@adaptic/utils 0.0.383 → 0.0.900

package/dist/types/alpaca/market-data/trades.d.ts

@@ -0,0 +1,98 @@
+/**
+ * Trades Module
+ * Real-time and historical trade data using Alpaca SDK
+ */
+import { AlpacaClient } from "../client";
+import { AlpacaTrade, LatestTradesResponse, DataFeed } from "../../types/alpaca-types";
+/**
+ * Error thrown when trade operations fail
+ */
+export declare class TradeError extends Error {
+    code: string;
+    symbol?: string | undefined;
+    details?: unknown | undefined;
+    constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
+}
+/**
+ * Parameters for fetching historical trades
+ */
+export interface GetHistoricalTradesParams {
+    /** Stock symbol */
+    symbol: string;
+    /** Start date/time for the data range */
+    start: Date;
+    /** End date/time for the data range (defaults to now) */
+    end?: Date;
+    /** Maximum number of trades to return */
+    limit?: number;
+    /** Data feed (sip for premium, iex for free tier) */
+    feed?: DataFeed;
+}
+/**
+ * Get latest trade for a single symbol
+ * @param client - AlpacaClient instance
+ * @param symbol - Stock symbol to get trade for
+ * @param feed - Optional data feed (sip, iex, delayed_sip)
+ * @returns Latest trade for the symbol
+ * @throws TradeError if the request fails
+ */
+export declare function getLatestTrade(client: AlpacaClient, symbol: string, feed?: DataFeed): Promise<AlpacaTrade>;
+/**
+ * Get latest trades for multiple symbols
+ * @param client - AlpacaClient instance
+ * @param symbols - Array of stock symbols
+ * @param feed - Optional data feed (sip, iex, delayed_sip)
+ * @returns Object containing trades for all requested symbols
+ * @throws TradeError if the request fails
+ */
+export declare function getLatestTrades(client: AlpacaClient, symbols: string[], feed?: DataFeed): Promise<LatestTradesResponse>;
+/**
+ * Get historical trades with automatic pagination
+ * @param client - AlpacaClient instance
+ * @param params - Parameters for fetching historical trades
+ * @returns Array of trades for the symbol
+ * @throws TradeError if the request fails
+ */
+export declare function getHistoricalTrades(client: AlpacaClient, params: GetHistoricalTradesParams): Promise<AlpacaTrade[]>;
+/**
+ * Get current price for a symbol
+ * Uses mid-point of latest quote if available, otherwise falls back to last trade price
+ * @param client - AlpacaClient instance
+ * @param symbol - Stock symbol
+ * @param feed - Optional data feed (sip, iex, delayed_sip)
+ * @returns Current price for the symbol
+ * @throws TradeError if unable to get price
+ */
+export declare function getCurrentPrice(client: AlpacaClient, symbol: string, feed?: DataFeed): Promise<number>;
+/**
+ * Get current prices for multiple symbols
+ * Uses mid-point of latest quote if available, otherwise falls back to last trade price
+ * @param client - AlpacaClient instance
+ * @param symbols - Array of stock symbols
+ * @param feed - Optional data feed (sip, iex, delayed_sip)
+ * @returns Map of symbol to current price
+ */
+export declare function getCurrentPrices(client: AlpacaClient, symbols: string[], feed?: DataFeed): Promise<Map<string, number>>;
+/**
+ * Get trade volume summary for a symbol over a time period
+ * @param client - AlpacaClient instance
+ * @param symbol - Stock symbol
+ * @param start - Start date/time
+ * @param end - End date/time (defaults to now)
+ * @returns Total volume and trade count for the period
+ */
+export declare function getTradeVolume(client: AlpacaClient, symbol: string, start: Date, end?: Date): Promise<{
+    totalVolume: number;
+    tradeCount: number;
+    avgTradeSize: number;
+}>;
+declare const _default: {
+    getLatestTrade: typeof getLatestTrade;
+    getLatestTrades: typeof getLatestTrades;
+    getHistoricalTrades: typeof getHistoricalTrades;
+    getCurrentPrice: typeof getCurrentPrice;
+    getCurrentPrices: typeof getCurrentPrices;
+    getTradeVolume: typeof getTradeVolume;
+};
+export default _default;
+//# sourceMappingURL=trades.d.ts.map

package/dist/types/alpaca/market-data/trades.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/alpaca/options/contracts.d.ts

@@ -0,0 +1,279 @@
+/**
+ * Options Contracts Module
+ * Query and analyze option contracts
+ */
+import { AlpacaClient } from "../client";
+import { OptionContract, OptionType, GetOptionContractsParams } from "../../types/alpaca-types";
+/**
+ * Parameters for getting option chain
+ */
+export interface GetOptionChainParams {
+    /** Filter by expiration date (YYYY-MM-DD format) */
+    expirationDate?: string;
+    /** Filter by strike price range */
+    strikePrice?: {
+        min?: number;
+        max?: number;
+    };
+    /** Filter by option type (call or put) */
+    type?: OptionType;
+}
+/**
+ * ATM options result containing both call and put
+ */
+export interface ATMOptionsResult {
+    /** ATM call option if found */
+    call: OptionContract | null;
+    /** ATM put option if found */
+    put: OptionContract | null;
+    /** The strike price used for ATM determination */
+    strikePrice: number;
+    /** Current underlying price used for determination */
+    underlyingPrice: number;
+}
+/**
+ * Options chain grouped by expiration and strike
+ */
+export interface GroupedOptionChain {
+    /** The underlying symbol */
+    underlying: string;
+    /** Chain grouped by expiration date */
+    byExpiration: {
+        [expirationDate: string]: {
+            /** Calls at each strike */
+            calls: {
+                [strike: string]: OptionContract;
+            };
+            /** Puts at each strike */
+            puts: {
+                [strike: string]: OptionContract;
+            };
+        };
+    };
+    /** All available expiration dates */
+    expirations: string[];
+    /** All available strike prices */
+    strikes: number[];
+}
+/**
+ * Get option contracts for an underlying symbol with filters
+ *
+ * @param client - The AlpacaClient instance
+ * @param params - Query parameters for filtering contracts
+ * @returns Array of option contracts matching the criteria
+ * @throws Error if API request fails
+ *
+ * @example
+ * // Get all AAPL option contracts
+ * const contracts = await getOptionContracts(client, {
+ *   underlying_symbols: ['AAPL'],
+ * });
+ *
+ * @example
+ * // Get AAPL calls expiring in the next 30 days
+ * const today = new Date();
+ * const thirtyDaysOut = new Date(today.getTime() + 30 * 24 * 60 * 60 * 1000);
+ * const contracts = await getOptionContracts(client, {
+ *   underlying_symbols: ['AAPL'],
+ *   type: 'call',
+ *   expiration_date_gte: today.toISOString().split('T')[0],
+ *   expiration_date_lte: thirtyDaysOut.toISOString().split('T')[0],
+ * });
+ */
+export declare function getOptionContracts(client: AlpacaClient, params: GetOptionContractsParams): Promise<OptionContract[]>;
+/**
+ * Get a specific option contract by symbol or ID
+ *
+ * @param client - The AlpacaClient instance
+ * @param symbolOrId - Option contract symbol (e.g., AAPL230120C00150000) or contract ID
+ * @returns The option contract details
+ * @throws Error if contract not found or API request fails
+ *
+ * @example
+ * // Get contract by OCC symbol
+ * const contract = await getOptionContract(client, 'AAPL230120C00150000');
+ *
+ * @example
+ * // Get contract by ID
+ * const contract = await getOptionContract(client, 'contract-uuid-here');
+ */
+export declare function getOptionContract(client: AlpacaClient, symbolOrId: string): Promise<OptionContract>;
+/**
+ * Get option chain for a symbol with optional filters
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol (e.g., 'AAPL')
+ * @param params - Optional filter parameters
+ * @returns Array of option contracts in the chain
+ *
+ * @example
+ * // Get full option chain for AAPL
+ * const chain = await getOptionChain(client, 'AAPL');
+ *
+ * @example
+ * // Get AAPL puts at specific strike range
+ * const chain = await getOptionChain(client, 'AAPL', {
+ *   type: 'put',
+ *   strikePrice: { min: 140, max: 160 },
+ * });
+ */
+export declare function getOptionChain(client: AlpacaClient, underlying: string, params?: GetOptionChainParams): Promise<OptionContract[]>;
+/**
+ * Get available expiration dates for an underlying symbol
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol (e.g., 'AAPL')
+ * @returns Sorted array of expiration dates (YYYY-MM-DD format)
+ *
+ * @example
+ * const expirations = await getExpirationDates(client, 'AAPL');
+ * console.log(`Next expiration: ${expirations[0]}`);
+ */
+export declare function getExpirationDates(client: AlpacaClient, underlying: string): Promise<string[]>;
+/**
+ * Get available strike prices for an underlying at a specific expiration
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol
+ * @param expirationDate - The expiration date (YYYY-MM-DD format)
+ * @returns Sorted array of available strike prices
+ *
+ * @example
+ * const strikes = await getStrikePrices(client, 'AAPL', '2024-01-19');
+ */
+export declare function getStrikePrices(client: AlpacaClient, underlying: string, expirationDate: string): Promise<number[]>;
+/**
+ * Find ATM (at-the-money) options for an underlying
+ * Returns both call and put options at the strike price closest to current price
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol
+ * @param expirationDate - The expiration date (YYYY-MM-DD format)
+ * @param currentPrice - Current price of the underlying (required to determine ATM)
+ * @param type - Optional filter to return only call or put
+ * @returns ATM options result with call and/or put contracts
+ *
+ * @example
+ * // Get both ATM call and put
+ * const atm = await findATMOptions(client, 'AAPL', '2024-01-19', 175.50);
+ * console.log(`ATM Call: ${atm.call?.symbol}`);
+ * console.log(`ATM Put: ${atm.put?.symbol}`);
+ *
+ * @example
+ * // Get only ATM call
+ * const atm = await findATMOptions(client, 'AAPL', '2024-01-19', 175.50, 'call');
+ */
+export declare function findATMOptions(client: AlpacaClient, underlying: string, expirationDate: string, currentPrice: number, type?: OptionType): Promise<ATMOptionsResult>;
+/**
+ * Get grouped option chain organized by expiration and strike
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol
+ * @param expirationDates - Optional array of expiration dates to include
+ * @returns Grouped option chain structure
+ *
+ * @example
+ * const chain = await getGroupedOptionChain(client, 'AAPL');
+ * // Access calls at specific expiration and strike
+ * const call = chain.byExpiration['2024-01-19'].calls['175'];
+ */
+export declare function getGroupedOptionChain(client: AlpacaClient, underlying: string, expirationDates?: string[]): Promise<GroupedOptionChain>;
+/**
+ * Find options contracts within a delta range (approximated by strike distance from current price)
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol
+ * @param expirationDate - The expiration date
+ * @param currentPrice - Current price of the underlying
+ * @param targetDeltaPercent - Target delta as percentage of current price (e.g., 5 for 5%)
+ * @param type - Option type (call or put)
+ * @returns Array of contracts within the delta range
+ *
+ * @example
+ * // Find calls approximately 5% OTM
+ * const otmCalls = await findOptionsByDelta(client, 'AAPL', '2024-01-19', 175, 5, 'call');
+ */
+export declare function findOptionsByDelta(client: AlpacaClient, underlying: string, expirationDate: string, currentPrice: number, targetDeltaPercent: number, type: OptionType): Promise<OptionContract[]>;
+/**
+ * Find the nearest expiration date to a target number of days out
+ *
+ * @param client - The AlpacaClient instance
+ * @param underlying - The underlying symbol
+ * @param targetDays - Target number of days to expiration
+ * @returns The nearest available expiration date
+ *
+ * @example
+ * // Find expiration closest to 30 days out
+ * const expiration = await findNearestExpiration(client, 'AAPL', 30);
+ */
+export declare function findNearestExpiration(client: AlpacaClient, underlying: string, targetDays: number): Promise<string>;
+/**
+ * Parse OCC option symbol to extract components
+ *
+ * @param occSymbol - OCC option symbol (e.g., AAPL230120C00150000)
+ * @returns Parsed symbol components
+ *
+ * @example
+ * const parsed = parseOCCSymbol('AAPL230120C00150000');
+ * // Returns: { underlying: 'AAPL', expiration: '2023-01-20', type: 'call', strike: 150 }
+ */
+export declare function parseOCCSymbol(occSymbol: string): {
+    underlying: string;
+    expiration: string;
+    type: OptionType;
+    strike: number;
+} | null;
+/**
+ * Build OCC option symbol from components
+ *
+ * @param underlying - The underlying symbol
+ * @param expiration - Expiration date (YYYY-MM-DD format)
+ * @param type - Option type (call or put)
+ * @param strike - Strike price
+ * @returns OCC-formatted option symbol
+ *
+ * @example
+ * const symbol = buildOCCSymbol('AAPL', '2023-01-20', 'call', 150);
+ * // Returns: 'AAPL230120C00150000'
+ */
+export declare function buildOCCSymbol(underlying: string, expiration: string, type: OptionType, strike: number): string;
+/**
+ * Check if an option contract is tradable
+ *
+ * @param contract - The option contract to check
+ * @returns True if the contract is active and tradable
+ */
+export declare function isContractTradable(contract: OptionContract): boolean;
+/**
+ * Calculate days to expiration for a contract
+ *
+ * @param contract - The option contract
+ * @returns Number of calendar days until expiration
+ */
+export declare function getDaysToExpiration(contract: OptionContract): number;
+/**
+ * Check if a contract is expiring within N days
+ *
+ * @param contract - The option contract
+ * @param days - Number of days threshold
+ * @returns True if contract expires within the specified days
+ */
+export declare function isExpiringWithin(contract: OptionContract, days: number): boolean;
+declare const _default: {
+    getOptionContracts: typeof getOptionContracts;
+    getOptionContract: typeof getOptionContract;
+    getOptionChain: typeof getOptionChain;
+    getExpirationDates: typeof getExpirationDates;
+    getStrikePrices: typeof getStrikePrices;
+    findATMOptions: typeof findATMOptions;
+    getGroupedOptionChain: typeof getGroupedOptionChain;
+    findOptionsByDelta: typeof findOptionsByDelta;
+    findNearestExpiration: typeof findNearestExpiration;
+    parseOCCSymbol: typeof parseOCCSymbol;
+    buildOCCSymbol: typeof buildOCCSymbol;
+    isContractTradable: typeof isContractTradable;
+    getDaysToExpiration: typeof getDaysToExpiration;
+    isExpiringWithin: typeof isExpiringWithin;
+};
+export default _default;
+//# sourceMappingURL=contracts.d.ts.map

package/dist/types/alpaca/options/contracts.d.ts.map

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package/dist/types/alpaca/options/data.d.ts

@@ -0,0 +1,126 @@
+/**
+ * Options Market Data Module
+ * Quotes, bars, and analytics for options using Alpaca SDK
+ */
+import { AlpacaClient } from "../client";
+import { OptionQuote, OptionTrade, OptionBar, OptionSnapshot, OptionGreeks, OptionsChainParams, OptionsChainResponse, TimeFrame } from "../../types/alpaca-types";
+/**
+ * Error class for options data operations
+ */
+export declare class OptionsDataError extends Error {
+    code: string;
+    symbol?: string | undefined;
+    details?: unknown | undefined;
+    constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
+}
+/**
+ * Options data feed type
+ */
+export type OptionsFeed = "opra" | "indicative";
+/**
+ * Get options chain with snapshots for an underlying symbol
+ * Returns option contracts with their latest quotes, trades, and Greeks
+ */
+export declare function getOptionsChain(client: AlpacaClient, params: OptionsChainParams): Promise<OptionsChainResponse>;
+/**
+ * Get latest option quotes for multiple symbols
+ */
+export declare function getLatestOptionsQuotes(client: AlpacaClient, symbols: string[]): Promise<Map<string, OptionQuote>>;
+/**
+ * Get latest option trades for multiple symbols
+ */
+export declare function getLatestOptionsTrades(client: AlpacaClient, symbols: string[]): Promise<Map<string, OptionTrade>>;
+/**
+ * Get option snapshots with Greeks for multiple symbols
+ */
+export declare function getOptionsSnapshots(client: AlpacaClient, symbols: string[]): Promise<Map<string, OptionSnapshot>>;
+/**
+ * Parameters for historical options bars request
+ */
+export interface GetHistoricalOptionsBarsParams {
+    /** Option contract symbols */
+    symbols: string[];
+    /** Bar timeframe (e.g., '1Min', '1Hour', '1Day') */
+    timeframe: TimeFrame;
+    /** Start date/time */
+    start?: Date;
+    /** End date/time */
+    end?: Date;
+    /** Maximum number of bars to return */
+    limit?: number;
+}
+/**
+ * Get historical option bars (OHLCV data)
+ */
+export declare function getHistoricalOptionsBars(client: AlpacaClient, params: GetHistoricalOptionsBarsParams): Promise<Map<string, OptionBar[]>>;
+/**
+ * Calculate implied volatility from option price (simplified approximation)
+ * For production use, consider using a proper Black-Scholes solver
+ */
+export declare function approximateImpliedVolatility(optionPrice: number, underlyingPrice: number, strike: number, daysToExpiration: number, riskFreeRate?: number, isCall?: boolean): number;
+/**
+ * Calculate option moneyness
+ */
+export declare function calculateMoneyness(underlyingPrice: number, strike: number, isCall: boolean): "ITM" | "ATM" | "OTM";
+/**
+ * Find ATM (at-the-money) strikes from an options chain
+ */
+export declare function findATMStrikes(snapshots: Map<string, OptionSnapshot>, underlyingPrice: number): {
+    callSymbol: string | null;
+    putSymbol: string | null;
+    strike: number;
+};
+/**
+ * Calculate put/call ratio from options chain
+ */
+export declare function calculatePutCallRatio(snapshots: Map<string, OptionSnapshot>): {
+    volumeRatio: number;
+    openInterestRatio: number;
+};
+/**
+ * Get option Greeks from a snapshot
+ */
+export declare function extractGreeks(snapshot: OptionSnapshot): OptionGreeks | null;
+/**
+ * Filter options chain by expiration date range
+ */
+export declare function filterByExpiration(snapshots: Map<string, OptionSnapshot>, minDays: number, maxDays: number): Map<string, OptionSnapshot>;
+/**
+ * Filter options chain by strike price range
+ */
+export declare function filterByStrike(snapshots: Map<string, OptionSnapshot>, minStrike: number, maxStrike: number): Map<string, OptionSnapshot>;
+/**
+ * Filter options chain by option type
+ */
+export declare function filterByType(snapshots: Map<string, OptionSnapshot>, type: "call" | "put"): Map<string, OptionSnapshot>;
+/**
+ * Get the bid-ask spread for an option
+ */
+export declare function getOptionSpread(quote: OptionQuote): {
+    spread: number;
+    spreadPercent: number;
+    midPrice: number;
+};
+/**
+ * Check if an option has sufficient liquidity
+ */
+export declare function hasGoodLiquidity(snapshot: OptionSnapshot, maxSpreadPercent?: number, minOpenInterest?: number): boolean;
+declare const _default: {
+    getOptionsChain: typeof getOptionsChain;
+    getLatestOptionsQuotes: typeof getLatestOptionsQuotes;
+    getLatestOptionsTrades: typeof getLatestOptionsTrades;
+    getOptionsSnapshots: typeof getOptionsSnapshots;
+    getHistoricalOptionsBars: typeof getHistoricalOptionsBars;
+    approximateImpliedVolatility: typeof approximateImpliedVolatility;
+    calculateMoneyness: typeof calculateMoneyness;
+    findATMStrikes: typeof findATMStrikes;
+    calculatePutCallRatio: typeof calculatePutCallRatio;
+    extractGreeks: typeof extractGreeks;
+    filterByExpiration: typeof filterByExpiration;
+    filterByStrike: typeof filterByStrike;
+    filterByType: typeof filterByType;
+    getOptionSpread: typeof getOptionSpread;
+    hasGoodLiquidity: typeof hasGoodLiquidity;
+};
+export default _default;
+//# sourceMappingURL=data.d.ts.map

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package/dist/types/alpaca/options/index.d.ts

@@ -0,0 +1,17 @@
+/**
+ * Options Trading Module
+ * Provides functionality for options contracts, orders, strategies, and market data
+ */
+export { getOptionContracts, getOptionContract, getOptionChain, getExpirationDates, getStrikePrices, findATMOptions, getGroupedOptionChain, findOptionsByDelta, findNearestExpiration, parseOCCSymbol, buildOCCSymbol, isContractTradable, getDaysToExpiration, isExpiringWithin, } from "./contracts";
+export type { GetOptionChainParams, ATMOptionsResult, GroupedOptionChain, } from "./contracts";
+export { default as contracts } from "./contracts";
+export { createOptionOrder, buyToOpen, sellToClose, sellToOpen, buyToClose, validateMultiLegOrder, createMultiLegOptionOrder, createVerticalSpread, createIronCondor, createStraddle, createStrangle, closeOptionPosition, closeAllOptionPositions, exerciseOption, isOptionOrderTerminal, isOptionOrderCancelable, } from "./orders";
+export type { SingleLegOptionOrderParams, CloseOptionPositionParams, CloseAllOptionsResult, ExerciseOptionParams, MultiLegValidationResult, } from "./orders";
+export { default as orders } from "./orders";
+export { buildOptionSymbol, createVerticalSpread as createVerticalSpreadAdvanced, createIronCondor as createIronCondorAdvanced, createStraddle as createStraddleAdvanced, createCoveredCall, rollOptionPosition, createStrangle as createStrangleAdvanced, createButterflySpread, OptionStrategyError, } from "./strategies";
+export type { VerticalSpreadParams, IronCondorParams, StraddleParams, CoveredCallParams, RollPositionParams, StrangleParams, ButterflySpreadParams, } from "./strategies";
+export { default as strategies } from "./strategies";
+export { getOptionsChain, getLatestOptionsQuotes, getLatestOptionsTrades, getOptionsSnapshots, getHistoricalOptionsBars, approximateImpliedVolatility, calculateMoneyness, findATMStrikes, calculatePutCallRatio, extractGreeks, filterByExpiration, filterByStrike, filterByType, getOptionSpread, hasGoodLiquidity, OptionsDataError, } from "./data";
+export type { OptionsFeed, GetHistoricalOptionsBarsParams } from "./data";
+export { default as data } from "./data";
+//# sourceMappingURL=index.d.ts.map

package/dist/types/alpaca/options/index.d.ts.map

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