@tigeropenapi/tigeropen 0.5.4 → 0.5.5

package/dist/esm/quote/quote-client.js

@@ -9,6 +9,7 @@ import { HttpClient } from '../client/http-client.js';
 import { createApiRequest } from '../client/api-request.js';
 import { unmarshalData } from '../client/api-response.js';
 import * as tokenMethods from '../client/token-methods.js';
+import { getTradeCondByCode, isUsStockSymbol } from '../push/tick-util.js';
 /**
  * resolveOptionTimezone returns the timezone string to use for expiry conversion.
  * Explicit tz takes precedence; otherwise infer from symbol (.HK suffix → Asia/Hong_Kong, else America/New_York).
@@ -148,12 +149,22 @@ export class QuoteClient {
     async getKline(req) {
         return this.callInto('kline', req);
     }
-    async getTimeline(symbols) {
-        return this.callInto('timeline', { symbols });
+    async getTimeline(symbolsOrRequest) {
+        const req = Array.isArray(symbolsOrRequest) ? { symbols: symbolsOrRequest } : symbolsOrRequest;
+        return this.callInto('timeline', req, req.secType === 'CC' ? '3.0' : undefined);
     }
     /** Tick-by-tick trades. wire: trade_tick */
     async getTradeTick(req) {
-        return this.callInto('trade_tick', req);
+        const out = await this.callInto('trade_tick', req);
+        for (const tick of out) {
+            const isUs = isUsStockSymbol(tick.symbol);
+            for (const item of tick.items) {
+                if (item.cond && item.cond.length > 0) {
+                    item.cond = getTradeCondByCode(isUs, item.cond[0]);
+                }
+            }
+        }
+        return out;
     }
     /** Depth snapshot. wire: quote_depth */
     async getQuoteDepth(req) {
@@ -319,6 +330,7 @@ export class QuoteClient {
         while (acc.length < totalSize) {
             const sub = {
                 symbols: req.symbol ? [req.symbol] : undefined,
+                secType: req.secType,
                 period: req.period,
                 right: req.right,
                 beginTime,
@@ -369,7 +381,7 @@ export class QuoteClient {
     async getStockIndustry(req) {
         return this.callInto('stock_industry', req);
     }
-    /** Quote permission detail. wire: get_quote_permission */
+    /** Market data permission entries. wire: get_quote_permission */
     async getQuotePermission(req) {
         return this.callInto('get_quote_permission', req);
     }
@@ -380,9 +392,16 @@ export class QuoteClient {
     // ==========================================================================
     // Batch 4: option / future extensions
     // ==========================================================================
-    /** Option tick trades. wire: option_trade_tick */
+    /** Option tick trades. wire: option_trade_tick
+     *
+     * Server expects `biz_content` as a top-level JSON array (matches Java's
+     * `BatchApiModel` and Python's `MultipleContractParams.to_openapi_dict`).
+     * We unwrap the request here so the array is emitted directly instead of
+     * `{"contracts": [...]}`. Sending it as an object triggers
+     * `biz param error(failed to parse parameters in 'biz_content')`.
+     */
     async getOptionTradeTicks(req) {
-        return this.callInto('option_trade_tick', req);
+        return this.callInto('option_trade_tick', req.contracts ?? []);
     }
     /** Option intraday timeline. wire: option_timeline */
     async getOptionTimeline(req) {
@@ -421,10 +440,16 @@ export class QuoteClient {
         return this.callInto('future_main_contract', req);
     }
     /** Futures K-line. wire: future_kline
-     * beginTime / endTime default to -1 when unset (server requires them present). */
+     * beginTime / endTime default to -1 when unset (server requires them present).
+     * Server expects `contract_codes` (plural) — normalize singular `contractCode`
+     * to the plural form so callers can pass either shape. */
     async getFutureKline(req) {
+        const contractCodes = req.contractCodes
+            ?? (req.contractCode ? [req.contractCode] : undefined);
+        const { contractCode: _drop, ...rest } = req;
         const body = {
-            ...req,
+            ...rest,
+            ...(contractCodes ? { contractCodes } : {}),
             beginTime: req.beginTime ?? -1,
             endTime: req.endTime ?? -1,
         };
@@ -442,8 +467,9 @@ export class QuoteClient {
             endTime = -1;
         const acc = [];
         while (acc.length < totalSize) {
+            // Server rejects singular `contract_code` — send the plural form.
             const sub = {
-                contractCode: req.contractCode,
+                contractCodes: req.contractCode ? [req.contractCode] : undefined,
                 period: req.period,
                 beginTime,
                 endTime,
@@ -522,9 +548,30 @@ export class QuoteClient {
     async getWarrantFilter(req) {
         return this.callInto('warrant_filter', req);
     }
-    /** Industry list. wire: industry_list */
-    async getIndustryList(req) {
-        return this.callInto('industry_list', req);
+    /** Industry list. wire: industry_list
+     *
+     * `industryLevel` is required by the server — omitting it returns
+     * `industry level error, all supported is: [GSECTOR, GGROUP, GIND, GSUBIND]`.
+     * Defaults to `GGROUP` when unset, matching Python SDK's
+     * `IndustryLevel.GGROUP` default.
+     *
+     * Wire fields differ from other endpoints (see `IndustryItem`): server sends
+     * `nameCN` / `nameEN` / `industryLevel`. This method hydrates the
+     * backwards-compat `name` (from `nameEN || nameCN`) and mirrors
+     * `industryLevel` to `level` so existing callers keep working.
+     */
+    async getIndustryList(req = {}) {
+        const payload = { industryLevel: 'GGROUP', ...req };
+        const items = await this.callInto('industry_list', payload);
+        if (!Array.isArray(items))
+            return [];
+        for (const it of items) {
+            if (it.name === undefined)
+                it.name = it.nameEN || it.nameCN;
+            if (it.level === undefined)
+                it.level = it.industryLevel;
+        }
+        return items;
     }
     /** Stocks inside an industry. wire: industry_stock_list */
     async getIndustryStocks(req) {

package/dist/esm/trade/trade-client.js

@@ -109,14 +109,54 @@ export class TradeClient {
         });
     }
     // === Order operations ===
+    /**
+     * Prepare an order request for the wire.
+     *
+     * The gateway expects `algo_params` as a `[{tag, value}, ...]` array
+     * (matching the Python SDK's AlgoParams.to_dict serialization), not the
+     * plain object shape that reads naturally in TypeScript. This helper
+     * normalizes the object form into the array form on outbound payloads
+     * so callers can pass the natural object and TWAP/VWAP orders work end
+     * to end without wire-format workarounds.
+     *
+     * Fields with undefined/null values are dropped; empty algoParams
+     * becomes an empty array rather than being stripped, matching the
+     * Python SDK behavior when the user passes an empty AlgoParams().
+     */
+    marshalOrderForWire(order) {
+        const { algoParams, ...rest } = order;
+        const withAccount = { ...rest, account: this.account };
+        if (algoParams === undefined)
+            return withAccount;
+        // Already a tag/value array (advanced callers who want raw control)
+        if (Array.isArray(algoParams)) {
+            withAccount.algoParams = algoParams;
+            return withAccount;
+        }
+        // Object shape → tag/value array.
+        // Keys are converted to snake_case explicitly here (e.g. `startTime` →
+        // `start_time`) so they land correctly in the `tag` string that the
+        // gateway reads. `keysToSnakeCase` only rewrites object *keys*, not
+        // string *values*, so `tag` would be left camelCase if we didn't do
+        // this conversion ourselves.
+        const tagValues = [];
+        for (const [key, value] of Object.entries(algoParams)) {
+            if (value === undefined || value === null)
+                continue;
+            const snakeKey = key.replace(/[A-Z]/g, (c) => '_' + c.toLowerCase());
+            tagValues.push({ tag: snakeKey, value });
+        }
+        withAccount.algoParams = tagValues;
+        return withAccount;
+    }
     async placeOrder(order) {
-        return this.callInto('place_order', { ...order, account: this.account });
+        return this.callInto('place_order', this.marshalOrderForWire(order));
     }
     async previewOrder(order) {
-        return this.callInto('preview_order', { ...order, account: this.account });
+        return this.callInto('preview_order', this.marshalOrderForWire(order));
     }
     async modifyOrder(id, order) {
-        return this.callInto('modify_order', { ...order, account: this.account, id });
+        return this.callInto('modify_order', { ...this.marshalOrderForWire(order), id });
     }
     async cancelOrder(id, secretKey) {
         const params = { account: this.account, id };

package/dist/types/index.d.ts

@@ -35,5 +35,5 @@ export type { Position } from './model/position';
 export type { Asset, AssetSegment, PrimeAsset, PreviewResult, PlaceOrderResult, OrderIdResult, Transaction, ManagedAccount, AnalyticsAsset, AggregateAssets, EstimateTradableQuantity, ForexOrderResult, SegmentFund, SegmentFundAvailableItem, SegmentFundHistoryItem, FundDetails, FundingHistoryItem, PositionTransferRecord, PositionTransferDetail, PositionTransferExternalRecord, OptionExerciseCheckResult, OptionExercisePositionPageResult, OptionExerciseRecordPageResult, } from './model/trade';
 export type { OrdersRequest, GetOrderRequest, OrderTransactionsRequest, PositionsRequest, AssetsRequest, ManagedAccountsRequest, DerivativeContractsRequest, AnalyticsAssetRequest, AggregateAssetsRequest, EstimateTradableQuantityRequest, ForexOrderRequest, SegmentFundRequest, FundDetailsRequest, FundingHistoryRequest, PositionTransferRequest, PositionTransferRecordsRequest, PositionTransferDetailRequest, PositionTransferExternalRecordsRequest, OptionExerciseCheckRequest, OptionExercisePositionRequest, OptionExerciseSubmitRequest, OptionExerciseRecordsRequest, OptionExerciseCancelRequest, } from './model/trade-requests';
 export type { MarketState, Brief, Kline, KlineItem, Timeline, TimelineItem, TradeTick, TradeTickItem, Depth, DepthLevel, OptionExpiration, OptionChain, OptionChainRow, OptionSymbol, OptionChainFilter, OptionChainFilterGreeks, Range, FutureExchange, FutureContractInfo, FutureQuote, FutureKline, FutureKlineItem, FutureDepth, FutureTradeTickItem, FutureTradingTime, FinancialDailyItem, FinancialReportItem, CorporateAction, CorporateSymbolChange, CorporateDelisting, CorporateIPO, CapitalFlow, CapitalFlowItem, CapitalDistribution, ScannerResult, ScannerResultItem, QuotePermission, SymbolName, TradeMeta, StockDetail, StockBroker, StockBrokerItem, ShortInterest, StockIndustry, IndustryItem, IndustryStock, WarrantBrief, WarrantFilterResult, FundContractInfo, FundQuote, FundHistoryQuote, QuoteOvernight, KlineQuota, MarketScannerTag, MarketScannerTags, OptionAnalysis, OptionLeg, OptionVolatilityPoint, ExchangeRate, FinancialCurrency, BrokerDetail, TradingCalendarItem, FutureMainContractHistory, } from './model/quote';
-export type { BriefRequest, DepthQuoteRequest, TradeTickRequest, KlineRequest, KlineByPageRequest, FutureBriefRequest, FutureKlineRequest, FutureKlineByPageRequest, FutureTradeTicksRequest, FutureDepthRequest, FutureContractSingleRequest, FutureContinuousContractsRequest, FutureHistoryMainContractRequest, FutureTradingTimesRequest, AllFutureContractsRequest, OptionTradeTicksRequest, OptionTimelineRequest, OptionDepthRequest, OptionSymbolsRequest, OptionAnalysisRequest, OptionQueryItem, ShortInterestRequest, StockBrokerRequest, StockDetailsRequest, StockFundamentalRequest, StockIndustryRequest, StockDelayBriefsRequest, SymbolsRequest, TradeMetasRequest, TradeRankRequest, TimelineHistoryRequest, TradingCalendarRequest, KlineQuotaRequest, QuotePermissionRequest, QuoteOvernightRequest, IndustryListRequest, IndustryStocksRequest, FundSymbolsRequest, FundContractsRequest, FundQuoteRequest, FundHistoryQuoteRequest, WarrantBriefsRequest, WarrantFilterRequest, MarketScannerTagsRequest, FinancialCurrencyRequest, FinancialExchangeRateRequest, } from './model/quote-requests';
+export type { BriefRequest, DepthQuoteRequest, TradeTickRequest, KlineRequest, KlineByPageRequest, TimelineRequest, FutureBriefRequest, FutureKlineRequest, FutureKlineByPageRequest, FutureTradeTicksRequest, FutureDepthRequest, FutureContractSingleRequest, FutureContinuousContractsRequest, FutureHistoryMainContractRequest, FutureTradingTimesRequest, AllFutureContractsRequest, OptionTradeTicksRequest, OptionTimelineRequest, OptionDepthRequest, OptionSymbolsRequest, OptionAnalysisRequest, OptionQueryItem, ShortInterestRequest, StockBrokerRequest, StockDetailsRequest, StockFundamentalRequest, StockIndustryRequest, StockDelayBriefsRequest, SymbolsRequest, TradeMetasRequest, TradeRankRequest, TimelineHistoryRequest, TradingCalendarRequest, KlineQuotaRequest, QuotePermissionRequest, QuoteOvernightRequest, IndustryListRequest, IndustryStocksRequest, FundSymbolsRequest, FundContractsRequest, FundQuoteRequest, FundHistoryQuoteRequest, WarrantBriefsRequest, WarrantFilterRequest, MarketScannerTagsRequest, FinancialCurrencyRequest, FinancialExchangeRateRequest, } from './model/quote-requests';
 export { OrderStatus, SecurityType, OrderType, TimeInForce, Market, Currency, QuoteRight, SegmentType, OrderSortBy, CorporateActionType, IndustryLevel, SortDirection, OptionAnalysisPeriod, FinancialReportPeriod, Language, License, BarPeriod, orderStatusCode, } from './model/enums';

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

@@ -12,11 +12,28 @@ export interface OrderLeg {
     timeInForce?: string;
     quantity?: number;
 }
-/** Algo order parameters — response side */
+/**
+ * Algo order parameters — response side.
+ *
+ * The response shape flattens the [{tag, value}, ...] wire form into an
+ * object, and the server historically emits `startTime` / `endTime` as
+ * epoch-ms numbers (matching what the request side sends). Some legacy
+ * paths still return the raw string; accept both.
+ *
+ * Note: `algoStrategy` on the response side is server-echoed; on the
+ * request side it lives on `OrderRequest`, not `AlgoParamsRequest`.
+ */
 export interface AlgoParams {
     algoStrategy?: string;
-    startTime?: string;
-    endTime?: string;
+    /** Epoch-ms; server may echo as string on legacy paths */
+    startTime?: number | string;
+    /** Epoch-ms; server may echo as string on legacy paths */
+    endTime?: number | string;
+    /** Whether to minimize trade count (VWAP) */
+    noTakeLiq?: boolean;
+    /** Whether to allow completion after end_time (TWAP / VWAP) */
+    allowPastEndTime?: boolean;
+    /** Participation rate 0.01–0.5 (VWAP only) */
     participationRate?: number;
 }
 /** Order response model (returned by order query methods). */
@@ -135,10 +152,18 @@ export interface OrderRequest {
     checkIntervals?: number;
     /** 冰山单：价格类型（LIMIT_PRICE / ASK_PRICE / BID_PRICE / LATEST_PRICE） */
     priceType?: string;
-    /** 冰山单：生效开始时间（epoch ms） */
-    startTime?: number;
-    /** 冰山单：生效结束时间（epoch ms） */
-    endTime?: number;
+    /**
+     * 冰山单：生效开始时间（epoch ms）。
+     * Wire note: the gateway accepts both `number` (epoch ms) and `string`
+     * (epoch ms as string) for ICEBERG orders; `number | string` keeps
+     * TypeScript callers who pass `String(now)` from hitting a compile error.
+     */
+    startTime?: number | string;
+    /**
+     * 冰山单：生效结束时间（epoch ms）。
+     * Same dual-type note as `startTime` above.
+     */
+    endTime?: number | string;
     /** GTD 到期时间（epoch ms） */
     expireTime?: number;
     /** 盘后委托价格 */
@@ -180,6 +205,17 @@ export interface OrderRequest {
     contractLegs?: ContractLegRequest[];
     /** 组合单类型（如 MLEG） */
     comboType?: string;
+    /**
+     * Algo strategy name for TWAP / VWAP orders (e.g. `'TWAP'`, `'VWAP'`).
+     * Lives on `OrderRequest`, not inside `algoParams` — the Python SDK
+     * places it at the top-level order object, and the gateway expects
+     * `algo_strategy` as a sibling of `algo_params`.
+     *
+     * Note: `AlgoParamsRequest` intentionally omits this field (see its
+     * doc-comment). Pass `algoStrategy` here and `algoParams` as the
+     * companion object.
+     */
+    algoStrategy?: string;
 }
 /** Single leg of a multi-leg option order (MLEG) */
 export interface ContractLegRequest {
@@ -198,10 +234,25 @@ export interface OrderLegRequest {
     timeInForce?: string;
     quantity?: number;
 }
-/** Algo parameters for request side */
+/**
+ * Algo parameters for request side (TWAP / VWAP).
+ *
+ * Fields match the Python SDK's AlgoParams. On the wire, the SDK marshals
+ * this object into the `[{tag, value}, ...]` array shape the gateway
+ * expects — callers should just pass the natural object.
+ *
+ * `algoStrategy` is intentionally not here: it lives on the parent
+ * `OrderRequest`, not inside `algoParams`.
+ */
 export interface AlgoParamsRequest {
-    algoStrategy?: string;
-    startTime?: string;
-    endTime?: string;
+    /** Epoch-ms start time (TWAP / VWAP only) */
+    startTime?: number;
+    /** Epoch-ms end time (TWAP / VWAP only) */
+    endTime?: number;
+    /** Try to minimize trade count (VWAP only) */
+    noTakeLiq?: boolean;
+    /** Allow completing after end_time (TWAP / VWAP only) */
+    allowPastEndTime?: boolean;
+    /** Participation rate 0.01–0.5 (VWAP only) */
     participationRate?: number;
 }

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

@@ -27,6 +27,7 @@ export interface TradeTickRequest {
     beginIndex?: number;
     endIndex?: number;
     limit?: number;
+    tradeSession?: string;
     lang?: string;
 }
 /** Real-time futures quotes. wire: future_brief */
@@ -80,6 +81,7 @@ export interface KlineRequest {
 /** K-line client-side pagination wrapper. */
 export interface KlineByPageRequest {
     symbol?: string;
+    secType?: string;
     period?: string;
     beginTime?: number;
     endTime?: number;
@@ -89,6 +91,11 @@ export interface KlineByPageRequest {
     lang?: string;
     tradeSession?: string;
 }
+/** Intraday timeline request. wire: timeline */
+export interface TimelineRequest {
+    symbols?: string[];
+    secType?: string;
+}
 /** Historical intraday timeline. wire: history_timeline */
 export interface TimelineHistoryRequest {
     symbols?: string[];
@@ -134,7 +141,7 @@ export interface KlineQuotaRequest {
     withDetails?: boolean;
     lang?: string;
 }
-/** Quote permission detail. wire: get_quote_permission */
+/** Market data permission entry request. wire: get_quote_permission */
 export interface QuotePermissionRequest {
     beginDate?: string;
     endDate?: string;
@@ -154,9 +161,21 @@ export interface OptionQueryItem {
     endIndex?: number;
     pageToken?: string;
 }
-/** Option tick trades. wire: option_trade_tick */
+/** Option tick trades. wire: option_trade_tick
+ *
+ * **Wire contract:** the server expects `biz_content` to be a **top-level
+ * JSON array** (`[{symbol, expiry, ...}, ...]`), not `{"contracts": [...]}`.
+ * This matches Java (`BatchApiModel.items` serialized directly) and Python
+ * (`MultipleContractParams.to_openapi_dict` returns a list).
+ *
+ * The client unwraps `contracts` before serialization; sending it as an
+ * object caused `biz param error(failed to parse parameters in 'biz_content')`.
+ * `lang` is retained for API symmetry but is not sent on the wire — the
+ * gateway has no `lang` input for this method.
+ */
 export interface OptionTradeTicksRequest {
     contracts?: OptionQueryItem[];
+    /** Retained for API symmetry; wire is a top-level array, so `lang` is not sent. */
     lang?: string;
 }
 /** Option intraday timeline. wire: option_timeline */

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

@@ -37,6 +37,7 @@ export interface Brief {
 export interface KlineItem {
     time: number;
     volume: number;
+    volumeDecimal?: number | null;
     open: number;
     close: number;
     high: number;
@@ -52,6 +53,7 @@ export interface Kline {
 export interface TimelineItem {
     time: number;
     volume: number;
+    volumeDecimal?: number | null;
     price: number;
     avgPrice: number;
 }
@@ -71,6 +73,9 @@ export interface TradeTickItem {
     volume: number;
     price: number;
     type: string;
+    partCode?: string;
+    partName?: string;
+    cond?: string;
 }
 export interface TradeTick {
     symbol: string;
@@ -116,6 +121,12 @@ export interface OptionLeg {
     theta?: number;
     vega?: number;
     rho?: number;
+    markPrice?: number;
+    preMarkPrice?: number;
+    markTimestamp?: number;
+    midPrice?: number;
+    preMidPrice?: number;
+    midTimestamp?: number;
 }
 export interface OptionChainRow {
     put?: OptionLeg;
@@ -328,20 +339,39 @@ export interface FinancialDailyRequest {
     beginDate: string;
     endDate: string;
 }
+/**
+ * Financial report request.
+ *
+ * **Wire types (breaking):** `beginDate` / `endDate` are epoch-ms integers,
+ * not date strings. Python SDK converts via `date_str_to_timestamp` before
+ * sending; sending raw strings makes the gateway reject with
+ * `biz param error(failed to parse parameters in 'biz_content')`.
+ */
 export interface FinancialReportRequest {
     symbols: string[];
     market: string;
     fields: string[];
     periodType: string;
-    beginDate?: string;
-    endDate?: string;
+    /** epoch-ms start time */
+    beginDate?: number;
+    /** epoch-ms end time */
+    endDate?: number;
 }
+/**
+ * Corporate action request.
+ *
+ * **Wire types (breaking):** `beginDate` / `endDate` are epoch-ms integers,
+ * matching `FinancialReportRequest`. Server rejects string dates with
+ * `biz param error(failed to parse parameters in 'biz_content')`.
+ */
 export interface CorporateActionRequest {
     symbols: string[];
     market: string;
     actionType: string;
-    beginDate?: string;
-    endDate?: string;
+    /** epoch-ms start time */
+    beginDate?: number;
+    /** epoch-ms end time */
+    endDate?: number;
 }
 export interface FutureKlineRequest {
     contractCodes: string[];
@@ -552,10 +582,32 @@ export interface WarrantFilterResult {
     pageSize?: number;
     page?: number;
 }
-/** Industry list row (industry_list). */
+/**
+ * Industry list row (industry_list).
+ *
+ * **Wire fields (breaking):** the server returns `nameCN` / `nameEN` /
+ * `industryLevel`, not `name` / `level` (matches Python SDK's
+ * `IndustryListResponse` which reads `ind.get('nameCN')`,
+ * `ind.get('nameEN')`, `ind.get('industryLevel')`).
+ * Since responses come back already-camelCase (no snake→camel step) and the
+ * server keeps `nameCN` / `nameEN` in mixed case, the fields are exposed
+ * exactly as sent.
+ *
+ * `name` and `level` are backwards-compat aliases populated by
+ * `getIndustryList` after the raw response is decoded — `name` mirrors
+ * `nameEN || nameCN`, `level` mirrors `industryLevel`.
+ */
 export interface IndustryItem {
     id?: string;
+    /** Chinese name. Wire: `nameCN`. */
+    nameCN?: string;
+    /** English name. Wire: `nameEN`. */
+    nameEN?: string;
+    /** Industry level. Wire: `industryLevel`. */
+    industryLevel?: string;
+    /** Convenience alias: `nameEN || nameCN`. Populated by `getIndustryList`. */
     name?: string;
+    /** @deprecated Use `industryLevel`. Mirrored by `getIndustryList` for back-compat. */
     level?: string;
 }
 /** Stock belonging to an industry (industry_stock_list). */
@@ -573,12 +625,15 @@ export interface TradingCalendarItem {
     isTrading?: boolean;
     sessionType?: string;
 }
+/** Single day's FX rate value within an ExchangeRate.dailyValueList entry. */
+export interface ExchangeRateDailyValue {
+    date?: number;
+    value?: number;
+}
 /** FX rate (financial_exchange_rate). */
 export interface ExchangeRate {
     currency?: string;
-    date?: string;
-    rate?: number;
-    baseCurrency?: string;
+    dailyValueList?: ExchangeRateDailyValue[];
 }
 /** Financial currency per symbol (financial_currency). */
 export interface FinancialCurrency {
@@ -589,17 +644,19 @@ export interface FinancialCurrency {
 /** Overnight quote (quote_overnight). */
 export interface QuoteOvernight {
     symbol?: string;
+    latestPrice?: number;
+    askPrice?: number;
+    askSize?: number;
+    bidPrice?: number;
+    bidSize?: number;
     preClose?: number;
-    open?: number;
-    close?: number;
-    high?: number;
-    low?: number;
     volume?: number;
     amount?: number;
+    timestamp?: number;
+    tradingStatus?: number;
     change?: number;
     changeRate?: number;
-    beginTime?: number;
-    endTime?: number;
+    amplitude?: number;
 }
 /** Single market-scanner tag. */
 export interface MarketScannerTag {

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

@@ -157,6 +157,14 @@ export interface SegmentFundRequest {
     limit?: number;
     lang?: string;
 }
+/**
+ * Fund details request. wire: fund_details
+ *
+ * **Wire types (breaking):** `startDate` / `endDate` are yyyy-MM-dd date
+ * strings, not epoch-ms integers. Java's `FundDetailsModel` exposes them
+ * as `String startDate` / `String endDate`; sending epoch-ms causes
+ * `parse 'start_date' error, supported format: 'yyyy-MM-dd'`.
+ */
 export interface FundDetailsRequest {
     account?: string;
     /** Institution account secret key. Overrides the default set in ClientConfig; omit to use the config default. */
@@ -164,10 +172,10 @@ export interface FundDetailsRequest {
     segTypes?: string[];
     fundType?: string;
     currency?: string;
-    /** 毫秒时间戳 */
-    startDate?: number;
-    /** 毫秒时间戳 */
-    endDate?: number;
+    /** yyyy-MM-dd 日期字符串 */
+    startDate?: string;
+    /** yyyy-MM-dd 日期字符串 */
+    endDate?: string;
     limit?: number;
     pageToken?: string;
     lang?: string;

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

@@ -160,8 +160,18 @@ export interface EstimateTradableQuantity {
     cashBuyingPower?: number;
     currency?: string;
 }
+/**
+ * Forex order response.
+ *
+ * Server returns `id` as a JSON number (matches `PlaceOrderResult.id`).
+ * The Rust / Go SDKs confirmed this on live integ — earlier the type here
+ * was `string`, which the loose JS typing silently accepted while Rust /
+ * Go crashed on the mismatch. Kept as `number | string` for backward
+ * compatibility with any caller relying on the old typing.
+ */
 export interface ForexOrderResult {
-    id?: string;
+    /** int64 forex order ID; may be a string when exceeding Number.MAX_SAFE_INTEGER */
+    id?: number | string;
     status?: string;
     sourceCurrency?: string;
     targetCurrency?: string;

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

@@ -1,9 +1,3 @@
-/**
- * 推送回调函数类型定义（Protobuf 协议）
- *
- * 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 } from './pb/QuoteData';
 import type { QuoteDepthData } from './pb/QuoteDepthData';
 import type { TradeTickData } from './pb/TradeTickData';
@@ -15,10 +9,11 @@ import type { OrderTransactionData } from './pb/OrderTransactionData';
 import type { StockTopData } from './pb/StockTopData';
 import type { OptionTopData } from './pb/OptionTopData';
 import type { KlineData } from './pb/KlineData';
+import type { PushTradeTick } from './tick-util';
 /** 所有回调函数的集合 */
 export interface Callbacks {
     onQuote?: (data: QuoteData) => void;
-    onTick?: (data: TradeTickData) => void;
+    onTick?: (data: PushTradeTick) => void;
     onDepth?: (data: QuoteDepthData) => void;
     onOption?: (data: QuoteData) => void;
     onFuture?: (data: QuoteData) => void;
@@ -36,3 +31,4 @@ export interface Callbacks {
     onError?: (err: Error) => void;
     onKickout?: (message: string) => void;
 }
+export type { TradeTickData };

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

@@ -4,6 +4,7 @@
 export { SubjectType } from './push-message';
 export * from './callbacks';
 export * from './varint';
+export * from './tick-util';
 export * from './proto-message';
 export { PushClient, ConnectionState } from './push-client';
 export type { PushClientOptions, TLSSocketLike, TLSSocketFactory } from './push-client';

package/dist/types/push/tick-util.d.ts

@@ -0,0 +1,30 @@
+import type { TradeTickData } from './pb/TradeTickData';
+/** Returns the full exchange name for a partCode letter, or the raw code if unknown. */
+export declare function getPartNameByCode(code: string): string;
+/** Returns the short exchange name for a partCode letter, or the raw code if unknown. */
+export declare function getPartShortNameByCode(code: string): string;
+/** Resolves a raw cond character to a readable string. */
+export declare function getTradeCondByCode(isUs: boolean, ch: string): string;
+/** Reports whether symbol is a US stock (uppercase letters, optional dot suffix). */
+export declare function isUsStockSymbol(symbol: string): boolean;
+/** Single decoded tick from a push message. */
+export interface PushTick {
+    sn: number;
+    time: number;
+    price: number;
+    volume: number;
+    tickType: string;
+    cond: string;
+    partCode: string;
+    partName: string;
+}
+/** Decoded push trade tick message — equivalent to Java TradeTick. */
+export interface PushTradeTick {
+    symbol: string;
+    secType: string;
+    quoteLevel: string;
+    timestamp: number;
+    ticks: PushTick[];
+}
+/** Decodes a TradeTickData pb message into a PushTradeTick with resolved partCode/partName. */
+export declare function convertTradeTick(src: TradeTickData): PushTradeTick;