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Add OpenAPI specifications for alternative assets: - Crypto prices, metadata, and top-of-book data - Forex currency pair rates and historical data 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
304 lines
7.5 KiB
YAML
304 lines
7.5 KiB
YAML
# Crypto Schema Definitions for Tiingo API
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# Reference these using: $ref: '../schemas/crypto-schemas.yaml#/SchemaName'
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CryptoCurrency: &CryptoCurrency
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type: string
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pattern: '^[a-z0-9]+$'
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description: Cryptocurrency code (lowercase)
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example: 'btc'
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CryptoTicker: &CryptoTicker
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type: string
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pattern: '^[a-z0-9]+$'
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description: Cryptocurrency ticker (e.g., btcusd, ethusd)
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example: 'btcusd'
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ResampleFreq: &ResampleFreq
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type: string
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pattern: '^[0-9]+(min|hour|day)$'
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description: Resampling frequency for historical data
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enum:
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- '1min'
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- '5min'
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- '15min'
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- '30min'
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- '1hour'
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- '2hour'
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- '4hour'
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- '1day'
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example: '5min'
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# Price Data Schemas
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PriceDataItem: &PriceDataItem
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type: object
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description: OHLCV price data for a specific time period
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properties:
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date:
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type: string
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format: date-time
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description: The datetime this data pertains to, dependent on resampleFreq parameter
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example: '2019-01-02T00:00:00.000Z'
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open:
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type: number
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format: float
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description: The opening price for the asset
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example: 3690.01
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high:
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type: number
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format: float
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description: The high price for the asset
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example: 3701.0
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low:
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type: number
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format: float
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description: The low price for the asset
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example: 3600.65
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close:
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type: number
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format: float
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description: The closing price for the asset
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example: 3610.32
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volume:
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type: number
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format: float
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description: The volume in the base currency
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example: 1234.56
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volumeNotional:
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type: number
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format: float
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description: The volume in the quote currency (volumeNotional = close * volume)
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example: 4456789.12
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tradesDone:
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type: integer
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format: int32
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description: The number of trades executed
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example: 5000
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required:
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- date
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- open
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- high
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- low
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- close
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- volume
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- volumeNotional
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- tradesDone
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ExchangeDataItem: &ExchangeDataItem
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type: object
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description: Raw exchange-level price data
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additionalProperties:
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type: object
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description: Exchange-specific data keyed by exchange name
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properties:
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date:
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type: string
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format: date-time
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open:
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type: number
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format: float
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high:
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type: number
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format: float
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low:
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type: number
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format: float
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close:
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type: number
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format: float
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volume:
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type: number
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format: float
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volumeNotional:
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type: number
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format: float
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tradesDone:
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type: integer
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CryptoPrice: &CryptoPrice
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type: object
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description: Cryptocurrency price response with metadata and price data
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properties:
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ticker:
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type: string
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description: Ticker related to the asset
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example: 'btcusd'
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baseCurrency:
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type: string
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description: The base pair of the cryptocurrency (e.g., "btc" for "btcusd")
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example: 'btc'
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quoteCurrency:
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type: string
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description: The quote pair of the cryptocurrency (e.g., "usd" for "btcusd")
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example: 'usd'
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priceData:
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type: array
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description: Array of price data points
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items:
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$ref: '#/PriceDataItem'
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exchangeData:
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$ref: '#/ExchangeDataItem'
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description: Underlying data for each exchange (only included if includeRawExchangeData=true)
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required:
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- ticker
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- baseCurrency
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- quoteCurrency
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- priceData
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# Metadata Schemas
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CryptoMetadata: &CryptoMetadata
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type: object
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description: Cryptocurrency metadata information
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properties:
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ticker:
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type: string
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description: Ticker related to the asset
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example: 'btcusd'
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baseCurrency:
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type: string
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description: The base pair of the cryptocurrency
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example: 'btc'
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quoteCurrency:
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type: string
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description: The quote pair of the cryptocurrency
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example: 'usd'
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name:
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type: string
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description: Full-length name of the asset
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example: 'Bitcoin'
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description:
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type: string
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description: Long-form description of the asset
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example: 'Bitcoin is a cryptocurrency and worldwide payment system.'
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required:
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- ticker
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- baseCurrency
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- quoteCurrency
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- name
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# Top-of-Book Schemas
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TopOfBookData: &TopOfBookData
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type: object
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description: Top-of-book data with bid/ask and last trade information
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properties:
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quoteTimestamp:
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type: string
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format: date-time
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description: Timestamp when quote (bid/ask) data was last received
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example: '2019-01-02T12:34:56.789Z'
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lastSaleTimestamp:
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type: string
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format: date-time
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description: Timestamp when last trade data was received
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example: '2019-01-02T12:34:56.789Z'
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lastPrice:
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type: number
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format: float
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description: Last executed price on any exchange
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example: 3610.32
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lastSize:
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type: number
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format: float
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description: Volume of the last trade in base currency
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example: 0.5
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lastSizeNotional:
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type: number
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format: float
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description: Notional value of last trade (lastSizeNotional = lastPrice * lastSize)
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example: 1805.16
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lastExchange:
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type: string
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description: Full name of the exchange where last trade occurred
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example: 'Coinbase'
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bidSize:
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type: number
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format: float
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description: Amount at the bid price
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example: 1.2
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bidPrice:
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type: number
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format: float
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description: Current bid price
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example: 3609.50
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bidExchange:
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type: string
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description: Full name of the exchange with the best bid
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example: 'Binance'
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askSize:
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type: number
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format: float
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description: Amount at the ask price
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example: 0.8
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askPrice:
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type: number
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format: float
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description: Current ask price
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example: 3611.00
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askExchange:
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type: string
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description: Full name of the exchange with the best ask
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example: 'Kraken'
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TopOfBookExchangeData: &TopOfBookExchangeData
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type: object
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description: Exchange-level top-of-book data
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additionalProperties:
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type: object
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description: Exchange-specific top-of-book data keyed by exchange name
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properties:
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quoteTimestamp:
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type: string
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format: date-time
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lastSaleTimestamp:
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type: string
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format: date-time
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lastPrice:
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type: number
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format: float
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lastSize:
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type: number
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format: float
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bidSize:
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type: number
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format: float
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bidPrice:
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type: number
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format: float
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askSize:
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type: number
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format: float
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askPrice:
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type: number
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format: float
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CryptoTopOfBook: &CryptoTopOfBook
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type: object
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description: Cryptocurrency top-of-book response with metadata and book data (DEPRECATED)
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deprecated: true
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properties:
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ticker:
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type: string
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description: Ticker related to the asset
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example: 'btcusd'
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baseCurrency:
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type: string
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description: The base pair of the cryptocurrency
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example: 'btc'
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quoteCurrency:
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type: string
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description: The quote pair of the cryptocurrency
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example: 'usd'
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topOfBookData:
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$ref: '#/TopOfBookData'
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description: Top-of-book data
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exchangeData:
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$ref: '#/TopOfBookExchangeData'
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description: Underlying data for each exchange (only included if includeRawExchangeData=true)
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required:
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- ticker
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- baseCurrency
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- quoteCurrency
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- topOfBookData
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