import {z} from 'zod' export type GetApiV1ContractUnusualVolumeArgs = {limit?: number | undefined, min_rvol?: number | undefined, avg_period?: string | undefined, min_avg_volume?: number | undefined, min_premium?: number | undefined, ticker?: string | undefined, right?: ('C' | 'P') | undefined, min_dte?: number | undefined, max_dte?: number | undefined, min_strike?: number | undefined, max_strike?: number | undefined, expiration?: string | undefined, date?: string | undefined, order_by?: ('rvol' | 'volume' | 'premium' | 'vol_oi' | 'oi_change') | undefined, min_vol_oi_ratio?: number | undefined, min_oi_change?: number | undefined, max_oi_change?: number | undefined, only_sweeps?: boolean | undefined, only_multi_leg?: boolean | undefined, exclude_multi_leg?: boolean | undefined, min_oi_change_pct?: number | undefined, min_bid_imbalance?: number | undefined, min_ask_imbalance?: number | undefined, moneyness?: ('ITM' | 'ATM' | 'OTM') | undefined, min_moneyness_pct?: number | undefined, max_moneyness_pct?: number | undefined, min_iv?: number | undefined, max_iv?: number | undefined, exclude_tickers?: string | undefined}; export type GetApiV1ContractUnusualVolumeOptions = {baseUrl?: string | undefined, bearerApiKey?: string | undefined, fetch?: typeof fetch | undefined}; export const unusualVolumeItem = z.object({symbol: z.string(), ticker: z.string(), expiration: z.string(), strike: z.number(), right: z.enum(["C", "P"]), dte: z.number().int(), date: z.string(), volume: z.number().int().gte(0), avgVolume: z.number(), rvol: z.number(), premium: z.number(), openInterest: z.number().int().gte(0), prevOi: z.number().int().gte(0), oiChange: z.number().int(), oiChangePct: z.number(), volumeOiRatio: z.number(), bidVolume: z.number().int().gte(0), askVolume: z.number().int().gte(0), bidPct: z.number(), askPct: z.number(), lastPrice: z.number(), underlyingPrice: z.number(), iv: z.number(), moneynessPct: z.number(), sweepVolume: z.number().int().gte(0), sweepPremium: z.number(), multiLegVolume: z.number().int().gte(0), multiLegPremium: z.number()}); export const meta = z.object({timestamp: z.string(), requestId: z.string()}); export const unusualVolumeListSuccess = z.object({data: z.array(unusualVolumeItem), 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 }; /** * Contracts with unusual relative volume * * GET /v1/contract/unusual-volume */ export const getApiV1ContractUnusualVolume = async (args: GetApiV1ContractUnusualVolumeArgs, options?: GetApiV1ContractUnusualVolumeOptions) => { 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.limit != null) query.append("limit", String(args.limit)) if (args.min_rvol != null) query.append("min_rvol", String(args.min_rvol)) if (args.avg_period != null) query.append("avg_period", String(args.avg_period)) if (args.min_avg_volume != null) query.append("min_avg_volume", String(args.min_avg_volume)) if (args.min_premium != null) query.append("min_premium", String(args.min_premium)) if (args.ticker != null) query.append("ticker", String(args.ticker)) if (args.right != null) query.append("right", String(args.right)) if (args.min_dte != null) query.append("min_dte", String(args.min_dte)) if (args.max_dte != null) query.append("max_dte", String(args.max_dte)) if (args.min_strike != null) query.append("min_strike", String(args.min_strike)) if (args.max_strike != null) query.append("max_strike", String(args.max_strike)) if (args.expiration != null) query.append("expiration", String(args.expiration)) if (args.date != null) query.append("date", String(args.date)) if (args.order_by != null) query.append("order_by", String(args.order_by)) if (args.min_vol_oi_ratio != null) query.append("min_vol_oi_ratio", String(args.min_vol_oi_ratio)) if (args.min_oi_change != null) query.append("min_oi_change", String(args.min_oi_change)) if (args.max_oi_change != null) query.append("max_oi_change", String(args.max_oi_change)) 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_oi_change_pct != null) query.append("min_oi_change_pct", String(args.min_oi_change_pct)) if (args.min_bid_imbalance != null) query.append("min_bid_imbalance", String(args.min_bid_imbalance)) if (args.min_ask_imbalance != null) query.append("min_ask_imbalance", String(args.min_ask_imbalance)) if (args.moneyness != null) query.append("moneyness", String(args.moneyness)) if (args.min_moneyness_pct != null) query.append("min_moneyness_pct", String(args.min_moneyness_pct)) if (args.max_moneyness_pct != null) query.append("max_moneyness_pct", String(args.max_moneyness_pct)) if (args.min_iv != null) query.append("min_iv", String(args.min_iv)) if (args.max_iv != null) query.append("max_iv", String(args.max_iv)) if (args.exclude_tickers != null) query.append("exclude_tickers", String(args.exclude_tickers)) if (bearerApiKey !== undefined) headers.set('authorization', `Bearer ${bearerApiKey}`) const url = `${baseUrl.replace(/\/+$/, '')}/v1/contract/unusual-volume${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(unusualVolumeListSuccess, await res.json()) };