@sudowealth/schwab-api/dist/src/market-data/quotes/schema.js

TypeScript client for Charles Schwab API with OAuth support, market data, trading functionality, and complete type safety

import { z } from 'zod';
import { epochMillisSchema, isoDateTimeSchema } from '../../utils/date-utils';
import { mergeShapes } from '../../utils/schema-utils';
import { InstrumentAssetTypeEnum } from '../shared';
// Enum for the 'fields' query parameter
export const QuoteFieldsEnum = z.enum([
    'quote',
    'fundamental',
    'extended',
    'reference',
    'regular',
    'all',
]);
// Enum for assetMainType
export const QuotesAssetMainTypeEnum = z.enum([
    'EQUITY',
    'ETF',
    'OPTION',
    'MUTUAL_FUND',
    'BOND',
    'INDEX',
    'FUTURE_OPTION',
    'FUTURE',
    'FOREX',
    // Add others if known from a more complete list
]);
// Enum for assetSubType - this is a very long list, partial for brevity here, expand as needed
export const QuotesAssetSubTypeEnum = z.enum([
    'COMMON_STOCK',
    'PREFERRED_STOCK',
    'WARRANT',
    'ADR',
    'ETF_STOCK',
    'ETF_BOND',
    'ETF',
    'COE',
    'INDEX_OPTION',
    'EQUITY_OPTION',
    // Removed placeholder comment string from enum values
]);
// Enum for assetSubType for Mutual Funds
export const MutualFundAssetSubTypeEnum = z.enum([
    'OEF', // Open-End Fund
    'CEF', // Closed-End Fund
    'MMF', // Money Market Fund
    // Add others if identified
]);
// Schema for the "Quote" data block
export const QuoteBlockSchema = z.object({
    '52WeekHigh': z.number().optional().describe('52 week high price'),
    '52WeekLow': z.number().optional().describe('52 week low price'),
    askMICId: z.string().optional().describe('Ask Market Identifier Code'),
    askPrice: z.number().optional().describe('Current Ask Price'),
    askSize: z.number().int().optional().describe('Number of shares for ask'),
    askTime: epochMillisSchema
        .optional()
        .describe('Last ask time in milliseconds since Epoch'),
    bidMICId: z.string().optional().describe('Bid Market Identifier Code'),
    bidPrice: z.number().optional().describe('Current Bid Price'),
    bidSize: z.number().int().optional().describe('Number of shares for bid'),
    bidTime: epochMillisSchema
        .optional()
        .describe('Last bid time in milliseconds since Epoch'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    highPrice: z.number().optional().describe("Day's high trade price"),
    lastMICId: z.string().optional().describe('Last Market Identifier Code'),
    lastPrice: z.number().optional().describe('Price of the last trade'),
    lastSize: z
        .number()
        .int()
        .optional()
        .describe('Number of shares traded with last trade'),
    lowPrice: z.number().optional().describe("Day's low trade price"),
    mark: z.number().optional().describe('Mark price'),
    markChange: z.number().optional().describe('Mark price change'),
    markPercentChange: z
        .number()
        .optional()
        .describe('Mark price percent change'),
    netChange: z.number().optional().describe('Net price change'),
    netPercentChange: z.number().optional().describe('Net price percent change'),
    openPrice: z.number().optional().describe("Day's opening price"),
    postMarketChange: z.number().optional().describe('Post-market change'),
    postMarketPercentChange: z
        .number()
        .optional()
        .describe('Post-market percent change'),
    quoteTime: epochMillisSchema
        .optional()
        .describe('Last quote time in milliseconds since Epoch'),
    securityStatus: z
        .string()
        .optional()
        .describe('Status of security (e.g., Halted)'),
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day'),
    tradeTime: epochMillisSchema
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
    volatility: z
        .number()
        .optional()
        .describe('Option Risk/Volatility Measurement'),
});
// Schema for the "Fundamental" data block (Quotes specific)
export const QuotesFundamentalBlockSchema = z.object({
    avg10DaysVolume: z.number().optional().describe('Average 10 day volume'),
    avg1DayVolume: z.number().optional().describe('Average 1 day volume'),
    declarationDate: isoDateTimeSchema.optional().describe('Declaration date'),
    divAmount: z.number().optional().describe('Dividend Amount'),
    divExDate: isoDateTimeSchema.optional().describe('Dividend Ex-Date'),
    divFreq: z
        .number()
        .int()
        .optional()
        .describe('Dividend Frequency (e.g., 1=annual, 2=semi-annual, 4=quarterly, 12=monthly)'),
    dividendPayAmount: z.number().optional().describe('Dividend Pay Amount'),
    dividendPayDate: isoDateTimeSchema.optional().describe('Dividend Pay Date'),
    divYield: z.number().optional().describe('Dividend Yield'),
    eps: z.number().optional().describe('Earnings Per Share'),
    fundLeverageFactor: z
        .number()
        .optional()
        .describe('Fund Leverage Factor e.g. 2x'),
    fundStrategy: z.string().optional().describe('Fund Strategy'),
    high52: z
        .number()
        .optional()
        .describe('Highest price traded in the past 12 months'),
    lastEarningsDate: isoDateTimeSchema.optional().describe('Last earnings date'),
    low52: z
        .number()
        .optional()
        .describe('Lowest price traded in the past 12 months'),
    marketCap: z.number().optional().describe('Market Capitalization'),
    nextDivExDate: isoDateTimeSchema.optional().describe('Next Dividend Ex-Date'),
    nextDivPayDate: isoDateTimeSchema
        .optional()
        .describe('Next Dividend Pay Date'),
    pbRatio: z.number().optional().describe('Price to Book Ratio'),
    peRatio: z.number().optional().describe('Price to Earnings Ratio'),
    pegRatio: z.number().optional().describe('Price to Earnings Growth Ratio'),
    prRatio: z.number().optional().describe('Price to Revenue Ratio'),
    qualifier: z.string().optional().describe('Qualifier code'),
    volatility: z.number().optional().describe('Volatility measurement'),
    week52HighDate: isoDateTimeSchema.optional().describe('Date of 52 week high'),
    week52LowDate: isoDateTimeSchema.optional().describe('Date of 52 week low'),
});
// Schema for the "ExtendedMarket" data block
export const QuotesExtendedMarketBlockSchema = z.object({
    askPrice: z.number().optional().describe('Extended market ask price'),
    askSize: z.number().int().optional().describe('Extended market ask size'),
    bidPrice: z.number().optional().describe('Extended market bid price'),
    bidSize: z.number().int().optional().describe('Extended market bid size'),
    lastPrice: z.number().optional().describe('Extended market last price'),
    lastSize: z.number().int().optional().describe('Extended market last size'),
    mark: z.number().optional().describe('Extended market mark price'),
    markChange: z.number().optional().describe('Extended market mark change'),
    markPercentChange: z
        .number()
        .optional()
        .describe('Extended market mark percent change'),
    quoteTime: epochMillisSchema
        .optional()
        .describe('Extended market quote time in milliseconds since Epoch'),
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Extended market total volume'),
    tradeTime: epochMillisSchema
        .optional()
        .describe('Extended market trade time in milliseconds since Epoch'),
});
// Schema for the "RegularMarket" data block
export const QuotesRegularMarketBlockSchema = z.object({
    lastPrice: z.number().optional().describe('Regular market last price'),
    lastSize: z.number().int().optional().describe('Regular market last size'),
    netChange: z.number().optional().describe('Regular market net change'),
    netPercentChange: z
        .number()
        .optional()
        .describe('Regular market percent change'),
    tradeTime: epochMillisSchema
        .optional()
        .describe('Regular market trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block
export const QuotesReferenceBlockSchema = z.object({
    cusip: z.string().optional().describe('CUSIP of instrument'),
    description: z.string().optional().describe('Description of instrument'),
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
    isHardToBorrow: z.boolean().optional().describe('Is hard to borrow security'),
    isShortable: z.boolean().optional().describe('Is shortable security'),
    marketMaker: z.string().optional().describe('Market Maker'),
    symbol: z.string().optional().describe('Symbol of instrument'),
    type: z.string().optional().describe('Type (e.g., COMMON_STOCK)'),
});
// --- Asset-Specific Response Schemas ---
// NOTE: The individual asset response schemas below are deprecated in favor of the
// unified QuoteResponseSchema which can handle all asset types without discrimination.
// These are kept for backward compatibility but QuoteResponseSchema should be used instead.
// Base for common fields across different quote responses
const BaseQuoteAssetResponseSchema = z.object({
    assetType: InstrumentAssetTypeEnum.optional().describe("Instrument's asset type"),
    assetMainType: QuotesAssetMainTypeEnum.optional().describe("Instrument's main asset type"),
    assetSubType: QuotesAssetSubTypeEnum.optional().describe("Instrument's sub asset type"),
    cusip: z.string().optional().describe('CUSIP identifier'),
    description: z.string().optional().describe('Description of the security'), // Can also be in Reference block
    isDelayed: z
        .boolean()
        .optional()
        .describe('Indicates if the quote is delayed'),
    mark: z.number().optional().describe('Current mark price'),
    markChangeInDouble: z.number().optional().describe('Mark change value'),
    markPercentChangeInDouble: z
        .number()
        .optional()
        .describe('Mark percent change value'),
    netChangeInDouble: z.number().optional().describe('Net change value'),
    netPercentChangeInDouble: z
        .number()
        .optional()
        .describe('Net percent change value'),
    postMarketChangeInDouble: z
        .number()
        .optional()
        .describe('Post market change value'),
    postMarketPercentChangeInDouble: z
        .number()
        .optional()
        .describe('Post market percent change value'),
    quoteType: z
        .string()
        .optional()
        .describe('Type of quote (e.g., NBBO, DELAYED)'),
    realtime: z.boolean().optional().describe('Is quote realtime'),
    securityStatus: z.string().optional().describe('Security trading status'),
    ssid: z.number().int().optional().describe('Unique symbol identifier'),
    symbol: z.string().optional().describe('Ticker symbol'),
    totalVolume: z.number().int().optional().describe('Total volume for the day'),
    // Optional data blocks (presence depends on 'fields' and assetType)
    quote: QuoteBlockSchema.optional(),
    fundamental: QuotesFundamentalBlockSchema.optional(),
    extendedMarket: QuotesExtendedMarketBlockSchema.optional(),
    regularMarket: QuotesRegularMarketBlockSchema.optional(),
    reference: QuotesReferenceBlockSchema.optional(),
});
export const EquityResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.EQUITY),
    // Equity-specific fields can be added here if any are identified beyond the blocks
});
export const OptionResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.OPTION),
    // Option-specific fields from screenshot
    delta: z.number().optional().describe('Delta value'),
    gamma: z.number().optional().describe('Gamma value'),
    theta: z.number().optional().describe('Theta value'),
    vega: z.number().optional().describe('Vega value'),
    rho: z.number().optional().describe('Rho value'),
    openInterest: z.number().int().optional().describe('Open interest'),
    timeValue: z.number().optional().describe('Time value'),
    underlyingPrice: z
        .number()
        .optional()
        .describe('Price of the underlying security'),
    strikePrice: z.number().optional().describe('Option strike price'),
    contractType: z
        .enum(['CALL', 'PUT'])
        .optional()
        .describe('Option contract type (CALL or PUT)'), // Example from screenshot
    expirationDate: isoDateTimeSchema
        .optional()
        .describe('Option expiration date'),
    daysToExpiration: z.number().int().optional().describe('Days to expiration'),
    intrinsicValue: z.number().optional().describe('Intrinsic value'),
    extrinsicValue: z
        .number()
        .optional()
        .describe('Extrinsic value / Time value'),
    multiplier: z.number().optional().describe('Option contract multiplier'),
    // 'volatility' is in QuoteBlockSchema and QuotesFundamentalBlockSchema, if it means something different here, specify.
});
// --- Definitions for FutureResponse ---
// Schema for the "Quote" data block specific to Futures
export const QuoteFutureBlockSchema = z.object({
    description: z.string().optional().describe('Quote data of Future security'),
    askMICId: z.string().optional().describe('Ask MIC code'),
    askPrice: z.number().optional().describe('Current Best Ask Price'),
    askSize: z.number().int().optional().describe('Number of shares for ask'),
    askTime: z
        .number()
        .int()
        .optional()
        .describe('Last ask time in milliseconds since Epoch'),
    bidMICId: z.string().optional().describe('Bid MIC code'),
    bidPrice: z.number().optional().describe('Current Best Bid Price'),
    bidSize: z.number().int().optional().describe('Number of shares for bid'),
    bidTime: z
        .number()
        .int()
        .optional()
        .describe('Last bid time in milliseconds since Epoch'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    futurePercentChange: z.number().optional().describe('Net Percentage Change'), // As per image "futurePercentChange"
    highPrice: z.number().optional().describe("Day's high trade price"),
    lastMICId: z.string().optional().describe('Last MIC Code'),
    lastPrice: z.number().optional().describe('Price of the last trade'),
    lastSize: z
        .number()
        .int()
        .optional()
        .describe('Number of shares traded with last trade'),
    lowPrice: z.number().optional().describe("Day's low trade price"),
    mark: z.number().optional().describe('Mark price'),
    netChange: z
        .number()
        .optional()
        .describe('Current Last-Prev Close netChange'),
    openInterest: z.number().int().optional().describe('Open interest'),
    openPrice: z.number().optional().describe('Price at market open'),
    quoteTime: z
        .number()
        .int()
        .optional()
        .describe('Last quote time in milliseconds since Epoch'),
    quotedInSession: z
        .boolean()
        .optional()
        .describe('Quoted during trading session'),
    securityStatus: z.string().optional().describe('Status of security'),
    settleTime: z // Renamed from settlementPrice in FutureOption to settleTime as per Future image
        .number()
        .int()
        .optional()
        .describe('Settlement time in milliseconds since Epoch'),
    tick: z.number().optional().describe('Tick Price'),
    tickAmount: z.number().optional().describe('Tick Amount'),
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day, including pre/post market hours.'),
    tradeTime: z
        .number()
        .int()
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block specific to Futures
export const ReferenceFutureBlockSchema = z.object({
    description: z.string().optional().describe('Description of Instrument'),
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
    futureActiveSymbol: z.string().optional().describe('Active symbol'),
    futureExpirationDate: epochMillisSchema
        .optional()
        .describe('Future expiration date in milliseconds since epoch'),
    futureIsActive: z.boolean().optional().describe('Future is active'),
    futureMultiplier: z.number().optional().describe('Future multiplier'),
    futurePriceFormat: z.string().optional().describe('Price format'),
    futureSettlementPrice: z
        .number()
        .optional()
        .describe('Future Settlement Price'),
    futureTradingHours: z.string().optional().describe('Trading Hours'),
    product: z.string().optional().describe('Futures product symbol'),
});
export const FutureResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FUTURE),
    assetMainType: z.literal(QuotesAssetMainTypeEnum.Enum.FUTURE).optional(),
    quote: QuoteFutureBlockSchema.optional(),
    reference: ReferenceFutureBlockSchema.optional(),
    // These are typically not applicable to Futures in the same way as Equity
    fundamental: z.undefined().optional(),
    extendedMarket: z.undefined().optional(),
    regularMarket: z.undefined().optional(),
});
// --- Definitions for ForexResponse ---
// Schema for the "Quote" data block specific to Forex
export const QuoteForexBlockSchema = z.object({
    description: z.string().optional().describe('Quote data of Forex security'),
    '52WeekHigh': z
        .number()
        .optional()
        .describe('Highest price traded in the past 12 months, or 52 weeks'),
    '52WeekLow': z
        .number()
        .optional()
        .describe('Lowest price traded in the past 12 months, or 52 weeks'),
    askPrice: z.number().optional().describe('Current Best Ask Price'),
    askSize: z.number().int().optional().describe('Number of shares for ask'),
    bidPrice: z.number().optional().describe('Current Best Bid Price'),
    bidSize: z.number().int().optional().describe('Number of shares for bid'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    highPrice: z.number().optional().describe("Day's high trade price"),
    lastPrice: z.number().optional().describe('Last price'),
    lastSize: z
        .number()
        .int()
        .optional()
        .describe('Number of shares traded with last trade'),
    lowPrice: z.number().optional().describe("Day's low trade price"),
    mark: z.number().optional().describe('Mark price'),
    netChange: z.number().optional().describe('Current Last-Prev Close'),
    netPercentChange: z.number().optional().describe('Net Percentage Change'),
    openPrice: z.number().optional().describe('Price at market open'),
    quoteTime: z
        .number()
        .int()
        .optional()
        .describe('Last quote time in milliseconds since Epoch'),
    securityStatus: z.string().optional().describe('Status of security'),
    tick: z.number().optional().describe('Tick Price'),
    tickAmount: z.number().optional().describe('Tick Amount'),
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day, including pre/post market hours.'),
    tradeTime: z
        .number()
        .int()
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block specific to Forex
export const ReferenceForexBlockSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Description of Instrument e.g. Euro/USDollar Spot'),
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
    isTradable: z.boolean().optional().describe('Is FOREX tradable'),
    marketMaker: z.string().optional().describe('Market maker'),
    product: z
        .string()
        .optional()
        .nullable()
        .describe('Product name (can be null)'),
    tradingHours: z.string().optional().describe('Trading hours'),
});
export const ForexResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FOREX),
    assetMainType: z.literal(QuotesAssetMainTypeEnum.Enum.FOREX).optional(),
    quote: QuoteForexBlockSchema.optional(),
    reference: ReferenceForexBlockSchema.optional(),
    // These are typically not applicable to Forex
    fundamental: z.undefined().optional(),
    extendedMarket: z.undefined().optional(),
    regularMarket: z.undefined().optional(),
});
// Schema for the "Quote" data block specific to Mutual Funds
export const QuoteMutualFundBlockSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Quote data of Mutual Fund security'),
    '52WeekHigh': z
        .number()
        .optional()
        .describe('Highest price traded in the past 12 months, or 52 weeks'),
    '52WeekLow': z
        .number()
        .optional()
        .describe('Lowest price traded in the past 12 months, or 52 weeks'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    nAV: z.number().optional().describe('Net Asset Value'),
    netChange: z.number().optional().describe('Current Last-Prev Close'),
    netPercentChange: z.number().optional().describe('Net Percentage Change'),
    securityStatus: z.string().optional().describe('Status of security'), // e.g., Normal
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day, including pre/post market hours.'),
    tradeTime: z
        .number()
        .int()
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block specific to Mutual Funds
export const ReferenceMutualFundBlockSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Reference data of MutualFund security'),
    cusip: z.string().optional().describe('CUSIP of Instrument'),
    symbol: z.string().optional().describe('Symbol of Instrument'),
    securityType: z
        .string()
        .optional()
        .describe('Type of security e.g. Common Stock'),
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
});
// Updated MutualFundResponseSchema (defined AFTER its dependencies)
export const MutualFundResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.MUTUAL_FUND),
    assetSubType: MutualFundAssetSubTypeEnum.optional(),
    quote: QuoteMutualFundBlockSchema.optional(),
    fundamental: QuotesFundamentalBlockSchema.optional(),
    reference: ReferenceMutualFundBlockSchema.optional(),
    extendedMarket: z.undefined().optional(),
    regularMarket: z.undefined().optional(),
});
// (Ensure ETFResponseSchema is defined here, before Index specific blocks if it was removed)
export const ETFResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.ETF),
    assetMainType: z.literal(QuotesAssetMainTypeEnum.Enum.ETF).optional(),
    // Similar to Equity, specific assetType. Add ETF-specific fields if any are identified.
});
// --- Definitions for IndexResponse ---
// Schema for the "Quote" data block specific to Index
export const QuoteIndexBlockSchema = z.object({
    description: z.string().optional().describe('Quote data of Index security'),
    '52WeekHigh': z
        .number()
        .optional()
        .describe('Highest price traded in the past 12 months, or 52 weeks'),
    '52WeekLow': z
        .number()
        .optional()
        .describe('Lowest price traded in the past 12 months, or 52 weeks'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    highPrice: z.number().optional().describe("Day's high trade price"),
    lastPrice: z.number().optional().describe('Last price'),
    lowPrice: z.number().optional().describe("Day's low trade price"),
    netChange: z.number().optional().describe('Current Last-Prev Close'),
    netPercentChange: z.number().optional().describe('Net Percentage Change'),
    openPrice: z.number().optional().describe('Price at market open'),
    securityStatus: z.string().optional().describe('Status of security'), // e.g., Normal
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day, including pre/post market hours.'),
    tradeTime: z
        .number()
        .int()
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block specific to Index
export const ReferenceIndexBlockSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Reference data of Index security'),
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
});
// Updated IndexResponseSchema (defined AFTER its dependencies)
export const IndexResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.INDEX),
    assetMainType: z.literal(QuotesAssetMainTypeEnum.Enum.INDEX).optional(),
    quote: QuoteIndexBlockSchema.optional(),
    reference: ReferenceIndexBlockSchema.optional(),
    fundamental: z.undefined().optional(),
    extendedMarket: z.undefined().optional(),
    regularMarket: z.undefined().optional(),
});
// --- Definitions for FutureOptionResponse ---
// Schema for the "Quote" data block specific to Future Options
export const QuoteFutureOptionBlockSchema = z.object({
    description: z.string().optional().describe('Quote data of Option security'), // Screenshot says Option, assuming Future Option context
    askMICId: z.string().optional().describe('Ask MIC code'),
    askPrice: z.number().optional().describe('Current Best Ask Price'),
    askSize: z.number().int().optional().describe('Number of shares for ask'),
    bidMICId: z.string().optional().describe('Bid MIC code'),
    bidPrice: z.number().optional().describe('Current Best Bid Price'),
    bidSize: z.number().int().optional().describe('Number of shares for bid'),
    closePrice: z.number().optional().describe("Previous day's closing price"),
    highPrice: z.number().optional().describe("Day's high trade price"),
    lastMICId: z.string().optional().describe('Last MIC Code'),
    lastPrice: z.number().optional().describe('Last price'),
    lastSize: z
        .number()
        .int()
        .optional()
        .describe('Number of shares traded with last trade'),
    lowPrice: z.number().optional().describe("Day's low trade price"),
    mark: z.number().optional().describe('Mark price'),
    markChange: z.number().optional().describe('Mark Price change'),
    netChange: z
        .number()
        .optional()
        .describe('Current Last-Prev Close netChange'),
    netPercentChange: z.number().optional().describe('Net Percentage Change'),
    openInterest: z.number().int().optional().describe('Open Interest'),
    openPrice: z.number().optional().describe('Price at market open'),
    quoteTime: z
        .number()
        .int()
        .optional()
        .describe('Last quote time in milliseconds since Epoch'),
    securityStatus: z.string().optional().describe('Status of security'),
    settlementPrice: z.number().optional().describe('Settlement price'),
    tick: z.number().optional().describe('Tick Price'),
    tickAmount: z.number().optional().describe('Tick Amount'),
    totalVolume: z
        .number()
        .int()
        .optional()
        .describe('Aggregated shares traded throughout the day, including pre/post market hours.'),
    tradeTime: z
        .number()
        .int()
        .optional()
        .describe('Last trade time in milliseconds since Epoch'),
});
// Schema for the "Reference" data block specific to Future Options
export const ReferenceFutureOptionBlockSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Reference data of Future Option security'),
    contractType: z
        .enum(['P', 'C'])
        .optional()
        .describe('Indicates call or put (P, C)'),
    displayDescription: z
        .string()
        .optional()
        .describe('Description of instrument for display'), // Screenshot: 'description' field with value like 'AMZN Aug 20...'
    exchange: z.string().optional().describe('Exchange Code'),
    exchangeName: z.string().optional().describe('Exchange Name'),
    multiplier: z.number().optional().describe('Option multiplier'),
    expirationDate: epochMillisSchema
        .optional()
        .describe('Date of expiration in long (epoch ms)'), // $int64
    expirationStyle: z.string().optional().describe('Style of expiration'),
    strikePrice: z.number().optional().describe('Strike Price'),
    underlying: z.string().optional().describe('A company, index or fund name'),
});
// FutureOptionResponseSchema (defined AFTER its dependencies)
export const FutureOptionResponseSchema = BaseQuoteAssetResponseSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FUTURE_OPTION),
    assetMainType: z
        .literal(QuotesAssetMainTypeEnum.Enum.FUTURE_OPTION)
        .optional(), // Ensure FUTURE_OPTION is in QuotesAssetMainTypeEnum
    // ssid, symbol, realtime already in BaseQuoteAssetResponseSchema
    quote: QuoteFutureOptionBlockSchema.optional(),
    reference: ReferenceFutureOptionBlockSchema.optional(),
    // These are typically not applicable to FutureOptions in the same way as Equity
    fundamental: z.undefined().optional(),
    extendedMarket: z.undefined().optional(),
    regularMarket: z.undefined().optional(),
});
// --- Unified Quote Response Schema ---
// Instead of using a discriminated union, use a single flexible schema that works for all asset types
export const QuoteResponseSchema = BaseQuoteAssetResponseSchema.extend({
    // Asset-specific fields that might appear in any quote response
    // Option-specific fields
    delta: z.number().optional().describe('Delta value'),
    gamma: z.number().optional().describe('Gamma value'),
    theta: z.number().optional().describe('Theta value'),
    vega: z.number().optional().describe('Vega value'),
    rho: z.number().optional().describe('Rho value'),
    openInterest: z.number().int().optional().describe('Open interest'),
    timeValue: z.number().optional().describe('Time value'),
    underlyingPrice: z
        .number()
        .optional()
        .describe('Price of the underlying security'),
    strikePrice: z.number().optional().describe('Option strike price'),
    contractType: z
        .enum(['CALL', 'PUT'])
        .optional()
        .describe('Option contract type (CALL or PUT)'),
    expirationDate: isoDateTimeSchema
        .optional()
        .describe('Option expiration date'),
    daysToExpiration: z.number().int().optional().describe('Days to expiration'),
    intrinsicValue: z.number().optional().describe('Intrinsic value'),
    extrinsicValue: z
        .number()
        .optional()
        .describe('Extrinsic value / Time value'),
    multiplier: z.number().optional().describe('Option contract multiplier'),
    // Future-specific fields
    futurePercentChange: z.number().optional().describe('Net Percentage Change'),
    quotedInSession: z
        .boolean()
        .optional()
        .describe('Quoted during trading session'),
    tick: z.number().optional().describe('Tick Price'),
    tickAmount: z.number().optional().describe('Tick Amount'),
    // Any other fields that might appear
    nAV: z.number().optional().describe('Net Asset Value (for mutual funds)'),
});
// --- Schema for Quote Errors ---
/**
 * Schema for symbol-level errors in quotes responses
 *
 * This schema represents the error format returned for individual symbols
 * in a quotes response, even when the overall HTTP status is 200 (success).
 *
 * The quotes endpoint is unique in that it can return a successful HTTP response
 * that contains a mix of successful quotes and individual symbol errors. This
 * is different from the standard `SchwabApiError` that would be thrown for a
 * failed request.
 *
 * To easily process these symbol-level errors, use the `extractQuoteErrors`
 * utility function from the quotes module.
 *
 * @see extractQuoteErrors
 */
export const QuoteErrorSchema = z.object({
    description: z
        .string()
        .optional()
        .describe('Error description for this specific symbol'),
    invalidCusips: z
        .array(z.string())
        .optional()
        .describe('List of invalid CUSIPs from request'),
    invalidSSIDs: z
        .array(z.number().int())
        .optional()
        .describe('List of invalid SSIDs from request'),
    invalidSymbols: z
        .array(z.string())
        .optional()
        .describe('List of invalid symbols from request'),
});
// Path Parameters Schema for GET /quotes/{symbol_id}
export const GetQuoteBySymbolIdPathParams = z.object({
    symbol_id: z.string().describe('Symbol to get quote for'),
});
// Query Parameters Schema for GET /quotes/{symbol_id}
export const GetQuoteBySymbolIdQueryParams = z.object({
    fields: QuoteFieldsEnum.array()
        .optional()
        .describe('Request for subset of data by passing comma separated list of root nodes. \n' +
        'For Fundamental Data: fundamental. For Fundamental and Reference combined: fundamental,reference. \n' +
        'Accepted root nodes for equities: quote, fundamental, extended, reference, regular.'),
});
// Request Params Schema for GET /quotes/{symbol_id} (merged path + query params)
export const GetQuoteBySymbolIdParams = z.object(mergeShapes(GetQuoteBySymbolIdQueryParams.shape, GetQuoteBySymbolIdPathParams.shape));
// Response Body Schema for GET /quotes/{symbol_id}
// NOTE: The Schwab API returns the same format as the bulk quotes endpoint,
// wrapping the quote data in an object with the symbol as the key
export const GetQuoteBySymbolIdResponse = z.record(z.string(), QuoteResponseSchema);
// --- GET /quotes endpoint schemas ---
// Path Parameters Schema for GET /quotes (no path params)
export const GetQuotesPathParams = z.object({});
// Query Parameters Schema for GET /quotes
export const GetQuotesQueryParams = z.object({
    symbols: z
        .union([z.string(), z.array(z.string())])
        .transform((val) => (Array.isArray(val) ? val : [val]))
        .describe('Symbols to get quotes for. Comma separated string or array of strings.'),
    fields: QuoteFieldsEnum.array()
        .optional()
        .describe('Request for subset of data by passing comma separated list of root nodes. \n' +
        'For Fundamental Data: fundamental. For Fundamental and Reference combined: fundamental,reference. \n' +
        'Accepted root nodes for equities: quote, fundamental, extended, reference, regular.'),
    indicative: z
        .boolean()
        .optional()
        .describe('Include indicative symbol quotes for all ETF symbols in request'),
});
// Request Params Schema for GET /quotes (merged path + query params)
export const GetQuotesParams = z.object(mergeShapes(GetQuotesQueryParams.shape, GetQuotesPathParams.shape));
// Response Body Schema for GET /quotes
export const GetQuotesResponse = z.record(z.string(), QuoteResponseSchema);