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docs: Stockbit session endpoints and the design of features on them
docs/STOCKBIT.md: every market-data endpoint in Stockbit's web client, probed with a session on 2026-11-03 (corporate actions, shareholder movements, composition, market detector, analyst consensus, hourly charts, market states), the read-only rules all session features follow, and the design of corporate actions and shareholder movements. Linked from AGENTS.md and ROADMAP.md. Claude-Session: https://claude.ai/code/session_01RqPPVeVDrnLoP7NUZmLRxY
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# Stockbit Session Features: Research and Design
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What the user's Stockbit session (`idx stockbit login`, see the Stockbit
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sections of `docs/ARCHITECTURE.md`) can serve beyond the order book, live
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quotes and daily history, and how idx should add it. Endpoints were found in
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Stockbit's web bundle (`stockbit.com/_next/static/chunks/*.js`, the API client
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module) and probed with a real session on Tue 2026-11-03 during trading hours,
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one GET at a time at least 1 s apart. Nothing here ships yet unless marked.
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## Rules for every session feature
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1. **Read-only by construction.** The session client (`api/stockbit/exodus.rs`)
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issues GET on an allowlist of path prefixes, plus `POST /login/refresh`.
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The bundle also holds trading (orders, day trade, PIN, cash withdrawal,
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portfolio), chat, posting and account endpoints; idx never calls them, and
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the allowlist makes a stray call fail before it leaves the process.
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2. **One client.** Every endpoint goes through `Exodus::get`: rotating refresh
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under the file lock, one retry after a 401 / JSON 403, the shared 1 s
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pacing, `AUTHERROR` / `UPSTREAMBLOCKED` / `RATELIMITED` mapping, and no
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token in logs, errors or cache keys.
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3. **Stockbit-only commands use Stockbit whatever `--provider` says**, like
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`stocks intraday`; without a session they answer `AUTHERROR` (exit code as
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today). All endpoints below answer `401` without a session.
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4. **Pure parsers, typed output.** Stockbit sends numbers as display strings
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(`"193,206"`, `"+0.0001"`, `"1.03B"`), dates as `"25 Mar 26"` or
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`YYYY-MM-DD`, and placeholders (`""`, `0`, `"0001-01-01 00:00:00"`). Parsers
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turn them into integers, decimals, `NaiveDate` and `None`, and are tested
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against recorded fixtures (`tests/fixtures/stockbit_exodus_*`).
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5. **Units checked live** per endpoint before release (chart volume is lots,
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the order book is shares).
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6. **Cache per endpoint**: book and quote 5 s, market state 30 s, movements
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1 h, corporate actions 6 h.
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7. **Terms**: Stockbit's data is for personal, non-commercial use; the user
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docs (`web/src/content/docs/cli/stockbit.md`) say so for every feature.
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## Endpoint inventory
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All on `https://exodus.stockbit.com`, bearer access token, HTTP 200 on
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2026-11-03 unless noted.
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| Endpoint | Serves | Plan |
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| --- | --- | --- |
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| `/company-price-feed/v2/orderbook/companies/{SYM}` | quote, OHLC, foreign flow, depth | shipped (#74) |
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| `/company-price-feed/market-time/session` | market state | shipped (#74) |
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| `/charts/{SYM}/daily?timeframe=1m\|3m\|1y` | daily candles | shipped (#74) |
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| `/charts/{SYM}/daily?timeframe=1w` | hourly candles, 5 sessions | P2 |
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| `/corpaction/{type}[?symbol=SYM]` | corporate actions and calendar | **P1** |
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| `/insider/company/majorholder` | insider / major-holder movements | **P1** |
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| `/insider/shareholding/composition/companies/{SYM}` | holder composition by period | P2 |
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| `/marketdetectors/{SYM}` | broker summary, Stockbit's bandar detector | P2 |
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| `/analyst-ratings/{SYM}/consensus`, `/analyst-ratings/{SYM}` | estimates, ratings | P3 |
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| `/order-trade/running-trade`, `/order-trade/trade-book` | trade tape | P3 |
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| `/emitten-metadata/shareholders/{SYM}/chart` | composition chart | not probed: needs a second token from `POST /emitten-metadata/shareholders/token` |
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| `/keystats/ratio/v1/{SYM}`, `/findata-view/company/financial` | ratios, statements | skip for now (MSN covers them) |
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### Market state (`market-time/session`)
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`data.detail` has two boards, `regular` and `fca` (full call auction), each
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with `session`, `state_name`, `state_start_time`, `state_end_time`,
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`time_left`, `is_last_session`, `is_end_of_day`. Observed:
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| Time (WIB) | `regular` | `fca` |
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| --- | --- | --- |
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| Sat 2026-10-18 20:15 | `STATE_NAME_MARKET_CLOSED`, session 0, end of day | same |
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| Tue 2026-11-03 12:35 | `STATE_NAME_BREAK`, session 1, 12:00:00-13:29:59 | `STATE_NAME_BREAK`, session 3, 12:00:00-13:59:59 |
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| Tue 2026-11-03 13:30 | `STATE_NAME_SESSION_2`, session 2, 13:30:00-15:49:59 | still `STATE_NAME_BREAK` |
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| Tue 2026-11-03 14:00 | `STATE_NAME_SESSION_2` | `STATE_NAME_SESSION_4` |
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The order book and session quotes treat any numbered `STATE_NAME_SESSION_<n>`
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as trading (#74; the assumed `STATE_NAME_MARKET_OPEN` never appeared). idx
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reads `regular` only, so FCA-board stocks can show the regular board's state
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around the break.
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In session the order book's `fbuy`/`fsell`/`fnet` were the previous
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session's (equal to IPOT's 2026-11-02 net for BBCA, BBRI, TLKM) with
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`has_foreign_bs: false`; idx keeps them only when the flag is true (#74).
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Other order-book fields not used yet: `total_bid_offer` (queued lots and
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orders on each side), `market_data` (volume and value by board: regular,
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negotiated, cash), `iepiev` (indicative equilibrium price and volume, for the
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auctions), `corp_action.active`.
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### Charts
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- `timeframe=1d`, `PRICE_CHART_TYPE_CANDLE`: empty `prices` during the break.
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- `timeframe=1d`, `PRICE_CHART_TYPE_LINE`: a rolling ~350 minutes of
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per-minute closes across two sessions, no OHLC or volume
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(`xaxisopt: "intraday"`). Adds nothing over the public `stocks intraday`.
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- `timeframe=1w`, candle: hourly bars for 5 sessions, `interval_in_minutes:
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60`, volume in lots. The newest bar is stamped with its last update
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(`11:59:00`), not the hour. BBCA's three bars on 2026-11-03 summed to
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101.2M shares against 105.1M in the order book (pre-open auction or the
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negotiated market, unconfirmed).
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Hourly history needs a datetime bar (`Ohlc.date` is a `NaiveDate`) and an
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hourly `Interval`, across Yahoo, MSN, output, goldens and the MCP schema; that
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is its own change.
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## P1: corporate actions
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idx has none today (only the `high-dividend` screen and Yahoo's dividend
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yield). They explain price gaps in history (splits, bonuses, rights) and give
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a calendar of cum dates.
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### Endpoint
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`GET /corpaction/{type}?symbol=SYM` gives one stock's history (BBCA: 37 cash dividends, cum dates 2009-06-09 to 2026-08-28); `GET /corpaction/{type}` without `symbol` is the
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market-wide list, newest cum/event date first, upcoming events included. The
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bundle passes `limit` (default 30); `rightissue` honoured it loosely (28 rows
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for `limit=5`), `warrant` ignored it (1329 rows for `limit=3`), so idx filters
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by date itself.
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| `type` | Response key | Field prefix | Fields that matter |
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| --- | --- | --- | --- |
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| `dividend` | `dividend` | `dividend_` | `cumdate`, `exdate`, `recdate`, `paydate`, `value` (per share), `currency` |
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| `stock_dividend` | `stock_dividend` | — | empty on 2026-11-03; record a row before parsing |
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| `bonus` | `bonus` | `sahambonus_`, **`stocksplit_`** | `ratio` (`"6 : 4"`), `stocksplit_{cumdate,exdate,recdate,paymentdate,old,new,factor}` |
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| `rightissue` | `rightissue` | `rightissue_` | `cumdate`, `exdate`, `recdate`, `old`, `new`, `ratio`, `price`, `factor`, `trading_start`, `trading_end` |
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| `warrant` | `warrant` | `wrant_` | `trading_from`, `trading_end`, `exc_from`, `exc_end`, `exc_price` |
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| `stocksplit` | `stocksplit` | `stocksplit_` | `cumdate`, `exdate`, `recdate`, `old`, `new`, `ratio`, `factor` |
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| `reversesplit` | **`stock_reverse`** | — | empty on 2026-11-03; record a row before parsing |
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| `rups` | `rups` | `rups_` | `date`, `time`, `venue`, `eligible_date` |
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| `pubex` | `pubex` | `puexp_` | `date`, `time`, `venue` |
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| `ipo` | `ipo` | `ipo_` | `listing_date`, `company_name`, `ipo_price.{minimum,maximum,final}`, `ipo_data_detail` (placeholders common) |
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| `tenderoffer` | **`tender`** | `tender_` | `start`, `end`, `paydate`, `price`, `shares`, `percentage` |
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| `economic` | — | — | macro calendar, not a corporate action; out of scope |
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Examples from 2026-11-03: PPGL bonus 6:4 ex 2026-11-03; PRDA split 1:5 cum
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2026-12-17; MGLV rights 100:15 at 8,880 cum 2026-11-04; BMAS rights 655:104 at
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350 cum 2026-11-23, rights trading 2026-11-27 to 12-03; AUTO tender offer at
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3,600 until 2026-11-11.
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### Types
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```rust
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pub struct CorporateAction {
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pub symbol: String, // BBCA.JK
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pub kind: ActionKind, // Dividend, StockDividend, Bonus, Rights, Warrant,
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// Split, ReverseSplit, Meeting, PublicExpose, Ipo, TenderOffer
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pub cum_date: Option<NaiveDate>,
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pub ex_date: Option<NaiveDate>,
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pub record_date: Option<NaiveDate>,
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pub pay_date: Option<NaiveDate>,
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pub event_date: Option<NaiveDate>, // meeting, expose, listing, tender end
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pub detail: ActionDetail, // kind-specific: amount + currency; old:new ratio
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// and factor; price; trading/exercise windows; venue
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}
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```
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One parser per type maps its prefix into this record; unknown types and empty
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lists are not errors. A row whose dates are all placeholders is dropped.
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### Surface
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- `idx stocks actions SYM [--kind dividend,rights,...] [--since DATE]`: one
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stock's history, newest first.
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- `idx calendar [--kind ...] [--from DATE] [--to DATE]`: market-wide, default
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today to +30 days, sorted by the next relevant date.
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- MCP: `get_corporate_actions {symbol, kinds?, since?}`,
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`get_corporate_calendar {kinds?, from?, to?}`.
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- Later: `stocks history` notes ex-dates of splits, bonuses and rights in the
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window, so a gap is not read as a crash.
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## P1: shareholder movements
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### Endpoint
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`GET /insider/company/majorholder?symbol=&insider=&date_start=&date_end=&page=`;
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all parameters optional. 50 rows a page, `data.is_more` for the next page.
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Without `symbol` it is market-wide, newest first: on 2026-11-03 the newest rows
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were from 2026-11-02. BBCA's 50 rows span 2024-03-22 to 2026-03-25.
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Each row (`data.movement[]`): `name`, `symbol`, `date` (`"25 Mar 26"`),
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`previous` / `current` / `changes` `{value: shares as "193,206", percentage}`,
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`action_type` (`ACTION_TYPE_BUY|SELL|TRANSFER`), `nationality`
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(`NATIONALITY_TYPE_LOCAL|FOREIGN`), `badges` (`SHAREHOLDER_BADGE_DIREKTUR`,
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`..._KOMISARIS`), `price.raw.value`, `value.raw.value` (IDR),
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`is_estimated_price`, `purpose` (free text such as "Pembelian", "Investasi"),
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`data_source.type` (`SOURCE_TYPE_IDX` for insider disclosures,
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`SOURCE_TYPE_KSEI` for 5% holder changes), `broker_detail` (empty so far).
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### Relation to `ownership`
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The KSEI register idx imports is a monthly snapshot of holders above 1%. This
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feed is the individual changes, days after the trade, including insiders far
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below 1%. It joins the ownership entities by name (the same resolution
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`ownership resolve` maintains), but needs no SQLite import: it is live.
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### Signal quality
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Discretionary insider buying, above all by several insiders together, is the
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form of this data with predictive power in the literature; selling much less.
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The raw feed is noisy:
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- Program-like rows: BBCA's 2026-03-25 rows are every director and
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commissioner "buying" at the same 6,982, which reads as a share plan, not
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open-market conviction. Flag many holders on one date at one price.
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- `TRANSFER` rows and estimated prices (`is_estimated_price`).
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- The reporting lag: part of the move can be priced before the row appears.
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So the command shows the rows faithfully, and a separate summary scores them:
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net value by symbol, the number of distinct buyers (cluster), value against
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average daily value, holders crossing 5% / 10%, and the program flag. Calling
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it alpha waits for an event study (feed history back to 2024 per symbol,
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Yahoo prices, forward 5/20/60-session returns against IHSG).
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### Surface
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- `idx ownership movements [SYM] [--from DATE] [--to DATE] [--holder NAME]
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[--action buy|sell|transfer] [--pages N]`: rows, newest first.
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- `idx ownership movements --summary [--from DATE]`: the per-symbol score.
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- MCP: `get_shareholder_movements {symbol?, from?, to?, holder?, pages?}`.
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## P2 and P3
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- **Composition by period** (`/insider/shareholding/composition/companies/{SYM}`,
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optional `period_start`, `period_end`, `view`): per `report_date` (latest
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2026-10-30 on 2026-11-03), total shares and each holder's shares,
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percentage and previous shares. Fresher than waiting on the IDX register;
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could feed `ownership changes` as a source.
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- **Market detector** (`/marketdetectors/{SYM}`): `bandar_detector` with
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`accdist` labels per top-N, broker counts, average price. A second source
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for `stocks broker` / `bandar` beside IPOT (`--source ipot|stockbit`), as
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`flow` has `--source ipot|idx`; IPOT answered 502 on 2026-10-31.
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- **Hourly candles** (`timeframe=1w`), see "Charts".
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- **Analyst consensus**: revenue and operating profit actuals and estimates
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by year; ratings per broker.
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- **Trade tape**: running trade and trade book; large and only meaningful in
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session; wait for `--watch`.
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## Order of work
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1. Close #74: the open-state name in trading hours, fixtures for the observed
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states (done 2026-11-03).
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2. Corporate actions (parsers, `stocks actions`, `calendar`, MCP, goldens).
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3. Shareholder movements, rows first, then `--summary`.
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4. Event study for the movement score; P2 by demand.
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## Open questions
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- The `regular` state in session 1 (assumed `STATE_NAME_SESSION_1`), the
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pre-open (08:45-09:00) and the closing auction (15:50-16:00).
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- When `has_foreign_bs` turns true, and whether the figures are then the
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day's.
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- `stock_dividend` and `reversesplit` row shapes (both empty on 2026-11-03).
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- Whether `/corpaction/{type}` takes a date range (the bundle sends only
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`limit` and `symbol`).
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- The reporting lag between a movement's `date` and its appearance in the
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feed (sample the market-wide first page daily).
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