qapi

type Account struct {
	// Type of the account (e.g., "Cash", "Margin").
	Type string `json:"type"`

	// Eight-digit account number (e.g., "26598145")
	// Stored as a string, it's used for making account-related API calls
	Number string `json:"number"`

	// Status of the account (e.g., Active).
	Status string `json:"status"`

	// Whether this is a primary account for the holder.
	IsPrimary bool `json:"isPrimary"`

	// Whether this account is one that gets billed for various expenses such as inactivity fees, market data, etc.
	IsBilling bool `json:"isBilling"`

	// Type of client holding the account (e.g., "Individual").
	ClientAccountType string `json:"clientAccountType"`
}

type AccountBalances struct {
	PerCurrencyBalances    []Balance `json:"perCurrencyBalances"`
	CombinedBalances       []Balance `json:"combinedBalances"`
	SODPerCurrencyBalances []Balance `json:"sodPerCurrencyBalances"`
	SODCombinedBalances    []Balance `json:"sodCombinedBalances"`
}

type Balance struct {

	// Currency of the balance figure(e.g., "USD" or "CAD").
	Currency string `json:"currency"`

	// Balance amount.
	Cash float32 `json:"cash"`

	// Market value of all securities in the account in a given currency.
	MarketValue float32 `json:"marketValue"`

	// Equity as a difference between cash and marketValue properties.
	TotalEquity float32 `json:"totalEquity"`

	// Buying power for that particular currency side of the account.
	BuyingPower float32 `json:"buyingPower"`

	// Maintenance excess for that particular side of the account.
	MaintenanceExcess float32 `json:"maintenanceExcess"`

	// Whether real-time data was used to calculate the above values.
	IsRealTime bool `json:"isRealTime"`
}

type Candlestick struct {
	// Candlestick start timestamp
	Start time.Time `json:"start"`

	// Candlestick end timestamp
	End time.Time `json:"end"`

	// Opening price.
	Open float32 `json:"open"`

	// High price.
	High float32 `json:"high"`

	// Low price.
	Low float32 `json:"low"`

	// Closing price.
	Close float32 `json:"close"`

	// Trading volume.
	Volume int `json:"volume"`
}

type ChainPerRoot struct {
	// Option root symbol.
	Root string `json:"root"`

	// Slice of ChainPerStrikePrice elements.
	ChainPerStrikePrice []ChainPerStrikePrice `json:"chainPerStrikePrice"`

	// NOTE - This value appears in example API response, but is not documented
	Multiplier int `json:"multiplier"`
}

type ChainPerStrikePrice struct {
	// Option strike price.
	StrikePrice float32 `json:"strikePrice"`

	// Internal identifier of the call option symbol.
	CallSymbolID int `json:"callSymbolId"`

	// Internal identifier of the put option symbol.
	PutSymbolID int `json:"putSymbolId"`
}

type Client struct {
	Credentials        LoginCredentials
	SessionTimer       *time.Timer
	RateLimitRemaining int
	RateLimitReset     time.Time
	// contains filtered or unexported fields
}

type Execution struct {
	// Execution symbol.
	Symbol string `json:"symbol"`

	// Internal symbol identifier
	SymbolID int `json:"symbolId"`

	// Execution quantity.
	Quantity int `json:"quantity"`

	// Client side of the order to which execution belongs.
	Side string `json:"side"`

	// Execution price.
	Price float32 `json:"price"`

	// Internal identifier of the execution.
	ID int `json:"id"`

	// Internal identifier of the order to which the execution belongs.
	OrderID int `json:"orderId"`

	// Internal identifier of the order chain to which the execution belongs.
	OrderChainID int `json:"orderChainId"`

	// Identifier of the execution at the market where it originated.
	ExchangeExecID string `json:"exchangeExecId"`

	// Execution timestamp.
	Timestamp time.Time `json:"timestamp"`

	// Manual notes that may have been entered by Trade Desk staff
	Notes string `json:"notes"`

	// Trading venue where execution originated.
	Venue string `json:"venue"`

	// Execution cost (price x quantity).
	TotalCost float32 `json:"totalCost"`

	// Questrade commission for orders placed with Trade Desk.
	OrderPlacementCommission float32 `json:"orderPlacementCommission"`

	// Questrade commission.
	Commission float32 `json:"commission"`

	// Liquidity fee charged by execution venue.
	ExecutionFee float32 `json:"executionFee"`

	// SEC fee charged on all sales of US securities.
	SecFee float32 `json:"secFee"`

	// Additional execution fee charged by TSX (if applicable).
	CanadianExecutionFee int `json:"canadianExecutionFee"`

	// Internal identifierof the parent order.
	ParentID int `json:"parentId"`
}

type LoginCredentials struct {
	AccessToken  string `json:"access_token"`
	TokenType    string `json:"token_type"`
	ExpiresIn    int    `json:"expires_in"`
	RefreshToken string `json:"refresh_token"`
	ApiServer    string `json:"api_server"`
}

type Market struct {
	// Market name.
	Name string `json:"name"`

	// List of trading venue codes.
	TradingVenues []string `json:"tradingVenues"`

	// Default trading venue code.
	DefaultTradingVenue string `json:"defaultTradingVenue"`

	// List of primary order route codes.
	PrimaryOrderRoutes []string `json:"primaryOrderRoutes"`

	// List of secondary order route codes.
	SecondaryOrderRoutes []string `json:"secondaryOrderRoutes"`

	// List of level 1 market data feed codes.
	Level1Feeds []string `json:"level1Feeds"`

	// List of level 2 market data feed codes.
	Level2Feeds []string `json:"level2Feeds"`

	// Pre-market opening time for current trading date.
	ExtendedStartTime time.Time `json:"extendedStartTime"`

	// Regular market opening time for current trading date.
	StartTime time.Time `json:"startTime"`

	// Regular market closing time for current trading date.
	EndTime time.Time `json:"endTime"`

	// Extended market closing time for current trading date.
	ExtendedEndTime time.Time `json:"extendedEndTime"`

	// Currency code (ISO format).
	Currency string `json:"currency"`

	// Number of snap quotes that the user can retrieve from a market.
	SnapQuotesLimit int `json:"snapQuotesLimit"`
}

type MinTickData struct {
	Pivot   float32 `json:"pivot"`
	MinTick float32 `json:"minTick"`
}

type OptionChain struct {
	// Option expiry date.
	ExpiryDate time.Time `json:"expiryDate"`

	// Description of the underlying option.
	Description string `json:"description"`

	// Primary listing exchange.
	ListingExchange string `json:"listingExchange"`

	// Option exercise style (e.g., "American").
	OptionExerciseType string `json:"optionExerciseType"`

	// Slice of ChainPerRoot elements
	ChainPerRoot []ChainPerRoot `json:"chainPerRoot"`
}

type OptionContractDeliverables struct {
	Underlyings []UnderlyingMultiplierPair `json:"underlyings"`
	CashInLieu  float32                    `json:"cashInLieu"`
}

type Order struct {
	// Internal order identifier.
	ID int `json:"id"`

	// Symbol that follows Questrade symbology (e.g., "TD.TO").
	Symbol string `json:"symbol"`

	// Internal symbol identifier.
	SymbolID int `json:"symbolId"`

	// Total quantity of the order.
	TotalQuantity int `json:"totalQuantity"`

	// Unfilled portion of the order quantity.
	OpenQuantity int `json:"openQuantity"`

	// Filled portion of the order quantity.
	FilledQuantity int `json:"filledQuantity"`

	// Unfilled portion of the order quantity after cancellation.
	CanceledQuantity int `json:"canceledQuantity"`

	// Client view of the order side (e.g., "Buy-To-Open").
	Side string `json:"side"`

	// Order price type (e.g., "Market").
	OrderType string `json:"orderType"`

	// Limit price.
	LimitPrice float32 `json:"limitPrice"`

	// Stop price.
	StopPrice float32 `json:"stopPrice"`

	// Specifies all-or-none special instruction.
	IsAllOrNone bool `json:"isAllOrNone"`

	// Specifies Anonymous special instruction.
	IsAnonymous bool `json:"isAnonymous"`

	// Specifies Iceberg special instruction.
	IcebergQuantity int `json:"icebergQuantity"`

	// Specifies Minimum special instruction.
	MinQuantity int `json:"minQuantity"`

	// Average price of all executions received for this order.
	AvgExecPrice float32 `json:"avgExecPrice"`

	// Price of the last execution received for the order in question.
	LastExecPrice float32 `json:"lastExecPrice"`

	// See enumerations for all allowed values
	Source string `json:"source"`

	// See Order Time In Force section for all allowed values.
	TimeInForce string `json:"timeInForce"`

	// Good-Till-Date marker and date parameter
	GtdDate *time.Time `json:"gtdDate",string`

	// See Order State section for all allowed values.
	State string `json:"state"`

	// Human readable order rejection reason message.
	ClientReasonStr string `json:"clientReasonStr"`

	// Internal identifier of a chain to which the order belongs.
	ChainID int `json:"chainId"`

	// Order creation time.
	CreationTime *time.Time `json:"creationTime",string`

	// Time of the last update.
	UpdateTime *time.Time `json:"updateTime",string`

	// Notes that may have been manually added by Questrade staff.
	Notes string `json:"notes"`

	// See enumerations for all allowed values
	PrimaryRoute string `json:"primaryRoute"`

	// See enumerations for all allowed values
	SecondaryRoute string `json:"secondaryRoute"`

	// Order route name.
	OrderRoute string `json:"orderRoute"`

	// Venue where non-marketable portion of the order was booked.
	VenueHoldingOrder string `json:"venueHoldingOrder"`

	// Total commission amount charged for this order.
	CommissionCharged float32 `json:"commissionCharged"`

	// Identifier assigned to this order by exchange where it was routed.
	ExchangeOrderID string `json:"exchangeOrderId"`

	// Whether user that placed the order is a significant shareholder.
	IsSignificantShareholder bool `json:"isSignificantShareholder"`

	// Whether user that placed the order is an insider.
	IsInsider bool `json:"isInsider"`

	// Whether limit offset is specified in dollars (vs. percent).
	IsLimitOffsetInDollar bool `json:"isLimitOffsetInDollar"`

	// Internal identifier of user that placed the order.
	UserID int `json:"userId"`

	// Commission for placing the order via the Trade Desk over the phone.
	PlacementCommission float32 `json:"placementCommission"`

	// List of OrderLeg elements.
	Legs []OrderLeg `json:"legs"`

	// Multi-leg strategy to which the order belongs.
	StrategyType string `json:"strategyType"`

	// Stop price at which order was triggered.
	TriggerStopPrice float32 `json:"triggerStopPrice"`

	// Internal identifier of the order group.
	OrderGroupID int `json:"orderGroupId"`

	// Bracket Order class. Primary, Profit or Loss.
	OrderClass string `json:"orderClass"`
}

type OrderImpact struct {
	// Estimate of commissions to be charged on the order.
	EstimatedCommissions float32 `json:"estimatedCommissions"`

	// Estimate of change in buying power from the order.
	BuyingPowerEffect float32 `json:"buyingPowerEffect"`

	// Estimate of buying power in which order will result.
	BuyingPowerResult float32 `json:"buyingPowerResult"`

	// Estimate of change in maintenance excess from the order.
	MaintExcessEffect float32 `json:"maintExcessEffect"`

	// Estimate of maintenance excess in which the order will result.
	MaintExcessResult float32 `json:"maintExcessResult"`

	// Client view of the order side (e.g., "Buy-To-Open").
	Side string `json:"side"`

	// Estimate of the order execution value.
	TradeValueCalculation string `json:"tradeValueCalculation"`

	// Estimated average fill price.
	Price float32 `json:"price"`
}

type OrderLeg struct {
}

type OrderRequest struct {
	// Account number against which order is being submitted.
	AccountID string `json:"accountNumber"`

	// Optional – order id of the order to be replaced.
	OrderID int `json:"orderId,omitempty"`

	// Internal symbol identifier.
	SymbolID int `json:"symbolId"`

	// Order quantity.
	Quantity int `json:"quantity"`

	// Iceberg instruction quantity.
	IcebergQuantity int `json:"icebergQuantity,omitempty"`

	// Limit price.
	LimitPrice float32 `json:"limitPrice,omitempty"`

	// Stop price.
	StopPrice float32 `json:"stopPrice,omitempty"`

	TimeInForce string `json:"timeInForce"`

	// Identifies whether the all-or-none instruction is enabled.
	IsAllOrNone bool `json:"isAllOrNone"`

	// Identifies whether the anonymous instruction is enabled.
	IsAnonymous bool `json:"isAnonymous"`

	IsLimitOffsetInDollar bool `json:"isLimitOffsetInDollar"`

	// Order type (e.g., "Market").
	OrderType string `json:"orderType"`

	// Order side (e.g., "Buy").
	Action string `json:"action"`

	// Secondary order route (e.g., "NYSE").
	SecondaryRoute string `json:"secondaryRoute"`

	// Primary order route (e.g., "AUTO").
	PrimaryRoute string `json:"primaryRoute"`
}

type Position struct {
	// Position symbol.
	Symbol string `json:"symbol"`

	// Internal symbol identifier
	SymbolID int `json:"symbolId"`

	// Position quantity remaining open.
	OpenQuantity float32 `json:"openQuantity"`

	// Portion of the position that was closed today.
	ClosedQuantity float32 `json:"closedQuantity"`

	// Market value of the position (quantity x price).
	CurrentMarketValue float32 `json:"currentMarketValue"`

	// Current price of the position symbol.
	CurrentPrice float32 `json:"currentPrice"`

	// Average price paid for all executions constituting the position.
	AverageEntryPrice float32 `json:"averageEntryPrice"`

	// Realized profit/loss on this position.
	ClosedPnL float32 `json:"closedPnL"`

	// Unrealized profit/loss on this position.
	OpenPnL float32 `json:"openPnL"`

	// Total cost of the position.
	TotalCost float32 `json:"totalCost"`

	// Designates whether real-time quote was used to compute PnL.
	IsRealTime bool `json:"isRealTime"`

	// Designates whether a symbol is currently undergoing a reorg.
	IsUnderReorg bool `json:"isUnderReorg"`
}

type QuestradeError struct {
	Code       int `json:"code",string`
	StatusCode int
	Message    string `json:"message"`
	Endpoint   string
	OrderId    int     `json:"orderId,omitempty"`
	Orders     []Order `json:"orders,omitempty"`
}

type Quote struct {
	// Symbol name following Questrade’s symbology.
	Symbol string `json:"symbol"`

	// Internal symbol identifier.
	SymbolID int `json:"symbolId"`

	// Market tier.
	Tier string `json:"tier"`

	// Bid price.
	BidPrice float32 `json:"bidPrice"`

	// Bid quantity.
	BidSize int `json:"bidSize"`

	// Ask price.
	AskPrice float32 `json:"askPrice"`

	// Ask quantity.
	AskSize int `json:"askSize"`

	// Price of the last trade during regular trade hours.
	LastTradeTrHrs float32 `json:"lastTradeTrHrs"`

	// Price of the last trade.
	LastTradePrice float32 `json:"lastTradePrice"`

	// Quantity of the last trade.
	LastTradeSize int `json:"lastTradeSize"`

	// Trade direction.
	LastTradeTick string `json:"lastTradeTick"`

	// Timestamp
	LastTtradeTime string `json:"lastTradeTime"`

	// Volume.
	Volume int `json:"volume"`

	// Opening trade price.
	OpenPrice float32 `json:"openPrice"`

	// Daily high price.
	HighPrice float32 `json:"highPrice"`

	// Daily low price.
	LowPrice float32 `json:"lowPrice"`

	// Whether a quote is delayed (true) or real-time.
	Delay int `json:"delay"`

	// Whether trading in the symbol is currently halted.
	IsHalted bool `json:"isHalted"`
}

type Symbol struct {

	// Symbol that follows Questrade symbology (e.g., "TD.TO").
	Symbol string `json:"symbol"`

	// Symbol identifier
	SymbolID int `json:"symbolId"`

	// Closing trade price from the previous trading day.
	PrevDayClosePrice float32 `json:"prevDayClosePrice"`

	// 52-week high price.
	HighPrice52 float32 `json:"highPrice52"`

	// 52-week low price.
	LowPrice52 float32 `json:"lowPrice52"`

	// Average trading volume over trailing 3 months.
	AverageVol3Months int `json:"averageVol3Months"`

	// Average trading volume over trailing 20 days.
	AverageVol20Days int `json:"averageVol20Days"`

	// Total number of shares outstanding.
	OutstandingShares int `json:"outstandingShares"`

	// Trailing 12-month earnings per share.
	EPS float32 `json:"eps"`

	// Trailing 12-month price to earnings ratio.
	PE float32 `json:"pe"`

	// Dividend amount per share.
	Dividend float32 `json:"dividend"`

	// Dividend yield (dividend / prevDayClosePrice).
	Yield float32 `json:"yield"`

	// Dividend ex-date.
	ExDate *time.Time `json:"exDate"`

	// Market capitalization (outstandingShares * prevDayClosePrice).
	MarketCap float32 `json:"marketCap"`

	// Option type (e.g., "Call").
	OptionType string `json:"optionType"`

	// Option duration type (e.g., "Weekly").
	OptionDurationType string `json:"optionDurationType"`

	// Option root symbol (e.g., "MSFT").
	OptionRoot string `json:"optionRoot"`

	// Option contract deliverables.
	OptionContractDeliverables OptionContractDeliverables `json:"optionContractDeliverables"`

	// Option exercise style (e.g., "American").
	OptionExerciseType string `json:"optionExerciseType"`

	// Primary listing exchange.
	ListingExchange string `json:"listingExchange"`

	// Symbol description (e.g., "Microsoft Corp.").
	Description string `json:"description"`

	// Security type (e.g., "Stock").
	SecurityType string `json:"securityType"`

	// Option expiry date.
	OptionExpiryDate *time.Time `json:"optionExpiryDate"`

	// Dividend declaration date.
	DividendDate *time.Time `json:"dividendDate"`

	// Option strike price.
	OptionStrikePrice float32 `json:"optionStrikePrice"`

	// Indicates whether the symbol is actively listed.
	IsQuotable bool `json:"isQuotable"`

	// Indicates whether the symbol is an underlying option.
	HasOptions bool `json:"hasOptions"`

	// String Currency code (follows ISO format).
	Currency string `json:"currency"`

	// List of MinTickData records.
	MinTicks []MinTickData `json:"minTicks"`
}

type SymbolSearchResult struct {
	Symbol          string `json:"symbol"`
	SymbolID        int    `json:"symbolId"`
	Description     string `json:"description"`
	SecurityType    string `json:"securityType"`
	ListingExchange string `json:"listingExchange"`
	IsQuotable      bool   `json:"isQuotable"`
	IsTradable      bool   `json:"isTradable"`
	Currency        string `json:"currency"`
}

type UnderlyingMultiplierPair struct {
	Multiplier         int    `json:"multiplier"`
	UnderlyingSymbol   string `json:"underlyingSymbol"`
	UnderlyingSymbolID string `json:"underlyingSymbolId"`
}