@engineering-tf/shared 1.0.0

package/dist/constants/index.d.ts

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+import { ControlPanelOverviewData, TableFiltersProps } from "../types/shared";
+export declare const CONTROL_PANEL_DATA_INITIAL_DATA: ControlPanelOverviewData;
+export declare const INITIAL_WATCHLIST: string[];
+export declare const getTableFilterDefaultValue: () => TableFiltersProps;
+export declare const TABLEFILTER_DEFAULT_VALUE: TableFiltersProps;
+/**
+ * when the symbol value is null in the tableFilter, we set it as SPY when we need one as placeholder
+ */
+export declare const DEFAULT_SYMBOL = "SPY";

package/dist/constants/index.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.DEFAULT_SYMBOL = exports.TABLEFILTER_DEFAULT_VALUE = exports.getTableFilterDefaultValue = exports.INITIAL_WATCHLIST = exports.CONTROL_PANEL_DATA_INITIAL_DATA = void 0;
+var shared_1 = require("../types/shared");
+var date_functions_1 = require("../utils/common/date-functions");
+var uuid_1 = require("uuid");
+var DEFAULT_PAGE_SIZE = 100;
+exports.CONTROL_PANEL_DATA_INITIAL_DATA = {
+    sentimentData: null,
+    openInterestData: null,
+    tradeSummaryData: null,
+    factSheetMainContent: null,
+    overview: null,
+};
+exports.INITIAL_WATCHLIST = ["TSLA:NASDAQ", "AAPL:NASDAQ", "META:NASDAQ", "AMZN:NASDAQ", "MSFT:NASDAQ", "NVDA:NASDAQ"];
+var getTableFilterDefaultValue = function () {
+    var _a;
+    return ({
+        id: (0, uuid_1.v4)(),
+        premium: null,
+        put_call: null,
+        side: null,
+        option_activity_type: null,
+        itemOptionChainInfo: null,
+        market_data: null,
+        greek_algo_data: null,
+        option_algo_data: null,
+        symbol_meta_data: null,
+        size: null,
+        expiry_days: null,
+        is_opening_only: null,
+        underlying_type: null,
+        symbol: null,
+        moneyness: null,
+        score: null,
+        price: null,
+        daily_volume: null,
+        oi: null,
+        underlying_price: null,
+        strike: null,
+        strategy_label: null,
+        delta: null,
+        iv: null,
+        dei: null,
+        dex: null,
+        date_filter: {
+            start_date: (0, date_functions_1.getLastTradeDate)(),
+            end_date: (0, date_functions_1.getLastTradeDate)(),
+            max_trading_date: (0, date_functions_1.getLastTradeDate)(), //this is not accurate, need to update it when neccessary. 
+        },
+        // time_filter: ["09:30:00", "16:00:00"],
+        time_filter: null,
+        sentiment: null,
+        is_recent_earning_only: null,
+        pagination: {
+            current: 1,
+            pageSize: DEFAULT_PAGE_SIZE,
+        },
+        sorter: {
+            columnKey: shared_1.TABLEFILTER_KEY.TIME,
+            order: "descend",
+        },
+        columnsStateMap: (_a = {},
+            _a[shared_1.TABLEFILTER_KEY.UNDERLYING_TYPE] = { "show": true, "order": 0 },
+            _a[shared_1.TABLEFILTER_KEY.TIME] = { "show": true, "order": 1 },
+            _a[shared_1.TABLEFILTER_KEY.EXPIRATION_DATE] = { "show": true, "order": 2 },
+            _a[shared_1.TABLEFILTER_KEY.PUT_CALL] = { "show": true, "order": 3 },
+            _a[shared_1.TABLEFILTER_KEY.SIDE] = { "show": true, "order": 4 },
+            _a[shared_1.TABLEFILTER_KEY.STRIKE] = { "show": true, "order": 5 },
+            _a[shared_1.TABLEFILTER_KEY.MONEYNESS] = { "show": true, "order": 6 },
+            _a[shared_1.TABLEFILTER_KEY.PREMIUM] = null,
+            _a[shared_1.TABLEFILTER_KEY.SIZE] = { "show": true, "order": 8 },
+            _a[shared_1.TABLEFILTER_KEY.OI] = { "show": true, "order": 9 },
+            _a[shared_1.TABLEFILTER_KEY.OPTION_ACTIVITY_TYPE] = { "show": true, "order": 10 },
+            _a[shared_1.TABLEFILTER_KEY.DELTA] = { "show": true, "order": 11 },
+            _a[shared_1.TABLEFILTER_KEY.IV] = { "show": true, "order": 12 },
+            _a[shared_1.TABLEFILTER_KEY.DEI] = { "show": true, "order": 13 },
+            _a[shared_1.TABLEFILTER_KEY.SENTIMENT] = { "show": true, "order": 14 },
+            _a[shared_1.TABLEFILTER_KEY.UNDERLYING_PRICE] = { "show": true, "order": 15 },
+            _a[shared_1.TABLEFILTER_KEY.SCORE] = { "show": true, "order": 16 },
+            _a[shared_1.TABLEFILTER_KEY.PRICE] = { show: true, order: 17 },
+            _a[shared_1.TABLEFILTER_KEY.DAILY_VOLUME] = { show: true, order: 18 },
+            _a[shared_1.TABLEFILTER_KEY.DEX] = { show: true, order: 19 },
+            _a),
+        watchlistOnly: false,
+        default: true,
+        version: "2024-11-01-01",
+    });
+};
+exports.getTableFilterDefaultValue = getTableFilterDefaultValue;
+// Keep this for backward compatibility, but it should be deprecated
+exports.TABLEFILTER_DEFAULT_VALUE = (0, exports.getTableFilterDefaultValue)();
+/**
+ * when the symbol value is null in the tableFilter, we set it as SPY when we need one as placeholder
+ */
+exports.DEFAULT_SYMBOL = "SPY";

package/dist/index.d.ts

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+export * from './types/shared';
+export * from './types/optionTrades';
+export * from './types/optionChain';
+export * from './types/websocketCF';
+export * from './utils/strategy/calculateScoreAndStrategy';
+export * from './utils/common/date-functions';
+export * from './utils/common/math-functions';
+export * from './utils/common/record-function';
+export * from './utils/common/discord-functions';

package/dist/index.js

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+"use strict";
+var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    var desc = Object.getOwnPropertyDescriptor(m, k);
+    if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
+      desc = { enumerable: true, get: function() { return m[k]; } };
+    }
+    Object.defineProperty(o, k2, desc);
+}) : (function(o, m, k, k2) {
+    if (k2 === undefined) k2 = k;
+    o[k2] = m[k];
+}));
+var __exportStar = (this && this.__exportStar) || function(m, exports) {
+    for (var p in m) if (p !== "default" && !Object.prototype.hasOwnProperty.call(exports, p)) __createBinding(exports, m, p);
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+__exportStar(require("./types/shared"), exports);
+__exportStar(require("./types/optionTrades"), exports);
+__exportStar(require("./types/optionChain"), exports);
+__exportStar(require("./types/websocketCF"), exports);
+__exportStar(require("./utils/strategy/calculateScoreAndStrategy"), exports);
+__exportStar(require("./utils/common/date-functions"), exports);
+__exportStar(require("./utils/common/math-functions"), exports);
+__exportStar(require("./utils/common/record-function"), exports);
+__exportStar(require("./utils/common/discord-functions"), exports);

package/dist/types/optionChain.d.ts

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+import { CALL_PUT_TAG } from "./shared";
+export interface TF_OptionChainData {
+    option_symbol: string;
+    put_call: CALL_PUT_TAG;
+    symbol: string;
+    bid: number;
+    ask: number;
+    close: number;
+    volume: number;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    open_interest: number;
+    strike: number;
+    iv: number;
+    expiration_date: string;
+    days_to_expiration: number;
+    snapshot_date: string;
+    updated_time: string;
+}

package/dist/types/optionChain.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });

package/dist/types/optionTrades.d.ts

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+import { OptionFlowItem, CALL_PUT_TAG, MONEYNESS_LABEL, SENTIMENT_TAG, SIDE_LABEL, UNDERLYING_TYPE_TAG, STRATEGY_LABEL, ItemOptionChainInfo } from "./shared";
+/**  raw data from UW
+{
+  "ask_vol": 75579,
+  "bid_vol": 63966,
+  "delta": "0.994228192461621",
+  "ewma_nbbo_ask": "1.44",
+  "ewma_nbbo_bid": "1.37",
+  "exchange": "XPHO",
+  "executed_at": 1712951756982,
+  "gamma": "0.0295023324215793",
+  "id": "7b16cc41-fff1-467d-ba27-2833ed36b8aa",
+  "implied_volatility": "0.417829062773295",
+  "mid_vol": 15186,
+  "multi_vol": 14665,
+  "nbbo_ask": "1.44",
+  "nbbo_bid": "1.37",
+  "no_side_vol": 0,
+  "open_interest": 30349,
+  "option_symbol": "AAPL240412C00175000",
+  "premium": "7050.00",
+  "price": "1.41",
+  "report_flags": [],
+  "rho": "0.0000993041222724721",
+  "size": 50,
+  "stock_multi_vol": 16,
+  "tags": [
+    "ask_side",
+    "bullish"
+  ],
+  "theo": "1.401030929199951",
+  "theta": "-0.001030929199945518",
+  "trade_code": "slan",
+  "underlying_price": "176.415",
+  "vega": "0.0002189364423635975",
+  "volume": 154731
+}
+
+*/
+/**
+   * most popular ones: auto: AutoExecution, Transaction was executed electronically. Prefix appears solely for information; process as a regular transaction.
+   * slan: SingLegAuctNonISO, Transaction was the execution of an electronic order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Soliciation Mechanism.
+   * mlet: MultLegAutoEx, Transaction represents an electronic execution of a multi leg order traded in a complex order book.
+   * mlat: MultLegAuct, Transaction was the execution of an electronic multi leg order which was “stopped” at a price and traded in a two sided auction mechanism that goes through an exposure period in a complex order book. Such auctions mechanisms include and not limited to Price Improvement, Facilitation or Solicitation Mechanism.
+   * isoi: IntermarketSweep, Transaction was the execution of an order identified as an Intermarket Sweep Order. Process like normal transaction.
+   * mesl: MultLegAutoSingLeg, Transaction represents an electronic execution of a multi Leg order traded against single leg orders/ quotes.
+   * tlet: Stock Options auto-electronic trade, StkOptAutoEx, Transaction represents an electronic execution of a multi leg stock/options  order traded in a complex order book.
+   * slft: Single Leg Floor Trade, SingLegFlr, Transaction represents a non-electronic trade executed on a trading floor. Execution of Paired and Non-Paired Auctions and Cross orders on an exchange floor are also included in this category.
+   * mlft: Multi Leg auto-electronic trade, MultLegAutoEx, Transaction represents an electronic execution of a multi leg order traded in a complex order book.
+   * cbmo: Multi Leg Floor Trade of Proprietary Products, MultLegFlrPropProd, Transaction represents execution of a proprietary product non-electronic multi leg order with at least 3 legs. The trade price may be outside the current NBBO.
+  */
+export interface OptionFlowItemBase {
+    id: string;
+    date: string;
+    size: number;
+    price: number;
+    premium: number;
+    bid: number;
+    ask: number;
+    time: string;
+    symbol: string;
+    put_call: CALL_PUT_TAG;
+    strike: number;
+    expiration_date: string;
+    underlying_type: UNDERLYING_TYPE_TAG;
+    option_activity_type: string;
+    oi: number;
+    underlying_price: number;
+    sentiment: SENTIMENT_TAG;
+    expiry_days: number;
+    side: SIDE_LABEL;
+    moneyness: MONEYNESS_LABEL;
+    iv: number;
+    delta: number;
+    option_symbol: string;
+    gamma: number;
+    daily_volume: number;
+    earning_date: string;
+}
+export interface OptionFlowItemFull extends OptionFlowItemBase {
+    dex: number;
+    dei: number;
+    trade_count: number;
+    updated_timestamp: number;
+    ask_size: number;
+    bid_size: number;
+    exchange: string;
+    vega: number;
+    theta: number;
+    rho: number;
+    market_cap: number;
+}
+/**
+ * calculate the score for web app
+ */
+export interface OptionFlowItemFullWebApp extends OptionFlowItemFull {
+    score: number;
+    strategy_label: STRATEGY_LABEL[];
+    itemOptionChainInfo: ItemOptionChainInfo | null;
+}
+export declare function convertOptionFlowItemFullToOptionFlowItem(data: OptionFlowItemFull): OptionFlowItem;

package/dist/types/optionTrades.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.convertOptionFlowItemFullToOptionFlowItem = void 0;
+var calculateScoreAndStrategy_1 = require("../utils/strategy/calculateScoreAndStrategy");
+var shared_1 = require("./shared");
+function convertOptionFlowItemFullToOptionFlowItem(data) {
+    // Convert OptionFlowItemFull to OptionFlowItem
+    var record = {
+        id: data.id,
+        ticker: data.symbol,
+        date_expiration: data.expiration_date,
+        strike_price: data.strike,
+        put_call: data.put_call,
+        date: data.date,
+        time: data.time,
+        size: data.size,
+        price: data.price,
+        bid: data.bid,
+        ask: data.ask,
+        open_interest: data.oi,
+        option_activity_type: shared_1.OPTION_ACTIVITY_TYPE.TRADE,
+        iv: data.iv,
+        delta: data.delta,
+        ref: data.underlying_price,
+        underlying_type: data.underlying_type,
+        cost_basis: data.premium,
+        side: data.side,
+        sentiment: data.sentiment,
+        moneyness: data.moneyness,
+        expiry_days: data.expiry_days,
+        option_symbol: data.option_symbol,
+        gamma: data.gamma,
+        volume: data.daily_volume,
+        earning: data.earning_date,
+        deltaExposure: data.dex,
+        deltaImpact: data.dei,
+        trade_count: data.trade_count,
+        vega: data.vega,
+        theta: data.theta,
+        updated: data.updated_timestamp,
+        score: 0,
+        strategy_label: [],
+        itemOptionChainInfo: undefined,
+        ttl: 0,
+        midpoint: 0,
+    };
+    (0, calculateScoreAndStrategy_1.calculateScoreAndStrategy)(record);
+    if (data.option_activity_type === 'AGGREGATED') {
+        record.option_activity_type = shared_1.OPTION_ACTIVITY_TYPE.SWEEP;
+    }
+    return record;
+}
+exports.convertOptionFlowItemFullToOptionFlowItem = convertOptionFlowItemFullToOptionFlowItem;