import {z} from 'zod' export type GetApiV1ContractSymbolTradesArgs = {symbol: string, start?: string | undefined, end?: string | undefined, limit?: number | undefined, only_sweeps?: boolean | undefined, only_multi_leg?: boolean | undefined, exclude_multi_leg?: boolean | undefined, min_premium?: number | undefined}; export type GetApiV1ContractSymbolTradesOptions = {baseUrl?: string | undefined, bearerApiKey?: string | undefined, fetch?: typeof fetch | undefined}; export const optionTradeRow = z.object({date: z.number().int(), tsEvent: z.number().int(), tsEventUs: z.number().int().optional(), instrumentId: z.number().int(), rawSymbol: z.string(), ticker: z.string(), expiration: z.number().int(), strike: z.number(), right: z.enum(["C", "P"]), dte: z.number().int(), price: z.number(), size: z.number().int().gte(0), side: z.enum(["BB", "B", "AB", "M", "BA", "A", "AA", "N"]), publisherId: z.number().int(), bidPx: z.number().nullable().optional(), askPx: z.number().nullable().optional(), bidSz: z.number().int().nullable().optional(), askSz: z.number().int().nullable().optional(), neutralSz: z.number().int(), totalPremium: z.number(), spread: z.number().nullable().optional(), underlyingPrice: z.number(), iv: z.number().nullable().optional(), moneyness: z.enum(["ITM", "ATM", "OTM"]), moneynessPercent: z.number(), openInterest: z.number().int().gte(0), prevOi: z.number().int().gte(0), prevClose: z.number().nullable().optional(), prevCloseAge: z.number().int().gte(0).nullable().optional(), priceChange: z.number().nullable().optional(), dailyVolume: z.number().int().gte(0), sweepTrade: z.boolean(), blockTrade: z.boolean(), multiLeg: z.boolean(), ivDirection: z.union([z.literal(-1), z.literal(0), z.literal(1)]), ingestionTimestamp: z.number().int(), prevIv: z.number().nullable().optional(), nextIv: z.number().nullable().optional(), premiumPercentile: z.union([z.literal(0), z.literal(50), z.literal(75), z.literal(90), z.literal(95), z.literal(99)]).optional(), flowScore: z.number().int().gte(-100).lte(100).optional(), chainBidPct: z.number().optional(), chainAskPct: z.number().optional(), contractBidPct: z.number().optional(), contractAskPct: z.number().optional(), aggCount: z.number().int().gte(0).optional(), aggTotalPremium: z.number().optional(), aggTotalSize: z.number().int().gte(0).optional(), mlSibling: z.boolean().optional(), strategyGroupId: z.string().optional(), strategyType: z.string().optional(), strategyLegCount: z.number().int().gte(1).optional(), earningsDte: z.number().int().optional(), nextEarningsDate: z.number().int().optional(), cacheMiss: z.boolean().optional(), sector: z.string().optional(), industry: z.string().optional()}); export const meta = z.object({timestamp: z.string(), requestId: z.string()}); export const optionTradeListSuccess = z.object({data: z.array(optionTradeRow), meta: meta}); 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 }; /** * Raw enriched trades for a contract * * GET /v1/contract/{symbol}/trades */ export const getApiV1ContractSymbolTrades = async (args: GetApiV1ContractSymbolTradesArgs, options?: GetApiV1ContractSymbolTradesOptions) => { const {baseUrl = "https://flow-api.skylit.ai", fetch: fetchFn = fetch, bearerApiKey} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") if (args.start != null) query.append("start", String(args.start)) if (args.end != null) query.append("end", String(args.end)) if (args.limit != null) query.append("limit", String(args.limit)) if (args.only_sweeps != null) query.append("only_sweeps", String(args.only_sweeps)) if (args.only_multi_leg != null) query.append("only_multi_leg", String(args.only_multi_leg)) if (args.exclude_multi_leg != null) query.append("exclude_multi_leg", String(args.exclude_multi_leg)) if (args.min_premium != null) query.append("min_premium", String(args.min_premium)) if (bearerApiKey !== undefined) headers.set('authorization', `Bearer ${bearerApiKey}`) const url = `${baseUrl.replace(/\/+$/, '')}/v1/contract/${encodeURIComponent(String(args.symbol))}/trades${query.size > 0 ? `?${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(optionTradeListSuccess, await res.json()) };