Models

Models are TypeScript interfaces (Token and OTPResponse are classes). Import from the main package.

Module Structure

@ssi.developer/ssi-sdk
├── Auth, Data, Trading, Stream  (client classes)
├── Config                        (configuration)
├── models/
│   ├── auth        → Token, OTPResponse
│   ├── account     → Account
│   ├── marketData  → OHLCData, MarketIndexes, MarketIndexSummary, SecuritiesInfo, SecuritiesSummary, MasterData,
│   │                 CorporateAction
│   ├── trading     → PlaceOrderResponse, ModifyOrderResponse, CancelOrderResponse, MaxBuySellResponse,
│   │                 BatchPlaceOrderItem, BatchCancelOrderItem, BatchOrderResponse, BatchOrderResult
│   ├── portfolio   → EquityAccountBalance, DerivativeAccountBalance, EquityPosition, DerivativePosition,
│   │                 AllDerivativePosition, Order
│   ├── streaming   → DataMessage, TradingMessage, HeartbeatMessage, IndexTickMessage, IntervalMessage,
│   │                 IndexSummaryMessage, FCOOrderUpdateMessage, ...
│   └── fco         → FCOInfo, FCOParams, FCOListResponse, FCOOrder, FCOOrderBookResponse, FCOPlaceResponse,
│                     FCOCancelResponse, FCOStatusHistoryItem
├── enums/          → OrderSide, OrderType, Board, Timeframe, FCOType, FCOOperator, FCOStatus, ...
├── exceptions      → SSIError, APIError, AuthenticationError, ...
└── Trading WebSocket
                    → asyncTradingWs, tradingWs, TradingWSClient, TradingWSService, MUTATING_METHODS,
                      TradingWSResponse, FcoParamsKind, FcoListOptions, OrderBookQuery

The feature groups below all point back to API Services, which describes how to use them:

• Batch Orders: BatchPlaceOrderItem, BatchCancelOrderItem, BatchOrderResponse, BatchOrderResult.
• Real-time Index Data: IndexTickMessage, IntervalMessage, IndexSummaryMessage.
• Trading WebSocket: TradingWSResponse, FcoParamsKind, FcoListOptions and OrderBookQuery.

Authentication

Token

Besides the fields, Token has:

toString(), console.log and JSON.stringify of a Token mask accessToken and refreshToken. Only toDict() returns the real values, so do not log its result.

OTPResponse

Result of requestOtpTyped() (see Client Classes). OTPResponse is also a class and masks transactionId under JSON.stringify.

Account

Account

Market Data

OHLCData

MarketIndexes

MarketIndexSummary

The foreign fields are undefined when the server omits them.

SecuritiesInfo

A numeric field that the server omits or leaves empty is undefined (not 0). An empty string also becomes undefined.

SecuritiesSummary

MasterData

Ceiling, floor and reference price of a symbol, from getMasterData() (see API Services, section 3.6).

CorporateAction

One corporate action (dividend, bonus shares, rights issue, ...) of a security, from getCorporateActions() and getCorporateActionsHistorical() (see API Services, section 3.7). Every field is the string the server sends: 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 (for example a newly announced event with no ex-right date or ratio yet) is "".

Portfolio

EquityAccountBalance

DerivativeAccountBalance

cashWithdrawableSsi and cashWithdrawableVsdc can still be read but are deprecated: use withdrawableSsi and withdrawableVsdc.

EquityPosition

DerivativePosition

AllDerivativePosition

Derivative positions of one account, split into open and closed. It lives in Position.derivative; Position.equity is an EquityPosition[]. Both are undefined when the account has no such section (see how the positions methods return undefined in API Services).

Order

Trading Responses

PlaceOrderResponse

orderId, clientRequestId, status

ModifyOrderResponse

clientModifyId, orderId, clientRequestId, status

CancelOrderResponse

clientCancelId, orderId, clientRequestId, status

MaxBuySellResponse

Derivative accounts get only the two quantities. For them marginRatio and purchasingPower are undefined, which is not the same as 0. purchasePower (a string, "" when absent) can still be read but is deprecated: use purchasingPower.

Batch Orders

Types for placeBatchOrders and cancelBatchOrders. Usage, signing, idempotency and retry are in API Services, section 5.6. For the batch size limit see Configuration, and for errors see Error Handling.

BatchPlaceOrderItem

One order of placeBatchOrders, with the same arguments as placeOrder.

BatchCancelOrderItem

One order of cancelBatchOrders: accountNo plus exactly one of the two ids.

BatchOrderResponse

BatchOrderResult

Conditional Orders (FCO)

FCOPlaceResponse

Result of placing a conditional order — fcoId

FCOCancelResponse

Result of cancelling a conditional order — fcoId

FCOListResponse

List of conditional orders (paginated).

FCOInfo

Detailed information of a conditional order.

FCOParams

Trigger parameters of a conditional order.

FCOOrderBookResponse

Execution log of an FCO order (paginated).

FCOOrder

A trade / execution entry of an FCO order.

FCOStatusHistoryItem

One status transition of an FCO order, returned by getFcoStatusHistory(fcoId) (see API Services, section 5.5). An empty list when the server returns 204.

Streaming Messages

DataMessage

Market data received via the onData callback. DataMessage is a union of the types below (a frame whose topic the SDK has no model for arrives as a raw object):

• TradeMessage — trades of one symbol (type: 'trade')
• IndexTickMessage — tick of the index itself (see below)
• IntervalMessage — 1-minute / 5-minute candle (see below)
• QuoteMessage — bid/ask (type: 'quote')
• ForeignRoomMessage — foreign room (type: 'room')
• MarketFlagMessage — market session flag (ATO, LO, ATC...), topic market.flag
• IndexSummaryMessage — index summary (see below)
• MarketDataMessage — ceiling / floor / reference price of one symbol, topic market.<symbol>
• MarketStatusMessage — market status (market, status, tradingDate)
• PutMessage — put-through (type: 'put')
• OddLotMessage — odd lot (type: 'oddlot')

TradingMessage

Trading events received via the onTrading callback. TradingMessage is a union of:

• OrderStatusMessage — regular order status updates (type: 'orderEvent')
• OrderMatchMessage — order match events (type: 'orderMatchEvent')
• PortfolioMessage — portfolio changes, derivative accounts only (type: 'clientPortfolioEvent')
• FCOOrderUpdateMessage — conditional (FCO) order status updates (eventType: 'fcoEvent')

An unknown event type arrives as a raw object.

FCOOrderUpdateMessage

Conditional (FCO) order status update (streaming, received via onTrading). This message does not carry type: 'fcoOrderEvent': recognise it by eventType (for example "fcoEvent") or by fcoId.

HeartbeatMessage

method, channel, status, message

ConnectionEvent

Connection event passed to the Stream onConnection handler (see API Services, section 6.8). Import from the main package.

Real-time Index Data

Types for the index topics (trade.index.<code> and indexsummary.<code>). How to subscribe, and the rules for index codes and intervals, are in API Services, section 6.7. These types arrive through onData (IndexSummaryMessage can also be received through onIndexSummary).

IndexTickMessage

Tick of the index itself (not its constituent stocks), from subscribeIndexTrade.

A numeric field is undefined (not 0) when the server does not send it. Among the DataMessage types only IndexTickMessage has a raw field, so 'raw' in msg is a simple way to recognise it (see the example in section 6.7).

IntervalMessage

1-minute / 5-minute candle, received when you subscribe with an interval of 1m or 5m.

IndexSummaryMessage

Summary of one index, from indexsummary.<code>.

The public API documentation does not list the fields of this payload, so the SDK guesses none and has no typed fields. Read values with indexSummaryGet(message, keys, defaultValue?): it returns the value of the first key in keys that is present in message.data, or defaultValue if none is.

import { indexSummaryGet } from '@ssi.developer/ssi-sdk';

s.onIndexSummary = (msg) => {
  // 'someField' is an example: replace it with a key you see in msg.data
  const value = indexSummaryGet<number>(msg, ['someField'], 0);
  console.log(`${msg.index}: ${value}`);
};

Trading WebSocket

The types below are imported from the main package @ssi.developer/ssi-sdk. For usage see API Services, section 7.

TradingWSResponse

Result of each command sent over the Trading WebSocket.

An error frame does not return a TradingWSResponse; it throws TradingWSError (see Error Handling).

FcoParamsKind, FcoListOptions, OrderBookQuery

Parameter types of the FCO and order book commands on the Trading WebSocket.