import { STORE_KEYS } from '../Constants/STORE_KEYS';
import { IScript } from './Script';
/**
 * Enum representing the different segments of master data for securities.
 * These segments correspond to various asset classes (equity, derivatives, etc.)
 * on different exchanges (NSE, BSE, MCX, NCDEX).
 *
 * @enum {string}
 * @readonly
 */
export declare enum MASTER_DATA_SEGMENTS {
    NSE_EQ_EQUITY = "NSE_EQ_EQUITY",
    BSE_EQ_EQUITY = "BSE_EQ_EQUITY",
    NSE_FO_FUTSTK = "NSE_FO_FUTSTK",
    NSE_FO_FUTIDX = "NSE_FO_FUTIDX",
    NSE_FO_OPTIDX = "NSE_FO_OPTIDX",
    NSE_FO_OPTSTK = "NSE_FO_OPTSTK",
    NSE_CURR_FUTCUR = "NSE_CURR_FUTCUR",
    NSE_CURR_OPTCUR = "NSE_CURR_OPTCUR",
    MCX_COMM_OPTFUT = "MCX_COMM_OPTFUT",
    MCX_COMM_FUTCOM = "MCX_COMM_FUTCOM",
    NCDEX_COMM_OPTFUT = "NCDEX_COMM_OPTFUT",
    NCDEX_COMM_FUTCOM = "NCDEX_COMM_FUTCOM",
    NSE_CURR_UNDERLYING = "NSE_CURR_UNDERLYING",
    MCX_COMM_UNDERLYING = "MCX_COMM_UNDERLYING",
    NCDEX_COMM_UNDERLYING = "NCDEX_COMM_UNDERLYING",
    NSE_EQ_UNDERLYING = "NSE_EQ_UNDERLYING",
    BSE_EQ_UNDERLYING = "BSE_EQ_UNDERLYING"
}
/**
 * Type for the keys of the MASTER_DATA_SEGMENTS enum.
 * Represents the valid segment keys in the master data.
 *
 * @type {TMasterDataSegmentKeys}
 */
export type TMasterDataSegmentKeys = keyof typeof MASTER_DATA_SEGMENTS;
/**
 * Type representing the script ID from the IScript interface.
 *
 * @type {TScriptId}
 */
type TScriptId = IScript['scriptId'];
/**
 * Type representing the structure of master data for equity securities.
 * It contains various properties related to equity scripts such as scriptId, coName, lotSize, and more.
 *
 * @type {TMasterDataEquity}
 */
export type TMasterDataEquity = [
    TScriptId,
    IScript['odinTokenId'],
    IScript['exchangeSecurityId'],
    IScript['aslAllowed'],
    IScript['exchangeSymbol'],
    IScript['exchangeSeries'],
    IScript['isinCode'],
    IScript['coName'],
    IScript['lotSize'],
    IScript['tickSize'],
    IScript['nriAllowed'],
    IScript['closePrice'],
    IScript['assetClass'],
    IScript['searchable'],
    IScript['searchPriority'],
    IScript['yesterdayOpenInt'],
    IScript['maxSingleOrderQty'],
    IScript['underlying'],
    IScript['asmFlag'],
    IScript['odinLlfcSegmentId'],
    IScript['cmotsCoCode'],
    IScript['dprLow'],
    IScript['dprHigh'],
    IScript['fiftyTwoWeekLow'],
    IScript['fiftyTwoWeekHigh']
];
/**
 * Type representing the structure of master data for underlying securities.
 * It contains similar properties as equity but tailored for underlying securities.
 *
 * @type {TMasterDataUnderlying}
 */
export type TMasterDataUnderlying = [
    TScriptId,
    IScript['odinTokenId'],
    IScript['exchangeSecurityId'],
    IScript['aslAllowed'],
    IScript['exchangeSymbol'],
    IScript['coName'],
    IScript['lotSize'],
    IScript['tickSize'],
    IScript['nriAllowed'],
    IScript['closePrice'],
    IScript['assetClass'],
    IScript['searchable'],
    IScript['searchPriority'],
    IScript['yesterdayOpenInt'],
    IScript['underlying'],
    IScript['asmFlag'],
    IScript['odinLlfcSegmentId'],
    IScript['cmotsCoCode'],
    IScript['dprLow'],
    IScript['dprHigh'],
    IScript['fiftyTwoWeekLow'],
    IScript['fiftyTwoWeekHigh']
];
/**
 * Type representing the structure of master data for derivatives scripts.
 * Includes specific properties like expiryDate, strikePrice, and optionType for derivative instruments.
 *
 * @type {TMasterDataDerivativesScript}
 */
export type TMasterDataDerivativesScript = [
    TScriptId,
    IScript['odinTokenId'],
    IScript['exchangeSecurityId'],
    IScript['aslAllowed'],
    IScript['coName'],
    IScript['expiryDate'],
    IScript['strikePrice'],
    IScript['optionType'],
    IScript['lotSize'],
    IScript['tickSize'],
    IScript['nriAllowed'],
    IScript['closePrice'],
    IScript['searchable'],
    IScript['searchPriority'],
    IScript['yesterdayOpenInt'],
    IScript['maxSingleOrderQty'],
    IScript['underlying'],
    IScript['asmFlag'],
    IScript['odinLlfcSegmentId'],
    IScript['cmotsCoCode'],
    IScript['dprLow'],
    IScript['dprHigh'],
    IScript['fiftyTwoWeekLow'],
    IScript['fiftyTwoWeekHigh']
];
/**
 * Represents the data structure for derivatives in the system.
 * This type includes information about the exchange symbol, underlying asset,
 * asset class, and an array of derivative scripts associated with the derivative.
 */
export type TMasterDataDerivatives = [
    IScript['exchangeSymbol'],
    IScript['underlying'],
    IScript['assetClass'],
    TMasterDataDerivativesScript[]
];
/**
 * Type representing master data for derivative instruments, including a list of derivative scripts.
 *
 * @type {TMasterDataDerivatives}
 */
export type TMasterData = {
    [MASTER_DATA_SEGMENTS.NSE_EQ_EQUITY]?: TMasterDataEquity[];
    [MASTER_DATA_SEGMENTS.BSE_EQ_EQUITY]?: TMasterDataEquity[];
    [MASTER_DATA_SEGMENTS.NSE_FO_FUTSTK]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_FO_FUTIDX]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_FO_OPTIDX]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_FO_OPTSTK]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_CURR_FUTCUR]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_CURR_OPTCUR]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.MCX_COMM_OPTFUT]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.MCX_COMM_FUTCOM]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NCDEX_COMM_OPTFUT]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NCDEX_COMM_FUTCOM]?: TMasterDataDerivatives[];
    [MASTER_DATA_SEGMENTS.NSE_CURR_UNDERLYING]?: TMasterDataUnderlying[];
    [MASTER_DATA_SEGMENTS.MCX_COMM_UNDERLYING]?: TMasterDataUnderlying[];
    [MASTER_DATA_SEGMENTS.NCDEX_COMM_UNDERLYING]?: TMasterDataUnderlying[];
    [MASTER_DATA_SEGMENTS.NSE_EQ_UNDERLYING]?: TMasterDataUnderlying[];
    [MASTER_DATA_SEGMENTS.BSE_EQ_UNDERLYING]?: TMasterDataUnderlying[];
};
/**
 * Type representing the index for script IDs. This is used to store a reference to the master data segment
 * and the index value (could be a single or multi-level index).
 *
 * @type {TScriptIdIndexValue}
 */
export type TScriptIdIndexValue = [MASTER_DATA_SEGMENTS, number] | [MASTER_DATA_SEGMENTS, number, number, number];
/**
 * Type representing an index of script IDs.
 * Maps each script ID to its corresponding index value.
 *
 * @type {TScriptIdIndex}
 */
export type TScriptIdIndex = {
    [key: TScriptId]: TScriptIdIndexValue;
};
/**
 * Type representing an index for derivatives, including both futures and options.
 * It organizes derivative script IDs by type (FUTURES and OPTIONS).
 *
 * @type {TDerivativesIndex}
 */
export type TDerivativesIndex = {
    [key: TScriptId]: {
        FUTURES: TScriptId[];
        OPTIONS: TScriptId[];
    };
};
/**
 * Type representing a search chunk identifier.
 * This is used for efficient indexing and retrieval of search results.
 *
 * @type {TSearchChunkId}
 */
export type TSearchChunkId = number;
/**
 * Type representing a searchable index for chunked data.
 * It maps each search chunk to its relevant search string, data, search priority, and exchange symbol.
 *
 * @type {TSearchStringIndex}
 */
export type TSearchStringIndex = {
    [key: TSearchChunkId]: {
        searchString: IScript['searchable'];
        data: TScriptIdIndexValue;
        searchPriority: IScript['searchPriority'];
        exchangeSymbol: IScript['exchangeSymbol'];
    }[];
};
/**
 * Type representing the ISIN code for a security.
 * This is used for indexing securities by their ISIN code.
 *
 * @type {TIsinCode}
 */
type TIsinCode = string;
/**
 * Type representing an index of ISIN codes.
 * Maps each ISIN code to a list of script IDs associated with it.
 *
 * @type {TIsinCodeIndex}
 */
export type TIsinCodeIndex = {
    [key: TIsinCode]: TScriptId[];
};
/**
 * Interface representing the store that holds various indices and master data.
 * This is used for efficient data access and retrieval.
 *
 * @interface IStore
 */
export interface IStore {
    /**
     * Represents the complete master data for all security segments, organized by the MASTER_DATA_SEGMENTS enum.
     *
     * @type {?TMasterData}
     */
    [STORE_KEYS.MASTER_DATA]?: TMasterData;
    /**
     * Maps script IDs to their corresponding indices in the master data segments.
     *
     * @type {?TScriptIdIndex}
     */
    [STORE_KEYS.SCRIPT_ID_INDEX]?: TScriptIdIndex;
    /**
     * Organizes derivative script IDs by type (futures or options) for efficient access.
     *
     * @type {?TDerivativesIndex}
     */
    [STORE_KEYS.DERIVATIVES_INDEX]?: TDerivativesIndex;
    /**
     * Provides a searchable index for chunked master data, including search strings, priorities, and corresponding exchange symbols.
     *
     * @type {?TSearchStringIndex}
     */
    [STORE_KEYS.SEARCH_STRING_INDEX]?: TSearchStringIndex;
    /**
     * Maps ISIN codes to their associated script IDs for efficient lookup.
     *
     * @type {?TIsinCodeIndex}
     */
    [STORE_KEYS.ISIN_CODE_INDEX]?: TIsinCodeIndex;
    /**
     * Indicates whether the security master data has been fully initialized.
     *
     * @type {?boolean}
     */
    [STORE_KEYS.IS_SECURITY_MASTER_INITIALIZED]?: boolean;
}
export {};