@copytrade/shared-types/dist/options-types.d.ts

Shared TypeScript types for CopyTrade application

/**
 * Options Trading Types
 *
 * Types specific to F&O (Futures & Options) trading
 */
import { Exchange, BrokerName } from './constants';
/**
 * Option types
 */
export declare const OPTION_TYPE: {
    readonly CALL: "CE";
    readonly PUT: "PE";
    readonly FUTURE: "FUT";
};
export type OptionType = typeof OPTION_TYPE[keyof typeof OPTION_TYPE];
/**
 * Options instrument interface
 */
export interface OptionsInstrument {
    id: string;
    underlying_symbol: string;
    trading_symbol: string;
    instrument_key: string;
    strike_price?: number | undefined;
    expiry_date: string;
    option_type: OptionType;
    lot_size: number;
    exchange: Exchange;
    segment: string;
    tick_size: number;
    created_at: string;
    updated_at: string;
    is_active: boolean;
}
/**
 * Data for creating options instrument
 */
export interface CreateOptionsInstrumentData {
    underlying_symbol: string;
    trading_symbol: string;
    instrument_key: string;
    strike_price?: number;
    expiry_date: string;
    option_type: OptionType;
    lot_size: number;
    exchange: Exchange;
    segment: string;
    tick_size: number;
}
/**
 * Options market data interface
 */
export interface OptionsMarketData {
    id: string;
    instrument_id: string;
    date: string;
    open: number;
    high: number;
    low: number;
    close: number;
    volume: number;
    open_interest: number;
    change: number;
    change_percent: number;
    created_at: string;
}
/**
 * Real-time options quote
 */
export interface OptionsQuote {
    instrument_key: string;
    trading_symbol: string;
    ltp: number;
    open: number;
    high: number;
    low: number;
    close: number;
    volume: number;
    open_interest: number;
    change: number;
    change_percent: number;
    bid_price: number;
    ask_price: number;
    bid_quantity: number;
    ask_quantity: number;
    timestamp: string;
}
/**
 * Option chain strike data
 */
export interface OptionChainStrike {
    strike_price: number;
    call: {
        instrument_key: string;
        trading_symbol: string;
        ltp: number;
        change: number;
        change_percent: number;
        volume: number;
        open_interest: number;
        bid_price: number;
        ask_price: number;
        iv?: number;
    } | null;
    put: {
        instrument_key: string;
        trading_symbol: string;
        ltp: number;
        change: number;
        change_percent: number;
        volume: number;
        open_interest: number;
        bid_price: number;
        ask_price: number;
        iv?: number;
    } | null;
}
/**
 * Complete option chain
 */
export interface OptionChain {
    underlying_symbol: string;
    underlying_price: number;
    expiry_date: string;
    strikes: OptionChainStrike[];
    total_call_oi: number;
    total_put_oi: number;
    pcr: number;
    max_pain?: number;
    timestamp: string;
}
/**
 * Options-specific order data
 */
export interface OptionsOrderData {
    underlying_symbol: string;
    strike_price?: number;
    expiry_date: string;
    option_type: OptionType;
    action: 'BUY' | 'SELL';
    quantity: number;
    price: number;
    order_type: 'MARKET' | 'LIMIT' | 'SL-LIMIT' | 'SL-MARKET';
    product_type: string;
    trigger_price?: number;
    disclosed_quantity?: number;
    validity?: 'DAY' | 'IOC' | 'GTD';
    remarks?: string;
}
/**
 * Options order with instrument details
 */
export interface OptionsOrder extends OptionsOrderData {
    id: string;
    user_id: string;
    account_id: string;
    broker_name: BrokerName;
    broker_order_id: string;
    instrument_key: string;
    trading_symbol: string;
    lot_size: number;
    status: 'SUBMITTED' | 'PENDING' | 'EXECUTED' | 'REJECTED' | 'CANCELLED';
    executed_quantity?: number;
    executed_price?: number;
    order_time: string;
    execution_time?: string;
    error_message?: string;
    created_at: string;
    updated_at?: string;
}
/**
 * Common option strategies
 */
export declare const OPTION_STRATEGY: {
    readonly LONG_CALL: "LONG_CALL";
    readonly LONG_PUT: "LONG_PUT";
    readonly SHORT_CALL: "SHORT_CALL";
    readonly SHORT_PUT: "SHORT_PUT";
    readonly LONG_STRADDLE: "LONG_STRADDLE";
    readonly SHORT_STRADDLE: "SHORT_STRADDLE";
    readonly LONG_STRANGLE: "LONG_STRANGLE";
    readonly SHORT_STRANGLE: "SHORT_STRANGLE";
    readonly BULL_CALL_SPREAD: "BULL_CALL_SPREAD";
    readonly BEAR_PUT_SPREAD: "BEAR_PUT_SPREAD";
    readonly IRON_CONDOR: "IRON_CONDOR";
    readonly BUTTERFLY: "BUTTERFLY";
    readonly COLLAR: "COLLAR";
    readonly COVERED_CALL: "COVERED_CALL";
    readonly PROTECTIVE_PUT: "PROTECTIVE_PUT";
};
export type OptionStrategy = typeof OPTION_STRATEGY[keyof typeof OPTION_STRATEGY];
/**
 * Option strategy leg
 */
export interface OptionStrategyLeg {
    instrument_key: string;
    trading_symbol: string;
    action: 'BUY' | 'SELL';
    quantity: number;
    strike_price?: number;
    option_type: OptionType;
    price?: number;
}
/**
 * Option strategy definition
 */
export interface OptionStrategyDefinition {
    id: string;
    name: string;
    strategy_type: OptionStrategy;
    underlying_symbol: string;
    expiry_date: string;
    legs: OptionStrategyLeg[];
    max_profit?: number;
    max_loss?: number;
    breakeven_points?: number[];
    margin_required?: number;
    created_at: string;
}
/**
 * Options position
 */
export interface OptionsPosition {
    id: string;
    user_id: string;
    account_id: string;
    instrument_key: string;
    trading_symbol: string;
    underlying_symbol: string;
    strike_price?: number | undefined;
    expiry_date: string;
    option_type: OptionType;
    quantity: number;
    average_price: number;
    current_price: number;
    pnl: number;
    pnl_percent: number;
    margin_used?: number | undefined;
    created_at: string;
    updated_at: string;
}
/**
 * Options portfolio summary
 */
export interface OptionsPortfolioSummary {
    total_positions: number;
    total_pnl: number;
    total_pnl_percent: number;
    total_margin_used: number;
    day_pnl: number;
    positions_by_underlying: {
        [symbol: string]: {
            positions: OptionsPosition[];
            net_pnl: number;
            net_quantity: number;
        };
    };
    expiry_wise_summary: {
        [expiry: string]: {
            positions: number;
            pnl: number;
        };
    };
}
/**
 * Options instrument search response
 */
export interface OptionsInstrumentSearchResponse {
    success: boolean;
    data: OptionsInstrument[];
    total: number;
    page?: number;
    limit?: number;
}
/**
 * Option chain response
 */
export interface OptionChainResponse {
    success: boolean;
    data: OptionChain;
    message?: string;
}
/**
 * Options order response
 */
export interface OptionsOrderResponse {
    success: boolean;
    data: OptionsOrder;
    message?: string;
}
/**
 * Options portfolio response
 */
export interface OptionsPortfolioResponse {
    success: boolean;
    data: OptionsPortfolioSummary;
    message?: string;
}
/**
 * Options instrument filters
 */
export interface OptionsInstrumentFilters {
    underlying_symbol?: string;
    option_type?: OptionType;
    expiry_date?: string;
    strike_price_min?: number;
    strike_price_max?: number;
    exchange?: Exchange;
    is_active?: boolean;
    limit?: number;
    offset?: number;
}
/**
 * Options order filters
 */
export interface OptionsOrderFilters {
    user_id?: string;
    account_id?: string;
    underlying_symbol?: string;
    option_type?: OptionType;
    expiry_date?: string;
    status?: string;
    start_date?: string;
    end_date?: string;
    limit?: number;
    offset?: number;
}
/**
 * Options Greeks (for advanced analytics)
 */
export interface OptionsGreeks {
    delta: number;
    gamma: number;
    theta: number;
    vega: number;
    rho: number;
    implied_volatility: number;
}
/**
 * Options analytics
 */
export interface OptionsAnalytics {
    instrument_key: string;
    greeks?: OptionsGreeks;
    time_to_expiry: number;
    moneyness: 'ITM' | 'ATM' | 'OTM';
    intrinsic_value: number;
    time_value: number;
}
/**
 * Expiry calendar
 */
export interface ExpiryCalendar {
    underlying_symbol: string;
    expiry_dates: {
        date: string;
        is_weekly: boolean;
        is_monthly: boolean;
        days_to_expiry: number;
        available_strikes: number[];
    }[];
}