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

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

import { z } from 'zod';
import { BaseInstrumentSchema } from '../../schemas/base-instrument.schema.js';
import { mergeShapes } from '../../utils/schema-utils.js';
// Enum for projection parameter
export const InstrumentProjectionEnum = z.enum([
    'symbol-search',
    'symbol-regex',
    'desc-search',
    'desc-regex',
    'search',
    'fundamental',
]);
// Enum for AssetType specifically used in market-data/instruments
export const InstrumentAssetTypeEnum = z.enum([
    'BOND',
    'EQUITY',
    'ETF',
    'EXTENDED',
    'FOREX',
    'FUTURE',
    'FUTURE_OPTION',
    'FUNDAMENTAL',
    'INDEX',
    'INDICATOR',
    'MUTUAL_FUND',
    'OPTION',
    'UNKNOWN',
]);
// Market-data specific InstrumentInfo Schema that extends the base schema
const InstrumentInfoSchema = BaseInstrumentSchema.pick({
    symbol: true,
    description: true,
    cusip: true,
    exchange: true,
}).extend({
    assetType: InstrumentAssetTypeEnum,
});
// Schema for Fundamental Data
const FundamentalDataSchema = z.object({
    symbol: z.string(),
    high52: z.number().optional(),
    low52: z.number().optional(),
    dividendAmount: z.number().optional(),
    dividendYield: z.number().optional(),
    dividendDate: z.string().optional(),
    peRatio: z.number().optional(),
    pegRatio: z.number().optional(),
    pbRatio: z.number().optional(),
    pcRatio: z.number().optional(),
    prRatio: z.number().optional(),
    marketCap: z.number().optional(),
    mark: z.number().optional(),
    netChange: z.number().optional(),
    volatility: z.number().optional(),
    beta: z.number().optional(),
    bidPrice: z.number().optional(),
    askPrice: z.number().optional(),
    lastPrice: z.number().optional(),
    openPrice: z.number().optional(),
    closePrice: z.number().optional(),
    netPercentChangeInDouble: z.number().optional(),
    netChangeInDouble: z.number().optional(),
    bidSize: z.number().int().optional(),
    askSize: z.number().int().optional(),
    highPrice: z.number().optional(),
    lowPrice: z.number().optional(),
    lastSize: z.number().int().optional(),
    quoteTimeInLong: z.number().int().optional(),
    tradeTimeInLong: z.number().int().optional(),
    lastTradeTime: z.string().datetime({ offset: true }).optional(),
    grossMarginTTM: z.number().optional(),
    grossMarginMRQ: z.number().optional(),
    netProfitMarginTTM: z.number().optional(),
    netProfitMarginMRQ: z.number().optional(),
    operatingMarginTTM: z.number().optional(),
    operatingMarginMRQ: z.number().optional(),
    revenuePerShareTTM: z.number().optional(),
    revenueTTM: z.number().optional(),
    roa: z.number().optional(),
    roe: z.number().optional(),
    roi: z.number().optional(),
    epsTTM: z.number().optional(),
    epsChangePercentTTM: z.number().optional(),
    epsChangeYear: z.number().optional(),
    epsChangePercentYear: z.number().optional(),
    revChangeYear: z.number().optional(),
    revChangeTTM: z.number().optional(),
    revChangeIn: z.number().optional(),
    sharesOutstanding: z.number().optional(),
    marketCapFloat: z.number().optional(),
    bookValuePerShare: z.number().optional(),
    shortIntToFloat: z.number().optional(),
    shortIntDayToCover: z.number().optional(),
    dividendPayAmount: z.number().optional(),
    dividendGrowthRate3Year: z.number().optional(),
    dividendPayDate: z.string().optional(),
    betaText: z.string().optional(),
    avg10DaysVolume: z.number().int().optional(),
    avg1DayVolume: z.number().int().optional(),
    avg3MonthVolume: z.number().int().optional(),
    avg1YearVolume: z.number().int().optional(),
    vol1DayAvg: z.number().int().optional(),
    vol10DayAvg: z.number().int().optional(),
    vol3MonthAvg: z.number().int().optional(),
    week52HighDate: z.string().optional(),
    week52LowDate: z.string().optional(),
    divYield: z.number().optional(),
    divAmount: z.number().optional(),
    divFreq: z.number().int().optional(),
    divExDate: z.string().optional(),
    corpActionDate: z.string().optional(),
    lastTradingDay: z.string().optional(),
    nextEarningDate: z.string().optional(),
    nextDividendPayDate: z.string().optional(),
    nextDividendDate: z.string().optional(),
    lastDividendDate: z.string().optional(),
    fundStrategy: z.string().optional(),
    fundFamily: z.string().optional(),
    fundLeverage: z.string().optional(),
    fundType: z.string().optional(),
});
// Specific Instrument Types
const FundamentalInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FUNDAMENTAL),
    fundamental: FundamentalDataSchema,
});
const BondInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.BOND),
    bondFactor: z.string().optional(),
    bondMultiplier: z.string().optional(),
    bondPrice: z.number().optional(),
});
const EquityInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.EQUITY),
});
const ETFInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.ETF),
});
const ForexInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FOREX),
});
const FutureInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FUTURE),
});
const FutureOptionInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.FUTURE_OPTION),
});
const IndexInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.INDEX),
});
const IndicatorInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.INDICATOR),
});
const MutualFundInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.MUTUAL_FUND),
});
const OptionInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.OPTION),
});
const UnknownInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.UNKNOWN),
});
const ExtendedInstrumentSchema = InstrumentInfoSchema.extend({
    assetType: z.literal(InstrumentAssetTypeEnum.Enum.EXTENDED),
});
// Discriminated Union for any Instrument type
const InstrumentSchema = z.discriminatedUnion('assetType', [
    FundamentalInstrumentSchema,
    BondInstrumentSchema,
    EquityInstrumentSchema,
    ETFInstrumentSchema,
    ForexInstrumentSchema,
    FutureInstrumentSchema,
    FutureOptionInstrumentSchema,
    IndexInstrumentSchema,
    IndicatorInstrumentSchema,
    MutualFundInstrumentSchema,
    OptionInstrumentSchema,
    UnknownInstrumentSchema,
    ExtendedInstrumentSchema,
]);
// Path Parameters Schema for GET /instruments (no path params)
export const GetInstrumentsPathParams = z.object({});
// Query Parameters Schema for GET /instruments
export const GetInstrumentsQueryParams = z.object({
    symbol: z.string().describe('Symbol of a security'),
    projection: InstrumentProjectionEnum.describe(`Search by: ${InstrumentProjectionEnum.options.join(', ')}`),
});
// Request Params Schema for GET /instruments (merged path + query params)
export const GetInstrumentsParams = z.object(mergeShapes(GetInstrumentsQueryParams.shape, GetInstrumentsPathParams.shape));
// Response Schema for /instruments
export const GetInstrumentsResponse = z.object({
    instruments: z.array(InstrumentSchema),
});
// Path Parameters Schema for GET /instruments/{cusip_id}
export const GetInstrumentByCusipPathParams = z.object({
    cusip_id: z.string().describe('CUSIP of a security'),
});
// Query Parameters Schema for GET /instruments/{cusip_id} (no query params)
export const GetInstrumentByCusipQueryParams = z.object({});
// Request Params Schema for GET /instruments/{cusip_id} (merged path + query params)
export const GetInstrumentByCusipParams = z.object(mergeShapes(GetInstrumentByCusipQueryParams.shape, GetInstrumentByCusipPathParams.shape));
// Response Body Schema for /instruments/{cusip_id}
export const GetInstrumentByCusipResponse = GetInstrumentsResponse;