tksbrokerapi.TKSEnums

  1# -*- coding: utf-8 -*-
  2# Author: Timur Gilmullin
  3
  4"""
  5Module contains a lot of constants from enums sections of Tinkoff Open API documentation used by TKSBrokerAPI module.
  6
  7- **TKSBrokerAPI module documentation:** https://tim55667757.github.io/TKSBrokerAPI/docs/tksbrokerapi/TKSBrokerAPI.html
  8- **TKSBrokerAPI CLI examples:** https://github.com/Tim55667757/TKSBrokerAPI/blob/master/README_EN.md
  9- **About Tinkoff Invest API:** https://tinkoff.github.io/investAPI/
 10- **Tinkoff Invest API documentation:** https://tinkoff.github.io/investAPI/swagger-ui/
 11- **Open account for trading:** http://tinkoff.ru/sl/AaX1Et1omnH
 12"""
 13
 14# Copyright (c) 2022 Gilmillin Timur Mansurovich
 15#
 16# Licensed under the Apache License, Version 2.0 (the "License");
 17# you may not use this file except in compliance with the License.
 18# You may obtain a copy of the License at
 19#
 20#     http://www.apache.org/licenses/LICENSE-2.0
 21#
 22# Unless required by applicable law or agreed to in writing, software
 23# distributed under the License is distributed on an "AS IS" BASIS,
 24# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 25# See the License for the specific language governing permissions and
 26# limitations under the License.
 27
 28
 29TKS_DATE_TIME_FORMAT = "%Y-%m-%dT%H:%M:%SZ"
 30"""Date and time string format used by Tinkoff Open API. Default: `"%Y-%m-%dT%H:%M:%SZ"`."""
 31
 32TKS_DATE_TIME_FORMAT_EXT = "%Y-%m-%dT%H:%M:%S.%fZ"
 33"""Extended date and time string format used by Tinkoff Open API. Default: `"%Y-%m-%dT%H:%M:%S.%fZ"`."""
 34
 35TKS_DATE_FORMAT = "%Y-%m-%d"
 36"""Date string format for some methods. Default: `"%Y-%m-%d"`."""
 37
 38TKS_PRINT_DATE_TIME_FORMAT = "%Y-%m-%d %H:%M:%S"
 39"""Human-readable format of date and time string. Default: `"%Y-%m-%d %H:%M:%S"`."""
 40
 41TKS_INSTRUMENTS = ["Currencies", "Shares", "Bonds", "Etfs", "Futures"]
 42"""Type of instrument for trade methods must be only one of supported types, listed in this constant. Default: `["Currencies", "Shares", "Bonds", "Etfs", "Futures"]`"""
 43
 44TKS_TICKER_ALIASES = {
 45    "USD": "USD000UTSTOM",  # FIGI: BBG0013HGFT4
 46    "EUR": "EUR_RUB__TOM",  # FIGI: BBG0013HJJ31
 47    "GBP": "GBPRUB_TOM",  # FIGI: BBG0013HQ5F0
 48    "CHF": "CHFRUB_TOM",  # FIGI: BBG0013HQ5K4
 49    "CNY": "CNYRUB_TOM",  # FIGI: BBG0013HRTL0
 50    "HKD": "HKDRUB_TOM",  # FIGI: BBG0013HSW87
 51    "TRY": "TRYRUB_TOM",  # FIGI: BBG0013J12N1
 52}
 53"""Some aliases instead official tickers for using in CLI. For example, you can use `"USD"` instead of `"USD000UTSTOM"`."""
 54
 55# some tickers or FIGIs raised exception earlier when it sends to server, that is why we exclude there:
 56TKS_TICKERS_OR_FIGI_EXCLUDED = [
 57    "ISSUANCEBRUS",
 58]
 59
 60TKS_CANDLE_INTERVALS = {  # List values: 1st - Tinkoff API parameter, 2nd - minutes count, 3rd - max candles in block
 61    "Undefined": ["CANDLE_INTERVAL_UNSPECIFIED", 0, 0],
 62    "1min": ["CANDLE_INTERVAL_1_MIN", 1, 1438],  # max count in API request block: 1 day (1440 min) and -2 minute
 63    "5min": ["CANDLE_INTERVAL_5_MIN", 5, 287],  # max count in API request block: 1 day (288 by 5 min) and -5 minute
 64    "15min": ["CANDLE_INTERVAL_15_MIN", 15, 95],  # max count in API request block: 1 day (96 by 15 min) and -15 minute
 65    "hour": ["CANDLE_INTERVAL_HOUR", 60, 167],  # max count in API request block: 1 week (168 hours) and -1 hour
 66    "day": ["CANDLE_INTERVAL_DAY", 1440, 364],  # max count in API request block: 1 year (365 days) and -1 day
 67}
 68"""Candles interval for requesting history data with Tinkoff API. Current available keys are `"1min"`, `"5min"`, `"15min"`, `"hour"`, `"day"`.
 69See more: https://tinkoff.github.io/investAPI/swagger-ui/#/MarketDataService/MarketDataService_GetCandles
 70"""
 71
 72TKS_ACCOUNT_STATUSES = {
 73    "ACCOUNT_STATUS_UNSPECIFIED": "Account status undefined",
 74    "ACCOUNT_STATUS_NEW": "New, open in progress...",
 75    "ACCOUNT_STATUS_OPEN": "Opened and active account",
 76    "ACCOUNT_STATUS_CLOSED": "Closed account",
 77}
 78"""Account status, enums: https://tinkoff.github.io/investAPI/users/#accountstatus"""
 79
 80TKS_ACCOUNT_TYPES = {
 81    "ACCOUNT_TYPE_UNSPECIFIED": "Account type undefined",
 82    "ACCOUNT_TYPE_TINKOFF": "Tinkoff brokerage account",
 83    "ACCOUNT_TYPE_TINKOFF_IIS": "IIS account",
 84    "ACCOUNT_TYPE_INVEST_BOX": "Investment \"piggy bank\"",
 85}
 86"""Account type, enums: https://tinkoff.github.io/investAPI/users/#accounttype"""
 87
 88TKS_ACCESS_LEVELS = {
 89    "ACCOUNT_ACCESS_LEVEL_UNSPECIFIED": "Access level undefined",
 90    "ACCOUNT_ACCESS_LEVEL_FULL_ACCESS": "Full access",
 91    "ACCOUNT_ACCESS_LEVEL_READ_ONLY": "Read-only access",
 92    "ACCOUNT_ACCESS_LEVEL_NO_ACCESS": "No access",
 93}
 94"""Access level, enums: https://tinkoff.github.io/investAPI/users/#accesslevel"""
 95
 96TKS_QUALIFIED_TYPES = {
 97    "derivative": "Futures and Options",
 98    "structured_bonds": "Structured bonds",
 99    "closed_fund": "Closed-ended funds",
100    "bond": "Bonds with low rating",
101    "structured_income_bonds": "Structured income bonds",
102    "foreign_shares": "Foreign shares not included in the exchange quotation lists",
103    "foreign_etf": "Foreign ETF",
104    "foreign_bond": "Euro-bonds",
105    "russian_shares": "Russian shares not included in quotation lists",
106    "leverage": "Margin trading, unsecured leveraged trades",
107    "repo": "REPO agreements",
108}
109"""Values of `qualified_for_work_with`, field: https://tinkoff.github.io/investAPI/faq_users/#qualified_for_work_with"""
110
111TKS_TRADING_STATUSES = {
112    "SECURITY_TRADING_STATUS_UNSPECIFIED": "Trading status undefined",
113    "SECURITY_TRADING_STATUS_NOT_AVAILABLE_FOR_TRADING": "Not available for trading",
114    "SECURITY_TRADING_STATUS_OPENING_PERIOD": "Trade opening period",
115    "SECURITY_TRADING_STATUS_CLOSING_PERIOD": "Trade closing period",
116    "SECURITY_TRADING_STATUS_BREAK_IN_TRADING": "Break in trading",
117    "SECURITY_TRADING_STATUS_NORMAL_TRADING": "Normal trading",
118    "SECURITY_TRADING_STATUS_CLOSING_AUCTION": "Closing auction",
119    "SECURITY_TRADING_STATUS_DARK_POOL_AUCTION": "Large package auction",
120    "SECURITY_TRADING_STATUS_DISCRETE_AUCTION": "Discrete auction",
121    "SECURITY_TRADING_STATUS_OPENING_AUCTION_PERIOD": "Opening auction",
122    "SECURITY_TRADING_STATUS_TRADING_AT_CLOSING_AUCTION_PRICE": "Trading period at the closing auction price",
123    "SECURITY_TRADING_STATUS_SESSION_ASSIGNED": "Session assigned",
124    "SECURITY_TRADING_STATUS_SESSION_CLOSE": "Session closed",
125    "SECURITY_TRADING_STATUS_SESSION_OPEN": "Session is open",
126    "SECURITY_TRADING_STATUS_DEALER_NORMAL_TRADING": "Broker's internal liquidity mode trading",
127    "SECURITY_TRADING_STATUS_DEALER_BREAK_IN_TRADING": "Break in trading in the broker's internal liquidity mode",
128    "SECURITY_TRADING_STATUS_DEALER_NOT_AVAILABLE_FOR_TRADING": "Broker's internal liquidity mode is not available",
129}
130"""Security Trading Status, enums: https://tinkoff.github.io/investAPI/orders/#securitytradingstatus"""
131
132TKS_OPERATION_TYPES = {
133    "OPERATION_TYPE_UNSPECIFIED": "The operation type is not defined",
134    "OPERATION_TYPE_INPUT": "Deposit on broker account",
135    "OPERATION_TYPE_BOND_TAX": "Withholding personal income tax on bond coupons",
136    "OPERATION_TYPE_OUTPUT_SECURITIES": "Securities output",
137    "OPERATION_TYPE_OVERNIGHT": "Overnight REPO income",
138    "OPERATION_TYPE_TAX": "Tax withholding",
139    "OPERATION_TYPE_BOND_REPAYMENT_FULL": "Full bond redemption",
140    "OPERATION_TYPE_SELL_CARD": "Sell securities from the card",
141    "OPERATION_TYPE_DIVIDEND_TAX": "Withholding tax on dividends",
142    "OPERATION_TYPE_OUTPUT": "Withdrawals",
143    "OPERATION_TYPE_BOND_REPAYMENT": "Bonds partial redemption",
144    "OPERATION_TYPE_TAX_CORRECTION": "Tax correction",
145    "OPERATION_TYPE_SERVICE_FEE": "Brokerage account maintenance fee deduction",
146    "OPERATION_TYPE_BENEFIT_TAX": "Withholding tax for material benefits",
147    "OPERATION_TYPE_MARGIN_FEE": "Withholding commission for an uncovered position",
148    "OPERATION_TYPE_BUY": "Buy securities",
149    "OPERATION_TYPE_BUY_CARD": "Buy securities from a card",
150    "OPERATION_TYPE_INPUT_SECURITIES": "Transfer securities from another depository",
151    "OPERATION_TYPE_SELL_MARGIN": "Sell (by margin call)",
152    "OPERATION_TYPE_BROKER_FEE": "Operation fee deduction",
153    "OPERATION_TYPE_BUY_MARGIN": "Buy (by margin call)",
154    "OPERATION_TYPE_DIVIDEND": "Dividends income",
155    "OPERATION_TYPE_SELL": "Sell securities",
156    "OPERATION_TYPE_COUPON": "Coupons income",
157    "OPERATION_TYPE_SUCCESS_FEE": "Success fee deduction",
158    "OPERATION_TYPE_DIVIDEND_TRANSFER": "Transfer of dividend income",
159    "OPERATION_TYPE_ACCRUING_VARMARGIN": "Variation margin crediting",
160    "OPERATION_TYPE_WRITING_OFF_VARMARGIN": "Withholding variation margin",
161    "OPERATION_TYPE_DELIVERY_BUY": "Buy (futures contract expired)",
162    "OPERATION_TYPE_DELIVERY_SELL": "Sell (futures contract expired)",
163    "OPERATION_TYPE_TRACK_MFEE": "Autotrack account management fee",
164    "OPERATION_TYPE_TRACK_PFEE": "Pay per result on auto follow score",
165    "OPERATION_TYPE_TAX_PROGRESSIVE": "Tax withholding at the rate of 15%",
166    "OPERATION_TYPE_BOND_TAX_PROGRESSIVE": "Withholding tax on coupons at the rate of 15%",
167    "OPERATION_TYPE_DIVIDEND_TAX_PROGRESSIVE": "Withholding tax on dividends at the rate of 15%",
168    "OPERATION_TYPE_BENEFIT_TAX_PROGRESSIVE": "Withholding tax for material benefits at the rate of 15%",
169    "OPERATION_TYPE_TAX_CORRECTION_PROGRESSIVE": "Tax correction at the rate of 15%",
170    "OPERATION_TYPE_TAX_REPO_PROGRESSIVE": "Withholding tax on refunds on REPO transactions at the rate of 15%",
171    "OPERATION_TYPE_TAX_REPO": "Tax withholding on REPO trade refunds",
172    "OPERATION_TYPE_TAX_REPO_HOLD": "Tax hold on REPO transactions",
173    "OPERATION_TYPE_TAX_REPO_REFUND": "Tax refund on REPO transactions",
174    "OPERATION_TYPE_TAX_REPO_HOLD_PROGRESSIVE": "Withholding tax on REPO transactions at the rate of 15%",
175    "OPERATION_TYPE_TAX_REPO_REFUND_PROGRESSIVE": "Tax refund on REPO transactions at the rate of 15%",
176    "OPERATION_TYPE_DIV_EXT": "Payout dividends to the card",
177    "OPERATION_TYPE_TAX_CORRECTION_COUPON": "Coupon tax correction",
178}
179"""Operation type, enums: https://tinkoff.github.io/investAPI/operations/#operationtype"""
180
181TKS_OPERATION_STATES = {
182    "OPERATION_STATE_UNSPECIFIED": "! Unknown",
183    "OPERATION_STATE_EXECUTED": "√ Executed",
184    "OPERATION_STATE_CANCELED": "× Canceled",
185}
186"""Operation state, enums: https://tinkoff.github.io/investAPI/operations/#operationstate"""
187
188TKS_ORDER_DIRECTIONS = {
189    "ORDER_DIRECTION_UNSPECIFIED": "Undefined",
190    "ORDER_DIRECTION_BUY": "↑ Buy",
191    "ORDER_DIRECTION_SELL": "↓ Sell",
192}
193"""Order direction, enums: https://tinkoff.github.io/investAPI/orders/#orderdirection"""
194
195TKS_STOP_ORDER_DIRECTIONS = {
196    "STOP_ORDER_DIRECTION_UNSPECIFIED": "Undefined",
197    "STOP_ORDER_DIRECTION_BUY": "↑ Buy",
198    "STOP_ORDER_DIRECTION_SELL": "↓ Sell",
199}
200"""Stop-order direction, enums: https://tinkoff.github.io/investAPI/stoporders/#stoporderdirection"""
201
202TKS_ORDER_TYPES = {
203    "ORDER_TYPE_UNSPECIFIED": "Undefined",
204    "ORDER_TYPE_LIMIT": "Limit",
205    "ORDER_TYPE_MARKET": "Market",
206}
207"""Order type, enums: https://tinkoff.github.io/investAPI/orders/#ordertype"""
208
209TKS_STOP_ORDER_TYPES = {
210    "STOP_ORDER_TYPE_UNSPECIFIED": "Undefined",
211    "STOP_ORDER_TYPE_TAKE_PROFIT": "Take profit",
212    "STOP_ORDER_TYPE_STOP_LOSS": "Stop loss",
213    "STOP_ORDER_TYPE_STOP_LIMIT": "Stop limit",
214}
215"""Stop-order type, enums: https://tinkoff.github.io/investAPI/stoporders/#stopordertype"""
216
217TKS_ORDER_STATES = {
218    "EXECUTION_REPORT_STATUS_UNSPECIFIED": "! Unknown",
219    "EXECUTION_REPORT_STATUS_FILL": "Performed",
220    "EXECUTION_REPORT_STATUS_REJECTED": "Rejected",
221    "EXECUTION_REPORT_STATUS_CANCELLED": "Cancelled",
222    "EXECUTION_REPORT_STATUS_NEW": "New order",
223    "EXECUTION_REPORT_STATUS_PARTIALLYFILL": "Partially filled",
224}
225"""Order status, enums: https://tinkoff.github.io/investAPI/orders/#orderexecutionreportstatus"""
226
227TKS_STOP_ORDER_EXPIRATION_TYPES = {
228    "STOP_ORDER_EXPIRATION_TYPE_UNSPECIFIED": "Undefined",
229    "STOP_ORDER_EXPIRATION_TYPE_GOOD_TILL_CANCEL": "Until cancel",
230    "STOP_ORDER_EXPIRATION_TYPE_GOOD_TILL_DATE": "Until date",
231}
232"""Expiration type of stop-orders, enums: https://tinkoff.github.io/investAPI/stoporders/#stoporderexpirationtype"""
233
234TKS_COUPON_TYPES = {
235    "COUPON_TYPE_UNSPECIFIED": "Undefined",
236    "COUPON_TYPE_CONSTANT": "Constant",
237    "COUPON_TYPE_FLOATING": "Floating",
238    "COUPON_TYPE_DISCOUNT": "Discount",
239    "COUPON_TYPE_MORTGAGE": "Mortgage",
240    "COUPON_TYPE_FIX": "Fixed",
241    "COUPON_TYPE_VARIABLE": "Variable",
242    "COUPON_TYPE_OTHER": "Other",
243}
244"""Coupon type of bonds, enums: https://tinkoff.github.io/investAPI/instruments/#coupontype"""
245
246TKS_REAL_EXCHANGES = {
247    "REAL_EXCHANGE_UNSPECIFIED": "Undefined",
248    "REAL_EXCHANGE_MOEX": "MOEX",
249    "REAL_EXCHANGE_RTS": "SPBEX",
250    "REAL_EXCHANGE_OTC": "OTC",
251}
252"""The real exchange for the execution of trades, enums: https://tinkoff.github.io/investAPI/instruments/#realexchange"""
253
254TKS_SHARE_TYPES = {
255    "SHARE_TYPE_UNSPECIFIED": "Undefined",
256    "SHARE_TYPE_COMMON": "Ordinary",
257    "SHARE_TYPE_PREFERRED": "Privileged",
258    "SHARE_TYPE_ADR": "American Depositary Receipts (ADR)",
259    "SHARE_TYPE_GDR": "Global Depositary Receipts (GDR)",
260    "SHARE_TYPE_MLP": "Master Limited Partnership (MLP)",
261    "SHARE_TYPE_NY_REG_SHRS": "New York registered shares",
262    "SHARE_TYPE_CLOSED_END_FUND": "Closed investment fund",
263    "SHARE_TYPE_REIT": "Real estate trust",
264}
265"""Share type, enums: https://tinkoff.github.io/investAPI/instruments/#sharetype"""