@tigeropenapi/tigeropen 0.5.4 → 0.5.7

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

@@ -23,6 +23,7 @@ export interface Brief {
     bidPrice?: number;
     bidSize?: number;
     volume?: number;
+    amount?: number;
     status?: string;
     adjPreClose?: number;
     change?: number;
@@ -37,6 +38,7 @@ export interface Brief {
 export interface KlineItem {
     time: number;
     volume: number;
+    volumeDecimal?: number | null;
     open: number;
     close: number;
     high: number;
@@ -52,6 +54,7 @@ export interface Kline {
 export interface TimelineItem {
     time: number;
     volume: number;
+    volumeDecimal?: number | null;
     price: number;
     avgPrice: number;
 }
@@ -71,6 +74,9 @@ export interface TradeTickItem {
     volume: number;
     price: number;
     type: string;
+    partCode?: string;
+    partName?: string;
+    cond?: string;
 }
 export interface TradeTick {
     symbol: string;
@@ -116,6 +122,12 @@ 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 +340,39 @@ 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 +583,32 @@ 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 +626,15 @@ 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 +645,19 @@ 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

@@ -72,6 +72,7 @@ export interface PositionsRequest {
     expiry?: string;
     strike?: string;
     right?: string;
+    /** 资产行情类型枚举名: ETH / RTH / OVERNIGHT (wire: asset_quote_type) */
     assetQuoteType?: string;
     lang?: string;
 }
@@ -82,6 +83,8 @@ export interface AssetsRequest {
     subAccounts?: string[];
     segment?: boolean;
     marketValue?: boolean;
+    /** 资产行情类型枚举名: ETH / RTH / OVERNIGHT (wire: asset_quote_type) */
+    assetQuoteType?: string;
     lang?: string;
 }
 export interface ManagedAccountsRequest {
@@ -115,6 +118,8 @@ export interface AggregateAssetsRequest {
     secretKey?: string;
     baseCurrency?: string;
     segType?: string;
+    /** 资产行情类型枚举名: ETH / RTH / OVERNIGHT (wire: asset_quote_type) */
+    assetQuoteType?: string;
     lang?: string;
 }
 export interface EstimateTradableQuantityRequest {
@@ -157,6 +162,14 @@ 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 +177,10 @@ 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';
+export type { PushClientOptions, AccountSubscribeOptions, TLSSocketLike, TLSSocketFactory, } from './push-client';

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

@@ -21,6 +21,7 @@ export interface Request_Subscribe {
     symbols?: string | undefined;
     account?: string | undefined;
     market?: string | undefined;
+    assetQuoteType?: string | undefined;
 }
 export declare const Request: MessageFns<Request>;
 export declare const Request_Connect: MessageFns<Request_Connect>;

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

@@ -17,8 +17,11 @@ export declare function buildConnectMessage(tigerId: string, sign: string, sdkVe
 export declare function buildHeartBeatMessage(): Request;
 /**
  * 构建 SUBSCRIBE 请求消息
+ *
+ * @param assetQuoteType 资产行情类型枚举名（ETH / RTH / OVERNIGHT），
+ *   仅对 Asset / Position 两种订阅有意义，其余场景传 undefined
  */
-export declare function buildSubscribeMessage(dataType: SocketCommon_DataType, symbols?: string, account?: string, market?: string): Request;
+export declare function buildSubscribeMessage(dataType: SocketCommon_DataType, symbols?: string, account?: string, market?: string, assetQuoteType?: string): Request;
 /**
  * 构建 UNSUBSCRIBE 请求消息
  */

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

@@ -7,6 +7,18 @@ export declare enum ConnectionState {
     Connecting = 1,
     Connected = 2
 }
+/**
+ * Options for account-level subscriptions (asset / position).
+ *
+ * `assetQuoteType` 用于选择资产/持仓推送的行情口径,通过重载传入,
+ * 老的 `subscribeAsset(account?)` / `subscribePosition(account?)` 签名保持不变。
+ */
+export interface AccountSubscribeOptions {
+    /** Account to subscribe; omit to use the account from ClientConfig. */
+    account?: string;
+    /** 资产行情类型枚举名: ETH / RTH / OVERNIGHT,省略则由服务端取默认值 */
+    assetQuoteType?: string;
+}
 /** PushClient configuration options */
 export interface PushClientOptions {
     pushHost?: string;
@@ -51,6 +63,8 @@ export declare class PushClient {
     private subscriptions;
     /** Account-level subscriptions: subject -> account string used at subscribe time */
     private accountSubs;
+    /** Account-level subscriptions: subject -> assetQuoteType used at subscribe time (reconnect replay) */
+    private accountSubQuoteTypes;
     private heartbeatTimer;
     private reconnectTimer;
     private stopped;
@@ -150,12 +164,31 @@ export declare class PushClient {
     subscribeMarket(market: string): void;
     /** Unsubscribe from market status (v0.4.0). */
     unsubscribeMarket(market: string): void;
+    /**
+     * Shared implementation for the account/options overloads of
+     * subscribeAsset / subscribePosition.
+     */
+    private subscribeAccount;
     /** Subscribe to asset changes */
     subscribeAsset(account?: string): void;
+    /**
+     * Subscribe to asset changes with extra options.
+     *
+     * @example
+     * client.subscribeAsset({ assetQuoteType: 'OVERNIGHT' });
+     */
+    subscribeAsset(options: AccountSubscribeOptions): void;
     /** Unsubscribe from asset changes */
     unsubscribeAsset(): void;
     /** Subscribe to position changes */
     subscribePosition(account?: string): void;
+    /**
+     * Subscribe to position changes with extra options.
+     *
+     * @example
+     * client.subscribePosition({ assetQuoteType: 'OVERNIGHT' });
+     */
+    subscribePosition(options: AccountSubscribeOptions): void;
     /** Unsubscribe from position changes */
     unsubscribePosition(): void;
     /** Subscribe to order status */

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;

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

@@ -9,7 +9,7 @@ import { HttpClient } from '../client/http-client';
 import type { ClientConfig } from '../config/client-config';
 import type { TokenManager } from '../config/token-manager';
 import type { MarketState, Brief, Kline, KlineItem, Timeline, TradeTick, Depth, OptionExpiration, OptionChain, OptionChainFilter, FutureExchange, FutureContractInfo, FutureQuote, FutureKline, FutureKlineItem, FinancialDailyItem, FinancialReportItem, CorporateAction, CorporateSymbolChange, CorporateDelisting, CorporateIPO, CapitalFlow, CapitalDistribution, ScannerResult, QuotePermission, MarketScannerRequest, SymbolName, TradeMeta, StockDetail, StockBroker, StockIndustry, TradeRankItem, ShortInterest, KlineQuota, OptionAnalysis, OptionSymbol, FutureMainContractHistory, FutureTradingTime, FutureTradeTickItem, FutureDepth, WarrantBrief, WarrantFilterResult, IndustryItem, IndustryStock, TradingCalendarItem, ExchangeRate, FinancialCurrency, QuoteOvernight, MarketScannerTagGroup, FundContractInfo, FundQuote, FundHistoryQuote, FinancialDailyRequest, FinancialReportRequest, CorporateActionRequest } from '../model/quote';
-import type { BriefRequest, DepthQuoteRequest, TradeTickRequest, FutureBriefRequest, SymbolsRequest, TradeMetasRequest, StockDetailsRequest, StockDelayBriefsRequest, KlineRequest, KlineByPageRequest, TimelineHistoryRequest, TradeRankRequest, ShortInterestRequest, StockBrokerRequest, StockFundamentalRequest, StockIndustryRequest, KlineQuotaRequest, QuotePermissionRequest, OptionTradeTicksRequest, OptionTimelineRequest, OptionDepthRequest, OptionSymbolsRequest, OptionAnalysisRequest, FutureContractSingleRequest, AllFutureContractsRequest, FutureContinuousContractsRequest, FutureHistoryMainContractRequest, FutureKlineRequest, FutureKlineByPageRequest, FutureTradeTicksRequest, FutureDepthRequest, FutureTradingTimesRequest, FundSymbolsRequest, FundContractsRequest, FundQuoteRequest, FundHistoryQuoteRequest, WarrantBriefsRequest, WarrantFilterRequest, IndustryListRequest, IndustryStocksRequest, TradingCalendarRequest, FinancialExchangeRateRequest, FinancialCurrencyRequest, MarketScannerTagsRequest, QuoteOvernightRequest } from '../model/quote-requests';
+import type { BriefRequest, DepthQuoteRequest, TradeTickRequest, FutureBriefRequest, SymbolsRequest, TradeMetasRequest, StockDetailsRequest, StockDelayBriefsRequest, KlineRequest, KlineByPageRequest, TimelineRequest, TimelineHistoryRequest, TradeRankRequest, ShortInterestRequest, StockBrokerRequest, StockFundamentalRequest, StockIndustryRequest, KlineQuotaRequest, QuotePermissionRequest, OptionTradeTicksRequest, OptionTimelineRequest, OptionDepthRequest, OptionSymbolsRequest, OptionAnalysisRequest, FutureContractSingleRequest, AllFutureContractsRequest, FutureContinuousContractsRequest, FutureHistoryMainContractRequest, FutureKlineRequest, FutureKlineByPageRequest, FutureTradeTicksRequest, FutureDepthRequest, FutureTradingTimesRequest, FundSymbolsRequest, FundContractsRequest, FundQuoteRequest, FundHistoryQuoteRequest, WarrantBriefsRequest, WarrantFilterRequest, IndustryListRequest, IndustryStocksRequest, TradingCalendarRequest, FinancialExchangeRateRequest, FinancialCurrencyRequest, MarketScannerTagsRequest, QuoteOvernightRequest } from '../model/quote-requests';
 /**
  * Parse an OCC-style option identifier like "AAPL  260619C00150000"
  * into its component parts.
@@ -57,6 +57,7 @@ export declare class QuoteClient {
     getBrief(req: BriefRequest): Promise<Brief[]>;
     getKline(req: KlineRequest): Promise<Kline[]>;
     getTimeline(symbols: string[]): Promise<Timeline[]>;
+    getTimeline(req: TimelineRequest): Promise<Timeline[]>;
     /** Tick-by-tick trades. wire: trade_tick */
     getTradeTick(req: TradeTickRequest): Promise<TradeTick[]>;
     /** Depth snapshot. wire: quote_depth */
@@ -129,11 +130,18 @@ export declare class QuoteClient {
     getStockFundamental(req: StockFundamentalRequest): Promise<Record<string, unknown>>;
     /** Stock industry classification (array). wire: stock_industry */
     getStockIndustry(req: StockIndustryRequest): Promise<StockIndustry[]>;
-    /** Quote permission detail. wire: get_quote_permission */
+    /** Market data permission entries. wire: get_quote_permission */
     getQuotePermission(req: QuotePermissionRequest): Promise<QuotePermission[]>;
     /** K-line quota usage. wire: kline_quota */
     getKlineQuota(req: KlineQuotaRequest): Promise<KlineQuota[]>;
-    /** 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')`.
+     */
     getOptionTradeTicks(req: OptionTradeTicksRequest): Promise<TradeTick[]>;
     /** Option intraday timeline. wire: option_timeline */
     getOptionTimeline(req: OptionTimelineRequest): Promise<Timeline[]>;
@@ -154,7 +162,9 @@ export declare class QuoteClient {
     /** Historical main contracts. wire: future_main_contract */
     getFutureHistoryMainContract(req: FutureHistoryMainContractRequest): Promise<FutureMainContractHistory[]>;
     /** 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. */
     getFutureKline(req: FutureKlineRequest): Promise<FutureKline[]>;
     /** Client-side paginated futures K-line fetch. */
     getFutureKlineByPage(req: FutureKlineByPageRequest): Promise<FutureKlineItem[]>;
@@ -180,8 +190,19 @@ export declare class QuoteClient {
     getWarrantBriefs(req: WarrantBriefsRequest): Promise<WarrantBrief[]>;
     /** Warrant filter (paged). wire: warrant_filter */
     getWarrantFilter(req: WarrantFilterRequest): Promise<WarrantFilterResult | undefined>;
-    /** Industry list. wire: industry_list */
-    getIndustryList(req: IndustryListRequest): Promise<IndustryItem[]>;
+    /** 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.
+     */
+    getIndustryList(req?: IndustryListRequest): Promise<IndustryItem[]>;
     /** Stocks inside an industry. wire: industry_stock_list */
     getIndustryStocks(req: IndustryStocksRequest): Promise<IndustryStock[]>;
     /** Corporate split (flattened). wire: corporate_action (action_type=split) */

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

@@ -51,6 +51,21 @@ export declare class TradeClient {
      * `symbol` is the underlying (e.g. "AAPL"); `expiry` is "YYYYMMDD".
      */
     getQuoteContract(symbol: string, secType: string, expiry: string): Promise<Contract[]>;
+    /**
+     * 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().
+     */
+    private marshalOrderForWire;
     placeOrder(order: OrderRequest): Promise<PlaceOrderResult | undefined>;
     previewOrder(order: OrderRequest): Promise<PreviewResult | undefined>;
     modifyOrder(id: number | string, order: OrderRequest): Promise<OrderIdResult | undefined>;
@@ -91,9 +106,15 @@ export declare class TradeClient {
     getOrderTransactions(req: OrderTransactionsRequest): Promise<Transaction[]>;
     /** Query positions. v0.4.0: supports Symbol / SecType / Currency / Market filters. */
     getPositions(req?: PositionsRequest): Promise<Position[]>;
-    /** Query assets. v0.4.0: supports sub-account list and aggregation options. */
+    /**
+     * Query assets. v0.4.0: supports sub-account list and aggregation options.
+     * `assetQuoteType`(ETH / RTH / OVERNIGHT) 选择资产行情口径。
+     */
     getAssets(req?: AssetsRequest): Promise<Asset[]>;
-    /** Query prime assets. v0.4.0: takes AssetsRequest for filters. */
+    /**
+     * Query prime assets. v0.4.0: takes AssetsRequest for filters.
+     * `assetQuoteType`(ETH / RTH / OVERNIGHT) 选择资产行情口径。
+     */
     getPrimeAssets(req?: AssetsRequest): Promise<PrimeAsset | undefined>;
     /** Query managed sub-accounts (institutional). */
     getManagedAccounts(req?: ManagedAccountsRequest): Promise<ManagedAccount[]>;
@@ -104,7 +125,10 @@ export declare class TradeClient {
     getDerivativeContracts(req: DerivativeContractsRequest): Promise<Contract[]>;
     /** Daily P&L / net-value / holding-value analytics. */
     getAnalyticsAsset(req: AnalyticsAssetRequest): Promise<AnalyticsAsset[]>;
-    /** Aggregate assets (prime) by base currency. */
+    /**
+     * Aggregate assets (prime) by base currency.
+     * `assetQuoteType`(ETH / RTH / OVERNIGHT) 选择资产行情口径。
+     */
     getAggregateAssets(req?: AggregateAssetsRequest): Promise<AggregateAssets | undefined>;
     /** Estimate tradable quantity given order parameters. */
     getEstimateTradableQuantity(req: EstimateTradableQuantityRequest): Promise<EstimateTradableQuantity | undefined>;

package/dist/types/version.d.ts

@@ -1 +1 @@
-export declare const SDK_VERSION = "0.4.8";
+export declare const SDK_VERSION = "0.5.7";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tigeropenapi/tigeropen",
-  "version": "0.5.4",
+  "version": "0.5.7",
   "description": "Tiger Brokers OpenAPI TypeScript SDK for market data, trading, and real-time push",
   "main": "./dist/cjs/index.js",
   "module": "./dist/esm/index.js",
@@ -24,13 +24,16 @@
     "url": "https://github.com/tigerfintech/openapi-typescript-sdk/issues"
   },
   "scripts": {
-    "build": "tsc -p tsconfig.json && tsc -p tsconfig.cjs.json && node scripts/fix-esm-imports.mjs",
-    "build:esm": "tsc -p tsconfig.json",
+    "build": "node scripts/sync-version.mjs && tsc -p tsconfig.json && tsc -p tsconfig.cjs.json && node scripts/fix-esm-imports.mjs",
+    "build:esm": "tsc -p tsconfig.json && node scripts/fix-esm-imports.mjs",
     "build:cjs": "tsc -p tsconfig.cjs.json",
     "prepublishOnly": "npm run build",
     "publish:all": "npm run build && npm publish --registry https://registry.npmjs.org --access public && npm pkg set name=tigeropen && npm publish --registry https://registry.npmjs.org && npm pkg set name=@tigeropenapi/tigeropen",
     "test": "vitest run",
+    "test:unit": "vitest run --config vitest.config.ts",
+    "test:integ": "TIGER_RUN_INTEG=true vitest run --config vitest.integ.config.ts",
     "test:watch": "vitest",
+    "sync-version": "node scripts/sync-version.mjs",
     "clean": "rm -rf dist",
     "proto:generate": "protoc --plugin=./node_modules/.bin/protoc-gen-ts_proto --ts_proto_out=./src/push/pb --ts_proto_opt=esModuleInterop=true,outputEncodeMethods=true,outputJsonMethods=false,outputClientImpl=false -I=./proto ./proto/*.proto"
   },
@@ -56,5 +59,6 @@
   },
   "dependencies": {
     "@bufbuild/protobuf": "^2.12.0"
-  }
+  },
+  "gitHead": "3655981845c4255e6b9f48d629e874dc3b0b699b"
 }