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| 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 | 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x 8x | import {enumProperty, model, property} from "@waytrade/microservice-core";
export enum BarSize {
SECONDS_ONE = "1 secs",
SECONDS_FIVE = "5 secs",
SECONDS_TEN = "10 secs",
SECONDS_FIFTEEN = "15 secs",
SECONDS_THIRTY = "30 secs",
MINUTES_ONE = "1 min",
MINUTES_TWO = "2 mins",
MINUTES_THREE = "3 mins",
MINUTES_FIVE = "5 mins",
MINUTES_TEN = "10 mins",
MINUTES_FIFTEEN = "15 mins",
MINUTES_TWENTY = "20 mins",
MINUTES_THIRTY = "30 mins",
HOURS_ONE = "1 hour",
HOURS_TWO = "2 hours",
HOURS_THREE = "3 hours",
HOURS_FOUR = "4 hours",
HOURS_EIGHT = "8 hours",
DAYS_ONE = "1 day",
WEEKS_ONE = "1W",
MONTHS_ONE = "1M"
}
export enum WhatToShow {
TRADES = "TRADES",
MIDPOINT = "MIDPOINT",
BID = "BID",
ASK = "ASK",
BID_ASK = "BID_ASK",
HISTORICAL_VOLATILITY = "HISTORICAL_VOLATILITY",
OPTION_IMPLIED_VOLATILITY = "OPTION_IMPLIED_VOLATILITY",
FEE_RATE = "FEE_RATE",
REBATE_RATE = "REBATE_RATE"
}
/**
* A historic data request.
*/
@model("A historic data request arguments.")
export class HistoricDataRequestArguments {
/** The contract id. */
@property("The contract id.")
conId!: number;
/** Date of the end (must up to date) bar. If undefined, end date is now. */
@property("Date of the end (must up to date) bar. If undefined, end date is now.")
endDate?: string;
/** The duration, in format '[n] S' (seconds), '[n] D' (days), '[n] W' (weeks), '[n] M' (months), '[n] Y' (years). */
@property("The duration, in format '[n] S' (seconds), '[n] D' (days), '[n] W' (weeks), '[n] M' (months), '[n] Y' (years).")
duration!: string;
/** The bar size. */
@enumProperty("BarSize", BarSize, "The bar size.")
barSize!: BarSize;
/** Data type to show. */
@enumProperty("WhatToShow", WhatToShow, "Data type to show.")
whatToShow!: WhatToShow;
}
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