nsekit 0.1.0

package/dist/brokers/finvasia/finvasia-mapper.d.ts

@@ -0,0 +1,120 @@
+/**
+ * Finvasia (Shoonya) mapper.
+ * Pure functions that translate between unified nsekit types and Shoonya API formats.
+ * No side effects, no I/O.
+ */
+import type { UnifiedOrderParams, UnifiedPosition, UnifiedOrder, UnifiedTick, UnifiedHolding, Quote } from '../../types/broker';
+export interface ShoonyaOrderParams {
+    uid: string;
+    actid: string;
+    exch: string;
+    tsym: string;
+    qty: string;
+    prc: string;
+    trgprc?: string;
+    prd: string;
+    trantype: string;
+    prctyp: string;
+    ret: string;
+    dscqty?: string;
+    remarks?: string;
+}
+export interface ShoonyaPosition {
+    tsym: string;
+    exch: string;
+    prd: string;
+    netqty: string;
+    daybuyqty: string;
+    daysellqty: string;
+    netavgprc: string;
+    lp: string;
+    rpnl: string;
+    urmtom: string;
+    token: string;
+    [key: string]: unknown;
+}
+export interface ShoonyaOrder {
+    norenordno: string;
+    exch_tm?: string;
+    tsym: string;
+    exch: string;
+    trantype: string;
+    prctyp: string;
+    prd: string;
+    qty: string;
+    fillshares?: string;
+    prc: string;
+    trgprc?: string;
+    avgprc?: string;
+    status: string;
+    ret: string;
+    remarks?: string;
+    norentm?: string;
+    exchordid?: string;
+    [key: string]: unknown;
+}
+export interface ShoonyaTick {
+    tk: string;
+    lp: string;
+    pc?: string;
+    o?: string;
+    h?: string;
+    l?: string;
+    c?: string;
+    v?: string;
+    oi?: string;
+    bp1?: string;
+    sp1?: string;
+    bq1?: string;
+    sq1?: string;
+    ft?: string;
+    [key: string]: unknown;
+}
+export interface ShoonyaHolding {
+    exch_tsym: Array<{
+        exch: string;
+        tsym: string;
+        token: string;
+    }>;
+    holdqty: string;
+    dpqty: string;
+    npoadqty: string;
+    btstqty: string;
+    usedqty: string;
+    upldprc: string;
+    isin: string;
+    lp?: string;
+    [key: string]: unknown;
+}
+export interface ShoonyaQuote {
+    tsym: string;
+    exch: string;
+    lp: string;
+    o: string;
+    h: string;
+    l: string;
+    c: string;
+    v: string;
+    oi?: string;
+    bp1: string;
+    sp1: string;
+    bq1: string;
+    sq1: string;
+    uc?: string;
+    lc?: string;
+    ft?: string;
+    [key: string]: unknown;
+}
+/** Convert unified order params to Shoonya API format. */
+export declare function toOrderParams(unified: UnifiedOrderParams, uid: string, actid: string): ShoonyaOrderParams;
+/** Convert a Shoonya position object to a UnifiedPosition. */
+export declare function fromPosition(pos: ShoonyaPosition): UnifiedPosition;
+/** Convert a Shoonya order to a UnifiedOrder. */
+export declare function fromOrder(order: ShoonyaOrder): UnifiedOrder;
+/** Convert a Shoonya WebSocket tick to UnifiedTick. */
+export declare function fromTick(tick: ShoonyaTick, symbolLookup?: string): UnifiedTick;
+/** Convert a Shoonya holding to UnifiedHolding. */
+export declare function fromHolding(holding: ShoonyaHolding): UnifiedHolding;
+/** Convert a Shoonya quote response to unified Quote. */
+export declare function fromQuote(quote: ShoonyaQuote): Quote;
+//# sourceMappingURL=finvasia-mapper.d.ts.map

package/dist/brokers/finvasia/finvasia-mapper.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/finvasia/finvasia-socket.d.ts

@@ -0,0 +1,42 @@
+/**
+ * Finvasia (Shoonya) WebSocket adapter.
+ * Connects to the Shoonya NorenWSTP endpoint for live tick data.
+ * Maps incoming JSON tick messages to UnifiedTick.
+ */
+import type { WSConnectionState } from '../../types/common';
+import type { TickCallback, Subscription } from '../../types/broker';
+export declare class FinvasiaSocket {
+    private ws;
+    private state;
+    private subscriptions;
+    private tokenToSymbol;
+    private subscribedTokens;
+    private readonly userId;
+    private readonly accessToken;
+    private reconnectAttempts;
+    private maxReconnects;
+    private reconnectTimer;
+    constructor(userId: string, accessToken: string);
+    /** Connect to the Shoonya WebSocket endpoint. */
+    connect(): void;
+    /** Gracefully disconnect. */
+    disconnect(): void;
+    /**
+     * Subscribe to tokens for tick data.
+     * Tokens should be in "EXCHANGE|TOKEN" format (e.g. "NSE|26000").
+     */
+    subscribe(tokens: string[], callback: TickCallback, symbolMap?: Map<string, string>): Subscription;
+    /** Unsubscribe from a previously created subscription. */
+    unsubscribe(sub: Subscription): void;
+    /** Current connection state. */
+    getConnectionState(): WSConnectionState;
+    /** Register symbol lookups for token resolution. */
+    setSymbolMap(map: Map<string, string>): void;
+    private handleMessage;
+    private sendSubscribe;
+    private sendUnsubscribe;
+    private dispatchTick;
+    private attemptReconnect;
+    private clearReconnectTimer;
+}
+//# sourceMappingURL=finvasia-socket.d.ts.map

package/dist/brokers/finvasia/finvasia-socket.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/finvasia/index.d.ts

@@ -0,0 +1,8 @@
+export { FinvasiaBroker } from './FinvasiaBroker';
+export { FinvasiaBroker as default } from './FinvasiaBroker';
+export { FinvasiaSocket } from './finvasia-socket';
+export { FinvasiaInstruments } from './finvasia-instruments';
+export * as finvasiaAuth from './finvasia-auth';
+export * as finvasiaMapper from './finvasia-mapper';
+export { SHOONYA_API_BASE, EXCHANGE_TO_SHOONYA, CANDLE_INTERVAL_TO_SHOONYA, } from './finvasia-constants';
+//# sourceMappingURL=index.d.ts.map

package/dist/brokers/finvasia/index.d.ts.map

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package/dist/brokers/paper/PaperBroker.d.ts

@@ -0,0 +1,76 @@
+/**
+ * PaperBroker — IBroker implementation for simulated paper trading.
+ *
+ * Uses the PaperFillEngine to simulate order fills against live LTP data.
+ * Maintains an in-memory portfolio with positions, balance tracking, and order history.
+ *
+ * Paper broker does not connect to any real exchange. It requires a live data
+ * source (another IBroker) to be injected for LTP / tick feeds.
+ */
+import type { BrokerId, CandleInterval, WSConnectionState } from '../../types/common';
+import type { BrokerCredentials, AuthSession, UnifiedOrderParams, ModifyParams, OrderResult, CancelResult, UnifiedOrder, OrderUpdate, UnifiedPosition, UnifiedHolding, UnifiedTick, Quote, OptionChainRow, Candle, MarginInfo, FundInfo, Trade, PnLEntry, TickCallback, Subscription } from '../../types/broker';
+import type { IBrokerInstruments } from '../../types/instruments';
+import type { IBroker } from '../../interfaces/broker.interface';
+import { type Result } from '../../errors/result';
+import { type FillEngineConfig } from './paper-fill-engine';
+export declare class PaperBroker implements IBroker {
+    readonly id: BrokerId;
+    readonly name = "Paper Trading";
+    readonly instruments: IBrokerInstruments;
+    private session;
+    private engine;
+    private positions;
+    private ltpCache;
+    private orderHistory;
+    private trades;
+    private balance;
+    private initialBalance;
+    private subscriptions;
+    private connectionState;
+    /** Optional: inject a live data source for LTP and ticks. */
+    private dataSource;
+    private dataSourceSub;
+    private subIdCounter;
+    constructor(config?: {
+        initialBalance?: number;
+        fillConfig?: Partial<FillEngineConfig>;
+    });
+    /** Inject a live data source for market data forwarding. */
+    setDataSource(broker: IBroker): void;
+    authenticate(_creds: BrokerCredentials): Promise<Result<AuthSession>>;
+    refreshSession(_session: AuthSession): Promise<Result<AuthSession>>;
+    isSessionValid(): boolean;
+    getSessionExpiry(): Date | null;
+    placeOrder(params: UnifiedOrderParams): Promise<Result<OrderResult>>;
+    modifyOrder(orderId: string, params: ModifyParams): Promise<Result<OrderResult>>;
+    cancelOrder(orderId: string): Promise<Result<CancelResult>>;
+    getOrders(): Promise<Result<UnifiedOrder[]>>;
+    getOrderHistory(orderId: string): Promise<Result<OrderUpdate[]>>;
+    getPositions(): Promise<Result<UnifiedPosition[]>>;
+    getHoldings(): Promise<Result<UnifiedHolding[]>>;
+    getLTP(symbols: string[]): Promise<Result<Map<string, number>>>;
+    getQuote(symbols: string[]): Promise<Result<Map<string, Quote>>>;
+    getOptionChain(underlying: string, expiry: Date): Promise<Result<OptionChainRow[]>>;
+    getCandles(symbol: string, interval: CandleInterval, from: Date, to: Date): Promise<Result<Candle[]>>;
+    subscribeTicks(tokens: string[], cb: TickCallback): Subscription;
+    unsubscribeTicks(sub: Subscription): void;
+    getConnectionState(): WSConnectionState;
+    getMargins(): Promise<Result<MarginInfo>>;
+    getFunds(): Promise<Result<FundInfo>>;
+    getTradeHistory(_from: Date, _to: Date): Promise<Result<Trade[]>>;
+    getPnLReport(_from: Date, _to: Date): Promise<Result<PnLEntry[]>>;
+    /** Get the current cash balance. */
+    getBalance(): number;
+    /** Get the initial balance. */
+    getInitialBalance(): number;
+    /** Manually update the LTP cache (for testing or external data feeds). */
+    updateLTP(symbol: string, price: number): void;
+    /** Feed a tick directly into the engine (without WebSocket subscription). */
+    feedTick(tick: UnifiedTick): void;
+    /** Reset the paper broker to initial state. */
+    reset(): void;
+    private onOrderFill;
+    private updatePositionOnFill;
+    private pendingToUnified;
+}
+//# sourceMappingURL=PaperBroker.d.ts.map

package/dist/brokers/paper/PaperBroker.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/paper/index.d.ts

@@ -0,0 +1,4 @@
+export { PaperBroker } from './PaperBroker';
+export { PaperBroker as default } from './PaperBroker';
+export { PaperFillEngine, type FillEngineConfig, type PendingOrder, } from './paper-fill-engine';
+//# sourceMappingURL=index.d.ts.map

package/dist/brokers/paper/index.d.ts.map

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package/dist/brokers/paper/paper-fill-engine.d.ts

@@ -0,0 +1,105 @@
+/**
+ * Paper trading fill engine.
+ * Simulates order fills against live LTP data with configurable slippage.
+ *
+ * Fill logic:
+ *  - MARKET → fill immediately at LTP + slippage
+ *  - LIMIT  → pending; check on each tick (BUY: fill when ltp <= price, SELL: fill when ltp >= price)
+ *  - SL     → trigger check, then LIMIT/MARKET fill
+ *  - SL_M   → trigger check, then MARKET fill
+ *
+ * Slippage model: baseSlippage + (quantity / avgVolume) * impactFactor
+ * Pure computation functions + a stateful engine class.
+ */
+import type { OrderType, OrderStatus } from '../../types/common';
+import type { UnifiedOrderParams, UnifiedTick, OrderResult, OrderUpdate } from '../../types/broker';
+export interface FillEngineConfig {
+    /** Base slippage in percentage points (e.g., 0.05 = 0.05%). Default: 0.05 */
+    baseSlippagePct: number;
+    /** Market impact factor. Higher = more slippage for large orders. Default: 0.1 */
+    impactFactor: number;
+    /** Default average daily volume for slippage calc when unknown. Default: 100000 */
+    defaultAvgVolume: number;
+    /** Partial fill probability (0-1). 0 = always full fill. Default: 0 */
+    partialFillProb: number;
+}
+export declare const DEFAULT_FILL_CONFIG: FillEngineConfig;
+export interface PendingOrder {
+    orderId: string;
+    params: UnifiedOrderParams;
+    status: OrderStatus;
+    filledQty: number;
+    averagePrice: number;
+    createdAt: number;
+    updatedAt: number;
+    triggered: boolean;
+}
+/**
+ * Calculate slippage amount for a given price, quantity, and config.
+ * Returns the absolute slippage to add/subtract from the fill price.
+ */
+export declare function calculateSlippage(price: number, quantity: number, avgVolume: number, config: FillEngineConfig): number;
+/**
+ * Compute the fill price for a MARKET order with slippage applied.
+ * BUY orders get a higher fill price, SELL orders get a lower fill price.
+ */
+export declare function computeMarketFillPrice(ltp: number, side: 'BUY' | 'SELL', quantity: number, avgVolume: number, config: FillEngineConfig): number;
+/**
+ * Check if a LIMIT order should fill based on the current tick.
+ * BUY LIMIT fills when ltp <= limit price.
+ * SELL LIMIT fills when ltp >= limit price.
+ */
+export declare function shouldLimitFill(side: 'BUY' | 'SELL', limitPrice: number, ltp: number): boolean;
+/**
+ * Check if a stop-loss trigger has been hit.
+ * BUY SL triggers when ltp >= trigger price.
+ * SELL SL triggers when ltp <= trigger price.
+ */
+export declare function shouldTrigger(side: 'BUY' | 'SELL', triggerPrice: number, ltp: number): boolean;
+/**
+ * Determine fill quantity, potentially doing partial fills.
+ */
+export declare function determineFillQty(remainingQty: number, partialFillProb: number): number;
+export declare class PaperFillEngine {
+    private pendingOrders;
+    private config;
+    private avgVolumes;
+    private onFill?;
+    private onReject?;
+    constructor(config?: Partial<FillEngineConfig>);
+    /** Register a callback for when orders are filled. */
+    setFillCallback(cb: (orderId: string, update: OrderUpdate) => void): void;
+    /** Register a callback for when orders are rejected. */
+    setRejectCallback(cb: (orderId: string, reason: string) => void): void;
+    /** Set average volume for a symbol (used in slippage calculation). */
+    setAvgVolume(symbol: string, volume: number): void;
+    /** Submit a new order. Returns an immediate OrderResult. */
+    submitOrder(params: UnifiedOrderParams, ltp?: number): OrderResult;
+    /** Cancel a pending order. Returns true if successfully cancelled. */
+    cancelOrder(orderId: string): boolean;
+    /** Modify a pending order. Returns true if the order was found and modified. */
+    modifyOrder(orderId: string, changes: {
+        price?: number;
+        quantity?: number;
+        triggerPrice?: number;
+        type?: OrderType;
+    }): boolean;
+    /**
+     * Process a tick against all pending orders.
+     * This is the main fill-check loop. Call this for every incoming tick.
+     */
+    processTick(tick: UnifiedTick): void;
+    /** Get all pending orders. */
+    getPendingOrders(): PendingOrder[];
+    /** Get a specific order by ID. */
+    getOrder(orderId: string): PendingOrder | undefined;
+    /** Get all orders (including filled/cancelled). */
+    getAllOrders(): PendingOrder[];
+    /** Reset the engine, clearing all orders. */
+    reset(): void;
+    private checkAndFill;
+    private fillAtMarket;
+    private applyFill;
+    private notifyFill;
+}
+//# sourceMappingURL=paper-fill-engine.d.ts.map

package/dist/brokers/paper/paper-fill-engine.d.ts.map

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package/dist/brokers/zerodha/ZerodhaBroker.d.ts

@@ -0,0 +1,52 @@
+/**
+ * ZerodhaBroker — Full IBroker implementation for Zerodha Kite Connect.
+ *
+ * Delegates to:
+ *  - zerodha-auth for authentication
+ *  - zerodha-mapper for data translation
+ *  - zerodha-socket for WebSocket ticks
+ *  - zerodha-instruments for instrument data
+ *
+ * Uses the kiteconnect SDK under the hood for HTTP calls.
+ */
+import type { BrokerId, CandleInterval, WSConnectionState } from '../../types/common';
+import type { BrokerCredentials, AuthSession, UnifiedOrderParams, ModifyParams, OrderResult, CancelResult, UnifiedOrder, OrderUpdate, UnifiedPosition, UnifiedHolding, Quote, OptionChainRow, Candle, MarginInfo, FundInfo, Trade, PnLEntry, TickCallback, Subscription } from '../../types/broker';
+import type { IBrokerInstruments } from '../../types/instruments';
+import type { IBroker } from '../../interfaces/broker.interface';
+import { type Result } from '../../errors/result';
+export declare class ZerodhaBroker implements IBroker {
+    readonly id: BrokerId;
+    readonly name = "Zerodha";
+    readonly instruments: IBrokerInstruments;
+    private session;
+    private kite;
+    private socket;
+    private apiKey;
+    private KiteConnect;
+    constructor();
+    authenticate(creds: BrokerCredentials): Promise<Result<AuthSession>>;
+    refreshSession(session: AuthSession): Promise<Result<AuthSession>>;
+    isSessionValid(): boolean;
+    getSessionExpiry(): Date | null;
+    placeOrder(params: UnifiedOrderParams): Promise<Result<OrderResult>>;
+    modifyOrder(orderId: string, params: ModifyParams): Promise<Result<OrderResult>>;
+    cancelOrder(orderId: string): Promise<Result<CancelResult>>;
+    getOrders(): Promise<Result<UnifiedOrder[]>>;
+    getOrderHistory(orderId: string): Promise<Result<OrderUpdate[]>>;
+    getPositions(): Promise<Result<UnifiedPosition[]>>;
+    getHoldings(): Promise<Result<UnifiedHolding[]>>;
+    getLTP(symbols: string[]): Promise<Result<Map<string, number>>>;
+    getQuote(symbols: string[]): Promise<Result<Map<string, Quote>>>;
+    getOptionChain(_underlying: string, _expiry: Date): Promise<Result<OptionChainRow[]>>;
+    getCandles(symbol: string, interval: CandleInterval, from: Date, to: Date): Promise<Result<Candle[]>>;
+    subscribeTicks(tokens: string[], cb: TickCallback): Subscription;
+    unsubscribeTicks(sub: Subscription): void;
+    getConnectionState(): WSConnectionState;
+    getMargins(): Promise<Result<MarginInfo>>;
+    getFunds(): Promise<Result<FundInfo>>;
+    getTradeHistory(_from: Date, _to: Date): Promise<Result<Trade[]>>;
+    getPnLReport(_from: Date, _to: Date): Promise<Result<PnLEntry[]>>;
+    private ensureKite;
+    private ensureSocket;
+}
+//# sourceMappingURL=ZerodhaBroker.d.ts.map

package/dist/brokers/zerodha/ZerodhaBroker.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/zerodha/index.d.ts

@@ -0,0 +1,8 @@
+export { ZerodhaBroker } from './ZerodhaBroker';
+export { ZerodhaBroker as default } from './ZerodhaBroker';
+export { ZerodhaSocket } from './zerodha-socket';
+export { ZerodhaInstruments } from './zerodha-instruments';
+export * as zerodhaAuth from './zerodha-auth';
+export * as zerodhaMapper from './zerodha-mapper';
+export { KITE_INSTRUMENTS_URL, EXCHANGE_TO_KITE, EXCHANGE_FROM_KITE, CANDLE_INTERVAL_TO_KITE, } from './zerodha-constants';
+//# sourceMappingURL=index.d.ts.map

package/dist/brokers/zerodha/index.d.ts.map

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package/dist/brokers/zerodha/zerodha-auth.d.ts

@@ -0,0 +1,28 @@
+/**
+ * Zerodha Kite Connect OAuth flow.
+ * - User visits login URL, broker redirects back with a request_token
+ * - Exchange the request_token + api_key + checksum for an access_token
+ * - Zerodha does NOT support refresh tokens; sessions last until next login.
+ */
+import type { AuthSession, BrokerCredentials } from '../../types/broker';
+import { type Result } from '../../errors/result';
+/** Generate the Kite Connect login URL the user should visit. */
+export declare function generateLoginUrl(apiKey: string): string;
+/**
+ * Exchange a one-time request_token for an access token.
+ * This hits the Kite Connect /session/token endpoint.
+ */
+export declare function exchangeToken(requestToken: string, apiKey: string, apiSecret: string): Promise<Result<AuthSession>>;
+/**
+ * Authenticate using credentials (convenience wrapper).
+ * Expects creds.apiKey, creds.apiSecret, and creds.accessToken (request_token).
+ */
+export declare function authenticate(creds: BrokerCredentials): Promise<Result<AuthSession>>;
+/**
+ * Zerodha does not support session refresh.
+ * Always returns Err directing user to re-authenticate.
+ */
+export declare function refreshSession(_session: AuthSession): Promise<Result<AuthSession>>;
+/** Check if a session is still valid based on expiry timestamp. */
+export declare function isSessionValid(session: AuthSession | null): boolean;
+//# sourceMappingURL=zerodha-auth.d.ts.map

package/dist/brokers/zerodha/zerodha-auth.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/zerodha/zerodha-constants.d.ts

@@ -0,0 +1,21 @@
+/**
+ * Zerodha Kite Connect API constant mappings.
+ * Maps unified nsekit enums to Kite-specific string values and back.
+ */
+import type { Exchange, Product, OrderType, OrderStatus, Validity } from '../../types/common';
+export declare const EXCHANGE_TO_KITE: Record<Exchange, string>;
+export declare const EXCHANGE_FROM_KITE: Record<string, Exchange>;
+export declare const PRODUCT_TO_KITE: Record<Product, string>;
+export declare const PRODUCT_FROM_KITE: Record<string, Product>;
+export declare const ORDER_TYPE_TO_KITE: Record<OrderType, string>;
+export declare const ORDER_TYPE_FROM_KITE: Record<string, OrderType>;
+export declare const SIDE_TO_KITE: Record<'BUY' | 'SELL', string>;
+export declare const SIDE_FROM_KITE: Record<string, 'BUY' | 'SELL'>;
+export declare const STATUS_FROM_KITE: Record<string, OrderStatus>;
+export declare const VALIDITY_TO_KITE: Record<Validity, string>;
+export declare const VALIDITY_FROM_KITE: Record<string, Validity>;
+export declare const KITE_LOGIN_URL = "https://kite.zerodha.com/connect/login";
+export declare const KITE_API_BASE = "https://api.kite.trade";
+export declare const KITE_INSTRUMENTS_URL = "https://api.kite.trade/instruments";
+export declare const CANDLE_INTERVAL_TO_KITE: Record<string, string>;
+//# sourceMappingURL=zerodha-constants.d.ts.map

package/dist/brokers/zerodha/zerodha-constants.d.ts.map

@@ -0,0 +1 @@
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package/dist/brokers/zerodha/zerodha-instruments.d.ts

@@ -0,0 +1,36 @@
+/**
+ * Zerodha instruments adapter.
+ * Implements IBrokerInstruments for the Kite Connect instrument dump.
+ *
+ * Kite provides a single large CSV at https://api.kite.trade/instruments
+ * containing all exchanges. No search API is available.
+ */
+import type { Exchange } from '../../types/common';
+import type { IBrokerInstruments, RawBrokerInstrument, BrokerInstrumentEntry } from '../../types/instruments';
+import type { Result } from '../../errors/result';
+export declare class ZerodhaInstruments implements IBrokerInstruments {
+    readonly capabilities: {
+        bulkDump: true;
+        searchAPI: false;
+        rawFileCache: true;
+        rawFilePath: string;
+    };
+    /**
+     * Stream the Kite instruments CSV as an async iterable of raw row objects.
+     * Each yielded object has string keys matching CSV column headers.
+     */
+    streamDump(): AsyncIterable<RawBrokerInstrument>;
+    /** Check if the dump has changed since last sync using ETag / Last-Modified. */
+    checkDumpChanged(lastSync: {
+        etag?: string;
+        lastModified?: string;
+    }): Promise<boolean>;
+    /**
+     * Resolve a single instrument by exact tradingSymbol and exchange.
+     * Zerodha has no search API, so this streams the dump and finds the first match.
+     */
+    resolve(symbol: string, exchange: Exchange): Promise<Result<BrokerInstrumentEntry>>;
+    /** Normalize a raw CSV row into a BrokerInstrumentEntry. */
+    normalize(raw: RawBrokerInstrument): BrokerInstrumentEntry;
+}
+//# sourceMappingURL=zerodha-instruments.d.ts.map

package/dist/brokers/zerodha/zerodha-instruments.d.ts.map

@@ -0,0 +1 @@
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