SDK

// OptionsSchema v0.1.1 — generated types
// Regenerate from https://rebeltrade.com/options-schema/sdk

export type Ticker = string;

export type Mic = string;

export type Isin = string;

export type OptionSymbol = string;

export type Money = {
  amount: number;
  currency: string;
  precision?: number;
};

export type Percent = number;

export type Bps = number;

export type Timestamp = string;

export type MarketSession = "PRE" | "REGULAR" | "POST" | "CLOSED" | "FUTURES";

export type Greeks = {
  delta: number;
  gamma: number;
  theta: number;
  vega: number;
  rho?: number;
  vanna?: number;
  charm?: number;
  computation_basis?: {
    model?: "BLACK_SCHOLES" | "BINOMIAL" | "BJERKSUND_STENSLAND" | "MC";
    iv?: number;
    rate?: number;
    div_yield?: number;
    as_of?: unknown;
  };
};

export type OrderType = "MARKET" | "LIMIT" | "STOP" | "STOP_LIMIT" | "MOC" | "LOC" | "PEG";

export type Tif = "DAY" | "GTC" | "IOC" | "FOK" | "GTD" | "OPG" | "CLS";

export type ExerciseStyle = "AMERICAN" | "EUROPEAN" | "BERMUDAN";

export type Settlement = "PHYSICAL" | "CASH";

/** Unusual Options Activity Alert — uoa-alert@0.1.0 */
export type UoaAlert = {
  ticker: string;
  side: "CALL" | "PUT";
  contract: {
    strike: number;
    expiry: string;
  };
  premium_usd: number;
  volume?: number;
  open_interest?: number;
  aggressor?: "BID" | "ASK" | "MID";
  detected_at: string;
};

/** Gamma Exposure Snapshot — gamma-snapshot@0.1.0 */
export type GammaSnapshot = {
  ticker: string;
  as_of: string;
  spot?: number;
  strikes: Array<{
    strike: number;
    gex: number;
  }>;
};

/** Vertical Spread — vertical-spread@0.1.0 */
export type VerticalSpread = {
  ticker: string;
  side: "CALL" | "PUT";
  direction?: "DEBIT" | "CREDIT";
  expiry: string;
  long_strike: number;
  short_strike: number;
  quantity: number;
  net_price?: number;
};

/** Iron Condor — iron-condor@0.1.0 */
export type IronCondor = {
  ticker: string;
  expiry: string;
  put_long: number;
  put_short: number;
  call_short: number;
  call_long: number;
  quantity: number;
  net_credit?: number;
};

/** Options Order — options-order@0.1.0 */
export type OptionsOrder = {
  legs: Array<{
    ticker: string;
    side: "CALL" | "PUT";
    action: "BUY_TO_OPEN" | "SELL_TO_OPEN" | "BUY_TO_CLOSE" | "SELL_TO_CLOSE";
    strike: number;
    expiry: string;
    quantity: number;
  }>;
  order_type: "MARKET" | "LIMIT" | "STOP" | "STOP_LIMIT";
  limit_price?: number;
  time_in_force: "DAY" | "GTC" | "IOC" | "FOK";
};

/** Broker Route — broker-route@0.1.0 */
export type BrokerRoute = {
  broker: "ETRADE" | "SCHWAB" | "TASTYTRADE" | "FIDELITY" | "IBKR" | "VELOCITY";
  method: "DEEP_LINK" | "API" | "FIX";
  environment?: "LIVE" | "PAPER" | "SANDBOX";
  idempotency_key?: string;
};

/** Rebel Verdict — rebel-verdict@0.1.0 */
export type RebelVerdict = {
  ticker: string;
  verdict: "BUY" | "SELL" | "WAIT";
  confidence: number;
  target_price?: number;
  stop_price?: number;
  horizon?: "INTRADAY" | "SWING" | "POSITION";
  rationale?: string;
  as_of: string;
};

/** Probability of Profit — probability-score@0.1.0 */
export type ProbabilityScore = {
  pop: number;
  max_profit: number;
  max_loss: number;
  expected_value?: number;
  breakevens?: Array<number>;
};

/** Chart Analysis Result — chart-analysis@0.1.0 */
export type ChartAnalysis = {
  bias: "BULLISH" | "BEARISH" | "NEUTRAL";
  patterns: Array<string>;
  support?: Array<number>;
  resistance?: Array<number>;
};

/** Quote Tick — quote-tick@0.1.0 */
export type QuoteTick = {
  ticker: string;
  price: number;
  change?: number;
  change_pct?: number;
  session: "PRE" | "REGULAR" | "POST" | "CLOSED" | "FUTURES";
  as_of: string;
};

/** Multi-Leg Strategy — strategy.multileg@0.1.1 */
export type StrategyMultileg = {
  underlying: unknown;
  strategy_name?: string;
  legs: Array<{
    side: "CALL" | "PUT";
    action: "BUY_TO_OPEN" | "SELL_TO_OPEN" | "BUY_TO_CLOSE" | "SELL_TO_CLOSE";
    strike: number;
    expiry: string;
    ratio: number;
    role?: "LONG_WING" | "SHORT_WING" | "LONG_BODY" | "SHORT_BODY" | "CALENDAR_FRONT" | "CALENDAR_BACK";
  }>;
  quantity: number;
  direction?: "DEBIT" | "CREDIT";
  net_price: number;
  breakevens?: Array<number>;
};

/** Greeks Bundle — quote.greeks-bundle@0.1.1 */
export type QuoteGreeksBundle = {
  option_symbol: unknown;
  underlying: unknown;
  quote: {
    bid: number;
    ask: number;
    mid: number;
  };
  greeks: unknown;
  iv?: number;
  as_of: unknown;
};

/** Implied Vol Surface Point — surface.iv-point@0.1.1 */
export type SurfaceIvPoint = {
  underlying: unknown;
  strike: number;
  expiry: string;
  side: "CALL" | "PUT";
  iv: number;
  model?: "BLACK_SCHOLES" | "BINOMIAL" | "BJERKSUND_STENSLAND";
  source?: string;
  as_of: unknown;
};

/** Assignment / Exercise Event — event.assignment@0.1.1 */
export type EventAssignment = {
  option_symbol: unknown;
  kind: "ASSIGNMENT" | "EXERCISE" | "EXPIRATION";
  quantity: number;
  settlement?: unknown;
  shares_delivered?: number;
  cash_settled_amount?: unknown;
  occurred_at: unknown;
};

/** Order Lifecycle — order.lifecycle@0.1.1 */
export type OrderLifecycle = {
  order_id: string;
  broker_order_id?: string;
  symbol?: string;
  events: Array<{
    state: "NEW" | "ROUTED" | "PARTIAL" | "FILLED" | "CANCELLED" | "REJECTED" | "ASSIGNED" | "EXPIRED";
    at: unknown;
    filled_qty?: number;
    avg_price?: number;
    reason?: string;
  }>;
};

/** Risk Envelope — risk.envelope@0.1.1 */
export type RiskEnvelope = {
  max_loss: unknown;
  max_gain: unknown;
  breakevens: Array<number>;
  margin_requirement?: unknown;
  buying_power_effect?: unknown;
  regulation?: "REG_T" | "PORTFOLIO_MARGIN";
};

/** Corporate Action Adjustment — event.corp-action@0.1.1 */
export type EventCorpAction = {
  underlying: unknown;
  action_type: "SPLIT" | "REVERSE_SPLIT" | "SPECIAL_DIV" | "SYMBOL_CHANGE" | "MERGER" | "SPINOFF";
  effective_date: string;
  ratio_from?: number;
  ratio_to?: number;
  new_symbol?: string;
  strike_adjustment?: number;
  multiplier_adjustment?: number;
  occ_memo_id?: string;
};

# OptionsSchema v0.1.1 — generated Python type hints
# from https://rebeltrade.com/options-schema/sdk
from typing import TypedDict, List, Literal, Optional

class UoaAlert(TypedDict, total=False):
    """Unusual Options Activity Alert — uoa-alert@0.1.0"""
    ticker: str
    side: Literal["CALL", "PUT"]
    contract: dict
    premium_usd: float
    volume: Optional[int]
    open_interest: Optional[int]
    aggressor: Optional[Literal["BID", "ASK", "MID"]]
    detected_at: str

class GammaSnapshot(TypedDict, total=False):
    """Gamma Exposure Snapshot — gamma-snapshot@0.1.0"""
    ticker: str
    as_of: str
    spot: Optional[float]
    strikes: List[dict]

class VerticalSpread(TypedDict, total=False):
    """Vertical Spread — vertical-spread@0.1.0"""
    ticker: str
    side: Literal["CALL", "PUT"]
    direction: Optional[Literal["DEBIT", "CREDIT"]]
    expiry: str
    long_strike: float
    short_strike: float
    quantity: int
    net_price: Optional[float]

class IronCondor(TypedDict, total=False):
    """Iron Condor — iron-condor@0.1.0"""
    ticker: str
    expiry: str
    put_long: float
    put_short: float
    call_short: float
    call_long: float
    quantity: int
    net_credit: Optional[float]

class OptionsOrder(TypedDict, total=False):
    """Options Order — options-order@0.1.0"""
    legs: List[dict]
    order_type: Literal["MARKET", "LIMIT", "STOP", "STOP_LIMIT"]
    limit_price: Optional[float]
    time_in_force: Literal["DAY", "GTC", "IOC", "FOK"]

class BrokerRoute(TypedDict, total=False):
    """Broker Route — broker-route@0.1.0"""
    broker: Literal["ETRADE", "SCHWAB", "TASTYTRADE", "FIDELITY", "IBKR", "VELOCITY"]
    method: Literal["DEEP_LINK", "API", "FIX"]
    environment: Optional[Literal["LIVE", "PAPER", "SANDBOX"]]
    idempotency_key: Optional[str]

class RebelVerdict(TypedDict, total=False):
    """Rebel Verdict — rebel-verdict@0.1.0"""
    ticker: str
    verdict: Literal["BUY", "SELL", "WAIT"]
    confidence: float
    target_price: Optional[float]
    stop_price: Optional[float]
    horizon: Optional[Literal["INTRADAY", "SWING", "POSITION"]]
    rationale: Optional[str]
    as_of: str

class ProbabilityScore(TypedDict, total=False):
    """Probability of Profit — probability-score@0.1.0"""
    pop: float
    max_profit: float
    max_loss: float
    expected_value: Optional[float]
    breakevens: Optional[List[float]]

class ChartAnalysis(TypedDict, total=False):
    """Chart Analysis Result — chart-analysis@0.1.0"""
    bias: Literal["BULLISH", "BEARISH", "NEUTRAL"]
    patterns: List[str]
    support: Optional[List[float]]
    resistance: Optional[List[float]]

class QuoteTick(TypedDict, total=False):
    """Quote Tick — quote-tick@0.1.0"""
    ticker: str
    price: float
    change: Optional[float]
    change_pct: Optional[float]
    session: Literal["PRE", "REGULAR", "POST", "CLOSED", "FUTURES"]
    as_of: str

class StrategyMultileg(TypedDict, total=False):
    """Multi-Leg Strategy — strategy.multileg@0.1.1"""
    underlying: object
    strategy_name: Optional[str]
    legs: List[dict]
    quantity: int
    direction: Optional[Literal["DEBIT", "CREDIT"]]
    net_price: float
    breakevens: Optional[List[float]]

class QuoteGreeksBundle(TypedDict, total=False):
    """Greeks Bundle — quote.greeks-bundle@0.1.1"""
    option_symbol: object
    underlying: object
    quote: dict
    greeks: object
    iv: Optional[float]
    as_of: object

class SurfaceIvPoint(TypedDict, total=False):
    """Implied Vol Surface Point — surface.iv-point@0.1.1"""
    underlying: object
    strike: float
    expiry: str
    side: Literal["CALL", "PUT"]
    iv: float
    model: Optional[Literal["BLACK_SCHOLES", "BINOMIAL", "BJERKSUND_STENSLAND"]]
    source: Optional[str]
    as_of: object

class EventAssignment(TypedDict, total=False):
    """Assignment / Exercise Event — event.assignment@0.1.1"""
    option_symbol: object
    kind: Literal["ASSIGNMENT", "EXERCISE", "EXPIRATION"]
    quantity: int
    settlement: Optional[object]
    shares_delivered: Optional[int]
    cash_settled_amount: Optional[object]
    occurred_at: object

class OrderLifecycle(TypedDict, total=False):
    """Order Lifecycle — order.lifecycle@0.1.1"""
    order_id: str
    broker_order_id: Optional[str]
    symbol: Optional[str]
    events: List[dict]

class RiskEnvelope(TypedDict, total=False):
    """Risk Envelope — risk.envelope@0.1.1"""
    max_loss: object
    max_gain: object
    breakevens: List[float]
    margin_requirement: Optional[object]
    buying_power_effect: Optional[object]
    regulation: Optional[Literal["REG_T", "PORTFOLIO_MARGIN"]]

class EventCorpAction(TypedDict, total=False):
    """Corporate Action Adjustment — event.corp-action@0.1.1"""
    underlying: object
    action_type: Literal["SPLIT", "REVERSE_SPLIT", "SPECIAL_DIV", "SYMBOL_CHANGE", "MERGER", "SPINOFF"]
    effective_date: str
    ratio_from: Optional[float]
    ratio_to: Optional[float]
    new_symbol: Optional[str]
    strike_adjustment: Optional[float]
    multiplier_adjustment: Optional[int]
    occ_memo_id: Optional[str]