@ariva-mds/mds/lib/types/api/MdsConnection.d.ts

Stock market data

import { MdsAuthdata } from './MdsAuthdata';
import { RunningRequest } from './RunningRequest';
import { MdsOptions } from './MdsOptions';
import { Observable } from 'rxjs';
import { MarketstateUpdate } from './MarketstateUpdate';
import { AfuCompanyProfile, BidAskHistoryData, ListingdataWithIdAndQuality, MarketdepthWithId, MarketstateResponseSearch, MasterdataMergedSummaryWithId, OrderBookVariant, PerformanceDataForTimeRange, Quality, Resolution, Sourcedata, TickHistoryData, TimeRange, TimeseriesBidAskData, TimeseriesData, TopflopList, TradetickerEvent, Tradingtime, TradingtimeInfoReply, WebSocketMessage } from '../models';
export declare class MdsConnection {
    protected waitingForReconnect: RunningRequest[];
    private readonly websocket;
    private readonly authdataCallback;
    private readonly state;
    private waitingForAuthentification;
    private nextGeneratedRequestId;
    private readonly runningRequests;
    private readonly isDebug;
    private readonly reconnectTimer;
    /**
     * construct an MdsConnection
     */
    constructor(websocketUrl: string, authdataCallback: () => Promise<MdsAuthdata>, options?: MdsOptions);
    close(): void;
    /**
     * create a hearbeat observable that can be subscribed to
     */
    heartbeat(): Observable<string | undefined>;
    /**
     * sets the priority for sources
     */
    priority(sources: string[]): Promise<WebSocketMessage>;
    /**
     * Sources
     * information about sources, access to other data that is linked to a source
     */
    /**
     * gets the basic information about a source
     */
    private sourceCache;
    source(sourceId: string): Promise<Sourcedata>;
    /**
     * gets the trading time for a source
     * */
    private tradingtimeCache;
    tradingtime(sourceId: string): Promise<Tradingtime>;
    /**
     * gets the tradingtime for a source
     * */
    private tradingtimeAnalysisCache;
    tradingtimeAnalysis(sourceId: string, date: Date): Promise<TradingtimeInfoReply>;
    /**
     * Returns a list or stream of the current trades from this source.
     * */
    tradeticker(sourceId: string, quality: Quality, onlyWithTurnover: boolean, preloadSize?: number): Observable<TradetickerEvent>;
    /**
     * Instruments
     * information about instruments, access to other data that is linked to an instrument
     */
    /**
     * Returns one Instrument
     */
    private masterdataCache;
    masterdata(instrumentId: string): Promise<MasterdataMergedSummaryWithId>;
    /**
     * Returns a list of all Listings for the Instrument
     * */
    instrumentsListings(instrumentId: string, sourceId?: string): Observable<ListingdataWithIdAndQuality>;
    /**
     * Returns the AFU company profile
     */
    afuCompanyProfile(instrumentId: string): Promise<AfuCompanyProfile>;
    /**
     * Marketstates
     * information about listings, access to other data that is linked to a listing
     */
    /**
     * create a MarketstateUpdate observable that can be subscribed to, contains both full state and delta for every marketstate
     */
    marketstates(marketstateQueries: string[], quality?: Quality): Observable<MarketstateUpdate>;
    /**
     * create a Marketstate for a snapshot request
     */
    marketstateSnapshot(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch>;
    /**
     * create a market state observable that can be subscribed to, contains only delta for every marketstate
     */
    marketstateUpdates(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch>;
    /**
     * create a market state observable that can be subscribed to, contains only full state for every marketstate
     */
    marketstatesStates(marketstateQueries: string[], quality?: Quality): Observable<MarketstateResponseSearch | undefined>;
    /**
     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
     * */
    timeseries(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, cleanSplits?: boolean, cleanDividends?: boolean, cleanDistributions?: boolean, cleanSubscriptions?: boolean, quality?: Quality): Observable<TimeseriesData>;
    /**
     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
     * */
    timeseriesSnapshot(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, cleanSplits?: boolean, cleanDividends?: boolean, cleanDistributions?: boolean, cleanSubscriptions?: boolean, quality?: Quality): Observable<TimeseriesData>;
    /**
     * Returns the Orderbook for the specified Marketstate.
     * */
    marketdepth(marketstateId: string, quality?: Quality, orderBookVariant?: OrderBookVariant): Observable<MarketdepthWithId>;
    /**
     * Returns the performance for a specified listing of an instrument.
     */
    performance(marketstateId: string, quality?: Quality, ...timeRanges: TimeRange[]): Observable<PerformanceDataForTimeRange>;
    /**
     * Returns the bid/ask history for the specified Instrument on the Source.
     */
    bidAskHistory(marketstateId: string, start?: Date | string, end?: Date | string, quality?: Quality, offset?: number, limit?: number): Observable<BidAskHistoryData>;
    /**
     * Returns the tick history for the specified Instrument on the Source.
     */
    tickHistory(marketstateId: string, start?: Date | string, end?: Date | string, filterByVolume?: boolean, quality?: Quality, offset?: number, limit?: number): Observable<TickHistoryData>;
    timeseriesBidAsk(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, quality?: Quality): Observable<TimeseriesBidAskData>;
    /**
     * Returns the Open-High-Low-Close Timeseries for the specified Instrument on the Source.
     * */
    timeseriesBidAskSnapshot(marketstateId: string, resolution: Resolution, start?: Date | string, end?: Date | string, quality?: Quality): Observable<TimeseriesBidAskData>;
    /**
     * Returns the Orderbook for the specified Marketstate.
     * */
    topflop(listId: string, sourcePriorities: string[], quality: Quality, topSize?: number, flopSize?: number): Observable<TopflopList>;
    private updateExistingMarketstateWithDeltaUpdate;
    private sendAsSoonAsAuthenticationPermits;
    private stayAuthenticated;
    private generateNextRequestId;
    private observable;
    private promise;
    private processWebsocketMessageEvent;
    private debug;
    private error;
}
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