Update API endpoints and types

api/index.ts

@@ -1,2 +1,2 @@
-export { default as marketData } from "./marketData/index.ts";
-export { default as trade } from "./trade/consumer.ts";
+export { default as marketData } from "./marketData/endpoints.ts";
+export { default as trade } from "./trade/endpoints.ts";

api/marketData/index.ts → api/marketData/endpoints.ts

@@ -413,8 +413,4 @@ const methods = ({ request }: ClientContext) => ({
   },
 });
 
-export default <T extends ReturnType<typeof methods>>(
-  context: ClientContext
-): T => {
-  return methods(context) as T;
-};
+export default (context: ClientContext) => methods(context);

api/trade/consumer.ts → api/trade/endpoints.ts

@@ -44,7 +44,7 @@ import { OptionContract, OptionContractsQueryParams } from "./types/options.ts";
 import { CreateOrderOptions, Order, PatchOrderOptions } from "./types/order.ts";
 import { ClosePositionOptions, Position } from "./types/position.ts";
 
-const methods = ({ request }: ClientContext) => ({
+export const methods = ({ request }: ClientContext) => ({
   v2: {
     account: {
       get: () =>
@@ -383,8 +383,4 @@ const methods = ({ request }: ClientContext) => ({
   },
 });
 
-export default <T extends ReturnType<typeof methods>>(
-  context: ClientContext
-): T => {
-  return methods(context) as T;
-};
+export default (context: ClientContext) => methods(context);

api/trade/types/websocket_2.ts

@@ -1,3 +1,5 @@
+import { EventMap, WebSocketWithEvents } from "../../types/websocket.ts";
+
 type Trade = {
   T: "t";
   i: number;
@@ -120,38 +122,14 @@ type StockDataMessage =
   | ErrorMessage
   | SubscriptionMessage;
 
-interface StockChannelEventMap {
-  trades: Trade;
-  quotes: Quote;
-  bars: Bar;
-  dailyBars: Bar;
-  updatedBars: Bar;
-  statuses: TradingStatus;
-  lulds: LULD;
+interface StockChannelEventMap extends EventMap {
+  trades: { T: "trades"; data: Trade };
+  quotes: { T: "quotes"; data: Quote };
+  bars: { T: "bars"; data: Bar };
+  dailyBars: { T: "dailyBars"; data: Bar };
+  updatedBars: { T: "updatedBars"; data: Bar };
+  statuses: { T: "statuses"; data: TradingStatus };
+  lulds: { T: "lulds"; data: LULD };
 }
 
-type SubscriptionRequest = {
-  channel: keyof StockChannelEventMap;
-  symbols: string[];
-};
-
-export type StockDataWebSocket = {
-  on: <E extends keyof StockChannelEventMap>(
-    channel: E,
-    event: E extends keyof StockChannelEventMap
-      ? StockChannelEventMap[E]["T"]
-      : never,
-    handler: (
-      data: Extract<
-        StockChannelEventMap[E],
-        { T: StockChannelEventMap[E]["T"] }
-      >
-    ) => void
-  ) => void;
-  subscribe: (
-    requests: SubscriptionRequest[]
-  ) => Promise<SubscriptionRequest[]>;
-  unsubscribe: (
-    requests: SubscriptionRequest[]
-  ) => Promise<SubscriptionRequest[]>;
-};
+export type StockDataWebSocket = WebSocketWithEvents<StockChannelEventMap>;

api/types/websocket.ts

@@ -0,0 +1,27 @@
+// The expected  type for an event map for a given channel
+export type EventMap = {
+  // deno-lint-ignore no-explicit-any
+  [EventKey: string]: { T: string; data: any };
+};
+
+// The expected type of a subscription request for a  channel event map
+export type SubscriptionRequest<ChannelEventMap extends EventMap> = {
+  channel: keyof ChannelEventMap;
+  symbols?: string[];
+};
+
+export type WebSocketWithEvents<ChannelEventMap extends EventMap> = {
+  on: <E extends keyof ChannelEventMap>(
+    channel: E,
+    event: ChannelEventMap[E]["T"],
+    handler: (
+      data: Extract<ChannelEventMap[E], { T: ChannelEventMap[E]["T"] }>
+    ) => void
+  ) => void;
+  subscribe: (
+    requests: SubscriptionRequest<ChannelEventMap>[]
+  ) => Promise<SubscriptionRequest<ChannelEventMap>[]>;
+  unsubscribe: (
+    requests: SubscriptionRequest<ChannelEventMap>[]
+  ) => Promise<SubscriptionRequest<ChannelEventMap>[]>;
+};

factory/createClient.ts

@@ -4,39 +4,52 @@ import { StockDataWebSocket } from "../api/trade/types/websocket_2.ts";
 import { CryptoWebSocket } from "../api/trade/types/websocket_3.ts";
 import { NewsWebSocket } from "../api/trade/types/websocket_4.ts";
 import { OptionsWebSocket } from "../api/trade/types/websocket_5.ts";
-import { ClientContextConsumer } from "../api/types/shared.ts";
 import { TokenBucketOptions, createTokenBucket } from "./createTokenBucket.ts";
 
+// The options required to make a request
+export type RequestOptions = {
+  path: string;
+  data?: object;
+  method?: string;
+  // deno-lint-ignore no-explicit-any
+  params?: Record<string, any>;
+};
+
 // Used to share the client options and request function between the different API methods
 export type ClientContext = {
   options: CreateClientOptions;
   request: <T>(options: RequestOptions) => Promise<T>;
 };
 
 // The options required to create a client
-type CreateClientOptions = {
+export type CreateClientOptions = {
   keyId: string;
   secretKey: string;
   baseURL: string;
   tokenBucket?: TokenBucketOptions;
 };
 
-// The options required to make a request
-type RequestOptions = {
-  path: string;
-  data?: object;
-  method?: string;
+// Infer the return type of an API method by looking at the return type of the function
+export type ExtractedClientMethodReturn<T> = T extends (
   // deno-lint-ignore no-explicit-any
-  params?: Record<string, any>;
-};
+  ...args: any[]
+) => infer R
+  ? R
+  : T;
+
+// The expected type of a client method
+export type ClientMethod<T> = (context: ClientContext) => T;
+
+// The return type of a client method
+export type ClientMethodReturnType<T> = ExtractedClientMethodReturn<
+  ReturnType<ClientMethod<T>>
+>;
 
-// The client object that is returned by createClient
+// The object returned by createClient
 export type Client = {
   rest: {
-    trade: ReturnType<ClientContextConsumer<ReturnType<typeof trade>>>;
-    marketData: ReturnType<
-      ClientContextConsumer<ReturnType<typeof marketData>>
-    >;
+    trade: ClientMethodReturnType<typeof trade>;
+    marketData: ClientMethodReturnType<typeof marketData>;
   };
   websocket: {
     trade: TradeWebSocket;
@@ -128,11 +141,14 @@ export function createClient({
     );
   };
 
+  // Build the context object
   const context: ClientContext = { options, request };
 
   return {
     rest: {
+      // Instantiate the trade methods with the context
       trade: trade(context),
+      // Instantiate the market data methods with the context
       marketData: marketData(context),
     },
     websocket: {} as any,