Models

All models live in the SsiSdk.Models namespace as sealed class (or record) types with auto-properties:

using SsiSdk.Models;

General conventions since 3.3.x: money and prices are decimal (never double); a field the server may omit is nullable (int?, decimal?, string?) and is null when absent.

Authentication

Token

Token.ToString() masks AccessToken and RefreshToken.

OtpResponse

Result of RequestOtpTypedAsync().

Account

Account

Market Data

OhlcData

MarketIndexes

MarketIndexSummary

SecuritiesInfo

SecuritiesSummary

MasterData

CorporateAction

Every field is a string exactly as the server sends it: dates stay YYYY/MM/DD text and Ratio is not parsed, because its meaning depends on the event type. A field the server leaves blank or omits is "" (not null).

Returned by GetCorporateActionsAsync and GetCorporateActionsHistoricalAsync (section 3.7 of API Services).

DownloadData is no longer part of the SDK: the Download* methods throw NotImplementedException.

Portfolio

EquityAccountBalance

DerivativeAccountBalance

CashWithdrawableSSI and CashWithdrawableVSDC are old names marked [Obsolete]; use WithdrawableSSI and WithdrawableVSDC.

EquityPosition

DerivativePosition

AllDerivativePosition

Position

Positions of one account; a part the server did not return is null.

Order

OrderBook

The orders of an account plus the total record count reported by the server.

EquityPPMMR / DerivativePPMMR

These two models carry many detailed margin metrics (margin ratio, limits, collateral, ...), all decimal. The most commonly used fields:

Trading Responses

PlaceOrderResponse

OrderId, ClientRequestId, Status: all string.

ModifyOrderResponse

ClientModifyId, OrderId, ClientRequestId, Status: all string.

CancelOrderResponse

ClientCancelId, OrderId, ClientRequestId, Status: all string.

MaxBuySellResponse

PurchasePower (a string) is the old name, marked [Obsolete]; use PurchasingPower.

Batch Order Models

The models used by PlaceBatchOrdersAsync and CancelBatchOrdersAsync (REST) and by batch over the Trading WebSocket. The methods, limits, behaviour and examples are in section 5.6 of API Services; this page only lists the structures.

The per-batch order limit is Config.MaxBatchOrders (default 20). The API reference states a server-side limit of 50, which has not been checked against a live server; raising MaxBatchOrders is the caller's decision.

BatchPlaceOrderItem

A record with the same parameters as PlaceOrderAsync.

BatchCancelOrderItem

Each cancel item needs exactly one of OrderId or ClientRequestId, otherwise ValidationException is thrown.

BatchOrderResponse

BatchOrderResult

Always check Success on every element of Results: a rejected order does not throw an exception.

Conditional Orders (FCO)

FcoPrice

The price field of a conditional order: a number (100.5m, 25000) or an order-type word ("MP", OrderType.MTL). A string is sent verbatim. There are implicit conversions from decimal, int, long and string. With a market word (ATO, ATC, MTL, MP, MOK, MAK) the price slip is not applied.

FCOPlaceResponse

Result of placing a conditional order: FCOID (string).

FCOCancelResponse

Result of cancelling a conditional order: FCOID (string).

FCOListResponse

List of conditional orders (paged).

FCOInfo

Details of one conditional order.

FCOParams

Trigger parameters of a conditional order. A value that is not set is null.

FCOOrderBookResponse

FCO matching log (paged).

FCOOrder

Execution log of an FCO order.

FCOStatusHistoryItem

One status transition of an FCO order.

Streaming Models

Streaming messages are sealed class types in SsiSdk.Models. They arrive through SetOnData / OnData (market data) and SetOnTrading (trading events) typed as object: check the type with pattern matching. A frame the SDK has no model for stays a raw JsonElement. How to subscribe is covered in section 6 of API Services.

The parser picks the model from the topic of a data frame:

Trading events are chosen by eventType: orderEvent is OrderStatusMessage, orderMatchEvent is OrderMatchMessage, clientPortfolioEvent is PortfolioMessage, fcoEvent is FCOOrderUpdateMessage. When there is no eventType, an order.* topic is treated as OrderStatusMessage and portfolio.* as PortfolioMessage.

Unconfirmed: the SDK only maps server keys to properties. The exact meaning of each tick field (units, whether it is cumulative over the session, for example Value, TotalMatchQuantity, and the Open/High/Low/Avg fields of TradeMessage) has not been confirmed against a live server. Use Raw or Data when you need to cross-check, and do not base critical logic on them before verifying.

HeartbeatMessage

Method, Channel, Status, Message: all string.

TradeMessage

IndexTickMessage

The tick of the index itself, from trade.index.CODE.

Numeric fields are null when the server omits them. Use Raw for keys the SDK does not map. The "Description" column is the SDK's naming and is not confirmed against the server (see the note at the top of this section).

IntervalMessage

A candle, from trade.CODE@1m / @5m or trade.index.CODE@1m / @5m.

IndexSummaryMessage

From indexsummary.CODE.

The API reference lists the index summary keys: s, b, ss, t, v, c, cr, adv, dec, nc, ce, fl, tmv, tmq, tvp, tqp, tq, tv, with the same meaning as in the tick table above. tq equals tmq plus tqp, and tv equals tmv plus tvp.

stream.Streaming.OnIndexSummary = m =>
{
    // Get returns the first key that is present (a JsonElement), or null
    Console.WriteLine($"{m.Index}: v={m.Get("v")} ({m.Data.Count} fields)");
};

QuoteMessage

MarketStatusMessage

Market, Status, TradingDate: all string.

MarketFlagMessage

Market session flag (ATO, LO, ATC, ...), from the market.flag topic.

MarketDataMessage

Reference data (ceiling, floor, reference) of one symbol, from market.SYMBOL.

ForeignRoomMessage

Type, TradingTime, Symbol (string); TotalRoom, CurrentRoom, BuyQuantity, SellQuantity (int); BuyValue, SellValue (long).

PutMessage

Type, TradingTime, Symbol (string); Price (decimal); Quantity, TotalQuantity (int); TotalValue (long).

OddLotMessage

Type, TradingTime, Symbol (string); Price (decimal); Quantity (int); BidPrices, AskPrices (List<decimal>); BidVolumes, AskVolumes (List<int>).

OrderStatusMessage

Order status update (orderEvent, topic order.<accountNo>).

OrderMatchMessage

One match of an order (orderMatchEvent).

PortfolioMessage

Position update (clientPortfolioEvent, derivative accounts only). A value the server does not send is null.

TotalAsset, CashBalance and StockValue are still in the class but deprecated: the server never sends them, so they are always null.

FCOOrderUpdateMessage

Status update of a conditional (FCO) order, received through SetOnTrading when eventType is "fcoEvent". No fco_order.* or fco.* topic is parsed separately.

Unconfirmed: the SDK code parses fcoEvent, but the SDK CHANGELOG lists fcoEvent streaming as not implemented. It has not been verified against a live server; do not rely on this stream for critical logic.

ConnectionEvent

record ConnectionEvent(string State, int ReconnectCount = 0, Exception? Error = null), received through OnConnection. State is one of the ConnectionState constants: "connected", "reconnected", "disconnected", "failed". ReconnectCount is the number of reconnects; Error is the accompanying exception when there is one.

TradingWsResponse

A successful frame from the Trading WebSocket (namespace SsiSdk, not SsiSdk.Models). See section 7 of API Services.

Other

RateLimitInfo

record RateLimitInfo(int? Limit, int? Remaining): rate-limit information of the latest response, read through auth.RateLimit.