyMMdd */
+    beginDate?: string;
+    endDate?: string;
+    timezone?: string;
+    lang?: string;
+}
+/** Financial currency per symbol. wire: financial_currency */
+export interface FinancialCurrencyRequest {
+    symbols?: string[];
+    market?: string;
+    lang?: string;
+}
+/** Market scanner tags. wire: market_scanner_tags */
+export interface MarketScannerTagsRequest {
+    market?: string;
+    /** wire: multi_tag_field_list */
+    multiTagFieldList?: string[];
+    lang?: string;
+}
+/** Overnight quote. wire: quote_overnight */
+export interface QuoteOvernightRequest {
+    symbols?: string[];
+    lang?: string;
+}