export type TapeSide = Readonly<{
    price: number[];
    volume: number[];
}>;
export type OrderBook = Readonly<{
    asks: TapeSide;
    bids: TapeSide;
}>;
export type PriceRange = Readonly<{
    upper: number;
    lower: number;
}>;
export type TickData = Readonly<{
    symbol: string;
    date: number;
    time: number;
    tradingDay: number;
    preOpenInterest: number;
    preClose: number;
    openInterest: number;
    openPrice: number;
    highPrice: number;
    lowPrice: number;
    lastPrice: number;
    volume: number;
    amount: number;
    limits: PriceRange;
    bandings: PriceRange;
    orderBook: OrderBook;
}>;
export type TapeType = "open" | "close" | "dual-open" | "dual-close" | "turnover" | "no-deal";
export type TapeDirection = "up" | "down" | "none";
export type TapeStatus = "open-long" | "open-short" | "close-short" | "close-long" | "turnover-long" | "turnover-short" | "dual-open" | "dual-close" | "invalid";
export type TapeData = Readonly<{
    type: TapeType;
    direction: TapeDirection;
    status: TapeStatus;
    interestDelta: number;
    volumeDelta: number;
    amountDelta: number;
}>;
export type PositionCell = Readonly<{
    position: number;
    frozen: number;
}>;
export type PositionSide = Readonly<{
    long: PositionCell;
    short: PositionCell;
}>;
export type PositionData = Readonly<{
    symbol: string;
    today: PositionSide;
    history: PositionSide;
    pending: Readonly<{
        long: number;
        short: number;
    }>;
}>;
export type SideType = "long" | "short";
export type PositionDetail = Readonly<{
    symbol: string;
    date: number;
    side: SideType;
    price: number;
    volume: number;
    margin: number;
}>;
export type OffsetType = "open" | "close" | "close-today";
export type OrderFlag = "limit" | "market";
export type OrderStatus = "submitted" | "partially-filled" | "filled" | "canceled" | "rejected";
export type TradeData = Readonly<{
    id: string;
    date: number;
    time: number;
    price: number;
    volume: number;
}>;
export type OrderData = Readonly<{
    id: string;
    receiptId: string;
    symbol: string;
    date: number;
    time: number;
    flag: OrderFlag;
    side: SideType;
    offset: OffsetType;
    price: number;
    volume: number;
    traded: number;
    status: OrderStatus;
    trades: TradeData[];
    cancelTime?: number;
}>;
export type OrderStatistic = Readonly<{
    symbol: string;
    places: number;
    entrusts: number;
    filleds: number;
    cancels: number;
    rejects: number;
}>;
export type RatioAmount = Readonly<{
    ratio: number;
    amount: number;
}>;
export type CommissionRate = Readonly<{
    symbol: string;
    open: RatioAmount;
    close: RatioAmount;
    closeToday: RatioAmount;
}>;
export type MarginRate = Readonly<{
    symbol: string;
    long: RatioAmount;
    short: RatioAmount;
}>;
export type TradingAccount = Readonly<{
    id: string;
    currency: string;
    preBalance: number;
    balance: number;
    cash: number;
    margin: number;
    commission: number;
    frozenMargin: number;
    frozenCash: number;
    frozenCommission: number;
}>;
export type ProductType = "futures" | "options";
export type InstrumentData = Readonly<{
    symbol: string;
    id: string;
    name: string;
    exchangeId: string;
    productId: string;
    productType: ProductType;
    deliveryTime: number;
    createDate: number;
    openDate: number;
    expireDate: number;
    multiple: number;
    priceTick: number;
    maxLimitOrderVolume: number;
    minLimitOrderVolume: number;
}>;
export type PriceVolume = Readonly<{
    [price: number]: number;
}>;
export type BarData = Readonly<{
    symbol: string;
    date: number;
    time: number;
    openInterest: number;
    openPrice: number;
    highPrice: number;
    lowPrice: number;
    closePrice: number;
    volume: number;
    amount: number;
    delta: number;
    poc: number;
    buyVolumes: PriceVolume;
    sellVolumes: PriceVolume;
}>;
export type Writeable<T> = {
    -readonly [P in keyof T]: Writeable<T[P]>;
};