@adaptic/utils 0.1.1 → 0.1.2
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +153 -61
- package/dist/index.cjs +10361 -3820
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +10287 -3821
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +709 -383
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/alpaca-functions.test.d.ts +2 -0
- package/dist/types/__tests__/alpaca-functions.test.d.ts.map +1 -0
- package/dist/types/__tests__/api-endpoints.test.d.ts +2 -0
- package/dist/types/__tests__/api-endpoints.test.d.ts.map +1 -0
- package/dist/types/__tests__/asset-allocation.test.d.ts +2 -0
- package/dist/types/__tests__/asset-allocation.test.d.ts.map +1 -0
- package/dist/types/__tests__/auth-validator.test.d.ts +2 -0
- package/dist/types/__tests__/auth-validator.test.d.ts.map +1 -0
- package/dist/types/__tests__/cache.test.d.ts +2 -0
- package/dist/types/__tests__/cache.test.d.ts.map +1 -0
- package/dist/types/__tests__/errors.test.d.ts +2 -0
- package/dist/types/__tests__/errors.test.d.ts.map +1 -0
- package/dist/types/__tests__/financial-regression.test.d.ts +2 -0
- package/dist/types/__tests__/financial-regression.test.d.ts.map +1 -0
- package/dist/types/__tests__/format-tools.test.d.ts +2 -0
- package/dist/types/__tests__/format-tools.test.d.ts.map +1 -0
- package/dist/types/__tests__/http-keep-alive.test.d.ts +2 -0
- package/dist/types/__tests__/http-keep-alive.test.d.ts.map +1 -0
- package/dist/types/__tests__/http-timeout.test.d.ts +2 -0
- package/dist/types/__tests__/http-timeout.test.d.ts.map +1 -0
- package/dist/types/__tests__/logger.test.d.ts +2 -0
- package/dist/types/__tests__/logger.test.d.ts.map +1 -0
- package/dist/types/__tests__/market-time.test.d.ts +2 -0
- package/dist/types/__tests__/market-time.test.d.ts.map +1 -0
- package/dist/types/__tests__/misc-utils.test.d.ts +2 -0
- package/dist/types/__tests__/misc-utils.test.d.ts.map +1 -0
- package/dist/types/__tests__/paginator.test.d.ts +2 -0
- package/dist/types/__tests__/paginator.test.d.ts.map +1 -0
- package/dist/types/__tests__/performance-metrics.test.d.ts +2 -0
- package/dist/types/__tests__/performance-metrics.test.d.ts.map +1 -0
- package/dist/types/__tests__/polygon.test.d.ts +2 -0
- package/dist/types/__tests__/polygon.test.d.ts.map +1 -0
- package/dist/types/__tests__/price-utils.test.d.ts +2 -0
- package/dist/types/__tests__/price-utils.test.d.ts.map +1 -0
- package/dist/types/__tests__/property-based-financial.test.d.ts +2 -0
- package/dist/types/__tests__/property-based-financial.test.d.ts.map +1 -0
- package/dist/types/__tests__/rate-limiter.test.d.ts +2 -0
- package/dist/types/__tests__/rate-limiter.test.d.ts.map +1 -0
- package/dist/types/__tests__/schema-validation.test.d.ts +2 -0
- package/dist/types/__tests__/schema-validation.test.d.ts.map +1 -0
- package/dist/types/__tests__/technical-analysis.test.d.ts +2 -0
- package/dist/types/__tests__/technical-analysis.test.d.ts.map +1 -0
- package/dist/types/__tests__/time-utils.test.d.ts +2 -0
- package/dist/types/__tests__/time-utils.test.d.ts.map +1 -0
- package/dist/types/adaptic.d.ts +2 -2
- package/dist/types/adaptic.d.ts.map +1 -1
- package/dist/types/alpaca/client.d.ts +4 -4
- package/dist/types/alpaca/client.d.ts.map +1 -1
- package/dist/types/alpaca/crypto/data.d.ts +5 -5
- package/dist/types/alpaca/crypto/data.d.ts.map +1 -1
- package/dist/types/alpaca/crypto/index.d.ts +2 -2
- package/dist/types/alpaca/crypto/orders.d.ts +2 -2
- package/dist/types/alpaca/crypto/orders.d.ts.map +1 -1
- package/dist/types/alpaca/index.d.ts +36 -34
- package/dist/types/alpaca/index.d.ts.map +1 -1
- package/dist/types/alpaca/legacy/account.d.ts +34 -0
- package/dist/types/alpaca/legacy/account.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/assets.d.ts +13 -0
- package/dist/types/alpaca/legacy/assets.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/auth.d.ts +18 -0
- package/dist/types/alpaca/legacy/auth.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/index.d.ts +15 -0
- package/dist/types/alpaca/legacy/index.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/market-data.d.ts +32 -0
- package/dist/types/alpaca/legacy/market-data.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/orders.d.ts +84 -0
- package/dist/types/alpaca/legacy/orders.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/positions.d.ts +66 -0
- package/dist/types/alpaca/legacy/positions.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/utils.d.ts +18 -0
- package/dist/types/alpaca/legacy/utils.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/bars.d.ts +4 -4
- package/dist/types/alpaca/market-data/bars.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/index.d.ts +8 -8
- package/dist/types/alpaca/market-data/news.d.ts +3 -3
- package/dist/types/alpaca/market-data/news.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/quotes.d.ts +2 -2
- package/dist/types/alpaca/market-data/quotes.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/trades.d.ts +2 -2
- package/dist/types/alpaca/market-data/trades.d.ts.map +1 -1
- package/dist/types/alpaca/options/contracts.d.ts +2 -2
- package/dist/types/alpaca/options/contracts.d.ts.map +1 -1
- package/dist/types/alpaca/options/data.d.ts +5 -5
- package/dist/types/alpaca/options/data.d.ts.map +1 -1
- package/dist/types/alpaca/options/index.d.ts +12 -12
- package/dist/types/alpaca/options/index.d.ts.map +1 -1
- package/dist/types/alpaca/options/orders.d.ts +4 -4
- package/dist/types/alpaca/options/orders.d.ts.map +1 -1
- package/dist/types/alpaca/options/strategies.d.ts +9 -9
- package/dist/types/alpaca/options/strategies.d.ts.map +1 -1
- package/dist/types/alpaca/streams/base-stream.d.ts +5 -5
- package/dist/types/alpaca/streams/base-stream.d.ts.map +1 -1
- package/dist/types/alpaca/streams/crypto-stream.d.ts +5 -5
- package/dist/types/alpaca/streams/crypto-stream.d.ts.map +1 -1
- package/dist/types/alpaca/streams/index.d.ts +6 -6
- package/dist/types/alpaca/streams/option-stream.d.ts +5 -5
- package/dist/types/alpaca/streams/option-stream.d.ts.map +1 -1
- package/dist/types/alpaca/streams/stock-stream.d.ts +5 -5
- package/dist/types/alpaca/streams/stock-stream.d.ts.map +1 -1
- package/dist/types/alpaca/streams/stream-manager.d.ts +16 -16
- package/dist/types/alpaca/streams/stream-manager.d.ts.map +1 -1
- package/dist/types/alpaca/streams/trading-stream.d.ts +28 -28
- package/dist/types/alpaca/streams/trading-stream.d.ts.map +1 -1
- package/dist/types/alpaca/streams.d.ts +2 -2
- package/dist/types/alpaca/streams.d.ts.map +1 -1
- package/dist/types/alpaca/trading/account.d.ts +2 -2
- package/dist/types/alpaca/trading/account.d.ts.map +1 -1
- package/dist/types/alpaca/trading/bracket-orders.d.ts +3 -3
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/index.d.ts +12 -12
- package/dist/types/alpaca/trading/oco-orders.d.ts +2 -2
- package/dist/types/alpaca/trading/oco-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/order-utils.d.ts +9 -9
- package/dist/types/alpaca/trading/order-utils.d.ts.map +1 -1
- package/dist/types/alpaca/trading/orders.d.ts +2 -2
- package/dist/types/alpaca/trading/orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/oto-orders.d.ts +3 -3
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/positions.d.ts +3 -3
- package/dist/types/alpaca/trading/positions.d.ts.map +1 -1
- package/dist/types/alpaca/trading/smart-orders.d.ts +12 -12
- package/dist/types/alpaca/trading/smart-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/trailing-stops.d.ts +2 -2
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -1
- package/dist/types/alpaca-market-data-api.d.ts +10 -10
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +12 -12
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/alphavantage.d.ts +1 -1
- package/dist/types/alphavantage.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts +7 -1
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/cache/stampede-protected-cache.d.ts.map +1 -1
- package/dist/types/config/api-endpoints.d.ts +94 -0
- package/dist/types/config/api-endpoints.d.ts.map +1 -0
- package/dist/types/crypto.d.ts +2 -2
- package/dist/types/crypto.d.ts.map +1 -1
- package/dist/types/display-manager.d.ts +1 -1
- package/dist/types/display-manager.d.ts.map +1 -1
- package/dist/types/errors/index.d.ts +130 -0
- package/dist/types/errors/index.d.ts.map +1 -0
- package/dist/types/examples/asset-allocation-example.d.ts +7 -6
- package/dist/types/examples/asset-allocation-example.d.ts.map +1 -1
- package/dist/types/examples/rate-limiter-example.d.ts +7 -0
- package/dist/types/examples/rate-limiter-example.d.ts.map +1 -0
- package/dist/types/format-tools.d.ts.map +1 -1
- package/dist/types/http-timeout.d.ts +37 -0
- package/dist/types/http-timeout.d.ts.map +1 -0
- package/dist/types/index.d.ts +59 -72
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/logger.d.ts +56 -0
- package/dist/types/logger.d.ts.map +1 -0
- package/dist/types/logging.d.ts +1 -1
- package/dist/types/logging.d.ts.map +1 -1
- package/dist/types/market-hours.d.ts.map +1 -1
- package/dist/types/market-time.d.ts +75 -13
- package/dist/types/market-time.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/misc-utils.d.ts +4 -1
- package/dist/types/misc-utils.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts +4 -4
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/polygon-indices.d.ts +3 -3
- package/dist/types/polygon-indices.d.ts.map +1 -1
- package/dist/types/polygon.d.ts +1 -1
- package/dist/types/polygon.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/rate-limiter.d.ts +171 -0
- package/dist/types/rate-limiter.d.ts.map +1 -0
- package/dist/types/schemas/alpaca-schemas.d.ts +779 -0
- package/dist/types/schemas/alpaca-schemas.d.ts.map +1 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts +255 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts.map +1 -0
- package/dist/types/schemas/index.d.ts +21 -0
- package/dist/types/schemas/index.d.ts.map +1 -0
- package/dist/types/schemas/polygon-schemas.d.ts +551 -0
- package/dist/types/schemas/polygon-schemas.d.ts.map +1 -0
- package/dist/types/schemas/validate-response.d.ts +88 -0
- package/dist/types/schemas/validate-response.d.ts.map +1 -0
- package/dist/types/technical-analysis.d.ts +9 -9
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/time-utils.d.ts.map +1 -1
- package/dist/types/types/adaptic-types.d.ts +1 -1
- package/dist/types/types/adaptic-types.d.ts.map +1 -1
- package/dist/types/types/alpaca-types.d.ts +172 -98
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/types/alphavantage-types.d.ts +2 -2
- package/dist/types/types/asset-allocation-types.d.ts +11 -11
- package/dist/types/types/index.d.ts +8 -8
- package/dist/types/types/index.d.ts.map +1 -1
- package/dist/types/types/logging-types.d.ts +2 -2
- package/dist/types/types/logging-types.d.ts.map +1 -1
- package/dist/types/types/market-time-types.d.ts +4 -4
- package/dist/types/types/market-time-types.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +3 -3
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/dist/types/types/polygon-indices-types.d.ts +6 -6
- package/dist/types/types/polygon-types.d.ts +3 -3
- package/dist/types/types/ta-types.d.ts +3 -3
- package/dist/types/utils/auth-validator.d.ts +27 -0
- package/dist/types/utils/auth-validator.d.ts.map +1 -0
- package/dist/types/utils/http-keep-alive.d.ts +110 -0
- package/dist/types/utils/http-keep-alive.d.ts.map +1 -0
- package/dist/types/utils/paginator.d.ts +154 -0
- package/dist/types/utils/paginator.d.ts.map +1 -0
- package/dist/types/utils/retry.d.ts +78 -0
- package/dist/types/utils/retry.d.ts.map +1 -0
- package/package.json +22 -5
- package/dist/types/alpaca-functions.d.ts +0 -233
- package/dist/types/alpaca-functions.d.ts.map +0 -1
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/**
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* Legacy Alpaca Order Functions
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* Order management using AlpacaAuth pattern with direct fetch calls.
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*/
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import { AlpacaAuth, AlpacaOrder, CreateOrderParams, GetOrdersParams, ReplaceOrderParams } from "../../types/alpaca-types";
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/**
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* Makes a generic authenticated request to the Alpaca API.
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* @param params - Request parameters including endpoint, method, body, queryString, and apiBaseUrl
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* @returns The parsed JSON response
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* @throws Error if the request fails
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*/
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export declare function makeRequest<T = unknown>(auth: AlpacaAuth, params: {
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endpoint: string;
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method: string;
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body?: Record<string, unknown> | CreateOrderParams;
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queryString?: string;
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apiBaseUrl?: string;
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}): Promise<T>;
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/**
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* Creates a new order in Alpaca.
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* @param auth - The authentication details for Alpaca
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* @param params - The parameters for creating the order
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* @returns The created order
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*/
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export declare function createOrder(auth: AlpacaAuth, params: CreateOrderParams): Promise<AlpacaOrder>;
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/**
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* Retrieves a list of orders from Alpaca with automatic pagination.
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* @param auth - The authentication details for Alpaca
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* @param params - The parameters for fetching orders
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* @returns The list of orders
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*/
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export declare function getOrders(auth: AlpacaAuth, params?: GetOrdersParams): Promise<AlpacaOrder[]>;
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/**
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* Cancels all orders in Alpaca.
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* @returns The list of canceled orders with their statuses
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*/
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export declare function cancelAllOrders(auth: AlpacaAuth): Promise<{
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id: string;
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status: number;
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}[]>;
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/**
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* Retrieves a specific order from Alpaca.
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* @param auth - The authentication details for Alpaca
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* @param orderId - The ID of the order to retrieve
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* @param nested - Whether to include nested details
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* @returns The requested order
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*/
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export declare function getOrder(auth: AlpacaAuth, orderId: string, nested?: boolean): Promise<AlpacaOrder>;
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/**
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* Replaces an existing order in Alpaca.
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* @param auth - The authentication details for Alpaca
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* @param orderId - The ID of the order to replace
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* @param params - The parameters for replacing the order
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* @returns The updated order
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*/
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export declare function replaceOrder(auth: AlpacaAuth, orderId: string, params: ReplaceOrderParams): Promise<AlpacaOrder>;
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/**
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* Cancels a specific order in Alpaca.
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* @param auth - The authentication details for Alpaca
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* @param orderId - The ID of the order to cancel
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* @returns Success status and optional message if order not found
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*/
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export declare function cancelOrder(auth: AlpacaAuth, orderId: string): Promise<{
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success: boolean;
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}>;
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/**
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* @param params - Order parameters including symbol, qty, side, limitPrice, position_intent, extended_hours
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* @returns The created limit order
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*/
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export declare function createLimitOrder(auth: AlpacaAuth, params?: {
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symbol: string;
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qty: number;
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side: "buy" | "sell";
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limitPrice: number;
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position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close";
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extended_hours: boolean;
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client_order_id?: string;
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}): Promise<AlpacaOrder>;
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//# sourceMappingURL=orders.d.ts.map
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{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/legacy/orders.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EACL,UAAU,EACV,WAAW,EACX,iBAAiB,EACjB,eAAe,EACf,kBAAkB,EACnB,MAAM,0BAA0B,CAAC;AASlC;;;;;;GAMG;AACH,wBAAsB,WAAW,CAAC,CAAC,GAAG,OAAO,EAC3C,IAAI,EAAE,UAAU,EAChB,MAAM,EAAE;IACN,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,GAAG,iBAAiB,CAAC;IACnD,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,GACA,OAAO,CAAC,CAAC,CAAC,CAkEZ;AAED;;;;;GAKG;AACH,wBAAsB,WAAW,CAC/B,IAAI,EAAE,UAAU,EAChB,MAAM,EAAE,iBAAiB,GACxB,OAAO,CAAC,WAAW,CAAC,CA4BtB;AAED;;;;;GAKG;AACH,wBAAsB,SAAS,CAC7B,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE,eAAoB,GAC3B,OAAO,CAAC,WAAW,EAAE,CAAC,CAoDxB;AAED;;;;GAIG;AACH,wBAAsB,eAAe,CACnC,IAAI,EAAE,UAAU,GACf,OAAO,CAAC;IAAE,EAAE,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAE,EAAE,CAAC,CA0B3C;AAED;;;;;;GAMG;AACH,wBAAsB,QAAQ,CAC5B,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,EACf,MAAM,CAAC,EAAE,OAAO,GACf,OAAO,CAAC,WAAW,CAAC,CAgCtB;AAED;;;;;;GAMG;AACH,wBAAsB,YAAY,CAChC,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CA6BtB;AAED;;;;;GAKG;AACH,wBAAsB,WAAW,CAC/B,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC;IAAE,OAAO,EAAE,OAAO,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,CAAC,CA8BjD;AAED;;;;;GAKG;AACH,wBAAsB,gBAAgB,CACpC,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE;IACN,MAAM,EAAE,MAAM,CAAC;IACf,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,CAAC;IACpB,cAAc,EAAE,OAAO,CAAC;IACxB,eAAe,CAAC,EAAE,MAAM,CAAC;CAS1B,GACA,OAAO,CAAC,WAAW,CAAC,CAuCtB"}
|
|
@@ -0,0 +1,66 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Legacy Alpaca Position Functions
|
|
3
|
+
* Position management using AlpacaAuth pattern with direct fetch calls.
|
|
4
|
+
*/
|
|
5
|
+
import { AlpacaAuth, AlpacaOrder, AlpacaPosition } from "../../types/alpaca-types";
|
|
6
|
+
/**
|
|
7
|
+
* Fetches all positions for an Alpaca trading account.
|
|
8
|
+
* @param auth - The authentication details for Alpaca
|
|
9
|
+
* @returns The list of positions
|
|
10
|
+
*/
|
|
11
|
+
export declare function fetchAllPositions(auth: AlpacaAuth): Promise<AlpacaPosition[]>;
|
|
12
|
+
/**
|
|
13
|
+
* Fetches a specific position for an Alpaca account.
|
|
14
|
+
* @param auth - The authentication details for Alpaca
|
|
15
|
+
* @param symbolOrAssetId - The symbol or asset ID to fetch the position for
|
|
16
|
+
* @returns The position details or null with message if not found
|
|
17
|
+
*/
|
|
18
|
+
export declare function fetchPosition(auth: AlpacaAuth, symbolOrAssetId: string): Promise<{
|
|
19
|
+
position: AlpacaPosition | null;
|
|
20
|
+
message?: string;
|
|
21
|
+
}>;
|
|
22
|
+
/**
|
|
23
|
+
* Closes a specific position in Alpaca.
|
|
24
|
+
* @param auth - The authentication details for Alpaca
|
|
25
|
+
* @param symbolOrAssetId - The symbol or asset ID of the position to close
|
|
26
|
+
* @param params - Optional parameters for closing the position
|
|
27
|
+
* @returns The order created to close the position
|
|
28
|
+
*/
|
|
29
|
+
export declare function closePosition(auth: AlpacaAuth, symbolOrAssetId: string, params?: {
|
|
30
|
+
qty?: number;
|
|
31
|
+
percentage?: number;
|
|
32
|
+
useLimitOrder?: boolean;
|
|
33
|
+
cancelOrders?: boolean;
|
|
34
|
+
slippagePercent1?: number;
|
|
35
|
+
extendedHours?: boolean;
|
|
36
|
+
}): Promise<AlpacaOrder>;
|
|
37
|
+
/**
|
|
38
|
+
* Closes all positions in Alpaca.
|
|
39
|
+
* @param auth - The authentication details for Alpaca
|
|
40
|
+
* @param params - Optional parameters for closing all positions
|
|
41
|
+
* @returns The status of each position closure attempt
|
|
42
|
+
*/
|
|
43
|
+
export declare function closeAllPositions(auth: AlpacaAuth, params?: {
|
|
44
|
+
cancel_orders?: boolean;
|
|
45
|
+
useLimitOrders?: boolean;
|
|
46
|
+
slippagePercent1?: number;
|
|
47
|
+
}): Promise<Array<{
|
|
48
|
+
symbol: string;
|
|
49
|
+
status: number;
|
|
50
|
+
body?: AlpacaOrder;
|
|
51
|
+
}> | void>;
|
|
52
|
+
/**
|
|
53
|
+
* Closes all positions in Alpaca using limit orders during extended hours trading.
|
|
54
|
+
* @param auth - The authentication details for Alpaca
|
|
55
|
+
* @param params - Optional parameters for closing all positions
|
|
56
|
+
* @returns The status of each position closure attempt
|
|
57
|
+
*/
|
|
58
|
+
export declare function closeAllPositionsAfterHours(auth: AlpacaAuth, params?: {
|
|
59
|
+
cancel_orders?: boolean;
|
|
60
|
+
slippagePercent1?: number;
|
|
61
|
+
}): Promise<Array<{
|
|
62
|
+
symbol: string;
|
|
63
|
+
status: number;
|
|
64
|
+
body?: AlpacaOrder;
|
|
65
|
+
}> | void>;
|
|
66
|
+
//# sourceMappingURL=positions.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"positions.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/legacy/positions.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EACL,UAAU,EACV,WAAW,EACX,cAAc,EACf,MAAM,0BAA0B,CAAC;AAgBlC;;;;GAIG;AACH,wBAAsB,iBAAiB,CACrC,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,cAAc,EAAE,CAAC,CA4B3B;AAED;;;;;GAKG;AACH,wBAAsB,aAAa,CACjC,IAAI,EAAE,UAAU,EAChB,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC;IAAE,QAAQ,EAAE,cAAc,GAAG,IAAI,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,CAAC,CAsChE;AAED;;;;;;GAMG;AACH,wBAAsB,aAAa,CACjC,IAAI,EAAE,UAAU,EAChB,eAAe,EAAE,MAAM,EACvB,MAAM,CAAC,EAAE;IACP,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,YAAY,CAAC,EAAE,OAAO,CAAC;IACvB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,aAAa,CAAC,EAAE,OAAO,CAAC;CACzB,GACA,OAAO,CAAC,WAAW,CAAC,CA6HtB;AAED;;;;;GAKG;AACH,wBAAsB,iBAAiB,CACrC,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE;IACN,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,cAAc,CAAC,EAAE,OAAO,CAAC;IACzB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CAC6C,GACxE,OAAO,CAAC,KAAK,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,WAAW,CAAC;CACpB,CAAC,GAAG,IAAI,CAAC,CAuHT;AAED;;;;;GAKG;AACH,wBAAsB,2BAA2B,CAC/C,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE;IACN,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,gBAAgB,CAAC,EAAE,MAAM,CAAC;CACsB,GACjD,OAAO,CAAC,KAAK,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,WAAW,CAAC;CACpB,CAAC,GAAG,IAAI,CAAC,CAoGT"}
|
|
@@ -0,0 +1,18 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Legacy Alpaca Utility Functions
|
|
3
|
+
* HTML content cleaning and price rounding helpers.
|
|
4
|
+
*/
|
|
5
|
+
/**
|
|
6
|
+
* Round a price to the nearest 2 decimal places for Alpaca,
|
|
7
|
+
* or 4 decimal places for prices less than $1.
|
|
8
|
+
* @param price - The price to round
|
|
9
|
+
* @returns The rounded price
|
|
10
|
+
*/
|
|
11
|
+
export declare const roundPriceForAlpaca: (price: number) => number;
|
|
12
|
+
/**
|
|
13
|
+
* Cleans HTML content by removing tags, scripts, styles, and decoding entities.
|
|
14
|
+
* @param htmlContent - The HTML string to clean
|
|
15
|
+
* @returns The cleaned plain-text string
|
|
16
|
+
*/
|
|
17
|
+
export declare function cleanContent(htmlContent: string): string;
|
|
18
|
+
//# sourceMappingURL=utils.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"utils.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/legacy/utils.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH;;;;;GAKG;AACH,eAAO,MAAM,mBAAmB,GAAI,OAAO,MAAM,KAAG,MAInD,CAAC;AAEF;;;;GAIG;AACH,wBAAgB,YAAY,CAAC,WAAW,EAAE,MAAM,GAAG,MAAM,CAsCxD"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Bars Module
|
|
3
3
|
* Historical and real-time OHLCV data using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { Bar, TimeFrame } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { Bar, TimeFrame } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error thrown when bar operations fail
|
|
9
9
|
*/
|
|
@@ -28,9 +28,9 @@ export interface GetBarsParams {
|
|
|
28
28
|
/** Maximum number of bars to return per symbol */
|
|
29
29
|
limit?: number;
|
|
30
30
|
/** Price adjustment type */
|
|
31
|
-
adjustment?:
|
|
31
|
+
adjustment?: "raw" | "split" | "dividend" | "all";
|
|
32
32
|
/** Data feed (sip for premium, iex for free tier) */
|
|
33
|
-
feed?:
|
|
33
|
+
feed?: "sip" | "iex";
|
|
34
34
|
}
|
|
35
35
|
/**
|
|
36
36
|
* Bar analysis summary
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/bars.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAAE,GAAG,EAAE,SAAS,
|
|
1
|
+
{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/bars.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAAE,GAAG,EAAE,SAAS,EAAwB,MAAM,0BAA0B,CAAC;AAQhF;;GAEG;AACH,qBAAa,QAAS,SAAQ,KAAK;IAGxB,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,aAAa;IAC5B,gCAAgC;IAChC,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,4DAA4D;IAC5D,SAAS,EAAE,SAAS,CAAC;IACrB,yCAAyC;IACzC,KAAK,CAAC,EAAE,IAAI,GAAG,MAAM,CAAC;IACtB,uCAAuC;IACvC,GAAG,CAAC,EAAE,IAAI,GAAG,MAAM,CAAC;IACpB,kDAAkD;IAClD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4BAA4B;IAC5B,UAAU,CAAC,EAAE,KAAK,GAAG,OAAO,GAAG,UAAU,GAAG,KAAK,CAAC;IAClD,qDAAqD;IACrD,IAAI,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;CACtB;AAED;;GAEG;AACH,MAAM,WAAW,WAAW;IAC1B,kCAAkC;IAClC,IAAI,EAAE,MAAM,CAAC;IACb,sCAAsC;IACtC,IAAI,EAAE,MAAM,CAAC;IACb,qCAAqC;IACrC,GAAG,EAAE,MAAM,CAAC;IACZ,kCAAkC;IAClC,KAAK,EAAE,MAAM,CAAC;IACd,0BAA0B;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,oCAAoC;IACpC,IAAI,EAAE,MAAM,CAAC;IACb,kCAAkC;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,iCAAiC;IACjC,aAAa,EAAE,MAAM,CAAC;IACtB,8BAA8B;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,6BAA6B;IAC7B,WAAW,EAAE,MAAM,CAAC;CACrB;AAYD;;;;;GAKG;AACH,wBAAsB,OAAO,CAC3B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,aAAa,GACpB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAwG7B;AAED;;;;;GAKG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC,CAqE3B;AAED;;;;;;GAMG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,OAAO,CAAC,GAAG,EAAE,CAAC,CAoChB;AAED;;;;;;;;GAQG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,SAAS,EACpB,KAAK,EAAE,IAAI,EACX,GAAG,CAAC,EAAE,IAAI,GACT,OAAO,CAAC,GAAG,EAAE,CAAC,CAmBhB;AAED;;;;;GAKG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,CA0BjB;AAED;;;;GAIG;AACH,wBAAgB,WAAW,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,WAAW,CAuDpD;AAED;;;;;;GAMG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,OAAO,CAAC,WAAW,CAAC,CAGtB;AAED;;;;;;GAMG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,GAAE,MAAW,GAChB,OAAO,CAAC,MAAM,CAAC,CASjB;AAED;;;;;;;GAOG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,YAAY,GAAE,MAAe,EAC7B,IAAI,GAAE,MAAW,GAChB,OAAO,CAAC,OAAO,CAAC,CAUlB;;;;;;;;;;;;AAED,wBAUE"}
|
|
@@ -2,12 +2,12 @@
|
|
|
2
2
|
* Market Data Module
|
|
3
3
|
* Exports quotes, bars, trades, and news functionality for market data access
|
|
4
4
|
*/
|
|
5
|
-
export { getLatestQuote, getLatestQuotes, getSpread, getSpreads, hasGoodLiquidity, QuoteError, } from
|
|
6
|
-
export type { SpreadInfo } from
|
|
7
|
-
export { getBars, getLatestBars, getDailyPrices, getIntradayPrices, getPreviousClose, analyzeBars, getPriceRange, getAverageDailyVolume, hasSufficientVolume, BarError, } from
|
|
8
|
-
export type { GetBarsParams, BarAnalysis } from
|
|
9
|
-
export { getLatestTrade, getLatestTrades, getHistoricalTrades, getCurrentPrice, getCurrentPrices, getTradeVolume, TradeError, } from
|
|
10
|
-
export type { GetHistoricalTradesParams } from
|
|
11
|
-
export { getNews, getLatestNews, searchNews, getNewsForSymbols, getSymbolSentiment, NewsError, } from
|
|
12
|
-
export type { GetNewsParams } from
|
|
5
|
+
export { getLatestQuote, getLatestQuotes, getSpread, getSpreads, hasGoodLiquidity, QuoteError, } from "./quotes";
|
|
6
|
+
export type { SpreadInfo } from "./quotes";
|
|
7
|
+
export { getBars, getLatestBars, getDailyPrices, getIntradayPrices, getPreviousClose, analyzeBars, getPriceRange, getAverageDailyVolume, hasSufficientVolume, BarError, } from "./bars";
|
|
8
|
+
export type { GetBarsParams, BarAnalysis } from "./bars";
|
|
9
|
+
export { getLatestTrade, getLatestTrades, getHistoricalTrades, getCurrentPrice, getCurrentPrices, getTradeVolume, TradeError, } from "./trades";
|
|
10
|
+
export type { GetHistoricalTradesParams } from "./trades";
|
|
11
|
+
export { getNews, getLatestNews, searchNews, getNewsForSymbols, getSymbolSentiment, NewsError, } from "./news";
|
|
12
|
+
export type { GetNewsParams } from "./news";
|
|
13
13
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* News Module
|
|
3
3
|
* Market news and analysis using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { SimpleNews } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { SimpleNews } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error thrown when news operations fail
|
|
9
9
|
*/
|
|
@@ -26,7 +26,7 @@ export interface GetNewsParams {
|
|
|
26
26
|
/** Maximum number of articles to return (default 10, max 50) */
|
|
27
27
|
limit?: number;
|
|
28
28
|
/** Sort order: 'asc' for oldest first, 'desc' for newest first (default) */
|
|
29
|
-
sort?:
|
|
29
|
+
sort?: "asc" | "desc";
|
|
30
30
|
/** Include full article content (default false) */
|
|
31
31
|
includeContent?: boolean;
|
|
32
32
|
}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"news.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/news.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,
|
|
1
|
+
{"version":3,"file":"news.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/news.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAEL,UAAU,EAEX,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,qBAAa,SAAU,SAAQ,KAAK;IAGzB,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,aAAa;IAC5B,gCAAgC;IAChC,OAAO,CAAC,EAAE,MAAM,EAAE,CAAC;IACnB,yCAAyC;IACzC,KAAK,CAAC,EAAE,IAAI,CAAC;IACb,uCAAuC;IACvC,GAAG,CAAC,EAAE,IAAI,CAAC;IACX,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4EAA4E;IAC5E,IAAI,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IACtB,mDAAmD;IACnD,cAAc,CAAC,EAAE,OAAO,CAAC;CAC1B;AAkPD;;;;;;GAMG;AACH,wBAAsB,OAAO,CAC3B,MAAM,EAAE,YAAY,EACpB,MAAM,GAAE,aAAkB,GACzB,OAAO,CAAC,UAAU,EAAE,CAAC,CA4HvB;AAED;;;;;;;GAOG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC,UAAU,EAAE,CAAC,CAcvB;AAED;;;;;;;;GAQG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC,UAAU,EAAE,CAAC,CAsDvB;AAED;;;;;;GAMG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,KAAK,GAAE,MAAU,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC,CAmDpC;AAED;;;;;;GAMG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,YAAY,EAAE,MAAM,CAAA;CAAE,CAAC,CAyBtD;;;;;;;;AAED,wBAME"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Quotes Module
|
|
3
3
|
* Real-time and snapshot quote data using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { AlpacaQuote, LatestQuotesResponse, DataFeed } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { AlpacaQuote, LatestQuotesResponse, DataFeed } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error thrown when quote operations fail
|
|
9
9
|
*/
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"quotes.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/quotes.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,
|
|
1
|
+
{"version":3,"file":"quotes.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/quotes.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,oBAAoB,EACpB,QAAQ,EAET,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,qBAAa,UAAW,SAAQ,KAAK;IAG1B,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB,gBAAgB;IAChB,GAAG,EAAE,MAAM,CAAC;IACZ,gBAAgB;IAChB,GAAG,EAAE,MAAM,CAAC;IACZ,kCAAkC;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,wCAAwC;IACxC,aAAa,EAAE,MAAM,CAAC;IACtB,kCAAkC;IAClC,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe;IACf,OAAO,EAAE,MAAM,CAAC;IAChB,eAAe;IACf,OAAO,EAAE,MAAM,CAAC;CACjB;AAED;;;;;;;GAOG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,WAAW,CAAC,CA8DtB;AAED;;;;;;;GAOG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,oBAAoB,CAAC,CAqF/B;AAED;;;;;;;GAOG;AACH,wBAAsB,SAAS,CAC7B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,UAAU,CAAC,CAuCrB;AAED;;;;;GAKG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,UAAU,CAAC,CAAC,CA0BlC;AAED;;;;;;GAMG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,gBAAgB,GAAE,MAAY,GAC7B,OAAO,CAAC,OAAO,CAAC,CAWlB;;;;;;;;AAED,wBAME"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Trades Module
|
|
3
3
|
* Real-time and historical trade data using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { AlpacaTrade, LatestTradesResponse, DataFeed } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { AlpacaTrade, LatestTradesResponse, DataFeed } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error thrown when trade operations fail
|
|
9
9
|
*/
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"trades.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/trades.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,
|
|
1
|
+
{"version":3,"file":"trades.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/trades.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,oBAAoB,EACpB,QAAQ,EAET,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,qBAAa,UAAW,SAAQ,KAAK;IAG1B,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,yCAAyC;IACzC,KAAK,EAAE,IAAI,CAAC;IACZ,yDAAyD;IACzD,GAAG,CAAC,EAAE,IAAI,CAAC;IACX,yCAAyC;IACzC,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,qDAAqD;IACrD,IAAI,CAAC,EAAE,QAAQ,CAAC;CACjB;AAYD;;;;;;;GAOG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,WAAW,CAAC,CA4DtB;AAED;;;;;;;GAOG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,oBAAoB,CAAC,CAiF/B;AAED;;;;;;GAMG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,yBAAyB,GAChC,OAAO,CAAC,WAAW,EAAE,CAAC,CA8ExB;AAED;;;;;;;;GAQG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,MAAM,CAAC,CAoEjB;AAED;;;;;;;GAOG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,MAAM,CAAC,CAAC,CAwG9B;AAED;;;;;;;GAOG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,KAAK,EAAE,IAAI,EACX,GAAG,CAAC,EAAE,IAAI,GACT,OAAO,CAAC;IAAE,WAAW,EAAE,MAAM,CAAC;IAAC,UAAU,EAAE,MAAM,CAAC;IAAC,YAAY,EAAE,MAAM,CAAA;CAAE,CAAC,CA6B5E;;;;;;;;;AAED,wBAOE"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Options Contracts Module
|
|
3
3
|
* Query and analyze option contracts
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { OptionContract, OptionType, GetOptionContractsParams } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { OptionContract, OptionType, GetOptionContractsParams } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Parameters for getting option chain
|
|
9
9
|
*/
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"contracts.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/contracts.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,cAAc,EACd,UAAU,EACV,wBAAwB,EAEzB,MAAM,0BAA0B,CAAC;AAelC;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,oDAAoD;IACpD,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,mCAAmC;IACnC,WAAW,CAAC,EAAE;QACZ,GAAG,CAAC,EAAE,MAAM,CAAC;QACb,GAAG,CAAC,EAAE,MAAM,CAAC;KACd,CAAC;IACF,0CAA0C;IAC1C,IAAI,CAAC,EAAE,UAAU,CAAC;CACnB;AAED;;GAEG;AACH,MAAM,WAAW,gBAAgB;IAC/B,+BAA+B;IAC/B,IAAI,EAAE,cAAc,GAAG,IAAI,CAAC;IAC5B,8BAA8B;IAC9B,GAAG,EAAE,cAAc,GAAG,IAAI,CAAC;IAC3B,kDAAkD;IAClD,WAAW,EAAE,MAAM,CAAC;IACpB,sDAAsD;IACtD,eAAe,EAAE,MAAM,CAAC;CACzB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,4BAA4B;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,uCAAuC;IACvC,YAAY,EAAE;QACZ,CAAC,cAAc,EAAE,MAAM,GAAG;YACxB,2BAA2B;YAC3B,KAAK,EAAE;gBAAE,CAAC,MAAM,EAAE,MAAM,GAAG,cAAc,CAAA;aAAE,CAAC;YAC5C,0BAA0B;YAC1B,IAAI,EAAE;gBAAE,CAAC,MAAM,EAAE,MAAM,GAAG,cAAc,CAAA;aAAE,CAAC;SAC5C,CAAC;KACH,CAAC;IACF,qCAAqC;IACrC,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,kCAAkC;IAClC,OAAO,EAAE,MAAM,EAAE,CAAC;CACnB;AAMD;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,wBAAwB,GAC/B,OAAO,CAAC,cAAc,EAAE,CAAC,
|
|
1
|
+
{"version":3,"file":"contracts.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/contracts.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,cAAc,EACd,UAAU,EACV,wBAAwB,EAEzB,MAAM,0BAA0B,CAAC;AAelC;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,oDAAoD;IACpD,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,mCAAmC;IACnC,WAAW,CAAC,EAAE;QACZ,GAAG,CAAC,EAAE,MAAM,CAAC;QACb,GAAG,CAAC,EAAE,MAAM,CAAC;KACd,CAAC;IACF,0CAA0C;IAC1C,IAAI,CAAC,EAAE,UAAU,CAAC;CACnB;AAED;;GAEG;AACH,MAAM,WAAW,gBAAgB;IAC/B,+BAA+B;IAC/B,IAAI,EAAE,cAAc,GAAG,IAAI,CAAC;IAC5B,8BAA8B;IAC9B,GAAG,EAAE,cAAc,GAAG,IAAI,CAAC;IAC3B,kDAAkD;IAClD,WAAW,EAAE,MAAM,CAAC;IACpB,sDAAsD;IACtD,eAAe,EAAE,MAAM,CAAC;CACzB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,4BAA4B;IAC5B,UAAU,EAAE,MAAM,CAAC;IACnB,uCAAuC;IACvC,YAAY,EAAE;QACZ,CAAC,cAAc,EAAE,MAAM,GAAG;YACxB,2BAA2B;YAC3B,KAAK,EAAE;gBAAE,CAAC,MAAM,EAAE,MAAM,GAAG,cAAc,CAAA;aAAE,CAAC;YAC5C,0BAA0B;YAC1B,IAAI,EAAE;gBAAE,CAAC,MAAM,EAAE,MAAM,GAAG,cAAc,CAAA;aAAE,CAAC;SAC5C,CAAC;KACH,CAAC;IACF,qCAAqC;IACrC,WAAW,EAAE,MAAM,EAAE,CAAC;IACtB,kCAAkC;IAClC,OAAO,EAAE,MAAM,EAAE,CAAC;CACnB;AAMD;;;;;;;;;;;;;;;;;;;;;;;;GAwBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,wBAAwB,GAC/B,OAAO,CAAC,cAAc,EAAE,CAAC,CAgE3B;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,cAAc,CAAC,CAgCzB;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,MAAM,CAAC,EAAE,oBAAoB,GAC5B,OAAO,CAAC,cAAc,EAAE,CAAC,CA0C3B;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,MAAM,EAAE,CAAC,CAwCnB;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,cAAc,EAAE,MAAM,GACrB,OAAO,CAAC,MAAM,EAAE,CAAC,CA0CnB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,cAAc,EAAE,MAAM,EACtB,YAAY,EAAE,MAAM,EACpB,IAAI,CAAC,EAAE,UAAU,GAChB,OAAO,CAAC,gBAAgB,CAAC,CAyF3B;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,eAAe,CAAC,EAAE,MAAM,EAAE,GACzB,OAAO,CAAC,kBAAkB,CAAC,CAoF7B;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,cAAc,EAAE,MAAM,EACtB,YAAY,EAAE,MAAM,EACpB,kBAAkB,EAAE,MAAM,EAC1B,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,cAAc,EAAE,CAAC,CAuD3B;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,MAAM,CAAC,CAoDjB;AAMD;;;;;;;;;GASG;AACH,wBAAgB,cAAc,CAAC,SAAS,EAAE,MAAM,GAAG;IACjD,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,MAAM,CAAC;IACnB,IAAI,EAAE,UAAU,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;CAChB,GAAG,IAAI,CA6BP;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,cAAc,CAC5B,UAAU,EAAE,MAAM,EAClB,UAAU,EAAE,MAAM,EAClB,IAAI,EAAE,UAAU,EAChB,MAAM,EAAE,MAAM,GACb,MAAM,CAaR;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAAC,QAAQ,EAAE,cAAc,GAAG,OAAO,CAEpE;AAED;;;;;GAKG;AACH,wBAAgB,mBAAmB,CAAC,QAAQ,EAAE,cAAc,GAAG,MAAM,CAKpE;AAED;;;;;;GAMG;AACH,wBAAgB,gBAAgB,CAC9B,QAAQ,EAAE,cAAc,EACxB,IAAI,EAAE,MAAM,GACX,OAAO,CAET;;;;;;;;;;;;;;;;;AAMD,wBAkBE"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Options Market Data Module
|
|
3
3
|
* Quotes, bars, and analytics for options using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { OptionQuote, OptionTrade, OptionBar, OptionSnapshot, OptionGreeks, OptionsChainParams, OptionsChainResponse, TimeFrame } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { OptionQuote, OptionTrade, OptionBar, OptionSnapshot, OptionGreeks, OptionsChainParams, OptionsChainResponse, TimeFrame } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error class for options data operations
|
|
9
9
|
*/
|
|
@@ -16,7 +16,7 @@ export declare class OptionsDataError extends Error {
|
|
|
16
16
|
/**
|
|
17
17
|
* Options data feed type
|
|
18
18
|
*/
|
|
19
|
-
export type OptionsFeed =
|
|
19
|
+
export type OptionsFeed = "opra" | "indicative";
|
|
20
20
|
/**
|
|
21
21
|
* Get options chain with snapshots for an underlying symbol
|
|
22
22
|
* Returns option contracts with their latest quotes, trades, and Greeks
|
|
@@ -61,7 +61,7 @@ export declare function approximateImpliedVolatility(optionPrice: number, underl
|
|
|
61
61
|
/**
|
|
62
62
|
* Calculate option moneyness
|
|
63
63
|
*/
|
|
64
|
-
export declare function calculateMoneyness(underlyingPrice: number, strike: number, isCall: boolean):
|
|
64
|
+
export declare function calculateMoneyness(underlyingPrice: number, strike: number, isCall: boolean): "ITM" | "ATM" | "OTM";
|
|
65
65
|
/**
|
|
66
66
|
* Find ATM (at-the-money) strikes from an options chain
|
|
67
67
|
*/
|
|
@@ -92,7 +92,7 @@ export declare function filterByStrike(snapshots: Map<string, OptionSnapshot>, m
|
|
|
92
92
|
/**
|
|
93
93
|
* Filter options chain by option type
|
|
94
94
|
*/
|
|
95
|
-
export declare function filterByType(snapshots: Map<string, OptionSnapshot>, type:
|
|
95
|
+
export declare function filterByType(snapshots: Map<string, OptionSnapshot>, type: "call" | "put"): Map<string, OptionSnapshot>;
|
|
96
96
|
/**
|
|
97
97
|
* Get the bid-ask spread for an option
|
|
98
98
|
*/
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"data.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/data.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;
|
|
1
|
+
{"version":3,"file":"data.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/data.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAKzC,OAAO,EACL,WAAW,EACX,WAAW,EACX,SAAS,EACT,cAAc,EACd,YAAY,EACZ,kBAAkB,EAClB,oBAAoB,EACpB,SAAS,EACV,MAAM,0BAA0B,CAAC;AAWlC;;GAEG;AACH,qBAAa,gBAAiB,SAAQ,KAAK;IAGhC,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,MAAM,WAAW,GAAG,MAAM,GAAG,YAAY,CAAC;AAgDhD;;;GAGG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,oBAAoB,CAAC,CA8E/B;AAED;;GAEG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAkDnC;AAED;;GAEG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CAkDnC;AAED;;GAEG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAAC,CAkDtC;AAED;;GAEG;AACH,MAAM,WAAW,8BAA8B;IAC7C,8BAA8B;IAC9B,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,oDAAoD;IACpD,SAAS,EAAE,SAAS,CAAC;IACrB,sBAAsB;IACtB,KAAK,CAAC,EAAE,IAAI,CAAC;IACb,oBAAoB;IACpB,GAAG,CAAC,EAAE,IAAI,CAAC;IACX,uCAAuC;IACvC,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB;AAED;;GAEG;AACH,wBAAsB,wBAAwB,CAC5C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,8BAA8B,GACrC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,SAAS,EAAE,CAAC,CAAC,CAsEnC;AAED;;;GAGG;AACH,wBAAgB,4BAA4B,CAC1C,WAAW,EAAE,MAAM,EACnB,eAAe,EAAE,MAAM,EACvB,MAAM,EAAE,MAAM,EACd,gBAAgB,EAAE,MAAM,EACxB,YAAY,GAAE,MAAa,EAC3B,MAAM,GAAE,OAAc,GACrB,MAAM,CAqBR;AAED;;GAEG;AACH,wBAAgB,kBAAkB,CAChC,eAAe,EAAE,MAAM,EACvB,MAAM,EAAE,MAAM,EACd,MAAM,EAAE,OAAO,GACd,KAAK,GAAG,KAAK,GAAG,KAAK,CAcvB;AAED;;GAEG;AACH,wBAAgB,cAAc,CAC5B,SAAS,EAAE,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,EACtC,eAAe,EAAE,MAAM,GACtB;IAAE,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;IAAC,SAAS,EAAE,MAAM,GAAG,IAAI,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAE,CAoCzE;AAED;;GAEG;AACH,wBAAgB,qBAAqB,CAAC,SAAS,EAAE,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,GAAG;IAC7E,WAAW,EAAE,MAAM,CAAC;IACpB,iBAAiB,EAAE,MAAM,CAAC;CAC3B,CAwBA;AAED;;GAEG;AACH,wBAAgB,aAAa,CAAC,QAAQ,EAAE,cAAc,GAAG,YAAY,GAAG,IAAI,CAY3E;AAED;;GAEG;AACH,wBAAgB,kBAAkB,CAChC,SAAS,EAAE,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,EACtC,OAAO,EAAE,MAAM,EACf,OAAO,EAAE,MAAM,GACd,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAyB7B;AAED;;GAEG;AACH,wBAAgB,cAAc,CAC5B,SAAS,EAAE,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,EACtC,SAAS,EAAE,MAAM,EACjB,SAAS,EAAE,MAAM,GAChB,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAgB7B;AAED;;GAEG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,EACtC,IAAI,EAAE,MAAM,GAAG,KAAK,GACnB,GAAG,CAAC,MAAM,EAAE,cAAc,CAAC,CAW7B;AAED;;GAEG;AACH,wBAAgB,eAAe,CAAC,KAAK,EAAE,WAAW,GAAG;IACnD,MAAM,EAAE,MAAM,CAAC;IACf,aAAa,EAAE,MAAM,CAAC;IACtB,QAAQ,EAAE,MAAM,CAAC;CAClB,CAMA;AAED;;GAEG;AACH,wBAAgB,gBAAgB,CAC9B,QAAQ,EAAE,cAAc,EACxB,gBAAgB,GAAE,MAAW,EAC7B,eAAe,GAAE,MAAY,GAC5B,OAAO,CAeT;;;;;;;;;;;;;;;;;;AAED,wBAgBE"}
|
|
@@ -2,16 +2,16 @@
|
|
|
2
2
|
* Options Trading Module
|
|
3
3
|
* Provides functionality for options contracts, orders, strategies, and market data
|
|
4
4
|
*/
|
|
5
|
-
export { getOptionContracts, getOptionContract, getOptionChain, getExpirationDates, getStrikePrices, findATMOptions, getGroupedOptionChain, findOptionsByDelta, findNearestExpiration, parseOCCSymbol, buildOCCSymbol, isContractTradable, getDaysToExpiration, isExpiringWithin, } from
|
|
6
|
-
export type { GetOptionChainParams, ATMOptionsResult, GroupedOptionChain, } from
|
|
7
|
-
export { default as contracts } from
|
|
8
|
-
export { createOptionOrder, buyToOpen, sellToClose, sellToOpen, buyToClose, validateMultiLegOrder, createMultiLegOptionOrder, createVerticalSpread, createIronCondor, createStraddle, createStrangle, closeOptionPosition, closeAllOptionPositions, exerciseOption, isOptionOrderTerminal, isOptionOrderCancelable, } from
|
|
9
|
-
export type { SingleLegOptionOrderParams, CloseOptionPositionParams, CloseAllOptionsResult, ExerciseOptionParams, MultiLegValidationResult, } from
|
|
10
|
-
export { default as orders } from
|
|
11
|
-
export { buildOptionSymbol, createVerticalSpread as createVerticalSpreadAdvanced, createIronCondor as createIronCondorAdvanced, createStraddle as createStraddleAdvanced, createCoveredCall, rollOptionPosition, createStrangle as createStrangleAdvanced, createButterflySpread, OptionStrategyError, } from
|
|
12
|
-
export type { VerticalSpreadParams, IronCondorParams, StraddleParams, CoveredCallParams, RollPositionParams, StrangleParams, ButterflySpreadParams, } from
|
|
13
|
-
export { default as strategies } from
|
|
14
|
-
export { getOptionsChain, getLatestOptionsQuotes, getLatestOptionsTrades, getOptionsSnapshots, getHistoricalOptionsBars, approximateImpliedVolatility, calculateMoneyness, findATMStrikes, calculatePutCallRatio, extractGreeks, filterByExpiration, filterByStrike, filterByType, getOptionSpread, hasGoodLiquidity, OptionsDataError, } from
|
|
15
|
-
export type { OptionsFeed, GetHistoricalOptionsBarsParams
|
|
16
|
-
export { default as data } from
|
|
5
|
+
export { getOptionContracts, getOptionContract, getOptionChain, getExpirationDates, getStrikePrices, findATMOptions, getGroupedOptionChain, findOptionsByDelta, findNearestExpiration, parseOCCSymbol, buildOCCSymbol, isContractTradable, getDaysToExpiration, isExpiringWithin, } from "./contracts";
|
|
6
|
+
export type { GetOptionChainParams, ATMOptionsResult, GroupedOptionChain, } from "./contracts";
|
|
7
|
+
export { default as contracts } from "./contracts";
|
|
8
|
+
export { createOptionOrder, buyToOpen, sellToClose, sellToOpen, buyToClose, validateMultiLegOrder, createMultiLegOptionOrder, createVerticalSpread, createIronCondor, createStraddle, createStrangle, closeOptionPosition, closeAllOptionPositions, exerciseOption, isOptionOrderTerminal, isOptionOrderCancelable, } from "./orders";
|
|
9
|
+
export type { SingleLegOptionOrderParams, CloseOptionPositionParams, CloseAllOptionsResult, ExerciseOptionParams, MultiLegValidationResult, } from "./orders";
|
|
10
|
+
export { default as orders } from "./orders";
|
|
11
|
+
export { buildOptionSymbol, createVerticalSpread as createVerticalSpreadAdvanced, createIronCondor as createIronCondorAdvanced, createStraddle as createStraddleAdvanced, createCoveredCall, rollOptionPosition, createStrangle as createStrangleAdvanced, createButterflySpread, OptionStrategyError, } from "./strategies";
|
|
12
|
+
export type { VerticalSpreadParams, IronCondorParams, StraddleParams, CoveredCallParams, RollPositionParams, StrangleParams, ButterflySpreadParams, } from "./strategies";
|
|
13
|
+
export { default as strategies } from "./strategies";
|
|
14
|
+
export { getOptionsChain, getLatestOptionsQuotes, getLatestOptionsTrades, getOptionsSnapshots, getHistoricalOptionsBars, approximateImpliedVolatility, calculateMoneyness, findATMStrikes, calculatePutCallRatio, extractGreeks, filterByExpiration, filterByStrike, filterByType, getOptionSpread, hasGoodLiquidity, OptionsDataError, } from "./data";
|
|
15
|
+
export type { OptionsFeed, GetHistoricalOptionsBarsParams } from "./data";
|
|
16
|
+
export { default as data } from "./data";
|
|
17
17
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAGH,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EAGrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,GACjB,MAAM,aAAa,CAAC;AAErB,YAAY,EACV,oBAAoB,EACpB,gBAAgB,EAChB,kBAAkB,GACnB,MAAM,aAAa,CAAC;AAErB,OAAO,EAAE,OAAO,IAAI,SAAS,EAAE,MAAM,aAAa,CAAC;AAGnD,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EAGV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EAGd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EAGd,qBAAqB,EACrB,uBAAuB,GACxB,MAAM,UAAU,CAAC;AAElB,YAAY,EACV,0BAA0B,EAC1B,yBAAyB,EACzB,qBAAqB,EACrB,oBAAoB,EACpB,wBAAwB,GACzB,MAAM,UAAU,CAAC;AAElB,OAAO,EAAE,OAAO,IAAI,MAAM,EAAE,MAAM,UAAU,CAAC;AAG7C,OAAO,EACL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,GACpB,MAAM,cAAc,CAAC;AAEtB,YAAY,EACV,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,EACd,qBAAqB,GACtB,MAAM,cAAc,CAAC;AAEtB,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AAGrD,OAAO,EACL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,EAChB,gBAAgB,GACjB,MAAM,QAAQ,CAAC;AAEhB,YAAY,
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAGH,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EAGrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,GACjB,MAAM,aAAa,CAAC;AAErB,YAAY,EACV,oBAAoB,EACpB,gBAAgB,EAChB,kBAAkB,GACnB,MAAM,aAAa,CAAC;AAErB,OAAO,EAAE,OAAO,IAAI,SAAS,EAAE,MAAM,aAAa,CAAC;AAGnD,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EAGV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EAGd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EAGd,qBAAqB,EACrB,uBAAuB,GACxB,MAAM,UAAU,CAAC;AAElB,YAAY,EACV,0BAA0B,EAC1B,yBAAyB,EACzB,qBAAqB,EACrB,oBAAoB,EACpB,wBAAwB,GACzB,MAAM,UAAU,CAAC;AAElB,OAAO,EAAE,OAAO,IAAI,MAAM,EAAE,MAAM,UAAU,CAAC;AAG7C,OAAO,EACL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,GACpB,MAAM,cAAc,CAAC;AAEtB,YAAY,EACV,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,EACd,qBAAqB,GACtB,MAAM,cAAc,CAAC;AAEtB,OAAO,EAAE,OAAO,IAAI,UAAU,EAAE,MAAM,cAAc,CAAC;AAGrD,OAAO,EACL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,EAChB,gBAAgB,GACjB,MAAM,QAAQ,CAAC;AAEhB,YAAY,EAAE,WAAW,EAAE,8BAA8B,EAAE,MAAM,QAAQ,CAAC;AAE1E,OAAO,EAAE,OAAO,IAAI,IAAI,EAAE,MAAM,QAAQ,CAAC"}
|
|
@@ -2,8 +2,8 @@
|
|
|
2
2
|
* Options Orders Module
|
|
3
3
|
* Create and manage option orders
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { AlpacaOrder, PositionIntent, TimeInForce, CreateMultiLegOrderParams, OrderStatus } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { AlpacaOrder, PositionIntent, TimeInForce, CreateMultiLegOrderParams, OrderStatus } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Parameters for creating a single-leg option order
|
|
9
9
|
*/
|
|
@@ -13,9 +13,9 @@ export interface SingleLegOptionOrderParams {
|
|
|
13
13
|
/** Number of contracts to trade */
|
|
14
14
|
qty: number;
|
|
15
15
|
/** Order side: buy or sell */
|
|
16
|
-
side:
|
|
16
|
+
side: "buy" | "sell";
|
|
17
17
|
/** Order type: market or limit */
|
|
18
|
-
type:
|
|
18
|
+
type: "market" | "limit";
|
|
19
19
|
/** Limit price for limit orders (price per share, not per contract) */
|
|
20
20
|
limitPrice?: number;
|
|
21
21
|
/** Position intent: indicates opening or closing a position */
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/orders.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,WAAW,EAEX,cAAc,EACd,WAAW,EACX,yBAAyB,EAEzB,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAelC;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,yDAAyD;IACzD,MAAM,EAAE,MAAM,CAAC;IACf,mCAAmC;IACnC,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,kCAAkC;IAClC,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,uEAAuE;IACvE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,+DAA+D;IAC/D,cAAc,EAAE,cAAc,CAAC;IAC/B,kDAAkD;IAClD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,4CAA4C;IAC5C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,6DAA6D;IAC7D,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,wCAAwC;IACxC,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,wCAAwC;IACxC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,2CAA2C;IAC3C,MAAM,EAAE,WAAW,EAAE,CAAC;IACtB,qCAAqC;IACrC,MAAM,EAAE;QAAE,MAAM,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,MAAM,CAAA;KAAE,EAAE,CAAC;IAC5C,0CAA0C;IAC1C,cAAc,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,6BAA6B;IAC7B,MAAM,EAAE,MAAM,CAAC;IACf,kEAAkE;IAClE,GAAG,CAAC,EAAE,MAAM,CAAC;CACd;AAED;;GAEG;AACH,MAAM,WAAW,wBAAwB;IACvC,iCAAiC;IACjC,OAAO,EAAE,OAAO,CAAC;IACjB,+BAA+B;IAC/B,MAAM,EAAE,MAAM,EAAE,CAAC;IACjB,iCAAiC;IACjC,QAAQ,EAAE,MAAM,EAAE,CAAC;CACpB;AAMD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,0BAA0B,GACjC,OAAO,CAAC,WAAW,CAAC,
|
|
1
|
+
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/orders.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,WAAW,EAEX,cAAc,EACd,WAAW,EACX,yBAAyB,EAEzB,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAelC;;GAEG;AACH,MAAM,WAAW,0BAA0B;IACzC,yDAAyD;IACzD,MAAM,EAAE,MAAM,CAAC;IACf,mCAAmC;IACnC,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,kCAAkC;IAClC,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,uEAAuE;IACvE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,+DAA+D;IAC/D,cAAc,EAAE,cAAc,CAAC;IAC/B,kDAAkD;IAClD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,4CAA4C;IAC5C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,6DAA6D;IAC7D,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,wCAAwC;IACxC,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,wCAAwC;IACxC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,2CAA2C;IAC3C,MAAM,EAAE,WAAW,EAAE,CAAC;IACtB,qCAAqC;IACrC,MAAM,EAAE;QAAE,MAAM,EAAE,MAAM,CAAC;QAAC,KAAK,EAAE,MAAM,CAAA;KAAE,EAAE,CAAC;IAC5C,0CAA0C;IAC1C,cAAc,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,6BAA6B;IAC7B,MAAM,EAAE,MAAM,CAAC;IACf,kEAAkE;IAClE,GAAG,CAAC,EAAE,MAAM,CAAC;CACd;AAED;;GAEG;AACH,MAAM,WAAW,wBAAwB;IACvC,iCAAiC;IACjC,OAAO,EAAE,OAAO,CAAC;IACjB,+BAA+B;IAC/B,MAAM,EAAE,MAAM,EAAE,CAAC;IACjB,iCAAiC;IACjC,QAAQ,EAAE,MAAM,EAAE,CAAC;CACpB;AAMD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,0BAA0B,GACjC,OAAO,CAAC,WAAW,CAAC,CAuEtB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,SAAS,CAC7B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAUtB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,WAAW,CAC/B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAUtB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAUtB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAUtB;AAMD;;;;;GAKG;AACH,wBAAgB,qBAAqB,CACnC,MAAM,EAAE,yBAAyB,GAChC,wBAAwB,CA8E1B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA+BG;AACH,wBAAsB,yBAAyB,CAC7C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,yBAAyB,GAChC,OAAO,CAAC,WAAW,CAAC,CA0DtB;AAMD;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,oBAAoB,CACxC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,WAAW,EAAE,MAAM,EACnB,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAgCtB;AAED;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,EACrB,cAAc,EAAE,MAAM,EACtB,eAAe,EAAE,MAAM,EACvB,cAAc,EAAE,MAAM,EACtB,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAkDtB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,EACjB,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAgCtB;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,UAAU,EAAE,MAAM,EAClB,SAAS,EAAE,MAAM,EACjB,GAAG,EAAE,MAAM,EACX,UAAU,CAAC,EAAE,MAAM,EACnB,WAAW,GAAE,WAAmB,GAC/B,OAAO,CAAC,WAAW,CAAC,CAgCtB;AAMD;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,OAAO,CAAC,EAAE,yBAAyB,GAClC,OAAO,CAAC,WAAW,CAAC,CAgEtB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,uBAAuB,CAC3C,MAAM,EAAE,YAAY,GACnB,OAAO,CAAC,qBAAqB,CAAC,CAqEhC;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,CAAC,EAAE,MAAM,GACX,OAAO,CAAC,IAAI,CAAC,CA0Df;AAMD;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,WAAW,GAAG,OAAO,CAQlE;AAED;;;;;GAKG;AACH,wBAAgB,uBAAuB,CAAC,MAAM,EAAE,WAAW,GAAG,OAAO,CAQpE;;;;;;;;;;;;;;;;;;;AAMD,wBAwBE"}
|
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@@ -2,8 +2,8 @@
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|
|
2
2
|
* Options Strategies Module
|
|
3
3
|
* Build and execute common option strategies using Alpaca SDK
|
|
4
4
|
*/
|
|
5
|
-
import { AlpacaClient } from
|
|
6
|
-
import { AlpacaOrder, TimeInForce } from
|
|
5
|
+
import { AlpacaClient } from "../client";
|
|
6
|
+
import { AlpacaOrder, TimeInForce } from "../../types/alpaca-types";
|
|
7
7
|
/**
|
|
8
8
|
* Error class for option strategy operations
|
|
9
9
|
*/
|
|
@@ -22,7 +22,7 @@ export interface VerticalSpreadParams {
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|
|
22
22
|
/** Expiration date in YYYY-MM-DD format */
|
|
23
23
|
expirationDate: string;
|
|
24
24
|
/** Option type: call or put */
|
|
25
|
-
type:
|
|
25
|
+
type: "call" | "put";
|
|
26
26
|
/** Strike price for the long leg */
|
|
27
27
|
longStrike: number;
|
|
28
28
|
/** Strike price for the short leg */
|
|
@@ -30,7 +30,7 @@ export interface VerticalSpreadParams {
|
|
|
30
30
|
/** Number of contracts */
|
|
31
31
|
qty: number;
|
|
32
32
|
/** Debit = buy spread, Credit = sell spread */
|
|
33
|
-
direction:
|
|
33
|
+
direction: "debit" | "credit";
|
|
34
34
|
/** Optional limit price for the spread (net debit or credit) */
|
|
35
35
|
limitPrice?: number;
|
|
36
36
|
/** Time in force for the order */
|
|
@@ -72,7 +72,7 @@ export interface StraddleParams {
|
|
|
72
72
|
/** Number of contracts */
|
|
73
73
|
qty: number;
|
|
74
74
|
/** Long = buy both options, Short = sell both options */
|
|
75
|
-
direction:
|
|
75
|
+
direction: "long" | "short";
|
|
76
76
|
/** Optional limit price for the spread */
|
|
77
77
|
limitPrice?: number;
|
|
78
78
|
/** Time in force for the order */
|
|
@@ -106,7 +106,7 @@ export interface RollPositionParams {
|
|
|
106
106
|
/** New strike price */
|
|
107
107
|
newStrike: number;
|
|
108
108
|
/** Option type: call or put */
|
|
109
|
-
type:
|
|
109
|
+
type: "call" | "put";
|
|
110
110
|
/** Optional limit price for the roll (net debit or credit) */
|
|
111
111
|
limitPrice?: number;
|
|
112
112
|
/** Time in force for the order */
|
|
@@ -127,7 +127,7 @@ export interface StrangleParams {
|
|
|
127
127
|
/** Number of contracts */
|
|
128
128
|
qty: number;
|
|
129
129
|
/** Long = buy both options, Short = sell both options */
|
|
130
|
-
direction:
|
|
130
|
+
direction: "long" | "short";
|
|
131
131
|
/** Optional limit price for the spread */
|
|
132
132
|
limitPrice?: number;
|
|
133
133
|
/** Time in force for the order */
|
|
@@ -142,7 +142,7 @@ export interface ButterflySpreadParams {
|
|
|
142
142
|
/** Expiration date in YYYY-MM-DD format */
|
|
143
143
|
expirationDate: string;
|
|
144
144
|
/** Option type: call or put */
|
|
145
|
-
type:
|
|
145
|
+
type: "call" | "put";
|
|
146
146
|
/** Lower strike price */
|
|
147
147
|
lowerStrike: number;
|
|
148
148
|
/** Middle strike price (usually ATM) */
|
|
@@ -160,7 +160,7 @@ export interface ButterflySpreadParams {
|
|
|
160
160
|
* Build an OCC-compliant option symbol
|
|
161
161
|
* Format: ROOT + YYMMDD + C/P + Strike (8 digits with 3 decimals)
|
|
162
162
|
*/
|
|
163
|
-
export declare function buildOptionSymbol(underlying: string, expirationDate: string, type:
|
|
163
|
+
export declare function buildOptionSymbol(underlying: string, expirationDate: string, type: "call" | "put", strike: number): string;
|
|
164
164
|
/**
|
|
165
165
|
* Create a vertical spread (call or put spread)
|
|
166
166
|
* - Bull Call Spread: Buy lower strike call, sell higher strike call
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"strategies.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/options/strategies.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,WAAW,EAEX,WAAW,EAIZ,MAAM,0BAA0B,CAAC;AAYlC;;GAEG;AACH,qBAAa,mBAAoB,SAAQ,KAAK;IAGnC,IAAI,EAAE,MAAM;IACZ,QAAQ,CAAC,EAAE,MAAM;IACjB,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,QAAQ,CAAC,EAAE,MAAM,YAAA,EACjB,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,+BAA+B;IAC/B,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;IACrB,oCAAoC;IACpC,UAAU,EAAE,MAAM,CAAC;IACnB,qCAAqC;IACrC,WAAW,EAAE,MAAM,CAAC;IACpB,0BAA0B;IAC1B,GAAG,EAAE,MAAM,CAAC;IACZ,+CAA+C;IAC/C,SAAS,EAAE,OAAO,GAAG,QAAQ,CAAC;IAC9B,gEAAgE;IAChE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,gBAAgB;IAC/B,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,oDAAoD;IACpD,aAAa,EAAE,MAAM,CAAC;IACtB,qCAAqC;IACrC,cAAc,EAAE,MAAM,CAAC;IACvB,sCAAsC;IACtC,eAAe,EAAE,MAAM,CAAC;IACxB,sDAAsD;IACtD,cAAc,EAAE,MAAM,CAAC;IACvB,0BAA0B;IAC1B,GAAG,EAAE,MAAM,CAAC;IACZ,uDAAuD;IACvD,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,gDAAgD;IAChD,MAAM,EAAE,MAAM,CAAC;IACf,0BAA0B;IAC1B,GAAG,EAAE,MAAM,CAAC;IACZ,yDAAyD;IACzD,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC;IAC5B,0CAA0C;IAC1C,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,iBAAiB;IAChC,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,uCAAuC;IACvC,MAAM,EAAE,MAAM,CAAC;IACf,uDAAuD;IACvD,GAAG,EAAE,MAAM,CAAC;IACZ,+CAA+C;IAC/C,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,8CAA8C;IAC9C,aAAa,EAAE,MAAM,CAAC;IACtB,+CAA+C;IAC/C,iBAAiB,EAAE,MAAM,CAAC;IAC1B,uBAAuB;IACvB,SAAS,EAAE,MAAM,CAAC;IAClB,+BAA+B;IAC/B,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;IACrB,8DAA8D;IAC9D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,qDAAqD;IACrD,SAAS,EAAE,MAAM,CAAC;IAClB,uDAAuD;IACvD,UAAU,EAAE,MAAM,CAAC;IACnB,0BAA0B;IAC1B,GAAG,EAAE,MAAM,CAAC;IACZ,yDAAyD;IACzD,SAAS,EAAE,MAAM,GAAG,OAAO,CAAC;IAC5B,0CAA0C;IAC1C,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,8BAA8B;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,2CAA2C;IAC3C,cAAc,EAAE,MAAM,CAAC;IACvB,+BAA+B;IAC/B,IAAI,EAAE,MAAM,GAAG,KAAK,CAAC;IACrB,yBAAyB;IACzB,WAAW,EAAE,MAAM,CAAC;IACpB,wCAAwC;IACxC,YAAY,EAAE,MAAM,CAAC;IACrB,yBAAyB;IACzB,WAAW,EAAE,MAAM,CAAC;IACpB,0BAA0B;IAC1B,GAAG,EAAE,MAAM,CAAC;IACZ,0CAA0C;IAC1C,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,kCAAkC;IAClC,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;;GAGG;AACH,wBAAgB,iBAAiB,CAC/B,UAAU,EAAE,MAAM,EAClB,cAAc,EAAE,MAAM,EACtB,IAAI,EAAE,MAAM,GAAG,KAAK,EACpB,MAAM,EAAE,MAAM,GACb,MAAM,
|
|
1
|
+
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