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re-structure
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@117
117 committed Mar 24, 2024
1 parent 217dfc1 commit 002c761
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Showing 10 changed files with 759 additions and 809 deletions.
0 types/websocket.ts → api/_shared.ts
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File renamed without changes.
377 changes: 377 additions & 0 deletions types/marketData.ts → api/marketData.ts
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Original file line number Diff line number Diff line change
@@ -1,3 +1,5 @@
import { ClientContext } from "../factory/createClient.ts";

export interface CorporateActionsQueryParams {
symbols: string;
types?: string;
Expand Down Expand Up @@ -617,3 +619,378 @@ export interface HistoricalAuctionsParams {
page_token?: string;
sort?: string;
}

export const rest = ({ request }: ClientContext) => ({
v1beta1: {
corporateActions: (queryParams: CorporateActionsQueryParams) =>
request<CorporateActionsResponse>({
path: "/v1beta1/corporate-actions",
method: "GET",
params: queryParams,
}),
forex: {
latestRates: (currencyPairs: string) =>
request<LatestForexRatesResponse>({
path: "/v1beta1/forex/latest/rates",
method: "GET",
params: { currency_pairs: currencyPairs },
}),
historicalRates: (
currencyPairs: string,
timeframe: string,
start?: string,
end?: string,
limit?: number,
sort?: string,
pageToken?: string
) =>
request<HistoricalForexRatesResponse>({
path: "/v1beta1/forex/rates",
method: "GET",
params: {
currency_pairs: currencyPairs,
timeframe: timeframe,
start: start,
end: end,
limit: limit,
sort: sort,
page_token: pageToken,
},
}),
},

logos: (symbol: string, placeholder?: boolean) =>
// uhh, not sure yet how to handle this
request<unknown>({
path: `/v1beta1/logos/${symbol}`,
method: "GET",
params: { placeholder: placeholder },
}),

news: (
start?: string,
end?: string,
sort?: string,
symbols?: string,
limit?: number,
includeContent?: boolean,
excludeContentless?: boolean,
pageToken?: string
) =>
request<NewsResponse>({
path: "/v1beta1/news",
method: "GET",
params: {
start: start,
end: end,
sort: sort,
symbols: symbols,
limit: limit,
include_content: includeContent,
exclude_contentless: excludeContentless,
page_token: pageToken,
},
}),
options: {
bars: (
symbols: string,
timeframe: string,
start?: string,
end?: string,
limit?: number,
pageToken?: string,
sort?: string
) =>
request<HistoricalOptionBarsResponse>({
path: "/v1beta1/options/bars",
method: "GET",
params: {
symbols: symbols,
timeframe: timeframe,
start: start,
end: end,
limit: limit,
page_token: pageToken,
sort: sort,
},
}),
meta: {
exchanges: () =>
request<OptionExchangeMapping>({
path: "/v1beta1/options/meta/exchanges",
method: "GET",
}),
},
quotes: {
latest: (symbols: string, feed?: string) =>
request<LatestQuotesResponse>({
path: "/v1beta1/options/quotes/latest",
method: "GET",
params: { symbols, feed },
}),
},
trades: {
latest: (symbols: string, feed?: string) =>
request<LatestTradesResponse>({
path: "/v1beta1/options/trades/latest",
method: "GET",
params: { symbols, feed },
}),
historical: (
symbols: string,
start?: string,
end?: string,
limit?: number,
pageToken?: string,
sort?: string
) =>
request<HistoricalTradesResponse>({
path: "/v1beta1/options/trades",
method: "GET",
params: { symbols, start, end, limit, pageToken, sort },
}),
},
snapshots: (symbols: string, feed?: string) =>
request<SnapshotsResponse>({
path: "/v1beta1/options/snapshots",
method: "GET",
params: { symbols, feed },
}),
snapshotsByUnderlying: (underlyingSymbol: string, feed?: string) =>
// uhh, not sure yet how to handle this
request<SnapshotsResponse>({
path: `/v1beta1/options/snapshots/${underlyingSymbol}`,
method: "GET",
params: { feed },
}),
},
screener: {
getMostActives: (by = "volume", top = 10) =>
request<MostActivesResponse>({
path: "/v1beta1/screener/stocks/most-actives",
method: "GET",
params: { by, top },
}),
getMarketMovers: (marketType: string, top: number = 10) =>
request<MarketMoversResponse>({
path: `/v1beta1/screener/${marketType}/movers`,
method: "GET",
params: { top },
}),
},
},
v1beta3: {
crypto: {
getHistoricalBars: (
loc: string,
symbols: string,
timeframe: string,
start?: string,
end?: string,
limit: number = 1000,
page_token?: string,
sort?: string
) =>
request<HistoricalBarsResponse>({
path: `/v1beta3/crypto/${loc}/bars`,
method: "GET",
params: {
symbols,
timeframe,
start,
end,
limit,
page_token,
sort,
},
}),
getLatestBars: (loc: string, symbols: string) =>
request<LatestBarsResponse>({
path: `/v1beta3/crypto/${loc}/latest/bars`,
method: "GET",
params: {
symbols,
},
}),
getLatestOrderbooks: (loc: string, symbols: string) =>
request<LatestOrderbooksResponse>({
path: `/v1beta3/crypto/${loc}/latest/orderbooks`,
method: "GET",
params: {
symbols,
},
}),
getLatestQuotes: (loc: string, symbols: string) =>
request<LatestQuotesResponse>({
path: `/v1beta3/crypto/${loc}/latest/quotes`,
method: "GET",
params: {
symbols,
},
}),
getLatestTrades: (loc: string, symbols: string) =>
request<LatestTradesResponse>({
path: `/v1beta3/crypto/${loc}/latest/trades`,
method: "GET",
params: {
symbols,
},
}),
getHistoricalQuotes: (
loc: string,
symbols: string,
start?: string,
end?: string,
limit?: number,
pageToken?: string,
sort?: string
) =>
request<HistoricalQuotesResponse>({
path: `/v1beta3/crypto/${loc}/quotes`,
method: "GET",
params: {
symbols,
start,
end,
limit,
page_token: pageToken,
sort,
},
}),
getSnapshots: (loc: string, symbols: string) =>
request<CryptoSnapshotsResponse>({
path: `/v1beta3/crypto/${loc}/snapshots`,
method: "GET",
params: {
symbols,
},
}),
getHistoricalTrades: (
loc: string,
symbols: string,
start?: string,
end?: string,
limit?: number,
page_token?: string,
sort?: string
) =>
request<CryptoHistoricalTradesResponse>({
path: `/v1beta3/crypto/${loc}/trades`,
method: "GET",
params: {
symbols,
start,
end,
limit,
page_token,
sort,
},
}),
},
},
v2: {
stocks: {
getHistoricalAuctions: (
symbols: string,
start?: string,
end?: string,
limit?: number,
asof?: string,
feed?: string,
page_token?: string,
sort?: string
) =>
request<HistoricalAuctionsResponse>({
path: `/v2/stocks/auctions`,
method: "GET",
params: {
symbols,
start,
end,
limit,
asof,
feed,
page_token,
sort,
},
}),
getHistoricalBars: (
symbols: string,
timeframe: string,
start?: string,
end?: string,
limit?: number,
adjustment?: string,
asof?: string,
feed?: string,
page_token?: string,
sort?: string
) =>
request<HistoricalBarsResponse>({
path: `/v2/stocks/bars`,
method: "GET",
params: {
symbols,
timeframe,
start,
end,
limit,
adjustment,
asof,
feed,
page_token,
sort,
},
}),
getLatestBars: (symbols: string, feed?: string, currency?: string) =>
request<LatestBarsResponse>({
path: `/v2/stocks/bars/latest`,
method: "GET",
params: { symbols, feed, currency },
}),
getConditionCodes: (tickType: string, tape: string) =>
request<ConditionCodesResponse>({
path: `/v2/stocks/meta/conditions/${tickType}`,
method: "GET",
params: { tape },
}),
getExchangeCodes: () =>
request<ExchangeCodesResponse>({
path: "/v2/stocks/meta/exchanges",
method: "GET",
}),
getHistoricalQuotes: (params: HistoricalQuotesParams) =>
request<HistoricalQuotesResponse>({
path: "/v2/stocks/quotes",
method: "GET",
params,
}),
getLatestQuotes: (params: LatestQuotesParams) =>
request<LatestQuotesResponse>({
path: "/v2/stocks/quotes/latest",
method: "GET",
params,
}),
getSnapshots: (params: SnapshotParams) =>
request<SnapshotResponse>({
path: "/v2/stocks/snapshots",
method: "GET",
params,
}),
getTrades: (params: TradeParams) =>
request<TradeResponse>({
path: "/v2/stocks/trades",
method: "GET",
params,
}),
getLatestTrades: (params: LatestTradeParams) =>
request<LatestTradeResponse>({
path: "/v2/stocks/trades/latest",
method: "GET",
params,
}),
},
},
});

export const websocket = ({ options, request }: ClientContext) => null;
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