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Sync/cas data - #63

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KetanGupta12 merged 9 commits into
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sync/cas-data
Sep 7, 2026
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KetanGupta12 merged 9 commits into
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sync/cas-data

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Added V3 full market quotes API and CAS/pre-open WebSocket feed support

New V3 full market quotes endpoint that returns a complete market data snapshot for up to 500 instruments in a single call, carrying every field published on the extended upstream feed.

Extended the V3 market data WebSocket feed with call auction session (CAS) data: iep on LTPC, plus iep, rp, ieq, iiqTotal, iiqM, and casEligible on the full feed, along with casMarketStatus and preOpenSessionStatus maps reporting per-segment status and last-updated time.

KetanGupta12 and others added 9 commits September 5, 2026 12:09
Adds GetFullMarketQuoteResponseV3 and MarketQuoteSymbolV3 for
GET /v3/market-quote/quotes.

Codegen (swagger-codegen 3.0.82 against an OpenAPI 3.1 spec) emitted
Object for every primitive and dropped the map value type; both models
were corrected by hand to the spec types, mirroring the existing
GetMarketQuoteLastTradedPriceResponseV3 / MarketQuoteSymbol house style.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Adds GET /v3/market-quote/quotes (sync, WithHttpInfo and async variants).

Merged additively rather than overwriting from codegen: the generated
file degraded every existing String parameter to Object and renamed
getMarketQuoteOHLC to getMarketQuoteOHLCV3, both of which would break
existing callers. setHeadersOverrides and existing signatures preserved.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Adds MarketQuoteV3ApiTest sanity coverage for getFullMarketQuoteV3
(single, multiple and invalid instrument keys) and wires it into
SanityTest.main. Exercises the typed accessors so the model type fix
is enforced at compile time.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Adds examples/market-quote/code/full-market-quotes-v3.md covering
getFullMarketQuoteV3 (single, multiple, and field-by-field access)
and indexes it in the market-quote README.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
@KetanGupta12
KetanGupta12 merged commit bdb7eb7 into master Sep 7, 2026
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3 participants