@clear-street/clearstreet 0.99.0 → 0.100.0

package/src/resources/v1/instrument-data/market-data.ts

@@ -11,6 +11,10 @@ import { RequestOptions } from '../../../internal/request-options';
  */
 export class MarketData extends APIResource {
   /**
+   * **Deprecated**: use `GET /market-data/snapshot` instead, which now reports the
+   * same open/high/low/volume/open-interest fields under `session` and top-level
+   * `open_interest`.
+   *
    * Returns the most recent open, high, low, volume (OHLV) and current price for the
    * requested instruments.
    *
@@ -20,13 +24,7 @@ export class MarketData extends APIResource {
    * fail to resolve are omitted from `data` and reported in `error` instead (see the
    * 207/404 responses below).
    *
-   * @example
-   * ```ts
-   * const response =
-   *   await client.v1.instrumentData.marketData.getDailySummaries(
-   *     { instrument_ids: 'instrument_ids' },
-   *   );
-   * ```
+   * @deprecated
    */
   getDailySummaries(
     query: MarketDataGetDailySummariesParams,
@@ -137,15 +135,42 @@ export interface MarketDataSnapshot {
    */
   instrument_id: string;
 
+  /**
+   * Session-level pricing and OHLV metrics. Always present; each inner field is
+   * independently nullable.
+   */
+  session: SnapshotSession;
+
+  /**
+   * Whether the SEC Rule 201 short-sale price test is currently restricting short
+   * sales in this security, from the trading-status feed.
+   *
+   * `true` restricts non-exempt short sales at or below the national best bid.
+   * `null` means we have no answer, either because no trading status has been seen
+   * for this security yet or because Rule 201 does not cover this security type. A
+   * `null` is not a statement that short selling is unrestricted, and must not be
+   * treated as clear to short.
+   *
+   * This is the current market condition, not a statement about whether Clear Street
+   * will reject your order. It is also distinct from `is_short_prohibited` on the
+   * instrument endpoints, which is a standing property of the security rather than a
+   * live circuit breaker. When a null/undefined value is observed, it indicates that
+   * there is no available data.
+   */
+  short_sale_restricted: boolean | null;
+
   /**
    * Display symbol for the security.
    */
   symbol: string;
 
   /**
-   * Cumulative traded volume reported on the most recent trade, in shares for
-   * equities or contracts for options. Absent when no trade is available. When a
-   * null/undefined value is observed, it indicates that there is no available data.
+   * @deprecated Cumulative traded volume reported on the most recent trade, in
+   * shares for equities or contracts for options. Absent when no trade is available.
+   *
+   * Deprecated: use `session.cumulative_volume`, the same value from the same
+   * source. When a null/undefined value is observed, it indicates that there is no
+   * available data.
    */
   cumulative_volume?: number | null;
 
@@ -177,11 +202,11 @@ export interface MarketDataSnapshot {
   name?: string | null;
 
   /**
-   * Session metrics computed from previous close and last trade, if available. When
-   * a null/undefined value is observed, it indicates that there is no available
-   * data.
+   * Open interest (outstanding contracts) as of the most recent OPRA Refresh.
+   * Populated for options only; absent for equities and indices. When a
+   * null/undefined value is observed, it indicates that there is no available data.
    */
-  session?: SnapshotSession | null;
+  open_interest?: number | null;
 }
 
 export type MarketDataSnapshotList = Array<MarketDataSnapshot>;
@@ -333,26 +358,78 @@ export interface SnapshotQuote {
 }
 
 /**
- * Session-level pricing metrics for a market data snapshot.
+ * Session-level pricing and OHLV metrics for a market data snapshot. Always
+ * present on the snapshot row; every field here is independently nullable except
+ * `ohlv_applicable`.
  */
 export interface SnapshotSession {
+  /**
+   * `false` only for instrument types with no OHLV by definition (e.g. an index
+   * instrument, whose price is a computed level rather than a traded security) --
+   * `open`/`high`/`low`/`ohlv_date`/`cumulative_volume` are then always absent.
+   * `true` otherwise, even when those fields simply haven't loaded yet. Always
+   * serialized.
+   */
+  ohlv_applicable: boolean;
+
   /**
    * Absolute change from previous close to the most recent last-sale-eligible trade.
+   * Absent when either side of the computation is unavailable. When a null/undefined
+   * value is observed, it indicates that there is no available data.
    */
-  change: string;
+  change?: string | null;
 
   /**
    * Percent change from previous close to the most recent last-sale-eligible trade.
+   * Absent under the same conditions as `change`. When a null/undefined value is
+   * observed, it indicates that there is no available data.
    */
-  change_percent: string;
+  change_percent?: string | null;
+
+  /**
+   * Cumulative traded volume for the current session, in shares for equities or
+   * contracts for options. Always reflects the current session, even when
+   * `ohlv_date` trails it. Absent when `ohlv_applicable` is `false`, or when no
+   * trade is available. When a null/undefined value is observed, it indicates that
+   * there is no available data.
+   */
+  cumulative_volume?: number | null;
+
+  /**
+   * Session high. When a null/undefined value is observed, it indicates that there
+   * is no available data.
+   */
+  high?: string | null;
+
+  /**
+   * Session low. When a null/undefined value is observed, it indicates that there is
+   * no available data.
+   */
+  low?: string | null;
+
+  /**
+   * Session date the open/high/low values represent, US/Eastern. May trail the
+   * current session until the upstream feed rolls. When a null/undefined value is
+   * observed, it indicates that there is no available data.
+   */
+  ohlv_date?: string | null;
+
+  /**
+   * Session opening price, from the day's OHLC bar. Absent when `ohlv_applicable` is
+   * `false`, or when the bar has not loaded yet. When a null/undefined value is
+   * observed, it indicates that there is no available data.
+   */
+  open?: string | null;
 
   /**
    * Previous session close price. Corporate-action-adjusted (stock dividends, cash
    * dividends, and forward/reverse splits) when an adjustment exists for the close
    * date; the raw close otherwise. An adjustment can carry the price beyond 2
-   * decimal places.
+   * decimal places. Absent when no previous close is on record (e.g. an instrument's
+   * first session). When a null/undefined value is observed, it indicates that there
+   * is no available data.
    */
-  previous_close: string;
+  previous_close?: string | null;
 
   /**
    * Unadjusted (raw) previous session close. Present only when a corporate-action
@@ -381,7 +458,8 @@ export interface MarketDataGetDailySummariesParams {
 export interface MarketDataGetSnapshotsParams {
   /**
    * Comma-separated instrument IDs (UUID) or symbols (equity tickers or OSI option
-   * symbols).
+   * symbols). Required; accepts 1 to 100 IDs. Duplicate resolved ids collapse to a
+   * single row.
    */
   instrument_ids?: Array<OrdersAPI.InstrumentIDOrSymbol>;
 }

package/src/resources/v1/instruments.ts

@@ -148,7 +148,9 @@ export interface Instrument {
   is_ptp: boolean;
 
   /**
-   * Indicates if short selling is prohibited for the instrument
+   * Indicates if short selling is prohibited for the instrument. This is a standing
+   * property of the security. For the live Rule 201 circuit breaker, see
+   * `short_sale_restricted` on the market-data snapshot.
    */
   is_short_prohibited: boolean;
 
@@ -239,6 +241,13 @@ export interface Instrument {
    * null/undefined value is observed, it indicates that there is no available data.
    */
   short_margin_rate?: string | null;
+
+  /**
+   * Price bands this instrument quotes on, ascending. Absent when we have no
+   * schedule for it, which includes an option whose penny-program status our
+   * reference data never supplied.
+   */
+  tick_rules?: Array<TickRule>;
 }
 
 export interface InstrumentCore {
@@ -284,7 +293,9 @@ export interface InstrumentCore {
   is_ptp: boolean;
 
   /**
-   * Indicates if short selling is prohibited for the instrument
+   * Indicates if short selling is prohibited for the instrument. This is a standing
+   * property of the security. For the live Rule 201 circuit breaker, see
+   * `short_sale_restricted` on the market-data snapshot.
    */
   is_short_prohibited: boolean;
 
@@ -357,6 +368,13 @@ export interface InstrumentCore {
    * null/undefined value is observed, it indicates that there is no available data.
    */
   short_margin_rate?: string | null;
+
+  /**
+   * Price bands this instrument quotes on, ascending. Absent when we have no
+   * schedule for it, which includes an option whose penny-program status our
+   * reference data never supplied.
+   */
+  tick_rules?: Array<TickRule>;
 }
 
 export type InstrumentCoreList = Array<InstrumentCore>;
@@ -479,6 +497,12 @@ export interface OptionsContract {
    */
   open_interest?: number | null;
 
+  /**
+   * Price bands this contract quotes on, ascending. Absent when our reference data
+   * never supplied the contract's penny-program status.
+   */
+  tick_rules?: Array<TickRule>;
+
   /**
    * Instrument ID of the underlying instrument, when available When a null/undefined
    * value is observed, it indicates that there is no available data.
@@ -488,6 +512,30 @@ export interface OptionsContract {
 
 export type OptionsContractList = Array<OptionsContract>;
 
+/**
+ * One band of an instrument's tick schedule. A price in the band is valid only if
+ * it is a whole multiple of `tick_size`. Bands describe the instrument itself: on
+ * an equity they say nothing about that equity's option chain.
+ */
+export interface TickRule {
+  /**
+   * Lowest price in the band, inclusive.
+   */
+  start_price: string;
+
+  /**
+   * Minimum price increment within the band.
+   */
+  tick_size: string;
+
+  /**
+   * Upper bound of the band, exclusive. Absent on the last band, which runs to
+   * infinity. When a null/undefined value is observed, it indicates it does not
+   * apply.
+   */
+  end_price?: string | null;
+}
+
 export interface InstrumentGetInstrumentByIDResponse extends Shared.BaseResponse {
   /**
    * Represents a tradable financial instrument.
@@ -675,6 +723,7 @@ export declare namespace Instruments {
     type OptionExpiryDate as OptionExpiryDate,
     type OptionsContract as OptionsContract,
     type OptionsContractList as OptionsContractList,
+    type TickRule as TickRule,
     type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse,
     type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse,
     type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse,

package/src/resources/v1/omni-ai/omni-ai.ts

@@ -454,7 +454,7 @@ export interface PrefillNewOrderAction {
 }
 
 /**
- * Request to submit a new order (PlaceOrderRequest from spec)
+ * Request to submit a new order
  */
 export interface PrefillNewOrderRequest {
   /**

package/src/resources/v1/orders.ts

@@ -213,6 +213,12 @@ export interface Execution {
    */
   underlying_instrument_id?: string | null;
 
+  /**
+   * Type of the underlying instrument, alongside `underlying_instrument_id`. When a
+   * null/undefined value is observed, it indicates it does not apply.
+   */
+  underlying_instrument_type?: V1API.SecurityType | null;
+
   /**
    * Venue where this fill occurred, as reported by that venue. Distinct from an
    * order's `venue`, which is the routing destination. Codes are not normalized, so
@@ -231,7 +237,7 @@ export type ExecutionList = Array<Execution>;
 export type InstrumentIDOrSymbol = string;
 
 /**
- * Request to submit a new order (PlaceOrderRequest from spec)
+ * Request to submit a new order
  */
 export interface NewOrderRequest {
   /**
@@ -492,14 +498,18 @@ export interface Order {
   trailing_stop_px?: string | null;
 
   /**
-   * Trailing watermark price for trailing orders When a null/undefined value is
-   * observed, it indicates it does not apply.
+   * Trailing watermark price for trailing orders. Strategy-computed, so it is absent
+   * on the order-submission acknowledgement and only appears once fetched via the
+   * order fetch or list endpoints. When a null/undefined value is observed, it
+   * indicates it does not apply.
    */
   trailing_watermark_px?: string | null;
 
   /**
-   * Trailing watermark timestamp for trailing orders When a null/undefined value is
-   * observed, it indicates it does not apply.
+   * Trailing watermark timestamp for trailing orders. Strategy-computed, so it is
+   * absent on the order-submission acknowledgement and only appears once fetched via
+   * the order fetch or list endpoints. When a null/undefined value is observed, it
+   * indicates it does not apply.
    */
   trailing_watermark_ts?: string | null;
 
@@ -511,6 +521,12 @@ export interface Order {
    * apply.
    */
   underlying_instrument_id?: string | null;
+
+  /**
+   * Type of the underlying instrument, alongside `underlying_instrument_id`. When a
+   * null/undefined value is observed, it indicates it does not apply.
+   */
+  underlying_instrument_type?: V1API.SecurityType | null;
 }
 
 export type OrderList = Array<Order>;
@@ -603,8 +619,7 @@ export type RequestOrderType =
   | 'TRAILING_STOP_LIMIT';
 
 /**
- * Position effect for a multileg strategy leg: client-attested open/close intent.
- * Required on every leg of a multileg order submission.
+ * Client-attested open/close intent for an order.
  */
 export type RequestPositionEffect = 'OPEN' | 'CLOSE';
 

package/src/resources/v1/positions.ts

@@ -270,6 +270,12 @@ export interface Position {
    */
   underlying_instrument_id?: string | null;
 
+  /**
+   * Type of the underlying instrument, alongside `underlying_instrument_id` When a
+   * null/undefined value is observed, it indicates it does not apply.
+   */
+  underlying_instrument_type?: V1API.SecurityType | null;
+
   /**
    * The total unrealized profit or loss for this position based on current market
    * value When a null/undefined value is observed, it indicates that there is no
@@ -343,6 +349,16 @@ export interface PositionInstruction {
    */
   created_at?: string | null;
 
+  /**
+   * Machine-readable counterpart to `rejection_reason`: a stable reason code plus
+   * params, present on every rejected row that has a `rejection_reason` — on submit,
+   * cancel, get, and list alike. Branch on `rejection.reason` instead of parsing
+   * `rejection_reason`. Forward-only: instructions rejected before this field
+   * shipped may carry only `rejection_reason`. When a null/undefined value is
+   * observed, it indicates it does not apply.
+   */
+  rejection?: PositionInstructionRejection | null;
+
   /**
    * Human-readable explanation populated on any non-success terminal status —
    * `REJECTED` or `CANCEL_FAILED`. On a `207 Multi-Status` batch submit the
@@ -366,6 +382,44 @@ export interface PositionInstruction {
 
 export type PositionInstructionList = Array<PositionInstruction>;
 
+/**
+ * Machine-readable detail for a rejected position instruction.
+ *
+ * Present on every rejected row that carries a `rejection_reason`, across the full
+ * lifecycle — submit, cancel, get, and list. Branch on `reason` for programmatic
+ * handling and template your own copy from `metadata`; `rejection_reason` remains
+ * the human-readable fallback. Forward-only: instructions rejected before this
+ * field shipped may carry only `rejection_reason`.
+ */
+export interface PositionInstructionRejection {
+  /**
+   * Namespacing domain of the `reason` code — `com.clearstreet.oems.exercise` for
+   * reasons OEMS validates, `com.clearstreet.oems.clearing` for clearing-owned
+   * reasons.
+   */
+  domain: string;
+
+  /**
+   * Reason-specific parameters as a string→string map. Which keys are present
+   * depends on `reason`:
+   *
+   * - `INSUFFICIENT_POSITION` → `available`, `requested`
+   * - `DNE_NOT_ON_EXPIRY` / `CEA_NOT_ON_EXPIRY` → `expiry`, `business_date`
+   * - `EXERCISE_PAST_CUTOFF` → `cutoff_time`
+   * - `DUPLICATE_INSTRUCTION` → `existing_id`
+   *
+   * Empty for reasons that carry no parameters. New keys may be added over time, so
+   * treat unknown keys leniently.
+   */
+  metadata: { [key: string]: string };
+
+  /**
+   * Stable, machine-readable reason code, e.g. `DNE_NOT_ON_EXPIRY`,
+   * `INSUFFICIENT_POSITION`, `OPTIONS_LEVEL_EXCEEDED`, `EXERCISE_PAST_CUTOFF`.
+   */
+  reason: string;
+}
+
 /**
  * Lifecycle status of a position instruction.
  *
@@ -550,6 +604,7 @@ export declare namespace Positions {
     type Position as Position,
     type PositionInstruction as PositionInstruction,
     type PositionInstructionList as PositionInstructionList,
+    type PositionInstructionRejection as PositionInstructionRejection,
     type PositionInstructionStatus as PositionInstructionStatus,
     type PositionInstructionType as PositionInstructionType,
     type PositionList as PositionList,

package/src/resources/v1/screener.ts

@@ -158,8 +158,8 @@ export class Screener extends APIResource {
    * `instrument_id` column is always prepended. Metadata carries `total_items`,
    * `total_pages`, and `next_page_token` for paging.
    *
-   * Due to the volatility of screener responses we recommend reconciling page
-   * results since results can shuffle between calls.
+   * Screener results can shuffle between calls; reconcile by re-checking rows across
+   * pages rather than assuming stable ordering.
    *
    * @example
    * ```ts
@@ -516,7 +516,7 @@ export interface ModifierDef {
   args: Array<ModifierArg>;
 
   /**
-   * `"ADD"` or `"SUBTRACT"`.
+   * The modifier operation name: one of `"ADD"` or `"SUBTRACT"`.
    */
   name: string;
 }

package/src/resources/v1/v1.ts

@@ -71,6 +71,7 @@ import {
   OptionExpiryDate,
   OptionsContract,
   OptionsContractList,
+  TickRule,
 } from './instruments';
 import * as OmniFeedAPI from './omni-feed';
 import {
@@ -133,6 +134,7 @@ import {
   PositionGetPositionsResponse,
   PositionInstruction,
   PositionInstructionList,
+  PositionInstructionRejection,
   PositionInstructionStatus,
   PositionInstructionType,
   PositionList,
@@ -311,7 +313,7 @@ export class V1 extends APIResource {
 export type SecurityType = 'COMMON_STOCK' | 'INDEX' | 'OPTION' | 'CASH';
 
 /**
- * Sort direction sorted results
+ * Sort direction for sorted results
  */
 export type SortDirection = 'ASC' | 'DESC';
 
@@ -436,6 +438,7 @@ export declare namespace V1 {
     type OptionExpiryDate as OptionExpiryDate,
     type OptionsContract as OptionsContract,
     type OptionsContractList as OptionsContractList,
+    type TickRule as TickRule,
     type InstrumentGetInstrumentByIDResponse as InstrumentGetInstrumentByIDResponse,
     type InstrumentGetInstrumentsResponse as InstrumentGetInstrumentsResponse,
     type InstrumentGetOptionContractsResponse as InstrumentGetOptionContractsResponse,
@@ -528,6 +531,7 @@ export declare namespace V1 {
     type Position as Position,
     type PositionInstruction as PositionInstruction,
     type PositionInstructionList as PositionInstructionList,
+    type PositionInstructionRejection as PositionInstructionRejection,
     type PositionInstructionStatus as PositionInstructionStatus,
     type PositionInstructionType as PositionInstructionType,
     type PositionList as PositionList,

package/src/resources/v1/watchlist.ts

@@ -136,12 +136,12 @@ export interface AddWatchlistItemData {
  */
 export interface WatchlistDetail {
   /**
-   * Watchlist ID
+   * The unique identifier for the watchlist.
    */
   id: string;
 
   /**
-   * Creation timestamp
+   * The timestamp when the watchlist was created.
    */
   created_at: string;
 
@@ -151,7 +151,7 @@ export interface WatchlistDetail {
   items: Array<WatchlistItemEntry>;
 
   /**
-   * Watchlist name
+   * The user-provided watchlist name.
    */
   name: string;
 }

package/src/version.ts

@@ -1 +1 @@
-export const VERSION = '0.99.0'; // x-release-please-version
+export const VERSION = '0.100.0'; // x-release-please-version

package/version.d.mts

@@ -1,2 +1,2 @@
-export declare const VERSION = "0.99.0";
+export declare const VERSION = "0.100.0";
 //# sourceMappingURL=version.d.mts.map

package/version.d.mts.map

@@ -1 +1 @@
-{"version":3,"file":"version.d.mts","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,OAAO,WAAW,CAAC"}
+{"version":3,"file":"version.d.mts","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,OAAO,YAAY,CAAC"}

package/version.d.ts

@@ -1,2 +1,2 @@
-export declare const VERSION = "0.99.0";
+export declare const VERSION = "0.100.0";
 //# sourceMappingURL=version.d.ts.map

package/version.d.ts.map

@@ -1 +1 @@
-{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,OAAO,WAAW,CAAC"}
+{"version":3,"file":"version.d.ts","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,eAAO,MAAM,OAAO,YAAY,CAAC"}

package/version.js

@@ -1,5 +1,5 @@
 "use strict";
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.VERSION = void 0;
-exports.VERSION = '0.99.0'; // x-release-please-version
+exports.VERSION = '0.100.0'; // x-release-please-version
 //# sourceMappingURL=version.js.map

package/version.js.map

@@ -1 +1 @@
-{"version":3,"file":"version.js","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":";;;AAAa,QAAA,OAAO,GAAG,QAAQ,CAAC,CAAC,2BAA2B"}
+{"version":3,"file":"version.js","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":";;;AAAa,QAAA,OAAO,GAAG,SAAS,CAAC,CAAC,2BAA2B"}

package/version.mjs

@@ -1,2 +1,2 @@
-export const VERSION = '0.99.0'; // x-release-please-version
+export const VERSION = '0.100.0'; // x-release-please-version
 //# sourceMappingURL=version.mjs.map

package/version.mjs.map

@@ -1 +1 @@
-{"version":3,"file":"version.mjs","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,OAAO,GAAG,QAAQ,CAAC,CAAC,2BAA2B"}
+{"version":3,"file":"version.mjs","sourceRoot":"","sources":["src/version.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,OAAO,GAAG,SAAS,CAAC,CAAC,2BAA2B"}