-
Notifications
You must be signed in to change notification settings - Fork 1
/
dtypes.py
76 lines (64 loc) · 1.55 KB
/
dtypes.py
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
65
66
67
68
69
70
71
72
73
74
75
76
from typing import Any, Dict, List, Literal, Optional, TypedDict
class Authentication(TypedDict):
access_token: str
expires_in: int
refresh_token: str
scope: str
token_type: Literal['bearer']
class Currency(TypedDict):
coin_type: str
currency: str
currency_long: str
fee_precision: int
min_confirmations: int
min_withdrawal_fee: float
withdrawal_fee: float
withdrawal_priorities: List
class Greeks(TypedDict):
delta: float
gamma: float
rho: float
theta: float
vega: float
class Stats(TypedDict, total=False):
high: float
low: float
price_change: float
volume: float
volume_usd: float
class Ticker(TypedDict, total=False):
ask_iv: float
best_ask_amount: float
best_ask_price: float
best_bid_amount: float
best_bid_price: float
bid_iv: float
current_funding: float
delivery_price: float
estimated_delivery_price: float
funding_8h: float
greeks: Greeks
index_price: float
instrument_name: str
interest_rate: float
interest_value: float
last_price: float
mark_iv: float
mark_price: float
max_price: float
min_price: float
open_interest: float
settlement_price: float
state: Literal['open', 'closed']
timestamp: int
underlying_index: str
underlying_price: float
class ChartData(TypedDict):
close: List[float]
cost: List[float]
high: List[float]
low: List[float]
open: List[float]
status: Literal['ok', 'no_data']
ticks: List[int]
volume: List[float]