@clear-street/studio-sdk 0.1.0-alpha.4

package/src/resources/entities/entities.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import { APIResource } from "../../resource";
+import * as Core from "../../core";
+import * as EntitiesAPI from "./entities";
+import * as PnlSummariesAPI from "./pnl-summaries";
+import * as PortfolioMarginsAPI from "./portfolio-margins";
+import * as RegtMarginSimulationsAPI from "./regt-margin-simulations";
+import * as RegtMarginsAPI from "./regt-margins";
+
+export class Entities extends APIResource {
+  pnlSummaries: PnlSummariesAPI.PnlSummaries = new PnlSummariesAPI.PnlSummaries(this._client);
+  regtMargins: RegtMarginsAPI.RegtMargins = new RegtMarginsAPI.RegtMargins(this._client);
+  portfolioMargins: PortfolioMarginsAPI.PortfolioMargins = new PortfolioMarginsAPI.PortfolioMargins(
+    this._client,
+  );
+  regtMarginSimulations: RegtMarginSimulationsAPI.RegtMarginSimulations =
+    new RegtMarginSimulationsAPI.RegtMarginSimulations(this._client);
+
+  /**
+   * Get an entity by its ID.
+   */
+  retrieve(entityId: string, options?: Core.RequestOptions): Core.APIPromise<Entity> {
+    return this._client.get(`/entities/${entityId}`, options);
+  }
+
+  /**
+   * List all available entities.
+   */
+  list(options?: Core.RequestOptions): Core.APIPromise<EntityListResponse> {
+    return this._client.get('/entities', options);
+  }
+}
+
+export interface Entity {
+  client_code: string;
+
+  /**
+   * Entity ID for the legal entity.
+   */
+  entity_id: string;
+
+  legal_name?: string;
+}
+
+export interface PnlSummary {
+  /**
+   * Profit and loss from intraday trading activities.
+   */
+  day_pnl: number;
+
+  /**
+   * Entity ID for the legal entity.
+   */
+  entity_id: string;
+
+  /**
+   * Net value of instruments held in the portfolio.
+   */
+  equity: number;
+
+  /**
+   * Absolute market value of long and short market values.
+   */
+  gross_market_value: number;
+
+  /**
+   * Market value of securities positioned long.
+   */
+  long_market_value: number;
+
+  /**
+   * Market value net of long and short market values.
+   */
+  net_market_value: number;
+
+  /**
+   * `total_pnl + total_fees`
+   */
+  net_pnl: number;
+
+  /**
+   * Profit and loss from previous trading date.
+   */
+  overnight_pnl: number;
+
+  /**
+   * Profit and loss realized from position closing trading activity
+   */
+  realized_pnl: number;
+
+  /**
+   * Market value of securities positioned short.
+   */
+  short_market_value: number;
+
+  /**
+   * Net value of instruments held in the portfolio at the start of a trading day.
+   */
+  sod_equity: number;
+
+  /**
+   * Absolute market value at the start of a trading day.
+   */
+  sod_gross_market_value: number;
+
+  /**
+   * Market value of securities positioned long at the start of a trading day.
+   */
+  sod_long_market_value: number;
+
+  /**
+   * Market value of securities positioned short at the start of a trading day.
+   */
+  sod_short_market_value: number;
+
+  /**
+   * Milliseconds since epoch.
+   */
+  timestamp: number;
+
+  /**
+   * Total fees incurred from trading activities.
+   */
+  total_fees: number;
+
+  /**
+   * `realized_pnl + unrealized_pnl`
+   */
+  total_pnl: number;
+
+  /**
+   * Profit and loss from market changes.
+   */
+  unrealized_pnl: number;
+}
+
+export interface PortfolioMargin {
+  /**
+   * Sum of add-on margin requirements. Formula:
+   * `liquidity_add_on + concentration_add_on + discretionary_requirement`
+   */
+  add_on_requirement?: number;
+
+  /**
+   * The percentage add-on margin requirements in terms of total house requirement.
+   * Formula: `add_on_requirement / house_requirement`
+   */
+  add_on_requirement_percent?: number;
+
+  /**
+   * A component margin requirement that captures risk based on gross exposure to
+   * total equity.
+   */
+  concentration_add_on?: number;
+
+  /**
+   * The percentage concentration add-on margin requirements in terms of total house
+   * requirement. Formula: `concentration_add_on / house_requirement`
+   */
+  concentration_add_on_percent?: number;
+
+  /**
+   * A component margin requirement that captures miscellaneous risk factors.
+   */
+  discretionary_requirement?: number;
+
+  /**
+   * The percentage discretionary margin requirements in terms of total house
+   * requirement Formula: `discretionary_requirement / house_requirement`
+   */
+  discretionary_requirement_percent?: number;
+
+  /**
+   * The maring amount by taking the difference between total equity and the
+   * effective requirement. A negative number reflects an effective margin deficit.
+   */
+  effecive_excess?: number;
+
+  /**
+   * The enforced margin requirement in effect.
+   */
+  effective_requirement?: number;
+
+  /**
+   * Portfolio margin groups
+   */
+  groups?: Array<PortfolioMargin.Group>;
+
+  /**
+   * The margin amount by taking the difference between total equity and the house
+   * requirement. A negative number reflects a house margin deficit.
+   */
+  house_excess?: number;
+
+  /**
+   * Margin requirements based on Clear Street's house margin methodology.
+   */
+  house_requirement?: number;
+
+  /**
+   * A component margin requirement that captures risk based on liquidity, Market
+   * Cap, and Average Daily Volume factors.
+   */
+  liquidity_add_on?: number;
+
+  /**
+   * The percentage liquidity add-on margin requirements in terms of total house
+   * requirement. Formula: `liquidity_add_on / house_requirement`
+   */
+  liquidity_add_on_percent?: number;
+
+  /**
+   * Sum of market values across all positions.
+   */
+  net_market_value?: number;
+
+  /**
+   * A component margin requirement that captures risk for security instruments that
+   * are not margin eligible.
+   */
+  non_marginable_requirement?: number;
+
+  /**
+   * The percentage non-marginable requirement in terms of total house requirement
+   * Formula: `non_marginable_requirement / house_requirement`
+   */
+  non_marginable_requirement_percent?: number;
+
+  /**
+   * A component margin requirement that captures base-case risk under house margin
+   * methodology.
+   */
+  risk_based_requirement?: number;
+
+  /**
+   * The percentage risk_base margin requirement in terms of total house requirement
+   * Formula: `risk_based_requirement / house_requirement`
+   */
+  risk_based_requirement_percent?: number;
+
+  /**
+   * Timestamp of when this margin was calculated.
+   */
+  timestamp?: number;
+
+  /**
+   * A component margin requirement that captures risk based on vega.
+   */
+  vega_requirement?: number;
+
+  /**
+   * Unique identifier for this margin calculation.
+   */
+  version?: string;
+}
+
+export namespace PortfolioMargin {
+  export interface Group {
+    /**
+     * The enforced margin requirement in effect for the group.
+     */
+    effective_requirement: number;
+
+    /**
+     * The percentage effective margin requirement in terms of the group market value.
+     * Formula: `(effective_requirement / net_market_value)`
+     */
+    margin_percent: number;
+
+    /**
+     * The percentage effective margin requirement in terms of the total effective
+     * requirement. Formula: `(effective_requirement / sum(effective_requirement))`
+     */
+    margin_percent_contribution: number;
+
+    /**
+     * The aggregated market value of all instruments for the group.
+     */
+    market_value: number;
+
+    /**
+     * The percentage market value of the group in terms of the total net_market_value
+     * of all positions. Formula: `(market_value / net_market_value)`
+     */
+    market_value_percent: number;
+
+    /**
+     * A list of securities that comprise this group.
+     */
+    members: Array<Group.Member>;
+
+    /**
+     * Unique name of the group, typically the symbol of the underlier.
+     */
+    name: string;
+
+    /**
+     * A component margin requirement that captures risk for the group based on gross
+     * exposure to total equity
+     */
+    concentration_requirement?: number;
+
+    /**
+     * A component margin requirement that captures miscellaneous risk factors for the
+     * group.
+     */
+    discretionary_requirement?: number;
+
+    /**
+     * A component margin requirement that captures risk for the group based on
+     * liquidity, Market Cap, and Average Daily Volume factors.
+     */
+    liquidity_requirement?: number;
+
+    /**
+     * A component margin requirement that captures risk for the group that are not
+     * margin eligible.
+     */
+    non_marginable_requirement?: number;
+
+    /**
+     * Margin requirements based on OCC TIMS regulatory margin methodology
+     */
+    regulatory_requirement?: number;
+
+    /**
+     * A component margin requirement that captures base-case risk for the group under
+     * house margin methodology
+     */
+    risk_based_requirement?: number;
+
+    /**
+     * Maps shock scenarios to their resulting pnl.
+     */
+    shocks?: Record<string, number>;
+
+    /**
+     * Margin requirements based on value-at-risk over any 5-day period in a 2 year
+     * historic lookback
+     */
+    var_requirement?: number;
+  }
+
+  export namespace Group {
+    export interface Member {
+      /**
+       * The asset class of the symbol.
+       */
+      asset_class?: 'other' | 'equity' | 'option' | 'debt';
+
+      /**
+       * Market value of the instrument.
+       */
+      market_value?: number;
+
+      /**
+       * The percentage market value of the instrument in terms of the total
+       * `net_market_value` of all positions held. Formula:
+       * `market_value / net_market_value`
+       */
+      market_value_percent?: number;
+
+      /**
+       * The quantity held for this instrument.
+       */
+      quantity?: string;
+
+      /**
+       * Maps shock scenarios to their resulting pnl.
+       */
+      shocks?: Record<string, number>;
+
+      /**
+       * The symbol for the instrument.
+       */
+      symbol?: string;
+    }
+  }
+}
+
+export interface RegtMargin {
+  /**
+   * The remaining amount of start_of_day_buying_power that captures any day-trading
+   * activity.
+   */
+  day_trade_buying_power: number;
+
+  /**
+   * The enforced margin requirement in effect.
+   */
+  effective_requirement: number;
+
+  /**
+   * Margin requirements based on regulatory rules.
+   */
+  exchange_requirement: number;
+
+  /**
+   * Reg-T margin groups
+   */
+  groups: Array<RegtMargin.Group>;
+
+  /**
+   * The margin amount by taking the difference between total equity and the house
+   * requirement. A negative number reflects a house margin deficit.
+   */
+  house_excess: number;
+
+  /**
+   * Margin requirements based on Clear Street's house margin methodology.
+   */
+  house_requirement: number;
+
+  /**
+   * Market value net of long and short market values.
+   */
+  net_market_value: number;
+
+  /**
+   * The limit, or "up-to" amount, of securities value that can be purchased and held
+   * overnight.
+   */
+  overnight_buying_power: number;
+
+  /**
+   * Special Memorandum Account (SMA). The regulatory line of credit amount for
+   * margin trading based on market value, trading activity, and available cash.
+   */
+  sma: number;
+
+  /**
+   * The limit, or "up-to" amount, of securities value that can be day-traded for a
+   * given trading day.
+   */
+  sod_buying_power: number;
+
+  /**
+   * Timestamp of when this margin was calculated.
+   */
+  timestamp: number;
+
+  /**
+   * Unique identifier for this margin calculation.
+   */
+  version: string;
+
+  /**
+   * The maring amount by taking the difference between total equity and the
+   * effective requirement. A negative number reflects an effective margin deficit.
+   */
+  effective_excess?: number;
+
+  /**
+   * The margin amount by taking the difference between total equity and the exchange
+   * requirement. A negative number reflects an regulatory margin deficit.
+   */
+  exchange_excess?: number;
+}
+
+export namespace RegtMargin {
+  export interface Group {
+    /**
+     * The enforced margin requirement in effect for the symbol group.
+     */
+    effective_requirement: number;
+
+    /**
+     * Margin requirements based on regulatory rules for the symbol group.
+     */
+    exchange_requirement: number;
+
+    /**
+     * Margin requirements based on Clear Street's house margin methodology for the
+     * symbol group.
+     */
+    house_requirement: number;
+
+    /**
+     * The percentage effective margin requirement in terms of the symbol group market
+     * value. Formula: `(effective_requirement / net_market_value)`
+     */
+    margin_percent: number;
+
+    /**
+     * The percentage effective margin requirement in terms of the total effective
+     * requirement. Formula: `(effective_requirement / sum(effective_requirement))`
+     */
+    margin_percent_contribution: number;
+
+    /**
+     * The aggregated market value of all instruments for the symbol group.
+     */
+    market_value: number;
+
+    /**
+     * The percentage market value of the symbol group in terms of the total
+     * net_market_value of all positions. Formula: `(market_value / net_market_value)`
+     */
+    market_value_percent: number;
+
+    /**
+     * A list of securities that comprise this group.
+     */
+    members: Array<Group.Member>;
+
+    /**
+     * Unique name of the group, typically the symbol of the underlier.
+     */
+    name: string;
+  }
+
+  export namespace Group {
+    export interface Member {
+      /**
+       * The asset class of the symbol.
+       */
+      asset_class: 'other' | 'equity' | 'option' | 'debt';
+
+      /**
+       * Market value of the instrument.
+       */
+      market_value: number;
+
+      /**
+       * The percentage market value of the instrument in terms of the total
+       * `net_market_value` of all positions held. Formula:
+       * `market_value / net_market_value`
+       */
+      market_value_percent: number;
+
+      /**
+       * The quantity held for this instrument.
+       */
+      quantity: string;
+
+      /**
+       * The symbol for the instrument.
+       */
+      symbol: string;
+    }
+  }
+}
+
+export interface EntityListResponse {
+  data?: Array<Entity>;
+}
+
+export namespace Entities {
+  export import Entity = EntitiesAPI.Entity;
+  export import PnlSummary = EntitiesAPI.PnlSummary;
+  export import PortfolioMargin = EntitiesAPI.PortfolioMargin;
+  export import RegtMargin = EntitiesAPI.RegtMargin;
+  export import EntityListResponse = EntitiesAPI.EntityListResponse;
+  export import PnlSummaries = PnlSummariesAPI.PnlSummaries;
+  export import RegtMargins = RegtMarginsAPI.RegtMargins;
+  export import PortfolioMargins = PortfolioMarginsAPI.PortfolioMargins;
+  export import RegtMarginSimulations = RegtMarginSimulationsAPI.RegtMarginSimulations;
+  export import SimulationID = RegtMarginSimulationsAPI.SimulationID;
+  export import RegtMarginSimulationCreateResponse = RegtMarginSimulationsAPI.RegtMarginSimulationCreateResponse;
+  export import RegtMarginSimulationCreateParams = RegtMarginSimulationsAPI.RegtMarginSimulationCreateParams;
+}

package/src/resources/entities/index.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+export { Entity, PnlSummary, PortfolioMargin, RegtMargin, EntityListResponse, Entities } from './entities';
+export { PnlSummaries } from './pnl-summaries';
+export { PortfolioMargins } from './portfolio-margins';
+export { RegtMargins } from './regt-margins';
+export {
+  SimulationID,
+  RegtMarginSimulationCreateResponse,
+  RegtMarginSimulationCreateParams,
+  RegtMarginSimulations,
+} from './regt-margin-simulations';

package/src/resources/entities/pnl-summaries.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import { APIResource } from "../../resource";
+import * as Core from "../../core";
+import * as EntitiesAPI from "./entities";
+
+export class PnlSummaries extends APIResource {
+  /**
+   * Get PNL summary for all accounts in an entity.
+   */
+  retrieve(entityId: string, options?: Core.RequestOptions): Core.APIPromise<EntitiesAPI.PnlSummary> {
+    return this._client.get(`/entities/${entityId}/pnl-summary`, options);
+  }
+}

package/src/resources/entities/portfolio-margins.ts

@@ -0,0 +1,14 @@
+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import { APIResource } from "../../resource";
+import * as Core from "../../core";
+import * as EntitiesAPI from "./entities";
+
+export class PortfolioMargins extends APIResource {
+  /**
+   * Get latest portfolio margin calculation for the given entity
+   */
+  retrieve(entityId: string, options?: Core.RequestOptions): Core.APIPromise<EntitiesAPI.PortfolioMargin> {
+    return this._client.get(`/entities/${entityId}/portfolio-margin`, options);
+  }
+}