@crl-technologies/sdk/CRLApiClient.js

CRL White Label API - TypeScript SDK with HMAC authentication

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.CRLApiClient = void 0;
const crypto_1 = __importDefault(require("crypto"));
class CRLApiClient {
    constructor(config) {
        this.keyId = config.keyId;
        this.secretKey = config.secretKey;
        this.baseUrl = config.baseUrl || 'https://api.crl-api.com';
    }
    async calculateLong(S0, ST, K, L, premium) {
        return this.calculate({
            mode: 'long',
            S0,
            ST,
            K,
            L,
            premium,
            side: 'buy'
        });
    }
    async calculate(request) {
        const endpoint = '/v1/calc';
        const body = JSON.stringify(request);
        const timestamp = Math.floor(Date.now() / 1000).toString();
        const signature = this.generateSignature('POST', endpoint, timestamp, body);
        const response = await fetch(`${this.baseUrl}${endpoint}`, {
            method: 'POST',
            headers: {
                'Content-Type': 'application/json',
                'X-Key-Id': this.keyId,
                'X-Timestamp': timestamp,
                'X-Signature': signature
            },
            body
        });
        if (!response.ok) {
            throw new Error(`API error: ${response.status}`);
        }
        return response.json();
    }
    // ==========================================
    // BEST-EXECUTION API METHODS (CL-16)
    // ==========================================
    /**
     * Export best-execution data for compliance reporting
     * @param params Export parameters (dates, format, position IDs)
     */
    async exportBestExecution(params) {
        const queryParams = new URLSearchParams();
        queryParams.append('start_date', params.startDate);
        if (params.endDate)
            queryParams.append('end_date', params.endDate);
        if (params.format)
            queryParams.append('format', params.format);
        if (params.positionIds)
            queryParams.append('position_ids', params.positionIds.join(','));
        const endpoint = `/api/v1/best-execution/export?${queryParams}`;
        return this.makeRequest('GET', endpoint);
    }
    /**
     * Get venue performance analytics
     * @param startDate Start date for analysis (ISO 8601)
     */
    async getVenuePerformance(startDate) {
        const endpoint = `/api/v1/best-execution/venue-performance?start_date=${startDate}`;
        return this.makeRequest('GET', endpoint);
    }
    /**
     * Export compliance data in regulatory format
     * @param startDate Start date (ISO 8601)
     * @param endDate End date (ISO 8601)
     */
    async exportCompliance(startDate, endDate) {
        const endpoint = `/api/v1/best-execution/compliance-export?start_date=${startDate}&end_date=${endDate}`;
        return this.makeRequest('GET', endpoint);
    }
    /**
     * Generic request method with HMAC authentication
     */
    async makeRequest(method, endpoint, body) {
        const bodyStr = body ? JSON.stringify(body) : '';
        const timestamp = Math.floor(Date.now() / 1000).toString();
        const signature = this.generateSignature(method, endpoint, timestamp, bodyStr);
        const options = {
            method,
            headers: {
                'Content-Type': 'application/json',
                'X-Key-Id': this.keyId,
                'X-Timestamp': timestamp,
                'X-Signature': signature
            }
        };
        if (body)
            options.body = bodyStr;
        const response = await fetch(`${this.baseUrl}${endpoint}`, options);
        if (!response.ok) {
            throw new Error(`API error: ${response.status}`);
        }
        return response.json();
    }
    generateSignature(method, path, timestamp, body) {
        const bodyHash = crypto_1.default.createHash('sha256').update(body).digest('base64');
        const signatureString = `${method}\n${path}\n${timestamp}\n${bodyHash}`;
        const signature = crypto_1.default.createHmac('sha256', this.secretKey).update(signatureString).digest('base64');
        return signature;
    }
}
exports.CRLApiClient = CRLApiClient;