core

type ActivityStatusType string

type AgentSelectionType string

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

type DivFrequencyType string

type EquityType string

type HistoryTick string

type NullDivFrequency struct {
	DivFreq DivFrequencyType
	Valid   bool
}

type NullEquityType struct {
	Type  EquityType
	Valid bool
}

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

type SibylAgent interface {
	GetHistory(ctx context.Context, symbol StockSymbolType, tickSize HistoryTick, startDate, endDate DateType) ([]*SibylHistoryRecord, error)
	GetIntraday(ctx context.Context, symbol StockSymbolType, tickSize HistoryTick, 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
	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
	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
	HasOptions            bool
	HistoryStatus         ActivityStatusType
	IntradayHistoryStatus ActivityStatusType
	Name                  string
	QuotesStatus          ActivityStatusType
	StableQuotesStatus    ActivityStatusType
	Symbol                StockSymbolType
	ValidationStatus      ValidationStatusType
}

type StockSymbolType string

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

type ValidationStatusType string