core

type ActivityStatusType int

type AgentSelectionType string

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

type DivFrequencyType string

type EquityType string

type HistoryInterval string

type HistoryStatusType int

type IntradayInterval string

type IntradayStateType int

type IntradayStatusType int

type NullDivFrequency struct {
	DivFreq DivFrequencyType
	Valid   bool
}

type NullEquityType struct {
	Type  EquityType
	Valid bool
}

type OptionStatusType int

type OptionSymbolType struct {
	Expiration  DateType
	OptionType  EquityType
	StrikePrice float64
	Symbol      StockSymbolType
}

type ScanStateType string

type SibylAgent interface {
	GetHistory(ctx context.Context, symbol StockSymbolType, interval HistoryInterval, startDate, endDate DateType) ([]*SibylHistoryRecord, error)
	GetIntraday(ctx context.Context, symbol StockSymbolType, interval IntradayInterval, startDate, endDate TimestampType) ([]*SibylIntradayRecord, error)
	GetQuotes(ctx context.Context, stockSymbols map[StockSymbolType]bool, optionSymbols map[OptionSymbolType]bool) ([]*SibylStockQuoteRecord, []*SibylOptionQuoteRecord, error)
	GetStableQuotes(ctx context.Context, stockSymbols map[StockSymbolType]bool, optionSymbols map[OptionSymbolType]bool) ([]*SibylStableStockQuoteRecord, []*SibylStableOptionQuoteRecord, error)
	GetStockOptionSymbols(ctx context.Context, symbol StockSymbolType) ([]*OptionSymbolType, error)
	VerifyStockSymbol(ctx context.Context, symbol StockSymbolType) (good, hasOptions bool, exchange, exchangeName, name string, err error)
}

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

type SibylHistoryRecord struct {
	ClosePrice sql.NullFloat64
	HighPrice  sql.NullFloat64
	Interval   HistoryStatusType
	LowPrice   sql.NullFloat64
	OpenPrice  sql.NullFloat64
	Symbol     StockSymbolType // this is (and must be) guaranteed to be a NON - Null value
	Timestamp  DateType        // millis // this is (and must be) guaranteed to be a NON - Null value
	Volume     sql.NullInt64
}

type SibylIntradayRecord struct {
	HighPrice sql.NullFloat64
	Interval  IntradayStatusType //this is used to identify which type: ticks, 1min, 5min
	LastPrice sql.NullFloat64
	LowPrice  sql.NullFloat64
	OpenPrice sql.NullFloat64
	Symbol    StockSymbolType // this is (and must be) guaranteed to be a NON - Null value
	Timestamp TimestampType   // this is (and must be) guaranteed to be a NON - Null value
	Volume    sql.NullInt64
}

type SibylOptionQuoteRecord struct {
	Ask                sql.NullFloat64 // both   //
	AskTime            sql.NullInt64   // both   //
	AskSize            sql.NullInt64   // both   //
	Bid                sql.NullFloat64 // both   //
	BidTime            sql.NullInt64   // both   // millis
	BidSize            sql.NullInt64   // both   //
	Change             sql.NullFloat64 // both   //  (+/-) number
	Delta              sql.NullFloat64 // option //  "idelta"
	EquityType         EquityType      // both   //  "put_call"     //CALL or PUT // this is (and must be) guaranteed to be a NON - Null value
	Expiration         DateType        // option //  millis // this is (and must be) guaranteed to be a NON - Null value
	Gamma              sql.NullFloat64 // option //  "igamma"
	HighPrice          sql.NullFloat64 // both   //  "hi"`
	ImpliedVolatility  sql.NullFloat64 // option //
	LastTradePrice     sql.NullFloat64 // both   //  ally LastTrade ... TD mark or regularMarketLastPrice
	LastTradeTimestamp sql.NullInt64   // both   //  ally DateTime   TD :tradeTimeInLong
	LastTradeVolume    sql.NullInt64   // both   //  ally incr_vl   TD : lastSize
	LowPrice           sql.NullFloat64 // both   //  "lo"
	OpenInterest       sql.NullInt64   // option //  "openinterest"
	Rho                sql.NullFloat64 // option //  "irho"
	StrikePrice        float64         // option // // this is (and must be) guaranteed to be a NON - Null value
	Symbol             StockSymbolType // both   //  either the stock symbol or root symbol ex. CAT // this is (and must be) guaranteed to be a NON - Null value
	Theta              sql.NullFloat64 // option //  "itheta"
	Timestamp          TimestampType   // both   //  millis // this is the GMT timestamp (ms from epoch) of the this quote // this is (and must be) guaranteed to be a NON - Null value
	Vega               sql.NullFloat64 // option //  "ivega"
}

type SibylOptionRecord struct {
	Expiration  DateType
	OptionType  EquityType
	StrikePrice float64
	Symbol      StockSymbolType
}

type SibylStableOptionQuoteRecord struct {
	ClosePrice             sql.NullFloat64 // both   // previous day close
	ContractSize           sql.NullInt64   // option // contract size for option
	EquityType             EquityType      // both   //  "put_call"    //CALL or PUT
	Expiration             DateType        // option // millis // this is (and must be) guaranteed to be a NON - Null value
	HighPrice52Wk          sql.NullFloat64 // both   //
	HighPrice52WkTimestamp sql.NullInt64   // both   // ally only //
	LowPrice52Wk           sql.NullFloat64 // both   //
	LowPrice52WkTimestamp  sql.NullInt64   // both   // ally only //millis -- ally only
	Multiplier             sql.NullInt64   // option // "prem_mult"
	OpenPrice              sql.NullFloat64 // both   //  "opn"
	StrikePrice            float64         // option // // this is (and must be) guaranteed to be a NON - Null value
	Symbol                 StockSymbolType // both   //  either the stock symbol or root symbol ex. CAT // this is (and must be) guaranteed to be a NON - Null value
	Timestamp              DateType        // both   // millis // Since these values should be stable the date is just the month/day/year // this is (and must be) guaranteed to be a NON - Null value
}

type SibylStableStockQuoteRecord struct {
	AnnualDividend         sql.NullFloat64  // stock  // ally : iad   TD   divAmount
	BookValue              sql.NullFloat64  // stock  //  "prbook"
	ClosePrice             sql.NullFloat64  // both   // previous day close
	Div                    sql.NullFloat64  // stock  // ally only //(= AnnualDiv/ divFreq) Latest announced cash dividend
	DivExTimestamp         sql.NullInt64    // stock  // millis  // date of last dividend
	DivFreq                NullDivFrequency // stock  // Ally
	DivPayTimestamp        sql.NullInt64    // stock  // millis // Ally
	Eps                    sql.NullFloat64  // stock  // "eps"
	HighPrice52Wk          sql.NullFloat64  // both   //
	HighPrice52WkTimestamp sql.NullInt64    // both   // ally only //
	LowPrice52Wk           sql.NullFloat64  // both   //
	LowPrice52WkTimestamp  sql.NullInt64    // both   // ally only //millis -- ally only
	OpenPrice              sql.NullFloat64  // both   //  "opn"
	PriceEarnings          sql.NullFloat64  // stock  //  "pe"
	SharesOutstanding      sql.NullInt64    // stock  //
	Symbol                 StockSymbolType  // both   //  either the stock symbol or root symbol ex. CAT // this is (and must be) guaranteed to be a NON - Null value
	Timestamp              DateType         // both   // millis // Since these values should be stable the date is just the month/day/year // this is (and must be) guaranteed to be a NON - Null value
	Volatility             sql.NullFloat64  // stock  // one year volatility measure
	Yield                  sql.NullFloat64  // stock  //
}

type SibylStockQuoteRecord struct {
	Ask                 sql.NullFloat64 // both   //
	AskTime             sql.NullInt64   // both   //
	AskSize             sql.NullInt64   // both   //
	Beta                sql.NullFloat64 // stock  //
	Bid                 sql.NullFloat64 // both   //
	BidTime             sql.NullInt64   // both   // millis
	BidSize             sql.NullInt64   // both   //
	Change              sql.NullFloat64 // both   //  (+/-) number
	HighPrice           sql.NullFloat64 // both   //  "hi"`
	LastTradePrice      sql.NullFloat64 // both   //  ally LastTrade ... TD mark or regularMarketLastPrice
	LastTradeTimestamp  sql.NullInt64   // both   //  ally DateTime   TD :tradeTimeInLong
	LastTradeVolume     sql.NullInt64   // both   //  ally incr_vl   TD : lastSize
	LowPrice            sql.NullFloat64 // both   //  "lo"
	Symbol              StockSymbolType // both   //  either the stock symbol or root symbol ex. CAT // this is (and must be) guaranteed to be a NON - Null value
	Timestamp           TimestampType   // both   //  millis // this is the GMT timestamp (ms from epoch) of the this quote // this is (and must be) guaranteed to be a NON - Null value
	Volume              sql.NullInt64   // stock  //
	VolWeightedAvgPrice sql.NullFloat64 // stock  //
}

type SibylStockRecord struct {
	DownloadStatus        ActivityStatusType
	Exchange              string
	ExchangeDescription   string
	HistoryStatus         HistoryStatusType
	HistoryTimestamp      DateType
	IntradayState         IntradayStateType
	IntradayStatus        IntradayStatusType
	IntradayTimestamp1Min TimestampType
	IntradayTimestamp5Min TimestampType
	IntradayTimestampTick TimestampType
	Name                  string
	OptionListTimestamp   DateType
	OptionStatus          OptionStatusType
	QuotesStatus          ActivityStatusType
	StableQuotesStatus    ActivityStatusType
	Symbol                StockSymbolType
	ValidationStatus      ValidationStatusType
	ValidationTimestamp   DateType
}

type StockSymbolType string

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

type ValidationStatusType int