v2

Documentation

Index

• type Adjustment
• type Bar
• type BarItem
• type Quote
• type QuoteItem
• type TimeFrame
• type Trade
• type TradeItem

Types

type Adjustment

type Adjustment string

Adjustment specifies the corporate action adjustment(s) for the bars

const (
	None     Adjustment = "--"
	Raw      Adjustment = "raw"
	Split    Adjustment = "split"
	Dividend Adjustment = "dividend"
	All      Adjustment = "all"
)

List of adjustments

type Bar

type Bar struct {
	Open      float64   `json:"o"`
	High      float64   `json:"h"`
	Low       float64   `json:"l"`
	Close     float64   `json:"c"`
	Volume    uint64    `json:"v"`
	Timestamp time.Time `json:"t"`
}

Bar is an aggregate of trades

type BarItem

type BarItem struct {
	Bar   Bar
	Error error
}

BarItem contains a single bar or an error

type Quote

type Quote struct {
	BidExchange string    `json:"bx"`
	BidPrice    float64   `json:"bp"`
	BidSize     uint32    `json:"bs"`
	AskExchange string    `json:"ax"`
	AskPrice    float64   `json:"ap"`
	AskSize     uint32    `json:"as"`
	Timestamp   time.Time `json:"t"`
	Conditions  []string  `json:"c"`
	Tape        string    `json:"z"`
}

Quote is a stock quote from the market

type QuoteItem

type QuoteItem struct {
	Quote Quote
	Error error
}

QuoteItem contains a single quote or an error

type TimeFrame

type TimeFrame string

TimeFrame is the resolution of the bars

const (
	Min  TimeFrame = "1Min"
	Hour TimeFrame = "1Hour"
	Day  TimeFrame = "1Day"
)

List of time frames

type Trade

type Trade struct {
	ID         int64     `json:"i"`
	Exchange   string    `json:"x"`
	Price      float64   `json:"p"`
	Size       uint32    `json:"s"`
	Timestamp  time.Time `json:"t"`
	Conditions []string  `json:"c"`
	Tape       string    `json:"z"`
}

Trade is a stock trade that happened on the market

type TradeItem

type TradeItem struct {
	Trade Trade
	Error error
}

TradeItem contains a single trade or an error