import { RateLimit } from './exchange';
import { OrderSide } from './order';
export interface ErrorResponse {
    error?: Error;
}
export interface RestResponse extends ErrorResponse {
    ratelimit: RateLimit;
    body: {
        [attr: string]: any;
    };
}
export interface TradeResponse {
    symbol: string;
    side: OrderSide;
    price: number;
    amount: number;
    timestamp: number;
}
export interface QuoteResponse {
    symbol: string;
    timestamp: number;
    bidAmount: number;
    bidPrice: number;
    askAmount: number;
    askPrice: number;
}
export interface SettlementResponse {
    timestamp: number;
    symbol: string;
    settlementType: string;
    settledPrice: number;
    optionStrikePrice: any;
    optionUnderlyingPrice: any;
    bankrupt: any;
    taxBase: any;
    taxRate: any;
}
export interface InstrumentResponse {
    symbol: string;
    rootSymbol: string;
    state: string;
    typ: string;
    listing: string;
    front: string;
    expiry: string;
    settle: string;
    positionCurrency: string;
    underlying: string;
    quoteCurrency: string;
    underlyingSymbol: string;
    reference: string;
    referenceSymbol: string;
    maxOrderQty: number;
    maxPrice: number;
    lotSize: number;
    tickSize: number;
    settlCurrency: string;
    isQuanto: boolean;
    isInverse: boolean;
    initMargin: number;
    maintMargin: number;
    riskLimit: number;
    riskStep: number;
    capped: boolean;
    taxed: boolean;
    deleverage: boolean;
    makerFee: boolean;
    takerFee: boolean;
    settlementFee: boolean;
    insuranceFee: boolean;
    prevClosePrice: number;
    prevTotalVolume: number;
    totalVolume: number;
    volume: number;
    volume24h: number;
    prevTotalTurnover: number;
    totalTurnover: number;
    turnover: number;
    turnover24h: number;
    homeNotional24h: number;
    foreignNotional24h: number;
    prevPrice24h: number;
    vwap: number;
    highPrice: number;
    lowPrice: number;
    lastPrice: number;
    lastPriceProtected: number;
    lastTickDirection: string;
    lastChangePcnt: number;
    bidPrice: number;
    midPrice: number;
    askPrice: number;
    impactBidPrice: number;
    impactMidPrice: number;
    impactAskPrice: number;
    hasLiquidity: boolean;
    openInterest: number;
    openValue: number;
    fairMethod: string;
    fairBasisRate: number;
    fairBasis: number;
    fairPrice: number;
    markMethod: string;
    markPrice: number;
    indicativeTaxRate: number;
    indicativeSettlePrice: number;
    timestamp: string;
}
export interface BarResponse {
    timestamp: string;
    symbol: string;
    open: number;
    high: number;
    low: number;
    close: number;
    trades: number;
    volume: number;
    vwap: number;
    lastSize: number;
    turnover: number;
    homeNotional: number;
    foreignNotional: number;
}
export interface OrderResponse {
    orderID: string;
    clOrdID: string;
    clOrdLinkID: string;
    account: number;
    symbol: string;
    side: string;
    simpleOrderQty: number;
    orderQty: number;
    price: number;
    displayQty: number;
    stopPx: number;
    pegOffsetValue: number;
    pegPriceType: string;
    currency: string;
    settlCurrency: string;
    ordType: string;
    timeInForce: string;
    execInst: string;
    contingencyType: string;
    exDestination: string;
    ordStatus: string;
    triggered: string;
    workingIndicator: boolean;
    ordRejReason: string;
    simpleLeavesQty: number;
    leavesQty: number;
    simpleCumQty: number;
    cumQty: number;
    avgPx: number;
    multiLegReportingType: string;
    text: string;
    transactTime: Date;
    timestamp: string;
}
export interface PositionResponse {
    account: number;
    symbol: string;
    currency: string;
    underlying: string;
    quoteCurrency: string;
    commission: number;
    initMarginReq: number;
    maintMarginReq: number;
    riskLimit: number;
    leverage: number;
    crossMargin: boolean;
    deleveragePercentile: number | null;
    rebalancedPnl: number;
    prevRealisedPnl: number;
    prevUnrealisedPnl: number;
    prevClosePrice: number;
    openingTimestamp: string;
    openingQty: number;
    openingCost: number;
    openingComm: number;
    openOrderBuyQty: number;
    openOrderBuyCost: number;
    openOrderBuyPremium: number;
    openOrderSellQty: number;
    openOrderSellCost: number;
    openOrderSellPremium: number;
    execBuyQty: number;
    execBuyCost: number;
    execSellQty: number;
    execSellCost: number;
    execQty: number;
    execCost: number;
    execComm: number;
    currentTimestamp: string;
    currentQty: number;
    currentCost: number;
    currentComm: number;
    realisedCost: number;
    unrealisedCost: number;
    grossOpenCost: number;
    grossOpenPremium: number;
    grossExecCost: number;
    isOpen: boolean;
    markPrice: null;
    markValue: number;
    riskValue: number;
    homeNotional: number;
    foreignNotional: number;
    posState: string;
    posCost: number;
    posCost2: number;
    posCross: number;
    posInit: number;
    posComm: number;
    posLoss: number;
    posMargin: number;
    posMaint: number;
    posAllowance: number;
    taxableMargin: number;
    initMargin: number;
    maintMargin: number;
    sessionMargin: number;
    targetExcessMargin: number;
    varMargin: number;
    realisedGrossPnl: number;
    realisedTax: number;
    realisedPnl: number;
    unrealisedGrossPnl: number;
    longBankrupt: number;
    shortBankrupt: number;
    taxBase: number;
    indicativeTaxRate: number;
    indicativeTax: number;
    unrealisedTax: number;
    unrealisedPnl: number;
    unrealisedPnlPcnt: number;
    unrealisedRoePcnt: number;
    avgCostPrice: number;
    avgEntryPrice: number;
    breakEvenPrice: number;
    marginCallPrice: number;
    liquidationPrice: number;
    bankruptPrice: number;
    timestamp: number;
    lastPrice: number;
    lastValue: number;
}
export interface OrderbookResponse {
    symbol: string;
    id: number;
    side: string;
    size: number;
    price: number;
}
/**
 * level 2 order book
 */
export interface OrderbookL2Response {
    /**
     * price and amount of ask (asc order)
     * eg: [[price, amount], ...]
     */
    asks: [string, string][];
    /**
     * price and amount of bid (desc order)
     * eg: [[price, amount], ...]
     */
    bids: [string, string][];
}