import {z} from 'zod' export type GetApiV1StocksTickerOptionsVolatilityArgs = {ticker: string, startDate?: string | undefined, endDate?: string | undefined, limit?: number | undefined}; export type GetApiV1StocksTickerOptionsVolatilityOptions = {baseUrl?: string | undefined, ApiKey?: string | undefined, fetch?: typeof fetch | undefined}; export const optionVolatilityCoverageDto = z.object({backfillComplete: z.boolean().optional(), backfilledFrom: z.string().nullable().optional(), lastSession: z.string().nullable().optional(), lastQuotedSession: z.string().nullable().optional(), cadence: z.string().nullable().optional()}); export const optionVolatilityExpirationDto = z.object({expiration: z.string().optional(), days: z.number().int().optional(), atmStrike: z.number().nullable().optional(), derivedAtmIv: z.number().nullable().optional(), derivedContracts: z.number().int().optional(), derivedTrades: z.number().int().optional(), quotedAtmIv: z.number().nullable().optional(), quotedContracts: z.number().int().optional(), quotedAtmStrike: z.number().nullable().optional()}); export const optionVolatilitySessionDto = z.object({session: z.string().optional(), underlyingClose: z.number().nullable().optional(), riskFreeRatePercent: z.number().nullable().optional(), derivedIv30: z.number().nullable().optional(), derivedBasis: z.string().nullable().optional(), derivedContracts: z.number().int().optional(), derivedTrades: z.number().int().optional(), ivRank: z.number().nullable().optional(), ivPercentile: z.number().nullable().optional(), rankSessions: z.number().int().optional(), quotedIv30: z.number().nullable().optional(), quotedBasis: z.string().nullable().optional(), quotedContracts: z.number().int().optional(), quotedUnderlyingPrice: z.number().nullable().optional(), quotedCapturedAt: z.string().nullable().optional(), quotedWithheld: z.boolean().optional(), realizedVolatility30: z.number().nullable().optional(), expirations: z.array(optionVolatilityExpirationDto).nullable().optional()}); export const optionVolatilityHistoryResponse = z.object({ticker: z.string().nullable().optional(), companyName: z.string().nullable().optional(), startDate: z.string().optional(), endDate: z.string().optional(), returned: z.number().int().optional(), truncated: z.boolean().optional(), delayed: z.boolean().optional(), coverage: optionVolatilityCoverageDto.optional(), notice: z.string().nullable().optional(), sessions: z.array(optionVolatilitySessionDto).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 }; /** * A stock's daily implied-volatility history, newest first: constant-30-day implied volatility (`derivedIv30`), IV rank and IV percentile over the trailing year, the at-the-money IV of the near and far expirations, and 30-session realized volatility. Two bases are stated apart and never blended: derived figures come from our model on each session's at-the-money option closes with the stock close (ranked, stored from 2024-01-18), and quoted figures from the source's model captured in the session's last quarter hour (from launch, unranked); each session carries the contract and trade counts behind its derived figure, and a session without enough traded contracts has none. Volatilities are decimal fractions and rank and percentile run 0 to 100. A stock the one-time backfill has not reached yet is queued by the first read and answers with `coverage.backfillComplete: false` and a `notice`. `startDate` and `endDate` set the window (default: the last year). Plus and Pro read it; the Free plan covers end-of-day data only and receives 403. US listings only. * * GET /v1/stocks/{ticker}/options/volatility */ export const getApiV1StocksTickerOptionsVolatility = async (args: GetApiV1StocksTickerOptionsVolatilityArgs, options?: GetApiV1StocksTickerOptionsVolatilityOptions) => { const {baseUrl = "https://api.equibles.com", fetch: fetchFn = fetch, ApiKey} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.startDate != null) query.append("startDate", String(args.startDate)) if (args.endDate != null) query.append("endDate", String(args.endDate)) if (args.limit != null) query.append("limit", String(args.limit)) if (ApiKey !== undefined) headers.set('authorization', `Bearer ${ApiKey}`) const url = `${baseUrl.replace(/\/+$/, '')}/v1/stocks/${encodeURIComponent(String(args.ticker))}/options/volatility${query.size > 0 ? `?${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(optionVolatilityHistoryResponse, await res.json()) };