import {z} from 'zod' export type GetApiMarketRegimeOptions = {baseUrl?: string | undefined, fetch?: typeof fetch | undefined}; export const marketRegimeResponse = z.object({regime_values: z.object({VIX: z.string().optional(), SKEW: z.string().optional(), MOVE: z.string().optional(), COR10D: z.string().optional(), "TRIN arms index": z.string().optional()}).optional(), regime_signals: z.object({"SPX distance to EMA20 pct": z.number().optional(), "SPX distance to SMA200 pct": z.number().optional(), "SPX drawdown from 52w High pct": z.number().optional(), "SPX Cap-Weight to Equal-Weight ratio": z.number().optional(), "SPX Cap-Weight to Equal-Weight 1w pct": z.number().optional(), "COR10D distance to SMA200 pts": z.number().optional(), "COR 10D to 90D ratio": z.number().optional(), "VIX strength RSI14": z.string().optional(), "VIX to VIX3M ratio": z.number().optional(), "SKEW distance to SMA50 pts": z.number().optional(), "Yield Curve 10Y minus 2Y pts": z.number().optional(), "US10Y perf 1w pct": z.string().optional(), "MOVE distance to SMA200 pts": z.number().optional(), "Credit Proxy High Yield Bond perf 1w pct": z.string().optional(), "DXY is below SMA50": z.boolean().optional(), "DXY perf 1w pct": z.string().optional(), "SPX stocks above their SMA20 pct": z.number().optional()}).optional(), industry_rotation: z.array(z.object({industry: z.string().optional(), "6w_ago": z.number().int().optional(), now: z.number().int().optional(), rel_delta: z.string().optional()})).optional(), disclaimer: z.string().optional(), field_explanations: z.string().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: ${detail}`, { cause: { issues: result.issues } }) } return result.value }; /** * Get current market regime, sector rotation and breadth indicators * * GET /marketRegime */ export const getApiMarketRegime = async (options?: GetApiMarketRegimeOptions) => { const {baseUrl = "https://www.valueray.com/api/v1", fetch: fetchFn = fetch} = options ?? {} const query = new URLSearchParams() const headers = new Headers() headers.set('accept', "application/json") const url = `${baseUrl.replace(/\/+$/, '')}/marketRegime${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(marketRegimeResponse, await res.json()) };