import {z} from 'zod' export type MerqTimestamp = string | string | string; export type GetApiIndexUuidTargetPortfolioArgs = {uuid: string, start_date?: MerqTimestamp | undefined, end_date?: MerqTimestamp | undefined, statuses?: string | undefined}; export type GetApiIndexUuidTargetPortfolioOptions = {baseUrl?: string | undefined, fetch?: typeof fetch | undefined}; export const isoTS = z.string(); export const assetType = z.enum(["CASH", "THIRD_PARTY_INDEX", "EQUITY", "OPTION", "FUTURES", "MUTUAL_FUND", "MERQUBE_INDEX", "CUSTOM_SECAPI_INDEX", "OTHER"]); export const positionIdentifierType = z.enum(["RIC", "CURRENCY_CODE", "FSYM_ID", "TICKER", "BBG_TICKER", "CUSIP", "ISIN"]); export const basketPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional()}); export const realTimeTradeType = z.enum(["ELIGIBLE", "INELIGIBLE"]); export const ricEquityPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional(), real_time_trade_types: z.array(realTimeTradeType).optional(), use_primary_listing: z.boolean().optional()}); export const countryCode = z.string(); export const fsymEquityPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional(), country_code: countryCode}); export const isoDate = z.string(); export const optionExpirationType = z.enum(["AM", "PM"]); export const optionStyle = z.enum(["AMERICAN", "EUROPEAN"]); export const optionType = z.enum(["PUT", "CALL"]); export const optionPosition = z.object({amount: z.number(), currency: z.string(), delta_hedge_flag: z.boolean().optional(), expiration_date: isoDate, expiration_type: optionExpirationType.optional(), identifier: z.string(), identifier_type: positionIdentifierType, lag: isoTS.optional(), leg_multiple: z.number().optional(), mic: z.string().optional(), strike: z.number(), strike_type: z.enum(["PCT_SPOT", "DELTA", "SPCT_SPOT"]).optional(), structure_id: z.number().gte(0).optional(), style: optionStyle.optional(), type: optionType, underlying: z.string(), vol_multiplier: z.number().optional(), asset_type: assetType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional()}); export const futuresPosition = z.object({amount: z.number(), currency: z.string(), expiration_date: isoDate, identifier: z.string(), identifier_type: positionIdentifierType, lag: isoTS.optional(), underlying: z.string(), asset_type: assetType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional()}); export const secapiBasketPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional(), custom_metric: z.string().optional()}); export const merqubeIndexPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional(), metric_name: z.string().optional()}); export const isinMicEquityPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional(), mic: z.string()}); export const mutualFundPosition = z.object({amount: z.number(), asset_type: assetType, identifier: z.string(), identifier_type: positionIdentifierType, position_id: z.string().optional(), price: z.number().optional(), price_currency: z.string().optional()}); export const validEquityBasketPosition = z.union([basketPosition, ricEquityPosition, fsymEquityPosition, optionPosition, futuresPosition, secapiBasketPosition, merqubeIndexPosition, isinMicEquityPosition, mutualFundPosition]); export const portfolioUom = z.enum(["SHARES", "WEIGHT"]); export const portfolioStatus = z.enum(["PENDING_VALIDATION", "FAILED_VALIDATION", "PASSED_VALIDATION", "SELECTED", "UNSELECTED", "FINAL", "DELETED"]); export const basketPortfolio = z.object({divisor: z.number().optional(), external_id: z.string().optional(), positions: z.array(validEquityBasketPosition), share_selection_date: isoTS.optional(), target_portfolio_type: z.enum(["EOD", "INTRADAY"]).optional(), timestamp: isoTS, unit_of_measure: portfolioUom, created_ts: isoTS, finalized_ts: isoTS.optional(), id: z.string(), status: portfolioStatus, status_change_reason: z.string().optional()}); export const getApiIndexUuidTargetPortfolioResponse = z.object({results: z.array(z.object({eff_ts: isoTS.optional(), target_portfolio: basketPortfolio.optional()})).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: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * get the timeseries of target portfolios for an index * * GET /index/{uuid}/target_portfolio */ export const getApiIndexUuidTargetPortfolio = async (args: GetApiIndexUuidTargetPortfolioArgs, options?: GetApiIndexUuidTargetPortfolioOptions) => { const {baseUrl = "https://api.merqube.com", fetch: fetchFn = fetch} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.start_date != null) query.append("start_date", String(args.start_date)) if (args.end_date != null) query.append("end_date", String(args.end_date)) const url = `${baseUrl.replace(/\/+$/, '')}/index/${encodeURIComponent(String(args.uuid))}/target_portfolio${query.size > 0 ? `?${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(getApiIndexUuidTargetPortfolioResponse, await res.json()) };