# Tiingo Forex API Schema Definitions
# Reference these using: $ref: './forex-schemas.yaml#/ForexTopOfBook'

ForexTopOfBook: &ForexTopOfBook
  type: object
  description: Real-time top-of-book data for a forex pair including bid/ask prices and sizes
  properties:
    ticker:
      type: string
      description: Forex ticker pair
      pattern: '^[a-z]{6}$'
      example: eurusd
    quoteTimestamp:
      type: string
      format: date-time
      description: The timestamp when the data was last refreshed (ISO 8601 format with timezone)
      example: '2019-07-01T21:00:01.289000+00:00'
    midPrice:
      type: number
      format: float
      nullable: true
      description: The mid price calculated as (bidPrice + askPrice) / 2.0 when both bid and ask prices are not null
      example: 1.11865
    bidSize:
      type: number
      format: float
      description: The amount of units available at the bid price
      example: 1000000.0
    bidPrice:
      type: number
      format: float
      nullable: true
      description: The current bid price
      example: 1.1186
    askSize:
      type: number
      format: float
      description: The amount of units available at the ask price
      example: 1000000.0
    askPrice:
      type: number
      format: float
      nullable: true
      description: The current ask price
      example: 1.1187
  required:
    - ticker
    - quoteTimestamp
    - bidSize
    - askSize
  example:
    ticker: eurusd
    quoteTimestamp: '2019-07-01T21:00:01.289000+00:00'
    bidPrice: 1.1186
    bidSize: 1000000.0
    askPrice: 1.1187
    askSize: 1000000.0
    midPrice: 1.11865

ForexPrice: &ForexPrice
  type: object
  description: Historical OHLC (Open, High, Low, Close) price data for a forex pair
  properties:
    date:
      type: string
      format: date-time
      description: The date/time this data pertains to (ISO 8601 format). Format depends on resampleFreq parameter
      example: '2019-06-28T20:00:00.000Z'
    open:
      type: number
      format: float
      description: The opening price for the asset in the given period
      example: 1.1232
    high:
      type: number
      format: float
      description: The high price for the asset in the given period
      example: 1.1254
    low:
      type: number
      format: float
      description: The low price for the asset in the given period
      example: 1.1220
    close:
      type: number
      format: float
      description: The closing price for the asset in the given period
      example: 1.1245
    volume:
      type: number
      format: float
      nullable: true
      description: Trading volume for the period (when available)
      example: null
  required:
    - date
    - open
    - high
    - low
    - close
  example:
    date: '2019-06-28T20:00:00.000Z'
    open: 1.1232
    high: 1.1254
    low: 1.1220
    close: 1.1245