import {z} from 'zod' export type GetApiIserverMarketdataHistoryArgs = {conid: string, exchange?: string | undefined, period: string, bar?: string | undefined, outsideRth?: boolean | undefined}; export type GetApiIserverMarketdataHistoryOptions = {baseUrl?: string | undefined, fetch?: typeof fetch | undefined}; export const historyData = z.object({symbol: z.string().optional(), text: z.string().optional(), priceFactor: z.number().int().optional(), startTime: z.string().optional(), high: z.string().optional(), low: z.string().optional(), timePeriod: z.string().optional(), barLength: z.number().int().optional(), mdAvailability: z.string().optional(), mktDataDelay: z.number().int().optional(), outsideRth: z.boolean().optional(), tradingDayDuration: z.number().int().optional(), volumeFactor: z.number().int().optional(), priceDisplayRule: z.number().int().optional(), priceDisplayValue: z.string().optional(), negativeCapable: z.boolean().optional(), messageVersion: z.number().int().optional(), data: z.array(z.object({o: z.number().optional(), c: z.number().optional(), h: z.number().optional(), l: z.number().optional(), v: z.number().optional(), t: z.number().optional()})).optional(), points: z.number().int().optional(), travelTime: z.number().int().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: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * Market Data History * * GET /iserver/marketdata/history */ export const getApiIserverMarketdataHistory = async (args: GetApiIserverMarketdataHistoryArgs, options?: GetApiIserverMarketdataHistoryOptions) => { const {baseUrl = "http://localhost:5000/v1/api", fetch: fetchFn = fetch} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.conid != null) query.append("conid", String(args.conid)) if (args.exchange != null) query.append("exchange", String(args.exchange)) if (args.period != null) query.append("period", String(args.period)) if (args.bar != null) query.append("bar", String(args.bar)) if (args.outsideRth != null) query.append("outsideRth", String(args.outsideRth)) const url = `${baseUrl.replace(/\/+$/, '')}/iserver/marketdata/history${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(historyData, await res.json()) };