@fullstackcraftllc/floe 0.0.17 → 0.0.19

package/README.md

@@ -42,8 +42,11 @@ Due to the overwhelming variety of how broker APIs structure their data (and how
 | Tradier (via WebSocket) | ✅           | ✅     | ✅                            | ✅                           |  ✅                         | ✅                   |
 | Tastytrade (via WebSocket - DXLink Streamer)               |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         | Not yet tested                   |
 | TradeStation (via HTTP Streaming)              |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         | Not yet tested                   |
+| Webull (via HTTP Snapshots)              |  ✅            |  ✅      |  ✅                             |  Not supported                 |  ✅                         | Not supported                   |
 | Schwab (via WebSocket)              |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         | Not yet tested                   |
-| Interactive Brokers (via WebSocket)              |  Coming Soon            |  Coming Soon      |  Coming Soon                             |  Coming Soon                            |  Coming Soon                         | Coming Soon                   |
+| Interactive Brokers (via WebSocket)              |  Not currently planned*            |  Not currently planned*      |  Not currently planned*                             |  Not currently planned*                            |  Not currently planned*                         | Not currently planned*                   |
+
+*Due to the high capital requirements for an Interactive Brokers integration, no integration with them is currently planned.
 
 Ideally all aspects of `floe` will be available for all brokers, but this will take time to determine as we work through the various data structures and formats that each broker provides.
 
@@ -78,18 +81,10 @@ See [LICENSE.md](LICENSE.md) for full details.
 
 ## Contributing
 
-Contributions welcome! Please open an issue or PR.
+Contributions are welcome! Please open an issue or PR.
 
 By contributing, you agree that your contributions will be licensed under the same dual-license terms.
 
-## TODOs
-
-- [X] Implied PDF calculations
-- [X] Tradier integration
-- [X] TradeStation integration
-- [ ] Interactive Brokers integration
-- [ ] Trading functionality with all brokers
-
 ## Credits
 
-Copyright © 2025 Built with ❤️ by [Full Stack Craft LLC](https://fullstackcraft.com)
+Copyright © 2025 Built with ❤️ by [Full Stack Craft LLC](https://fullstackcraft.com)

package/dist/apiclient/index.d.ts

@@ -0,0 +1,204 @@
+export type FetchLike = (input: string, init?: RequestInit) => Promise<Response>;
+export interface ApiContext {
+    signal?: AbortSignal;
+}
+export type CtxEquivalent = ApiContext | AbortSignal | null | undefined;
+export interface HindsightDataRequest {
+    start_date: string;
+    end_date: string;
+    country?: string;
+    min_volatility?: number;
+    event?: string;
+}
+export interface DealerMinuteSurfacesRequest {
+    symbol: string;
+    trade_date: string;
+}
+export interface AMTRequest {
+    symbol: string;
+    session_id: string;
+}
+export interface HindsightEvent {
+    id: number;
+    event_id: string;
+    date: string;
+    time: string;
+    timezone: string;
+    country: string;
+    country_code: string;
+    event_name: string;
+    volatility: number;
+    actual: string | null;
+    forecast: string | null;
+    previous: string | null;
+    created_at: Date | null;
+    updated_at: Date | null;
+}
+export interface SurfacePoint {
+    strike?: number;
+    value?: number;
+    x?: number;
+    y?: number;
+}
+export interface MinuteSurface {
+    gamma: SurfacePoint[];
+    vanna: SurfacePoint[];
+    charm: SurfacePoint[];
+    iv: SurfacePoint[];
+}
+export interface DealerMinuteSurface {
+    id: string;
+    run_at: Date | null;
+    symbol: string;
+    trade_date: string;
+    minute_ts: Date | null;
+    session_minute: number;
+    spot: number;
+    vix: number;
+    surfaces: MinuteSurface;
+    metadata: Record<string, unknown>;
+}
+export interface AMTSessionStatsRow {
+    symbol: string;
+    session_id: string;
+    session_data: Record<string, unknown>;
+}
+export interface AMTEventsRow {
+    symbol: string;
+    session_id: string;
+    events: Array<Record<string, unknown>>;
+}
+/** Event categories for filtering AMT minute events. */
+export declare const AMTEventCategory: {
+    readonly TPO: "TPO";
+    readonly Price: "Price";
+    readonly Volume: "Volume";
+    readonly Session: "Session";
+    readonly Overnight: "Overnight";
+};
+export type AMTEventCategory = (typeof AMTEventCategory)[keyof typeof AMTEventCategory];
+/** Typed event codes emitted by the AMT pipeline (66 codes across 5 categories). */
+export declare const AMTEventCode: {
+    readonly TPONewPrint: "TPO_NEW_PRINT";
+    readonly TPOPeriodFirstPrint: "TPO_PERIOD_FIRST_PRINT";
+    readonly TPOFirst3Wide: "TPO_FIRST_3WIDE";
+    readonly TPOFirst4Wide: "TPO_FIRST_4WIDE";
+    readonly TPOFirst5Wide: "TPO_FIRST_5WIDE";
+    readonly TPOSinglePrintCreated: "TPO_SINGLE_PRINT_CREATED";
+    readonly TPOSinglePrintFilled: "TPO_SINGLE_PRINT_FILLED";
+    readonly TPOPoorHigh: "TPO_POOR_HIGH";
+    readonly TPOPoorLow: "TPO_POOR_LOW";
+    readonly TPOExcessHigh: "TPO_EXCESS_HIGH";
+    readonly TPOExcessLow: "TPO_EXCESS_LOW";
+    readonly PriceNHOD: "PRICE_NHOD";
+    readonly PriceNLOD: "PRICE_NLOD";
+    readonly PriceCrossHBUp: "PRICE_CROSS_HB_UP";
+    readonly PriceCrossHBDown: "PRICE_CROSS_HB_DOWN";
+    readonly PriceCrossTPOCUp: "PRICE_CROSS_TPOC_UP";
+    readonly PriceCrossTPOCDown: "PRICE_CROSS_TPOC_DOWN";
+    readonly PriceCrossVPOCUp: "PRICE_CROSS_VPOC_UP";
+    readonly PriceCrossVPOCDown: "PRICE_CROSS_VPOC_DOWN";
+    readonly PriceCrossVAHUp: "PRICE_CROSS_VAH_UP";
+    readonly PriceCrossVAHDown: "PRICE_CROSS_VAH_DOWN";
+    readonly PriceCrossVALUp: "PRICE_CROSS_VAL_UP";
+    readonly PriceCrossVALDown: "PRICE_CROSS_VAL_DOWN";
+    readonly PriceCrossORHighUp: "PRICE_CROSS_OR_HIGH_UP";
+    readonly PriceCrossORHighDown: "PRICE_CROSS_OR_HIGH_DOWN";
+    readonly PriceCrossORLowUp: "PRICE_CROSS_OR_LOW_UP";
+    readonly PriceCrossORLowDown: "PRICE_CROSS_OR_LOW_DOWN";
+    readonly PriceCrossIBHighUp: "PRICE_CROSS_IB_HIGH_UP";
+    readonly PriceCrossIBHighDown: "PRICE_CROSS_IB_HIGH_DOWN";
+    readonly PriceCrossIBLowUp: "PRICE_CROSS_IB_LOW_UP";
+    readonly PriceCrossIBLowDown: "PRICE_CROSS_IB_LOW_DOWN";
+    readonly PriceCrossPHODUp: "PRICE_CROSS_PHOD_UP";
+    readonly PriceCrossPHODDown: "PRICE_CROSS_PHOD_DOWN";
+    readonly PriceCrossPLODUp: "PRICE_CROSS_PLOD_UP";
+    readonly PriceCrossPLODDown: "PRICE_CROSS_PLOD_DOWN";
+    readonly PriceCrossPrevCloseUp: "PRICE_CROSS_PREV_CLOSE_UP";
+    readonly PriceCrossPrevCloseDown: "PRICE_CROSS_PREV_CLOSE_DOWN";
+    readonly PriceCrossPrevOpenUp: "PRICE_CROSS_PREV_OPEN_UP";
+    readonly PriceCrossPrevOpenDown: "PRICE_CROSS_PREV_OPEN_DOWN";
+    readonly PriceCrossONHUp: "PRICE_CROSS_ONH_UP";
+    readonly PriceCrossONHDown: "PRICE_CROSS_ONH_DOWN";
+    readonly PriceCrossONLUp: "PRICE_CROSS_ONL_UP";
+    readonly PriceCrossONLDown: "PRICE_CROSS_ONL_DOWN";
+    readonly PriceCrossVWAPUp: "PRICE_CROSS_VWAP_UP";
+    readonly PriceCrossVWAPDown: "PRICE_CROSS_VWAP_DOWN";
+    readonly PriceCrossVWAPSD1Up: "PRICE_CROSS_VWAP_SD1_UP";
+    readonly PriceCrossVWAPSD1Down: "PRICE_CROSS_VWAP_SD1_DOWN";
+    readonly PriceCrossVWAPSD2Up: "PRICE_CROSS_VWAP_SD2_UP";
+    readonly PriceCrossVWAPSD2Down: "PRICE_CROSS_VWAP_SD2_DOWN";
+    readonly VolVPOCShiftUp: "VOL_VPOC_SHIFT_UP";
+    readonly VolVPOCShiftDown: "VOL_VPOC_SHIFT_DOWN";
+    readonly VolVAMigrationUp: "VOL_VA_MIGRATION_UP";
+    readonly VolVAMigrationDown: "VOL_VA_MIGRATION_DOWN";
+    readonly VolVAExpanding: "VOL_VA_EXPANDING";
+    readonly VolVAContracting: "VOL_VA_CONTRACTING";
+    readonly SessionPeriodTransition: "SESSION_PERIOD_TRANSITION";
+    readonly SessionOREstablished: "SESSION_OR_ESTABLISHED";
+    readonly SessionIBEstablished: "SESSION_IB_ESTABLISHED";
+    readonly SessionIBExtensionUp: "SESSION_IB_EXTENSION_UP";
+    readonly SessionIBExtensionDown: "SESSION_IB_EXTENSION_DOWN";
+    readonly SessionORExtensionUp: "SESSION_OR_EXTENSION_UP";
+    readonly SessionORExtensionDown: "SESSION_OR_EXTENSION_DOWN";
+    readonly SessionGapFill: "SESSION_GAP_FILL";
+    readonly SessionGlobexGapFill: "SESSION_GLOBEX_GAP_FILL";
+    readonly SessionHalfbackReached: "SESSION_HALFBACK_REACHED";
+    readonly ONAsiaOpen: "ON_ASIA_OPEN";
+    readonly ONAsiaClose: "ON_ASIA_CLOSE";
+    readonly ONEUOpen: "ON_EU_OPEN";
+    readonly ONEUClose: "ON_EU_CLOSE";
+    readonly ONNewHigh: "ON_NEW_HIGH";
+    readonly ONNewLow: "ON_NEW_LOW";
+};
+export type AMTEventCode = (typeof AMTEventCode)[keyof typeof AMTEventCode];
+export interface OptionsScreenerRequest {
+    strategy: string;
+    search?: string;
+    page?: number;
+    page_size?: number;
+    order_by?: string;
+    order_direction?: string;
+    /** Additional query params for range filters (min_score, max_score, etc.) and multi-value filters (sector, exclude_industry, etc.). */
+    extra_params?: Record<string, string>;
+}
+export interface OptionsScreenerResponse {
+    data: Record<string, unknown>[];
+    total: number;
+    page: number;
+    page_size: number;
+}
+export declare class APIError extends Error {
+    readonly StatusCode: number;
+    readonly Message: string;
+    readonly SubscriptionEnd: string;
+    readonly RawBody: string;
+    constructor(params: {
+        StatusCode: number;
+        Message: string;
+        SubscriptionEnd?: string;
+        RawBody?: string;
+    });
+}
+export declare class ApiClient {
+    private readonly apiKey;
+    private readonly httpClient;
+    private readonly hindsightBaseURL;
+    private readonly dealerBaseURL;
+    private readonly amtBaseURL;
+    private readonly wheelScreenerBaseURL;
+    private readonly leapsScreenerBaseURL;
+    private readonly optionScreenerBaseURL;
+    constructor(apiKey: string, httpClient?: FetchLike);
+    GetHindsightData(ctx: CtxEquivalent, req: HindsightDataRequest): Promise<HindsightEvent[]>;
+    GetHindsightSample(ctx?: CtxEquivalent): Promise<HindsightEvent[]>;
+    GetDealerMinuteSurfaces(ctx: CtxEquivalent, req: DealerMinuteSurfacesRequest): Promise<DealerMinuteSurface[]>;
+    GetAMTSessionStats(ctx: CtxEquivalent, req: AMTRequest): Promise<AMTSessionStatsRow[]>;
+    GetAMTEvents(ctx: CtxEquivalent, req: AMTRequest): Promise<AMTEventsRow[]>;
+    GetWheelScreenerData(ctx: CtxEquivalent, req: OptionsScreenerRequest): Promise<OptionsScreenerResponse>;
+    GetLeapsScreenerData(ctx: CtxEquivalent, req: OptionsScreenerRequest): Promise<OptionsScreenerResponse>;
+    GetOptionScreenerData(ctx: CtxEquivalent, req: OptionsScreenerRequest): Promise<OptionsScreenerResponse>;
+    private getOptionsScreenerData;
+    private getRaw;
+}
+export declare function NewApiClient(apiKey: string, httpClient?: FetchLike): ApiClient;