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

package/src/resources/entities/regt-margin-simulations.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 RegtMarginSimulationsAPI from "./regt-margin-simulations";
+import * as Shared from "../shared";
+
+export class RegtMarginSimulations extends APIResource {
+  /**
+   * Simulate Reg-T margin calculation for a given hypothetical set of prices and/or
+   * trades. This is useful for understanding the impact of price fluctuations or
+   * trades on margin requirements. Once a simulation is created, it remains
+   * available for 48-hours, after which it will automatically be deleted.
+   *
+   * Simulations created through the API are visible in the Studio UI under the Risk
+   * & Margin section, after enabling the "Risk Simulations" toggle.
+   */
+  create(
+    entityId: string,
+    body: RegtMarginSimulationCreateParams,
+    options?: Core.RequestOptions,
+  ): Core.APIPromise<RegtMarginSimulationCreateResponse> {
+    return this._client.post(`/entities/${entityId}/regt-margin-simulations`, { body, ...options });
+  }
+
+  /**
+   * Get a Reg-T margin simluation that was previously created. Note, simulations are
+   * automatically deleted after 48-hours.
+   */
+  retrieve(
+    entityId: string,
+    simulationId: SimulationID,
+    options?: Core.RequestOptions,
+  ): Core.APIPromise<Shared.RegtMarginSimulation> {
+    return this._client.get(`/entities/${entityId}/regt-margin-simulations/${simulationId}`, options);
+  }
+}
+
+/**
+ * Unique ID for a simulation.
+ */
+export type SimulationID = string;
+
+export interface RegtMarginSimulationCreateResponse {
+  /**
+   * Unique ID for a simulation.
+   */
+  simulation_id: SimulationID;
+}
+
+export interface RegtMarginSimulationCreateParams {
+  /**
+   * A name for this simulation for reference.
+   */
+  name: string;
+
+  /**
+   * If true, the simulation will ignore any existing positions and balances in the
+   * account. Set to true if you want to simulate from a clean slate, i.e. an empty
+   * account.
+   */
+  ignore_existing?: boolean;
+
+  /**
+   * List of prices to use in the simulation, i.e. fair-market-values you specify for
+   * each symbol. If this is not provided, current market prices will be used, if
+   * they are available.
+   */
+  prices?: Array<RegtMarginSimulationCreateParams.Price>;
+
+  /**
+   * List of hypothetical trades to include in the simulation, if any.
+   */
+  trades?: Array<RegtMarginSimulationCreateParams.Trade>;
+}
+
+export namespace RegtMarginSimulationCreateParams {
+  export interface Price {
+    /**
+     * The price to use in the simulation.
+     */
+    price: string;
+
+    /**
+     * The symbol for the instrument.
+     */
+    symbol: string;
+
+    /**
+     * Denotes the format of the provided `symbol` field.
+     */
+    symbol_format?: 'cms' | 'osi';
+  }
+
+  export interface Trade {
+    /**
+     * The price of the simulated trade.
+     */
+    price: string;
+
+    /**
+     * The quantity of the simulated trade.
+     */
+    quantity: string;
+
+    /**
+     * The side of the simulated trade.
+     */
+    side: 'buy' | 'sell';
+
+    /**
+     * The symbol for the instrument.
+     */
+    symbol: string;
+
+    /**
+     * Denotes the format of the provided `symbol` field.
+     */
+    symbol_format?: 'cms' | 'osi';
+  }
+}
+
+export namespace RegtMarginSimulations {
+  export import SimulationID = RegtMarginSimulationsAPI.SimulationID;
+  export import RegtMarginSimulationCreateResponse = RegtMarginSimulationsAPI.RegtMarginSimulationCreateResponse;
+  export import RegtMarginSimulationCreateParams = RegtMarginSimulationsAPI.RegtMarginSimulationCreateParams;
+}

package/src/resources/entities/regt-margins.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 RegtMargins extends APIResource {
+  /**
+   * Get the latest Reg-T margin calculation for the given entity
+   */
+  retrieve(entityId: string, options?: Core.RequestOptions): Core.APIPromise<EntitiesAPI.RegtMargin> {
+    return this._client.get(`/entities/${entityId}/regt-margin`, options);
+  }
+}

package/src/resources/index.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+export * from './shared';
+export { Account, AccountListResponse, Accounts } from './accounts/accounts';
+export {
+  Entity,
+  PnlSummary,
+  PortfolioMargin,
+  RegtMargin,
+  EntityListResponse,
+  Entities,
+} from './entities/entities';
+export { Instrument, InstrumentRetrieveParams, Instruments } from './instruments';

package/src/resources/instruments.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import { APIResource } from "../resource";
+import { isRequestOptions } from "../core";
+import * as Core from "../core";
+import * as InstrumentsAPI from "./instruments";
+
+export class Instruments extends APIResource {
+  /**
+   * Get an instrument by the given symbol
+   */
+  retrieve(
+    symbol: string,
+    query?: InstrumentRetrieveParams,
+    options?: Core.RequestOptions,
+  ): Core.APIPromise<Instrument>;
+  retrieve(symbol: string, options?: Core.RequestOptions): Core.APIPromise<Instrument>;
+  retrieve(
+    symbol: string,
+    query: InstrumentRetrieveParams | Core.RequestOptions = {},
+    options?: Core.RequestOptions,
+  ): Core.APIPromise<Instrument> {
+    if (isRequestOptions(query)) {
+      return this.retrieve(symbol, {}, query);
+    }
+    return this._client.get(`/instruments/${symbol}`, { query, ...options });
+  }
+}
+
+export interface Instrument {
+  /**
+   * The asset class of the symbol.
+   */
+  asset_class: 'other' | 'equity' | 'option' | 'debt';
+
+  /**
+   * A description of the instrument.
+   */
+  description: string;
+
+  /**
+   * The primary exchange for the instrument.
+   */
+  primary_exchange: string;
+
+  symbols: Array<Instrument.Symbol>;
+}
+
+export namespace Instrument {
+  export interface Symbol {
+    symbol?: string;
+
+    /**
+     * Denotes the format of the provided `symbol` field.
+     */
+    symbol_format?: 'cms' | 'osi';
+  }
+}
+
+export interface InstrumentRetrieveParams {
+  /**
+   * The format of the provided symbol.
+   */
+  symbol_format?: 'cms' | 'osi';
+}
+
+export namespace Instruments {
+  export import Instrument = InstrumentsAPI.Instrument;
+  export import InstrumentRetrieveParams = InstrumentsAPI.InstrumentRetrieveParams;
+}

package/src/resources/shared.ts

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+// File generated from our OpenAPI spec by Stainless. See CONTRIBUTING.md for details.
+
+import * as EntitiesAPI from "./entities/entities";
+import * as RegtMarginSimulationsAPI from "./entities/regt-margin-simulations";
+
+export interface LocateOrder {
+  /**
+   * Account ID for the account.
+   */
+  account_id: string;
+
+  /**
+   * Unique locate ID assigned by us.
+   */
+  locate_order_id: string;
+
+  /**
+   * Unique MPID assigned by us.
+   */
+  mpid: string;
+
+  /**
+   * The timestamp indicating when the locate order was requested.
+   */
+  requested_at: number;
+
+  /**
+   * String representation of quantity.
+   */
+  requested_quantity: string;
+
+  /**
+   * The status of the locate order.
+   */
+  status: 'pending' | 'offered' | 'filled' | 'rejected' | 'declined' | 'expired' | 'cancelled';
+
+  symbol: string;
+
+  /**
+   * The timestamp indicating when the locate order was last updated.
+   */
+  updated_at: number;
+
+  /**
+   * The rate charged if the instrument is held overnight.
+   */
+  borrow_rate?: string;
+
+  /**
+   * Comment from the desk.
+   */
+  desk_comment?: string;
+
+  /**
+   * The timestamp indicating when the locate-order will expire.
+   */
+  expires_at?: number;
+
+  /**
+   * The locate ID, available once the locate order has been offered
+   */
+  locate_id?: string;
+
+  /**
+   * The timestamp indicating when the locate-order was located.
+   */
+  located_at?: number;
+
+  /**
+   * The quantity that has been located.
+   */
+  located_quantity?: string;
+
+  /**
+   * The reference ID provided by you.
+   */
+  reference_id?: string;
+
+  /**
+   * The total cost of the locate.
+   */
+  total_cost?: string;
+
+  /**
+   * Comment from the trader.
+   */
+  trader_comment?: string;
+}
+
+export interface Order {
+  /**
+   * Account ID for the account.
+   */
+  account_id: string;
+
+  /**
+   * When the order was created in milliseconds since epoch.
+   */
+  created_at: number;
+
+  /**
+   * The quantity that has been filled.
+   */
+  filled_quantity: string;
+
+  /**
+   * An internally generated unique ID for this order.
+   */
+  order_id: string;
+
+  /**
+   * The type of order, can be one of the following:
+   *
+   * - `limit`: A limit order will execute at-or-better than the limit price you
+   *   specify
+   * - `market`: An order that will execute at the prevailing market prices
+   */
+  order_type: 'limit' | 'market';
+
+  /**
+   * The requested quantity on this order.
+   */
+  quantity: string;
+
+  /**
+   * Buy, sell, sell-short indicator.
+   */
+  side: 'buy' | 'sell' | 'sell-short';
+
+  /**
+   * Simplified order state, which is inferred from `OrderStatus`. Makes it easier to
+   * determine whether an order can be executed against.
+   *
+   * - `open`: Order _can_ potentially be executed against.
+   * - `rejected`: Order _cannot_ be executed against because it was rejected. This
+   *   is a terminal state.
+   * - `closed`: Order _cannot_ be executed against. This is a terminal state.
+   */
+  state: 'open' | 'rejected' | 'closed';
+
+  /**
+   * Granular order status using
+   * [standard values come FIX tag 39](https://www.fixtrading.org/online-specification/order-state-changes).
+   */
+  status:
+    | 'new'
+    | 'partially-filled'
+    | 'filled'
+    | 'canceled'
+    | 'replaced'
+    | 'pending-cancel'
+    | 'stopped'
+    | 'rejected'
+    | 'suspended'
+    | 'pending-new'
+    | 'calculated'
+    | 'expired'
+    | 'accepted-for-bidding'
+    | 'pending-replace'
+    | 'done-for-day';
+
+  /**
+   * Strategy type used for execution, can be one of below. Note, we use sensible
+   * defaults for strategy parameters at the moment. In future, we will provide a way
+   * to provide specify these parameters.
+   *
+   * - `sor`: Smart order router
+   * - `dark`: Dark pool
+   * - `ap`: Arrival price
+   * - `pov`: Percentage of volume
+   * - `twap`: Time weighted average price
+   * - `vwap`: Volume weighted average price
+   *
+   * For more information on these strategies, please refer to our
+   * [documentation](https://docs.clearstreet.io/studio/docs/execution-strategies).
+   */
+  strategy_type: 'sor' | 'dark' | 'ap' | 'pov' | 'twap' | 'vwap';
+
+  symbol: string;
+
+  /**
+   * The lifecycle enforcement of this order.
+   *
+   * - `day`: The order will exist for the duration of the current trading session
+   * - `ioc`: The order will immediately be executed or cancelled
+   * - `day-plus`: The order will exist only for the duration the current trading
+   *   session plus extended hours, if applicable
+   * - `at-open`: The order will exist only for the opening auction of the next
+   *   session
+   * - `at-close`: The order will exist only for the closing auction of the current
+   *   session
+   */
+  time_in_force: 'day' | 'ioc' | 'day-plus' | 'at-open' | 'at-close';
+
+  /**
+   * When the order was updated in milliseconds since epoch.
+   */
+  updated_at: number;
+
+  /**
+   * A monotonically increasing number indicating the version of this order. A higher
+   * number indicates a more recent version of the order.
+   */
+  version: number;
+
+  /**
+   * Calculated average price of all fills on this order.
+   */
+  average_price?: number;
+
+  /**
+   * The last reason why this order was updated
+   */
+  order_update_reason?: 'place' | 'modify' | 'cancel' | 'execution-report' | 'cancel-reject';
+
+  /**
+   * The requsted limit price on this order.
+   */
+  price?: string;
+
+  /**
+   * The ID you provided when creating this order.
+   */
+  reference_id?: string;
+
+  /**
+   * Free form text typically contains reasons for a reject.
+   */
+  text?: string;
+}
+
+export interface PnlSummaryForAccount extends EntitiesAPI.PnlSummary {
+  /**
+   * Account ID
+   */
+  account_id: string;
+}
+
+export interface Position {
+  /**
+   * Account ID for the account.
+   */
+  account_id?: string;
+
+  /**
+   * String representation of quantity.
+   */
+  quantity?: string;
+
+  symbol?: string;
+}
+
+export interface RegtMarginSimulation {
+  /**
+   * The margin calculation after applying simulated trades.
+   */
+  after: EntitiesAPI.RegtMargin;
+
+  /**
+   * The margin calculation before applying simulated trades.
+   */
+  before: EntitiesAPI.RegtMargin;
+
+  /**
+   * Timestamp of when this simulation was created.
+   */
+  created_at: number;
+
+  /**
+   * Name of this simulation that you provided when creating it.
+   */
+  name: string;
+
+  /**
+   * Unique ID for a simulation.
+   */
+  simulation_id: RegtMarginSimulationsAPI.SimulationID;
+}
+
+export interface Trade {
+  /**
+   * When this trade happened in milliseconds since epoch.
+   */
+  created_at: number;
+
+  /**
+   * The order ID of the order this trade occurred on.
+   */
+  order_id: string;
+
+  /**
+   * The traded price.
+   */
+  price: string;
+
+  /**
+   * The amount that was traded.
+   */
+  quantity: string;
+
+  /**
+   * The side this trade occurred on.
+   */
+  side: 'buy' | 'sell' | 'sell-short';
+
+  /**
+   * Unique trade ID assigned by us.
+   */
+  trade_id: string;
+
+  /**
+   * Account ID for the account.
+   */
+  account_id?: string;
+
+  /**
+   * The symbol this trade was for.
+   */
+  symbol?: string;
+}

package/src/shims/node.ts

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+// @ts-ignore
+import * as types from '../_shims/node-types';
+import { setShims } from '../_shims/registry';
+import { getRuntime } from '../_shims/node-runtime';
+setShims(getRuntime());
+
+declare module '../_shims/manual-types' {
+  export namespace manual {
+    // @ts-ignore
+    export type Agent = types.Agent;
+    // @ts-ignore
+    export import fetch = types.fetch;
+    // @ts-ignore
+    export type Request = types.Request;
+    // @ts-ignore
+    export type RequestInfo = types.RequestInfo;
+    // @ts-ignore
+    export type RequestInit = types.RequestInit;
+    // @ts-ignore
+    export type Response = types.Response;
+    // @ts-ignore
+    export type ResponseInit = types.ResponseInit;
+    // @ts-ignore
+    export type ResponseType = types.ResponseType;
+    // @ts-ignore
+    export type BodyInit = types.BodyInit;
+    // @ts-ignore
+    export type Headers = types.Headers;
+    // @ts-ignore
+    export type HeadersInit = types.HeadersInit;
+    // @ts-ignore
+    export type BlobPropertyBag = types.BlobPropertyBag;
+    // @ts-ignore
+    export type FilePropertyBag = types.FilePropertyBag;
+    // @ts-ignore
+    export type FileFromPathOptions = types.FileFromPathOptions;
+    // @ts-ignore
+    export import FormData = types.FormData;
+    // @ts-ignore
+    export import File = types.File;
+    // @ts-ignore
+    export import Blob = types.Blob;
+    // @ts-ignore
+    export type Readable = types.Readable;
+    // @ts-ignore
+    export type FsReadStream = types.FsReadStream;
+    // @ts-ignore
+    export import ReadableStream = types.ReadableStream;
+  }
+}

package/src/shims/web.ts

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+// @ts-ignore
+import * as types from '../_shims/web-types';
+import { setShims } from '../_shims/registry';
+import { getRuntime } from '../_shims/web-runtime';
+setShims(getRuntime({ manuallyImported: true }));
+
+declare module '../_shims/manual-types' {
+  export namespace manual {
+    // @ts-ignore
+    export type Agent = types.Agent;
+    // @ts-ignore
+    export import fetch = types.fetch;
+    // @ts-ignore
+    export type Request = types.Request;
+    // @ts-ignore
+    export type RequestInfo = types.RequestInfo;
+    // @ts-ignore
+    export type RequestInit = types.RequestInit;
+    // @ts-ignore
+    export type Response = types.Response;
+    // @ts-ignore
+    export type ResponseInit = types.ResponseInit;
+    // @ts-ignore
+    export type ResponseType = types.ResponseType;
+    // @ts-ignore
+    export type BodyInit = types.BodyInit;
+    // @ts-ignore
+    export type Headers = types.Headers;
+    // @ts-ignore
+    export type HeadersInit = types.HeadersInit;
+    // @ts-ignore
+    export type BlobPropertyBag = types.BlobPropertyBag;
+    // @ts-ignore
+    export type FilePropertyBag = types.FilePropertyBag;
+    // @ts-ignore
+    export type FileFromPathOptions = types.FileFromPathOptions;
+    // @ts-ignore
+    export import FormData = types.FormData;
+    // @ts-ignore
+    export import File = types.File;
+    // @ts-ignore
+    export import Blob = types.Blob;
+    // @ts-ignore
+    export type Readable = types.Readable;
+    // @ts-ignore
+    export type FsReadStream = types.FsReadStream;
+    // @ts-ignore
+    export import ReadableStream = types.ReadableStream;
+  }
+}

package/src/tsconfig.json

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+{
+  // this config is included in the published src directory to prevent TS errors
+  // from appearing when users go to source, and VSCode opens the source .ts file
+  // via declaration maps
+  "include": ["index.ts"],
+  "compilerOptions": {
+    "target": "es2015",
+    "lib": ["DOM"],
+    "moduleResolution": "node"
+  }
+}