import {z} from 'zod' export type EqTaq1secExtAggregationLogic = 'algoseek' | 'no_finra_trf'; export type ResponseFormat = 'json' | 'csv' | 'csv_gzip'; export type GetApiV1DataUsEquityTaq1secExtIdentifierArgs = {aggregation_logic?: EqTaq1secExtAggregationLogic | undefined, 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 GetApiV1DataUsEquityTaq1secExtIdentifierOptions = {baseUrl?: string | undefined, APIKeyAuth?: string | undefined, fetch?: typeof fetch | undefined}; export const uSEquitiesTradeandQuoteExtendedSecondBarDataDetailsOut = z.object({TradeDate: z.string().nullable().optional(), BarDateTime: z.string().nullable().optional(), Ticker: z.string().nullable().optional(), ASID: z.number().int().nullable().optional(), OpenBarTimeOffset: z.number().nullable().optional(), OpenBidPrice: z.number().nullable().optional(), OpenBidSize: z.number().int().nullable().optional(), OpenAskPrice: z.number().nullable().optional(), OpenAskSize: z.number().int().nullable().optional(), FirstTradeTimeOffset: z.number().nullable().optional(), FirstTradePrice: z.number().nullable().optional(), FirstTradeSize: z.number().int().nullable().optional(), HighBidTimeOffset: z.number().nullable().optional(), HighBidPrice: z.number().nullable().optional(), HighBidSize: z.number().int().nullable().optional(), HighAskTimeOffset: z.number().nullable().optional(), HighAskPrice: z.number().nullable().optional(), HighAskSize: z.number().int().nullable().optional(), HighTradeTimeOffset: z.number().nullable().optional(), HighTradePrice: z.number().nullable().optional(), HighTradeSize: z.number().int().nullable().optional(), LowBidTimeOffset: z.number().nullable().optional(), LowBidPrice: z.number().nullable().optional(), LowBidSize: z.number().int().nullable().optional(), LowAskTimeOffset: z.number().nullable().optional(), LowAskPrice: z.number().nullable().optional(), LowAskSize: z.number().int().nullable().optional(), LowTradeTimeOffset: z.number().nullable().optional(), LowTradePrice: z.number().nullable().optional(), LowTradeSize: z.number().int().nullable().optional(), CloseBarTimeOffset: z.number().nullable().optional(), CloseBidPrice: z.number().nullable().optional(), CloseBidSize: z.number().int().nullable().optional(), CloseAskPrice: z.number().nullable().optional(), CloseAskSize: z.number().int().nullable().optional(), LastTradeTimeOffset: z.number().nullable().optional(), LastTradePrice: z.number().nullable().optional(), LastTradeSize: z.number().int().nullable().optional(), MinSpread: z.number().nullable().optional(), MaxSpread: z.number().nullable().optional(), CancelSize: z.number().int().nullable().optional(), VolumeWeightPrice: z.number().nullable().optional(), FinraVolumeWeightPrice: z.number().nullable().optional(), TotalVolumeWeightPrice: z.number().nullable().optional(), VolumeWeightPriceExcludePRP: z.number().nullable().optional(), VolumeWeightSpread: z.number().nullable().optional(), VolumeWeightSpreadExcludePRP: z.number().nullable().optional(), TradeAtBid: z.number().int().nullable().optional(), TradeAtBidCount: z.number().int().nullable().optional(), TradeAtBidMid: z.number().int().nullable().optional(), TradeAtBidMidCount: z.number().int().nullable().optional(), TradeAtMid: z.number().int().nullable().optional(), TradeAtMidCount: z.number().int().nullable().optional(), TradeAtMidAsk: z.number().int().nullable().optional(), TradeAtMidAskCount: z.number().int().nullable().optional(), TradeAtAsk: z.number().int().nullable().optional(), TradeAtAskCount: z.number().int().nullable().optional(), TradeAtCrossOrLocked: z.number().int().nullable().optional(), TradeAtCrossOrLockedCount: z.number().int().nullable().optional(), Volume: z.number().int().nullable().optional(), FinraVolume: z.number().int().nullable().optional(), TotalVolume: z.number().int().nullable().optional(), NBBOQuoteCount: z.number().int().nullable().optional(), TotalQuoteCount: z.number().int().nullable().optional(), ExchangesBidCount: z.number().int().nullable().optional(), ExchangesAskCount: z.number().int().nullable().optional(), ExchangeTradeCount: z.number().int().nullable().optional(), FinraTradeCount: z.number().int().nullable().optional(), TotalTrades: z.number().int().nullable().optional(), OddLotTradeCount: z.number().int().nullable().optional(), OddLotTotalShares: z.number().int().nullable().optional(), PriorReferencePriceTradeCount: z.number().int().nullable().optional(), PriorReferencePriceTradeShares: z.number().int().nullable().optional(), UptickVolume: z.number().int().nullable().optional(), DowntickVolume: z.number().int().nullable().optional(), RepeatUptickVolume: z.number().int().nullable().optional(), RepeatDowntickVolume: z.number().int().nullable().optional(), UnknownTickVolume: z.number().int().nullable().optional(), TradeToMidVolWeight: z.number().nullable().optional(), TradeToMidVolWeightRelative: z.number().nullable().optional(), TimeWeightSpread: z.number().nullable().optional(), TimeWeightBid: z.number().nullable().optional(), TimeWeightBidSize: z.number().nullable().optional(), TimeWeightAsk: z.number().nullable().optional(), TimeWeightAskSize: z.number().nullable().optional(), SpreadValidTime: z.number().int().nullable().optional(), RelativeSpreadAverage: z.number().nullable().optional(), TradeCumulDistributionToBid: z.string().nullable().optional(), RetailTRFBuySize: z.string().nullable().optional(), RetailTRFSellSize: z.string().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 uSEquitiesTradeandQuoteExtendedSecondBarDataOut = z.object({data: z.array(uSEquitiesTradeandQuoteExtendedSecondBarDataDetailsOut), 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: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * US Equities Trade and Quote Extended Second Bar * * GET /v1/data/us-equity/taq-1sec-ext/{identifier} */ export const getApiV1DataUsEquityTaq1secExtIdentifier = async (args: GetApiV1DataUsEquityTaq1secExtIdentifierArgs, options?: GetApiV1DataUsEquityTaq1secExtIdentifierOptions) => { const {baseUrl = "https://api.algoseek.com", fetch: fetchFn = fetch, APIKeyAuth} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.aggregation_logic != null) query.append("aggregation_logic", String(args.aggregation_logic)) if (args.period != null) query.append("period", String(args.period)) if (args.sort != null) query.append("sort", String(args.sort)) if (args.columns != null) query.append("columns", String(args.columns)) if (args.offset != null) query.append("offset", String(args.offset)) if (args.limit != null) query.append("limit", String(args.limit)) if (args.response_format != null) query.append("response_format", String(args.response_format)) if (APIKeyAuth !== undefined) headers.set("X-API-KEY", APIKeyAuth) const url = `${baseUrl.replace(/\/+$/, '')}/v1/data/us-equity/taq-1sec-ext/${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(uSEquitiesTradeandQuoteExtendedSecondBarDataOut, await res.json()) };