@umerx/alpaca/src/entities.ts

A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.

export interface Endpoints {
  rest: {
    beta: 'https://data.alpaca.markets/v1beta1';
    account: 'https://api.alpaca.markets/v2';
    market_data_v2: 'https://data.alpaca.markets/v2';
    market_data_v1: 'https://data.alpaca.markets/v1';
  };
  websocket: {
    account: 'wss://api.alpaca.markets/stream';
    market_data: (source: DataSource) => string;
  };
}

/**
 * Your Alpaca key id and secret.
 * Can be passed to the AlpacaClient and AlpacaStream.
 */
export interface DefaultCredentials {
  key: string;
  secret: string;
  paper?: boolean;
}

/**
 * Client ID for Oauth requests on behalf of users.
 * Can be passed to the AlpacaClient.
 */
export interface OAuthCredentials {
  access_token: String;
  paper?: boolean;
}

/**
 * The account information with unparsed types, exactly as Alpaca provides it.
 * We encourage you to use the Account interface, which has many of these fields parsed.
 */
export interface RawAccount {
  account_blocked: boolean;
  account_number: string;
  buying_power: string;
  cash: string;
  created_at: string;
  currency: string;
  daytrade_count: number;
  daytrading_buying_power: string;
  equity: string;
  id: string;
  initial_margin: string;
  last_equity: string;
  last_maintenance_margin: string;
  long_market_value: string;
  maintenance_margin: string;
  multiplier: string;
  pattern_day_trader: boolean;
  portfolio_value: string;
  regt_buying_power: string;
  short_market_value: string;
  shorting_enabled: boolean;
  sma: string;
  status: string;
  trade_suspended_by_user: boolean;
  trading_blocked: boolean;
  transfers_blocked: boolean;
}

/**
 * The following are the possible account status values. Most likely, the account status
 * is ACTIVE unless there is any problem. The account status may get in ACCOUNT_UPDATED
 * when personal information is being updated from the dashboard, in which case you may
 * not be allowed trading for a short period of time until the change is approved.
 */
export type AccountStatus =
  /**
   * The account is onboarding.
   */
  | 'ONBOARDING'
  /**
   * The account application submission failed for some reason.
   */
  | 'SUBMISSION_FAILED'
  /**
   * The account application has been submitted for review.
   */
  | 'SUBMITTED'
  /**
   * The account information is being updated.
   */
  | 'ACCOUNT_UPDATED'
  /**
   * The final account approval is pending.
   */
  | 'APPROVAL_PENDING'
  /**
   * The account is active for trading.
   */
  | 'ACTIVE'
  /**
   * The account application has been rejected.
   */
  | 'REJECTED';

/**
 * Information related to an Alpaca account, such as account status, funds, and various
 * flags relevant to an account's ability to trade.
 */
export interface Account {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawAccount;

  /**
   * If true, the account activity by user is prohibited.
   */
  account_blocked: boolean;

  /**
   * Account number.
   */
  account_number: string;

  /**
   * Current available $ buying power; If multiplier = 4, this is your daytrade buying
   * power which is calculated as (last_equity - (last) maintenance_margin) * 4; If
   * multiplier = 2, buying_power = max(equity – initial_margin,0) * 2; If multiplier = 1,
   * buying_power = cash
   */
  buying_power: number;

  /**
   * Cash balance
   */
  cash: number;

  /**
   * Timestamp this account was created at
   */
  created_at: Date;

  /**
   * "USD"
   */
  currency: string;

  /**
   * The current number of daytrades that have been made in the last 5 trading days
   * (inclusive of today)
   */
  daytrade_count: number;

  /**
   * Your buying power for day trades (continuously updated value)
   */
  daytrading_buying_power: number;

  /**
   * Cash + long_market_value + short_market_value
   */
  equity: number;

  /**
   * Account ID.
   */
  id: string;

  /**
   * Reg T initial margin requirement (continuously updated value)
   */
  initial_margin: number;

  /**
   * Equity as of previous trading day at 16:00:00 ET
   */
  last_equity: number;

  /**
   * Your maintenance margin requirement on the previous trading day
   */
  last_maintenance_margin: number;

  /**
   * Real-time MtM value of all long positions held in the account
   */
  long_market_value: number;

  /**
   * Maintenance margin requirement (continuously updated value)
   */
  maintenance_margin: number;

  /**
   * Buying power multiplier that represents account margin classification; valid values 1
   * (standard limited margin account with 1x buying power), 2 (reg T margin account with
   * 2x intraday and overnight buying power; this is the default for all non-PDT accounts
   * with $2,000 or more equity), 4 (PDT account with 4x intraday buying power and 2x reg
   * T overnight buying power)
   */
  multiplier: number;

  /**
   * Whether or not the account has been flagged as a pattern day trader
   */
  pattern_day_trader: boolean;

  /**
   * Total value of cash + holding positions (This field is deprecated. It is equivalent
   * to the equity field.)
   */
  portfolio_value: number;

  /**
   * Your buying power under Regulation T (your excess equity - equity minus margin
   * value - times your margin multiplier)
   */
  regt_buying_power: number;

  /**
   * Real-time MtM value of all short positions held in the account
   */
  short_market_value: number;

  /**
   * Flag to denote whether or not the account is permitted to short
   */
  shorting_enabled: boolean;

  /**
   * Value of special memorandum account (will be used at a later date to provide
   * additional buying_power)
   */
  sma: number;

  /**
   * The following are the possible account status values. Most likely, the account status
   * is ACTIVE unless there is any problem. The account status may get in ACCOUNT_UPDATED
   * when personal information is being updated from the dashboard, in which case you may
   * not be allowed trading for a short period of time until the change is approved.
   */
  status: AccountStatus;

  /**
   * User setting. If true, the account is not allowed to place orders.
   */
  trade_suspended_by_user: boolean;

  /**
   * If true, the account is not allowed to place orders.
   */
  trading_blocked: boolean;

  /**
   * If true, the account is not allowed to request money transfers.
   */
  transfers_blocked: boolean;
}

export interface AccountConfigurations {
  /**
   * both, entry, or exit. Controls Day Trading Margin Call (DTMC) checks.
   */
  dtbp_check: 'both' | 'entry' | 'exit';

  /**
   * If true, account becomes long-only mode.
   */
  no_shorting: boolean;

  /**
   * If true, new orders are blocked.
   */
  suspend_trade: boolean;

  /**
   * all or none. If none, emails for order fills are not sent.
   */
  trade_confirm_email: 'all' | 'none';
}

export interface AccountUpdate {
  id: string;
  created_at: string;
  updated_at: string;
  deleted_at: any;
  status: string;
  currency: string;
  cash: string;
  cash_withdrawable: string;
}

export interface AggregateMinute {
  ev: string;
  T: string;
  v: number;
  av: number;
  op: number;
  vw: number;
  o: number;
  c: number;
  h: number;
  l: number;
  a: number;
  s: number;
  e: number;
}

export type AssetExchange =
  | 'AMEX'
  | 'ARCA'
  | 'BATS'
  | 'NYSE'
  | 'NASDAQ'
  | 'NYSEARCA';

export type AssetStatus = 'active' | 'inactive';

/**
 * The assets API serves as the master list of assets available for trade and data
 * consumption from Alpaca. Assets are sorted by asset class, exchange and symbol. Some
 * assets are only available for data consumption via Polygon, and are not tradable with
 * Alpaca. These assets will be marked with the flag tradable=false.
 */
export interface Asset {
  /**
   * Asset ID
   */
  id: string;

  /**
   * "us_equity"
   */
  class: string;

  /**
   * AMEX, ARCA, BATS, NYSE, NASDAQ or NYSEARCA
   */
  exchange: AssetExchange;

  /**
   * Asset symbol
   */
  symbol: string;

  /**
   * active or inactive
   */
  status: AssetStatus;

  /**
   * Asset is tradable on Alpaca or not
   */
  tradable: boolean;

  /**
   * Asset is marginable or not
   */
  marginable: boolean;

  /**
   * Asset is shortable or not
   */
  shortable: boolean;

  /**
   * Asset is easy-to-borrow or not (filtering for easy_to_borrow = True is the best way
   * to check whether the name is currently available to short at Alpaca).
   */
  easy_to_borrow: boolean;

  /**
   * Asset is fractionable or not.
   */
  fractionable: boolean;
}

/**
 * Contains the time of open and close for a market on a particular day from 1970 to 2029
 */
export interface Calendar {
  /**
   * Date string in YYYY-MM-DD format
   */
  date: string;

  /**
   * The time the market opens at on this date in HH:MM format
   */
  open: string;

  /**
   * The time the market closes at on this date in HH:MM format
   */
  close: string;
}

export interface RawClock {
  timestamp: string;
  is_open: boolean;
  next_open: string;
  next_close: string;
}

/**
 * The clock API serves the current market timestamp, whether or not the market is
 * currently open, as well as the times of the next market open and close.
 */
export interface Clock {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawClock;

  /**
   * Current timestamp
   */
  timestamp: Date;

  /**
   * Whether or not the market is open
   */
  is_open: boolean;

  /**
   * Next market open timestamp
   */
  next_open: Date;

  /**
   * Next market close timestamp
   */
  next_close: Date;
}

/** A trade which occurred. */
export interface RawTrade {
  /** Trade symbol. */
  S: string;
  /** Timestamp in RFC-3339 format with nanosecond precision. */
  t: string;
  /** Exchange where the trade happened. */
  x: string;
  /** Trade price. */
  p: number;
  /** Trade size. */
  s: number;
  /** Trade conditions. */
  c: string[];
  /** Trade ID. */
  i: number;
  /** Tape. */
  z: string;
}

/** A page of one or many trades. */
export interface RawPageOfTrades {
  /** Array of trades. */
  trades: RawTrade[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/** A trade which occurred. */
export interface Trade {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawTrade;
  /** Trade symbol. */
  S: string;
  /** Timestamp in RFC-3339 format with nanosecond precision. */
  t: Date;
  /** Exchange where the trade happened. */
  x: string;
  /** Trade price. */
  p: number;
  /** Trade size. */
  s: number;
  /** Trade conditions. */
  c: string[];
  /** Trade ID. */
  i: number;
  /** Tape. */
  z: string;
}

/** A page of one or many trades. */
export interface PageOfTrades {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawPageOfTrades;
  /** Array of trades. */
  trades: Trade[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/** A quote for a symbol. */
export interface RawQuote {
  /** Quote symbol. */
  S: string;
  /** Timestamp in RFC-3339 format with nanosecond precision. */
  t: string;
  /** Ask exchange. */
  ax: string;
  /** Ask price. */
  ap: number;
  /** Ask size. */
  as: number;
  /** Bid exchange. */
  bx: string;
  /** Bid price. */
  bp: number;
  /** Bid size. */
  bs: number;
  /** Quote conditions. */
  c: string[];
}

/** A page of one or many quotes. */
export interface RawPageOfQuotes {
  /** Array of quotes. */
  quotes: RawQuote[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/** A quote for a symbol. */
export interface Quote {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawQuote;
  /** Quote symbol. */
  S: string;
  /** Timestamp in Date format. */
  t: Date;
  /** Ask exchange. */
  ax: string;
  /** Ask price. */
  ap: number;
  /** Ask size. */
  as: number;
  /** Bid exchange. */
  bx: string;
  /** Bid price. */
  bp: number;
  /** Bid size. */
  bs: number;
  /** Quote conditions. */
  c: string[];
}

/** A page of one or many quotes. */
export interface PageOfQuotes {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawPageOfQuotes;
  /** Array of quotes. */
  quotes: Quote[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/** A bar for a symbol. */
export interface RawBar {
  /** Bar symbol. */
  S: string;
  /** Timestamp in RFC-3339 format with nanosecond precision. */
  t: string;
  /** Open price. */
  o: number;
  /** High price. */
  h: number;
  /** Low price. */
  l: number;
  /** Close price. */
  c: number;
  /** Volume. */
  v: number;
}

/** A page of one or many bars. */
export interface RawPageOfBars {
  /** Array of bars. */
  bars: RawBar[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/** A bar for a symbol. */
export interface Bar {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawBar;
  /** Bar symbol. */
  S: string;
  /** Timestamp in Date format. */
  t: Date;
  /** Open price. */
  o: number;
  /** High price. */
  h: number;
  /** Low price. */
  l: number;
  /** Close price. */
  c: number;
  /** Volume. */
  v: number;
}

/** A page of one or many bars. */
export interface PageOfBars {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawPageOfBars;
  /** Array of bars. */
  bars: Bar[];
  /** Symbol that was queried. */
  symbol: string;
  /** Token that can be used to query the next page. */
  next_page_token: string;
}

/**
 * The parsed result of an order cancelation request.
 */
export interface OrderCancelation {
  id: string;
  status: number;
  order: Order;
}

/**
 * The id, http status code and order as part of the cancel all orders request.
 */
export interface RawOrderCancelation {
  id: string;
  status: number;
  body: RawOrder;
}

/**
 * The order entity with unparsed fields, exactly as Alpaca provides it.
 * We encourage you to use the Order interface, which has many of these fields parsed.
 */
export interface RawOrder {
  id: string;
  client_order_id: string;
  created_at: string;
  updated_at: string;
  submitted_at: string;
  filled_at: string;
  expired_at: string;
  canceled_at: string;
  failed_at: string;
  replaced_at: string;
  replaced_by: string;
  replaces: string;
  asset_id: string;
  symbol: string;
  asset_class: string;
  qty: string;
  filled_qty: string;
  type: string;
  side: string;
  time_in_force: string;
  limit_price: string;
  stop_price: string;
  filled_avg_price: string;
  status: string;
  extended_hours: boolean;
  legs: RawOrder[];
  trail_price: string;
  trail_percent: string;
  hwm: string;
  order_class?: OrderClass;
}

/**
 * Price and volume data during a particular time interval
 */
export interface Bar_v1 {
  /**
   * the beginning time of this bar as a Unix epoch in seconds
   */
  t: number;

  /**
   * open price
   */
  o: number;

  /**
   * high price
   */
  h: number;

  /**
   * low price
   */
  l: number;

  /**
   * close price
   */
  c: number;

  /**
   * volume
   */
  v: number;
}

/**
 * Price and volume data during a particular time interval
 */
export interface Bar_v2 {
  /*
  t
  date-time
  required
  Timestamp in RFC-3339 format with nanosecond precision
  */
  t: string;
  /*
  o
  double
  required
  Opening price
  */
  o: number;
  /*
  h
  double
  required
  High price
  */
  h: number;
  /*
  l
  double
  required
  Low price
  */
  l: number;
  /*
  c
  double
  required
  Closing price
  */
  c: number;
  /*
  v
  int64
  required
  Bar volume
  */
  v: number;
  /*
  n
  int64
  required
  Trade count in the bar
  */
  n: number;
  /*
  vw
  double
  required
  Volume weighted average price
  */
  vw: number;
}

/**
 * Last quote details for a symbol
 */
export interface LastQuote_v1 {
  status: string;
  symbol: string;
  last: {
    /**
     * the current ask price
     */
    askprice: number;

    /**
     * the current ask size
     */
    asksize: number;

    /**
     * the exchange code of the ask quote
     */
    askexchange: number;

    /**
     * the current bid price
     */
    bidprice: number;

    /**
     * the current bid size
     */
    bidsize: number;

    /**
     * the exchange code of the bid quote
     */
    bidexchange: number;

    /**
     * epoch timestamp in nanoseconds
     */
    timestamp: number;
  };
}

/**
 * Last trade details for a symbol
 */
export interface LastTrade_v1 {
  status: string;
  symbol: string;
  last: {
    /**
     * last trade price
     */
    price: number;

    /**
     * last trade volume size
     */
    size: number;

    /**
     * exchange code where the last trade was made
     */
    exchange: number;

    /**
     * condition flag 1
     */
    cond1: number;

    /**
     * condition flag 2
     */
    cond2: number;

    /**
     * condition flag 3
     */
    cond3: number;

    /**
     * condition flag 4
     */
    cond4: number;

    /**
     * epoch timestamp in nanoseconds
     */
    timestamp: number;
  };
}

export interface RawSnapshot {
  symbol: string;
  latestTrade: {
    t: string;
    x: string;
    p: number;
    s: number;
    c?: string[] | null;
    i: number;
    z: string;
  };
  latestQuote: {
    t: string;
    ax: string;
    ap: number;
    as: number;
    bx: string;
    bp: number;
    bs: number;
    c?: string[] | null;
  };
  minuteBar: {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
  dailyBar: {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
  prevDailyBar: {
    t: string;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
}

export interface Snapshot {
  /** Get the raw data as it came from Alpaca. */
  raw(): RawSnapshot;
  symbol: string;
  latestTrade: {
    t: Date;
    x: string;
    p: number;
    s: number;
    c?: string[] | null;
    i: number;
    z: string;
  };
  latestQuote: {
    t: Date;
    ax: string;
    ap: number;
    as: number;
    bx: string;
    bp: number;
    bs: number;
    c?: string[] | null;
  };
  minuteBar: {
    t: Date;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
  dailyBar: {
    t: Date;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
  prevDailyBar: {
    t: Date;
    o: number;
    h: number;
    l: number;
    c: number;
    v: number;
  };
}

export type DataSource = 'iex' | 'sip';

export type OrderType =
  | 'market'
  | 'limit'
  | 'stop'
  | 'stop_limit'
  | 'trailing_stop';

export type OrderClass = 'simple' | 'bracket' | 'oto' | 'oco';

export type OrderSide = 'buy' | 'sell';

export type OrderTimeInForce =
  /**
   * A day order is eligible for execution only on the day it is live. By default, the
   * order is only valid during Regular Trading Hours (9:30am - 4:00pm ET). If unfilled
   * after the closing auction, it is automatically canceled. If submitted after the
   * close, it is queued and submitted the following trading day. However, if marked as
   * eligible for extended hours, the order can also execute during supported extended
   * hours.
   */
  | 'day'

  /**
   * The order is good until canceled. Non-marketable GTC limit orders are subject to
   * price adjustments to offset corporate actions affecting the issue. We do not
   * currently support Do Not Reduce(DNR) orders to opt out of such price adjustments.
   */
  | 'gtc'

  /**
   * Use this TIF with a market/limit order type to submit "market on open" (MOO) and
   * "limit on open" (LOO) orders. This order is eligible to execute only in the market
   * opening auction. Any unfilled orders after the open will be cancelled. OPG orders
   * submitted after 9:28am but before 7:00pm ET will be rejected. OPG orders submitted
   * after 7:00pm will be queued and routed to the following day's opening auction. On
   * open/on close orders are routed to the primary exchange. Such orders do not
   * necessarily execute exactly at 9:30am / 4:00pm ET but execute per the exchange's
   * auction rules.
   */
  | 'opg'

  /**
   * Use this TIF with a market/limit order type to submit "market on close" (MOC) and
   * "limit on close" (LOC) orders. This order is eligible to execute only in the market
   * closing auction. Any unfilled orders after the close will be cancelled. CLS orders
   * submitted after 3:50pm but before 7:00pm ET will be rejected. CLS orders submitted
   * after 7:00pm will be queued and routed to the following day's closing auction. Only
   * available with API v2.
   */
  | 'cls'

  /**
   * An Immediate Or Cancel (IOC) order requires all or part of the order to be executed
   * immediately. Any unfilled portion of the order is canceled. Only available with API
   * v2.
   */
  | 'ioc'

  /**
   * A Fill or Kill (FOK) order is only executed if the entire order quantity can be
   * filled, otherwise the order is canceled. Only available with API v2.
   */
  | 'fok';

export type OrderStatus =
  /**
   * The order has been received by Alpaca, and routed to exchanges for execution. This
   * is the usual initial state of an order.
   */
  | 'new'

  /**
   * The order has been partially filled.
   */
  | 'partially_filled'

  /**
   * The order has been filled, and no further updates will occur for the order.
   */
  | 'filled'

  /**
   * The order is done executing for the day, and will not receive further updates until
   * the next trading day.
   */
  | 'done_for_day'

  /**
   * The order has been canceled, and no further updates will occur for the order. This
   * can be either due to a cancel request by the user, or the order has been canceled by
   * the exchanges due to its time-in-force.
   */
  | 'canceled'

  /**
   * The order has expired, and no further updates will occur for the order.
   */
  | 'expired'

  /**
   * The order was replaced by another order, or was updated due to a market event such
   * as corporate action.
   */
  | 'replaced'

  /**
   * The order is waiting to be canceled.
   */
  | 'pending_cancel'

  /**
   * The order is waiting to be replaced by another order. The order will reject cancel
   * request while in this state.
   */
  | 'pending_replace'

  /**
   * (Uncommon) The order has been received by Alpaca, but hasn't yet been routed to the
   * execution venue. This could be seen often out side of trading session hours.
   */
  | 'accepted'

  /**
   * (Uncommon) The order has been received by Alpaca, and routed to the exchanges, but
   * has not yet been accepted for execution. This state only occurs on rare occasions.
   */
  | 'pending_new'

  /**
   * (Uncommon) The order has been received by exchanges, and is evaluated for pricing.
   * This state only occurs on rare occasions.
   */
  | 'accepted_for_bidding'

  /**
   * (Uncommon) The order has been stopped, and a trade is guaranteed for the order,
   * usually at a stated price or better, but has not yet occurred. This state only
   * occurs on rare occasions.
   */
  | 'stopped'

  /**
   * (Uncommon) The order has been rejected, and no further updates will occur for the
   * order. This state occurs on rare occasions and may occur based on various conditions
   * decided by the exchanges.
   */
  | 'rejected'

  /**
   * (Uncommon) The order has been suspended, and is not eligible for trading. This state
   * only occurs on rare occasions.
   */
  | 'suspended'

  /**
   * (Uncommon) The order has been completed for the day (either filled or done for day),
   * but remaining settlement calculations are still pending. This state only occurs on
   * rare occasions.
   */
  | 'calculated';

export interface RawLatestTrade {
  symbol: string;
  trade: {
    t: string;
    x: string;
    p: number;
    s: number;
    c: string[];
    i: number;
    z: string;
  };
}

export interface LatestTrade {
  raw(): RawLatestTrade;
  symbol: string;
  trade: {
    t: Date;
    x: string;
    p: number;
    s: number;
    c: string[];
    i: number;
    z: string;
  };
}

/**
 * An Order in Alpaca
 */
export interface Order {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawOrder;

  /**
   * Order id
   */
  id: string;

  /**
   * Client unique order id
   */
  client_order_id: string;

  /**
   * When the order was created
   */
  created_at: Date;

  /**
   * When the order was last updated
   */
  updated_at: Date;

  /**
   * When the order was submitted
   */
  submitted_at: Date;

  /**
   * When the order was filled
   */
  filled_at: Date;

  /**
   * When the order expired
   */
  expired_at: Date;

  /**
   * When the order was canceled
   */
  canceled_at: Date;

  /**
   * When the order failed
   */
  failed_at: Date;

  /**
   * When the order was last replaced
   */
  replaced_at: Date;

  /**
   * The order ID that this order was replaced by
   */
  replaced_by: string;

  /**
   * The order ID that this order replaces
   */
  replaces: string;

  /**
   * Asset ID
   */
  asset_id: string;

  /**
   * Asset symbol
   */
  symbol: string;

  /**
   * Asset class
   */
  asset_class: string;

  /**
   * Ordered quantity
   */
  qty: number;

  /**
   * Filled quantity
   */
  filled_qty: number;

  /**
   * Order type (market, limit, stop, stop_limit, trailing_stop)
   */
  type: OrderType;

  /**
   * Buy or sell
   */
  side: OrderSide;

  /**
   * Order Time in Force
   */
  time_in_force: OrderTimeInForce;

  /**
   * Limit price
   */
  limit_price: number;

  /**
   * Stop price
   */
  stop_price: number;

  /**
   * Filled average price
   */
  filled_avg_price: number;

  /**
   * The status of the order
   */
  status: OrderStatus;

  /**
   * If true, eligible for execution outside regular trading hours.
   */
  extended_hours: boolean;

  /**
   * When querying non-simple order_class orders in a nested style, an array of Order
   * entities associated with this order. Otherwise, null.
   */
  legs: Order[];

  /**
   * The dollar value away from the high water mark for trailing stop orders.
   */
  trail_price: number;

  /**
   * The percent value away from the high water mark for trailing stop orders.
   */
  trail_percent: number;

  /**
   * The highest (lowest) market price seen since the trailing stop order was submitted.
   */
  hwm: number;

  /**
   * Mostly used for non-simple orders such as bracket, one-triggers-other, or one-cancels-other.
   */
  order_class: OrderClass;
}

/**
 * Timeseries data for equity and profit loss information of the account
 */
export interface PortfolioHistory {
  /**
   * time of each data element, left-labeled (the beginning of time window)
   */
  timestamp: number[];

  /**
   * equity value of the account in dollar amount as of the end of each time window
   */
  equity: number[];

  /**
   * profit/loss in dollar from the base value
   */
  profit_loss: number[];

  /**
   * profit/loss in percentage from the base value
   */
  profit_loss_pct: number[];

  /**
   * basis in dollar of the profit loss calculation
   */
  base_value: number;

  /**
   * time window size of each data element
   */
  timeframe: '1Min' | '5Min' | '15Min' | '1H' | '1D';
}

/**
 * A position with unparsed fields, exactly as Alpaca provides it.
 * We encourage you to use the Position interface, which has many of these fields parsed.
 */
export interface RawPosition {
  asset_id: string;
  symbol: string;
  exchange: string;
  asset_class: string;
  avg_entry_price: string;
  qty: string;
  side: string;
  market_value: string | null;
  cost_basis: string;
  unrealized_pl: string | null;
  unrealized_plpc: string | null;
  unrealized_intraday_pl: string | null;
  unrealized_intraday_plpc: string | null;
  current_price: string | null;
  lastday_price: string | null;
  change_today: string | null;
}

export type PositionSide = 'long' | 'short';

/**
 * A position in Alpaca
 */
export interface Position {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawPosition;

  /**
   * Asset ID
   */
  asset_id: string;

  /**
   * Symbol name of the asset
   */
  symbol: string;

  /**
   * Exchange name of the asset
   */
  exchange: string;

  /**
   * Asset class name
   */
  asset_class: string;

  /**
   * Average entry price of the position
   */
  avg_entry_price: number;

  /**
   * The number of shares
   */
  qty: number;

  /**
   * long or short
   */
  side: PositionSide;

  /**
   * Total dollar amount of the position
   */
  market_value: number | null;

  /**
   * Total cost basis in dollar
   */
  cost_basis: number;

  /**
   * Unrealized profit/loss in dollars
   */
  unrealized_pl: number | null;

  /**
   * Unrealized profit/loss percent (by a factor of 1)
   */
  unrealized_plpc: number | null;

  /**
   * Unrealized profit/loss in dollars for the day
   */
  unrealized_intraday_pl: number | null;

  /**
   * Unrealized profit/loss percent (by a factor of 1)
   */
  unrealized_intraday_plpc: number | null;

  /**
   * Current asset price per share
   */
  current_price: number | null;

  /**
   * Last day's asset price per share based on the closing value of the last trading day
   */
  lastday_price: number | null;

  /**
   * Percent change from last day price (by a factor of 1)
   */
  change_today: number | null;
}

export type ActivityType =
  /**
   * Order fills (both partial and full fills)
   */
  | 'FILL'

  /**
   * Cash transactions (both CSD and CSR)
   */
  | 'TRANS'

  /**
   * Miscellaneous or rarely used activity types (All types except those in TRANS, DIV,
   * or FILL)
   */
  | 'MISC'

  /**
   * ACATS IN/OUT (Cash)
   */
  | 'ACATC'

  /**
   * ACATS IN/OUT (Securities)
   */
  | 'ACATS'

  /**
   * Cash disbursement(+)
   */
  | 'CSD'

  /**
   * Cash receipt(-)
   */
  | 'CSR'

  /**
   * Dividends
   */
  | 'DIV'

  /**
   * Dividend (capital gain long term)
   */
  | 'DIVCGL'

  /**
   * Dividend (capital gain short term)
   */
  | 'DIVCGS'

  /**
   * Dividend fee
   */
  | 'DIVFEE'

  /**
   * Dividend adjusted (Foreign Tax Withheld)
   */
  | 'DIVFT'

  /**
   * Dividend adjusted (NRA Withheld)
   */
  | 'DIVNRA'

  /**
   * Dividend return of capital
   */
  | 'DIVROC'

  /**
   * Dividend adjusted (Tefra Withheld)
   */
  | 'DIVTW'

  /**
   * Dividend (tax exempt)
   */
  | 'DIVTXEX'

  /**
   * Interest (credit/margin)
   */
  | 'INT'

  /**
   * Interest adjusted (NRA Withheld)
   */
  | 'INTNRA'

  /**
   * Interest adjusted (Tefra Withheld)
   */
  | 'INTTW'

  /**
   * Journal entry
   */
  | 'JNL'

  /**
   * Journal entry (cash)
   */
  | 'JNLC'

  /**
   * Journal entry (stock)
   */
  | 'JNLS'

  /**
   * Merger/Acquisition
   */
  | 'MA'

  /**
   * Name change
   */
  | 'NC'

  /**
   * Option assignment
   */
  | 'OPASN'

  /**
   * Option expiration
   */
  | 'OPEXP'

  /**
   * Option exercise
   */
  | 'OPXRC'

  /**
   * Pass Thru Charge
   */
  | 'PTC'

  /**
   * Pass Thru Rebate
   */
  | 'PTR'

  /**
   * Reorg CA
   */
  | 'REORG'

  /**
   * Symbol change
   */
  | 'SC'

  /**
   * Stock spinoff
   */
  | 'SSO'

  /**
   * Stock split
   */
  | 'SSP';

export interface RawTradeActivity {
  // Only FILL
  activity_type: Extract<ActivityType, 'FILL'>;
  cum_qty: string;
  id: string;
  leaves_qty: string;
  price: string;
  qty: string;
  side: string;
  symbol: string;
  transaction_time: string;
  order_id: string;
  type: string;
}

export interface RawNonTradeActivity {
  // Everything except FILL
  activity_type: Exclude<ActivityType, 'FILL'>;
  id: string;
  date: string;
  net_amount: string;
  symbol: string;
  qty: string;
  per_share_amount: string;
}

export type TradeActivityType = 'fill' | 'partial_fill';
export type TradeActivitySide = 'buy' | 'sell';

export interface TradeActivity {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawTradeActivity;

  /**
   * FILL
   */
  activity_type: Extract<ActivityType, 'FILL'>;

  /**
   * The cumulative quantity of shares involved in the execution.
   */
  cum_qty: number;

  /**
   * An id for the activity. Always in "::" format. Can be sent as page_token in requests
   * to facilitate the paging of results.
   */
  id: string;

  /**
   * For partially_filled orders, the quantity of shares that are left to be filled.
   */
  leaves_qty: number;

  /**
   * The per-share price that the trade was executed at.
   */
  price: number;

  /**
   * The number of shares involved in the trade execution.
   */
  qty: number;

  /**
   * buy or sell
   */
  side: TradeActivitySide;

  /**
   * The symbol of the security being traded.
   */
  symbol: string;

  /**
   * The time at which the execution occurred.
   */
  transaction_time: string;

  /**
   * The id for the order that filled.
   */
  order_id: string;

  /**
   * fill or partial_fill
   */
  type: TradeActivityType;
}

export interface NonTradeActivity {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw(): RawNonTradeActivity;

  /**
   * Activity type
   */
  activity_type: Exclude<ActivityType, 'FILL'>;

  /**
   * An ID for the activity, always in "::" format. Can be sent as page_token in requests
   * to facilitate the paging of results.
   */
  id: string;

  /**
   * The date on which the activity occurred or on which the transaction associated with
   * the activity settled.
   */
  date: string;

  /**
   * The net amount of money (positive or negative) associated with the activity.
   */
  net_amount: number;

  /**
   * The symbol of the security involved with the activity. Not present for all activity
   * types.
   */
  symbol: string;

  /**
   * For dividend activities, the number of shares that contributed to the payment. Not
   * present for other activity types.
   */
  qty: number;

  /**
   * For dividend activities, the average amount paid per share. Not present for other
   * activity types.
   */
  per_share_amount: number;
}

export type RawActivity = RawTradeActivity | RawNonTradeActivity;

export type Activity = TradeActivity | NonTradeActivity;

/**
 * The following type mirrors OrderStatus almost exactly,
 * but differs slightly in its wording for each event.
 * See https://alpaca.markets/docs/api-references/broker-api/events/#trade-events
 * for an updated list of these events and their detailed descriptions.
 */
export type TradeUpdateEvent =
  | 'new'
  | 'fill'
  | 'partial_fill'
  | 'canceled'
  | 'expired'
  | 'done_for_day'
  | 'replaced'
  | 'rejected'
  | 'pending_new'
  | 'stopped'
  | 'pending_cancel'
  | 'pending_replace'
  | 'calculated'
  | 'suspended'
  | 'order_replace_rejected'
  | 'order_cancel_rejected';

export interface RawTradeUpdate {
  event: TradeUpdateEvent;
  execution_id: string;
  order: RawOrder;
  event_id?: string;
  at?: string;
  timestamp?: string;
  position_qty?: string;
  price?: string;
  qty?: string;
}

export interface TradeUpdate {
  /**
   * Get the raw data, exactly as it came from Alpaca
   */
  raw: () => RawTradeUpdate;

  /**
   * Trade update event type
   */
  event: TradeUpdateEvent;

  /**
   * Corresponding execution of an order.
   * If an order gets filled over two executions (a partial_fill for example),
   * you will receive two events with different IDs.
   */
  execution_id: string;

  /**
   * Monotonically increasing 64-bit integer.
   * Haven't yet observed this property in practice, but it is
   * on Alpaca's docs here: https://alpaca.markets/docs/api-references/broker-api/events/#trade-events,
   * including for completeness.
   */
  event_id?: number;

  /**
   * The associated order that a trade_update event comes with
   */
  order: Order;

  /**
   * The timestamp of the trade update event.
   * Alpaca docs at https://alpaca.markets/docs/api-references/broker-api/events/#trade-events
   * are confusing. They say the 'at' property will contain the timestamp of
   * the event, but currently as of 3/10/22 this is in the 'timestamp' property
   * instead. Including both for completeness.
   */
  at?: Date;

  /**
   * The timestamp of the trade update event.
   * Alpaca docs at https://alpaca.markets/docs/api-references/broker-api/events/#trade-events
   * are confusing. They say the 'at' property will contain the timestamp of
   * the event, but currently as of 3/10/22 this is in the 'timestamp' property
   * instead. Including both for completeness.
   */
  timestamp?: Date;

  /**
   * The size of your total position, after a fill or partial fill event, in shares.
   */
  position_qty?: number;

  /**
   * The average price per share at which the order was filled or partially filled
   */
  price?: number;

  /**
   * The amount of shares that were filled in a trade update of type fill or partial_fill.
   * Equivalent to the order.filled_qty property, which is preferred.
   */
  qty?: number;
}

export interface Watchlist {
  /**
   * account ID
   */
  account_id: string;

  /**
   * the content of this watchlist, in the order as registered by the client
   */
  assets: Asset[];

  /**
   * When the watchlist was created
   */
  created_at: string;

  /**
   * watchlist id
   */
  id: string;

  /**
   * user-defined watchlist name (up to 64 characters)
   */
  name: string;

  /**
   * When the watchlist was last updated
   */
  updated_at: string;
}

export interface News {
  id: number;
  headline: string;
  author: string;
  created_at: Date;
  updated_at: Date;
  summary: string;
  url: string;
  images: any[];
  symbols: string[];
  source: string;
}

export interface NewsPage {
  news: News[];
  next_page_token: string;
}

export type Channel = 'trades' | 'quotes' | 'bars' | 'trade_updates';

export interface Message {
  T: 'success' | 'error' | 'subscription';
  code?: number;
  msg: string;
  [key: string]: any;
}