import {z} from 'zod' export type GetApiTimeseriesStreamAssetQuotesArgs = {assets: Array, aggregation_method?: string | undefined, backfill?: ('latest' | 'none') | undefined, pretty?: boolean | undefined}; export type GetApiTimeseriesStreamAssetQuotesOptions = {baseUrl: string, apiKey?: string | undefined, fetch?: typeof fetch | undefined}; export const pair = z.string(); export const time = z.string(); export const quoteAskPrice = z.string(); export const quoteAskSize = z.string(); export const quoteBidPrice = z.string(); export const quoteBidSize = z.string(); export const quoteMidPrice = z.string(); export const quoteSpread = z.string(); export const cmSequenceId = z.string(); export const streamingAggregatedSpreadQuote = z.object({pair: pair, time: time, ask_price: quoteAskPrice.optional(), ask_size: quoteAskSize.optional(), bid_price: quoteBidPrice.optional(), bid_size: quoteBidSize.optional(), mid_price: quoteMidPrice.optional(), spread: quoteSpread.optional(), cm_sequence_id: cmSequenceId}); 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: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * Asset quotes * * GET /timeseries-stream/asset-quotes */ export const getApiTimeseriesStreamAssetQuotes = async (args: GetApiTimeseriesStreamAssetQuotesArgs, options: GetApiTimeseriesStreamAssetQuotesOptions) => { const {baseUrl, fetch: fetchFn = fetch, apiKey} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.assets != null) query.append("assets", args.assets.join(',')) if (args.aggregation_method != null) query.append("aggregation_method", String(args.aggregation_method)) if (args.backfill != null) query.append("backfill", String(args.backfill)) if (args.pretty != null) query.append("pretty", String(args.pretty)) if (apiKey !== undefined) query.set("api_key", apiKey) const url = `${baseUrl.replace(/\/+$/, '')}/timeseries-stream/asset-quotes${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(streamingAggregatedSpreadQuote, await res.json()) };