{ "openapi": "3.1.0", "info": { "title": "Vanda Analytics Aggregates API", "description": "High-performance aggregates API with Auth0", "version": "1.0.0" }, "servers": [ { "url": "https://api.vanda-analytics.com", "description": "Production server" } ], "paths": { "/aggregates/jobs/{job_id}": { "get": { "tags": [ "Aggregates" ], "summary": "Get Job Status", "description": "Get status of async job.\n\nPoll this endpoint to check job progress and retrieve results.\n\nExample:\n GET /jobs/job_abc123xyz", "operationId": "get_job_status_aggregates_jobs__job_id__get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobStatusResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/jobs/{job_id}/status": { "get": { "tags": [ "Aggregates" ], "summary": "Get Job Status Only", "description": "Get status and metadata of async job (without result data).\n\nEfficient endpoint for polling job status without downloading results.\nUse /jobs/{job_id} for full result retrieval.\n\nExample:\n GET /jobs/job_abc123xyz/status", "operationId": "get_job_status_only_aggregates_jobs__job_id__status_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/JobStatusOnlyResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/jobs/{job_id}/export": { "get": { "tags": [ "Aggregates" ], "summary": "Export Job Result", "description": "Export completed job result in specified format with optional compression.\n\nSupports JSON and CSV formats with gzip or zip compression.\nJob must be in COMPLETED status.\n\nExample:\n GET /jobs/job_abc123xyz/export?export_format=csv&compression=gzip\n GET /jobs/job_abc123xyz/export?export_format=json&compression=zip", "operationId": "export_job_result_aggregates_jobs__job_id__export_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" }, { "name": "export_format", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/ExportFormat", "description": "Export format (json or csv)", "default": "csv" }, "description": "Export format (json or csv)" }, { "name": "compression", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/CompressionFormat", "description": "Compression format (none, gzip, zip)", "default": "none" }, "description": "Compression format (none, gzip, zip)" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/jobs/{job_id}/stream": { "get": { "tags": [ "Aggregates" ], "summary": "Stream Job Result", "description": "Stream completed job result line by line.\n\nSupports NDJSON (newline-delimited JSON) or CSV streaming.\nMemory-efficient for large result sets.\nJob must be in COMPLETED status.\n\nExample:\n GET /jobs/job_abc123xyz/stream?format=ndjson\n GET /jobs/job_abc123xyz/stream?format=csv", "operationId": "stream_job_result_aggregates_jobs__job_id__stream_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "job_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Job identifier", "title": "Job Id" }, "description": "Job identifier" }, { "name": "format", "in": "query", "required": false, "schema": { "type": "string", "description": "Stream format: 'ndjson' (newline-delimited JSON) or 'csv'", "default": "ndjson", "title": "Format" }, "description": "Stream format: 'ndjson' (newline-delimited JSON) or 'csv'" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/timeseries": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get aggregate timeseries data", "description": "Retrieve timeseries data for one or more aggregates over a specified date range.\n\n Large requests processed asynchronously in the background.\n Tier-based limits apply for records per page and data access.\n\n Supported intervals: 10min, 30min, 1h, 1d, 1w, 1m, 1y\n Asset classes: cash, options\n\n Pagination:\n - page_number: Page to retrieve (starts at 1)\n - records_per_page: Number of records per page\n - Response includes pagination metadata with total_record_count, total_pages, and navigation", "operationId": "get_timeseries_aggregates_timeseries_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "aggregate_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated aggregate IDs (max 100)", "title": "Aggregate Ids" }, "description": "Comma-separated aggregate IDs (max 100)", "example": "2000001,2000002,2000003" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "start_date", "in": "query", "required": true, "schema": { "type": "string", "description": "Start date (ISO format)", "title": "Start Date" }, "description": "Start date (ISO format)", "example": "2024-01-01" }, { "name": "end_date", "in": "query", "required": false, "schema": { "type": "string", "description": "End date (ISO format, defaults to now)", "title": "End Date" }, "description": "End date (ISO format, defaults to now)", "example": "2024-12-31" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter (metadata only)", "title": "Type" }, "description": "Options type filter (metadata only)" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter (metadata only)", "title": "Notional" }, "description": "Options notional filter (metadata only)" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter (WHERE clause)", "title": "Moneyness" }, "description": "Options moneyness filter (WHERE clause)" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter (WHERE clause)", "title": "Size" }, "description": "Options size filter (WHERE clause)" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Number of records per page", "default": 2000, "title": "Records Per Page" }, "description": "Number of records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number to retrieve", "default": 1, "title": "Page Number" }, "description": "Page number to retrieve" }, { "name": "order", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/SortDirectionEnum", "description": "Sort order", "default": "desc" }, "description": "Sort order" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier" }, { "name": "transformation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TransformationEnum" }, { "type": "null" } ], "description": "Transformation Fields", "title": "Transformation" }, "description": "Transformation Fields" }, { "name": "normalisation", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationEnum" }, { "type": "null" } ], "description": "Normalisation Fields", "title": "Normalisation" }, "description": "Normalisation Fields" }, { "name": "normalisation_period", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NormalisationPeriodEnum" }, { "type": "null" } ], "description": "Normalisation period", "title": "Normalisation Period" }, "description": "Normalisation period" }, { "name": "window", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/WindowEnum" }, { "type": "null" } ], "description": "Window in trading days. Allowed values: 5 (1W), 20 (1M), 60 (3M), 120 (6M), 252 (1Y)", "title": "Window" }, "description": "Window in trading days. Allowed values: 5 (1W), 20 (1M), 60 (3M), 120 (6M), 252 (1Y)" }, { "name": "is_full_history", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "description": "Fetch all available transformation data", "title": "Is Full History" }, "description": "Fetch all available transformation data" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/snapshot": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get latest aggregate snapshot", "description": "Retrieve the most recent data point for one or more aggregates.\n\n Pagination:\n - page_number: Page to retrieve (starts at 1)\n - records_per_page: Number of records per page\n - Response includes pagination metadata with total_record_count, total_pages, and navigation", "operationId": "get_snapshot_aggregates_snapshot_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "aggregate_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated aggregate IDs (max 100)", "title": "Aggregate Ids" }, "description": "Comma-separated aggregate IDs (max 100)", "example": "2000001,2000002" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter", "title": "Type" }, "description": "Options type filter" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter", "title": "Notional" }, "description": "Options notional filter" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter", "title": "Moneyness" }, "description": "Options moneyness filter" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter", "title": "Size" }, "description": "Options size filter" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 1000, "minimum": 1, "description": "Number of records per page", "default": 100, "title": "Records Per Page" }, "description": "Number of records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number to retrieve", "default": 1, "title": "Page Number" }, "description": "Page number to retrieve" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SnapshotResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/leaderboard": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get aggregate leaderboard", "description": "Retrieve top-performing aggregates ranked by a specified metric.\n\n Large requests processed asynchronously in the background.\n Tier-based limits apply for page size (up to 10k for data_license).\n\n Results are scoped to Vanda-managed aggregates and the authenticated\n user's own aggregates. Other users' aggregates are excluded.\n\n Filter Behaviour:\n - No filters: Returns all active aggregates (up to records_per_page limit)\n - With filters: Applies type/subtype filtering\n\n Date Filtering:\n - date: Specific date filter\n - start_date + end_date: Date range filter\n - No date params: Returns latest available data\n\n Vanda ID Filtering:\n - vanda_ids: Comma-separated Vanda IDs to filter leaderboard\n - Example: \"VNDA2000001,VNDA2000138,VNDA2000130\"\n - Automatically converts vanda_ids to aggregate_ids for filtering\n\n Options Type/Notional:\n - type=CALL: Ranks by call_turnover\n - type=PUT: Ranks by put_turnover\n - type=ALL: Ranks by cp_turnover\n - notional=CALL: Ranks by call_notional\n - notional=PUT: Ranks by put_notional\n - notional=ALL: Ranks by cp_notional\n\n Options Moneyness/Size:\n - moneyness: TOTAL, ITM, ATM, OTM\n - size: TOTAL, SMALL, LARGE\n\n Type/Subtype Filtering:\n - types: Filter aggregates by type\n - subtypes: Filter aggregates by subtype\n - Both support comma-separated values for multiple filters\n\n Pagination:\n - page_number: Page to retrieve (starts at 1)\n - records_per_page: Number of records per page\n - Response includes pagination metadata with total_record_count, total_pages, and navigation\n\n Integration Use Cases:\n - Top movers by turnover\n - Top performers by price change\n - Type-based rankings\n - All aggregates leaderboard\n - Options by moneyness/size\n - Specific securities leaderboard via vanda_ids", "operationId": "get_leaderboard_aggregates_leaderboard_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "metric", "in": "query", "required": false, "schema": { "type": "string", "description": "Metric to rank by", "default": "retail_net_turnover", "title": "Metric" }, "description": "Metric to rank by", "example": "retail_net_turnover" }, { "name": "records_per_page", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 10000, "minimum": 1, "description": "Number of records per page", "default": 10, "title": "Records Per Page" }, "description": "Number of records per page" }, { "name": "page_number", "in": "query", "required": false, "schema": { "type": "integer", "minimum": 1, "description": "Page number to retrieve", "default": 1, "title": "Page Number" }, "description": "Page number to retrieve" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "vanda_ids", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated Vanda IDs to filter leaderboard", "title": "Vanda Ids" }, "description": "Comma-separated Vanda IDs to filter leaderboard", "example": "VNDA2000001,VNDA2000138,VNDA2000130" }, { "name": "types", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated aggregate types (case-insensitive)", "title": "Types" }, "description": "Comma-separated aggregate types (case-insensitive)", "example": "Custom,Sector" }, { "name": "subtypes", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated aggregate subtypes", "title": "Subtypes" }, "description": "Comma-separated aggregate subtypes", "example": "Tech Watchlist,Healthcare" }, { "name": "date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Specific date filter", "title": "Date" }, "description": "Specific date filter" }, { "name": "start_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "Start date for range filter", "title": "Start Date" }, "description": "Start date for range filter" }, { "name": "end_date", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string", "format": "date" }, { "type": "null" } ], "description": "End date for range filter", "title": "End Date" }, "description": "End date for range filter" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter", "title": "Type" }, "description": "Options type filter" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter", "title": "Notional" }, "description": "Options notional filter" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter", "title": "Moneyness" }, "description": "Options moneyness filter" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter", "title": "Size" }, "description": "Options size filter" }, { "name": "order", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/SortDirectionEnum", "description": "Sort order", "default": "desc" }, "description": "Sort order" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/stats": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get aggregate statistics", "description": "Calculate aggregated statistics over a date range.", "operationId": "get_aggregate_stats_aggregates_stats_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "aggregate_ids", "in": "query", "required": true, "schema": { "type": "string", "description": "Comma-separated aggregate IDs", "title": "Aggregate Ids" }, "description": "Comma-separated aggregate IDs", "example": "2000001,2000002" }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "start_date", "in": "query", "required": true, "schema": { "type": "string", "description": "Start date (ISO format)", "title": "Start Date" }, "description": "Start date (ISO format)", "example": "2024-01-01" }, { "name": "end_date", "in": "query", "required": true, "schema": { "type": "string", "description": "End date (ISO format)", "title": "End Date" }, "description": "End date (ISO format)", "example": "2024-12-31" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AggregateStatsResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/{aggregate_id}/timeseries": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get timeseries for single aggregate", "description": "Convenience endpoint for single aggregate timeseries (cached 60 seconds)", "operationId": "get_single_aggregate_timeseries_aggregates__aggregate_id__timeseries_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "aggregate_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Aggregate ID", "title": "Aggregate Id" }, "description": "Aggregate ID", "example": 2000001 }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "start_date", "in": "query", "required": true, "schema": { "type": "string", "description": "Start date (ISO format)", "title": "Start Date" }, "description": "Start date (ISO format)", "example": "2024-01-01" }, { "name": "end_date", "in": "query", "required": false, "schema": { "type": "string", "description": "End date (ISO format)", "title": "End Date" }, "description": "End date (ISO format)" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter", "title": "Type" }, "description": "Options type filter" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter", "title": "Notional" }, "description": "Options notional filter" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter", "title": "Moneyness" }, "description": "Options moneyness filter" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter", "title": "Size" }, "description": "Options size filter" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TimeseriesResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/{aggregate_id}/latest": { "get": { "tags": [ "Aggregates", "Aggregates" ], "summary": "Get latest data point for aggregate", "description": "Retrieve the most recent data point for a single aggregate (cached 60 seconds)", "operationId": "get_single_aggregate_latest_aggregates__aggregate_id__latest_get", "security": [ { "HTTPBearer": [] }, { "ApiKeyAuth": [] } ], "parameters": [ { "name": "aggregate_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Aggregate ID", "title": "Aggregate Id" }, "description": "Aggregate ID", "example": 2000001 }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/TypeEnum" }, { "type": "null" } ], "description": "Options type filter", "title": "Type" }, "description": "Options type filter" }, { "name": "notional", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/NotionalEnum" }, { "type": "null" } ], "description": "Options notional filter", "title": "Notional" }, "description": "Options notional filter" }, { "name": "moneyness", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/MoneynessEnum" }, { "type": "null" } ], "description": "Options moneyness filter", "title": "Moneyness" }, "description": "Options moneyness filter" }, { "name": "size", "in": "query", "required": false, "schema": { "anyOf": [ { "$ref": "#/components/schemas/SizeEnum" }, { "type": "null" } ], "description": "Options size filter", "title": "Size" }, "description": "Options size filter" }, { "name": "include_intraday", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier", "default": true, "title": "Include Intraday" }, "description": "Include today's intraday data for non-intraday intervals; silently forced False for basic tier" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "anyOf": [ { "$ref": "#/components/schemas/CashAggregateData" }, { "$ref": "#/components/schemas/OptionsAggregateData" }, { "$ref": "#/components/schemas/CashAggregateDataNoPx" }, { "$ref": "#/components/schemas/OptionsAggregateDataNoPx" } ], "title": "Response Get Single Aggregate Latest Aggregates Aggregate Id Latest Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/analytics/correlation": { "post": { "tags": [ "Analytics", "Analytics" ], "summary": "Calculate correlation between two aggregates", "description": "Calculate Pearson correlation coefficient between two aggregates over a date range (Testing).\n \n Returns correlation coefficient between -1 (perfect negative) and 1 (perfect positive).", "operationId": "calculate_correlation_aggregates_analytics_correlation_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CorrelationRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/CorrelationResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/analytics/trend": { "post": { "tags": [ "Analytics", "Analytics" ], "summary": "Analyse trend for aggregate", "description": "Perform linear regression trend analysis on an aggregate's metric (Testing).", "operationId": "analyze_trend_aggregates_analytics_trend_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TrendAnalysisRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TrendAnalysisResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/analytics/volatility": { "post": { "tags": [ "Analytics", "Analytics" ], "summary": "Calculate volatility metrics", "description": "Calculate volatility metrics for an aggregate (Testing).", "operationId": "calculate_volatility_aggregates_analytics_volatility_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/VolatilityRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/VolatilityResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/baskets": { "get": { "tags": [ "Baskets", "Baskets" ], "summary": "Get user baskets", "description": "Retrieve all baskets for the current user (cached per user)", "operationId": "get_user_baskets_aggregates_baskets_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "active_only", "in": "query", "required": false, "schema": { "type": "boolean", "default": true, "title": "Active Only" } } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketListResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } }, "post": { "tags": [ "Baskets", "Baskets" ], "summary": "Create basket", "description": "Create a new user basket (invalidates user basket cache)", "operationId": "create_basket_aggregates_baskets_post", "security": [ { "HTTPBearer": [] } ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketCreate" } } } }, "responses": { "201": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/baskets/{basket_id}": { "get": { "tags": [ "Baskets", "Baskets" ], "summary": "Get basket by ID", "description": "Retrieve a specific basket (cached per user)", "operationId": "get_basket_aggregates_baskets__basket_id__get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } }, "patch": { "tags": [ "Baskets", "Baskets" ], "summary": "Update basket", "description": "Update basket details (invalidates user basket cache)", "operationId": "update_basket_aggregates_baskets__basket_id__patch", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketUpdate" } } } }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } }, "delete": { "tags": [ "Baskets", "Baskets" ], "summary": "Delete basket", "description": "Soft delete basket (invalidates user basket cache)", "operationId": "delete_basket_aggregates_baskets__basket_id__delete", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "responses": { "204": { "description": "Successful Response" }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/baskets/{basket_id}/price-reference": { "patch": { "tags": [ "Baskets", "Baskets" ], "summary": "Set basket price reference", "description": "Update basket price reference security ID (invalidates user basket cache)", "operationId": "set_price_reference_aggregates_baskets__basket_id__price_reference_patch", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketPriceReferenceUpdate" } } } }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/baskets/{basket_id}/constituents": { "post": { "tags": [ "Baskets", "Baskets" ], "summary": "Add constituents to basket", "description": "Add securities to basket (invalidates user basket cache)", "operationId": "add_constituents_aggregates_baskets__basket_id__constituents_post", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketConstituentAdd" } } } }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } }, "delete": { "tags": [ "Baskets", "Baskets" ], "summary": "Remove constituents from basket", "description": "Remove securities from basket (invalidates user basket cache)", "operationId": "remove_constituents_aggregates_baskets__basket_id__constituents_delete", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "basket_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Basket ID", "title": "Basket Id" }, "description": "Basket ID" } ], "requestBody": { "required": true, "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketConstituentRemove" } } } }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/BasketResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/comparison/compare": { "post": { "tags": [ "Comparison", "Comparison" ], "summary": "Compare multiple aggregates", "description": "Compare metrics across multiple aggregates over a date range (Testing).", "operationId": "compare_aggregates_aggregates_comparison_compare_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ComparisonRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ComparisonResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/comparison/side-by-side": { "post": { "tags": [ "Comparison", "Comparison" ], "summary": "Get side-by-side comparison", "description": "Get timeseries data for multiple aggregates for side-by-side comparison (Testing).", "operationId": "side_by_side_comparison_aggregates_comparison_side_by_side_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SideBySideRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/SideBySideResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/reference/search": { "get": { "tags": [ "Reference", "Reference" ], "summary": "Search aggregates and optionally single securities", "description": "Comprehensive search across aggregates, their constituents and optionally single securities.\n \n When include_single_security=False (default):\n - Searches aggregate fields: vanda_id, type, subtype\n - Searches constituent securities: vanda_id, figi, symbol, name, sector, industry\n - Returns only aggregate results\n \n When include_single_security=True:\n - Each search returns up to 'limit' results (total max 2*limit)\n - Results include 'result_type' field to distinguish aggregate vs single_security\n \n Returns aggregates/securities matching any criteria (cached 5 minutes).", "operationId": "search_aggregates_aggregates_reference_search_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "query", "in": "query", "required": true, "schema": { "type": "string", "minLength": 1, "maxLength": 100, "description": "Search query", "title": "Query" }, "description": "Search query", "example": "AAPL" }, { "name": "types", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Comma-separated aggregate types to filter", "title": "Types" }, "description": "Comma-separated aggregate types to filter", "example": "INDEX,SECTOR" }, { "name": "active_only", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Only search active aggregates/securities", "default": true, "title": "Active Only" }, "description": "Only search active aggregates/securities" }, { "name": "limit", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 100, "minimum": 1, "description": "Maximum results per search type", "default": 50, "title": "Limit" }, "description": "Maximum results per search type" }, { "name": "include_single_security", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include single security search results", "default": false, "title": "Include Single Security" }, "description": "Include single security search results" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "anyOf": [ { "$ref": "#/components/schemas/AggregateMetadata" }, { "$ref": "#/components/schemas/SingleSecurityMetadata" } ] }, "title": "Response Search Aggregates Aggregates Reference Search Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/reference/types": { "get": { "tags": [ "Reference", "Reference" ], "summary": "Get all types and subtypes", "description": "Retrieve all unique aggregate types and their associated subtypes\n from the aggregate master table (cached 1 hour).", "operationId": "get_types_and_subtypes_aggregates_reference_types_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TypeSubtypeResponse" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/reference/types/list": { "get": { "tags": [ "Reference", "Reference" ], "summary": "List all aggregate types", "description": "Get list of all unique aggregate types (cached 1 hour)", "operationId": "list_aggregate_types_aggregates_reference_types_list_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "items": { "type": "string" }, "type": "array", "title": "Response List Aggregate Types Aggregates Reference Types List Get" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/reference/subtypes": { "get": { "tags": [ "Reference", "Reference" ], "summary": "List subtypes", "description": "Get list of unique subtypes, optionally filtered by type (cached 1 hour)", "operationId": "list_aggregate_subtypes_aggregates_reference_subtypes_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter subtypes by specific type", "title": "Type" }, "description": "Filter subtypes by specific type", "example": "INDEX" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "type": "string" }, "title": "Response List Aggregate Subtypes Aggregates Reference Subtypes Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/reference/list/indices": { "get": { "tags": [ "Reference", "Reference" ], "summary": "List all index aggregates", "description": "Retrieve list of all index aggregates (cached 1 hour)", "operationId": "list_indices_aggregates_reference_list_indices_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by index type", "title": "Type" }, "description": "Filter by index type", "example": "INDEX" }, { "name": "active_only", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Only return active indices", "default": true, "title": "Active Only" }, "description": "Only return active indices" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AggregateIndexSchema" }, "title": "Response List Indices Aggregates Reference List Indices Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/reference/list/sectors-industries": { "get": { "tags": [ "Reference", "Reference" ], "summary": "List all sector/industry aggregates", "description": "Retrieve list of all sector and industry aggregates (cached 1 hour)", "operationId": "list_sectors_industries_aggregates_reference_list_sectors_industries_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "type", "in": "query", "required": false, "schema": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "description": "Filter by type (SECTOR/INDUSTRY)", "title": "Type" }, "description": "Filter by type (SECTOR/INDUSTRY)", "example": "SECTOR" }, { "name": "active_only", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Only return active aggregates", "default": true, "title": "Active Only" }, "description": "Only return active aggregates" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "type": "array", "items": { "$ref": "#/components/schemas/AggregateSectorIndustrySchema" }, "title": "Response List Sectors Industries Aggregates Reference List Sectors Industries Get" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/reference/{vanda_id}": { "get": { "tags": [ "Reference", "Reference" ], "summary": "Get aggregate metadata by Vanda ID", "description": "Retrieve metadata for an aggregate by its Vanda ID.", "operationId": "get_aggregate_metadata_aggregates_reference__vanda_id__get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "vanda_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Vanda identifier", "title": "Vanda Id" }, "description": "Vanda identifier", "example": "VNDA2000001" }, { "name": "include_constituents", "in": "query", "required": false, "schema": { "type": "boolean", "description": "Include constituent count in response", "default": true, "title": "Include Constituents" }, "description": "Include constituent count in response" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AggregateMetadataResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/reference/{vanda_id}/constituents": { "get": { "tags": [ "Reference", "Reference" ], "summary": "Get aggregate constituents", "description": "Retrieve constituent security IDs for an aggregate.", "operationId": "get_constituents_aggregates_reference__vanda_id__constituents_get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "vanda_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Vanda identifier", "title": "Vanda Id" }, "description": "Vanda identifier", "example": "VNDA2000001" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/ConstituentResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/users/me": { "get": { "tags": [ "Users", "Users" ], "summary": "Get current user", "description": "Retrieve current authenticated user details (cached)", "operationId": "get_current_user_profile_aggregates_users_me_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } } }, "security": [ { "HTTPBearer": [] } ] }, "patch": { "tags": [ "Users", "Users" ], "summary": "Update user profile", "description": "Update user profile details (invalidates user cache)", "operationId": "update_user_profile_aggregates_users_me_patch", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/users/me/profile": { "get": { "tags": [ "Users", "Users" ], "summary": "Get detailed user profile", "description": "Retrieve detailed profile with basket count (cached)", "operationId": "get_detailed_profile_aggregates_users_me_profile_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserProfileResponse" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/users/me/charts": { "patch": { "tags": [ "Users", "Users" ], "summary": "Update user charts", "description": "Update user chart configurations (invalidates user cache)", "operationId": "update_user_charts_aggregates_users_me_charts_patch", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserChartsUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/users/me/preferences": { "get": { "tags": [ "Users" ], "summary": "Get Current User Preferences", "description": "Get current user's preferences.", "operationId": "get_current_user_preferences_aggregates_users_me_preferences_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [ { "HTTPBearer": [] } ] }, "patch": { "tags": [ "Users", "Users" ], "summary": "Update user preferences", "description": "Update user preferences (invalidates user cache)", "operationId": "update_user_preferences_aggregates_users_me_preferences_patch", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserPreferencesUpdate" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/users/me/launchpads/{launchpad_id}/global-id": { "post": { "tags": [ "Users", "Users" ], "summary": "Ensure a launchpad is registered for sharing", "description": "On-demand registration for a launchpad whose creation-time mint was missed. Idempotent get-or-create; returns the launchpad's global_id.", "operationId": "ensure_launchpad_global_id_aggregates_users_me_launchpads__launchpad_id__global_id_post", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "launchpad_id", "in": "path", "required": true, "schema": { "type": "string", "description": "Launchpad UUID", "title": "Launchpad Id" }, "description": "Launchpad UUID" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/GlobalIdResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/users/{user_id}": { "get": { "tags": [ "Users", "Users" ], "summary": "Get user by ID", "description": "Retrieve user by ID (admin only, cached)", "operationId": "get_user_by_id_aggregates_users__user_id__get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "user_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "User ID", "title": "User Id" }, "description": "User ID" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/UserResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/summary/{aggregate_id}": { "get": { "tags": [ "Summary", "Summary" ], "summary": "Get comprehensive aggregate summary", "description": "Get comprehensive summary for an aggregate including:\n - Latest data point\n - Trend analysis (30-day lookback)\n - Constituent count\n - Metadata", "operationId": "get_aggregate_summary_aggregates_summary__aggregate_id__get", "security": [ { "HTTPBearer": [] } ], "parameters": [ { "name": "aggregate_id", "in": "path", "required": true, "schema": { "type": "integer", "description": "Aggregate ID", "title": "Aggregate Id" }, "description": "Aggregate ID", "example": 2000001 }, { "name": "interval", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "description": "Time interval" }, { "name": "asset_class", "in": "query", "required": false, "schema": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" }, "description": "Asset class" }, { "name": "lookback_days", "in": "query", "required": false, "schema": { "type": "integer", "maximum": 365, "minimum": 1, "description": "Number of days for trend analysis", "default": 30, "title": "Lookback Days" }, "description": "Number of days for trend analysis" } ], "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/AggregateSummaryResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } } } }, "/aggregates/summary/top-constituents": { "post": { "tags": [ "Summary", "Summary" ], "summary": "Get top constituents", "description": "Get top N constituents of an aggregate ranked by a metric.\n \n Integration Use cases:\n - Top contributors to index\n - Sector leaders\n - Most active securities in aggregate", "operationId": "get_top_constituents_aggregates_summary_top_constituents_post", "requestBody": { "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TopConstituentsRequest" } } }, "required": true }, "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/TopConstituentsResponse" } } } }, "422": { "description": "Validation Error", "content": { "application/json": { "schema": { "$ref": "#/components/schemas/HTTPValidationError" } } } } }, "security": [ { "HTTPBearer": [] } ] } }, "/aggregates/health": { "get": { "tags": [ "Health", "Utility" ], "summary": "Health check endpoint", "operationId": "health_check_aggregates_health_get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } }, "/": { "get": { "summary": "Root", "description": "Root endpoint providing service metadata.", "operationId": "root__get", "responses": { "200": { "description": "Successful Response", "content": { "application/json": { "schema": {} } } } }, "security": [] } } }, "components": { "schemas": { "AggregateIndexSchema": { "properties": { "id": { "type": "integer", "title": "Id", "description": "Index ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "type": { "type": "string", "title": "Type", "description": "Index type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Index subtype" }, "active": { "type": "boolean", "title": "Active", "description": "Active status" } }, "type": "object", "required": [ "id", "vanda_id", "type", "active" ], "title": "AggregateIndexSchema", "description": "Schema for aggregate index reference data." }, "AggregateMetadata": { "properties": { "id": { "type": "integer", "title": "Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "type": { "type": "string", "title": "Type", "description": "Aggregate type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Aggregate subtype" }, "active": { "type": "boolean", "title": "Active", "description": "Active status" }, "result_type": { "type": "string", "const": "aggregate", "title": "Result Type", "description": "Result type discriminator", "default": "aggregate" } }, "type": "object", "required": [ "id", "vanda_id", "type", "active" ], "title": "AggregateMetadata", "description": "Aggregate metadata schema." }, "AggregateMetadataResponse": { "properties": { "metadata": { "$ref": "#/components/schemas/AggregateMetadata", "description": "Aggregate metadata" }, "constituents_count": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Constituents Count", "description": "Number of constituents" } }, "type": "object", "required": [ "metadata" ], "title": "AggregateMetadataResponse", "description": "Response schema for aggregate metadata." }, "AggregateSectorIndustrySchema": { "properties": { "id": { "type": "integer", "title": "Id", "description": "Sector/Industry ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "type": { "type": "string", "title": "Type", "description": "Type (SECTOR/INDUSTRY)" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Subtype" }, "active": { "type": "boolean", "title": "Active", "description": "Active status" } }, "type": "object", "required": [ "id", "vanda_id", "type", "active" ], "title": "AggregateSectorIndustrySchema", "description": "Schema for sector/industry reference data." }, "AggregateStatsResponse": { "properties": { "total_buy_turnover": { "type": "number", "title": "Total Buy Turnover", "description": "Total buy turnover" }, "total_sell_turnover": { "type": "number", "title": "Total Sell Turnover", "description": "Total sell turnover" }, "total_net_turnover": { "type": "number", "title": "Total Net Turnover", "description": "Total net turnover" }, "avg_net_turnover": { "type": "number", "title": "Avg Net Turnover", "description": "Average net turnover" }, "record_count": { "type": "integer", "title": "Record Count", "description": "Number of records" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "aggregate_count": { "type": "integer", "title": "Aggregate Count", "description": "Number of aggregates" } }, "type": "object", "required": [ "total_buy_turnover", "total_sell_turnover", "total_net_turnover", "avg_net_turnover", "record_count", "start_date", "end_date", "aggregate_count" ], "title": "AggregateStatsResponse", "description": "Response schema for aggregate statistics." }, "AggregateSummaryResponse": { "properties": { "aggregate_id": { "type": "integer", "title": "Aggregate Id", "description": "Aggregate ID" }, "metadata": { "$ref": "#/components/schemas/AggregateMetadata", "description": "Aggregate metadata" }, "latest": { "anyOf": [ { "$ref": "#/components/schemas/CashAggregateData" }, { "$ref": "#/components/schemas/OptionsAggregateData" }, { "type": "null" } ], "title": "Latest", "description": "Latest data point" }, "trends": { "$ref": "#/components/schemas/TrendMetrics", "description": "Trend analysis" }, "constituents": { "additionalProperties": true, "type": "object", "title": "Constituents", "description": "Constituent information" }, "lookback_days": { "type": "integer", "exclusiveMinimum": 0, "title": "Lookback Days", "description": "Number of days analysed for trends" }, "data_points": { "type": "integer", "minimum": 0, "title": "Data Points", "description": "Number of data points in analysis" } }, "type": "object", "required": [ "aggregate_id", "metadata", "trends", "constituents", "lookback_days", "data_points" ], "title": "AggregateSummaryResponse", "description": "Response schema for comprehensive aggregate summary." }, "AssetClassEnum": { "type": "string", "enum": [ "all", "cash", "options" ], "title": "AssetClassEnum", "description": "Asset class enumeration." }, "BasketConstituentAdd": { "properties": { "security_ids": { "items": { "type": "integer" }, "type": "array", "maxItems": 1000, "minItems": 1, "title": "Security Ids" } }, "type": "object", "required": [ "security_ids" ], "title": "BasketConstituentAdd", "description": "Schema for adding constituents to basket." }, "BasketConstituentRemove": { "properties": { "security_ids": { "items": { "type": "integer" }, "type": "array", "minItems": 1, "title": "Security Ids" } }, "type": "object", "required": [ "security_ids" ], "title": "BasketConstituentRemove", "description": "Schema for removing constituents from basket." }, "BasketCreate": { "properties": { "name": { "type": "string", "maxLength": 100, "minLength": 1, "title": "Name" }, "underlying_ids": { "items": { "type": "integer" }, "type": "array", "maxItems": 1000, "title": "Underlying Ids" }, "agg_px_ref_sec_id": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Agg Px Ref Sec Id" } }, "type": "object", "required": [ "name" ], "title": "BasketCreate", "description": "Schema for basket creation." }, "BasketListResponse": { "properties": { "baskets": { "items": { "$ref": "#/components/schemas/BasketResponse" }, "type": "array", "title": "Baskets" }, "count": { "type": "integer", "title": "Count" } }, "type": "object", "required": [ "baskets", "count" ], "title": "BasketListResponse", "description": "Schema for basket list response." }, "BasketPriceReferenceUpdate": { "properties": { "agg_px_ref_sec_id": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Agg Px Ref Sec Id" } }, "type": "object", "title": "BasketPriceReferenceUpdate", "description": "Schema for updating basket price reference." }, "BasketResponse": { "properties": { "name": { "type": "string", "maxLength": 100, "minLength": 1, "title": "Name" }, "id": { "type": "integer", "title": "Id" }, "vanda_id": { "type": "string", "title": "Vanda Id" }, "user_id": { "type": "integer", "title": "User Id" }, "underlying_ids": { "items": { "type": "integer" }, "type": "array", "title": "Underlying Ids" }, "active": { "type": "boolean", "title": "Active" }, "agg_px_ref_sec_id": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Agg Px Ref Sec Id" }, "constituent_count": { "type": "integer", "title": "Constituent Count" } }, "type": "object", "required": [ "name", "id", "vanda_id", "user_id", "underlying_ids", "active", "agg_px_ref_sec_id", "constituent_count" ], "title": "BasketResponse", "description": "Schema for basket response." }, "BasketUpdate": { "properties": { "name": { "anyOf": [ { "type": "string", "maxLength": 100, "minLength": 1 }, { "type": "null" } ], "title": "Name" }, "underlying_ids": { "anyOf": [ { "items": { "type": "integer" }, "type": "array" }, { "type": "null" } ], "title": "Underlying Ids" }, "active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Active" }, "agg_px_ref_sec_id": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Agg Px Ref Sec Id" } }, "type": "object", "title": "BasketUpdate", "description": "Schema for basket updates (all fields optional)." }, "CashAggregateData": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Timestamp" }, "id": { "type": "integer", "title": "Id", "description": "Security/Aggregate ID" }, "type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Type", "description": "Aggregate type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Aggregate subtype" }, "market_hours": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Market Hours", "description": "Market hours indicator" }, "is_active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Is Active", "description": "Active status" }, "px": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Px", "description": "Price" }, "px_chg": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Px Chg", "description": "Price change" }, "updated_time": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Updated Time", "description": "Last update timestamp" }, "asset_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Class", "description": "Asset class identifier" }, "retail_buy_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Buy Turnover", "description": "Retail buy turnover" }, "retail_sell_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Sell Turnover", "description": "Retail sell turnover" }, "retail_net_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Net Turnover", "description": "Retail net turnover" }, "retail_total_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Total Turnover", "description": "Retail total turnover" } }, "type": "object", "required": [ "ts", "id" ], "title": "CashAggregateData", "description": "Cash aggregate data schema." }, "CashAggregateDataNoPx": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Timestamp" }, "id": { "type": "integer", "title": "Id", "description": "Security/Aggregate ID" }, "type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Type", "description": "Aggregate type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Aggregate subtype" }, "market_hours": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Market Hours", "description": "Market hours indicator" }, "is_active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Is Active", "description": "Active status" }, "updated_time": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Updated Time", "description": "Last update timestamp" }, "asset_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Class", "description": "Asset class identifier" }, "retail_buy_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Buy Turnover", "description": "Retail buy turnover" }, "retail_sell_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Sell Turnover", "description": "Retail sell turnover" }, "retail_net_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Net Turnover", "description": "Retail net turnover" }, "retail_total_turnover": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Retail Total Turnover", "description": "Retail total turnover" } }, "type": "object", "required": [ "ts", "id" ], "title": "CashAggregateDataNoPx", "description": "CashAggregateData without px fields." }, "ComparisonRequest": { "properties": { "aggregate_ids": { "items": { "type": "integer" }, "type": "array", "maxItems": 10, "minItems": 2, "title": "Aggregate Ids", "description": "List of aggregate IDs to compare" }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "metrics": { "items": { "type": "string" }, "type": "array", "maxItems": 10, "minItems": 1, "title": "Metrics", "description": "Metrics to compare", "default": [ "retail_net_turnover" ] }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_ids", "start_date", "end_date" ], "title": "ComparisonRequest", "description": "Request schema for comparing multiple aggregates." }, "ComparisonResponse": { "properties": { "aggregates": { "additionalProperties": { "additionalProperties": true, "type": "object" }, "type": "object", "title": "Aggregates", "description": "Comparison data grouped by aggregate ID" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" }, "metrics": { "items": { "type": "string" }, "type": "array", "title": "Metrics", "description": "Metrics compared" }, "date_range": { "additionalProperties": { "type": "string", "format": "date-time" }, "type": "object", "title": "Date Range", "description": "Date range" } }, "type": "object", "required": [ "aggregates", "interval", "metrics", "date_range" ], "title": "ComparisonResponse", "description": "Response schema for aggregate comparison." }, "CompressionFormat": { "type": "string", "enum": [ "none", "gzip", "zip" ], "title": "CompressionFormat", "description": "Compression format options for exports" }, "ConstituentDetail": { "properties": { "id": { "type": "integer", "title": "Id", "description": "Security ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "symbol": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Symbol", "description": "Trading symbol" }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Security name" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector", "description": "Sector" }, "industry": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Industry", "description": "Industry" }, "weight": { "anyOf": [ { "type": "number", "maximum": 100, "minimum": 0 }, { "type": "null" } ], "title": "Weight", "description": "Weight in aggregate (percentage)" }, "latest_data": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Latest Data", "description": "Latest data point for security" } }, "type": "object", "required": [ "id", "vanda_id" ], "title": "ConstituentDetail", "description": "Schema for constituent security details." }, "ConstituentResponse": { "properties": { "aggregate_id": { "type": "integer", "title": "Aggregate Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "constituent_ids": { "items": { "type": "integer" }, "type": "array", "title": "Constituent Ids", "description": "List of constituent security IDs" }, "count": { "type": "integer", "title": "Count", "description": "Number of constituents" } }, "type": "object", "required": [ "aggregate_id", "vanda_id", "constituent_ids", "count" ], "title": "ConstituentResponse", "description": "Response schema for aggregate constituents." }, "CorrelationRequest": { "properties": { "aggregate_id_1": { "type": "integer", "exclusiveMinimum": 0, "title": "Aggregate Id 1", "description": "First aggregate ID" }, "aggregate_id_2": { "type": "integer", "exclusiveMinimum": 0, "title": "Aggregate Id 2", "description": "Second aggregate ID" }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "metric": { "type": "string", "title": "Metric", "description": "Metric to correlate", "default": "retail_net_turnover" }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_id_1", "aggregate_id_2", "start_date", "end_date" ], "title": "CorrelationRequest", "description": "Request schema for correlation analysis." }, "CorrelationResponse": { "properties": { "aggregate_id_1": { "type": "integer", "title": "Aggregate Id 1", "description": "First aggregate ID" }, "aggregate_id_2": { "type": "integer", "title": "Aggregate Id 2", "description": "Second aggregate ID" }, "correlation": { "type": "number", "maximum": 1, "minimum": -1, "title": "Correlation", "description": "Pearson correlation coefficient (-1 to 1)" }, "data_points": { "type": "integer", "minimum": 0, "title": "Data Points", "description": "Number of overlapping data points" }, "metric": { "type": "string", "title": "Metric", "description": "Metric used for correlation" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" }, "date_range": { "additionalProperties": true, "type": "object", "title": "Date Range", "description": "Date range analysed" } }, "type": "object", "required": [ "aggregate_id_1", "aggregate_id_2", "correlation", "data_points", "metric", "interval", "date_range" ], "title": "CorrelationResponse", "description": "Response schema for correlation analysis." }, "ExportFormat": { "type": "string", "enum": [ "json", "csv" ], "title": "ExportFormat", "description": "Export format options for API responses" }, "GlobalIdResponse": { "properties": { "global_id": { "type": "string", "title": "Global Id" }, "resource_type": { "type": "string", "title": "Resource Type" }, "resource_id": { "type": "string", "title": "Resource Id" } }, "type": "object", "required": [ "global_id", "resource_type", "resource_id" ], "title": "GlobalIdResponse", "description": "Response of the launchpad \"ensure registered for sharing\" endpoint — the\nresource pointer plus the minted (or existing) global_id from the registry." }, "HTTPValidationError": { "properties": { "detail": { "items": { "$ref": "#/components/schemas/ValidationError" }, "type": "array", "title": "Detail" } }, "type": "object", "title": "HTTPValidationError" }, "IntervalEnum": { "type": "string", "enum": [ "10min", "30min", "1h", "1d", "1w", "1m", "1y" ], "title": "IntervalEnum", "description": "Time interval enumeration." }, "JobStatusEnum": { "type": "string", "enum": [ "pending", "processing", "completed", "failed" ], "title": "JobStatusEnum", "description": "Async job processing status" }, "JobStatusOnlyResponse": { "properties": { "job_id": { "type": "string", "title": "Job Id", "description": "Job identifier" }, "status": { "$ref": "#/components/schemas/JobStatusEnum", "description": "Current job status" }, "endpoint": { "type": "string", "title": "Endpoint", "description": "Original endpoint" }, "created_at": { "type": "string", "format": "date-time", "title": "Created At", "description": "Job creation timestamp" }, "completed_at": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Completed At", "description": "Job completion timestamp" }, "error": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Error", "description": "Error message (if failed)" }, "result_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Result Type", "description": "Result storage type" }, "total_records": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Total Records", "description": "Total records in result" }, "ttl_seconds": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Ttl Seconds", "description": "Time to live in seconds" }, "progress_percentage": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Progress Percentage", "description": "Progress indicator" } }, "type": "object", "required": [ "job_id", "status", "endpoint", "created_at" ], "title": "JobStatusOnlyResponse", "description": "Response for status-only query (no result data)" }, "JobStatusResponse": { "properties": { "job_id": { "type": "string", "title": "Job Id", "description": "Job identifier" }, "status": { "$ref": "#/components/schemas/JobStatusEnum", "description": "Current job status" }, "endpoint": { "type": "string", "title": "Endpoint", "description": "Original endpoint" }, "created_at": { "type": "string", "format": "date-time", "title": "Created At", "description": "Job creation timestamp" }, "completed_at": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Completed At", "description": "Job completion timestamp" }, "result": { "anyOf": [ {}, { "type": "null" } ], "title": "Result", "description": "Job result (if completed)" }, "error": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Error", "description": "Error message (if failed)" }, "progress_percentage": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Progress Percentage", "description": "Progress indicator" } }, "type": "object", "required": [ "job_id", "status", "endpoint", "created_at" ], "title": "JobStatusResponse", "description": "Response for job status query" }, "MoneynessEnum": { "type": "string", "enum": [ "TOTAL", "ITM", "ATM", "OTM" ], "title": "MoneynessEnum", "description": "Options moneyness filter." }, "NormalisationEnum": { "type": "string", "enum": [ "zscore", "percentile_rank" ], "title": "NormalisationEnum", "description": "selection of normalisation" }, "NormalisationPeriodEnum": { "type": "string", "enum": [ "3m", "6m", "1y", "2y", "5y", "Expanding", "All" ], "title": "NormalisationPeriodEnum", "description": "selection of normalisation period" }, "NotionalEnum": { "type": "string", "enum": [ "ALL", "CALL", "PUT" ], "title": "NotionalEnum", "description": "Options notional filter for notional metrics." }, "OptionsAggregateData": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Timestamp" }, "id": { "type": "integer", "title": "Id", "description": "Security/Aggregate ID" }, "type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Type", "description": "Aggregate type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Aggregate subtype" }, "market_hours": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Market Hours", "description": "Market hours indicator" }, "is_active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Is Active", "description": "Active status" }, "px": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Px", "description": "Price" }, "px_chg": { "anyOf": [ { "type": "string", "pattern": "^(?!^[-+.]*$)[+-]?0*\\d*\\.?\\d*$" }, { "type": "null" } ], "title": "Px Chg", "description": "Price change" }, "updated_time": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Updated Time", "description": "Last update timestamp" }, "asset_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Class", "description": "Asset class identifier" }, "moneyness": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Moneyness", "description": "Options moneyness" }, "size": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Size", "description": "Options size" }, "call_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Call Turnover", "description": "Call options turnover" }, "put_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Put Turnover", "description": "Put options turnover" }, "cp_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Cp Turnover", "description": "Call/Put turnover" }, "net_cp_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Net Cp Turnover", "description": "Net Call/Put turnover" }, "call_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Call Notional", "description": "Call options notional value" }, "put_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Put Notional", "description": "Put options notional value" }, "cp_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Cp Notional", "description": "Call/Put notional value" }, "net_cp_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Net Cp Notional", "description": "Net Call/Put notional value" } }, "type": "object", "required": [ "ts", "id" ], "title": "OptionsAggregateData", "description": "Options aggregate data schema." }, "OptionsAggregateDataNoPx": { "properties": { "ts": { "type": "string", "format": "date-time", "title": "Ts", "description": "Timestamp" }, "id": { "type": "integer", "title": "Id", "description": "Security/Aggregate ID" }, "type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Type", "description": "Aggregate type" }, "subtype": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Subtype", "description": "Aggregate subtype" }, "market_hours": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Market Hours", "description": "Market hours indicator" }, "is_active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Is Active", "description": "Active status" }, "updated_time": { "anyOf": [ { "type": "string", "format": "date-time" }, { "type": "null" } ], "title": "Updated Time", "description": "Last update timestamp" }, "asset_class": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Class", "description": "Asset class identifier" }, "moneyness": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Moneyness", "description": "Options moneyness" }, "size": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Size", "description": "Options size" }, "call_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Call Turnover", "description": "Call options turnover" }, "put_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Put Turnover", "description": "Put options turnover" }, "cp_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Cp Turnover", "description": "Call/Put turnover" }, "net_cp_turnover": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Net Cp Turnover", "description": "Net Call/Put turnover" }, "call_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Call Notional", "description": "Call options notional value" }, "put_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Put Notional", "description": "Put options notional value" }, "cp_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Cp Notional", "description": "Call/Put notional value" }, "net_cp_notional": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Net Cp Notional", "description": "Net Call/Put notional value" } }, "type": "object", "required": [ "ts", "id" ], "title": "OptionsAggregateDataNoPx", "description": "OptionsAggregateData without px fields." }, "PaginationMetadata": { "properties": { "page_number": { "type": "integer", "title": "Page Number", "description": "Current page number" }, "records_per_page": { "type": "integer", "title": "Records Per Page", "description": "Number of records per page" }, "total_record_count": { "type": "integer", "title": "Total Record Count", "description": "Total number of records available" }, "total_pages": { "type": "integer", "title": "Total Pages", "description": "Total number of pages" }, "has_next_page": { "type": "boolean", "title": "Has Next Page", "description": "Whether there is a next page" }, "has_prev_page": { "type": "boolean", "title": "Has Prev Page", "description": "Whether there is a previous page" }, "next_page": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Next Page", "description": "Next page number if available" }, "prev_page": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Prev Page", "description": "Previous page number if available" } }, "type": "object", "required": [ "page_number", "records_per_page", "total_record_count", "total_pages", "has_next_page", "has_prev_page" ], "title": "PaginationMetadata", "description": "Pagination metadata schema." }, "SideBySideRequest": { "properties": { "aggregate_ids": { "items": { "type": "integer" }, "type": "array", "maxItems": 10, "minItems": 2, "title": "Aggregate Ids", "description": "Aggregate IDs to compare" }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_ids", "start_date", "end_date" ], "title": "SideBySideRequest", "description": "Request schema for side-by-side timeseries comparison." }, "SideBySideResponse": { "properties": { "aggregates": { "additionalProperties": { "items": { "additionalProperties": true, "type": "object" }, "type": "array" }, "type": "object", "title": "Aggregates", "description": "Timeseries data grouped by aggregate ID" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" }, "asset_class": { "type": "string", "title": "Asset Class", "description": "Asset class" }, "date_range": { "additionalProperties": { "type": "string", "format": "date-time" }, "type": "object", "title": "Date Range", "description": "Date range" } }, "type": "object", "required": [ "aggregates", "interval", "asset_class", "date_range" ], "title": "SideBySideResponse", "description": "Response schema for side-by-side comparison." }, "SingleSecurityMetadata": { "properties": { "id": { "type": "integer", "title": "Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "ticker": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Ticker", "description": "Trading symbol" }, "name": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Name", "description": "Security name" }, "figi": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Figi", "description": "FIGI" }, "exchange": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Exchange", "description": "Exchange" }, "sector": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Sector", "description": "Sector" }, "industry": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Industry", "description": "Industry" }, "asset_type": { "anyOf": [ { "type": "string" }, { "type": "null" } ], "title": "Asset Type", "description": "Asset type" }, "is_active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Is Active", "description": "Active status" }, "result_type": { "type": "string", "const": "single_security", "title": "Result Type", "description": "Result type discriminator", "default": "single_security" } }, "type": "object", "required": [ "id", "vanda_id" ], "title": "SingleSecurityMetadata", "description": "Single security metadata schema for aggregate service search." }, "SizeEnum": { "type": "string", "enum": [ "TOTAL", "SMALL", "LARGE" ], "title": "SizeEnum", "description": "Options size filter." }, "SnapshotResponse": { "properties": { "data": { "items": { "anyOf": [ { "$ref": "#/components/schemas/CashAggregateData" }, { "$ref": "#/components/schemas/OptionsAggregateData" } ] }, "type": "array", "title": "Data", "description": "Snapshot data" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" }, "asset_classes": { "items": { "type": "string" }, "type": "array", "title": "Asset Classes", "description": "Asset classes included" }, "timestamp": { "type": "string", "format": "date-time", "title": "Timestamp", "description": "Snapshot timestamp" }, "count": { "type": "integer", "title": "Count", "description": "Number of data points returned" }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMetadata" }, { "type": "null" } ], "description": "Pagination metadata" }, "metadata": { "additionalProperties": true, "type": "object", "title": "Metadata", "description": "Additional metadata" } }, "type": "object", "required": [ "data", "interval", "asset_classes", "timestamp", "count" ], "title": "SnapshotResponse", "description": "Response schema for snapshot data." }, "SortDirectionEnum": { "type": "string", "enum": [ "asc", "desc" ], "title": "SortDirectionEnum", "description": "Sort direction enumeration." }, "TimeseriesResponse": { "properties": { "data": { "items": { "anyOf": [ { "$ref": "#/components/schemas/CashAggregateData" }, { "$ref": "#/components/schemas/OptionsAggregateData" } ] }, "type": "array", "title": "Data", "description": "Timeseries data points" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" }, "asset_classes": { "items": { "type": "string" }, "type": "array", "title": "Asset Classes", "description": "Asset classes included" }, "count": { "type": "integer", "title": "Count", "description": "Number of data points returned" }, "pagination": { "anyOf": [ { "$ref": "#/components/schemas/PaginationMetadata" }, { "type": "null" } ], "description": "Pagination metadata" }, "metadata": { "additionalProperties": true, "type": "object", "title": "Metadata", "description": "Additional metadata" }, "transformation": { "additionalProperties": true, "type": "object", "title": "Transformation", "description": "transformation data" } }, "type": "object", "required": [ "data", "interval", "asset_classes", "count" ], "title": "TimeseriesResponse", "description": "Response schema for timeseries data." }, "TopConstituentsRequest": { "properties": { "aggregate_id": { "type": "integer", "exclusiveMinimum": 0, "title": "Aggregate Id", "description": "Aggregate ID" }, "metric": { "type": "string", "title": "Metric", "description": "Metric to rank by", "default": "retail_net_turnover" }, "top_n": { "type": "integer", "maximum": 100, "minimum": 1, "title": "Top N", "description": "Number of top constituents", "default": 10 }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval for latest data", "default": "1d" }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_id" ], "title": "TopConstituentsRequest", "description": "Request schema for top constituents." }, "TopConstituentsResponse": { "properties": { "aggregate_id": { "type": "integer", "title": "Aggregate Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Aggregate Vanda ID" }, "constituents": { "items": { "$ref": "#/components/schemas/ConstituentDetail" }, "type": "array", "title": "Constituents", "description": "Top constituents ranked by metric" }, "metric": { "type": "string", "title": "Metric", "description": "Metric used for ranking" }, "count": { "type": "integer", "title": "Count", "description": "Number of constituents returned" } }, "type": "object", "required": [ "aggregate_id", "vanda_id", "constituents", "metric", "count" ], "title": "TopConstituentsResponse", "description": "Response schema for top constituents." }, "TransformationEnum": { "type": "string", "enum": [ "rolling_sum", "moving_avg" ], "title": "TransformationEnum", "description": "selection of transformation" }, "TrendAnalysisRequest": { "properties": { "aggregate_id": { "type": "integer", "exclusiveMinimum": 0, "title": "Aggregate Id", "description": "Aggregate ID" }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "metric": { "type": "string", "title": "Metric", "description": "Metric to analyse", "default": "retail_net_turnover" }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_id", "start_date", "end_date" ], "title": "TrendAnalysisRequest", "description": "Request schema for trend analysis." }, "TrendAnalysisResponse": { "properties": { "aggregate_id": { "type": "integer", "title": "Aggregate Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "trend_direction": { "type": "string", "pattern": "^(up|down|neutral)$", "title": "Trend Direction", "description": "Trend direction (up, down, neutral)" }, "slope": { "type": "number", "title": "Slope", "description": "Linear regression slope" }, "r_squared": { "type": "number", "maximum": 1, "minimum": 0, "title": "R Squared", "description": "R-squared value (0-1)" }, "p_value": { "type": "number", "maximum": 1, "minimum": 0, "title": "P Value", "description": "Statistical p-value" }, "data_points": { "type": "integer", "minimum": 0, "title": "Data Points", "description": "Number of data points" }, "start_value": { "type": "number", "title": "Start Value", "description": "First value in series" }, "end_value": { "type": "number", "title": "End Value", "description": "Last value in series" }, "percent_change": { "anyOf": [ { "type": "number" }, { "type": "null" } ], "title": "Percent Change", "description": "Percentage change from start to end" }, "metric": { "type": "string", "title": "Metric", "description": "Metric analysed" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" } }, "type": "object", "required": [ "aggregate_id", "vanda_id", "trend_direction", "slope", "r_squared", "p_value", "data_points", "start_value", "end_value", "metric", "interval" ], "title": "TrendAnalysisResponse", "description": "Response schema for trend analysis." }, "TrendMetrics": { "properties": { "direction": { "type": "string", "pattern": "^(up|down|neutral)$", "title": "Direction", "description": "Trend direction (up, down, neutral)" }, "percent_change": { "type": "number", "title": "Percent Change", "description": "Percentage change" }, "volatility": { "type": "number", "minimum": 0, "title": "Volatility", "description": "Volatility (standard deviation)" }, "start_value": { "type": "number", "title": "Start Value", "description": "Starting value" }, "end_value": { "type": "number", "title": "End Value", "description": "Ending value" }, "mean": { "type": "number", "title": "Mean", "description": "Mean value" } }, "type": "object", "required": [ "direction", "percent_change", "volatility", "start_value", "end_value", "mean" ], "title": "TrendMetrics", "description": "Schema for trend metrics." }, "TypeEnum": { "type": "string", "enum": [ "ALL", "CALL", "PUT" ], "title": "TypeEnum", "description": "Options type filter for turnover metrics." }, "TypeSubtypeResponse": { "properties": { "types": { "items": { "type": "string" }, "type": "array", "title": "Types", "description": "List of unique types" }, "subtypes": { "additionalProperties": { "items": { "type": "string" }, "type": "array" }, "type": "object", "title": "Subtypes", "description": "Dictionary mapping types to their subtypes" } }, "type": "object", "required": [ "types", "subtypes" ], "title": "TypeSubtypeResponse", "description": "Response schema for types and subtypes." }, "UserChartsUpdate": { "properties": { "charts": { "additionalProperties": true, "type": "object", "title": "Charts", "description": "Chart configurations in JSONB format" } }, "type": "object", "required": [ "charts" ], "title": "UserChartsUpdate", "description": "Schema for updating user charts." }, "UserPreferencesUpdate": { "properties": { "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences", "description": "User preferences in JSONB format" } }, "type": "object", "required": [ "preferences" ], "title": "UserPreferencesUpdate", "description": "Schema for updating user preferences." }, "UserProfileResponse": { "properties": { "id": { "type": "integer", "title": "Id" }, "vanda_id": { "type": "string", "title": "Vanda Id" }, "username": { "type": "string", "title": "Username" }, "email": { "type": "string", "title": "Email" }, "charts": { "additionalProperties": true, "type": "object", "title": "Charts" }, "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences" }, "active": { "type": "boolean", "title": "Active" }, "basket_count": { "anyOf": [ { "type": "integer" }, { "type": "null" } ], "title": "Basket Count" } }, "type": "object", "required": [ "id", "vanda_id", "username", "email", "charts", "preferences", "active" ], "title": "UserProfileResponse", "description": "Detailed user profile response." }, "UserResponse": { "properties": { "username": { "type": "string", "maxLength": 50, "minLength": 3, "title": "Username" }, "email": { "type": "string", "format": "email", "title": "Email" }, "id": { "type": "integer", "title": "Id" }, "vanda_id": { "type": "string", "title": "Vanda Id" }, "charts": { "additionalProperties": true, "type": "object", "title": "Charts" }, "preferences": { "additionalProperties": true, "type": "object", "title": "Preferences" }, "active": { "type": "boolean", "title": "Active" } }, "type": "object", "required": [ "username", "email", "id", "vanda_id", "charts", "preferences", "active" ], "title": "UserResponse", "description": "Schema for user response." }, "UserUpdate": { "properties": { "username": { "anyOf": [ { "type": "string", "maxLength": 50, "minLength": 3 }, { "type": "null" } ], "title": "Username" }, "email": { "anyOf": [ { "type": "string", "format": "email" }, { "type": "null" } ], "title": "Email" }, "charts": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Charts" }, "preferences": { "anyOf": [ { "additionalProperties": true, "type": "object" }, { "type": "null" } ], "title": "Preferences" }, "active": { "anyOf": [ { "type": "boolean" }, { "type": "null" } ], "title": "Active" } }, "type": "object", "title": "UserUpdate", "description": "Schema for user updates (all fields optional)." }, "ValidationError": { "properties": { "loc": { "items": { "anyOf": [ { "type": "string" }, { "type": "integer" } ] }, "type": "array", "title": "Location" }, "msg": { "type": "string", "title": "Message" }, "type": { "type": "string", "title": "Error Type" }, "input": { "title": "Input" }, "ctx": { "type": "object", "title": "Context" } }, "type": "object", "required": [ "loc", "msg", "type" ], "title": "ValidationError" }, "VolatilityRequest": { "properties": { "aggregate_id": { "type": "integer", "exclusiveMinimum": 0, "title": "Aggregate Id", "description": "Aggregate ID" }, "interval": { "$ref": "#/components/schemas/IntervalEnum", "description": "Time interval", "default": "1d" }, "start_date": { "type": "string", "format": "date-time", "title": "Start Date", "description": "Start date" }, "end_date": { "type": "string", "format": "date-time", "title": "End Date", "description": "End date" }, "metric": { "type": "string", "title": "Metric", "description": "Metric to analyse", "default": "retail_net_turnover" }, "asset_class": { "$ref": "#/components/schemas/AssetClassEnum", "description": "Asset class", "default": "cash" } }, "type": "object", "required": [ "aggregate_id", "start_date", "end_date" ], "title": "VolatilityRequest", "description": "Request schema for volatility analysis." }, "VolatilityResponse": { "properties": { "aggregate_id": { "type": "integer", "title": "Aggregate Id", "description": "Aggregate ID" }, "vanda_id": { "type": "string", "title": "Vanda Id", "description": "Vanda identifier" }, "metric": { "type": "string", "title": "Metric", "description": "Metric analysed" }, "mean": { "type": "number", "title": "Mean", "description": "Mean value" }, "std_dev": { "type": "number", "minimum": 0, "title": "Std Dev", "description": "Standard deviation" }, "coefficient_of_variation": { "anyOf": [ { "type": "number", "minimum": 0 }, { "type": "null" } ], "title": "Coefficient Of Variation", "description": "Coefficient of variation (percentage)" }, "min": { "type": "number", "title": "Min", "description": "Minimum value" }, "max": { "type": "number", "title": "Max", "description": "Maximum value" }, "data_points": { "type": "integer", "minimum": 0, "title": "Data Points", "description": "Number of data points" }, "interval": { "type": "string", "title": "Interval", "description": "Time interval" } }, "type": "object", "required": [ "aggregate_id", "vanda_id", "metric", "mean", "std_dev", "min", "max", "data_points", "interval" ], "title": "VolatilityResponse", "description": "Response schema for volatility analysis." }, "WindowEnum": { "type": "string", "enum": [ "5", "20", "30", "60", "90", "120", "252" ], "title": "WindowEnum" } }, "securitySchemes": { "HTTPBearer": { "type": "http", "scheme": "bearer" }, "ApiKeyAuth": { "type": "apiKey", "in": "header", "name": "x-api-key" } } } }