@tigeropenapi/tigeropen 0.1.0 → 0.4.0

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

@@ -0,0 +1,572 @@
+/**
+ * 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[];
+}
+/** Symbol + name item (all_symbol_names). */
+export interface SymbolName {
+    symbol?: string;
+    name?: string;
+    market?: string;
+}
+/** Trade meta (quote_stock_trade). */
+export interface TradeMeta {
+    symbol?: string;
+    lotSize?: number;
+    minTick?: number;
+    spreadScale?: number;
+    shortableFlag?: string;
+    marginableFlag?: string;
+}
+/** Stock detail (stock_detail). */
+export interface StockDetail {
+    symbol?: string;
+    nameCN?: string;
+    nameEN?: string;
+    exchange?: string;
+    market?: string;
+    currency?: string;
+    secType?: string;
+    sector?: string;
+    industry?: string;
+    /** ms timestamp */
+    listingDate?: number;
+    marketCap?: number;
+    circulationCap?: number;
+    totalShares?: number;
+    epsTtm?: number;
+    peRatioTtm?: number;
+}
+/** Short interest data. */
+export interface ShortInterest {
+    symbol?: string;
+    settlementDate?: string;
+    shortInterest?: number;
+    avgDailyVolume?: number;
+    daysToCover?: number;
+    percentOfFloat?: number;
+    shortInterestPrevious?: number;
+    percentChange?: number;
+}
+/** Broker detail inside a price level. */
+export interface BrokerDetail {
+    id?: string;
+    name?: string;
+}
+/** A single broker-queue level. */
+export interface StockBrokerItem {
+    level?: number;
+    price?: number;
+    brokers?: BrokerDetail[];
+}
+/** Broker queue (stock_broker). */
+export interface StockBroker {
+    symbol?: string;
+    levelAskList?: StockBrokerItem[];
+    levelBidList?: StockBrokerItem[];
+}
+/** Stock industry classification (stock_industry). */
+export interface StockIndustry {
+    symbol?: string;
+    gsector?: string;
+    ggroup?: string;
+    gind?: string;
+    gsubind?: string;
+    level?: string;
+}
+/** Trade rank row (trade_rank). */
+export interface TradeRankItem {
+    symbol?: string;
+    name?: string;
+    latestPrice?: number;
+    change?: number;
+    changeRate?: number;
+    volume?: number;
+    amount?: number;
+}
+/** K-line quota detail. */
+export interface KlineQuotaDetail {
+    symbol?: string;
+    market?: string;
+    usedBars?: number;
+    quotaBars?: number;
+    lastAccess?: number;
+}
+/** K-line quota (kline_quota). */
+export interface KlineQuota {
+    method?: string;
+    used?: number;
+    quota?: number;
+    detail?: KlineQuotaDetail[];
+}
+/** Option historical-volatility time series point. */
+export interface OptionVolatilityPoint {
+    date?: string;
+    volatility?: number;
+}
+/** Option analysis (option_analysis). */
+export interface OptionAnalysis {
+    symbol?: string;
+    historicalVolatility30Day?: number;
+    historicalVolatility60Day?: number;
+    historicalVolatility90Day?: number;
+    impliedVolatility?: number;
+    volatilityList?: OptionVolatilityPoint[];
+}
+/** Option symbol listing (option_symbol). */
+export interface OptionSymbol {
+    symbol?: string;
+    market?: string;
+    nameCN?: string;
+    nameEN?: string;
+}
+/** Historical futures main contract entry. */
+export interface FutureMainContractHistory {
+    contractCode?: string;
+    symbol?: string;
+    beginDate?: string;
+    endDate?: string;
+}
+/** A single futures trading time segment. */
+export interface FutureTradingSegment {
+    /** ms timestamp */
+    start?: number;
+    end?: number;
+    /** RTH / Night / Break */
+    type?: string;
+}
+/** Futures trading session (future_trading_date). */
+export interface FutureTradingTime {
+    contractCode?: string;
+    bizDate?: string;
+    zone?: string;
+    tradingTimes?: FutureTradingSegment[];
+}
+/** Futures tick-trade item (future_tick). */
+export interface FutureTradeTickItem {
+    contractCode?: string;
+    index?: number;
+    time?: number;
+    price?: number;
+    volume?: number;
+    direction?: string;
+}
+/** Futures depth snapshot (future_depth). */
+export interface FutureDepth {
+    contractCode?: string;
+    timestamp?: number;
+    asks?: DepthLevel[];
+    bids?: DepthLevel[];
+}
+/** Warrant brief (warrant_briefs). */
+export interface WarrantBrief {
+    symbol?: string;
+    name?: string;
+    latestPrice?: number;
+    change?: number;
+    changeRate?: number;
+    volume?: number;
+    amount?: number;
+    underlying?: string;
+    issuer?: string;
+    expiryDate?: string;
+    strikePrice?: number;
+    warrantType?: string;
+}
+/** Warrant filter paged result (warrant_filter). */
+export interface WarrantFilterResult {
+    total?: number;
+    items?: WarrantBrief[];
+    pageSize?: number;
+    page?: number;
+}
+/** Industry list row (industry_list). */
+export interface IndustryItem {
+    id?: string;
+    name?: string;
+    level?: string;
+}
+/** Stock belonging to an industry (industry_stock_list). */
+export interface IndustryStock {
+    symbol?: string;
+    name?: string;
+    industryId?: string;
+    change?: number;
+    changeRate?: number;
+}
+/** Trading calendar entry (trading_calendar). */
+export interface TradingCalendarItem {
+    market?: string;
+    date?: string;
+    isTrading?: boolean;
+    sessionType?: string;
+}
+/** FX rate (financial_exchange_rate). */
+export interface ExchangeRate {
+    currency?: string;
+    date?: string;
+    rate?: number;
+    baseCurrency?: string;
+}
+/** Financial currency per symbol (financial_currency). */
+export interface FinancialCurrency {
+    symbol?: string;
+    market?: string;
+    currency?: string;
+}
+/** Overnight quote (quote_overnight). */
+export interface QuoteOvernight {
+    symbol?: string;
+    preClose?: number;
+    open?: number;
+    close?: number;
+    high?: number;
+    low?: number;
+    volume?: number;
+    amount?: number;
+    change?: number;
+    changeRate?: number;
+    beginTime?: number;
+    endTime?: number;
+}
+/** Single market-scanner tag. */
+export interface MarketScannerTag {
+    field?: string;
+    name?: string;
+    values?: string[];
+}
+/** Market scanner tag set (market_scanner_tags). */
+export interface MarketScannerTags {
+    tagFields?: string[];
+    tags?: MarketScannerTag[];
+}
+/** Fund contract info (fund_contracts). */
+export interface FundContractInfo {
+    symbol?: string;
+    name?: string;
+    currency?: string;
+    fundType?: string;
+    inception?: string;
+    netAssetValue?: number;
+    expenseRatio?: number;
+}
+/** Fund real-time NAV (fund_quote). */
+export interface FundQuote {
+    symbol?: string;
+    latestNav?: number;
+    change?: number;
+    changeRate?: number;
+    date?: string;
+}
+/** Fund historical NAV (fund_history_quote). */
+export interface FundHistoryQuote {
+    symbol?: string;
+    date?: string;
+    nav?: number;
+}