Exchange HTTP API

export interface ProductData {
  product_id: number;
  last_price_time: string | null;
  last_price: number | null;
  settlement_time: string | null;
  settlement_price: number | null;
  settlement_price_comment: string | null;
  open_price: number | null;
  high_price: number | null;
  low_price: number | null;
  close_price: number | null;
  price_change: number | null;
  volume: number | null;
  notional_volume: number | null;
  block_volume: number | null;
  notional_block_volume: number | null;
  price_limit_upper: number;
  price_limit_lower: number;
  open_interest: number | null;
  open_interest_change: number | null;
}

export type ProductSpec = IFutureSpec | ISpreadSpec | IOptionSpec;

export type IFutureSpec = ProductFutureSpec;

export type ISpreadSpec = ProductSpreadSpec;

export type IOptionSpec = ProductOptionSpec;

export type ProductStatus = "active" | "forthcoming" | "expired";

export interface ProductFutureSpec {
  type: string;
  product_id: number;
  product_name: string;
  margin_unit: string;
  settlement_method: string;
  max_order_quantity: number;
  min_block_size: number;
  contract_size: number;
  contract_size_unit: string;
  price_increment: number;
  price_quotation_unit: string;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  month: number;
  year: number;
  base_symbol: string;
  cqg_symbol: string;
  product_status: ProductStatus;
}

export interface ProductSpreadSpec {
  type: string;
  product_id: number;
  product_name: string;
  max_order_quantity: number;
  min_block_size: number;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  base_symbol: string;
  price_increment: number;
  cqg_symbol: string;
  product_status: ProductStatus;
  legs: SpreadSpecLeg[];
}

export interface SpreadSpecLeg {
  product_id: number;
  weight: number;
}

export interface ProductOptionSpec {
  type: string;
  product_id: number;
  product_name: string;
  max_order_quantity: number;
  min_block_size: number;
  price_band_variation: number;
  price_limit_percentage: number;
  first_trading_day: string;
  final_settle_time: string;
  daily_open_time: string;
  daily_settle_time: string;
  symbol: string;
  cqg_symbol: string;
  underlying_product: number;
  strike_price: number;
  base_symbol: string;
  price_increment: number;
  option_type: string;
  product_status: ProductStatus;
}

export interface Order {
  symbol: string;
  product_id: number;
  product_type: ProductType;
  id: string;
  connection_id: string;
  clearing_firm_code: string;
  account_id: string;
  open_ack_id: string;
  side: Side;
  price: number;
  quantity_requested: number;
  quantity_filled: number;
  status: OrderStatus;
  time_in_force: TimeInForce;
}

export type ProductType = "Future" | "Spread" | "Option";

export type Side = 'Bid' | 'Ask';

export type OrderStatus = 'Working' | 'Closed';

export type TimeInForce = 'IOC' | 'Day' | 'GTC';

export interface Fill {
  symbol: string;
  product_id: number;
  product_type: ProductType;
  order_id: string;
  clearing_firm_code: string;
  time: string;
  connection_id: string;
  account_id: string;
  ack_id: string;
  side: Side;
  price: number;
  quantity_requested: number;
  quantity_filled: number;
  liquidity: Liquidity;
}

export type Liquidity = "Add" | "Remove" | "SpreadLeg";

export type Side = "Bid" | "Ask";

export type ProductType = "Future" | "Spread" | "Option";

export interface BlockTrade {
  account_id: string;
  block_trade_id: number;
  counterparty_id: string;
  counterparty_email: string | null;
  symbol: string;
  side: Side;
  price: number;
  quantity: number;
  exec_time: string;
  report_time: string;
  status: BlockTradeStatus;
  status_reason: string | null;
  status_time: string | null;
}

export type BlockTradeStatus = 'Pending' | 'Canceled' | 'Rejected' | 'Confirmed' | 'Accepted';