import {z} from 'zod' export type ResponseFormat = 'json' | 'csv' | 'csv_gzip'; export type GetApiV1DataUsEquityOptTaqDailyIdentifierArgs = {identifier: string, period?: (string | null) | undefined, sort?: (string | null) | undefined, columns?: (string | null) | undefined, offset?: number | undefined, limit?: number | undefined, response_format?: ResponseFormat | undefined}; export type GetApiV1DataUsEquityOptTaqDailyIdentifierOptions = {baseUrl?: string | undefined, APIKeyAuth?: string | undefined, fetch?: typeof fetch | undefined}; export const uSOptionsTradeandQuoteDailyBarDataDetailsOut = z.object({TradeDate: z.string().nullable().optional(), Ticker: z.string().nullable().optional(), CallPut: z.string().nullable().optional(), Strike: z.number().nullable().optional(), ExpirationDate: z.string().nullable().optional(), OpenBidTime: z.string().nullable().optional(), OpenBidPrice: z.number().nullable().optional(), OpenBidSize: z.number().int().nullable().optional(), OpenAskTime: z.string().nullable().optional(), OpenAskPrice: z.number().nullable().optional(), OpenAskSize: z.number().int().nullable().optional(), OpenTradeTime: z.string().nullable().optional(), OpenTradePrice: z.number().nullable().optional(), OpenTradeSize: z.number().int().nullable().optional(), HighBidTime: z.string().nullable().optional(), HighBidPrice: z.number().nullable().optional(), HighBidSize: z.number().int().nullable().optional(), HighAskTime: z.string().nullable().optional(), HighAskPrice: z.number().nullable().optional(), HighAskSize: z.number().int().nullable().optional(), HighTradeTime: z.string().nullable().optional(), HighTradePrice: z.number().nullable().optional(), HighTradeSize: z.number().int().nullable().optional(), LowBidTime: z.string().nullable().optional(), LowBidPrice: z.number().nullable().optional(), LowBidSize: z.number().int().nullable().optional(), LowAskTime: z.string().nullable().optional(), LowAskPrice: z.number().nullable().optional(), LowAskSize: z.number().int().nullable().optional(), LowTradeTime: z.string().nullable().optional(), LowTradePrice: z.number().nullable().optional(), LowTradeSize: z.number().int().nullable().optional(), CloseBidTime: z.string().nullable().optional(), CloseBidPrice: z.number().nullable().optional(), CloseBidSize: z.number().int().nullable().optional(), CloseAskTime: z.string().nullable().optional(), CloseAskPrice: z.number().nullable().optional(), CloseAskSize: z.number().int().nullable().optional(), CloseTradeTime: z.string().nullable().optional(), CloseTradePrice: z.number().nullable().optional(), CloseTradeSize: z.number().int().nullable().optional(), Volume: z.number().int().nullable().optional(), OpenInterest: z.number().int().nullable().optional(), CurbCloseBidTime: z.string().nullable().optional(), CurbCloseBidPrice: z.number().nullable().optional(), CurbCloseBidSize: z.number().int().nullable().optional(), CurbCloseAskTime: z.string().nullable().optional(), CurbCloseAskPrice: z.number().nullable().optional(), CurbCloseAskSize: z.number().int().nullable().optional(), IndicatBidTime1600: z.string().nullable().optional(), IndicatBidPrice1600: z.number().nullable().optional(), IndicatAskTime1600: z.string().nullable().optional(), IndicatAskPrice1600: z.number().nullable().optional()}); export const paginationDetailsOut = z.object({offset: z.number().int().optional(), limit: z.number().int(), next_offset: z.number().int().nullable().optional()}); export const uSOptionsTradeandQuoteDailyBarDataOut = z.object({data: z.array(uSOptionsTradeandQuoteDailyBarDataDetailsOut), pagination: paginationDetailsOut}); export const validateResponse = async ( schema: { readonly '~standard': { readonly validate: (value: unknown) => ({ readonly value: Output; readonly issues?: undefined } | { readonly issues: ReadonlyArray<{ readonly message: string; readonly path?: ReadonlyArray | undefined }> }) | Promise<{ readonly value: Output; readonly issues?: undefined } | { readonly issues: ReadonlyArray<{ readonly message: string; readonly path?: ReadonlyArray | undefined }> }> } }, value: unknown ): Promise => { const result = await schema['~standard'].validate(value) if (result.issues !== undefined) { const detail = result.issues .map(({ message, path }) => path?.length ? `${path.map((segment) => String(typeof segment === 'object' ? segment.key : segment)).join('.')}: ${message}` : message ) .join('; ') throw new Error(`Response does not match the schema: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * US Options Trade and Quote Daily Bar * * GET /v1/data/us-equity-opt/taq-daily/{identifier} */ export const getApiV1DataUsEquityOptTaqDailyIdentifier = async (args: GetApiV1DataUsEquityOptTaqDailyIdentifierArgs, options?: GetApiV1DataUsEquityOptTaqDailyIdentifierOptions) => { const {baseUrl = "https://api.algoseek.com", fetch: fetchFn = fetch, APIKeyAuth} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.period != null) query.append("period", String(args.period)) if (args.sort != null) query.append("sort", String(args.sort)) if (args.columns != null) query.append("columns", String(args.columns)) if (args.offset != null) query.append("offset", String(args.offset)) if (args.limit != null) query.append("limit", String(args.limit)) if (args.response_format != null) query.append("response_format", String(args.response_format)) if (APIKeyAuth !== undefined) headers.set("X-API-KEY", APIKeyAuth) const url = `${baseUrl.replace(/\/+$/, '')}/v1/data/us-equity-opt/taq-daily/${encodeURIComponent(String(args.identifier))}${query.size > 0 ? `?${query}` : ''}` const res = await fetchFn(url, {method: "GET", headers}) if (!res.ok) throw new Error(`Request failed with status ${res.status}`, {cause: {status: res.status, body: await res.text()}}) return validateResponse(uSOptionsTradeandQuoteDailyBarDataOut, await res.json()) };