mirror of
https://github.com/luxfi/broker.git
synced 2026-09-24 00:25:18 +00:00
zeekay
986666f8b1
ACATS (7/7 items): - ValidateACATSAccount/Assets, CreateACATSTransfer, GetACATSTransfer - ListACATSTransfers, CancelACATSTransfer, ListACATSActivities - GetACATSRejection, ACATSDisclosure constant - 13 tests with subtests covering all validation paths Fixed Income (11/11 items): - ListCorporateBonds, ListTreasuryBonds (/v1/assets/fixed_income/*) - CreateFixedIncomeOrder (market-only, TIF=day, decimal validation) - GetFixedIncomeActivities (maturity filter), GetFixedIncomePositions - CloseFixedIncomePosition, CancelFixedIncomeOrder - 11 tests including 6 validation error subtests Remaining Crypto (5/5 items): - AddCryptoAgreement PATCH for existing accounts - ListCryptoAssets with min_order_size/price_increment - NonMarginableBuyingPower in Portfolio - ListCryptoWallets, GetCryptoWallet stubs - GetCountryInfo for regional license checks Remaining Omnibus (5/5 items): - ValidateTIF with per-asset-class TIF maps - GetSubaccountConfirms for trade confirmations - trading_blocked flag in SSE account events - fractional_eh_enabled already in Asset struct All 38 Alpaca provider tests pass. Full broker build clean.
1134 lines
43 KiB
Go
1134 lines
43 KiB
Go
package types
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import (
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"fmt"
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"time"
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)
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// Account is the unified brokerage account across all providers.
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type Account struct {
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ID string `json:"id"`
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Provider string `json:"provider"` // alpaca, ibkr, coinbase, etc.
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ProviderID string `json:"provider_id"` // provider's account ID
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OrgID string `json:"org_id"` // lux org tenant
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UserID string `json:"user_id,omitempty"`
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AccountNumber string `json:"account_number"`
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Status string `json:"status"`
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Currency string `json:"currency"`
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AccountType string `json:"account_type,omitempty"`
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EnabledAssets []string `json:"enabled_assets,omitempty"`
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Identity *Identity `json:"identity,omitempty"`
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Contact *Contact `json:"contact,omitempty"`
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Meta map[string]string `json:"meta,omitempty"`
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CreatedAt time.Time `json:"created_at"`
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UpdatedAt time.Time `json:"updated_at"`
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}
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type Identity struct {
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GivenName string `json:"given_name"`
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FamilyName string `json:"family_name"`
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DateOfBirth string `json:"date_of_birth"`
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TaxID string `json:"tax_id,omitempty"`
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TaxIDType string `json:"tax_id_type,omitempty"`
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CountryOfTax string `json:"country_of_tax_residence,omitempty"`
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}
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type Contact struct {
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Email string `json:"email"`
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Phone string `json:"phone,omitempty"`
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Street []string `json:"street,omitempty"`
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City string `json:"city,omitempty"`
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State string `json:"state,omitempty"`
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PostalCode string `json:"postal_code,omitempty"`
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Country string `json:"country,omitempty"`
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}
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// Portfolio is a snapshot of an account's holdings.
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type Portfolio struct {
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AccountID string `json:"account_id"`
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Cash string `json:"cash"`
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Equity string `json:"equity"`
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BuyingPower string `json:"buying_power"`
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NonMarginableBuyingPower string `json:"non_marginable_buying_power,omitempty"`
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PortfolioValue string `json:"portfolio_value"`
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Positions []Position `json:"positions"`
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}
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// Position is a single holding.
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type Position struct {
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Symbol string `json:"symbol"`
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Qty string `json:"qty"`
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AvgEntryPrice string `json:"avg_entry_price"`
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MarketValue string `json:"market_value"`
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CurrentPrice string `json:"current_price"`
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UnrealizedPL string `json:"unrealized_pl"`
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Side string `json:"side"`
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AssetClass string `json:"asset_class"`
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}
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// Order is a unified trade order.
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type Order struct {
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ID string `json:"id"`
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Provider string `json:"provider"`
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ProviderID string `json:"provider_id"`
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AccountID string `json:"account_id"`
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Symbol string `json:"symbol"`
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Qty string `json:"qty,omitempty"`
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Notional string `json:"notional,omitempty"`
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Side string `json:"side"` // buy, sell
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Type string `json:"type"` // market, limit, stop, stop_limit
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TimeInForce string `json:"time_in_force"`
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LimitPrice string `json:"limit_price,omitempty"`
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StopPrice string `json:"stop_price,omitempty"`
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Status string `json:"status"`
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FilledQty string `json:"filled_qty,omitempty"`
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FilledAvgPrice string `json:"filled_avg_price,omitempty"`
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AssetClass string `json:"asset_class,omitempty"`
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CreatedAt time.Time `json:"created_at"`
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FilledAt *time.Time `json:"filled_at,omitempty"`
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}
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// CreateOrderRequest is the unified order creation request.
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type CreateOrderRequest struct {
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AccountID string `json:"account_id"`
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Symbol string `json:"symbol"`
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Qty string `json:"qty,omitempty"`
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Notional string `json:"notional,omitempty"`
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Side string `json:"side"`
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Type string `json:"type"`
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TimeInForce string `json:"time_in_force"`
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LimitPrice string `json:"limit_price,omitempty"`
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StopPrice string `json:"stop_price,omitempty"`
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ClientOrderID string `json:"client_order_id,omitempty"`
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TrailPrice string `json:"trail_price,omitempty"`
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TrailPercent string `json:"trail_percent,omitempty"`
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ExtendedHours bool `json:"extended_hours,omitempty"`
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OrderClass string `json:"order_class,omitempty"` // simple, bracket, oco, oto
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AssetClass string `json:"asset_class,omitempty"` // us_equity, crypto, fixed_income
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TakeProfit *TakeProfit `json:"take_profit,omitempty"`
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StopLoss *StopLoss `json:"stop_loss,omitempty"`
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}
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// TakeProfit for bracket orders.
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type TakeProfit struct {
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LimitPrice string `json:"limit_price"`
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}
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// StopLoss for bracket orders.
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type StopLoss struct {
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StopPrice string `json:"stop_price"`
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LimitPrice string `json:"limit_price,omitempty"`
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}
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// Asset is a tradable instrument.
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type Asset struct {
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ID string `json:"id"`
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Provider string `json:"provider"`
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Symbol string `json:"symbol"`
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Name string `json:"name"`
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Class string `json:"class"` // us_equity, crypto, fixed_income
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Exchange string `json:"exchange,omitempty"`
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Status string `json:"status"`
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Tradable bool `json:"tradable"`
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Fractionable bool `json:"fractionable"`
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OvernightTradable bool `json:"overnight_tradable"`
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OvernightHalted bool `json:"overnight_halted"`
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FractionalEHEnabled bool `json:"fractional_eh_enabled"`
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MinOrderSize string `json:"min_order_size,omitempty"`
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PriceIncrement string `json:"price_increment,omitempty"`
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MinTradeIncrement string `json:"min_trade_increment,omitempty"`
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}
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// Transfer is a fund movement (ACH, wire, crypto).
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type Transfer struct {
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ID string `json:"id"`
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Provider string `json:"provider"`
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ProviderID string `json:"provider_id"`
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AccountID string `json:"account_id"`
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Type string `json:"type"` // ach, wire, crypto
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Direction string `json:"direction"` // incoming, outgoing
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Amount string `json:"amount"`
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Currency string `json:"currency"`
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Status string `json:"status"`
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CreatedAt time.Time `json:"created_at"`
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UpdatedAt time.Time `json:"updated_at"`
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}
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// CreateTransferRequest for funding/withdrawals.
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type CreateTransferRequest struct {
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AccountID string `json:"account_id"`
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Type string `json:"type"`
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Direction string `json:"direction"`
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Amount string `json:"amount"`
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RelationshipID string `json:"relationship_id,omitempty"`
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}
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// BankRelationship links an external bank account.
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type BankRelationship struct {
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ID string `json:"id"`
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Provider string `json:"provider"`
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ProviderID string `json:"provider_id"`
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AccountID string `json:"account_id"`
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BankName string `json:"bank_name,omitempty"`
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AccountOwnerName string `json:"account_owner_name"`
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BankAccountType string `json:"bank_account_type"`
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Status string `json:"status"`
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}
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// MarketSnapshot is a real-time price snapshot for a symbol.
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type MarketSnapshot struct {
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Symbol string `json:"symbol"`
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LatestTrade *Trade `json:"latest_trade,omitempty"`
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LatestQuote *Quote `json:"latest_quote,omitempty"`
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MinuteBar *Bar `json:"minute_bar,omitempty"`
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DailyBar *Bar `json:"daily_bar,omitempty"`
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PrevDailyBar *Bar `json:"prev_daily_bar,omitempty"`
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}
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// Trade is a single executed trade.
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type Trade struct {
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Timestamp string `json:"timestamp"`
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Price float64 `json:"price"`
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Size float64 `json:"size"`
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Exchange string `json:"exchange,omitempty"`
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}
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// Quote is a bid/ask quote.
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type Quote struct {
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Timestamp string `json:"timestamp"`
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BidPrice float64 `json:"bid_price"`
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BidSize float64 `json:"bid_size"`
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AskPrice float64 `json:"ask_price"`
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AskSize float64 `json:"ask_size"`
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}
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// Bar is an OHLCV candle.
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type Bar struct {
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Timestamp string `json:"timestamp"`
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TimeMs int64 `json:"time_ms"`
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Open float64 `json:"open"`
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High float64 `json:"high"`
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Low float64 `json:"low"`
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Close float64 `json:"close"`
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Volume float64 `json:"volume"`
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VWAP float64 `json:"vwap,omitempty"`
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TradeCount int `json:"trade_count,omitempty"`
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}
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// MarketClock represents the trading clock.
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type MarketClock struct {
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Timestamp string `json:"timestamp"`
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IsOpen bool `json:"is_open"`
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NextOpen string `json:"next_open"`
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NextClose string `json:"next_close"`
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}
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// MarketCalendarDay is a single trading day's schedule.
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type MarketCalendarDay struct {
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Date string `json:"date"`
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Open string `json:"open"`
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Close string `json:"close"`
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}
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// CreateAccountRequest for onboarding.
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type CreateAccountRequest struct {
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Provider string `json:"provider"` // which broker to use
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OrgID string `json:"-"` // set from auth context
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UserID string `json:"-"`
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Identity *Identity `json:"identity"`
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Contact *Contact `json:"contact"`
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EnabledAssets []string `json:"enabled_assets,omitempty"`
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IPAddress string `json:"ip_address,omitempty"`
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FundingSources []string `json:"funding_source,omitempty"`
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Disclosures *AccountDisclosures `json:"disclosures,omitempty"`
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}
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// AccountDisclosures contains regulatory disclosure fields for account creation.
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type AccountDisclosures struct {
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IsControlPerson *bool `json:"is_control_person,omitempty"`
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IsAffiliatedExchangeFinra *bool `json:"is_affiliated_exchange_or_finra,omitempty"`
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IsPoliticallyExposed *bool `json:"is_politically_exposed,omitempty"`
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ImmediateFamilyExposed *bool `json:"immediate_family_exposed,omitempty"`
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}
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// ReplaceOrderRequest for modifying an existing order.
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type ReplaceOrderRequest struct {
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Qty *float64 `json:"qty,omitempty"`
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TimeInForce string `json:"time_in_force,omitempty"`
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LimitPrice *float64 `json:"limit_price,omitempty"`
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StopPrice *float64 `json:"stop_price,omitempty"`
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TrailPrice *float64 `json:"trail_price,omitempty"`
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TrailPercent *float64 `json:"trail_percent,omitempty"`
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ClientOrderID string `json:"client_order_id,omitempty"`
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}
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// ListOrdersParams controls order listing pagination and filtering.
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type ListOrdersParams struct {
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Status string `json:"status,omitempty"` // open, closed, all
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Limit int `json:"limit,omitempty"`
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After string `json:"after,omitempty"` // cursor for pagination
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Until string `json:"until,omitempty"` // filter by date
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Direction string `json:"direction,omitempty"` // asc, desc
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Nested bool `json:"nested,omitempty"` // include nested multi-leg orders
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}
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// --- Smart Order Routing Types ---
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// SmartOrderRequest is a cross-provider order with algorithm selection.
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type SmartOrderRequest struct {
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Symbol string `json:"symbol"`
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Qty string `json:"qty,omitempty"`
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Notional string `json:"notional,omitempty"`
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Side string `json:"side"` // buy, sell
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Algorithm string `json:"algorithm"` // smart_route, twap, sniper, limit, market
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LimitPrice string `json:"limit_price,omitempty"`
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TimeInForce string `json:"time_in_force,omitempty"`
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Duration string `json:"duration,omitempty"` // for TWAP: execution window
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Accounts map[string]string `json:"accounts"` // provider -> accountID
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MaxSlippage float64 `json:"max_slippage_bps,omitempty"` // max allowed slippage in bps
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}
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// SplitPlan describes how an order will be split across providers.
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type SplitPlan struct {
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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TotalQty string `json:"total_qty"`
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Algorithm string `json:"algorithm"`
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Legs []SplitLeg `json:"legs"`
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EstimatedVWAP float64 `json:"estimated_vwap"`
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EstimatedFees float64 `json:"estimated_fees"`
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EstimatedNet float64 `json:"estimated_net"` // VWAP + fees
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Savings float64 `json:"savings_vs_single_venue"` // bps saved
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}
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// SplitLeg is one portion of a split order sent to a single provider.
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type SplitLeg struct {
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Provider string `json:"provider"`
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AccountID string `json:"account_id"`
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Qty string `json:"qty"`
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EstimatedPrice float64 `json:"estimated_price"`
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EstimatedFee float64 `json:"estimated_fee"` // in quote currency
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BidPrice float64 `json:"bid_price,omitempty"`
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AskPrice float64 `json:"ask_price,omitempty"`
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Liquidity float64 `json:"available_liquidity,omitempty"`
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}
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// ExecutionResult is the outcome of executing a split plan.
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type ExecutionResult struct {
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PlanID string `json:"plan_id"`
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Symbol string `json:"symbol"`
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Side string `json:"side"`
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Algorithm string `json:"algorithm"`
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TotalQty string `json:"total_qty"`
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FilledQty string `json:"filled_qty"`
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VWAP float64 `json:"vwap"`
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TotalFees float64 `json:"total_fees"`
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NetPrice float64 `json:"net_price"` // VWAP + fees
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Legs []ExecutionLeg `json:"legs"`
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StartedAt time.Time `json:"started_at"`
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CompletedAt time.Time `json:"completed_at"`
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Latency string `json:"latency"`
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Status string `json:"status"` // filled, partial, failed
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}
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// ExecutionLeg is the result of one split leg.
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type ExecutionLeg struct {
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Provider string `json:"provider"`
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OrderID string `json:"order_id"`
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Qty string `json:"qty"`
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FilledQty string `json:"filled_qty"`
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Price float64 `json:"price"`
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Fees float64 `json:"fees"`
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Status string `json:"status"`
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Latency string `json:"latency"`
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}
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// ProviderCapability describes what a provider supports.
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type ProviderCapability struct {
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Name string `json:"name"`
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AssetClasses []string `json:"asset_classes"` // crypto, us_equity, forex, etc.
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OrderTypes []string `json:"order_types"` // market, limit, stop, smart_route, twap, etc.
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Features []string `json:"features"` // ach, wire, custody, staking, etc.
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MakerFee float64 `json:"maker_fee_bps"` // basis points
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TakerFee float64 `json:"taker_fee_bps"`
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MinOrderUSD float64 `json:"min_order_usd,omitempty"`
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MaxOrderUSD float64 `json:"max_order_usd,omitempty"`
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Latency string `json:"latency,omitempty"` // typical latency
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Status string `json:"status"` // active, degraded, down
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}
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// ProviderFees for net-price routing.
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type ProviderFees struct {
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Provider string `json:"provider"`
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MakerBps float64 `json:"maker_bps"` // maker fee in basis points
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TakerBps float64 `json:"taker_bps"` // taker fee in basis points
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}
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// --- Account Management Types ---
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// UpdateAccountRequest for modifying account details.
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type UpdateAccountRequest struct {
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Contact *Contact `json:"contact,omitempty"`
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Identity *Identity `json:"identity,omitempty"`
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EnabledAssets []string `json:"enabled_assets,omitempty"`
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}
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// Activity represents an account activity (fill, dividend, fee, etc).
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type Activity struct {
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ID string `json:"id"`
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AccountID string `json:"account_id"`
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ActivityType string `json:"activity_type"`
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Symbol string `json:"symbol,omitempty"`
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Side string `json:"side,omitempty"`
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Qty string `json:"qty,omitempty"`
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Price string `json:"price,omitempty"`
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CumQty string `json:"cum_qty,omitempty"`
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LeavesQty string `json:"leaves_qty,omitempty"`
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NetAmount string `json:"net_amount,omitempty"`
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PerShareAmount string `json:"per_share_amount,omitempty"`
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Description string `json:"description,omitempty"`
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Status string `json:"status,omitempty"`
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TransactionTime string `json:"transaction_time,omitempty"`
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Date string `json:"date,omitempty"`
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}
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// ActivityParams for filtering account activities.
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type ActivityParams struct {
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ActivityTypes []string `json:"activity_types,omitempty"`
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Date string `json:"date,omitempty"`
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After string `json:"after,omitempty"`
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Until string `json:"until,omitempty"`
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Direction string `json:"direction,omitempty"` // asc, desc
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PageSize int `json:"page_size,omitempty"`
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PageToken string `json:"page_token,omitempty"`
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}
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// --- Document Types ---
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// DocumentUpload for uploading account documents (W8-BEN, identity, etc).
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type DocumentUpload struct {
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DocumentType string `json:"document_type"`
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DocumentSubType string `json:"document_sub_type,omitempty"`
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Content string `json:"content"` // base64-encoded file content
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MimeType string `json:"mime_type"`
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}
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// Document represents an uploaded or generated document.
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type Document struct {
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ID string `json:"id"`
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DocumentType string `json:"document_type"`
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DocumentSubType string `json:"document_sub_type,omitempty"`
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Name string `json:"name,omitempty"`
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Status string `json:"status,omitempty"`
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CreatedAt string `json:"created_at,omitempty"`
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}
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// DocumentParams for filtering documents.
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type DocumentParams struct {
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Start string `json:"start,omitempty"`
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End string `json:"end,omitempty"`
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}
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// --- Journal Types ---
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// CreateJournalRequest for moving assets between accounts.
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type CreateJournalRequest struct {
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EntryType string `json:"entry_type"` // JNLC (cash) or JNLS (security)
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FromAccount string `json:"from_account"`
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ToAccount string `json:"to_account"`
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Amount string `json:"amount,omitempty"` // for JNLC
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Symbol string `json:"symbol,omitempty"` // for JNLS
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Qty string `json:"qty,omitempty"` // for JNLS
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Description string `json:"description,omitempty"`
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}
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// Journal represents a journal entry (inter-account transfer).
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type Journal struct {
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ID string `json:"id"`
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EntryType string `json:"entry_type"`
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FromAccount string `json:"from_account"`
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ToAccount string `json:"to_account"`
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Symbol string `json:"symbol,omitempty"`
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Qty string `json:"qty,omitempty"`
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Price string `json:"price,omitempty"`
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Amount string `json:"amount,omitempty"` // net_amount for JNLC
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Status string `json:"status"`
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Description string `json:"description,omitempty"`
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SettleDate string `json:"settle_date,omitempty"`
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SystemDate string `json:"system_date,omitempty"`
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CreatedAt string `json:"created_at,omitempty"`
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}
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// JournalParams for filtering journals.
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type JournalParams struct {
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After string `json:"after,omitempty"`
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Before string `json:"before,omitempty"`
|
|
Status string `json:"status,omitempty"`
|
|
EntryType string `json:"entry_type,omitempty"`
|
|
ToAccount string `json:"to_account,omitempty"`
|
|
FromAccount string `json:"from_account,omitempty"`
|
|
}
|
|
|
|
// BatchJournalRequest for creating multiple journal entries at once.
|
|
type BatchJournalRequest struct {
|
|
EntryType string `json:"entry_type"`
|
|
FromAccount string `json:"from_account"`
|
|
Entries []BatchJournalEntry `json:"entries"`
|
|
Description string `json:"description,omitempty"`
|
|
}
|
|
|
|
// BatchJournalEntry is a single entry in a batch journal.
|
|
type BatchJournalEntry struct {
|
|
ToAccount string `json:"to_account"`
|
|
Amount string `json:"amount,omitempty"`
|
|
Symbol string `json:"symbol,omitempty"`
|
|
Qty string `json:"qty,omitempty"`
|
|
}
|
|
|
|
// ReverseBatchJournalRequest for reversing batch journal entries.
|
|
type ReverseBatchJournalRequest struct {
|
|
EntryType string `json:"entry_type"`
|
|
FromAccount string `json:"from_account"`
|
|
Entries []BatchJournalEntry `json:"entries"`
|
|
Description string `json:"description,omitempty"`
|
|
}
|
|
|
|
// --- Wire / Recipient Bank Types ---
|
|
|
|
// CreateBankRequest for creating a wire recipient bank.
|
|
type CreateBankRequest struct {
|
|
Name string `json:"name"`
|
|
BankCode string `json:"bank_code"`
|
|
BankCodeType string `json:"bank_code_type"` // ABA, BIC
|
|
Country string `json:"country,omitempty"`
|
|
StateProvince string `json:"state_province,omitempty"`
|
|
PostalCode string `json:"postal_code,omitempty"`
|
|
City string `json:"city,omitempty"`
|
|
StreetAddress string `json:"street_address,omitempty"`
|
|
AccountNumber string `json:"account_number"`
|
|
}
|
|
|
|
// RecipientBank represents a wire transfer recipient bank.
|
|
type RecipientBank struct {
|
|
ID string `json:"id"`
|
|
AccountID string `json:"account_id"`
|
|
Name string `json:"name"`
|
|
Status string `json:"status"`
|
|
Country string `json:"country,omitempty"`
|
|
StateProvince string `json:"state_province,omitempty"`
|
|
PostalCode string `json:"postal_code,omitempty"`
|
|
City string `json:"city,omitempty"`
|
|
StreetAddress string `json:"street_address,omitempty"`
|
|
AccountNumber string `json:"account_number,omitempty"`
|
|
BankCode string `json:"bank_code,omitempty"`
|
|
BankCodeType string `json:"bank_code_type,omitempty"`
|
|
CreatedAt string `json:"created_at,omitempty"`
|
|
}
|
|
|
|
// --- Crypto Market Data Types ---
|
|
|
|
// CryptoBarsRequest for fetching crypto historical bars.
|
|
type CryptoBarsRequest struct {
|
|
Symbols []string `json:"symbols"`
|
|
Timeframe string `json:"timeframe"`
|
|
Start string `json:"start,omitempty"`
|
|
End string `json:"end,omitempty"`
|
|
Limit int `json:"limit,omitempty"`
|
|
PageToken string `json:"page_token,omitempty"`
|
|
}
|
|
|
|
// CryptoQuotesRequest for fetching crypto quotes.
|
|
type CryptoQuotesRequest struct {
|
|
Symbols []string `json:"symbols"`
|
|
Start string `json:"start,omitempty"`
|
|
End string `json:"end,omitempty"`
|
|
Limit int `json:"limit,omitempty"`
|
|
PageToken string `json:"page_token,omitempty"`
|
|
}
|
|
|
|
// CryptoTradesRequest for fetching crypto trades.
|
|
type CryptoTradesRequest struct {
|
|
Symbols []string `json:"symbols"`
|
|
Start string `json:"start,omitempty"`
|
|
End string `json:"end,omitempty"`
|
|
Limit int `json:"limit,omitempty"`
|
|
PageToken string `json:"page_token,omitempty"`
|
|
}
|
|
|
|
// BarsResponse contains paginated bars data.
|
|
type BarsResponse struct {
|
|
Bars map[string][]*Bar `json:"bars"`
|
|
NextPageToken string `json:"next_page_token,omitempty"`
|
|
}
|
|
|
|
// QuotesResponse contains paginated quotes data.
|
|
type QuotesResponse struct {
|
|
Quotes map[string][]*Quote `json:"quotes"`
|
|
NextPageToken string `json:"next_page_token,omitempty"`
|
|
}
|
|
|
|
// TradesResponse contains paginated trades data.
|
|
type TradesResponse struct {
|
|
Trades map[string][]*Trade `json:"trades"`
|
|
NextPageToken string `json:"next_page_token,omitempty"`
|
|
}
|
|
|
|
// CryptoSnapshot is a crypto-specific snapshot.
|
|
type CryptoSnapshot struct {
|
|
LatestTrade *Trade `json:"latest_trade,omitempty"`
|
|
LatestQuote *Quote `json:"latest_quote,omitempty"`
|
|
MinuteBar *Bar `json:"minute_bar,omitempty"`
|
|
DailyBar *Bar `json:"daily_bar,omitempty"`
|
|
PrevDailyBar *Bar `json:"prev_daily_bar,omitempty"`
|
|
}
|
|
|
|
// --- Event Streaming Types ---
|
|
|
|
// TradeEvent is emitted when a trade order changes state.
|
|
type TradeEvent struct {
|
|
EventType string `json:"event_type"` // new, fill, partial_fill, canceled, expired, etc.
|
|
EventID string `json:"event_id"`
|
|
AccountID string `json:"account_id"`
|
|
Order *Order `json:"order,omitempty"`
|
|
Timestamp string `json:"timestamp"`
|
|
}
|
|
|
|
// AccountEvent is emitted when an account status changes.
|
|
type AccountEvent struct {
|
|
EventType string `json:"event_type"` // ACCOUNT_UPDATED, ACCOUNT_APPROVED, etc.
|
|
EventID string `json:"event_id"`
|
|
AccountID string `json:"account_id"`
|
|
Account *Account `json:"account,omitempty"`
|
|
TradingBlocked bool `json:"trading_blocked,omitempty"`
|
|
Timestamp string `json:"timestamp"`
|
|
}
|
|
|
|
// TransferEvent is emitted when a transfer changes state.
|
|
type TransferEvent struct {
|
|
EventType string `json:"event_type"`
|
|
EventID string `json:"event_id"`
|
|
AccountID string `json:"account_id"`
|
|
Transfer *Transfer `json:"transfer,omitempty"`
|
|
Timestamp string `json:"timestamp"`
|
|
}
|
|
|
|
// JournalEvent is emitted when a journal changes state.
|
|
type JournalEvent struct {
|
|
EventType string `json:"event_type"`
|
|
EventID string `json:"event_id"`
|
|
Journal *Journal `json:"journal,omitempty"`
|
|
Timestamp string `json:"timestamp"`
|
|
}
|
|
|
|
// --- Portfolio History Types ---
|
|
|
|
// PortfolioHistory is a time series of portfolio equity.
|
|
type PortfolioHistory struct {
|
|
Timestamp []int64 `json:"timestamp"`
|
|
Equity []float64 `json:"equity"`
|
|
ProfitLoss []float64 `json:"profit_loss"`
|
|
ProfitLossPct []float64 `json:"profit_loss_pct"`
|
|
BaseValue float64 `json:"base_value"`
|
|
Timeframe string `json:"timeframe"`
|
|
}
|
|
|
|
// HistoryParams for fetching portfolio history.
|
|
type HistoryParams struct {
|
|
Period string `json:"period,omitempty"` // 1D, 1W, 1M, 3M, 1A, all
|
|
Timeframe string `json:"timeframe,omitempty"` // 1Min, 5Min, 15Min, 1H, 1D
|
|
DateEnd string `json:"date_end,omitempty"`
|
|
ExtendedHours bool `json:"extended_hours,omitempty"`
|
|
}
|
|
|
|
// --- Watchlist Types ---
|
|
|
|
// Watchlist is a named list of tracked symbols.
|
|
type Watchlist struct {
|
|
ID string `json:"id"`
|
|
AccountID string `json:"account_id"`
|
|
Name string `json:"name"`
|
|
Assets []WatchlistAsset `json:"assets,omitempty"`
|
|
CreatedAt string `json:"created_at,omitempty"`
|
|
UpdatedAt string `json:"updated_at,omitempty"`
|
|
}
|
|
|
|
// WatchlistAsset is an asset within a watchlist.
|
|
type WatchlistAsset struct {
|
|
ID string `json:"id"`
|
|
Symbol string `json:"symbol"`
|
|
Name string `json:"name,omitempty"`
|
|
Class string `json:"class,omitempty"`
|
|
}
|
|
|
|
// CreateWatchlistRequest for creating a watchlist.
|
|
type CreateWatchlistRequest struct {
|
|
Name string `json:"name"`
|
|
Symbols []string `json:"symbols,omitempty"`
|
|
}
|
|
|
|
// UpdateWatchlistRequest for modifying a watchlist.
|
|
type UpdateWatchlistRequest struct {
|
|
Name string `json:"name,omitempty"`
|
|
Symbols []string `json:"symbols,omitempty"`
|
|
}
|
|
|
|
// --- Corporate Action Types ---
|
|
|
|
// CorporateAction represents a corporate action event (dividend, split, etc).
|
|
type CorporateAction struct {
|
|
ID string `json:"id"`
|
|
Type string `json:"type"` // dividend, split, merger, spinoff
|
|
Symbol string `json:"symbol"`
|
|
SubType string `json:"sub_type,omitempty"`
|
|
Description string `json:"description,omitempty"`
|
|
RecordDate string `json:"record_date,omitempty"`
|
|
ExDate string `json:"ex_date,omitempty"`
|
|
PayableDate string `json:"payable_date,omitempty"`
|
|
ProcessDate string `json:"process_date,omitempty"`
|
|
NewRate string `json:"new_rate,omitempty"`
|
|
OldRate string `json:"old_rate,omitempty"`
|
|
CashAmount string `json:"cash_amount,omitempty"`
|
|
}
|
|
|
|
// CorporateActionParams for filtering corporate actions.
|
|
type CorporateActionParams struct {
|
|
Types []string `json:"types,omitempty"` // dividend, split, merger, spinoff
|
|
Since string `json:"since,omitempty"`
|
|
Until string `json:"until,omitempty"`
|
|
Symbol string `json:"symbol,omitempty"`
|
|
}
|
|
|
|
// --- Options Types ---
|
|
|
|
// OptionChain is the full set of contracts for a symbol and expiration.
|
|
type OptionChain struct {
|
|
Symbol string `json:"symbol"`
|
|
Expiration string `json:"expiration"`
|
|
Calls []OptionContract `json:"calls"`
|
|
Puts []OptionContract `json:"puts"`
|
|
}
|
|
|
|
// OptionContract is a single option contract in a chain.
|
|
type OptionContract struct {
|
|
Symbol string `json:"symbol"` // OCC symbol, e.g. AAPL260418C00150000
|
|
Underlying string `json:"underlying"`
|
|
ContractType string `json:"contract_type"` // call, put
|
|
Strike float64 `json:"strike"`
|
|
Expiration string `json:"expiration"` // YYYY-MM-DD
|
|
Style string `json:"style"` // american, european
|
|
Status string `json:"status"`
|
|
Tradable bool `json:"tradable"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Last float64 `json:"last"`
|
|
Volume int `json:"volume"`
|
|
OpenInterest int `json:"open_interest"`
|
|
Greeks Greeks `json:"greeks"`
|
|
}
|
|
|
|
// Greeks are the option sensitivity measures.
|
|
type Greeks struct {
|
|
Delta float64 `json:"delta"`
|
|
Gamma float64 `json:"gamma"`
|
|
Theta float64 `json:"theta"`
|
|
Vega float64 `json:"vega"`
|
|
Rho float64 `json:"rho"`
|
|
IV float64 `json:"implied_volatility"`
|
|
}
|
|
|
|
// OptionQuote is a real-time quote for a single option contract.
|
|
type OptionQuote struct {
|
|
Symbol string `json:"symbol"`
|
|
Underlying string `json:"underlying"`
|
|
ContractType string `json:"contract_type"`
|
|
Strike float64 `json:"strike"`
|
|
Expiration string `json:"expiration"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Last float64 `json:"last"`
|
|
Volume int `json:"volume"`
|
|
OpenInterest int `json:"open_interest"`
|
|
Greeks Greeks `json:"greeks"`
|
|
}
|
|
|
|
// CreateOptionOrderRequest places a single-leg option order.
|
|
type CreateOptionOrderRequest struct {
|
|
Symbol string `json:"symbol"` // underlying symbol, e.g. "AAPL"
|
|
ContractSymbol string `json:"contract_symbol,omitempty"` // OCC symbol if known
|
|
ContractType string `json:"contract_type"` // call, put
|
|
Strike string `json:"strike"`
|
|
Expiration string `json:"expiration"` // YYYY-MM-DD
|
|
Action string `json:"action"` // buy_to_open, buy_to_close, sell_to_open, sell_to_close
|
|
Qty string `json:"qty"`
|
|
OrderType string `json:"order_type"` // market, limit, stop, stop_limit
|
|
LimitPrice string `json:"limit_price,omitempty"`
|
|
StopPrice string `json:"stop_price,omitempty"`
|
|
TimeInForce string `json:"time_in_force"` // day, gtc, ioc
|
|
}
|
|
|
|
// CreateMultiLegOrderRequest places a multi-leg strategy order.
|
|
type CreateMultiLegOrderRequest struct {
|
|
Symbol string `json:"symbol"` // underlying symbol
|
|
StrategyType string `json:"strategy_type"` // vertical, iron_condor, straddle, strangle, calendar, custom
|
|
Legs []OptionLeg `json:"legs"`
|
|
OrderType string `json:"order_type"` // limit, market
|
|
LimitPrice string `json:"limit_price,omitempty"` // net debit/credit
|
|
TimeInForce string `json:"time_in_force"`
|
|
}
|
|
|
|
// OptionLeg is a single leg of a multi-leg options strategy.
|
|
type OptionLeg struct {
|
|
ContractSymbol string `json:"contract_symbol,omitempty"` // OCC symbol if known
|
|
ContractType string `json:"contract_type"` // call, put
|
|
Strike string `json:"strike"`
|
|
Expiration string `json:"expiration"`
|
|
Action string `json:"action"` // buy_to_open, buy_to_close, sell_to_open, sell_to_close
|
|
Quantity string `json:"qty"`
|
|
}
|
|
|
|
// MultiLegOrderResult is the result of placing a multi-leg order.
|
|
type MultiLegOrderResult struct {
|
|
StrategyOrderID string `json:"strategy_order_id"`
|
|
LegOrders []*Order `json:"leg_orders,omitempty"`
|
|
NetPremium string `json:"net_premium,omitempty"`
|
|
Status string `json:"status"`
|
|
}
|
|
|
|
// ExerciseOptionRequest exercises an option contract early.
|
|
type ExerciseOptionRequest struct {
|
|
ContractSymbol string `json:"contract_symbol"`
|
|
Qty int `json:"qty"`
|
|
}
|
|
|
|
// OptionPosition is a held option position.
|
|
type OptionPosition struct {
|
|
Symbol string `json:"symbol"` // OCC symbol
|
|
Underlying string `json:"underlying"`
|
|
ContractType string `json:"contract_type"`
|
|
Strike float64 `json:"strike"`
|
|
Expiration string `json:"expiration"`
|
|
Qty string `json:"qty"`
|
|
AvgCost string `json:"avg_cost"`
|
|
MarketValue string `json:"market_value"`
|
|
CurrentPrice string `json:"current_price"`
|
|
UnrealizedPnL string `json:"unrealized_pnl"`
|
|
Side string `json:"side"` // long, short
|
|
Greeks Greeks `json:"greeks"`
|
|
}
|
|
|
|
// FuturesContract is a tradeable futures contract.
|
|
type FuturesContract struct {
|
|
Symbol string `json:"symbol"` // e.g. ESM26
|
|
Underlying string `json:"underlying"` // e.g. ES
|
|
Name string `json:"name"`
|
|
Expiration string `json:"expiration"`
|
|
Exchange string `json:"exchange"` // CME, NYMEX, CBOT, ICE
|
|
TickSize float64 `json:"tick_size"`
|
|
PointValue float64 `json:"point_value"`
|
|
MarginInitial float64 `json:"margin_initial"`
|
|
MarginMaintenance float64 `json:"margin_maintenance"`
|
|
Last float64 `json:"last"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Volume int `json:"volume"`
|
|
OpenInterest int `json:"open_interest"`
|
|
SettlementPrice float64 `json:"settlement_price"`
|
|
Change float64 `json:"change"`
|
|
ChangePercent float64 `json:"change_percent"`
|
|
Tradable bool `json:"tradable"`
|
|
}
|
|
|
|
// FuturesQuote is a real-time quote for a futures contract.
|
|
type FuturesQuote struct {
|
|
Symbol string `json:"symbol"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Last float64 `json:"last"`
|
|
Volume int `json:"volume"`
|
|
OpenInterest int `json:"open_interest"`
|
|
SettlementPrice float64 `json:"settlement_price"`
|
|
}
|
|
|
|
// CreateFuturesOrderRequest places a futures order.
|
|
type CreateFuturesOrderRequest struct {
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"` // buy, sell
|
|
Qty string `json:"qty"`
|
|
OrderType string `json:"order_type"` // market, limit, stop, stop_limit
|
|
LimitPrice string `json:"limit_price,omitempty"`
|
|
StopPrice string `json:"stop_price,omitempty"`
|
|
TimeInForce string `json:"time_in_force"`
|
|
}
|
|
|
|
// FuturesPosition is a held futures position.
|
|
type FuturesPosition struct {
|
|
Symbol string `json:"symbol"`
|
|
Underlying string `json:"underlying"`
|
|
Side string `json:"side"` // long, short
|
|
Qty string `json:"qty"`
|
|
AvgEntryPrice string `json:"avg_entry_price"`
|
|
MarkPrice string `json:"mark_price"`
|
|
UnrealizedPnL string `json:"unrealized_pnl"`
|
|
MarginUsed string `json:"margin_used"`
|
|
Expiration string `json:"expiration"`
|
|
}
|
|
|
|
// FuturesMarginRequirement is the margin requirement for a futures contract.
|
|
type FuturesMarginRequirement struct {
|
|
Symbol string `json:"symbol"`
|
|
InitialMargin string `json:"initial_margin"`
|
|
MaintenanceMargin string `json:"maintenance_margin"`
|
|
DayTradeMargin string `json:"day_trade_margin"`
|
|
}
|
|
|
|
// FXPair is a tradeable currency pair.
|
|
type FXPair struct {
|
|
Symbol string `json:"symbol"` // e.g. EUR/USD
|
|
Base string `json:"base"`
|
|
Quote string `json:"quote"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Spread float64 `json:"spread"`
|
|
PipSize float64 `json:"pip_size"`
|
|
MaxLeverage float64 `json:"max_leverage"`
|
|
Tradable bool `json:"tradable"`
|
|
}
|
|
|
|
// FXQuote is a real-time FX quote.
|
|
type FXQuote struct {
|
|
Symbol string `json:"symbol"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Mid float64 `json:"mid"`
|
|
Spread float64 `json:"spread"`
|
|
High24h float64 `json:"high_24h"`
|
|
Low24h float64 `json:"low_24h"`
|
|
Volume24h float64 `json:"volume_24h"`
|
|
}
|
|
|
|
// CreateFXOrderRequest places an FX order.
|
|
type CreateFXOrderRequest struct {
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"`
|
|
Qty string `json:"qty"`
|
|
OrderType string `json:"order_type"`
|
|
LimitPrice string `json:"limit_price,omitempty"`
|
|
StopPrice string `json:"stop_price,omitempty"`
|
|
TakeProfit string `json:"take_profit,omitempty"`
|
|
StopLoss string `json:"stop_loss,omitempty"`
|
|
TimeInForce string `json:"time_in_force"`
|
|
}
|
|
|
|
// FXPosition is a held FX position.
|
|
type FXPosition struct {
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"`
|
|
Qty string `json:"qty"`
|
|
AvgEntryPrice string `json:"avg_entry_price"`
|
|
MarkPrice string `json:"mark_price"`
|
|
UnrealizedPnL string `json:"unrealized_pnl"`
|
|
MarginUsed string `json:"margin_used"`
|
|
Leverage string `json:"leverage"`
|
|
SwapRate string `json:"swap_rate"`
|
|
}
|
|
|
|
// FXRate is a spot exchange rate.
|
|
type FXRate struct {
|
|
BaseCurrency string `json:"base_currency"`
|
|
QuoteCurrency string `json:"quote_currency"`
|
|
Rate float64 `json:"rate"`
|
|
InverseRate float64 `json:"inverse_rate"`
|
|
Timestamp string `json:"timestamp"`
|
|
}
|
|
|
|
// Bond is a fixed income security.
|
|
type Bond struct {
|
|
CUSIP string `json:"cusip"`
|
|
ISIN string `json:"isin,omitempty"`
|
|
Name string `json:"name"`
|
|
Issuer string `json:"issuer"`
|
|
Coupon float64 `json:"coupon"`
|
|
MaturityDate string `json:"maturity_date"`
|
|
YTM float64 `json:"ytm"`
|
|
Price float64 `json:"price"` // clean price
|
|
Accrued float64 `json:"accrued"` // accrued interest
|
|
DirtyPrice float64 `json:"dirty_price"` // clean + accrued
|
|
FaceValue float64 `json:"face_value"`
|
|
Rating string `json:"rating"` // AAA, BBB+, etc.
|
|
Sector string `json:"sector"` // government, corporate, municipal
|
|
Frequency string `json:"frequency"` // annual, semi_annual, quarterly, monthly
|
|
Callable bool `json:"callable"`
|
|
CallDate string `json:"call_date,omitempty"`
|
|
Tradable bool `json:"tradable"`
|
|
}
|
|
|
|
// BondQuote is a real-time bond quote.
|
|
type BondQuote struct {
|
|
CUSIP string `json:"cusip"`
|
|
Bid float64 `json:"bid"`
|
|
Ask float64 `json:"ask"`
|
|
Last float64 `json:"last"`
|
|
YTM float64 `json:"ytm"`
|
|
Accrued float64 `json:"accrued"`
|
|
Volume int `json:"volume"`
|
|
}
|
|
|
|
// BondSearchParams for searching bonds.
|
|
type BondSearchParams struct {
|
|
Sector string `json:"sector,omitempty"`
|
|
MinRating string `json:"min_rating,omitempty"`
|
|
MaxRating string `json:"max_rating,omitempty"`
|
|
MinCoupon float64 `json:"min_coupon,omitempty"`
|
|
MaxCoupon float64 `json:"max_coupon,omitempty"`
|
|
MinYTM float64 `json:"min_ytm,omitempty"`
|
|
MaxYTM float64 `json:"max_ytm,omitempty"`
|
|
MinMaturity string `json:"min_maturity,omitempty"` // YYYY-MM-DD
|
|
MaxMaturity string `json:"max_maturity,omitempty"`
|
|
Callable *bool `json:"callable,omitempty"`
|
|
Limit int `json:"limit,omitempty"`
|
|
}
|
|
|
|
// CreateBondOrderRequest places a bond order.
|
|
type CreateBondOrderRequest struct {
|
|
CUSIP string `json:"cusip"`
|
|
Side string `json:"side"` // buy, sell
|
|
Qty string `json:"qty"` // face value or units
|
|
OrderType string `json:"order_type"`
|
|
LimitPrice string `json:"limit_price,omitempty"`
|
|
TimeInForce string `json:"time_in_force"`
|
|
}
|
|
|
|
// BondPosition is a held bond position.
|
|
type BondPosition struct {
|
|
CUSIP string `json:"cusip"`
|
|
Name string `json:"name"`
|
|
FaceValue string `json:"face_value"`
|
|
Qty string `json:"qty"`
|
|
AvgPrice string `json:"avg_price"`
|
|
MarkPrice string `json:"mark_price"`
|
|
Coupon string `json:"coupon"`
|
|
YieldAtPurchase string `json:"yield_at_purchase"`
|
|
CurrentYield string `json:"current_yield"`
|
|
UnrealizedPnL string `json:"unrealized_pnl"`
|
|
AccruedInterest string `json:"accrued_interest"`
|
|
MaturityDate string `json:"maturity_date"`
|
|
NextCouponDate string `json:"next_coupon_date"`
|
|
}
|
|
|
|
// --- ACATS Transfer Types ---
|
|
|
|
// ACATSTransfer is an Automated Customer Account Transfer Service transfer.
|
|
type ACATSTransfer struct {
|
|
ID string `json:"id"`
|
|
AccountID string `json:"account_id"`
|
|
Direction string `json:"direction"` // INCOMING
|
|
Status string `json:"status"` // QUEUED, APPROVED, REJECTED, COMPLETE, etc.
|
|
ContraAccount string `json:"contra_account_number"`
|
|
ContraBroker string `json:"contra_broker_number"`
|
|
Type string `json:"type"` // FULL, PARTIAL
|
|
Assets []ACATSAsset `json:"assets,omitempty"`
|
|
RejectReason string `json:"reject_reason,omitempty"`
|
|
CreatedAt string `json:"created_at"`
|
|
UpdatedAt string `json:"updated_at"`
|
|
}
|
|
|
|
// ACATSAsset is a single asset within an ACATS transfer.
|
|
type ACATSAsset struct {
|
|
Symbol string `json:"symbol"`
|
|
Qty string `json:"qty"`
|
|
Status string `json:"status"`
|
|
}
|
|
|
|
// CreateACATSTransferRequest for initiating an ACATS transfer.
|
|
type CreateACATSTransferRequest struct {
|
|
ContraAccount string `json:"contra_account_number"`
|
|
ContraBroker string `json:"contra_broker_number"`
|
|
Type string `json:"type"` // FULL, PARTIAL
|
|
Assets []ACATSAsset `json:"assets,omitempty"`
|
|
}
|
|
|
|
// --- Crypto Wallet Types ---
|
|
|
|
// CryptoWallet is an Alpaca-managed crypto wallet for a brokerage account.
|
|
type CryptoWallet struct {
|
|
ID string `json:"id"`
|
|
AccountID string `json:"account_id"`
|
|
Asset string `json:"asset"`
|
|
Address string `json:"address"`
|
|
Status string `json:"status"`
|
|
CreatedAt string `json:"created_at,omitempty"`
|
|
}
|
|
|
|
// --- Country / Regional Reference Types ---
|
|
|
|
// CountryInfo describes a country's eligibility and restrictions for brokerage.
|
|
type CountryInfo struct {
|
|
Code string `json:"code"`
|
|
Name string `json:"name"`
|
|
IsSupported bool `json:"is_supported"`
|
|
CryptoAllowed bool `json:"crypto_allowed,omitempty"`
|
|
}
|
|
|
|
// --- TIF Validation ---
|
|
|
|
// ValidEquityTIF is the set of valid time-in-force values for equity orders.
|
|
var ValidEquityTIF = map[string]bool{
|
|
"day": true, "gtc": true, "opg": true,
|
|
"cls": true, "ioc": true, "fok": true,
|
|
}
|
|
|
|
// ValidCryptoTIF is the set of valid time-in-force values for crypto orders.
|
|
var ValidCryptoTIF = map[string]bool{
|
|
"gtc": true, "ioc": true,
|
|
}
|
|
|
|
// ValidateTIF returns an error if tif is not valid for the given asset class.
|
|
func ValidateTIF(assetClass, tif string) error {
|
|
switch assetClass {
|
|
case "crypto":
|
|
if !ValidCryptoTIF[tif] {
|
|
return fmt.Errorf("invalid TIF %q for crypto; allowed: gtc, ioc", tif)
|
|
}
|
|
default:
|
|
if !ValidEquityTIF[tif] {
|
|
return fmt.Errorf("invalid TIF %q for %s; allowed: day, gtc, opg, cls, ioc, fok", tif, assetClass)
|
|
}
|
|
}
|
|
return nil
|
|
}
|
|
|
|
// MarginCheckRequest checks margin for a proposed order.
|
|
type MarginCheckRequest struct {
|
|
Symbol string `json:"symbol"`
|
|
Side string `json:"side"`
|
|
Qty string `json:"qty"`
|
|
AssetClass string `json:"asset_class"` // equity, option, future, fx, bond
|
|
OrderType string `json:"order_type,omitempty"`
|
|
LimitPrice string `json:"limit_price,omitempty"`
|
|
}
|
|
|
|
// MarginRequirements is the margin check response.
|
|
type MarginRequirements struct {
|
|
InitialMargin string `json:"initial_margin"`
|
|
MaintenanceMargin string `json:"maintenance_margin"`
|
|
BuyingPowerEffect string `json:"buying_power_effect"`
|
|
MarginType string `json:"margin_type"` // reg_t, portfolio, span
|
|
Approved bool `json:"approved"`
|
|
RejectReason string `json:"reject_reason,omitempty"`
|
|
}
|
|
|
|
// AccountMargin is the margin status for an account.
|
|
type AccountMargin struct {
|
|
Equity string `json:"equity"`
|
|
CashBalance string `json:"cash_balance"`
|
|
BuyingPower string `json:"buying_power"`
|
|
DayTradingBuyingPower string `json:"day_trading_buying_power"`
|
|
RegTBuyingPower string `json:"regt_buying_power"`
|
|
InitialMargin string `json:"initial_margin"`
|
|
MaintenanceMargin string `json:"maintenance_margin"`
|
|
MarginMultiplier string `json:"margin_multiplier"`
|
|
OptionsBuyingPower string `json:"options_buying_power"`
|
|
PatternDayTrader bool `json:"pattern_day_trader"`
|
|
OptionsApprovalLevel int `json:"options_approval_level"`
|
|
}
|