import {z} from 'zod' export type GetApiV1SecuritiesTickerOptionsStrategyArgs = {ticker: string, leg?: Array | undefined}; export type GetApiV1SecuritiesTickerOptionsStrategyOptions = {baseUrl?: string | undefined, ApiKey?: string | undefined, fetch?: typeof fetch | undefined}; export const optionStrategyLegDto = z.object({occTicker: z.string().nullable().optional(), side: z.string().nullable().optional(), quantity: z.number().int().optional(), contractType: z.string().nullable().optional(), strikePrice: z.number().optional(), expirationDate: z.string().optional(), sharesPerContract: z.number().int().optional(), entryPremiumPerShare: z.number().optional(), entryPriceBasis: z.string().nullable().optional(), quoteAsOf: z.string().nullable().optional(), impliedVolatility: z.number().nullable().optional(), delta: z.number().nullable().optional(), gamma: z.number().nullable().optional(), theta: z.number().nullable().optional(), vega: z.number().nullable().optional()}); export const optionStrategyWorthlessPathDto = z.object({frontUnderlyingMin: z.number().optional(), frontUnderlyingMax: z.number().nullable().optional(), maxProfitDollars: z.number().nullable().optional(), maxProfitUnbounded: z.boolean().optional(), maxLossDollars: z.number().nullable().optional(), maxLossUnbounded: z.boolean().optional(), breakevensAtBackExpiration: z.array(z.number()).nullable().optional(), rewardToRisk: z.number().nullable().optional()}); export const optionStrategyInTheMoneyPathDto = z.object({floorComputed: z.boolean().optional(), minimumPnlDollars: z.number().nullable().optional(), minimumPnlUnbounded: z.boolean().optional(), worstFrontUnderlying: z.number().nullable().optional()}); export const optionStrategyResponse = z.object({ticker: z.string().nullable().optional(), pricingIsExecutable: z.boolean().optional(), delayed: z.boolean().optional(), legs: z.array(optionStrategyLegDto).nullable().optional(), netDebitDollars: z.number().optional(), expiration: z.string().nullable().optional(), maxProfitDollars: z.number().nullable().optional(), maxProfitUnbounded: z.boolean().nullable().optional(), maxLossDollars: z.number().nullable().optional(), maxLossUnbounded: z.boolean().nullable().optional(), breakevens: z.array(z.number()).nullable().optional(), rewardToRisk: z.number().nullable().optional(), frontExpiration: z.string().nullable().optional(), backExpiration: z.string().nullable().optional(), ifFrontLegsExpireWorthless: optionStrategyWorthlessPathDto.optional(), ifFrontLegsFinishInTheMoney: optionStrategyInTheMoneyPathDto.optional(), netDeltaShareEquivalent: z.number().nullable().optional(), netGammaPerDollar: z.number().nullable().optional(), netThetaDollarsPerCalendarDay: z.number().nullable().optional(), netVegaDollarsPerIvPoint: z.number().nullable().optional(), impliedVolatilityMin: z.number().nullable().optional(), impliedVolatilityMax: z.number().nullable().optional(), probabilityOfProfit: z.number().nullable().optional()}); 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 }; /** * Reference arithmetic for one to four proposed option legs: net debit or credit, payoff, breakevens and whole-position greeks. Long legs price at the ask and short legs at the bid; a leg without a usable quote falls back to its last trade, and `pricingIsExecutable` is then false. Legs in one expiration return a terminal payoff; legs in two return one result per path, since the back legs still carry time value at the front expiration; more than two is refused. This is a read, so legs travel as repeated `leg` values. Probability of profit is always null. Pro reads real-time quotes and Plus delayed indicative quotes; the Free plan covers end-of-day data only and receives 403. US listings only. * * GET /v1/securities/{ticker}/options/strategy */ export const getApiV1SecuritiesTickerOptionsStrategy = async (args: GetApiV1SecuritiesTickerOptionsStrategyArgs, options?: GetApiV1SecuritiesTickerOptionsStrategyOptions) => { const {baseUrl = "https://api.equibles.com", fetch: fetchFn = fetch, ApiKey} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") for (const item of args.leg ?? []) query.append("leg", String(item)) if (ApiKey !== undefined) headers.set('authorization', `Bearer ${ApiKey}`) const url = `${baseUrl.replace(/\/+$/, '')}/v1/securities/${encodeURIComponent(String(args.ticker))}/options/strategy${query.size > 0 ? `?${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(optionStrategyResponse, await res.json()) };