polygon.io
Version:
Isomorphic Javascript client for Polygon.io Stocks, Forex, and Crypto APIs
62 lines (61 loc) • 1.67 kB
TypeScript
import { IPolygonQuery } from "../transport/request";
export interface IV2HistoricTradesQuery extends IPolygonQuery {
limit?: number;
reverse?: boolean;
timestamp?: number;
timestampLimit?: number;
}
export interface ITradeV2Raw {
T?: string;
t: number;
y?: number;
f?: number;
q: number;
i: string;
x: number;
s: number;
c: number[];
p: number;
z: number;
}
export interface ITradeV2Formatted {
T?: string;
ticker?: string;
t: number;
SIPTimestamp: number;
y?: number;
participantExchangeTimestamp?: number;
f?: number;
tradeReportingFacilityTimestamp?: number;
q: number;
sequenceNumber: number;
i: string;
tradeId: string;
x: number;
exchange: number;
s: number;
size: number;
c: number[];
conditions: number[];
p: number;
price: number;
z: number;
tapeWhereTheTradeOccured: number;
}
export declare const formatITradeV2Raw: (raw: ITradeV2Raw) => ITradeV2Formatted;
export interface IV2HistoricTradesResultRaw {
results_count?: number;
db_latency?: number;
success: boolean;
ticker: string;
ticks: ITradeV2Raw[];
}
export interface IV2HistoricTradesResultFormatted {
results_count?: number;
db_latency?: number;
success: boolean;
ticker: string;
ticks: ITradeV2Formatted[];
}
export declare const formatIV2HistoricTradeResultRaw: (raw: IV2HistoricTradesResultRaw) => IV2HistoricTradesResultFormatted;
export declare const v2HistoricTrades: (apiKey: string, apiBase: string, symbol: string, date: string, query?: IV2HistoricTradesQuery) => Promise<IV2HistoricTradesResultFormatted>;