defin websocket io types

HedgeTech/DataEngine/__ime/__io_types/__response.py

@@ -1108,3 +1108,204 @@ class OverviewResponse(TypedDict):
         ]
     ]
     Status: Status
+    
+# +--------------------------------------------------------------------------------------+ #
+
+
+class Websocket_data(TypedDict):
+    
+    """
+    Live market data payload for IME WebSocket streams.
+
+    This TypedDict represents the complete real-time market data for a single contract,
+    including order book, trading statistics, price limits, and contract information.
+
+    Attributes:
+        BestLimit (Dict[Literal['1','2','3'], BestLimitItem]):
+            Best limit order book with 3 levels. Keys "1" (best), "2", "3" (worst).
+            Each level contains buy/sell quantities and prices.
+
+        Aggregate (Aggregate):
+            Aggregate trading statistics including OHLC, volume, trade count,
+            and timestamps.
+
+        AllowedPriceRange (AllowedPriceRange):
+            Daily price limits (minimum and maximum allowed prices).
+
+        ContractInfo (ContractInfo):
+            Contract information including open interest and its changes.
+
+    Example:
+        >>> ws_data: Websocket_data = {
+        ...     "BestLimit": {
+        ...         "1": {
+        ...             "buy_quantity": 1500,
+        ...             "buy_price": 35200,
+        ...             "sell_quantity": 800,
+        ...             "sell_price": 35300
+        ...         },
+        ...         "2": {
+        ...             "buy_quantity": 1200,
+        ...             "buy_price": 35100,
+        ...             "sell_quantity": 600,
+        ...             "sell_price": 35400
+        ...         },
+        ...         "3": {
+        ...             "buy_quantity": 900,
+        ...             "buy_price": 35000,
+        ...             "sell_quantity": 400,
+        ...             "sell_price": 35500
+        ...         }
+        ...     },
+        ...     "Aggregate": {
+        ...         "date": "2025-01-15",
+        ...         "time": "14:30:00",
+        ...         "trade_count": 1250,
+        ...         "total_volume": 50000,
+        ...         "total_value": 1765000000,
+        ...         "closing_price": 35250.0,
+        ...         "last_price": 35250.0,
+        ...         "low_price": 34900.0,
+        ...         "high_price": 35500.0,
+        ...         "open_price": 35100.0,
+        ...         "previous_close": 35000.0
+        ...     },
+        ...     "AllowedPriceRange": {
+        ...         "minAllowedPrice": 33250.0,
+        ...         "maxAllowedPrice": 36750.0
+        ...     },
+        ...     "ContractInfo": {
+        ...         "open_interest": 125000,
+        ...         "open_interest_changes": 2500
+        ...     }
+        ... }
+        >>> print(f"Best bid: {ws_data['BestLimit']['1']['buy_price']}")
+        Best bid: 35200
+        >>> print(f"Last price: {ws_data['Aggregate']['last_price']}")
+        Last price: 35250.0
+        >>> print(f"Price range: {ws_data['AllowedPriceRange']['minAllowedPrice']} - {ws_data['AllowedPriceRange']['maxAllowedPrice']}")
+        Price range: 33250.0 - 36750.0
+    """
+    
+    BestLimit: Dict[
+        Literal['1','2','3',],
+        BestLimitItem
+    ]
+    Aggregate: Aggregate
+    AllowedPriceRange: AllowedPriceRange
+    ContractInfo: ContractInfo
+
+class WebsocketBase_contractId(TypedDict):
+    """
+    Base WebSocket message structure for IME live data (identified by Contract ID).
+
+    This TypedDict defines the standard format of all real-time messages received
+    when subscribing to the `/contract/id` WebSocket endpoint.
+
+    Attributes:
+        channel (Literal["IME Stream"]):
+            Fixed channel name for IME live market data streams.
+
+        contractId (str):
+            Unique identifier of the IME contract (e.g., "IME001", "IME002").
+
+        timestamp (str):
+            ISO-formatted timestamp when the message was generated
+            (e.g., "2025-01-15T14:30:00.123456").
+
+        data (Websocket_data):
+            Live market data payload containing BestLimit, Aggregate,
+            AllowedPriceRange, and ContractInfo.
+
+    Example:
+        >>> message: WebsocketBase_contractId = {
+        ...     "channel": "IME Stream",
+        ...     "contractId": "012345",
+        ...     "timestamp": "2025-01-15T14:30:00.123456",
+        ...     "data": {
+        ...         "BestLimit": {
+        ...             "1": {"buy_quantity": 1500, "buy_price": 35200, "sell_quantity": 800, "sell_price": 35300}
+        ...         },
+        ...         "Aggregate": {
+        ...             "date": "2025-01-15", "time": "14:30:00", "trade_count": 1250,
+        ...             "total_volume": 50000, "total_value": 1765000000, "closing_price": 35250.0,
+        ...             "last_price": 35250.0, "low_price": 34900.0, "high_price": 35500.0,
+        ...             "open_price": 35100.0, "previous_close": 35000.0
+        ...         },
+        ...         "AllowedPriceRange": {"minAllowedPrice": 33250.0, "maxAllowedPrice": 36750.0},
+        ...         "ContractInfo": {"open_interest": 125000, "open_interest_changes": 2500}
+        ...     }
+        ... }
+        >>> print(f"Channel: {message['channel']}")
+        Channel: IME Stream
+        >>> print(f"Contract ID: {message['contractId']}")
+        Contract ID: IME0012345
+        >>> print(f"Timestamp: {message['timestamp']}")
+        Timestamp: 2025-01-15T14:30:00.123456
+        >>> print(f"Last price: {message['data']['Aggregate']['last_price']}")
+        Last price: 35250.0
+    """
+
+    channel    : Literal["IME Stream",]
+    contractId : str
+    timestamp  : str
+    data       : Websocket_data
+    
+class WebsocketBase_contractName(TypedDict):
+    """
+    Base WebSocket message structure for IME live data (identified by Contract Name).
+
+    This TypedDict defines the standard format of all real-time messages received
+    when subscribing to the `/contract/name` WebSocket endpoint.
+
+    Attributes:
+        channel (Literal["IME Stream"]):
+            Fixed channel name for IME live market data streams.
+
+        contractName (str):
+            Name of the IME contract (e.g., "GOLD_FUT_M1", "GOLD1g").
+
+        timestamp (str):
+            ISO-formatted timestamp when the message was generated
+            (e.g., "2025-01-15T14:30:00.123456").
+
+        data (Websocket_data):
+            Live market data payload containing BestLimit, Aggregate,
+            AllowedPriceRange, and ContractInfo.
+
+    Example:
+        >>> message: WebsocketBase_contractName = {
+        ...     "channel": "IME Stream",
+        ...     "contractName": "GOLD_FUT_M1",
+        ...     "timestamp": "2025-01-15T14:30:00.123456",
+        ...     "data": {
+        ...         "BestLimit": {
+        ...             "1": {"buy_quantity": 1500, "buy_price": 35200, "sell_quantity": 800, "sell_price": 35300},
+        ...             "2": {"buy_quantity": 1200, "buy_price": 35100, "sell_quantity": 600, "sell_price": 35400},
+        ...             "3": {"buy_quantity": 900, "buy_price": 35000, "sell_quantity": 400, "sell_price": 35500}
+        ...         },
+        ...         "Aggregate": {
+        ...             "date": "2025-01-15", "time": "14:30:00", "trade_count": 1250,
+        ...             "total_volume": 50000, "total_value": 1765000000, "closing_price": 35250.0,
+        ...             "last_price": 35250.0, "low_price": 34900.0, "high_price": 35500.0,
+        ...             "open_price": 35100.0, "previous_close": 35000.0
+        ...         },
+        ...         "AllowedPriceRange": {"minAllowedPrice": 33250.0, "maxAllowedPrice": 36750.0},
+        ...         "ContractInfo": {"open_interest": 125000, "open_interest_changes": 2500}
+        ...     }
+        ... }
+        >>> print(f"Channel: {message['channel']}")
+        Channel: IME Stream
+        >>> print(f"Contract Name: {message['contractName']}")
+        Contract Name: GOLD_FUT_M1
+        >>> print(f"Timestamp: {message['timestamp']}")
+        Timestamp: 2025-01-15T14:30:00.123456
+        >>> best_bid = message['data']['BestLimit']['1']['buy_price']
+        >>> print(f"Best bid: {best_bid}")
+        Best bid: 35200
+    """
+
+    channel       : Literal["IME Stream",]
+    contractName  : str
+    timestamp     : str
+    data          : Websocket_data

HedgeTech/DataEngine/__tse_ifb/__io_types/__response.py

@@ -38,7 +38,15 @@ class WebsocketBase_symbolIsin(TypedDict):
         >>> message["symbolIsin"]
         'IR0001234567'
     """
-    channel: str
+    channel: Literal[
+        "best-limit",
+        "order-book",
+        "ohlcv-last-1m",
+        "aggregate",
+        "institutional-vs-individual",
+        "contract-info",
+        "fund-info",
+    ]
     symbolIsin: str
     timestamp: str
 
@@ -65,7 +73,15 @@ class WebsocketBase_symbolName(TypedDict):
         >>> message["symbolName"]
         'ETF001'
     """
-    channel: str
+    channel: Literal[
+        "best-limit",
+        "order-book",
+        "ohlcv-last-1m",
+        "aggregate",
+        "institutional-vs-individual",
+        "contract-info",
+        "fund-info",
+    ]
     symbolName: str
     timestamp: str
     
@@ -851,7 +867,10 @@ class BestLimit_WS_symbolIsin(WebsocketBase_symbolIsin):
         >>> ws_data["data"]["1"]["sell_price"]
         12100
     """
-    data: Dict[str, BestLimitItem]
+    data: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
 
 
 class BestLimit_WS_symbolName(WebsocketBase_symbolName):
@@ -892,7 +911,10 @@ class BestLimit_WS_symbolName(WebsocketBase_symbolName):
         >>> ws_data["data"]["2"]["buy_price"]
         11950
     """
-    data: Dict[str, BestLimitItem]
+    data: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
 
 # +--------------------------------------------------------------------------------------+ #
 
@@ -1612,7 +1634,10 @@ class OverviewSecuritiesAndFunds(SecuritiesAndFunds):
         >>> overview["FundInfo"]["nav"]
         12500.0
     """
-    BestLimit: Dict[str, BestLimitItem]
+    BestLimit: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
     Aggregate: Aggregate
     institutional_vs_individual: institutional_vs_individual
     FundInfo: FundInfo
@@ -1633,7 +1658,10 @@ class OverviewTreasuryBonds(TreasuryBonds):
         FundInfo (FundInfo)
         ContractInfo (ContractInfo)
     """
-    BestLimit: Dict[str, BestLimitItem]
+    BestLimit: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
     Aggregate: Aggregate
     institutional_vs_individual: institutional_vs_individual
     FundInfo: FundInfo
@@ -1654,7 +1682,10 @@ class OverviewStockOptions(StockOptions):
         FundInfo (FundInfo)
         ContractInfo (ContractInfo)
     """
-    BestLimit: Dict[str, BestLimitItem]
+    BestLimit: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
     Aggregate: Aggregate
     institutional_vs_individual: institutional_vs_individual
     FundInfo: FundInfo
@@ -1675,7 +1706,10 @@ class OverviewStockFuturess(StockFutures):
         FundInfo (FundInfo)
         ContractInfo (ContractInfo)
     """
-    BestLimit: Dict[str, BestLimitItem]
+    BestLimit: Dict[
+        Literal['1','2','3','4','5','6',],
+        BestLimitItem,
+    ]
     Aggregate: Aggregate
     institutional_vs_individual: institutional_vs_individual
     FundInfo: FundInfo