Interface InstrumentMetadata

Host-supplied market rules, separate from observations and saved user preferences.

interface InstrumentMetadata {
    calendar: InstrumentCalendar;
    exchange: string;
    hasOpenInterest?: boolean;
    intervals: readonly string[];
    pricePrecision: number;
    priceTick: number;
    quantityStep: number;
    symbol: string;
    tickBands?: readonly TickBand[];
    timezone: string;
}

Properties

exchange: string
hasOpenInterest?: boolean
intervals: readonly string[]
pricePrecision: number
priceTick: number

The minimum move: with tickBands, the schedule's common grid.

quantityStep: number

In the order adapter's units. This is a grid, never a lot conversion factor.

symbol: string
tickBands?: readonly TickBand[]

Price-dependent ticks, supplied by the host from its venue's rules. Absent means one tick at every price, which is priceTick.

timezone: string