@engineering-tf/shared 1.0.0

package/dist/utils/common/date-functions.js

@@ -0,0 +1,150 @@
+"use strict";
+var __importDefault = (this && this.__importDefault) || function (mod) {
+    return (mod && mod.__esModule) ? mod : { "default": mod };
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.isMarketOpen = exports.getTimestamp = exports.convertUnixTimestampToTime = exports.convertUnixTimestampToDate = exports.isOneDateBeforeAnotherDate = exports.momentInNewYork = exports.getDiffDaysBetweenFutureAndPast = exports.getDiffDaysBetweenFutureAndToday = exports.convertDateFormatToYYYYMMDD = exports.convertDateToString = exports.getLastTradeDate = exports.isTradingDate = void 0;
+var moment_timezone_1 = __importDefault(require("moment-timezone"));
+function isTradingDate(todayDateStr) {
+    if (todayDateStr === void 0) { todayDateStr = (0, moment_timezone_1.default)().tz("America/New_York").format('YYYY-MM-DD'); }
+    //TODO: there is a bug for 2023-12-26, it should be a trading date, but it's not, it is working on local, not working on ec2
+    var todayDate = (0, moment_timezone_1.default)(todayDateStr);
+    todayDate.add(30, 'minutes');
+    // Check if it's a weekend 
+    if (todayDate.isoWeekday() >= 6) { // we don't check holiday, because holiday package is not reliable
+        console.info("todayDate is ".concat(todayDate, ", todayDate.isoWeekday() is ").concat(todayDate.isoWeekday(), ",todayDateStr is ").concat(todayDateStr, ")}"));
+        return false;
+    }
+    return true;
+}
+exports.isTradingDate = isTradingDate;
+/**
+ * @description 取最近的交易日 in New York timezone, in the format of YYYY-MM-DD,
+ * exclude weekends and holidays, and before 9:30am(PST)
+ */
+function getLastTradeDate(format, currentMoment) {
+    if (format === void 0) { format = 'YYYY-MM-DD'; }
+    if (currentMoment === void 0) { currentMoment = (0, moment_timezone_1.default)().tz("America/New_York"); }
+    var lastTradingDate = currentMoment;
+    var time = (0, moment_timezone_1.default)(lastTradingDate.format("YYYY-MM-DD HH:mm"));
+    var today = lastTradingDate.format("YYYY-MM-DD");
+    if (lastTradingDate.isoWeekday() === 6 ||
+        lastTradingDate.isoWeekday() === 7
+    // || hd.isHoliday(lastTradingDate.toISOString())
+    ) {
+        while (lastTradingDate.isoWeekday() === 6 ||
+            lastTradingDate.isoWeekday() === 7
+        // || hd.isHoliday(lastTradingDate.toISOString())
+        ) {
+            lastTradingDate = lastTradingDate.subtract(1, "days");
+        }
+    }
+    else if (time.isSameOrAfter(today + " 00:00") &&
+        time.isBefore(today + " 09:30")) {
+        lastTradingDate = lastTradingDate.subtract(1, "days");
+        while ( //For the case of Monday Morning.
+        lastTradingDate.isoWeekday() === 6 ||
+            lastTradingDate.isoWeekday() === 7
+        // || hd.isHoliday(lastTradingDate.toISOString())
+        ) {
+            lastTradingDate = lastTradingDate.subtract(1, "days");
+        }
+    }
+    return lastTradingDate.format(format);
+}
+exports.getLastTradeDate = getLastTradeDate;
+/**
+ * @description 将Date Object转化为日期string YYYY-MM-DD
+ */
+function convertDateToString(date) {
+    return date.toISOString().split("T")[0];
+}
+exports.convertDateToString = convertDateToString;
+/**
+ * @description 将string YYYY-MM-DD convert to YYYYMMDD
+ */
+function convertDateFormatToYYYYMMDD(date) {
+    return date.split("-").join("");
+}
+exports.convertDateFormatToYYYYMMDD = convertDateFormatToYYYYMMDD;
+/**
+ * @description 计算一个未来的日期和今天的相差天数(按照UTC)
+ */
+var getDiffDaysBetweenFutureAndToday = function (future_date) {
+    var endData = moment_timezone_1.default.utc(future_date);
+    var startDate = moment_timezone_1.default.utc();
+    return endData.diff(startDate, "day");
+};
+exports.getDiffDaysBetweenFutureAndToday = getDiffDaysBetweenFutureAndToday;
+/**
+ * @description 计算两个日期之间的相差天数
+ */
+var getDiffDaysBetweenFutureAndPast = function (future_date, past_date) {
+    var endData = (0, moment_timezone_1.default)(future_date);
+    var startDate = (0, moment_timezone_1.default)(past_date);
+    return endData.diff(startDate, "day");
+};
+exports.getDiffDaysBetweenFutureAndPast = getDiffDaysBetweenFutureAndPast;
+function momentInNewYork() {
+    return (0, moment_timezone_1.default)().tz("America/New_York");
+}
+exports.momentInNewYork = momentInNewYork;
+/**
+ * @description whether one date in format of YYYY-MM-DD is before/same before another date
+ */
+function isOneDateBeforeAnotherDate(a_date, b_date, could_be_same_date) {
+    if (b_date === void 0) { b_date = (0, moment_timezone_1.default)().format("YYYY-MM-DD"); }
+    if (could_be_same_date === void 0) { could_be_same_date = false; }
+    return could_be_same_date
+        ? (0, moment_timezone_1.default)(a_date).isSameOrBefore(b_date)
+        : (0, moment_timezone_1.default)(a_date).isBefore(b_date);
+}
+exports.isOneDateBeforeAnotherDate = isOneDateBeforeAnotherDate;
+/**
+ *
+ * @param time unix time stamp
+ * @returns a date format in YYYY-MM-DD in New York Time Zone
+ */
+function convertUnixTimestampToDate(time, format) {
+    if (format === void 0) { format = "YYYY-MM-DD"; }
+    return moment_timezone_1.default
+        .unix(parseInt(time) / 1000)
+        .tz("America/New_York")
+        .format(format);
+}
+exports.convertUnixTimestampToDate = convertUnixTimestampToDate;
+/**
+ *
+ * @param time unix time stamp
+ * @returns a date format in HH:mm:ss in New York Time Zone
+ */
+function convertUnixTimestampToTime(time, format) {
+    if (format === void 0) { format = "HH:mm:ss"; }
+    return moment_timezone_1.default
+        .unix(parseInt(time) / 1000)
+        .tz("America/New_York")
+        .format(format);
+}
+exports.convertUnixTimestampToTime = convertUnixTimestampToTime;
+/**
+ * get current timestamp in unix format
+ */
+function getTimestamp() {
+    return (0, moment_timezone_1.default)().unix();
+}
+exports.getTimestamp = getTimestamp;
+function isMarketOpen(currentMoment) {
+    if (currentMoment === void 0) { currentMoment = (0, moment_timezone_1.default)().tz("America/New_York"); }
+    var time = (0, moment_timezone_1.default)(currentMoment.format("YYYY-MM-DD HH:mm"));
+    var today = currentMoment.format("YYYY-MM-DD");
+    if (currentMoment.isoWeekday() === 6 ||
+        currentMoment.isoWeekday() === 7) {
+        return false;
+    }
+    if (time.isSameOrBefore(today + " 17:00") &&
+        time.isSameOrAfter(today + " 09:30")) {
+        return true;
+    }
+    return false;
+}
+exports.isMarketOpen = isMarketOpen;

package/dist/utils/common/discord-functions.d.ts

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+import { Webhook } from "discord-webhook-node";
+export declare const TRADINGFLOW_ALL_TEST_LOG: string;
+export declare function discordMessageSender(msg: string, channel: Webhook): Promise<void>;

package/dist/utils/common/discord-functions.js

@@ -0,0 +1,89 @@
+"use strict";
+var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
+    function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
+    return new (P || (P = Promise))(function (resolve, reject) {
+        function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
+        function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
+        function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
+        step((generator = generator.apply(thisArg, _arguments || [])).next());
+    });
+};
+var __generator = (this && this.__generator) || function (thisArg, body) {
+    var _ = { label: 0, sent: function() { if (t[0] & 1) throw t[1]; return t[1]; }, trys: [], ops: [] }, f, y, t, g;
+    return g = { next: verb(0), "throw": verb(1), "return": verb(2) }, typeof Symbol === "function" && (g[Symbol.iterator] = function() { return this; }), g;
+    function verb(n) { return function (v) { return step([n, v]); }; }
+    function step(op) {
+        if (f) throw new TypeError("Generator is already executing.");
+        while (g && (g = 0, op[0] && (_ = 0)), _) try {
+            if (f = 1, y && (t = op[0] & 2 ? y["return"] : op[0] ? y["throw"] || ((t = y["return"]) && t.call(y), 0) : y.next) && !(t = t.call(y, op[1])).done) return t;
+            if (y = 0, t) op = [op[0] & 2, t.value];
+            switch (op[0]) {
+                case 0: case 1: t = op; break;
+                case 4: _.label++; return { value: op[1], done: false };
+                case 5: _.label++; y = op[1]; op = [0]; continue;
+                case 7: op = _.ops.pop(); _.trys.pop(); continue;
+                default:
+                    if (!(t = _.trys, t = t.length > 0 && t[t.length - 1]) && (op[0] === 6 || op[0] === 2)) { _ = 0; continue; }
+                    if (op[0] === 3 && (!t || (op[1] > t[0] && op[1] < t[3]))) { _.label = op[1]; break; }
+                    if (op[0] === 6 && _.label < t[1]) { _.label = t[1]; t = op; break; }
+                    if (t && _.label < t[2]) { _.label = t[2]; _.ops.push(op); break; }
+                    if (t[2]) _.ops.pop();
+                    _.trys.pop(); continue;
+            }
+            op = body.call(thisArg, _);
+        } catch (e) { op = [6, e]; y = 0; } finally { f = t = 0; }
+        if (op[0] & 5) throw op[1]; return { value: op[0] ? op[1] : void 0, done: true };
+    }
+};
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.discordMessageSender = exports.TRADINGFLOW_ALL_TEST_LOG = void 0;
+var localLogging = function (msg) {
+    if (process.env.NODE_ENV !== 'production' && process.env.CUSTOM_NODE_ENV !== 'production') {
+        console.log("[LOCAL ONLY LOG] ".concat(msg));
+    }
+};
+exports.TRADINGFLOW_ALL_TEST_LOG = "https://discord.com/api/webhooks/1024841963209490542/Pn45x2jJ4-jlXKF9V5mXMJtCNgD4LgOBW6daEBJOBz9WalSt7NsxXimJMi1RvOiRVvDW";
+function discordMessageSender(msg, channel) {
+    return __awaiter(this, void 0, void 0, function () {
+        var err_1;
+        return __generator(this, function (_a) {
+            switch (_a.label) {
+                case 0:
+                    localLogging("[LOCAL LOGGING] send message to discord: ".concat(msg, ")"));
+                    _a.label = 1;
+                case 1:
+                    _a.trys.push([1, 3, , 4]);
+                    return [4 /*yield*/, channel.send(truncateString(msg))];
+                case 2:
+                    _a.sent();
+                    return [3 /*break*/, 4];
+                case 3:
+                    err_1 = _a.sent();
+                    /**
+                     * Sometime, we are not able to send discord messages
+                     */
+                    localLogging("Not able to send discord message, err is ".concat(err_1.message, " ").concat(JSON.stringify(err_1)));
+                    return [3 /*break*/, 4];
+                case 4: return [2 /*return*/];
+            }
+        });
+    });
+}
+exports.discordMessageSender = discordMessageSender;
+/**
+ * discord has a 2000 character limit, so we need to truncate the string
+ * @param input
+ * @param maxLength
+ * @param useEllipsis
+ * @returns
+ */
+function truncateString(input, maxLength, useEllipsis) {
+    if (maxLength === void 0) { maxLength = 1990; }
+    if (useEllipsis === void 0) { useEllipsis = true; }
+    if (input.length <= maxLength)
+        return input;
+    // Adjust the maximum length to account for ellipsis if needed
+    var effectiveLength = useEllipsis ? maxLength - 3 : maxLength;
+    // Return the truncated string
+    return input.substring(0, effectiveLength) + (useEllipsis ? "..." : "");
+}

package/dist/utils/common/math-functions.d.ts

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+/**
+ * @description
+ * @num could be negative
+ * 3000 => 3K,
+ * 3000000 => 3M
+ */
+export declare function convertLargeNumberToFormattedString(input: number, precision?: number): string;
+/**
+ * @description convert '1K' => 1000, '1M' => 1000000
+ */
+export declare const convertFormattedStringToLargeNumber: (total: string) => number;
+/**
+ * @description 98.4% => 0.984
+ */
+export declare function convertPctStringToNumber(pct: string): number;
+/**
+ * @description convert $3,105,773,056 to 3105773056
+ */
+export declare const convertMoneyStringToLargeNumber: (money: string) => number;
+/**
+ * @description convert 3,105,773,056 to 3105773056
+ */
+export declare const convertCommaSeparatedNumberStringToLargeNumber: (money: string) => number;
+/**
+ * @description 3.23231 => 3.23, 3.235 => 3.23, 3.236 => 3.24
+ */
+export declare function fixFloatPrecisionToString(num: any, precision?: number): string;
+/**
+ * @description 3.23231 => 3.23, return number
+ */
+export declare function fixFloatPrecisionToNumber(num: any, precision?: number): number;
+export declare function addNSecondsDelay(n: number): any;

package/dist/utils/common/math-functions.js

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+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.addNSecondsDelay = exports.fixFloatPrecisionToNumber = exports.fixFloatPrecisionToString = exports.convertCommaSeparatedNumberStringToLargeNumber = exports.convertMoneyStringToLargeNumber = exports.convertPctStringToNumber = exports.convertFormattedStringToLargeNumber = exports.convertLargeNumberToFormattedString = void 0;
+/**
+ * @description
+ * @num could be negative
+ * 3000 => 3K,
+ * 3000000 => 3M
+ */
+function convertLargeNumberToFormattedString(input, precision) {
+    if (precision === void 0) { precision = 2; }
+    if (!input || input === 0)
+        return "0";
+    var num;
+    var res;
+    var isNeg = false;
+    if (input < 0) {
+        num = -input;
+        isNeg = true;
+    }
+    else
+        num = input;
+    if (num < 1000)
+        res = num.toString();
+    else if (num >= 1000 && num < 1000000)
+        res = (num / 1000).toFixed(precision) + "K";
+    else if (num >= 1000000 && num < 1000000000)
+        res = (num / 1000000).toFixed(precision) + "M";
+    else
+        res = (num / 1000000000).toFixed(precision) + "B";
+    if (isNeg)
+        res = '-' + res;
+    return res;
+}
+exports.convertLargeNumberToFormattedString = convertLargeNumberToFormattedString;
+/**
+ * @description convert '1K' => 1000, '1M' => 1000000
+ */
+var convertFormattedStringToLargeNumber = function (total) {
+    var last_digit = total.charAt(total.length - 1);
+    switch (last_digit) {
+        case "K":
+            return parseInt(total.substring(0, total.length - 1)) * 1000;
+        case "M":
+            return parseInt(total.substring(0, total.length - 1)) * 1000000;
+        case "B":
+            return parseInt(total.substring(0, total.length - 1)) * 1000000000;
+        default:
+            return parseInt(total);
+    }
+};
+exports.convertFormattedStringToLargeNumber = convertFormattedStringToLargeNumber;
+/**
+ * @description 98.4% => 0.984
+ */
+function convertPctStringToNumber(pct) {
+    return parseFloat(fixFloatPrecisionToString(Number(pct.substring(0, pct.length - 1)) / 100, 3));
+}
+exports.convertPctStringToNumber = convertPctStringToNumber;
+/**
+ * @description convert $3,105,773,056 to 3105773056
+ */
+var convertMoneyStringToLargeNumber = function (money) {
+    /** step 1: remove $ */
+    var moneySliced = money.slice(1);
+    /** step 2: 3,100 =>3100  */
+    return (0, exports.convertCommaSeparatedNumberStringToLargeNumber)(moneySliced);
+};
+exports.convertMoneyStringToLargeNumber = convertMoneyStringToLargeNumber;
+/**
+ * @description convert 3,105,773,056 to 3105773056
+ */
+var convertCommaSeparatedNumberStringToLargeNumber = function (money) {
+    /** step 2: 3,100 =>3100
+     * skip amount less than 999, otherwise will throw parsing error
+    */
+    var moneySplit = "0";
+    var moneyString = money.toString();
+    try {
+        if (moneyString.indexOf(",") == -1) {
+            return parseInt(moneyString);
+        }
+        moneySplit = moneyString.split(",").join("");
+    }
+    catch (error) {
+        console.log("error in convertCommaSeparatedNumberStringToLargeNumber: ".concat(error.message, ", money is ").concat(moneyString, "}"));
+    }
+    return parseInt(moneySplit);
+};
+exports.convertCommaSeparatedNumberStringToLargeNumber = convertCommaSeparatedNumberStringToLargeNumber;
+/**
+ * @description 3.23231 => 3.23, 3.235 => 3.23, 3.236 => 3.24
+ */
+function fixFloatPrecisionToString(num, precision) {
+    if (precision === void 0) { precision = 2; }
+    if (!num)
+        return num;
+    return typeof num === "string"
+        ? parseFloat(num).toFixed(precision)
+        : num.toFixed(precision);
+}
+exports.fixFloatPrecisionToString = fixFloatPrecisionToString;
+/**
+ * @description 3.23231 => 3.23, return number
+ */
+function fixFloatPrecisionToNumber(num, precision) {
+    if (precision === void 0) { precision = 2; }
+    return parseFloat(fixFloatPrecisionToString(num, precision));
+}
+exports.fixFloatPrecisionToNumber = fixFloatPrecisionToNumber;
+function addNSecondsDelay(n) {
+    return new Promise(function (resolve) {
+        setTimeout(function () {
+            resolve();
+        }, n * 1000);
+    });
+}
+exports.addNSecondsDelay = addNSecondsDelay;

package/dist/utils/common/record-function.d.ts

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+import { CALL_PUT_TAG, MONEYNESS_LABEL, OptionFlowItem, SENTIMENT_TAG, SIDE_LABEL } from '../../types/shared';
+import { OptionFlowItemFull } from '../../types/optionTrades';
+/**
+ * opening的定义是size 是今天最大一个订单以保证不是当日内的换仓, 因为他的size比当日所有的剩余的oi+volume都大, 导致无法被换仓, 这样能保证肯定是开仓
+ * 如果只是size > oi, 但今天至今交易的volume可能可以跟这个order进行交换, 同时也要大于今日volume
+ * @param record
+ * @returns
+ */
+export declare function passOpeningFilter(record: OptionFlowItem): number;
+export declare function passOpeningFilterFull(record: OptionFlowItemFull): boolean;
+/**
+ * @deprecated potential bugs when the we don't get the data in time, please use calculateRecordExpiryDaysUtil instead
+ * @param date_expiration
+ * @returns
+ */
+export declare function calculateRecordExpiryDays(date_expiration: string): number;
+export declare function calculateRecordExpiryDaysUtil(date_expiration: string, date: string): number;
+/**
+ * @description
+ * Decide the price side by the price
+ */
+export declare function calculateRecordSide(record: OptionFlowItem): SIDE_LABEL;
+export declare function calculateRecordSideUtil(ask: number, bid: number, price: number): SIDE_LABEL;
+export declare function calculateRecordMoneyness(record: OptionFlowItem): MONEYNESS_LABEL;
+export declare function calculateRecordMoneynessUtil(strike_price: number, ref: number, put_call: CALL_PUT_TAG): MONEYNESS_LABEL;
+/**
+ * delta exposure => delta impact in shares
+ * calculate the equivalent shares the dealer has to hedge,
+ * always positive, because put delta always negative, but it doesn't mean this put trade is a bearish one.
+ * TODO: it is going to be replaced by cron function
+ * @param record
+ * @returns
+ */
+export declare function calculateDeltaExposure(record: OptionFlowItem): number;
+export declare function calculateDeltaExposureUtil(delta: number, size: number): number;
+/**
+ * calculate the impact on the stock from the delta exposure,
+ * always positive
+ * @param record
+ * @returns
+ */
+export declare function calculateDeltaImpact(deltaExposure: number, avgDailyStockVol: number | null): number;
+export declare function compareTwoNullableValue(a: number | null, b: number | null): number;
+export declare function calculateRecordSentiment(record: OptionFlowItem): SENTIMENT_TAG;
+export declare function calculateRecordSentimentUtil(side: SIDE_LABEL, put_call: CALL_PUT_TAG): SENTIMENT_TAG;
+/**
+ *
+ * @param ["32~76"]
+ * special case: ["-2.2~-1.1"]
+ * @returns [32,76] or [-2.2,-1.1]
+ */
+export declare function calculateMinMaxFromTableFiltersItem(value: [string]): (number | null)[];
+/**
+ * @description used to calculate custom id, we need to custom id to combine smart flow with full flow into ddb.
+ * @usage CronService ProcessingService
+ * @param record
+ * @returns STT-20250117-65-PUT-20230501-10:14-250-6.80
+ */
+export declare function calRecordId(record: OptionFlowItem): string;
+/**
+ * @usage cron-service process-service
+ * @default 365 days
+ * @returns
+ */
+export declare function calculateTtl(days?: number): number;
+/**
+ * calculate the record option symbol
+ * @usage api-service cron-service process-service
+ * @param record
+ * @ex:  CVS230818C00077500 => CVS  Oct 23 2020 $77.50  Call
+ *      PANW250117C00173330 => PANW Jan 17 2025 $173.33 Call
+ */
+export declare function calculateRecordOptionSymbol(record: OptionFlowItem): string;
+export declare function calculateRecordOptionSymbolUtil(ticker: string, date_expiration: string, put_call: CALL_PUT_TAG, strike_price: number): string;
+/**
+ """
+  Extracts the underlying stock symbol from a standard option symbol.
+
+  Args:
+    optionSymbol: The option symbol string, e.g., "AAPL240412C00175000".
+
+  Returns:
+    The underlying stock symbol, e.g., "AAPL".
+  @usage api-service websocket-service
+
+ */
+export declare function extractSymbolFromOptionSymbol(optionSymbol: string): string;
+/**
+ *   """
+  Extracts the option type (CALL or PUT) from the option symbol string.
+
+  Args:
+    optionSymbol: The option symbol string, e.g., "AAPL240412C00175000", "QTTB1241018C00005000"
+
+  Returns:
+    "CALL", "PUT", or null if not found.
+  """
+ */
+export declare function extractOptionTypeFromOptionSymbol(optionSymbol: string): CALL_PUT_TAG;
+/**
+ *   """
+  Extracts the strike price from a standard option symbol.
+
+  Args:
+    optionSymbol: The option symbol string, e.g., "AAPL240412C00175000".
+
+  Returns:
+    The strike price as a number (e.g., 175), or null if not found or invalid.
+  """ GLYC241115C00000500 =>    0.5
+       SPY241030C00582000 =>  582
+        ZK241220P00022500 =>   22.5
+ * @param optionSymbol
+ * @returns
+ */
+export declare function extractStrikePriceFromOptionSymbol(optionSymbol: string): number | null;
+export declare function extractExpirationDateFromOptionSymbol(optionSymbol: string): string;