data

type CandleResponse struct {
	Open         []float64 `json:"open"`
	High         []float64 `json:"high"`
	Low          []float64 `json:"low"`
	Close        []float64 `json:"close"`
	Volume       []int64   `json:"volume"`
	Timestamp    []int64   `json:"timestamp"`
	OpenInterest []int64   `json:"open_interest,omitempty"`
}

type DailyRequest struct {
	SecurityID      string `json:"securityId"`
	ExchangeSegment string `json:"exchangeSegment"`
	Instrument      string `json:"instrument"`
	ExpiryCode      int    `json:"expiryCode,omitempty"`
	FromDate        string `json:"fromDate"`
	ToDate          string `json:"toDate"`
}

type DepthAnalysis struct {
	// TotalBidQuantity sum of all bid quantities
	TotalBidQuantity int64

	// TotalAskQuantity sum of all ask quantities
	TotalAskQuantity int64

	// BidAskRatio ratio of bid to ask quantity
	BidAskRatio float64

	// WeightedBidPrice volume-weighted average bid price
	WeightedBidPrice float64

	// WeightedAskPrice volume-weighted average ask price
	WeightedAskPrice float64

	// Spread difference between best ask and best bid
	Spread float64

	// SpreadPercentage spread as percentage of mid price
	SpreadPercentage float64

	// BidDepth number of bid levels
	BidDepth int

	// AskDepth number of ask levels
	AskDepth int

	// Imbalance order imbalance indicator (-1 to 1)
	Imbalance float64
}

type DepthService struct {
	// contains filtered or unexported fields
}

type ExpiredOptionData struct {
	StrikePrice float64           `json:"strikePrice"`
	OptionType  models.OptionType `json:"optionType"`
	Candles     []models.Candle   `json:"candles"`
}

type ExpiredOptionsRequest struct {
	UnderlyingScrip string `json:"UnderlyingScrip"`
	UnderlyingSeg   string `json:"UnderlyingSeg"`
	Expiry          string `json:"Expiry"`
	FromDate        string `json:"FromDate"`
	ToDate          string `json:"ToDate"`
}

type ExpiryListRequest struct {
	UnderlyingScrip string `json:"UnderlyingScrip"`
	UnderlyingSeg   string `json:"UnderlyingSeg"`
}

type HistoricalService struct {
	// contains filtered or unexported fields
}

type InstrumentService struct {
	// contains filtered or unexported fields
}

type IntradayRequest struct {
	SecurityID      string `json:"securityId"`
	ExchangeSegment string `json:"exchangeSegment"`
	Instrument      string `json:"instrument"`
	Interval        string `json:"interval"`
	FromDate        string `json:"fromDate"`
	ToDate          string `json:"toDate"`
}

type OptionChainFilter struct {
	// MinStrike minimum strike price
	MinStrike float64

	// MaxStrike maximum strike price
	MaxStrike float64

	// StrikesAroundATM number of strikes around ATM
	StrikesAroundATM int

	// OptionType filter by CE or PE (empty for both)
	OptionType models.OptionType
}

type OptionChainRequest struct {
	UnderlyingScrip string `json:"UnderlyingScrip"`
	UnderlyingSeg   string `json:"UnderlyingSeg"`
	Expiry          string `json:"Expiry"`
}

type OptionsService struct {
	// contains filtered or unexported fields
}

type QuoteRequest struct {
	// NSE_EQ securities from NSE Equity
	NSE_EQ []string `json:"NSE_EQ,omitempty"`

	// NSE_FNO securities from NSE F&O
	NSE_FNO []string `json:"NSE_FNO,omitempty"`

	// NSE_CURR securities from NSE Currency
	NSE_CURR []string `json:"NSE_CURR,omitempty"`

	// BSE_EQ securities from BSE Equity
	BSE_EQ []string `json:"BSE_EQ,omitempty"`

	// BSE_FNO securities from BSE F&O
	BSE_FNO []string `json:"BSE_FNO,omitempty"`

	// BSE_CURR securities from BSE Currency
	BSE_CURR []string `json:"BSE_CURR,omitempty"`

	// MCX_COMM securities from MCX
	MCX_COMM []string `json:"MCX_COMM,omitempty"`

	// IDX_NSE Index from NSE
	IDX_NSE []string `json:"IDX_NSE,omitempty"`

	// IDX_BSE Index from BSE
	IDX_BSE []string `json:"IDX_BSE,omitempty"`
}

type QuoteService struct {
	// contains filtered or unexported fields
}