Clear Street API (Trades and Uploads)

swagger: '2.0'
servers:
  - url: //api.clearstreet.io/v1
    description: Production server
  - url: //api.sandbox.clearstreet.io/v1
    description: Sandbox server
info:
  version: 0.0.3
  title: Clear Street API
  contact:
    name: API Support
    email: eng@clearstreet.io
    url: https://clear-street.github.io/docs
  x-logo:
    url: 'https://clear-street.github.io/docs/assets/logo.png'
    backgroundColor: '#FFFFFF'
  license:
    name: Apache 2.0
    url: 'http://www.apache.org/licenses/LICENSE-2.0.html' 
  description: |
    <b>This is a beta version of Clear Street's public API. This API is RESTful; it has resource-oriented URLs, returns JSON-encoded responses, and uses standard HTTP codes, authentication, and verbs.</b>

    # Environments
    Clear Street operates two environments: sandbox and production. Each environment is completely isolated from the other. No data is ever shared. All activity in our sandbox environment has no actual impact; all accounts in our sandbox use canned data. We recommend testing in our sandbox environment first before moving to production.

    The following are the base URLs for each environment. Each endpoint in this API must be prefixed with one of the following base URLs:

    Sandbox base URL: `https://api.sandbox.clearstreet.io/v1`

    Production base URL: `https://api.clearstreet.io/v1`

    # Authentication
    End-to-end security is provided through an SSL connection and an API-key that will be provided to users of our API.

    The API-key provided to you will take the form a <a href="https://swagger.io/docs/specification/authentication/bearer-authentication">bearer token</a>. Every request you make, therefore, must contain your API-key in the header of the request in the following form:

    <pre>Authorization: Bearer &lt;KEY&gt;</pre>

    Where `<KEY>` is the API-key provided to you.
    
    Here's an example of constructing a request in Python:

    ```python
    import requests

    # change URL based on environment
    URL = "https://api.sandbox.clearstreet.io/v1/trades"

    # set provided API-key here
    headers = {
        'Content-Type': 'application/json',
        'Authorization': 'Bearer yJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.eyJjYXQiOjE1ODU2MTk2NDYsImV4cCI6MTU4NTYyMzI0NiwidWlkIjoyfQ.B6wdfKRro9JxPrhjn8QchPOfGFSWexfg_2EX0V_tkdA'
    }

    # construct your message
    payload = [{
        "type": "allocation_trade",
        "timestamp": 1556544618,
        "client_trade_id": "042919-1a",
        "date": 20190304,
        "account_id": 100016,
        "mic": "XNAS",
        "exec_mpid": "CSMM",
        "capacity": "principal",
        "quantity": "100",
        "price": "140.00",
        "instrument": {
            "identifier": "ATRA",
            "identifier_type": "ticker",
            "currency": "USD",
            "country": "USA"
        },
        "side": {
            "direction": "buy"
        },
        "target_account_id": 100021
    }]

    # send request
    requests.post(url=URL, headers=headers, json=payload)
    ```
tags:
  - name: Trades
    description: |
      Trade endpoints are used to insert or cancel trades into a our systems.
  - name: Uploads
    description: |
      Upload endpoints allow you to upload a `CSV` file that contain trades, in the same format as our <b>[trade-file specification](https://github.com/clear-street/docs/blob/master/trade_file.md)</b>. You may prefer to use a file-upload if you have a extremely large number of trades (> 10000), or if you have dependency on legacy systems that deal with `CSV` files. We recommend using <b><a href="#tag/Trades">trade endpoints</a></b> when possible, especially for real-time trade reporting.
basePath: /
schemes:
  - http
consumes:
  - application/json
produces:
  - application/json

paths:
  # trade endpoints
  # -----------------------------------------------------------------------------
  /trades:
    post:
      tags:
        - Trades
      summary: Insert Trades
      description: >
        Insert the provided trades atomically. Use this endpoint if you want atomicity and immediate confirmation; this request will either fully process all your trades, or reject them all atomically. Therefore, a successful call to this endpoint guarantees that your trades have been accepted by our systems. This endpoint can accept up to 1000 trades at a time.
        <ul>
        <li><b>Exchange Trade</b>  trades done directly on an exchange. An example would be a trading account buying shares on Nasdaq.</li>
        <li><b>Bilateral Trade</b> trades done bilaterally broker to broker. An example would be Bank of America's trading account buying shares from Goldman Sachs' trading account.</li>
        <li><b>Transfer Trade</b> trades are done to transfer from one account to another within the same legal entity. An example would be to transfer shares from a trading account to an error account.</li>
        <li><b>Allocation Trade</b> trades are done to allocate to a customer account. An example would be to allocate shares at an average price from an average price account to a customer account. </li>
        </ul>

        <b>The fields below vary depending upon trade-type. Change the value of the `type` drop-down below to switch between trade-types.</b>
      operationId: trades_insert
      parameters:
        - in: body
          name: trades
          required: true
          description: Array of trades to upload
          schema:
            type: array
            items:
              $ref: '#/definitions/Trade'
      responses:
        '202':
          description: OK
          schema:
            type: array
            items:
              $ref: '#/definitions/TradeSubmitted'
        '400':
          description: Bad Request
          schema:
            $ref: '#/definitions/Error'
        '422':
          description: Unprocessable Entity
          schema:
            $ref: '#/definitions/Error'
        '500':
          description: Internal Server Error
          schema:
            $ref: '#/definitions/Error'

  /trades/{trade_id}:
    delete:
      tags:
        - Trades
      summary: Cancel Trade By ID
      description: >
        Cancel a trade either by the Clear Street assigned `trade_id`, or `client_trade_id` that was provided in the original trade. If the ID you provide is, in fact, a `client_trade_id`, you must set `is_client_trade_id` to true, and also provide the `account_id` for the original trade.
      operationId: trades_cancel
      parameters:
        - in: path
          name: trade_id
          required: true
          description: Clear Street assigned unique trade_id
          type: string
        - in: query
          name: is_client_trade_id
          required: false
          description: True if the given trade_id is a client_trade_id
          type: boolean
        - in: query
          name: account_id
          required: false
          description: Provide only if `is_client_trade_id` is true. This is the account_id the trade was booked to
          type: integer
      responses:
        '202':
          description: OK
        '400':
          description: Bad Request
          schema:
            $ref: '#/definitions/Error'
        '409':
          description: Conflict
          schema:
            $ref: '#/definitions/Error'
        '500':
          description: Internal Server Error
          schema:
            $ref: '#/definitions/Error'

  # upload endpoints
  # -----------------------------------------------------------------------------
  /uploads/insert:
    post:
      tags:
        - Uploads
      summary: Create Insert Upload
      description: |
        Upload the provided CSV file for processing asynchronously. Your file will be uploaded to our servers, and then subsequently processed.

        The columns for a CSV file should match the JSON path dot-notation of the fields available in the <b><a href="#operation/trades_insert">insert trades endpoint</a></b>. For example, the column `side.direction` would be the column header to set the direction of a trade, and the column `instrument.ticker` would set the trade's instrument ticker, etc.

        Our <b>[trade-file specification](https://github.com/clear-street/docs/blob/master/trade_file.md)</b> has more details. You can also <b><a href="examples/trades.csv">download an example file</a></b>.
        
      operationId: uploads_insert_create
      consumes:
        - multipart/form-data
      parameters:
        - name: file
          in: formData
          type: file
          required: true
          description: The file to upload. Must have a *.csv extension.
      responses:
        '202':
          description: OK
          schema:
            $ref: '#/definitions/Upload'
        '400':
          description: Bad Request
          schema:
            $ref: '#/definitions/Error'
        '409':
          description: Conflict
          schema:
            $ref: '#/definitions/Error'
        '500':
          description: Internal Server Error
          schema:
            $ref: '#/definitions/Error'

  /uploads/cancel:
    post:
      tags:
        - Uploads
      summary: Create Cancel Upload
      description: |
        Upload the provided CSV file for processing cancels asynchronously.

        Example column headers with associated example values&#58;
        <table>
        <tr><th>account</th><td>100001</td></tr>
        <tr><th>trade_id</th><td>12343</td></tr>
        <tr><th>by_client_id</th><td>false</td></tr>
        </table>
      operationId: uploads_cancel_create
      consumes:
        - multipart/form-data
      parameters:
        - name: file
          in: formData
          type: file
          required: true
          description: The file to upload. Must have a *.csv extension.
      responses:
        '202':
          description: OK
          schema:
            $ref: '#/definitions/Upload'
        '400':
          description: Bad Request
          schema:
            $ref: '#/definitions/Error'
        '409':
          description: Conflict
          schema:
            $ref: '#/definitions/Error'
        '500':
          description: Internal Server Error
          schema:
            $ref: '#/definitions/Error'

  /uploads/{upload_id}:
    get:
      tags:
        - Uploads
      summary: Get Upload By ID
      description: |
        Get an existing upload. Use this endpoint when you want to the know the status of a previously created upload.
      operationId: uploads_get_by_id
      parameters:
        - in: path
          name: upload_id
          required: true
          description: upload_id that identifies a previously created upload
          type: string
      responses:
        '200':
          description: OK
          schema:
            $ref: '#/definitions/UploadStatus'
        '404':
          description: Not Found
          schema:
            $ref: '#/definitions/Error'

definitions:
  ErrorBase:
    type: object
    properties:
        message:
        type: string
        description: Error details, if any
    example:
        message: <error-details>

  Error:
    type: object
    allOf:
      - $ref: '#/definitions/ErrorBase'
    required:
      - type
    properties:
      type:
        type: string
        enum:
          - internal
          - malformed_trade
          - too_many_trades
          - file_exists
          - empty_file
          - unsupported_file
          - upload_not_found
          - trade_already_canceled
          - missing_account_id
        x-nullable: false

  Upload:
    type: object
    description: Represents an upload's details
    required:
      - created_at
      - upload_id
      - org_id
      - user_id
      - name
      - s3_key
    properties:
      created_at:
        type: integer
        description: Timestamp when the upload was created; milliseconds since unix epoch
        x-nullable: false
      upload_id:
        type: string
        description: SHA256 hash of the trades you uploaded. This uniquely identifies your upload
        example: 3d4b424aa96e2751228ad4b78f8882073e5e29079047ad524a0ed719b57c42db
        x-nullable: false
      org_id:
        type: integer
        format: int64
        description: The orgID of the user who created this upload
        example: 1
        x-nullable: false
      user_id:
        type: integer
        format: int64
        description: The userID of the user who created this upload
        example: 1
        x-nullable: false
      name:
        type: string
        description: Name of the upload; this will be the filename if the upload
        x-nullable: false
      s3_key:
        type: string
        description: AWS S3 key
        x-nullable: false

  UploadStatus:
    type: object
    allOf:
      - $ref: '#/definitions/Upload'
    description: Represents an upload's status
    required:
      - trades_processed
      - trades_skipped
      - status
      - completed
    properties:
      updated_at:
        type: integer
        description: Timestamp when the upload was last updated; milliseconds since unix epoch
        x-nullable: false
      trades_processed:
        type: integer
        description: The number of trades processed from this upload
        x-nullable: false
      trades_skipped:
        type: integer
        description: The number of trades skipped from this upload
        x-nullable: false
      status:
        type: string
        description: The status of this upload
        x-nullable: false
      completed:
        type: boolean
        description: True if this upload has finished processing
        x-nullable: false

  Side:
    type: object
    description: Trade direction, either buy or sell with qualifiers
    required:
      - direction
    properties:
      direction:
        type: string
        enum:
          - 'buy'
          - 'sell'
        description: Trade direction
        example: sell
        x-nullable: false
      qualifier:
        type: string
        enum:
          - 'short'
        description: Trade qualifier, if any
        default: null
        x-nullable: true
      position:
        type: string
        enum:
          - 'open'
          - 'close'
        description: Trade position, if any
        default: null
        x-nullable: true

  Interest:
    type: object
    description: Interest specific details for fixed income trades only.
    required:
      - yield
      - accrued
      - accrued_days
    properties:
      yield:
        type: string
        pattern: "^[-]?[0-9]*\\.?[0-9]+$"
        description: Yield for the security
        x-nullable: false
      accrued:
        type: string
        pattern: "^[-]?[0-9]*\\.?[0-9]+$"
        description: Accrued interest to be paid
        x-nullable: false
      accrued_days:
        type: integer
        description: Number of days of accrued interest
        x-nullable: false

  Fees:
    type: object
    description: Fees associated with a trade.
    properties:
      commission:
        type: string
        pattern: "^[-]?[0-9]*\\.?[0-9]+$"
        description: Commission charged or paid
        example: '0'
        default: null
        x-nullable: true
      omit_sec:
        type: boolean
        description: True if SEC fees should be applied
        example: false
        default: false
      omit_taf:
        type: boolean
        description: True if Clear Street's billable rate should be applied
        example: false
        default: false
      omit_bill:
        type: boolean
        description: True if Clear Street's billable rate should be applied
        example: false
        default: false
    x-nullable: true

  Settlement:
    type: object
    description: Settlement details. Required typically for special settlement situations.
    properties:
      currency:
        type: string
        minLength: 3
        maxLength: 3
        description: Settlement currency for the trade if different than the issue currency of the security. This should be a 3-letter ISO 4217 code.
        example: USD
        default: null
        x-nullable: true
      date:
        type: integer
        minimum: 20190101
        maximum: 21000101
        description: Only provide for irregular-way, i.e. you've negotiated a special settlement arrangement for this trade; represents settlement date in YYYYMMDD format
        default: null
        x-nullable: true

  Locate:
    type: object
    description: Locate details. Applicable only when locates are required, i.e. for short sales.
    required:
      - id
      - source
    properties:
      id:
        type: string
        minLength: 1
        maxLength: 256
        description: ID of the locate obtained for short sales.
        example: LOC12345
        x-nullable: false
      source:
        type: string
        minLength: 1
        maxLength: 256
        description: Identifies the firm supplying the locate (usually the MPID). Mandatory for short-sales, optional otherwise
        x-nullable: false

  Instrument:
    type: object
    description: Instrument details.
    required:
      - identifier
      - identifier_type
      - country
      - currency
    properties:
      identifier:
        type: string
        minLength: 1
        maxLength: 256
        description: Official identifier. If you use `ticker`, then ensure you use a common ticker (e.g. `AAPL` for Apple Inc. on NASDAQ)
        example: AAPL
        x-nullable: false
      identifier_type:
        type: string
        enum:
          - 'ticker'
          - 'cusip'
          - 'isin'
          - 'sedol'
        description: Identifier type.
        x-nullable: false
      country:
        type: string
        minLength: 1
        maxLength: 4
        description: ISO 3166 Alpha-3 Country Code of where the instrument was traded
        example: USA
        x-nullable: false
      currency:
        type: string
        minLength: 1
        maxLength: 4
        description: ISO 4217 Alpha-3 Currency Code of the currency in which the instrument is traded in
        example: USD
        x-nullable: false

  Trade:
    type: object
    discriminator: type
    description: Base trade details; common amongst all trade types.
    required:
      - type
      - timestamp
      - client_trade_id
      - date
      - account_id
      - quantity
      - price
      - instrument
      - side
    properties:
      type:
        type: string
        enum:
          - transfer_trade
          - allocation_trade
          - exchange_trade
          - bilateral_trade
        description: Trade type.
        x-nullable: false
      timestamp:
        type: integer
        description: Timestamp of when the trade occurred in milliseconds since unix epoch.
        example: 1545952392000
        x-nullable: false
      client_trade_id:
        type: string
        minLength: 1
        maxLength: 256
        description: Unique ID for this trade that you define.
        example: T-50264430-bc41
        x-nullable: false
      date:
        type: integer
        minimum: 20010101
        maximum: 21000101
        description: Trade date for the trade in YYYYMMDD format
        example: 20200101
        x-nullable: false
      account_id:
        type: integer
        minimum: 0
        description: Clear Street provided account_id that you want this trade booked to.
        example: 1002
        x-nullable: false
      quantity:
        type: string
        pattern: "^[-]?[0-9]*\\.?[0-9]+$"
        description: The quantity of the trade
        x-nullable: false
        example: '100'
      price:
        type: string
        pattern: "^[-]?[0-9]*\\.?[0-9]+$"
        description: The price of the trade
        x-nullable: false
        example: '10.00'
      behalf_of_entity_id:
        type: integer
        description: DEPRECATED - Prefer behalf_of_account_id instead. EntityID for who this trade is behalf of
        example: 1002
        x-nullable: true
      behalf_of_account_id:
        type: integer
        description: AccountID for who this trade is behalf of
        example: 1002
        x-nullable: true
      solicited:
        type: boolean
        description: True if this trade was solicited
        x-nullable: true
      registered_rep:
        type: string
        description: The registered rep for this trade, if any
        x-nullable: true
      branch_office:
        type: string
        description: The branch office submitting this trade, if any
        x-nullable: true
      instrument:
        $ref: '#/definitions/Instrument'
      side:
        $ref: '#/definitions/Side'
      settlement:
        $ref: '#/definitions/Settlement'
      user_data:
        type: object
        description: Free-form JSON to attach to the trade
        x-nullable: true
      order_id:
        type: string
        description: The order id is to link all the executions in the avg price account(exchange and bi-lateral trade types) to the allocation trade type
        default: null
        x-nullable: true
      cancel_trade_id:
        type: string
        description: The original trade id that is being canceled, if any
        default: null
        x-nullable: true
          
  TradeSubmitted:
    type: object
    description: Submitted trade details
    properties:
      client_trade_id:
        type: string
        minLength: 1
        maxLength: 256
        description: Unique ID for this trade that you defined.
        example: T-50264430-bc41
        x-nullable: false
      trade_id:
        type: string
        description: Unique ID for this trade provided by Clear Street.
        example: 1893
        x-nullable: false

  transfer_trade:
    type: object
    allOf:
      - $ref: '#/definitions/Trade'
    description: Transfer trade type.
    required:
      - target_account_id
    properties:
      target_account_id:
        type: integer
        minimum: 0
        description: The destination Clear Street account_id
        example: 1002
        x-nullable: false
      capacity:
        type: string
        enum:
          - principal
          - agency
          - mixed
          - riskless_principal
        description: Capacity on the trade
      fees:
        $ref: '#/definitions/Fees'

  allocation_trade:
    type: object
    allOf:
      - $ref: '#/definitions/Trade'
    description: Allocation trade type.
    required:
      - target_account_id
    properties:
      target_account_id:
        type: integer
        minimum: 0
        description: The destination Clear Street account_id
        example: 1002
        x-nullable: false
      capacity:
        type: string
        enum:
          - principal
          - agency
          - mixed
          - riskless_principal
        description: Capacity on the trade
        x-nullable: false
      contra_side_qualifier:
        type: string
        enum:
          - 'short'
          - 'open'
          - 'close'
        description: Contra trade side qualifier, if any
        default: null
        x-nullable: true
      fees:
        $ref: '#/definitions/Fees'

  exchange_trade:
    type: object
    allOf:
      - $ref: '#/definitions/Trade'
    description: Trade executed directly on an exchange
    required:
      - capacity
      - mic
      - exec_mpid
    properties:
      capacity:
        type: string
        enum:
          - principal
          - agency
          - mixed
          - riskless_principal
        description: Your capacity on the trade
        x-nullable: false
      mic:
        type: string
        description: ISO 10383 Market Identifer Code for the exchange where this trade took place.
        minLength: 1
        maxLength: 10
        example: XNAS
        x-nullable: false
      exec_mpid:
        type: string
        description: MPID of the executing party, if any
        minLength: 1
        maxLength: 10
        example: CLST
        x-nullable: false
      is_when_issued:
        type: boolean
        description: True if the trade was done as When Issued
        default: false
        example: false
      fees:
        $ref: '#/definitions/Fees'
      locate:
        $ref: '#/definitions/Locate'

  bilateral_trade:
    type: object
    allOf:
      - $ref: '#/definitions/Trade'
    description: Trade executed bilaterially broker to broker
    required:
      - capacity
      - contra_mpid
      - contra_dtc_num
      - exec_mpid
    properties:
      capacity:
        type: string
        enum:
          - principal
          - agency
          - mixed
          - riskless_principal
        description: Your capacity on the trade
        x-nullable: false
      contra_mpid:
        type: string
        description: Contra party's MPID
        minLength: 1
        maxLength: 10
        example: XNAS
        x-nullable: false
      contra_dtc_num:
        type: string
        description: Contra party's DTC number
        minLength: 1
        x-nullable: false
      is_when_issued:
        type: boolean
        description: True if the trade was done as When Issued
        default: false
        example: false
      exec_mpid:
        type: string
        description: MPID of the executing party, if different than contra_mpid
        minLength: 1
        maxLength: 10
        example: CLST
        x-nullable: false
      interest:
        $ref: '#/definitions/Interest'
      fees:
        $ref: '#/definitions/Fees'
      locate:
        $ref: '#/definitions/Locate'
      last_market:
        type: string
        description: The last market is the exchange where the trade executed (if we route orders to a broker(bi lateral trade) and they route to an exchange), if any
        default: null
        x-nullable: true
      nscc_clearing:
        type: string
        enum:
          - contra
          - agu
          - qsr
          - corr
          - corr_fees
        description: NSCC clearing details related to locking; They lock when value is contra or agu. We lock in other cases.
        default: null
        x-nullable: true