@extra-fyers/websocket.web/index.d.ts

A Javascript interface for FYERS API {websocket} web.

import { WebSocket } from 'ws';

/** Common response format. */
interface Response {
    /** ok / error. */
    s: string;
    /** This is the code to identify specific responses. */
    code?: number;
    /** This is the message to identify the specific error responses. */
    message?: string;
}
/** Attributes required for authorization of all requests. */
interface Authorization {
    /** This is the app_id which you have received after creating the app. */
    app_id: string;
    /** This value will be used for all the requests. */
    access_token: string;
}

/** Root URL for Market data notifications. */
declare const MARKET_DATA_URL: string;
/** Root URL for Order update notifications. */
declare const ORDER_UPDATE_URL: string;
/** Common notification format. */
type Notification = Response;
/** Update for order placed by the user in the current trading day. */
interface OrderUpdate {
    /** The unique order id assigned for each order. */
    id: string;
    /** The order id provided by the exchange. */
    exchOrdId: string;
    /** The symbol for which order is placed. */
    symbol: string;
    /** Fytoken is a unique identifier for every symbol. */
    fyToken: string;
    /** The segment this order is placed in. */
    segment: string;
    /** Exchange instrument type. */
    instrument: string;
    /** The type of order. */
    type: number;
    /** The order is buy or sell. */
    side: number;
    /** The product type. */
    productType: string;
    /** The status of the order. */
    status: number;
    /** The order number and status of the order. */
    orderNumStatus: string;
    /** True when placing AMO order. */
    offlineOrder: boolean;
    /** The original order qty. */
    qty: number;
    /** The remaining qty. */
    remainingQuantity: number;
    /** The filled qty after partial trades. */
    filledQty: number;
    /** The limit price for the order. */
    limitPrice: number;
    /** The stop price for the order. */
    stopPrice: number;
    /** Disclosed quantity. */
    discloseQty: number;
    /** Remaining disclosed quantity. */
    dqQtyRem: number;
    /** Day or IOC. */
    orderValidity: string;
    /** The order time as per DD-MMM-YYYY hh:mm:ss in IST. */
    orderDateTime: string;
    /** The parent order id will be provided only for applicable orders. */
    parentId?: string;
    /** The average traded price for the order. */
    tradedPrice: number;
    /** This is used to sort the orders based on the time. */
    slNo: number;
    /** The error messages are shown here. */
    message: string;
}
/** String notification on order update. */
interface OrderUpdateNotification extends Notification {
    /** Websocket type [1]. */
    ws_type?: number;
    /** Data for the notification. */
    d?: OrderUpdate;
}
/** Header for each binary message. */
interface Header {
    /** Fytoken is a unique identifier for every symbol. */
    token: BigInt;
    /** Timestamp sent by exchange (UNIX epoch). */
    tt: number;
    /** 7202: OI data (NSE FO/CD, MCX), 7207/7208: NSE, BSE (indices/data), 31038: MCX. */
    fyCode: number;
    /** Market status flag? */
    marketStat: number;
    /** Packet length, including header? */
    pktlen: number;
    /** Has L2 data (market depth)? */
    L2: number;
}
/** Open interest data (fyCode === 7202). */
interface OiData {
    /** Open interest. */
    oi: number;
    /** Previous day open interest. */
    pdoi: number;
}
/** Common data (fyCode !== 7202). */
interface CommonData {
    /** Price conversion, divisor for all prices. */
    price_conv: number;
    /** LTP is the price from which the next sale of the stocks happens. */
    ltp: number;
    /** Price at market opening time. */
    open_price: number;
    /** Highest price for the day. */
    high_price: number;
    /** Lowest price for the day. */
    low_price: number;
    /** Close price of the previous trading day. */
    prev_close_price: number;
    /** Open price (1 minute). */
    o: number;
    /** High price (1 minute). */
    h: number;
    /** Low price (1 minute). */
    l: number;
    /** Close price (1 minute). */
    c: number;
    /** Volume (1 minute). */
    v: BigInt;
    /** Open interest. */
    oi: BigInt;
    /** Previous day open interest. */
    pdoi: BigInt;
}
/** Additional data (fyCode === 7208, 31038). */
interface L1Data {
    /** Last traded quantity. */
    LTQ: number;
    /** Last traded time (UNIX epoch). */
    L2_LTT: number;
    /** Average traded price. */
    ATP: number;
    /** Today's volume. */
    volume: number;
    /** Total buy quantity. */
    tot_buy: BigInt;
    /** Total sell quantity. */
    tot_sell: BigInt;
    /** Highest bid price. */
    bid: number;
    /** Lowest ask price. */
    ask: number;
}
/** Open buy/sell orders at a particular price (L2 === 1). */
interface L2MarketOffer {
    /** Bid/ask price. */
    price: number;
    /** Bid/ask volume. */
    volume: number;
    /** Number of orders. */
    ord: number;
}
/** Market depth data, 5 rows (L2 === 1). */
interface L2Data {
    /** Bidding price along with volume and total number of orders. */
    bids: L2MarketOffer[];
    /** Offer price with volume and total number of orders. */
    asks: L2MarketOffer[];
}
/** Market data (oi/quote/depth) for symbols subscribed by the user. */
interface MarketData extends Header, CommonData, L1Data, L2Data {
}
/** Binary notification on Market data. */
interface MarketDataNotification extends Notification {
    /** Data for the notification. */
    d?: MarketData;
}
/**
 * Notified function.
 * @param notification notification
 */
type OnNotification = (notification: Notification) => void;
/**
 * Order update notified function.
 * @param notification notification
 */
type OnOrderUpdateNotification = (notification: OrderUpdateNotification) => void;
/**
 * Market data notified function.
 * @param notification notification
 */
type OnMarketDataNotification = (notification: MarketDataNotification) => void;
/** Handler for reciever which has passed (resolved). */
type OnResolve = (response: Response) => void;
/** Handler for reciever which has failed (rejected). */
type OnReject = (error: Error) => void;
/** Recieve response to a request, which can pass or fail. */
interface Reciever {
    /** Pass (resolve) handler for reciever. */
    resolve: OnResolve;
    /** Fail (reject) handler for reciever. */
    reject: OnReject;
}
/**
 * Provides the API for creating and managing a WebSocket connection to
 * a server, as well as for sending and receiving data on the connection.
 */
declare class Connection extends WebSocket {
    /** To recieve response to a request. */
    recievers: Reciever[];
}
/**
 * Connect to Order update URL with WebSocket.
 * @param auth authorization \{app_id, access_token\}
 * @param fn notified function
 * @returns WebSocket connection
 */
declare function connectOrderUpdate(auth: Authorization, fn: OnOrderUpdateNotification): Promise<Connection>;
/**
 * Subscribe to order update.
 * @param conn websocket connection
 */
declare function subscribeOrderUpdate(conn: Connection): Promise<Response>;
/**
 * Unsubscribe to order update.
 * @param conn websocket connection
 */
declare function unsubscribeOrderUpdate(conn: Connection): Promise<Response>;
/**
 * Connect to Market data URL with WebSocket.
 * @param auth authorization \{app_id, access_token\}
 * @param fn notified function
 * @returns WebSocket connection
 */
declare function connectMarketData(auth: Authorization, fn: OnMarketDataNotification): Promise<Connection>;
/**
 * Subscribe to market quote.
 * @param conn websocket connection
 * @param symbols list of symbols
 */
declare function subscribeMarketQuote(conn: Connection, symbols: string[]): Promise<Response>;
/**
 * Subscribe to market depth.
 * @param conn websocket connection
 * @param symbols list of symbols
 */
declare function subscribeMarketDepth(conn: Connection, symbols: string[]): Promise<Response>;
/**
 * Unsubscribe to market quote.
 * @param conn websocket connection
 * @param symbols list of symbols
 */
declare function unsubscribeMarketQuote(conn: Connection, symbols: string[]): Promise<Response>;
/**
 * Unsubscribe to market depth.
 * @param conn websocket connection
 * @param symbols list of symbols
 */
declare function unsubscribeMarketDepth(conn: Connection, symbols: string[]): Promise<Response>;

export { type Authorization, type CommonData, Connection, type Header, type L1Data, type L2Data, type L2MarketOffer, MARKET_DATA_URL, type MarketData, type MarketDataNotification, type Notification, ORDER_UPDATE_URL, type OiData, type OnMarketDataNotification, type OnNotification, type OnOrderUpdateNotification, type OnReject, type OnResolve, type OrderUpdate, type OrderUpdateNotification, type Reciever, type Response, connectMarketData, connectOrderUpdate, subscribeMarketDepth, subscribeMarketQuote, subscribeOrderUpdate, unsubscribeMarketDepth, unsubscribeMarketQuote, unsubscribeOrderUpdate };