import {z} from 'zod' export type BondPricerRequest = {ticker: string, target: 'price', value: number, settlement_entry: 'C.I' | '24hs' | '48hs', operation_date: string}; export type CreateApiApiV1AnalyticsBondsPricerArgs = {body: BondPricerRequest}; export type CreateApiApiV1AnalyticsBondsPricerOptions = {baseUrl?: string | undefined, bearerAuth?: string | undefined, fetch?: typeof fetch | undefined}; export const bondPricerResponse = z.object({clean_price: z.number(), dirty_price: z.number(), residual_value: z.number(), tv: z.number(), accured_interest: z.number(), days_to_maturity: z.number().int(), settlment_date: z.string(), parity_price: z.number(), tir: z.number(), tea: z.number(), tem: z.number(), tna: z.number(), tna_30_360: z.number(), margen: z.number(), duration: z.number(), badlar_last5: z.number()}); 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 }; /** * Calcula TIR, TNA, TEM, TNA_30_360, VT, VR, Precio Dirty, Intereses Corridos, de un bono en función de un precio dirty objetivo, una fecha de concertación y un plazo de liquidación (CI, 24hs, 48hs) * * POST /api/v1/analytics/bonds/pricer */ export const createApiApiV1AnalyticsBondsPricer = async (args: CreateApiApiV1AnalyticsBondsPricerArgs, options?: CreateApiApiV1AnalyticsBondsPricerOptions) => { const {baseUrl = "https://api.doctacapital.com.ar", fetch: fetchFn = fetch, bearerAuth} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('content-type', "application/json") headers.set('accept', "application/json") if (bearerAuth !== undefined) headers.set('authorization', `Bearer ${bearerAuth}`) const url = `${baseUrl.replace(/\/+$/, '')}/api/v1/analytics/bonds/pricer${query.size > 0 ? `?${query}` : ''}` const res = await fetchFn(url, {method: "POST", headers, body: JSON.stringify(args.body)}) if (!res.ok) throw new Error(`Request failed with status ${res.status}`, {cause: {status: res.status, body: await res.text()}}) return validateResponse(bondPricerResponse, await res.json()) };