package quote

import (

"time"

quotev1 "github.com/longbridge/openapi-protobufs/gen/go/quote"

"github.com/shopspring/decimal"

"github.com/longbridge/openapi-go"

"github.com/longbridge/openapi-go/internal/util"

"github.com/longbridge/openapi-go/quote/jsontypes"

)

type (

TradeStatus int32

TradeSession int32

TradeSessionType int32

EventType int8

SubType uint8

Period int32

AdjustType int32

CalcIndex int32

WarrantStatus int32

WarrantSortBy int32

WarrantSortOrder int32

WarrantType int32

WarrantExpiryDateType int32

WarrantInOutBoundsType int32

WarrantLanguage int32

SecurityListCategory string

WatchlistUpdateMode string

CandlestickTradeSession int32

PinnedMode int32

)

const (

// SubType

SubTypeUnknown SubType = SubType(quotev1.SubType_UNKNOWN_TYPE)

SubTypeQuote SubType = SubType(quotev1.SubType_QUOTE)

SubTypeDepth SubType = SubType(quotev1.SubType_DEPTH)

SubTypeBrokers SubType = SubType(quotev1.SubType_BROKERS)

SubTypeTrade SubType = SubType(quotev1.SubType_TRADE)

// SubEvent

EventQuote EventType = iota

EventBroker

EventTrade

EventDepth

// Period

PeriodOneMinute = Period(quotev1.Period_ONE_MINUTE)

PeriodFiveMinute = Period(quotev1.Period_FIVE_MINUTE)

PeriodFifteenMinute = Period(quotev1.Period_FIFTEEN_MINUTE)

PeriodThirtyMinute = Period(quotev1.Period_THIRTY_MINUTE)

PeriodSixtyMinute = Period(quotev1.Period_SIXTY_MINUTE)

PeriodDay = Period(quotev1.Period_DAY)

PeriodWeek = Period(quotev1.Period_WEEK)

PeriodMonth = Period(quotev1.Period_MONTH)

PeriodYear = Period(quotev1.Period_YEAR)

// AdjustType

AdjustTypeNo = AdjustType(quotev1.AdjustType_NO_ADJUST)

AdjustTypeForward = AdjustType(quotev1.AdjustType_FORWARD_ADJUST)

// TradeSession

TradeSessionNormal = TradeSession(quotev1.TradeSession_NORMAL_TRADE)

TradeSessionPreTrade = TradeSession(quotev1.TradeSession_PRE_TRADE)

TradeSessionPostTrade = TradeSession(quotev1.TradeSession_POST_TRADE)

TradeSessionOvernight = TradeSession(quotev1.TradeSession_OVERNIGHT_TRADE)

// CandlestickTradeSessionNormal includes normal trade session

CandlestickTradeSessionNormal = CandlestickTradeSession(0)

// CandlestickTradeSessionAll includes all trade sessions

CandlestickTradeSessionAll = CandlestickTradeSession(100)

// CalcIndex

CalcIndexUnknown CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_UNKNOWN)

CalcIndexLastDone CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_LAST_DONE)

CalcIndexChangeVal CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_CHANGE_VAL)

CalcIndexChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_CHANGE_RATE)

CalcIndexVolume CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_VOLUME)

CalcIndexTurnover CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_TURNOVER)

CalcIndexYtdChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_YTD_CHANGE_RATE)

CalcIndexTurnoverRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_TURNOVER_RATE)

CalcIndexTotalMarketValue CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_TOTAL_MARKET_VALUE)

CalcIndexCapitalFlow CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_CAPITAL_FLOW)

CalcIndexAmplitude CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_AMPLITUDE)

CalcIndexVolumeRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_VOLUME_RATIO)

CalcIndexPeTTMRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_PE_TTM_RATIO)

CalcIndexPbRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_PB_RATIO)

CalcIndexDividendRatioTTM CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_DIVIDEND_RATIO_TTM)

CalcIndexFiveDayChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_FIVE_DAY_CHANGE_RATE)

CalcIndexTenDayChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_TEN_DAY_CHANGE_RATE)

CalcIndexHalfYearChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_HALF_YEAR_CHANGE_RATE)

CalcIndexFiveMinutesChangeRate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_FIVE_MINUTES_CHANGE_RATE)

CalcIndexExpiryDate CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_EXPIRY_DATE)

CalcIndexStrikePrice CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_STRIKE_PRICE)

CalcIndexUpperStrikePrice CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_UPPER_STRIKE_PRICE)

CalcIndexLowerStrikePrice CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_LOWER_STRIKE_PRICE)

CalcIndexOutstandingQTY CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_OUTSTANDING_QTY)

CalcIndexOutstandingRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_OUTSTANDING_RATIO)

CalcIndexPremium CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_PREMIUM)

CalcIndexItmOtm CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_ITM_OTM)

CalcIndexImpliedVolatility CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_IMPLIED_VOLATILITY)

CalcIndexWarrantDelta CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_WARRANT_DELTA)

CalcIndexCallPrice CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_CALL_PRICE)

CalcIndexToCallPrice CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_TO_CALL_PRICE)

CalcIndexEffectiveLeverage CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_EFFECTIVE_LEVERAGE)

CalcIndexLeverageRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_LEVERAGE_RATIO)

CalcIndexConversionRatio CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_CONVERSION_RATIO)

CalcIndexBalancePoint CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_BALANCE_POINT)

CalcIndexOpenInterest CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_OPEN_INTEREST)

CalcIndexDELTA CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_DELTA)

CalcIndexGAMMA CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_GAMMA)

CalcIndexTHETA CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_THETA)

CalcIndexVEGA CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_VEGA)

CalcIndexRHO CalcIndex = CalcIndex(quotev1.CalcIndex_CALCINDEX_RHO)

)

// Warrant status

const (

WarrantSuspend WarrantStatus = iota + 2 // can't trade

WarrantPapareList // wait to be listed

WarrantNormal // Tradable

)

const (

WarrantLastDone WarrantSortBy = iota

WarrantChangeRate

WarrantChangeVal

WarrantVolume

WarrantTurnover

WarrantExpiryDate

WarrantStrikePrice

WarrantUpperStrikePrice

WarrantLowerStrikePrice

WarrantOutstandingQty

WarrantOutstandingRatio

WarrantPremiun

WarrantItmOtm

WarrantImpliedVolatility

WarrantDelta

WarrantCallPrice

WarrantToCallPrice

WarrantEffectiveLeverage

WarrantLeverageRatio

WarrantConversionRatio

WarrantBalancePoint

WarrantSortStatus

)

const (

WarrantAsc WarrantSortOrder = iota

WarrantDesc

)

const (

WarrantCall WarrantType = iota

WarrantPut

WarrantBull

WarrantBear

WarrantInline

)

const (

WarrantLT3 WarrantExpiryDateType = iota + 1 // Less than three months

WarrantBT3_6 // between three and six months

WarrantBT6_12 // between six and twelve months

WarrantGT12 // greate than twelve months

)

const (

WarrantInBounds WarrantInOutBoundsType = iota + 1

WarrantOutBounds

)

const (

WarrantZH_CN WarrantLanguage = iota

WarrantEN

WarrantHK_CN

)

const (

Overnight SecurityListCategory = "Overnight"

)

const (

// AddWatchlist will add securities to watchlist group

AddWatchlist WatchlistUpdateMode = "add"

// RemoveWatchlist will remove securities from watchlist group

RemoveWatchlist WatchlistUpdateMode = "remove"

// ReplaceWatchlist will replace securities in watchlist group

// For example:

// If the original group contains APPL.US, BABA.US, TSLA.US,

// and it is updated with ["BABA.US", "AAPL.US", "MSFT.US"],

// it will become BABA.US, AAPL.US, MSFT.US,

// removing TSLA.US and adding MSFT.US, while adjusting the order of BABA.US and AAPL.US.

ReplaceWatchlist WatchlistUpdateMode = "replace"

)

// PushQuote is quote info push from server

type PushQuote struct {

Symbol string

Sequence int64

LastDone *decimal.Decimal

Open *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

TradeStatus TradeStatus

TradeSession TradeSessionType

}

// PushDepth is depth info push from server

type PushDepth struct {

Symbol string

Sequence int64

Ask []*Depth

Bid []*Depth

}

// PushBrokers is brokers info push from server

type PushBrokers struct {

Symbol string

Sequence int64

AskBrokers []*Brokers

BidBrokers []*Brokers

}

// PushTrade is trade info push from server

type PushTrade struct {

Symbol string

Sequence int64

Trade []*Trade

}

// Depth store depth details

type Depth struct {

Position int32

Price *decimal.Decimal

Volume int64

OrderNum int64

}

type Brokers struct {

Position int32

BrokerIds []int32

}

// Trade store trade details

type Trade struct {

Price string

Volume int64

Timestamp int64

// TradeType

// HK

//

// - `*` - Overseas trade

// - `D` - Odd-lot trade

// - `M` - Non-direct off-exchange trade

// - `P` - Late trade (Off-exchange previous day)

// - `U` - Auction trade

// - `X` - Direct off-exchange trade

// - `Y` - Automatch internalized

// - `<empty string>` - Automatch normal

//

// US

//

// - `<empty string>` - Regular sale

// - `A` - Acquisition

// - `B` - Bunched trade

// - `D` - Distribution

// - `F` - Intermarket sweep

// - `G` - Bunched sold trades

// - `H` - Price variation trade

// - `I` - Odd lot trade

// - `K` - Rule 155 trde(NYSE MKT)

// - `M` - Market center close price

// - `P` - Prior reference price

// - `Q` - Market center open price

// - `S` - Split trade

// - `V` - Contingent trade

// - `W` - Average price trade

// - `X` - Cross trade

// - `1` - Stopped stock(Regular trade)

TradeType string

Direction int32

TradeSession TradeSession

}

// StaticInfo store static details

type StaticInfo struct {

Symbol string

NameCn string

NameEn string

NameHk string

Exchange string

Currency string

LotSize int32

TotalShares int64

CirculatingShares int64

HkShares int64

Eps *decimal.Decimal

EpsTtm *decimal.Decimal

Bps *decimal.Decimal

DividendYield string

StockDerivatives []int32

}

// Issuer to save issuer id

type Issuer struct {

ID int32

NameCn string

NameEn string

NameHk string

}

// OptionQuote to option quote details

type OptionQuote struct {

Symbol string

LastDone *decimal.Decimal

PrevClose *decimal.Decimal

Open *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

TradeStatus TradeStatus

OptionExtend *OptionExtend

}

// OptionExtend is option extended properties

type OptionExtend struct {

ImpliedVolatility string

OpenInterest int64

ExpiryDate string // YYMMDD

StrikePrice *decimal.Decimal

ContractMultiplier string

ContractType string

ContractSize string

Direction string

HistoricalVolatility string

UnderlyingSymbol string

}

// StrikePriceInfo is strike price details

type StrikePriceInfo struct {

Price *decimal.Decimal

CallSymbol string

PutSymbol string

Standard bool

}

// WarrantExtend is warrant extended properties

type WarrantExtend struct {

ImpliedVolatility string

ExpiryDate string

LastTradeDate string

OutstandingRatio string

OutstandingQty int64

ConversionRatio string

Category string

StrikePrice *decimal.Decimal

UpperStrikePrice *decimal.Decimal

LowerStrikePrice *decimal.Decimal

CallPrice *decimal.Decimal

UnderlyingSymbol string

}

// WarrantQuote is warrant quote details

type WarrantQuote struct {

Symbol string

LastDone *decimal.Decimal

PrevClose *decimal.Decimal

Open *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

TradeStatus TradeStatus

WarrantExtend *WarrantExtend

}

type WarrantFilter struct {

SortBy WarrantSortBy

SortOrder WarrantSortOrder

SortOffset int32

SortCount int32

Type []WarrantType

Issuer []int32

ExpiryDate []WarrantExpiryDateType

PriceType []WarrantInOutBoundsType

Status []WarrantStatus

Language WarrantLanguage

}

// WarrantInfo is info of warrant asset

type WarrantInfo struct {

Symbol string

Name string

LastDone *decimal.Decimal

ChangeRate *decimal.Decimal

ChangeVal *decimal.Decimal

Volume int64

Turnover *decimal.Decimal

ExpiryDate string

StrikePrice *decimal.Decimal

UpperStrikePrice *decimal.Decimal

LowerStrikePrice *decimal.Decimal

OutstandingQty *decimal.Decimal

OutstandingRatio *decimal.Decimal

Premium *decimal.Decimal

ItmOtm *decimal.Decimal

ImpliedVolatility *decimal.Decimal

Delta *decimal.Decimal

CallPrice *decimal.Decimal

ToCallPrice *decimal.Decimal

EffectiveLeverage *decimal.Decimal

LeverageRatio *decimal.Decimal

ConversionRatio *decimal.Decimal

BalancePoint *decimal.Decimal

Status WarrantStatus

}

// TradeDate

type TradeDate struct {

Date string

TradeDateType int32 // 0 full day, 1 morning only, 2 afternoon only(not happened before)

}

// Candlestick is candlestick details

type Candlestick struct {

Close *decimal.Decimal

Open *decimal.Decimal

Low *decimal.Decimal

High *decimal.Decimal

Volume int64

Turnover *decimal.Decimal

Timestamp int64

}

// Quote is quote details

type Quote struct {

Symbol string

LastDone *decimal.Decimal

Open *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

TradeStatus TradeStatus

TradeSession TradeSessionType

}

// SecurityQuote is quote details with pre market and post market

type SecurityQuote struct {

Symbol string

LastDone *decimal.Decimal

PrevClose *decimal.Decimal

Open *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

TradeStatus TradeStatus

PreMarketQuote *PrePostQuote

PostMarketQuote *PrePostQuote

OverNightQuote *PrePostQuote

}

// PrePostQuote is pre or post quote details

type PrePostQuote struct {

LastDone *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

High *decimal.Decimal

Low *decimal.Decimal

PrevClose *decimal.Decimal

}

// SecurityDepth

type SecurityDepth struct {

Symbol string

Ask []*Depth

Bid []*Depth

}

// SecurityBrokers is security brokers details

type SecurityBrokers struct {

Symbol string

AskBrokers []*Brokers

BidBrokers []*Brokers

}

// ParticipantInfo has all participant brokers

type ParticipantInfo struct {

BrokerIds []int32

ParticipantNameCn string

ParticipantNameEn string

ParticipantNameHk string

}

// IntradayLine is k line

type IntradayLine struct {

Price *decimal.Decimal

Timestamp int64

Volume int64

Turnover *decimal.Decimal

AvgPrice *decimal.Decimal

}

// IssuerInfo is issuer infomation

type IssuerInfo struct {

Id int32

NameCn string

NameEn string

NameHk string

}

// MarketTradingSession is market's session details

type MarketTradingSession struct {

Market openapi.Market

TradeSession []*TradePeriod

}

// TradePeriod

type TradePeriod struct {

BegTime int32

EndTime int32

TradeSession TradeSession

}

// MarketTradingDay contains market open trade days

type MarketTradingDay struct {

TradeDay []time.Time

HalfTradeDay []time.Time

}

// WatchedSecurity the security is watched

type WatchedSecurity struct {

Symbol string

Market string

Name string

Price *decimal.Decimal

WatchedAt int64 // timestamp

IsPinned bool

}

// WatchedGroup a group of the security is watched

type WatchedGroup struct {

Id int64 // group id

Name string // group name

Securites []*WatchedSecurity

}

// CapitalDistribution information

type CapitalDistribution struct {

Symbol string

Timestamp int64 // data update timestamp

CapitalIn Capital // inflow capital data

CapitalOut Capital // outflow capital data

}

// Capital infomartion

type Capital struct {

Large *decimal.Decimal

Medium *decimal.Decimal

Small *decimal.Decimal

}

// CapitalFlowLine

type CapitalFlowLine struct {

Inflow *decimal.Decimal

Timestamp int64

}

// SecurityCalcIndex the infomation of calculate indexes's security

type SecurityCalcIndex struct {

Symbol string

LastDone *decimal.Decimal

ChangeVal *decimal.Decimal

ChangeRate *decimal.Decimal

Volume int64

Turnover *decimal.Decimal

YtdChangeRate *decimal.Decimal

TurnoverRate *decimal.Decimal

TotalMarketValue *decimal.Decimal

CapitalFlow *decimal.Decimal

Amplitude *decimal.Decimal

VolumeRatio *decimal.Decimal

PeTtmRatio *decimal.Decimal

PbRatio *decimal.Decimal

DividendRatioTtm *decimal.Decimal

FiveDayChangeRate *decimal.Decimal

TenDayChangeRate *decimal.Decimal

HalfYearChangeRate *decimal.Decimal

FiveMinutesChangeRate *decimal.Decimal

ExpiryDate string

StrikePrice *decimal.Decimal

UpperStrikePrice *decimal.Decimal

LowerStrikePrice *decimal.Decimal

OutstandingQty *decimal.Decimal

OutstandingRatio *decimal.Decimal

Premium *decimal.Decimal

ItmOtm *decimal.Decimal

ImpliedVolatility *decimal.Decimal

WarrantDelta *decimal.Decimal

CallPrice *decimal.Decimal

ToCallPrice *decimal.Decimal

EffectiveLeverage *decimal.Decimal

LeverageRatio *decimal.Decimal

ConversionRatio *decimal.Decimal

BalancePoint *decimal.Decimal

OpenInterest int64

Delta *decimal.Decimal

Gamma *decimal.Decimal

Theta *decimal.Decimal

Vega *decimal.Decimal

Rho *decimal.Decimal

}

// Security is base info contains symbol and name

type Security = jsontypes.Security

// FilingItem is a filing document for a security

type FilingItem struct {

// Filing ID

Id string

// Title

Title string

// Description

Description string

// File name

FileName string

// File URLs

FileUrls []string

// Published time

PublishAt time.Time

}

// doRatio process some ratio fields

func doRatio(calcIndex *SecurityCalcIndex) {

calcIndex.ChangeRate = util.Percent(calcIndex.ChangeRate)

calcIndex.YtdChangeRate = util.Percent(calcIndex.YtdChangeRate)

calcIndex.Turnover = util.Percent(calcIndex.TurnoverRate)

calcIndex.Amplitude = util.Percent(calcIndex.Amplitude)

calcIndex.FiveDayChangeRate = util.Percent(calcIndex.FiveDayChangeRate)

calcIndex.TenDayChangeRate = util.Percent(calcIndex.TenDayChangeRate)

calcIndex.HalfYearChangeRate = util.Percent(calcIndex.HalfYearChangeRate)

calcIndex.FiveMinutesChangeRate = util.Percent(calcIndex.FiveMinutesChangeRate)

calcIndex.OutstandingRatio = util.Percent(calcIndex.OutstandingRatio)

calcIndex.Premium = util.Percent(calcIndex.Premium)

calcIndex.ItmOtm = util.Percent(calcIndex.ItmOtm)

calcIndex.ImpliedVolatility = util.Percent(calcIndex.ImpliedVolatility)

calcIndex.ToCallPrice = util.Percent(calcIndex.ToCallPrice)

}

type UserProfile struct {

MemberId int64

QuoteLevel string

SubscribeLimit int32

HistoryCandlestickLimit int32

RateLimit []*RateLimit

QuoteLevelDetail *UserQuoteLevelDetail

}

type RateLimit struct {

Cmd uint32

Limit int32

Burst int32

}

type UserQuoteLevelDetail struct {

ByPackageKey map[string]*PackageDetail

ByMarketCode map[string]*MarketPackageDetail

}

type PackageDetail struct {

PackageKey string

Limit int32

Burst int32

}

type MarketPackageDetail struct {

MarketCode string

Limit int32

Burst int32

}

// PinnedMode constants for UpdatePinned

const (

// PinnedModeAdd pins securities to the top of the watchlist

PinnedModeAdd PinnedMode = iota

// PinnedModeRemove unpins securities from the top of the watchlist

PinnedModeRemove

)

func (m PinnedMode) String() string {

if m == PinnedModeRemove {

return "remove"

}

return "add"

}

// ShortPositionsItem is one short-position record, unified for US and HK.

// US-specific fields (CurrentSharesShort, AvgDailyShareVolume, DaysToCover)

// are empty for HK records. HK-specific fields (Amount, Balance, Cost) are

// empty for US records.

type ShortPositionsItem struct {

// Timestamp — RFC 3339 (e.g. "2024-01-15T00:00:00Z")

Timestamp string

// Rate — short ratio

Rate string

// Close — closing price

Close string

// [US only] CurrentSharesShort — number of short shares outstanding

CurrentSharesShort string

// [US only] AvgDailyShareVolume — average daily share volume

AvgDailyShareVolume string

// [US only] DaysToCover — days-to-cover ratio

DaysToCover string

// [HK only] Amount — short sale amount (HKD)

Amount string

// [HK only] Balance — short position balance

Balance string

// [HK only] Cost — closing price (HK naming)

Cost string

}

// ShortPositionsResponse is the response for QuoteContext.ShortPositions.

type ShortPositionsResponse struct {

Data []*ShortPositionsItem

}

// OptionVolumeStats contains aggregated call/put volume for a security

type OptionVolumeStats struct {

// Total call volume

CallVolume string

// Total put volume

PutVolume string

}

// DailyOptionVolume is a single daily option volume data point

type DailyOptionVolume struct {

// Underlying security symbol

Symbol string

// Settlement date (unix timestamp string)

Timestamp string

// Total option volume (calls + puts)

TotalVolume string

// Total put volume

TotalPutVolume string

// Total call volume

TotalCallVolume string

// Put/call volume ratio

PutCallVolumeRatio string

// Total open interest

TotalOpenInterest string

// Total put open interest

TotalPutOpenInterest string

// Total call open interest

TotalCallOpenInterest string

// Put/call open interest ratio

PutCallOpenInterestRatio string

}

// CandlestickRequestOption is the option for the candlestick request

type CandlestickRequestOption func(*quotev1.SecurityHistoryCandlestickRequest)

// CandlestickRequestTradeSession sets the trade session of the candlestick request

func CandlestickRequestTradeSession(session CandlestickTradeSession) CandlestickRequestOption {

return func(req *quotev1.SecurityHistoryCandlestickRequest) {

req.TradeSession = int32(session)

}

}

// ShortTradesItem is one short-trade record, unified for US and HK.

type ShortTradesItem struct {

// Timestamp — RFC 3339

Timestamp string

// Rate — short ratio

Rate string

// Close — closing price

Close string

// [US only] NusAmount — NASDAQ short sale volume

NusAmount string

// [US only] NyAmount — NYSE short sale volume

NyAmount string

// [US only] TotalAmount — total trading volume

TotalAmount string

// [HK only] Amount — short sale turnover amount (HKD)

Amount string

// [HK only] Balance — short position balance

Balance string

}

// ShortTradesResponse is the response for QuoteContext.ShortTrades.

type ShortTradesResponse struct {

Data []*ShortTradesItem

}