edit io_types
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@ -9,6 +9,7 @@ from typing import (
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Dict,
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Optional,
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TypedDict,
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Literal,
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)
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# ========================================|======================================== #
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@ -734,7 +735,6 @@ class Instruments(TypedDict):
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# +--------------------------------------------------------------------------------------+ #
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class BestLimitItem(TypedDict):
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"""
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Represents the best limit order information at a given price level for a financial instrument.
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@ -766,39 +766,6 @@ class BestLimitItem(TypedDict):
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sell_quantity: int
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sell_price: int
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class BestLimit(TypedDict):
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"""
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Represents the aggregated best limit orders for multiple instruments.
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The structure is a nested dictionary where the first key is typically a symbol
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identifier (ISIN or symbolName) and the second key represents the order level or priority.
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Attributes:
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items (Dict[str, Dict[str, BestLimitItem]]): Nested dictionary of BestLimitItem objects.
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- Outer key: Instrument identifier (e.g., ISIN or symbolName)
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- Inner key: Price level or order priority
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- Value: BestLimitItem for that level
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Example:
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>>> best_limit: BestLimit = {
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... "ETF001": {
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... "1": {
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... "buy_order_count": 5,
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... "buy_quantity": 1000,
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... "buy_price": 12000,
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... "sell_order_count": 3,
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... "sell_quantity": 800,
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... "sell_price": 12100
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... }
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... }
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... }
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>>> best_limit["ETF001"]["1"]["sell_quantity"]
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800
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"""
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items: Dict[str, Dict[str, BestLimitItem]]
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class BestLimitResponse(TypedDict):
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"""
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Response structure for best limit orders from a REST API call.
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@ -810,7 +777,18 @@ class BestLimitResponse(TypedDict):
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Example:
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>>> response: BestLimitResponse = {
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... "Data": best_limit,
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... "Data": {
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... "ETF001": {
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... "1": {
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... "buy_order_count": 5,
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... "buy_quantity": 1000,
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... "buy_price": 12000,
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... "sell_order_count": 3,
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... "sell_quantity": 800,
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... "sell_price": 12100
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... },
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... },
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... },
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... "Status": {
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... "State": True,
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... "ServerTimeStamp": 1700350200.0,
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@ -825,7 +803,13 @@ class BestLimitResponse(TypedDict):
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>>> response["Status"]["State"]
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True
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"""
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Data: BestLimit
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Data: Dict[
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str,
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Dict[
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Literal['1','2','3','4','5','6',],
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BestLimitItem
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]
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]
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Status: Status
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@ -1728,7 +1712,8 @@ class OverviewResponse:
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True
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"""
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Data : Dict[
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str,Optional[
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str,
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Optional[
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Union[
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OverviewSecuritiesAndFunds,
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OverviewTreasuryBonds,
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