@alpacahq/typescript-sdk/esm/api/marketData.d.ts

A TypeScript SDK for the https://alpaca.markets REST API and WebSocket streams.

import { ClientContext } from "../factory/createClient.js";
import { Nullable } from "./trade.js";
export type ReverseSplit = {
    symbol: string;
    new_rate: number;
    old_rate: number;
    process_date: string;
    ex_date: string;
    record_date: string;
    payable_date?: string;
};
export type ForwardSplit = {
    symbol: string;
    new_rate: number;
    old_rate: number;
    process_date: string;
    ex_date: string;
    record_date: string;
    payable_date?: string;
    due_bill_redemption_date?: string;
};
export type UnitSplit = {
    old_symbol: string;
    old_rate: number;
    new_symbol: string;
    new_rate: number;
    alternate_symbol: string;
    alternate_rate: number;
    process_date: string;
    effective_date: string;
    payable_date?: string;
};
export type StockDividend = {
    symbol: string;
    rate: number;
    process_date: string;
    ex_date: string;
    record_date: string;
    payable_date?: string;
};
export type CashDividend = {
    symbol: string;
    rate: number;
    special: boolean;
    foreign: boolean;
    process_date: string;
    ex_date: string;
    record_date: string;
    payable_date?: string;
    due_bill_on_date?: string;
    due_bill_off_date?: string;
};
export type SpinOff = {
    source_symbol: string;
    source_rate: number;
    new_symbol: string;
    new_rate: number;
    process_date: string;
    ex_date: string;
    record_date: string;
    payable_date?: string;
    due_bill_redemption_date?: string;
};
export type CashMerger = {
    acquirer_symbol: string;
    acquiree_symbol: string;
    rate: number;
    process_date: string;
    effective_date: string;
    payable_date?: string;
};
export type StockMerger = {
    acquirer_symbol: string;
    acquirer_rate: number;
    acquiree_symbol: string;
    acquiree_rate: number;
    process_date: string;
    effective_date: string;
    payable_date?: string;
};
export type StockAndCashMerger = {
    acquirer_symbol: string;
    acquirer_rate: number;
    acquiree_symbol: string;
    acquiree_rate: number;
    cash_rate: number;
    process_date: string;
    effective_date: string;
    payable_date?: string;
};
export type Redemption = {
    symbol: string;
    rate: number;
    process_date: string;
    payable_date?: string;
};
export type NameChange = {
    old_symbol: string;
    new_symbol: string;
    process_date: string;
};
export type WorthlessRemoval = {
    symbol: string;
    process_date: string;
};
export type Sort = "asc" | "desc";
export type CorporateActions = {
    corporate_actions: {
        reverse_splits?: ReverseSplit[];
        forward_splits?: ForwardSplit[];
        unit_splits?: UnitSplit[];
        stock_dividends?: StockDividend[];
        cash_dividends?: CashDividend[];
        spin_offs?: SpinOff[];
        cash_mergers?: CashMerger[];
        stock_mergers?: StockMerger[];
        stock_and_cash_mergers?: StockAndCashMerger[];
        redemptions?: Redemption[];
        name_changes?: NameChange[];
        worthless_removals?: WorthlessRemoval[];
        next_page_token: Nullable<string>;
    };
};
export type GetStocksCorporateActionsOptions = {
    symbols: string;
    types?: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: Sort;
};
export declare const getStocksCorporateActions: (context: ClientContext) => (params: GetStocksCorporateActionsOptions) => Promise<CorporateActions>;
export type Logo = string;
export type GetLogoOptions = {
    symbol: string;
    placeholder?: boolean;
};
export declare const getLogo: (context: ClientContext) => (params: GetLogoOptions) => Promise<string>;
export interface News {
    news: NewsArticle[];
    next_page_token: Nullable<string>;
}
export interface NewsArticleImage {
    size: "thumb" | "small" | "large";
    url: string;
}
export interface NewsArticle {
    id: number;
    headline: string;
    author: string;
    created_at: string;
    updated_at: string;
    summary: string;
    content: string;
    url: Nullable<string>;
    images: NewsArticleImage[];
    symbols: string[];
    source: string;
}
export type GetNewsOptions = {
    start?: string;
    end?: string;
    sort?: string;
    symbols?: string;
    limit?: number;
    include_content?: boolean;
    exclude_contentless?: boolean;
    page_token?: string;
};
export declare const getNews: (context: ClientContext) => (params: GetNewsOptions) => Promise<News>;
export type MostActive = {
    symbol: string;
    volume: number;
    trade_count: number;
};
export type MostActives = {
    most_actives: MostActive[];
    last_updated: string;
};
export type MarketMovers = {
    gainers: MarketMover[];
    losers: MarketMover[];
    market_type: string;
    last_updated: string;
};
export type MarketMover = {
    symbol: string;
    percent_change: number;
    change: number;
    price: number;
};
export type GetStocksMostActivesOptions = {
    by?: string;
    top?: number;
};
export declare const getStocksMostActives: (context: ClientContext) => (params: GetStocksMostActivesOptions) => Promise<MostActives>;
export type GetStocksMarketMoversOptions = {
    by?: string;
    top?: number;
};
export declare const getStocksMarketMovers: (context: ClientContext) => (params: GetStocksMarketMoversOptions) => Promise<MarketMovers>;
export type GetStocksQuotesOptions = {
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    asof?: string;
    feed?: string;
    sip?: string;
    page_token?: string;
    sort?: Sort;
};
export type StocksQuotes = {
    quotes: {
        [symbol: string]: StockQuote[];
    };
    next_page_token: Nullable<string>;
};
export declare const getStocksQuotes: (context: ClientContext) => (params: GetStocksQuotesOptions) => Promise<StocksQuotes>;
export type GetStocksQuotesLatestOptions = {
    symbols: string;
    feed?: string;
};
export type StocksQuotesLatest = {
    quotes: {
        [symbol: string]: StockQuote;
    };
};
export declare const getStocksQuotesLatest: (context: ClientContext) => (params: GetStocksQuotesLatestOptions) => Promise<StocksQuotesLatest>;
export type GetStocksBarsOptions = {
    symbols: string;
    timeframe: string;
    start?: string;
    end?: string;
    limit?: number;
    adjustment?: string;
    asof?: string;
    feed?: string;
    page_token?: string;
    sort?: string;
};
export type StocksBars = {
    bars: {
        [symbol: string]: StocksBar[];
    };
    next_page_token: Nullable<string>;
};
export type StocksBar = {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    n: number;
    vw: number;
};
export declare const getStocksBars: (context: ClientContext) => (params: GetStocksBarsOptions) => Promise<StocksBars>;
export type GetStocksBarsLatestOptions = {
    symbols: string;
    feed?: string;
    currency?: string;
};
export type StocksBarsLatest = {
    bars: {
        [symbol: string]: StocksBar;
    };
};
export declare const getStocksBarsLatest: (context: ClientContext) => (params: GetStocksBarsLatestOptions) => Promise<StocksBarsLatest>;
export type GetForexRatesOptions = {
    currency_pairs: string;
    timeframe: string;
    start?: string;
    end?: string;
    limit?: number;
    sort?: Sort;
    page_token?: string;
};
export type ForexRate = {
    bp: number;
    mp: number;
    ap: number;
    t: string;
};
export type ForexRates = {
    next_page_token: string;
    rates: {
        [currencyPair: string]: ForexRate[];
    };
};
export declare const getForexRates: (context: ClientContext) => (params: GetForexRatesOptions) => Promise<ForexRates>;
export type ForexRatesLatest = {
    rates: {
        [currencyPair: string]: ForexRate;
    };
};
export type GetForexRatesLatestOptions = {
    currency_pairs: string;
};
export declare const getLatestForexRates: (context: ClientContext) => (params: GetForexRatesLatestOptions) => Promise<ForexRatesLatest>;
export type GetStocksSnapshotsOptions = {
    symbols: string;
    feed?: "sip" | "iex" | "otc";
    sip?: string;
};
export type StockTrade = {
    t: string;
    p: number;
    s: number;
    c: string[];
    i: number;
    z: string;
};
export type StockQuote = {
    t: string;
    ax: string;
    ap: number;
    as: number;
    bx: string;
    bp: number;
    bs: number;
    c: string[];
    z: string;
};
export type StockBar = {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    n: number;
    vw: number;
};
export type StockSnapshots = {
    snapshots: {
        [symbol: string]: {
            latest_trade: StockTrade;
            latest_quote: StockQuote;
            minute_bar: StockBar;
            daily_bar: StockBar;
            prev_daily_bar: StockBar;
        };
    };
};
export declare const getStocksSnapshots: (context: ClientContext) => (params: GetStocksSnapshotsOptions) => Promise<StockSnapshots>;
export type StocksAuctions = {
    auctions: {
        [symbol: string]: StocksAuction[];
    };
    next_page_token: Nullable<string>;
};
export type StocksAuction = {
    d: string;
    o: StocksAuctionPrice[];
    c: StocksAuctionPrice[];
};
export type StocksAuctionPrice = {
    c: string;
    p: number;
    t: string;
    x: string;
};
export type GetStocksAuctionsOptions = {
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    asof?: string;
    feed?: string;
    page_token?: string;
    sort?: string;
};
export declare const getStocksAuctions: (context: ClientContext) => (params: GetStocksAuctionsOptions) => Promise<StocksAuctions>;
export type GetStocksConditionsOptions = {
    tickType: string;
    tape: string;
};
export type StocksConditions = {
    conditions: {
        [code: string]: string;
    };
};
export declare const getStocksConditions: (context: ClientContext) => (params: GetStocksConditionsOptions) => Promise<StocksConditions>;
export type StocksExchangeCodes = {
    exchanges: {
        [code: string]: string;
    };
};
export declare const getStocksExchangeCodes: (context: ClientContext) => () => Promise<StocksExchangeCodes>;
export type GetStocksTradesOptions = {
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    asof?: string;
    feed?: string;
    sip?: string;
    page_token?: string;
    sort?: Sort;
};
export type StocksTrades = {
    trades: {
        [symbol: string]: StockTrade[];
    };
    next_page_token: Nullable<string>;
};
export declare const getStocksTrades: (context: ClientContext) => (params: GetStocksTradesOptions) => Promise<StocksTrades>;
export type GetStocksTradesLatestOptions = {
    symbols: string;
    feed?: "sip" | "iex" | "otc";
    sip?: string;
};
export type StocksTradesLatest = {
    trades: {
        [symbol: string]: StockTrade;
    };
};
export declare const getStocksTradesLatest: (context: ClientContext) => (params: GetStocksTradesLatestOptions) => Promise<StocksTradesLatest>;
export type OptionsBars = {
    bars: OptionBar[];
    next_page_token: Nullable<string>;
};
export type OptionBar = {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    n: number;
    vw: number;
};
export type GetOptionsBarsOptions = {
    symbols: string;
    timeframe: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: Sort;
};
export declare const getOptionsBars: (context: ClientContext) => (params: GetOptionsBarsOptions) => Promise<OptionsBars>;
export type OptionsExchanges = {
    [exchangeCode: string]: string;
};
export declare const getOptionsExchanges: (context: ClientContext) => () => Promise<OptionsExchanges>;
export type OptionsSnapshotsTrade = {
    t: string;
    x: string;
    p: number;
    s: number;
    c: string;
};
export type OptionsSnapshotsQuote = {
    t: string;
    ax: string;
    ap: number;
    as: number;
    bx: string;
    bp: number;
    bs: number;
    c: string;
};
export type OptionsSnapshots = {
    snapshots: {
        [symbol: string]: {
            latest_trade: OptionsSnapshotsTrade;
            latest_quote: OptionsSnapshotsQuote;
        };
    };
};
export type GetOptionsSnapshotsOptions = {
    symbols: string;
    feed?: string;
};
export declare const getOptionsSnapshots: (context: ClientContext) => (params: GetOptionsSnapshotsOptions) => Promise<OptionsSnapshots>;
export type GetOptionsTradesOptions = {
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: Sort;
};
export type OptionsTrades = {
    trades: {
        [symbol: string]: OptionsSnapshotsTrade[];
    };
    next_page_token: Nullable<string>;
};
export declare const getOptionsTrades: (context: ClientContext) => (params: GetOptionsTradesOptions) => Promise<OptionsTrades>;
export type OptionsTradesLatest = {
    trades: {
        [symbol: string]: OptionsSnapshotsTrade[];
    };
    next_page_token: Nullable<string>;
};
export type GetOptionsTradesLatestOptions = {
    symbols: string;
    feed?: string;
};
export declare const getOptionsTradesLatest: (context: ClientContext) => (params: GetOptionsTradesLatestOptions) => Promise<OptionsTradesLatest>;
export type GetCryptoBarsOptions = {
    symbols: string;
    timeframe: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: Sort;
};
export type CryptoBars = {
    bars: {
        [symbol: string]: CryptoBar[];
    };
    next_page_token: Nullable<string>;
};
export type CryptoBar = {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
    n: number;
    vw: number;
};
export declare const getCryptoBars: (context: ClientContext) => (params: GetCryptoBarsOptions) => Promise<CryptoBars>;
export type GetCryptoBarsLatestOptions = {
    loc: string;
    symbols: string;
};
export type CryptoBarsLatest = {
    bars: {
        [symbol: string]: CryptoBar;
    };
};
export declare const getLatestCryptoBars: (context: ClientContext) => (params: GetCryptoBarsLatestOptions) => Promise<CryptoBarsLatest>;
export type GetCryptoQuotesOptions = {
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: Sort;
};
export type CryptoQuote = {
    t: string;
    bp: number;
    bs: number;
    ap: number;
    as: number;
};
export type CryptoQuotes = {
    quotes: {
        [symbol: string]: CryptoQuote[];
    };
    next_page_token: Nullable<string>;
};
export declare const getCryptoQuotes: (context: ClientContext) => (params: GetCryptoQuotesOptions) => Promise<CryptoQuotes>;
export type CryptoQuotesLatest = {
    quotes: {
        [symbol: string]: CryptoQuote;
    };
};
export type GetCryptoQuotesLatestOptions = {
    loc: string;
    symbols: string;
};
export declare const getCryptoQuotesLatest: (context: ClientContext) => (params: GetCryptoQuotesLatestOptions) => Promise<CryptoQuotesLatest>;
export type CryptoTrade = {
    t: string;
    p: number;
    s: number;
    tks: string;
    i: number;
};
export type CryptoSnapshots = {
    snapshots: {
        [symbol: string]: {
            daily_bar: CryptoBar;
            latest_quote: CryptoQuote;
            latest_trade: CryptoTrade;
            minute_bar: CryptoBar;
            prev_daily_bar: CryptoBar;
        };
    };
};
export type GetCryptoSnapshotsOptions = {
    loc: string;
    symbols: string;
};
export declare const getCryptoSnapshots: (context: ClientContext) => (params: GetCryptoSnapshotsOptions) => Promise<CryptoSnapshots>;
export type GetCryptoTradesOptions = {
    loc: string;
    symbols: string;
    start?: string;
    end?: string;
    limit?: number;
    page_token?: string;
    sort?: string;
};
export type CryptoTrades = {
    trades: {
        [symbol: string]: CryptoTrade[];
    };
    next_page_token: Nullable<string>;
};
export declare const getCryptoTrades: (context: ClientContext) => (params: GetCryptoTradesOptions) => Promise<CryptoTrades>;
export type CryptoTradesLatest = {
    trades: {
        [symbol: string]: CryptoTrade[];
    };
    next_page_token: Nullable<string>;
};
export type GetCryptoTradesLatestOptions = {
    loc: string;
    symbols: string;
};
export declare const getCryptoTradesLatest: (context: ClientContext) => (params: GetCryptoTradesLatestOptions) => Promise<CryptoTradesLatest>;
export type CryptoOrderbooksLatest = {
    orderbooks: {
        [symbol: string]: CryptoOrderbook;
    };
};
export type CryptoOrderbook = {
    t: string;
    b: CryptoOrderbookEntry[];
    a: CryptoOrderbookEntry[];
};
export type CryptoOrderbookEntry = {
    p: number;
    s: number;
};
export type GetCryptoOrderbooksLatestOptions = {
    loc: string;
    symbols: string;
};
export declare const getLatestCryptoOrderbooks: (context: ClientContext) => (params: GetCryptoOrderbooksLatestOptions) => Promise<CryptoOrderbooksLatest>;
//# sourceMappingURL=marketData.d.ts.map