{ "swagger": "2.0", "x-id": [ "composer.stagehand.routes.services/api" ], "info": { "title": "Welcome to the Composer API!", "description": "This documentation provides information on how to integrate with the Composer API to build automated trading strategies.\n\nThe Composer API enables programmatic access to Symphonies (automated trading strategies), portfolio management, market data, and direct trading capabilities.\n\n### Key Features\n\n- **Symphony**: An automated trading strategy that executes based on predefined rules\n- **Deploy**: Investing capital into a Symphony to begin automated trading\n- **Backtest**: Simulate a Symphony's historical performance before deploying\n- **Direct Trading**: Manual buy/sell orders outside of Symphony automation\n\n### Before you start\n\nBefore you begin integration, you'll need:\n\n- A Composer account, go ahead and [login](https://app.composer.trade/login) or [sign up](https://app.composer.trade/register)\n- Composer API access credentials (Key ID and Secret)\n- Basic familiarity with REST APIs and HTTP requests\n\n### Getting Your API Credentials\n\nTo access the API, you'll need both a Key ID and a Secret:\n\n1. [Log in](https://app.composer.trade/login) to your Composer account\n2. Navigate to the **Settings** section\n3. Select the **API Access** tab\n4. Click on **Generate New API Key**\n5. Your Key ID will be displayed immediately\n6. Your Secret will be shown only once - make sure to copy and store it securely\n\n> **Important Notes on API Keys**\n>\n> - Never expose your API Secret in client-side code or public repositories. It should be securely stored with a proven secret management system.\n> - There is only one active key. *Generating a new key pair* will revoke access to your existing key.\n> - Keys are tied to your Composer account. They will have the same access as the user creating the key.\n\n## Quickstart\n\n### Authentication\n\nAll API requests require authentication using your Key ID and Secret. Include these in your request headers:\n\n```\nx-api-key-id: \nauthorization: Bearer \n```\n\nReplace `` with your actual Key ID and `` with your actual Secret.\n\n### Base URL\n\nAll API endpoints are relative to the base URL: `https://api.composer.trade/`\n\n### Examples\n\nThis example shows how to list the user's accounts:\n\n```bash\ncurl -X GET \"https://api.composer.trade/api/v0.1/accounts/list\" \\\n -H \"x-api-key-id: \" \\\n -H \"authorization: Bearer \"\n```\n\nThis example demonstrates how to retrieve a CSV activity report for a specific account:\n\n```bash\ncurl -X GET \"https://api.composer.trade/api/v0.1/reports/550e8400-e29b-41d4-a716-446655440000?since=2023-01-01T00:00:00Z&until=2023-01-01T23:59:59.999Z&report-type=trade-activity\" \\\n -H \"accept: text/csv\" \\\n -H \"x-api-key-id: \" \\\n -H \"authorization: Bearer \"\n```\n\n### Rate Limits\n\nRate limits are applied per API key, on a per-endpoint, per-minute basis. Most endpoints allow **25 requests per minute**. When a limit is exceeded, the request fails with a status code of `429`.\n\nThe following endpoints have higher limits:\n\n| Endpoint | Requests per minute |\n| --- | --- |\n| `GET /api/v0.1/portfolio/accounts/{account-id}/symphonies/{symphony-id}` | 500 |\n| `GET /api/v0.1/user/symphonies` | 250 |\n| `POST /api/v0.1/symphonies` | 250 |\n| `PUT` / `DELETE /api/v0.1/symphonies/{symphony-id}` | 250 |\n| `POST /api/v0.1/symphonies/{symphony-id}/copy` | 250 |\n| `GET /api/v0.1/symphonies/{symphony-id}/score` | 250 |\n| `GET /api/v0.1/symphonies/{symphony-id}/versions` | 250 |\n| `GET /api/v0.1/symphonies/{symphony-id}/versions/{version-id}/score` | 250 |\n| `PATCH /api/v0.1/symphonies/{symphony-id}/versions/{version-id}/score/nodes` | 250 |\n| `POST /api/v0.1/dry-run/trade-preview/{symphony-id}` | 100 |\n\n### Questions?\n\nFor any questions or assistance, contact the Composer support team at help@composer.trade\n", "version": "1.0.0" }, "tags": [ { "name": "Accounts", "description": "Manage user accounts and view account information including holdings and balances" }, { "name": "Portfolio", "description": "Access portfolio statistics, holding details, and performance history" }, { "name": "Reports", "description": "Generate and retrieve account activity reports and statements" }, { "name": "Market Data", "description": "Real-time and historical market data for equities, options" }, { "name": "Symphony", "description": "Create, manage, and configure automated trading strategies (Symphonies)" }, { "name": "Backtest", "description": "Simulate Symphony performance using historical market data" }, { "name": "Deploy", "description": "Invest capital into Symphonies and manage active deployments including rebalancing and withdrawals" }, { "name": "Dry Run", "description": "Preview trades and rebalancing actions before execution" }, { "name": "Direct Trading", "description": "Place manual buy/sell orders outside of Symphony automation" } ], "paths": { "/api/v0.1/accounts/list": { "get": { "responses": { "200": { "description": "Returns a list of all accounts associated with the authenticated user, including account status, supported asset classes, and key dates", "schema": { "type": "object", "properties": { "accounts": { "type": "array", "items": { "type": "object", "properties": { "account_uuid": { "type": "string", "format": "uuid" }, "account_foreign_id": { "type": "string", "x-nullable": true }, "account_type": { "type": "string" }, "asset_classes": { "type": "array", "items": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] } }, "direct_tradable_asset_classes": { "type": "object", "properties": { "buy": { "type": "array", "items": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] } }, "sell": { "type": "array", "items": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] } } }, "required": [ "buy", "sell" ], "additionalProperties": false }, "symphony_tradable_asset_classes": { "type": "array", "items": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] } }, "account_number": { "type": "string", "x-nullable": true }, "status": { "type": "string" }, "broker": { "type": "string" }, "created_at": {}, "first_deposit_at": { "x-nullable": true }, "first_incoming_acats_transfer_at": { "x-nullable": true }, "first_deploy_at": { "x-nullable": true }, "first_position_created_at": { "x-nullable": true }, "first_direct_trade_at": { "x-nullable": true }, "is_legacy_crypto_only_account": { "type": "boolean" }, "has_queued_deploy": { "type": "boolean" }, "has_active_position": { "type": "boolean" } }, "required": [ "account_uuid", "account_foreign_id", "account_type", "asset_classes", "direct_tradable_asset_classes", "symphony_tradable_asset_classes", "account_number", "status", "broker", "created_at", "first_deposit_at", "first_incoming_acats_transfer_at", "first_deploy_at", "first_position_created_at", "first_direct_trade_at", "is_legacy_crypto_only_account", "has_queued_deploy", "has_active_position" ], "additionalProperties": false } } }, "required": [ "accounts" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [], "summary": "List all accounts", "description": "Retrieve all brokerage accounts owned by the authenticated user. Each account includes information about supported asset classes for direct trading and Symphony automation.", "tags": [ "Accounts" ] } }, "/api/v0.1/accounts/{account-id}/holdings": { "get": { "responses": { "200": { "description": "Returns an array of all current holdings in the account including equities, and options positions", "schema": { "type": "array", "items": { "type": "object", "properties": { "ticker": { "type": "string" }, "quantity": { "type": "number", "format": "double" }, "asset_class": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] }, "options_details": { "description": "Details of the options contract (only for OPTIONS assets)", "type": "object", "properties": { "underlying_asset_symbol": { "description": "Underlying asset symbol.", "type": "string" }, "strike_price": { "description": "Strike price of the option contract.", "type": "number", "format": "double" }, "expiry": { "description": "Expiry date of the option contract.", "type": "string", "pattern": "[0-9]{4}-[0-9]{2}-[0-9]{2}" }, "contract_type": { "description": "Type of option contract, CALL or PUT.", "type": "string", "enum": [ "PUT", "CALL" ] } }, "required": [ "underlying_asset_symbol", "strike_price", "expiry", "contract_type" ], "additionalProperties": false } }, "required": [ "ticker", "quantity", "asset_class" ], "additionalProperties": false }, "example": [ { "asset_class": "EQUITIES", "ticker": "AAPL", "quantity": 10 }, { "asset_class": "CRYPTO", "ticker": "CRYPTO::BTC//USD", "quantity": 0.43252 }, { "asset_class": "OPTIONS", "ticker": "OPTIONS::AAPL250718C00210000//USD", "quantity": 5, "options_details": { "underlying_asset_symbol": "AAPL", "strike_price": 210, "expiry": "2025-07-18", "delta_dollars": 93.27, "contract_type": "CALL" } } ] } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "query", "name": "position_type", "description": "Filter holdings by position type. DEFAULT_DIRECT returns only direct trades, SYMPHONY returns only Symphony positions, ALL returns both.", "type": "string", "required": false, "enum": [ "DEFAULT_DIRECT", "SYMPHONY", "ALL" ] } ], "summary": "Get account holdings", "description": "Retrieve all current positions held in the specified account. Supports filtering by position type to distinguish between direct trades and Symphony-managed positions.", "tags": [ "Accounts" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/holding-stats": { "get": { "responses": { "200": { "description": "Returns detailed statistics for each holding including price, daily change, and allocation breakdown between direct and Symphony positions", "schema": { "type": "object", "properties": { "holdings": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "description": "A special symbol '$USD' represents the unallocated symphony cash remainder.", "type": "string" }, "name": { "type": "string", "x-nullable": true }, "asset_class": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] }, "options_details": { "description": "Details of the options contract (only for OPTIONS assets)", "type": "object", "properties": { "underlying_asset_symbol": { "description": "Underlying asset symbol.", "type": "string" }, "strike_price": { "description": "Strike price of the option contract.", "type": "number", "format": "double" }, "expiry": { "description": "Expiry date of the option contract.", "type": "string", "pattern": "[0-9]{4}-[0-9]{2}-[0-9]{2}" }, "contract_type": { "description": "Type of option contract, CALL or PUT.", "type": "string", "enum": [ "PUT", "CALL" ] }, "underlying_price": { "description": "The current price of the underlying asset.", "type": "number", "format": "double" }, "underlying_price_todays_change": { "description": "The $ change in the price of the underlying asset today.", "type": "number", "format": "double" }, "underlying_price_todays_change_percent": { "description": "The % change in the price of the underlying asset today.", "type": "number", "format": "double" } }, "required": [ "underlying_asset_symbol", "strike_price", "expiry", "contract_type" ], "additionalProperties": false }, "price": { "description": "The current price of this asset.", "type": "number", "format": "double" }, "price_todays_change": { "description": "The $ change in the price of this asset today.", "type": "number", "format": "double" }, "price_todays_change_percent": { "description": "The % change in the price of this asset today.", "type": "number", "format": "double" }, "direct": { "description": "The allocation of this holding held directly by the account.", "type": "object", "properties": { "allocation": { "description": "Percentage of portfolio total value.", "type": "number", "format": "double" }, "amount": { "type": "number", "format": "double" }, "value": { "type": "number", "format": "double" }, "direction": { "type": "string", "enum": [ "LONG", "SHORT" ], "x-nullable": true } }, "required": [ "allocation", "amount", "value", "direction" ], "additionalProperties": false }, "symphony": { "description": "The aggregate allocation of this holding across all symphonies.", "type": "object", "properties": { "allocation": { "description": "Percentage of portfolio total value.", "type": "number", "format": "double" }, "amount": { "type": "number", "format": "double" }, "value": { "type": "number", "format": "double" }, "direction": { "type": "string", "enum": [ "LONG", "SHORT" ], "x-nullable": true }, "symphonies": { "description": "The allocation of this holding within each symphony.", "type": "array", "items": { "type": "object", "properties": { "symphony_id": { "type": "string" }, "allocation": { "description": "The percentage of the symphony's total value that is allocated to this holding.", "type": "number", "format": "double" }, "value": { "description": "The current market value of this holding in the symphony.", "type": "number", "format": "double" } }, "required": [ "symphony_id", "allocation", "value" ], "additionalProperties": false } } }, "required": [ "allocation", "amount", "value", "direction", "symphonies" ], "additionalProperties": false }, "notional_value": { "description": "For options, the value of underlying assets controlled by the contract. For other assets, the value of the asset.", "type": "number", "format": "double" }, "delta_dollars": { "type": "number", "format": "double" }, "todays_change_percent": { "description": "Today's gain/loss in % for this asset.", "type": "number", "format": "double" }, "todays_change": { "description": "Today's gain/loss in $ for this asset.", "type": "number", "format": "double" }, "total_change_percent": { "description": "Total gain/loss in % for this asset. Only provided for Alpaca accounts.", "type": "number", "format": "double" }, "total_change": { "description": "Total gain/loss in $ for this asset. Only provided for Alpaca accounts.", "type": "number", "format": "double" }, "cost_basis": { "description": "Total cost basis for this asset. Only provided for Alpaca accounts.", "type": "number", "format": "double" }, "average_cost_basis": { "description": "Per-share cost basis for this asset. Only provided for Alpaca accounts.", "type": "number", "format": "double" } }, "required": [ "symbol", "name", "price", "price_todays_change", "price_todays_change_percent", "direct", "symphony", "todays_change_percent", "todays_change" ], "additionalProperties": false } } }, "required": [ "holdings" ], "additionalProperties": false } }, "404": { "description": "Account not found", "schema": { "type": "string" } }, "500": { "description": "Internal server error", "schema": null } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "", "type": "string", "required": true, "format": "uuid" } ], "summary": "Get holding statistics", "description": "Returns the direct and symphony allocations, amounts, and values by holding for an account. Includes current prices, daily change percentages, and notional values.", "tags": [ "Portfolio" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/symphony-historical-holdings": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "by_symphony": { "description": "Holdings keyed first by symphony id, then by day (ISO-8601 date).", "type": "object", "additionalProperties": { "description": "Keyed by ISO-8601 date (yyyy-MM-dd).", "type": "object", "additionalProperties": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string" }, "quantity": { "description": "Total quantity of the symbol held on that day.", "type": "number", "format": "double" }, "value": { "description": "Total market value of the symbol held on that day.", "type": "number", "format": "double" } }, "required": [ "symbol", "quantity", "value" ], "additionalProperties": false } } } }, "total_symphony_holdings": { "description": "Account-level holdings across all held symphonies keyed by day (ISO-8601 date), summing each symbol's quantity and value across all symphonies. Present only when `include_aggregate_account_holdings` is true.", "type": "object", "additionalProperties": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string" }, "quantity": { "description": "Total quantity of the symbol held on that day.", "type": "number", "format": "double" }, "value": { "description": "Total market value of the symbol held on that day.", "type": "number", "format": "double" } }, "required": [ "symbol", "quantity", "value" ], "additionalProperties": false } } } }, "required": [ "by_symphony" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "query", "name": "start_date", "description": "The inclusive start date of the historical data set. Defaults to 30 days ago.", "type": null, "required": false, "allowEmptyValue": true }, { "in": "query", "name": "end_date", "description": "The inclusive end date of the historical data set. Defaults to 30 days after the start date.", "type": null, "required": false, "allowEmptyValue": true }, { "in": "query", "name": "include_aggregate_account_holdings", "description": "When true, also return `total_symphony_holdings`: an account-level aggregate of symphony holdings per day, summing each symbol's quantity and value across all symphonies.", "type": "boolean", "required": true, "default": false } ], "summary": "Get historical holdings by symphony", "description": "Returns the daily quantity and value of each holding of each symphony for the account, grouped first by symphony id and then by day, over the given date range.", "tags": [ "Portfolio" ] } }, "/api/v0.1/reports/{account-id}": { "get": { "responses": { "200": { "description": "Activity report data for the specified date range", "schema": {} }, "400": { "description": "Invalid request parameters (e.g., invalid date format)", "schema": { "type": "string" } }, "404": { "description": "Account not found", "schema": { "type": "string" } }, "415": { "description": "Unsupported media type", "schema": { "type": "string" } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "query", "name": "since", "description": "Start date for the report period (ISO 8601 format)", "type": "string", "required": true, "format": "date-time" }, { "in": "query", "name": "until", "description": "End date for the report period (ISO 8601 format)", "type": "string", "required": true, "format": "date-time" }, { "in": "query", "name": "report-type", "description": "Type of report to generate (e.g., trade-activity)", "type": "string", "required": true, "enum": [ "trade-activity", "non-trade-activity" ] } ], "summary": "Return a report for the given account.", "tags": [ "Reports" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/total-stats": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "portfolio_value": { "type": "number", "format": "double" }, "simple_return": { "type": "number", "format": "double" }, "time_weighted_return": { "type": "number", "format": "double" }, "net_deposits": { "type": "number", "format": "double" }, "todays_dollar_change": { "type": "number", "format": "double" }, "todays_percent_change": { "type": "number", "format": "double" }, "total_cash": { "type": "number", "format": "double" }, "total_unallocated_cash": { "type": "number", "format": "double" }, "pending_withdrawals": { "description": "Deprecated. Use `pending_net_deposits` instead.", "type": "number", "format": "double", "x-nullable": true }, "pending_net_deposits": { "type": "number", "format": "double", "x-nullable": true }, "pending_deploys_cash": { "type": "number", "format": "double" }, "metrics": { "type": "object", "properties": { "annualized_rate_of_return": { "type": "number", "format": "double", "x-nullable": true }, "max_drawdown": { "type": "number", "format": "double", "x-nullable": true }, "sharpe_ratio": { "type": "number", "format": "double", "x-nullable": true }, "standard_deviation": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "annualized_rate_of_return", "max_drawdown", "sharpe_ratio", "standard_deviation" ], "additionalProperties": false } }, "required": [ "portfolio_value", "simple_return", "time_weighted_return", "net_deposits", "todays_dollar_change", "todays_percent_change", "total_cash", "total_unallocated_cash", "pending_deploys_cash" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" } ], "summary": "Get aggregate portfolio statistics", "tags": [ "Portfolio" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/symphony-stats-meta": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "symphonies": { "type": "array", "items": { "type": "object", "properties": { "id": { "type": "string" }, "position_id": { "type": "string" }, "as_of": { "x-nullable": true }, "holdings": { "type": "array", "items": { "type": "object", "properties": { "ticker": { "type": "string" }, "price": { "type": "number", "format": "double" }, "allocation": { "type": "number", "format": "double" }, "amount": { "type": "number", "format": "double" }, "value": { "type": "number", "format": "double" }, "last_percent_change": { "type": "number", "format": "double" } }, "required": [ "ticker", "price", "allocation", "amount", "value" ], "additionalProperties": false } }, "simple_return": { "type": "number", "format": "double" }, "time_weighted_return": { "type": "number", "format": "double" }, "net_deposits": { "type": "number", "format": "double" }, "last_dollar_change": { "type": "number", "format": "double" }, "cash": { "type": "number", "format": "double" }, "value": { "type": "number", "format": "double" }, "deposit_adjusted_value": { "type": "number", "format": "double" }, "annualized_rate_of_return": { "type": "number", "format": "double" }, "sharpe_ratio": { "type": "number", "format": "double" }, "max_drawdown": { "type": "number", "format": "double" }, "standard_deviation": { "type": "number", "format": "double" }, "calmar_ratio": { "type": "number", "format": "double" }, "trailing_1m_return": { "type": "number", "format": "double" }, "trailing_3m_return": { "type": "number", "format": "double" }, "last_percent_change": { "type": "number", "format": "double" }, "invested_since": { "type": "string", "format": "date" }, "last_rebalance_on": { "type": "string", "x-nullable": true, "format": "date-time" }, "last_rebalance_attempted_on": { "type": "string", "x-nullable": true, "format": "date-time" }, "name": { "type": "string" }, "asset_class": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] }, "asset_classes": { "type": "array", "items": { "type": "string", "enum": [ "CRYPTO", "EQUITIES", "OPTIONS" ] } }, "color": { "type": "string" }, "community_review_status": { "type": "string", "x-nullable": true }, "description": { "type": "string" }, "last_semantic_update_at": { "type": "string", "format": "date-time" }, "tags": { "type": "array", "items": { "type": "string" } }, "rebalance_frequency": { "type": "string" }, "is_shared": { "type": "boolean" }, "tickers": { "type": "array", "items": { "type": "object", "properties": { "name": { "type": "string", "x-nullable": true }, "symbol": { "type": "string" } }, "required": [ "symbol" ], "additionalProperties": false } }, "rebalance_corridor_width": { "type": "number", "format": "double" }, "next_rebalance_on": { "type": "string", "x-nullable": true, "format": "date" }, "may_rebalance_today": { "type": "boolean" }, "skip_rebalance_today": { "type": "boolean" }, "is_paused": { "type": "boolean" }, "paused_by": { "type": "string", "x-nullable": true }, "paused_reason": { "type": "string", "enum": [ "count_limit", "size_limit", "delinquency", "direct_trading_conversion", "cancellation" ], "x-nullable": true }, "node_count": { "description": "Number of user-facing nodes in the symphony's logic tree.", "type": "integer", "format": "int64", "x-nullable": true } }, "required": [ "id", "position_id", "as_of", "holdings", "simple_return", "time_weighted_return", "net_deposits", "last_dollar_change", "cash", "value", "deposit_adjusted_value", "invested_since", "last_rebalance_on", "last_rebalance_attempted_on", "name", "asset_class", "asset_classes", "color", "community_review_status", "description", "last_semantic_update_at", "tags", "rebalance_frequency", "is_shared", "tickers", "may_rebalance_today", "skip_rebalance_today", "is_paused", "paused_by", "paused_reason", "node_count" ], "additionalProperties": false } } }, "required": [ "symphonies" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" } ], "summary": "Get aggregate stats per symphony", "tags": [ "Portfolio" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/symphonies/{symphony-id}": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "epoch_ms": { "type": "array", "items": { "type": "integer", "format": "int64" } }, "series": { "type": "array", "items": { "type": "number", "format": "double" } }, "deposit_adjusted_series": { "type": "array", "items": { "type": "number", "format": "double" } } }, "required": [ "epoch_ms", "series", "deposit_adjusted_series" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "", "type": "string", "required": true, "format": "uuid" }, { "in": "path", "name": "symphony-id", "description": "", "type": "string", "required": true } ], "summary": "Gets the value of a position over time", "tags": [ "Portfolio" ] } }, "/api/v0.1/portfolio/accounts/{account-id}/portfolio-history": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "epoch_ms": { "type": "array", "items": { "type": "integer", "format": "int64" } }, "series": { "type": "array", "items": { "type": "number", "format": "double" } }, "cumulative_twr_series": { "type": "array", "items": { "type": "number", "format": "double" } } }, "required": [ "epoch_ms", "series" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" } ], "summary": "Gets the value of the account portfolio over time", "tags": [ "Portfolio" ] } }, "/api/v1/market-data/options/chain": { "get": { "responses": { "200": { "description": "Successful response", "schema": { "type": "object", "properties": { "results": { "type": "array", "items": { "type": "object", "properties": { "symbol": { "type": "string", "pattern": "OPTIONS::[A-Z]{1,5}[1-9]?[0-9]{6}[PC][0-9]{8}(?://(?:USD))?(?:@[A-Z]{4,})?" }, "name": { "type": "string" }, "underlying_asset_symbol": { "type": "string" }, "contract_details": { "type": "object", "properties": { "contract_type": { "type": "string", "enum": [ "PUT", "CALL" ] }, "shares_per_contract": { "type": "number", "format": "double" }, "expiry": {}, "strike_price": { "type": "number", "format": "double" } }, "required": [ "contract_type", "shares_per_contract", "expiry", "strike_price" ], "additionalProperties": false }, "underlying_asset_price": { "type": "number", "format": "double" }, "change_to_break_even": { "type": "number", "format": "double", "x-nullable": true }, "payoff_status": { "type": "string", "enum": [ "IN_THE_MONEY", "OUT_OF_THE_MONEY", "AT_THE_MONEY" ], "x-nullable": true }, "ask": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "bid": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "last_trade": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "todays_change": { "type": "number", "format": "double", "x-nullable": true }, "todays_change_percent": { "type": "number", "format": "double", "x-nullable": true }, "open_interest": { "type": "number", "format": "double" }, "implied_volatility": { "type": "number", "format": "double", "x-nullable": true }, "delta_dollars": { "type": "number", "format": "double", "x-nullable": true }, "notional_value": { "type": "number", "format": "double", "x-nullable": true }, "greeks": { "type": "object", "properties": { "delta": { "type": "number", "format": "double", "x-nullable": true }, "gamma": { "type": "number", "format": "double", "x-nullable": true }, "theta": { "type": "number", "format": "double", "x-nullable": true }, "vega": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "delta", "gamma", "theta", "vega" ], "additionalProperties": false }, "day": { "type": "object", "properties": { "close": { "type": "number", "format": "double", "x-nullable": true }, "high": { "type": "number", "format": "double", "x-nullable": true }, "low": { "type": "number", "format": "double", "x-nullable": true }, "open": { "type": "number", "format": "double", "x-nullable": true }, "last_updated": { "type": "number", "format": "double" }, "previous_close": { "type": "number", "format": "double", "x-nullable": true }, "volume": { "type": "number", "format": "double", "x-nullable": true }, "volume_weighted_average_price": { "description": "Not included for crypto symbols.", "type": "number", "format": "double", "x-nullable": true } }, "required": [ "close", "high", "low", "open", "previous_close", "volume" ], "additionalProperties": false } }, "required": [ "symbol", "name", "underlying_asset_symbol", "contract_details", "underlying_asset_price", "change_to_break_even", "payoff_status", "ask", "bid", "last_trade", "todays_change", "todays_change_percent", "open_interest", "implied_volatility", "delta_dollars", "notional_value", "greeks", "day" ], "additionalProperties": false } }, "next_cursor": { "type": "string", "x-nullable": true } }, "required": [ "results", "next_cursor" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "query", "name": "next_cursor", "description": "Pagination cursor for fetching the next page of results", "type": "string", "required": false }, { "in": "query", "name": "underlying_asset_symbol", "description": "Ticker symbol of the underlying asset (e.g., AAPL)", "type": "string", "required": true }, { "in": "query", "name": "strike_price", "description": "Filter by specific strike price", "type": "number", "required": false, "format": "double" }, { "in": "query", "name": "expiry", "description": "Filter by expiration date (YYYY-MM-DD format)", "type": null, "required": false }, { "in": "query", "name": "contract_type", "description": "Filter by option type (CALL or PUT)", "type": "string", "required": false, "enum": [ "CALL", "PUT" ] }, { "in": "query", "name": "order", "description": "Sort order for results (ascending or descending)", "type": "string", "required": false, "enum": [ "ASC", "DESC" ] }, { "in": "query", "name": "limit", "description": "Maximum number of results to return. Default is 10, maximum is 250.", "type": "integer", "required": false, "format": "int64" }, { "in": "query", "name": "sort_by", "description": "Field to sort results by", "type": "string", "required": false, "enum": [ "symbol", "expiry", "strike_price" ] } ], "summary": "Get options chain", "description": "Retrieve the options chain for a specific underlying asset. Returns available contracts with bid/ask prices, greeks, and contract details. Requires authorization to view market data.", "tags": [ "Market Data" ] } }, "/api/v1/market-data/options/contract": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "symbol": { "type": "string", "pattern": "OPTIONS::[A-Z]{1,5}[1-9]?[0-9]{6}[PC][0-9]{8}(?://(?:USD))?(?:@[A-Z]{4,})?" }, "name": { "type": "string" }, "underlying_asset_symbol": { "type": "string" }, "contract_details": { "type": "object", "properties": { "contract_type": { "type": "string", "enum": [ "PUT", "CALL" ] }, "shares_per_contract": { "type": "number", "format": "double" }, "expiry": {}, "strike_price": { "type": "number", "format": "double" } }, "required": [ "contract_type", "shares_per_contract", "expiry", "strike_price" ], "additionalProperties": false }, "underlying_asset_price": { "type": "number", "format": "double" }, "change_to_break_even": { "type": "number", "format": "double", "x-nullable": true }, "payoff_status": { "type": "string", "enum": [ "IN_THE_MONEY", "OUT_OF_THE_MONEY", "AT_THE_MONEY" ], "x-nullable": true }, "ask": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "bid": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "last_trade": { "type": "object", "properties": { "price": { "type": "number", "format": "double", "x-nullable": true }, "size": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "price", "size" ], "additionalProperties": false }, "todays_change": { "type": "number", "format": "double", "x-nullable": true }, "todays_change_percent": { "type": "number", "format": "double", "x-nullable": true }, "open_interest": { "type": "number", "format": "double" }, "implied_volatility": { "type": "number", "format": "double", "x-nullable": true }, "delta_dollars": { "type": "number", "format": "double", "x-nullable": true }, "notional_value": { "type": "number", "format": "double", "x-nullable": true }, "greeks": { "type": "object", "properties": { "delta": { "type": "number", "format": "double", "x-nullable": true }, "gamma": { "type": "number", "format": "double", "x-nullable": true }, "theta": { "type": "number", "format": "double", "x-nullable": true }, "vega": { "type": "number", "format": "double", "x-nullable": true } }, "required": [ "delta", "gamma", "theta", "vega" ], "additionalProperties": false }, "day": { "type": "object", "properties": { "close": { "type": "number", "format": "double", "x-nullable": true }, "high": { "type": "number", "format": "double", "x-nullable": true }, "low": { "type": "number", "format": "double", "x-nullable": true }, "open": { "type": "number", "format": "double", "x-nullable": true }, "last_updated": { "type": "number", "format": "double" }, "previous_close": { "type": "number", "format": "double", "x-nullable": true }, "volume": { "type": "number", "format": "double", "x-nullable": true }, "volume_weighted_average_price": { "description": "Not included for crypto symbols.", "type": "number", "format": "double", "x-nullable": true } }, "required": [ "close", "high", "low", "open", "previous_close", "volume" ], "additionalProperties": false } }, "required": [ "symbol", "name", "underlying_asset_symbol", "contract_details", "underlying_asset_price", "change_to_break_even", "payoff_status", "ask", "bid", "last_trade", "todays_change", "todays_change_percent", "open_interest", "implied_volatility", "delta_dollars", "notional_value", "greeks", "day" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "query", "name": "underlying_asset_symbol", "description": "", "type": "string", "required": false, "allowEmptyValue": true }, { "in": "query", "name": "symbol", "description": "", "type": "string", "required": true, "pattern": "OPTIONS::[A-Z]{1,5}[1-9]?[0-9]{6}[PC][0-9]{8}(?://(?:USD))?(?:@[A-Z]{4,})?" } ], "summary": "Get options contract market data.", "description": "If the user is not authorized to view the market data, a 403 error will be returned.", "tags": [ "Market Data" ] } }, "/api/v1/market-data/options/overview": { "get": { "responses": { "200": { "schema": { "type": "object", "properties": { "symbol": { "type": "string" }, "calendar": { "description": "The list of distinct contract expiration dates available for this symbol.", "type": "array", "items": { "type": "string" } } }, "required": [ "symbol", "calendar" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "query", "name": "symbol", "description": "", "type": "string", "required": true } ], "summary": "Get an overview of options data.", "description": "Returns an overview of options data available for a given ticker.", "tags": [ "Market Data" ] } }, "/api/v0.1/accounts/{account-id}/info/investor-documents": { "get": { "responses": { "200": { "schema": { "type": "array", "items": { "type": "object", "properties": { "category": { "type": "string", "enum": [ "STATEMENT", "CRYPTO_ACCOUNT_STATEMENT", "TRADE_CONFIRMATION", "FPSL_CONFIRMATION" ] }, "date": { "type": "string" }, "id": { "type": "string" }, "type": { "type": "string" }, "url": { "type": "string" }, "file_name": { "type": "string" } }, "required": [ "category", "date", "id", "type", "url", "file_name" ], "additionalProperties": false } }, "description": "" }, "404": { "schema": null, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "query", "name": "category", "description": "", "type": "string", "required": true, "enum": [ "STATEMENT", "CRYPTO_ACCOUNT_STATEMENT", "TRADE_CONFIRMATION", "FPSL_CONFIRMATION" ] }, { "in": "query", "name": "year", "description": "", "type": "integer", "required": true, "format": "int64" } ], "summary": "Get investor documents (restricted document categories) — backs the public API.", "tags": [ "Accounts" ] } }, "/api/v0.1/user/symphonies": { "get": { "description": "Paginated list of every symphony owned by the authenticated user, including deployed/draft state and the most recent successful rebalance date.", "tags": [ "Symphony" ], "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "summary": "List the user's symphonies with metadata", "responses": { "200": { "schema": { "type": "object", "properties": { "symphonies": { "type": "array", "items": { "type": "object", "properties": { "id": { "type": "string" }, "name": { "type": "string", "x-nullable": true }, "description": { "type": "string", "x-nullable": true }, "is_shared": { "type": "boolean", "description": "True when the owner has shared this symphony (may or may not also be searchable/public)." }, "is_public": { "type": "boolean", "description": "True when the symphony is shared and searchable." }, "is_draft": { "type": "boolean", "description": "True when the symphony is not actively deployed (has no live positions)." }, "account_id": { "type": "string", "x-nullable": true, "description": "Broker account currently running this symphony; null for drafts with no live position." }, "last_rebalance_on": { "type": "string", "x-nullable": true, "format": "date", "description": "Date of the most recent successful rebalance across the user's live positions for this symphony; null when it has never rebalanced (e.g. a draft)." }, "created_at": { "type": "string", "format": "date-time" } }, "required": [ "id", "name", "description", "is_shared", "is_public", "is_draft", "account_id", "last_rebalance_on", "created_at" ], "additionalProperties": false } }, "pagination": { "type": "object", "properties": { "page": { "type": "integer", "format": "int64" }, "page_size": { "type": "integer", "format": "int64" }, "total": { "type": "integer", "format": "int64", "description": "Total number of rows across all pages, ignoring paging." } }, "required": [ "page", "page_size", "total" ], "additionalProperties": false } }, "required": [ "symphonies", "pagination" ], "additionalProperties": false }, "description": "" } }, "parameters": [ { "in": "query", "name": "page", "description": "1-indexed page number.", "type": "integer", "required": false, "default": 1, "format": "int64", "minimum": 1 }, { "description": "", "format": "int64", "default": 50, "name": "page_size", "maximum": 1000, "type": "integer", "minimum": 1, "required": false, "in": "query" } ] } }, "/api/v0.1/symphonies/{symphony-id}/backtest": { "post": { "responses": { "200": { "schema": { "type": "object", "properties": { "last_semantic_update_at": { "type": "string", "format": "date-time" }, "sparkgraph_url": { "type": "string" }, "dvm_capital": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "example": { "a_symphony_id": { "15121": 0.1234, "15122": 0.1235, "15123": 0.1312 } } }, "tdvm_weights": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "example": { "SPY": { "19000": 0.123, "19001": 0.124 } } }, "rebalance_days": { "type": "array", "items": { "type": "integer", "format": "int64" } }, "active_asset_nodes": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "costs": { "type": "object", "properties": { "reg_fee": { "type": "number", "format": "double" }, "taf_fee": { "type": "number", "format": "double" }, "cat_fee": { "type": "number", "format": "double" }, "slippage": { "type": "number", "format": "double" }, "spread_markup": { "type": "number", "format": "double" }, "subscription": { "type": "number", "format": "double" } }, "required": [ "reg_fee", "taf_fee", "cat_fee", "slippage", "spread_markup", "subscription" ], "additionalProperties": false }, "last_market_days_value": { "type": "number", "format": "double" }, "last_market_days_holdings": { "type": "object", "additionalProperties": { "type": "number", "format": "double" }, "example": { "$USD": 0.3, "SPY": 1.5, "UPRO": 44.4 } }, "last_market_day": { "type": "integer", "format": "int64" }, "first_day": { "type": "integer", "format": "int64" }, "legend": { "type": "object", "additionalProperties": { "type": "object", "properties": { "name": { "type": "string" } }, "required": [ "name" ], "additionalProperties": false } }, "data_warnings": { "type": "object", "additionalProperties": { "type": "array", "items": { "type": "object", "properties": { "message": { "type": "string" }, "recommended_start_date": { "type": "string" }, "recommended_end_date": { "type": "string" } }, "required": [ "message" ], "additionalProperties": false } }, "example": { "SPY": [ { "message": "Cannot compute 14-day RSI until Jun 1 2023", "recommended_start_date": "2023-06-01" } ] } }, "benchmark_errors": { "type": "array", "items": { "type": "string" } }, "stats": { "type": "object", "properties": { "calmar_ratio": { "type": "number", "format": "double" }, "cumulative_return": { "type": "number", "format": "double" }, "max": { "type": "number", "format": "double" }, "max_drawdown": { "type": "number", "format": "double" }, "mean": { "type": "number", "format": "double" }, "median": { "type": "number", "format": "double" }, "min": { "type": "number", "format": "double" }, "skewness": { "type": "number", "format": "double" }, "kurtosis": { "type": "number", "format": "double" }, "sharpe_ratio": { "type": "number", "format": "double" }, "sortino_ratio": { "type": "number", "format": "double" }, "size": { "type": "integer", "format": "int64" }, "standard_deviation": { "type": "number", "format": "double" }, "annualized_rate_of_return": { "type": "number", "format": "double" }, "annualized_turnover": { "type": "number", "format": "double" }, "trailing_one_day_return": { "type": "number", "format": "double" }, "trailing_one_week_return": { "type": "number", "format": "double" }, "trailing_two_week_return": { "type": "number", "format": "double" }, "trailing_one_month_return": { "type": "number", "format": "double" }, "trailing_three_month_return": { "type": "number", "format": "double" }, "trailing_one_year_return": { "type": "number", "format": "double" }, "top_one_day_contribution": { "type": "number", "format": "double" }, "top_five_percent_day_contribution": { "type": "number", "format": "double" }, "top_ten_percent_day_contribution": { "type": "number", "format": "double" }, "herfindahl_index": { "type": "number", "format": "double" }, "win_rate": { "type": "number", "format": "double" }, "tail_ratio": { "type": "number", "format": "double" }, "benchmarks": { "type": "object", "additionalProperties": { "type": "object", "properties": { "calmar_ratio": { "type": "number", "format": "double" }, "cumulative_return": { "type": "number", "format": "double" }, "max": { "type": "number", "format": "double" }, "max_drawdown": { "type": "number", "format": "double" }, "mean": { "type": "number", "format": "double" }, "median": { "type": "number", "format": "double" }, "min": { "type": "number", "format": "double" }, "skewness": { "type": "number", "format": "double" }, "kurtosis": { "type": "number", "format": "double" }, "sharpe_ratio": { "type": "number", "format": "double" }, "sortino_ratio": { "type": "number", "format": "double" }, "size": { "type": "integer", "format": "int64" }, "standard_deviation": { "type": "number", "format": "double" }, "annualized_rate_of_return": { "type": "number", "format": "double" }, "annualized_turnover": { "type": "number", "format": "double" }, "trailing_one_day_return": { "type": "number", "format": "double" }, "trailing_one_week_return": { "type": "number", "format": "double" }, "trailing_two_week_return": { "type": "number", "format": "double" }, "trailing_one_month_return": { "type": "number", "format": "double" }, "trailing_three_month_return": { "type": "number", "format": "double" }, "trailing_one_year_return": { "type": "number", "format": "double" }, "top_one_day_contribution": { "type": "number", "format": "double" }, "top_five_percent_day_contribution": { "type": "number", "format": "double" }, "top_ten_percent_day_contribution": { "type": "number", "format": "double" }, "herfindahl_index": { "type": "number", "format": "double" }, "win_rate": { "type": "number", "format": "double" }, "tail_ratio": { "type": "number", "format": "double" }, "percent": { "type": "object", "properties": { "alpha": { "type": "number", "format": "double" }, "beta": { "type": "number", "format": "double" }, "r_square": { "type": "number", "format": "double" }, "pearson_r": { "type": "number", "format": "double" } }, "additionalProperties": false }, "log": { "type": "object", "properties": { "alpha": { "type": "number", "format": "double" }, "beta": { "type": "number", "format": "double" }, "r_square": { "type": "number", "format": "double" }, "pearson_r": { "type": "number", "format": "double" } }, "additionalProperties": false } }, "additionalProperties": false } } }, "additionalProperties": false } }, "required": [ "dvm_capital", "tdvm_weights", "rebalance_days", "active_asset_nodes", "costs", "last_market_days_value", "last_market_days_holdings", "last_market_day", "first_day", "data_warnings", "stats" ], "additionalProperties": false }, "description": "" }, "400": { "schema": { "type": "object", "properties": { "errors": { "type": "array", "items": { "type": "object", "properties": { "status": { "type": "integer", "format": "int64" }, "code": { "type": "string" }, "title": { "type": "string" }, "meta": { "type": "object", "properties": {} } }, "required": [ "status", "code", "title", "meta" ], "additionalProperties": false } } }, "required": [ "errors" ], "additionalProperties": false }, "description": "" }, "500": { "schema": { "type": "object", "properties": { "errors": { "type": "array", "items": { "type": "object", "properties": { "status": { "type": "integer", "format": "int64" }, "code": { "type": "string" }, "title": { "type": "string" } }, "required": [ "status", "code", "title" ], "additionalProperties": false } } }, "required": [ "errors" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "", "type": "string", "required": true }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "capital": { "type": "number", "format": "double" }, "abbreviate_days": { "type": "integer", "format": "int64" }, "apply_reg_fee": { "type": "boolean" }, "apply_taf_fee": { "type": "boolean" }, "apply_cat_fee": { "type": "boolean" }, "apply_subscription": { "type": "string", "enum": [ "none", "monthly", "yearly" ] }, "backtest_version": { "type": "string", "enum": [ "v1", "v2" ] }, "slippage_percent": { "description": "Despite the name this is not in %. 1% is indicated with 0.01, not 1.0.", "type": "number", "format": "double" }, "spread_markup": { "description": "10bps would be 0.001 (0.1%)", "type": "number", "format": "double" }, "start_date": { "type": "string" }, "end_date": { "type": "string" }, "broker": { "default": "ALPACA_WHITE_LABEL", "type": "string", "enum": [ "ALPACA_OAUTH", "ALPACA_WHITE_LABEL", "APEX_LEGACY", "alpaca", "apex" ] }, "benchmark_symphonies": { "type": "array", "items": { "type": "string" } }, "benchmark_tickers": { "type": "array", "items": { "type": "string" } } }, "required": [ "capital", "apply_reg_fee", "apply_taf_fee", "slippage_percent", "broker" ], "additionalProperties": false } } ], "tags": [ "Backtest" ] } }, "/api/v0.1/backtest": { "post": { "responses": { "200": { "schema": { "type": "object", "properties": { "last_semantic_update_at": { "type": "string", "format": "date-time" }, "sparkgraph_url": { "type": "string" }, "dvm_capital": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "example": { "a_symphony_id": { "15121": 0.1234, "15122": 0.1235, "15123": 0.1312 } } }, "tdvm_weights": { "type": "object", "additionalProperties": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "example": { "SPY": { "19000": 0.123, "19001": 0.124 } } }, "rebalance_days": { "type": "array", "items": { "type": "integer", "format": "int64" } }, "active_asset_nodes": { "type": "object", "additionalProperties": { "type": "number", "format": "double" } }, "costs": { "type": "object", "properties": { "reg_fee": { "type": "number", "format": "double" }, "taf_fee": { "type": "number", "format": "double" }, "cat_fee": { "type": "number", "format": "double" }, "slippage": { "type": "number", "format": "double" }, "spread_markup": { "type": "number", "format": "double" }, "subscription": { "type": "number", "format": "double" } }, "required": [ "reg_fee", "taf_fee", "cat_fee", "slippage", "spread_markup", "subscription" ], "additionalProperties": false }, "last_market_days_value": { "type": "number", "format": "double" }, "last_market_days_holdings": { "type": "object", "additionalProperties": { "type": "number", "format": "double" }, "example": { "$USD": 0.3, "SPY": 1.5, "UPRO": 44.4 } }, "last_market_day": { "type": "integer", "format": "int64" }, "first_day": { "type": "integer", "format": "int64" }, "legend": { "type": "object", "additionalProperties": { "type": "object", "properties": { "name": { "type": "string" } }, "required": [ "name" ], "additionalProperties": false } }, "data_warnings": { "type": "object", "additionalProperties": { "type": "array", "items": { "type": "object", "properties": { "message": { "type": "string" }, "recommended_start_date": { "type": "string" }, "recommended_end_date": { "type": "string" } }, "required": [ "message" ], "additionalProperties": false } }, "example": { "SPY": [ { "message": "Cannot compute 14-day RSI until Jun 1 2023", "recommended_start_date": "2023-06-01" } ] } }, "benchmark_errors": { "type": "array", "items": { "type": "string" } }, "stats": { "type": "object", "properties": { "calmar_ratio": { "type": "number", "format": "double" }, "cumulative_return": { "type": "number", "format": "double" }, "max": { "type": "number", "format": "double" }, "max_drawdown": { "type": "number", "format": "double" }, "mean": { "type": "number", "format": "double" }, "median": { "type": "number", "format": "double" }, "min": { "type": "number", "format": "double" }, "skewness": { "type": "number", "format": "double" }, "kurtosis": { "type": "number", "format": "double" }, "sharpe_ratio": { "type": "number", "format": "double" }, "sortino_ratio": { "type": "number", "format": "double" }, "size": { "type": "integer", "format": "int64" }, "standard_deviation": { "type": "number", "format": "double" }, "annualized_rate_of_return": { "type": "number", "format": "double" }, "annualized_turnover": { "type": "number", "format": "double" }, "trailing_one_day_return": { "type": "number", "format": "double" }, "trailing_one_week_return": { "type": "number", "format": "double" }, "trailing_two_week_return": { "type": "number", "format": "double" }, "trailing_one_month_return": { "type": "number", "format": "double" }, "trailing_three_month_return": { "type": "number", "format": "double" }, "trailing_one_year_return": { "type": "number", "format": "double" }, "top_one_day_contribution": { "type": "number", "format": "double" }, "top_five_percent_day_contribution": { "type": "number", "format": "double" }, "top_ten_percent_day_contribution": { "type": "number", "format": "double" }, "herfindahl_index": { "type": "number", "format": "double" }, "win_rate": { "type": "number", "format": "double" }, "tail_ratio": { "type": "number", "format": "double" }, "benchmarks": { "type": "object", "additionalProperties": { "type": "object", "properties": { "calmar_ratio": { "type": "number", "format": "double" }, "cumulative_return": { "type": "number", "format": "double" }, "max": { "type": "number", "format": "double" }, "max_drawdown": { "type": "number", "format": "double" }, "mean": { "type": "number", "format": "double" }, "median": { "type": "number", "format": "double" }, "min": { "type": "number", "format": "double" }, "skewness": { "type": "number", "format": "double" }, "kurtosis": { "type": "number", "format": "double" }, "sharpe_ratio": { "type": "number", "format": "double" }, "sortino_ratio": { "type": "number", "format": "double" }, "size": { "type": "integer", "format": "int64" }, "standard_deviation": { "type": "number", "format": "double" }, "annualized_rate_of_return": { "type": "number", "format": "double" }, "annualized_turnover": { "type": "number", "format": "double" }, "trailing_one_day_return": { "type": "number", "format": "double" }, "trailing_one_week_return": { "type": "number", "format": "double" }, "trailing_two_week_return": { "type": "number", "format": "double" }, "trailing_one_month_return": { "type": "number", "format": "double" }, "trailing_three_month_return": { "type": "number", "format": "double" }, "trailing_one_year_return": { "type": "number", "format": "double" }, "top_one_day_contribution": { "type": "number", "format": "double" }, "top_five_percent_day_contribution": { "type": "number", "format": "double" }, "top_ten_percent_day_contribution": { "type": "number", "format": "double" }, "herfindahl_index": { "type": "number", "format": "double" }, "win_rate": { "type": "number", "format": "double" }, "tail_ratio": { "type": "number", "format": "double" }, "percent": { "type": "object", "properties": { "alpha": { "type": "number", "format": "double" }, "beta": { "type": "number", "format": "double" }, "r_square": { "type": "number", "format": "double" }, "pearson_r": { "type": "number", "format": "double" } }, "additionalProperties": false }, "log": { "type": "object", "properties": { "alpha": { "type": "number", "format": "double" }, "beta": { "type": "number", "format": "double" }, "r_square": { "type": "number", "format": "double" }, "pearson_r": { "type": "number", "format": "double" } }, "additionalProperties": false } }, "additionalProperties": false } } }, "additionalProperties": false } }, "required": [ "dvm_capital", "tdvm_weights", "rebalance_days", "active_asset_nodes", "costs", "last_market_days_value", "last_market_days_holdings", "last_market_day", "first_day", "data_warnings", "stats" ], "additionalProperties": false }, "description": "" }, "400": { "schema": { "type": "object", "properties": { "errors": { "type": "array", "items": { "type": "object", "properties": { "status": { "type": "integer", "format": "int64" }, "code": { "type": "string" }, "title": { "type": "string" }, "meta": { "type": "object", "properties": {} } }, "required": [ "status", "code", "title", "meta" ], "additionalProperties": false } } }, "required": [ "errors" ], "additionalProperties": false }, "description": "" }, "500": { "schema": { "type": "object", "properties": { "errors": { "type": "array", "items": { "type": "object", "properties": { "status": { "type": "integer", "format": "int64" }, "code": { "type": "string" }, "title": { "type": "string" } }, "required": [ "status", "code", "title" ], "additionalProperties": false } } }, "required": [ "errors" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "capital": { "type": "number", "format": "double" }, "abbreviate_days": { "type": "integer", "format": "int64" }, "apply_reg_fee": { "type": "boolean" }, "apply_taf_fee": { "type": "boolean" }, "apply_cat_fee": { "type": "boolean" }, "apply_subscription": { "type": "string", "enum": [ "none", "monthly", "yearly" ] }, "backtest_version": { "type": "string", "enum": [ "v1", "v2" ] }, "slippage_percent": { "description": "Despite the name this is not in %. 1% is indicated with 0.01, not 1.0.", "type": "number", "format": "double" }, "spread_markup": { "description": "10bps would be 0.001 (0.1%)", "type": "number", "format": "double" }, "start_date": { "type": "string" }, "end_date": { "type": "string" }, "broker": { "default": "ALPACA_WHITE_LABEL", "type": "string", "enum": [ "ALPACA_OAUTH", "ALPACA_WHITE_LABEL", "APEX_LEGACY", "alpaca", "apex" ] }, "benchmark_symphonies": { "type": "array", "items": { "type": "string" } }, "benchmark_tickers": { "type": "array", "items": { "type": "string" } }, "sparkgraph_color": { "type": "string" }, "symphony": { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false, "x-anyOf": [ { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false }, { "type": "object", "properties": { "encoded_value": { "type": "string" }, "encoding_type": { "type": "string", "enum": [ "transit_json" ] } }, "required": [ "encoded_value", "encoding_type" ], "additionalProperties": false } ] } }, "required": [ "capital", "apply_reg_fee", "apply_taf_fee", "slippage_percent", "broker", "symphony" ], "additionalProperties": false } } ], "tags": [ "Backtest" ] } }, "/api/v0.1/symphonies": { "post": { "description": "Create a new automated trading strategy (Symphony). Define the logic tree, asset class, display settings, and optional benchmarks for performance comparison.", "tags": [ "Symphony" ], "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "summary": "Create a new Symphony", "responses": { "201": { "description": "Successfully created", "schema": { "type": "object", "properties": { "symphony_id": { "type": "string" }, "version_id": { "type": "string" } }, "required": [ "symphony_id", "version_id" ], "additionalProperties": false } } }, "parameters": [ { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "name": { "description": "Required on write. Optional/nullable on read due to old data.", "type": "string" }, "asset_class": { "default": "EQUITIES", "type": "string", "enum": [ "EQUITIES", "CRYPTO" ] }, "description": { "type": "string" }, "color": { "type": "string", "example": "#FFBB38" }, "hashtag": { "type": "string", "example": "#BTD" }, "tags": { "type": "array", "items": { "type": "string" }, "example": [ "Paired Switching", "Momentum" ] }, "symphony": { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false, "x-anyOf": [ { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false }, { "type": "object", "properties": { "encoded_value": { "type": "string" }, "encoding_type": { "type": "string", "enum": [ "transit_json" ] } }, "required": [ "encoded_value", "encoding_type" ], "additionalProperties": false } ] }, "benchmarks": { "type": "array", "items": { "type": "object", "properties": { "is_checked": { "type": "boolean" }, "color": { "type": "string", "example": "#17BAFF" }, "id": { "type": "string", "example": "SPY" }, "type": { "type": "string", "enum": [ "symphony", "ticker" ], "example": "ticker" } }, "required": [ "is_checked", "color", "id", "type" ], "additionalProperties": false } }, "share_with_everyone": { "type": "boolean" } }, "required": [ "name", "asset_class", "hashtag", "symphony" ], "additionalProperties": false } } ] } }, "/api/v0.1/symphonies/{symphony-id}": { "put": { "responses": { "200": { "schema": { "type": "object", "properties": { "existing_version_id": { "type": "string" }, "version_id": { "type": "string" } }, "required": [ "existing_version_id" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "name": { "type": "string" }, "description": { "type": "string" }, "color": { "type": "string", "example": "#FFBB38" }, "hashtag": { "type": "string", "example": "#BTD" }, "tags": { "type": "array", "items": { "type": "string" }, "example": [ "Paired Switching", "Momentum" ] }, "symphony": { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false, "x-anyOf": [ { "type": "object", "properties": { "raw_value": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] } }, "required": [ "raw_value" ], "additionalProperties": false }, { "type": "object", "properties": { "encoded_value": { "type": "string" }, "encoding_type": { "type": "string", "enum": [ "transit_json" ] } }, "required": [ "encoded_value", "encoding_type" ], "additionalProperties": false } ] }, "benchmarks": { "type": "array", "items": { "type": "object", "properties": { "is_checked": { "type": "boolean" }, "color": { "type": "string", "example": "#17BAFF" }, "id": { "type": "string", "example": "SPY" }, "type": { "type": "string", "enum": [ "symphony", "ticker" ], "example": "ticker" } }, "required": [ "is_checked", "color", "id", "type" ], "additionalProperties": false } }, "share_with_everyone": { "type": "boolean" } }, "additionalProperties": false } }, { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true } ], "summary": "Update an existing symphony", "tags": [ "Symphony" ] }, "delete": { "responses": { "204": { "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true } ], "summary": "Delete an existing symphony", "tags": [ "Symphony" ] } }, "/api/v0.1/search/symphonies": { "post": { "responses": { "200": { "description": "Returns matching Symphonies with performance statistics and metadata", "schema": { "type": "array", "items": { "type": "object", "properties": { "symphony_sid": { "type": "string" }, "name": { "type": "string", "x-nullable": true }, "description": { "type": "string", "x-nullable": true }, "asset_classes": { "type": "array", "items": { "type": "string", "enum": [ "EQUITIES", "CRYPTO" ] } }, "rebalance_frequency": { "type": "string" }, "rebalance_corridor_width": { "type": "number", "format": "double", "x-nullable": true }, "sparkgraph_gcs_url": { "type": "string", "x-nullable": true }, "color": { "type": "string", "x-nullable": true }, "num_node_asset": { "type": "integer", "format": "int64" }, "num_node_filter": { "type": "integer", "format": "int64" }, "num_node_group": { "type": "integer", "format": "int64" }, "num_node_if": { "type": "integer", "format": "int64" }, "num_node_if_child": { "type": "integer", "format": "int64" }, "num_node_wt_cash_equal": { "type": "integer", "format": "int64" }, "num_node_wt_cash_specified": { "type": "integer", "format": "int64" }, "num_node_wt_inverse_vol": { "type": "integer", "format": "int64" }, "oos_annualized_rate_of_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_annualized_turnover": { "type": "number", "format": "double", "x-nullable": true }, "oos_calmar_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_cumulative_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_herfindahl_index": { "type": "number", "format": "double", "x-nullable": true }, "oos_kurtosis": { "type": "number", "format": "double", "x-nullable": true }, "oos_max_drawdown": { "type": "number", "format": "double", "x-nullable": true }, "oos_num_backtest_days": { "type": "integer", "format": "int64", "x-nullable": true }, "oos_sharpe_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_skewness": { "type": "number", "format": "double", "x-nullable": true }, "oos_sortino_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_alpha": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_annualized_rate_of_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_beta": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_calmar_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_cumulative_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_max_drawdown": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_pearson_r": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_r_square": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_sharpe_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_standard_deviation": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_trailing_one_month_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_trailing_one_year_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_spy_trailing_three_month_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_standard_deviation": { "type": "number", "format": "double", "x-nullable": true }, "oos_tail_ratio": { "type": "number", "format": "double", "x-nullable": true }, "oos_top_five_percent_day_contribution": { "type": "number", "format": "double", "x-nullable": true }, "oos_top_one_day_contribution": { "type": "number", "format": "double", "x-nullable": true }, "oos_top_ten_percent_day_contribution": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_one_day_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_one_month_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_one_week_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_one_year_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_three_month_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_trailing_two_week_return": { "type": "number", "format": "double", "x-nullable": true }, "oos_win_rate": { "type": "number", "format": "double", "x-nullable": true }, "ai_description": { "type": "object", "properties": { "summary": { "type": "string" }, "categories": { "type": "string" }, "how_it_works": { "type": "string" }, "value_proposition": { "type": "string" } }, "additionalProperties": false, "x-nullable": true } }, "required": [ "symphony_sid", "name", "description", "asset_classes", "rebalance_frequency", "rebalance_corridor_width", "sparkgraph_gcs_url", "num_node_asset", "num_node_filter", "num_node_group", "num_node_if", "num_node_if_child", "num_node_wt_cash_equal", "num_node_wt_cash_specified", "num_node_wt_inverse_vol", "oos_annualized_rate_of_return", "oos_calmar_ratio", "oos_cumulative_return", "oos_max_drawdown", "oos_num_backtest_days", "oos_sharpe_ratio", "oos_spy_alpha", "oos_spy_annualized_rate_of_return", "oos_spy_beta", "oos_spy_calmar_ratio", "oos_spy_cumulative_return", "oos_spy_max_drawdown", "oos_spy_pearson_r", "oos_spy_r_square", "oos_spy_sharpe_ratio", "oos_spy_standard_deviation", "oos_spy_trailing_one_month_return", "oos_spy_trailing_one_year_return", "oos_spy_trailing_three_month_return", "oos_standard_deviation", "oos_trailing_one_month_return", "oos_trailing_one_year_return", "oos_trailing_three_month_return" ], "additionalProperties": false } } }, "400": { "description": "Bad request - invalid search parameters", "schema": { "type": "object", "properties": { "error": { "type": "string" }, "details": { "type": "object", "properties": {}, "additionalProperties": false } }, "required": [ "error", "details" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "where": { "type": "array", "items": {} }, "order_by": { "type": "array", "items": { "type": "array", "items": { "type": "string" } } }, "offset": { "default": 0, "type": "integer", "format": "int64" } }, "required": [ "offset" ], "additionalProperties": false } } ], "summary": "Search our database of publicly shared symphonies" } }, "/api/v0.1/symphonies/{symphony-id}/score": { "get": { "responses": { "200": { "schema": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "query", "name": "score_version", "description": "", "type": "string", "required": true, "default": "v1", "enum": [ "v1", "v2" ] } ], "summary": "Get an existing symphony's EDN", "tags": [ "Symphony" ] } }, "/api/v0.1/symphonies/{symphony-id}/versions": { "get": { "responses": { "200": { "schema": { "type": "array", "items": { "type": "object", "properties": { "version_id": { "type": "string" }, "created_at": { "type": "string", "format": "date-time" } }, "required": [ "version_id", "created_at" ], "additionalProperties": false } }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true } ], "summary": "Get all versions for a symphony", "tags": [ "Symphony" ] } }, "/api/v0.1/symphonies/{symphony-id}/versions/{version-id}/score": { "get": { "responses": { "200": { "schema": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1root" }, { "$ref": "#/definitions/node~1root" } ] }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "version-id", "description": "Unique identifier for the Symphony version", "type": "string", "required": true }, { "in": "query", "name": "score_version", "description": "", "type": "string", "required": true, "default": "v1", "enum": [ "v1", "v2" ] } ], "summary": "Get an existing symphony version's EDN", "tags": [ "Symphony" ] } }, "/api/v0.1/symphonies/{symphony-id}/versions/{version-id}/score/nodes": { "patch": { "description": "Update specific nodes of an existing symphony logic tree. Only the latest version of the symphony can be updated.", "tags": [ "Symphony" ], "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "summary": "Partially update latest version of a symphony EDN", "responses": { "200": { "schema": { "type": "object", "properties": { "symphony_id": { "type": "string" }, "version_id": { "type": "string" } }, "required": [ "symphony_id", "version_id" ], "additionalProperties": false }, "description": "" } }, "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "version-id", "description": "Unique identifier for the Symphony version", "type": "string", "required": true }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "updates": { "type": "array", "items": { "type": "object", "properties": { "lhs-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "select-fn": { "type": "string", "enum": [ "top", "bottom" ] }, "select-n": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "rhs-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "is-else-condition?": { "enum": [ true, false ] }, "rhs-fixed-value?": { "type": "boolean" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "window-days": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" } ] }, "name": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "string", "x-nullable": true } ] }, "sort-by-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "constant": { "type": "number", "format": "double" }, "ticker": { "type": "string", "x-anyOf": [ { "type": "string" }, { "const": "%" } ] }, "lhs-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "sort-by-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "rhs-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "has_marketcap": { "type": "boolean" }, "lhs-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "lhs-val": { "type": "string" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "id": { "type": "string" }, "condition": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1condition", "x-allOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1condition" }, {} ] }, "rhs-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "comparator": { "type": "string", "enum": [ "gt", "gte", "eq", "lt", "lte" ] }, "collapsed-specified-weight?": { "type": "boolean" }, "exchange": { "type": "string" }, "rhs-val": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "step": { "type": "string", "enum": [ "empty", "wt-cash-specified", "if-child", "filter", "wt-inverse-vol", "if", "wt-marketcap", "group", "asset", "wt-cash-equal" ] }, "sort-by-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "collapsed?": { "type": "boolean" } }, "required": [ "id" ], "additionalProperties": false } } }, "required": [ "updates" ], "additionalProperties": false } } ] } }, "/api/v0.1/symphonies/{symphony-id}/copy": { "post": { "description": "Create a copy of an existing Symphony. The new Symphony will have the same trading logic but will be undeployed and can be modified independently.", "tags": [ "Symphony" ], "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "summary": "Copy an existing Symphony", "responses": { "201": { "description": "Successfully created", "schema": { "type": "object", "properties": { "symphony_id": { "type": "string" }, "version_id": { "type": "string" } }, "required": [ "symphony_id", "version_id" ], "additionalProperties": false } } }, "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "body", "name": "body", "description": "", "required": false, "schema": { "type": "object", "properties": { "is_public": { "description": "DEPRECATED - This field is deprecated and will be removed in a future version", "type": "boolean" }, "hashtag": { "type": "string", "example": "#BTD" }, "color": { "type": "string", "example": "#FFBB38" }, "name": { "type": "string" }, "benchmarks": { "type": "array", "items": { "type": "object", "properties": { "is_checked": { "type": "boolean" }, "color": { "type": "string", "example": "#17BAFF" }, "id": { "type": "string", "example": "SPY" }, "type": { "type": "string", "enum": [ "symphony", "ticker" ], "example": "ticker" } }, "required": [ "is_checked", "color", "id", "type" ], "additionalProperties": false } }, "share_with_everyone": { "type": "boolean" } }, "additionalProperties": false, "x-nullable": true } } ] } }, "/api/v0.1/deploy/market-hours": { "get": { "responses": { "200": { "description": "Returns market hours schedule for the upcoming week", "schema": { "type": "object", "properties": { "market_hours": { "type": "array", "items": { "type": "object", "properties": { "is_market_open": { "type": "boolean" }, "nyse_market_date": { "type": "string", "format": "date" }, "market_open": { "type": "string", "format": "date-time" }, "market_close": { "type": "string", "format": "date-time" } }, "required": [ "is_market_open", "nyse_market_date" ], "additionalProperties": false } } }, "required": [ "market_hours" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [], "summary": "Get market hours", "description": "Returns trading hours for the current day and the next week. Includes regular market hours, extended hours, and holidays.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/invest": { "post": { "responses": { "201": { "description": "Successfully queued investment", "schema": { "type": "object", "properties": { "deploy_id": { "type": "string" }, "deploy_time": { "description": "The auto rebalance deploy's scheduled time, if creating one was necessary.", "type": "string", "x-nullable": true, "format": "date-time" } }, "required": [ "deploy_id", "deploy_time" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "amount": { "description": "Amount of cash to invest or withdraw (in USD)", "type": "number", "format": "double" } }, "required": [ "amount" ], "additionalProperties": false } } ], "summary": "Invest cash into a Symphony", "description": "Add additional capital to a Symphony position. The investment will be queued and executed during the next rebalancing window.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/withdraw": { "post": { "responses": { "201": { "description": "Successfully queued withdrawal", "schema": { "type": "object", "properties": { "deploy_id": { "type": "string" }, "deploy_time": { "description": "The auto rebalance deploy's scheduled time, if creating one was necessary.", "type": "string", "x-nullable": true, "format": "date-time" } }, "required": [ "deploy_id", "deploy_time" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "amount": { "description": "Amount of cash to invest or withdraw (in USD)", "type": "number", "format": "double" } }, "required": [ "amount" ], "additionalProperties": false } } ], "summary": "Withdraw cash from a Symphony", "description": "Withdraw capital from a Symphony position. The withdrawal will be queued and executed during the next rebalancing window.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/skip-automated-rebalance": { "post": { "responses": { "204": { "description": "Successfully updated skip rebalance setting", "schema": null }, "404": { "description": "Symphony or account not found", "schema": { "type": "object", "properties": {}, "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "skip": { "type": "boolean" } }, "required": [ "skip" ], "additionalProperties": false } } ], "summary": "Skip automated rebalancing", "description": "Toggle whether the Symphony should skip its next automated rebalancing cycle. Useful for temporarily pausing automated trading.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/go-to-cash": { "post": { "responses": { "201": { "schema": { "type": "object", "properties": { "deploy_id": { "type": "string" }, "deploy_time": { "type": "string" }, "deploy_on_market_open": { "type": "boolean" } }, "required": [ "deploy_id", "deploy_time" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" } ], "summary": "Sell all assets in a symphony, leaving proceeds in cash. Cancels any existing queued invest/withdraw deploys for the symphony.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/rebalance": { "post": { "responses": { "201": { "schema": { "type": "object", "properties": { "deploy_id": { "type": "string" }, "deploy_time": { "type": "string" }, "deploy_on_market_open": { "type": "boolean" }, "symphony_id": { "type": "string" } }, "required": [ "deploy_id", "deploy_time", "symphony_id" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "rebalance_request_uuid": { "type": "string", "format": "uuid" } }, "required": [ "rebalance_request_uuid" ], "additionalProperties": false } } ], "summary": "Rebalance a symphony NOW.", "tags": [ "Deploy" ] } }, "/api/v0.1/deploy/accounts/{account-id}/symphonies/{symphony-id}/liquidate": { "post": { "responses": { "201": { "schema": { "type": "object", "properties": { "deploy_id": { "type": "string" }, "deploy_time": { "type": "string" }, "deploy_on_market_open": { "type": "boolean" } }, "required": [ "deploy_id", "deploy_time" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" } ], "summary": "Liquidate a symphony entirely. Cancels any existing queued invest/withdraw deploys for the symphony.", "tags": [ "Deploy" ] } }, "/api/v0.1/dry-run": { "post": { "responses": { "200": { "schema": { "type": "array", "items": { "type": "object", "properties": { "broker_account_uuid": { "type": "string", "format": "uuid" }, "account_type": { "type": "string" }, "account_name": { "type": "string" }, "broker": { "type": "string" }, "dry_run_result": { "type": "object", "additionalProperties": { "type": "object", "properties": { "rebalanced": { "type": "boolean" }, "next_rebalance_after": { "type": "string" }, "recommended_trades": { "type": "array", "items": { "type": "object", "properties": { "ticker": { "type": "string" }, "notional": { "type": "number", "format": "double" }, "quantity": { "type": "number", "format": "double" }, "prev_value": { "type": "number", "format": "double" }, "prev_weight": { "type": "number", "format": "double" }, "next_weight": { "type": "number", "format": "double" } }, "required": [ "ticker", "notional", "quantity", "prev_value", "prev_weight", "next_weight" ], "additionalProperties": false } }, "queued_cash_change": { "type": "number", "format": "double" }, "symphony_value": { "type": "number", "format": "double" }, "symphony_name": { "type": "string" }, "next_rebalance_date": { "type": "string" } }, "required": [ "rebalanced", "next_rebalance_after", "recommended_trades", "queued_cash_change", "symphony_value", "symphony_name" ], "additionalProperties": false } }, "dry_run_missing_symphonies": { "type": "object", "additionalProperties": { "type": "string" }, "x-nullable": true }, "dry_run_total_symphonies": { "type": "integer", "format": "int64" } }, "required": [ "broker_account_uuid", "account_type", "account_name", "broker", "dry_run_result", "dry_run_missing_symphonies", "dry_run_total_symphonies" ], "additionalProperties": false } }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "account_uuids": { "type": "array", "items": { "type": "string", "format": "uuid" } } }, "additionalProperties": false } } ], "summary": "Dry run rebalances for a specific user (all accounts, unless otherwise specified)", "tags": [ "Dry Run" ] } }, "/api/v0.1/dry-run/trade-preview/{symphony-id}": { "post": { "responses": { "200": { "schema": { "type": "object", "properties": { "rebalanced": { "type": "boolean" }, "next_rebalance_after": { "type": "string" }, "recommended_trades": { "type": "array", "items": { "type": "object", "properties": { "at": { "type": "string" }, "average_price": { "type": "number", "format": "double" }, "cash_change": { "type": "number", "format": "double" }, "share_change": { "type": "number", "format": "double" }, "symbol": { "type": "string" }, "name": { "type": "string", "x-nullable": true }, "side": { "type": "string", "enum": [ "BUY", "SELL" ] }, "type": { "type": "string", "enum": [ "symphony_preview" ] }, "prev_value": { "type": "number", "format": "double" }, "prev_weight": { "type": "number", "format": "double" }, "next_weight": { "type": "number", "format": "double" } }, "required": [ "at", "average_price", "cash_change", "share_change", "symbol", "name", "side", "type", "prev_value", "prev_weight", "next_weight" ], "additionalProperties": false } }, "queued_cash_change": { "type": "number", "format": "double" }, "rebalance_frequency_override": { "type": "boolean" }, "rebalance_request_uuid": { "description": "Present whenever the request included `broker_account_uuid`.", "type": "string", "format": "uuid", "x-nullable": true }, "adjusted_for_dtbp": { "description": "Whether buys in the preview were constrained by DTBP.", "type": "boolean" }, "symphony_value": { "type": "number", "format": "double" }, "symphony_name": { "type": "string" } }, "required": [ "rebalanced", "next_rebalance_after", "recommended_trades", "queued_cash_change", "rebalance_frequency_override", "rebalance_request_uuid", "adjusted_for_dtbp", "symphony_value", "symphony_name" ], "additionalProperties": false }, "description": "" } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "symphony-id", "description": "Unique identifier for the Symphony", "type": "string", "required": true }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "amount": { "type": "number", "format": "double" }, "broker_account_uuid": { "type": "string", "format": "uuid" } }, "additionalProperties": false } } ], "summary": "Generate trade preview for a single symphony", "tags": [ "Dry Run" ] } }, "/api/v0.1/trading/accounts/{account-id}/order-requests": { "get": { "responses": { "200": { "description": "Returns a list of order requests for the account", "schema": { "type": "object", "properties": { "order_requests": { "type": "array", "items": { "type": "object", "properties": { "order_request_id": { "type": "string", "format": "uuid" }, "name": { "type": "string", "x-nullable": true }, "position_id": { "type": "string" }, "status": { "type": "string", "enum": [ "QUEUED", "IN_PROGRESS", "OPEN", "FILLED", "EXPIRED", "FAILED", "CANCELED", "REJECTED" ] }, "client_order_ids": { "description": "IDs of broker orders that have been submitted for this order request.", "type": "array", "items": { "type": "string" }, "x-nullable": true }, "asset_class": { "type": "string", "enum": [ "EQUITIES", "CRYPTO", "OPTIONS" ] }, "side": { "type": "string", "enum": [ "BUY", "SELL" ] }, "type": { "type": "string", "enum": [ "MARKET", "LIMIT", "STOP", "STOP_LIMIT", "TRAILING_STOP" ] }, "symbol": { "type": "string" }, "time_in_force": { "type": "string", "enum": [ "GTC", "DAY", "IOC", "FOK", "OPG", "CLS" ] }, "notional": { "description": "Null if quantity is provided.", "type": "number", "format": "double", "x-nullable": true }, "quantity": { "description": "Null if notional is provided.", "type": "number", "format": "double", "x-nullable": true }, "position_intent": { "description": "The intent of the order request, only for options contracts.", "type": "string", "enum": [ "BUY_TO_OPEN", "SELL_TO_OPEN", "BUY_TO_CLOSE", "SELL_TO_CLOSE" ], "x-nullable": true }, "limit_price": { "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMinimum": 0 } ], "x-nullable": true }, "stop_price": { "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMinimum": 0 } ], "x-nullable": true }, "options_details": { "description": "Details of the options contract (only for OPTIONS assets)", "type": "object", "properties": { "underlying_asset_symbol": { "description": "Underlying asset symbol.", "type": "string" }, "strike_price": { "description": "Strike price of the option contract.", "type": "number", "format": "double" }, "expiry": { "description": "Expiry date of the option contract.", "type": "string", "pattern": "[0-9]{4}-[0-9]{2}-[0-9]{2}" }, "contract_type": { "description": "Type of option contract, CALL or PUT.", "type": "string", "enum": [ "PUT", "CALL" ] } }, "required": [ "underlying_asset_symbol", "strike_price", "expiry", "contract_type" ], "additionalProperties": false }, "source": { "type": "string", "enum": [ "USER_DIRECT_TRADE", "COMPOSER_ADMIN" ] }, "created_at": { "type": "string", "format": "date-time" }, "updated_at": { "type": "string", "format": "date-time" }, "outcome_reason": { "type": "string", "x-nullable": true } }, "required": [ "order_request_id", "name", "position_id", "status", "client_order_ids", "asset_class", "side", "type", "symbol", "time_in_force", "notional", "quantity", "limit_price", "stop_price", "source", "created_at", "updated_at", "outcome_reason" ], "additionalProperties": false } } }, "required": [ "order_requests" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "query", "name": "limit", "description": "", "type": "integer", "required": false, "format": "int64" }, { "in": "query", "name": "status", "description": "Single status or comma-separated list of statuses (e.g., 'QUEUED,OPEN,IN_PROGRESS')", "type": "string", "required": false } ], "summary": "Get order requests", "description": "Retrieve all order requests for a brokerage account. Returns both pending and completed orders with their current status.", "tags": [ "Direct Trading" ] }, "post": { "responses": { "200": { "description": "Successfully created order request", "schema": { "type": "object", "properties": { "order_request_id": { "type": "string", "format": "uuid" }, "order_time": { "type": "string", "format": "date-time" }, "commission": { "description": "Commission for the order.", "type": "number" } }, "required": [ "order_request_id", "order_time", "commission" ], "additionalProperties": false } } }, "produces": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "consumes": [ "application/json", "application/transit+msgpack", "application/transit+json", "application/edn" ], "parameters": [ { "in": "path", "name": "account-id", "description": "Unique identifier (UUID) of the account", "type": "string", "required": true, "format": "uuid" }, { "in": "body", "name": "body", "description": "", "required": true, "schema": { "type": "object", "properties": { "type": { "type": "string", "enum": [ "MARKET", "LIMIT", "STOP", "STOP_LIMIT", "TRAILING_STOP" ] }, "symbol": { "type": "string" }, "time_in_force": { "type": "string", "enum": [ "GTC", "DAY", "IOC", "FOK", "OPG", "CLS" ] }, "notional": { "description": "Required if quantity is not provided.", "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMaximum": 0, "x-anyOf": [ { "type": "number", "exclusiveMaximum": 0 }, { "type": "number", "exclusiveMinimum": 0 } ] } ], "x-nullable": true }, "quantity": { "description": "Required if notional is not provided.", "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMaximum": 0, "x-anyOf": [ { "type": "number", "exclusiveMaximum": 0 }, { "type": "number", "exclusiveMinimum": 0 } ] } ], "x-nullable": true }, "position_intent": { "description": "Required if the symbol is an option contract.", "type": "string", "enum": [ "BUY_TO_OPEN", "SELL_TO_OPEN", "BUY_TO_CLOSE", "SELL_TO_CLOSE" ] }, "limit_price": { "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMinimum": 0 } ], "x-nullable": true }, "stop_price": { "type": "number", "format": "double", "x-allOf": [ { "type": "number", "format": "double" }, { "type": "number", "exclusiveMinimum": 0 } ], "x-nullable": true }, "client_order_id": { "description": "Optional client-generated order ID, for order tracking and idempotency.", "type": "string", "x-nullable": true } }, "required": [ "type", "symbol", "time_in_force" ], "additionalProperties": false } } ], "summary": "Create order request", "description": "Submit a new buy or sell order for equities or options. If the request is made outside of market hours, it will be queued and executed at the next market open.", "tags": [ "Direct Trading" ] } }, "/api/v0.1/trading/accounts/{account-id}/order-requests/": {} }, "definitions": { "composer.cloud.domain.symphony-score-v1/if-child-false": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "if-child" ] }, "is-else-condition?": { "enum": [ true ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step", "is-else-condition?" ] }, "composer.cloud.domain.symphony-score-v1/root": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "root" ] }, "name": { "type": "string" }, "description": { "type": "string" }, "rebalance": { "type": "string", "enum": [ "none", "daily", "weekly", "monthly", "quarterly", "yearly" ] }, "rebalance-corridor-width": { "type": "number", "format": "double" }, "children": { "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step", "name", "description", "rebalance", "children" ] }, "composer.cloud.domain.symphony-score-v1/wt-cash-equal": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "wt-cash-equal" ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ] }, "composer.cloud.domain.symphony-score-v1/group": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "group" ] }, "name": { "type": "string" }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ] }, "node/if": { "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "meta": { "type": "object", "properties": { "name": { "type": "string", "x-nullable": true } } }, "type": { "const": "node_if" }, "condition": { "$ref": "#/definitions/function~1comparison" }, "then_children": { "type": "array", "items": { "$ref": "#/definitions/node~1if", "x-anyOf": [ { "$ref": "#/definitions/node~1if" }, { "$ref": "#/definitions/node~1weight" }, { "$ref": "#/definitions/node~1asset" }, { "$ref": "#/definitions/node~1filter" } ] } }, "else_children": { "type": "array", "items": { "$ref": "#/definitions/node~1if", "x-anyOf": [ { "$ref": "#/definitions/node~1if" }, { "$ref": "#/definitions/node~1weight" }, { "$ref": "#/definitions/node~1asset" }, { "$ref": "#/definitions/node~1filter" } ] } } }, "required": [ "id", "type", "condition", "then_children", "else_children" ] }, "composer.cloud.domain.symphony-score-v1/constant": { "type": "object", "properties": { "constant": { "type": "number", "format": "double" } }, "required": [ "constant" ], "additionalProperties": false }, "composer.cloud.domain.symphony-score-v1/empty": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "empty" ] } }, "required": [ "id", "step" ] }, "composer.cloud.domain.symphony-score-v1/if": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "if" ] }, "children": { "type": "array", "items": {}, "x-items": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if-child-true" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if-child-false" } ] } }, "required": [ "id", "step", "children" ] }, "composer.cloud.domain.symphony-score-v1/filter": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "filter" ] }, "sort-by-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "sort-by-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "sort-by-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "select-n": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "select-fn": { "type": "string", "enum": [ "top", "bottom" ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ], "x-allOf": [ { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "filter" ] }, "sort-by-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "sort-by-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "sort-by-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "select-n": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "select-fn": { "type": "string", "enum": [ "top", "bottom" ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ] }, {} ] }, "composer.cloud.domain.symphony-score-v1/indicator-pattern": { "type": "object", "properties": { "fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "ticker": { "const": "%" } }, "required": [ "fn", "ticker" ], "additionalProperties": false }, "function/call": { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_standard_deviation", "fn_exponential_moving_average", "fn_inverse_volatility", "fn_cumulative_return", "fn_max_drawdown", "fn_simple_moving_average", "fn_relative_strength_index" ] }, { "$ref": "#/definitions/function~1call" }, { "type": "integer", "format": "int64" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_standard_deviation", "fn_exponential_moving_average", "fn_inverse_volatility", "fn_cumulative_return", "fn_max_drawdown", "fn_simple_moving_average", "fn_relative_strength_index" ] }, { "$ref": "#/definitions/function~1call" }, { "type": "integer", "format": "int64" } ] }, { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_percentage_price_oscillator", "fn_moving_average_convergence_divergence" ] }, { "$ref": "#/definitions/function~1call" }, { "type": "integer", "format": "int64" }, { "type": "integer", "format": "int64" } ] }, { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_moving_average_convergence_divergence_signal", "fn_percentage_price_oscillator_signal" ] }, { "$ref": "#/definitions/function~1call" }, { "type": "integer", "format": "int64" }, { "type": "integer", "format": "int64" }, { "type": "integer", "format": "int64" } ] }, { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_upper_bollinger", "fn_lower_bollinger" ] }, { "type": "array", "items": {}, "x-items": [ { "const": "reference" }, { "description": "The parameter for a function over a filter or weight node. Intended to be used within :weight_fn or :weight_every_fn.", "const": "%" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "const": "reference" }, { "description": "The parameter for a function over a filter or weight node. Intended to be used within :weight_fn or :weight_every_fn.", "const": "%" } ] }, { "type": "string" } ] }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "reference" }, { "description": "The parameter for a function over a filter or weight node. Intended to be used within :weight_fn or :weight_every_fn.", "const": "%" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "metric_close" }, { "type": "array", "items": {}, "x-items": [ { "const": "reference" }, { "description": "The parameter for a function over a filter or weight node. Intended to be used within :weight_fn or :weight_every_fn.", "const": "%" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "const": "reference" }, { "description": "The parameter for a function over a filter or weight node. Intended to be used within :weight_fn or :weight_every_fn.", "const": "%" } ] }, { "type": "string" } ] } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "fundamental_market_cap" }, { "type": "string" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "fn_rate_of_return" }, { "$ref": "#/definitions/function~1call" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "fn_constant" }, { "type": "number", "format": "double" } ] } ] }, "composer.cloud.domain.symphony-score-v1/wt-marketcap": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "wt-marketcap" ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" } } }, "required": [ "id", "step" ] }, "composer.cloud.domain.symphony-score-v1/if-child-true": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "if-child" ] }, "is-else-condition?": { "enum": [ false ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } }, "comparator": { "type": "string", "enum": [ "gt", "gte", "eq", "lt", "lte" ] }, "lhs-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "lhs-val": { "type": "string" }, "rhs-val": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "rhs-fixed-value?": { "type": "boolean" }, "rhs-fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "lhs-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "rhs-window-days": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "string" } ] }, "lhs-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "rhs-fn-params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "condition": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1condition", "x-allOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1condition" }, {} ] } }, "required": [ "id", "step", "is-else-condition?" ] }, "node/asset": { "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "meta": { "type": "object", "properties": { "name": { "type": "string", "x-nullable": true } } }, "ticker": { "type": "string" }, "exchange": { "type": "string" }, "type": { "const": "node_asset" } }, "required": [ "id", "ticker", "type" ] }, "composer.cloud.domain.symphony-score-v1/condition": { "type": "object", "properties": { "condition-type": { "const": "binary" }, "lhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator" } ] }, "comparator": { "type": "string", "enum": [ "gt", "gte", "eq", "lt", "lte" ] }, "rhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator" } ] } }, "required": [ "condition-type", "lhs", "comparator", "rhs" ], "additionalProperties": false, "x-anyOf": [ { "type": "object", "properties": { "condition-type": { "const": "binary" }, "lhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator" } ] }, "comparator": { "type": "string", "enum": [ "gt", "gte", "eq", "lt", "lte" ] }, "rhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator" } ] } }, "required": [ "condition-type", "lhs", "comparator", "rhs" ], "additionalProperties": false }, { "type": "object", "properties": { "condition-type": { "const": "compound" }, "operator": { "type": "string", "enum": [ "any", "all" ] }, "conditions": { "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1condition" }, "minItems": 1, "maxItems": 50 } }, "required": [ "condition-type", "operator", "conditions" ], "additionalProperties": false }, { "type": "object", "properties": { "condition-type": { "const": "binary-compound" }, "operator": { "type": "string", "enum": [ "any", "all" ] }, "tickers": { "type": "array", "items": { "type": "string" }, "minItems": 1, "maxItems": 50 }, "lhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator-pattern" }, "comparator": { "type": "string", "enum": [ "gt", "gte", "eq", "lt", "lte" ] }, "rhs": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1constant" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1indicator" } ] } }, "required": [ "condition-type", "operator", "tickers", "lhs", "comparator", "rhs" ], "additionalProperties": false } ] }, "composer.cloud.domain.symphony-score-v1/wt-inverse-vol": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "wt-inverse-vol" ] }, "window-days": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" } ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ] }, "composer.cloud.domain.symphony-score-v1/asset": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "name": { "type": "string", "x-nullable": true }, "ticker": { "type": "string" }, "exchange": { "type": "string" }, "has_marketcap": { "type": "boolean" }, "step": { "type": "string", "enum": [ "asset" ] } }, "required": [ "id", "ticker", "step" ] }, "composer.cloud.domain.symphony-score-v1/wt-cash-specified": { "type": "object", "properties": { "id": { "type": "string" }, "suppress-incomplete-warnings?": { "type": "boolean" }, "collapsed?": { "type": "boolean" }, "collapsed-specified-weight?": { "type": "boolean" }, "weight": { "type": "object", "properties": { "num": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] }, "den": { "type": "string", "x-anyOf": [ { "type": "string" }, { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "required": [ "num", "den" ], "additionalProperties": false }, "step": { "type": "string", "enum": [ "wt-cash-specified" ] }, "children": { "default": [], "type": "array", "items": { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if", "x-anyOf": [ { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1if" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1group" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-equal" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-cash-specified" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1asset" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1empty" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-inverse-vol" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1wt-marketcap" }, { "$ref": "#/definitions/composer.cloud.domain.symphony-score-v1~1filter" } ] } } }, "required": [ "id", "step" ] }, "node/filter": { "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "meta": { "type": "object", "properties": { "name": { "type": "string", "x-nullable": true } } }, "type": { "const": "node_filter" }, "sort_fn": { "type": "array", "items": {}, "x-items": [ { "const": "weight_every_fn" }, { "$ref": "#/definitions/function~1call" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "const": "weight_every_fn" }, { "$ref": "#/definitions/function~1call" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "weight_fn" }, { "type": "array", "items": { "$ref": "#/definitions/function~1call" } } ] } ] }, "take_count": { "type": "integer", "format": "int64" }, "direction": { "type": "string", "enum": [ "asc", "desc" ] }, "children": { "type": "array", "items": { "$ref": "#/definitions/node~1if", "x-anyOf": [ { "$ref": "#/definitions/node~1if" }, { "$ref": "#/definitions/node~1weight" }, { "$ref": "#/definitions/node~1asset" }, { "$ref": "#/definitions/node~1filter" } ] } } }, "required": [ "id", "type", "sort_fn", "take_count", "direction", "children" ] }, "function/comparison": { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_gte", "fn_lte", "fn_approx_eq", "fn_gt", "fn_lt" ] }, { "$ref": "#/definitions/function~1call" }, { "$ref": "#/definitions/function~1call" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_gte", "fn_lte", "fn_approx_eq", "fn_gt", "fn_lt" ] }, { "$ref": "#/definitions/function~1call" }, { "$ref": "#/definitions/function~1call" } ] }, { "type": "array", "items": {}, "x-items": [ { "type": "string", "enum": [ "fn_and", "fn_or" ] }, { "$ref": "#/definitions/function~1comparison" }, { "$ref": "#/definitions/function~1comparison" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "fn_not" }, { "$ref": "#/definitions/function~1comparison" } ] } ] }, "composer.cloud.domain.symphony-score-v1/indicator": { "type": "object", "properties": { "fn": { "type": "string", "enum": [ "cumulative-return", "current-price", "exponential-moving-average-price", "max-drawdown", "moving-average-price", "moving-average-return", "relative-strength-index", "standard-deviation-price", "standard-deviation-return", "percentage-price-oscillator", "percentage-price-oscillator-signal", "moving-average-convergence-divergence", "moving-average-convergence-divergence-signal", "lower-bollinger", "upper-bollinger" ] }, "params": { "type": "object", "additionalProperties": { "type": "integer", "format": "int64", "x-anyOf": [ { "type": "integer", "format": "int64" }, { "type": "number", "format": "double" } ] } }, "ticker": { "type": "string" } }, "required": [ "fn", "ticker" ], "additionalProperties": false }, "node/weight": { "type": "object", "properties": { "id": { "type": "string", "format": "uuid" }, "meta": { "type": "object", "properties": { "name": { "type": "string", "x-nullable": true } } }, "type": { "const": "node_weight" }, "weight": { "type": "array", "items": {}, "x-items": [ { "const": "weight_every_fn" }, { "$ref": "#/definitions/function~1call" } ], "x-anyOf": [ { "type": "array", "items": {}, "x-items": [ { "const": "weight_every_fn" }, { "$ref": "#/definitions/function~1call" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "weight_fn" }, { "type": "array", "items": { "$ref": "#/definitions/function~1call" } } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "weight_equal" } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "weight_constants" }, { "type": "array", "items": { "type": "number", "format": "double" } } ] }, { "type": "array", "items": {}, "x-items": [ { "const": "weight_market_cap" }, { "type": "array", "items": { "type": "string" } } ] } ] }, "children": { "type": "array", "items": { "$ref": "#/definitions/node~1if", "x-anyOf": [ { "$ref": "#/definitions/node~1if" }, { "$ref": "#/definitions/node~1weight" }, { "$ref": "#/definitions/node~1asset" }, { "$ref": "#/definitions/node~1filter" } ] } } }, "required": [ "id", "type", "weight", "children" ] }, "node/root": { "type": "object", "properties": { "id": { "type": "string" }, "meta": { "type": "object", "properties": { "name": { "type": "string" }, "description": { "type": "string" } }, "required": [ "name", "description" ] }, "type": { "const": "node_root" }, "score_version": { "const": "v2" }, "asset_class": { "default": "EQUITIES", "type": "string", "enum": [ "EQUITIES", "CRYPTO" ] }, "rebalance": { "type": "string", "enum": [ "threshold", "daily", "weekly", "monthly", "quarterly", "yearly" ] }, "rebalance_corridor_width": { "type": "number", "format": "double" }, "children": { "type": "array", "items": { "$ref": "#/definitions/node~1if", "x-anyOf": [ { "$ref": "#/definitions/node~1if" }, { "$ref": "#/definitions/node~1weight" }, { "$ref": "#/definitions/node~1asset" }, { "$ref": "#/definitions/node~1filter" } ] } } }, "required": [ "id", "meta", "type", "score_version", "asset_class", "rebalance", "children" ], "additionalProperties": false } } }