@fullstackcraftllc/floe 0.0.3 → 0.0.5

package/README.md

@@ -30,6 +30,29 @@ The same library that is used in Full Stack Craft's various fintech products inc
 - 💪 **Type-Safe** - Full TypeScript support
 - ⚡ **Zero Dependencies** - Lightweight and fast
 
+## Broker Support Roadmap
+
+Due to the overwhelming variety of how broker APIs structure their data (and how they make it available), there is a wide variety of how much support we can provide out-of-the-box for different brokers, summarized in this table:
+
+| Broker                | Black-Scholes | Greeks | Open Interest Based Exposures | Options-Book Based Exposures | Implied PDF Calculations |
+|-----------------------|--------------|--------|-------------------------------|------------------------------|-------------------------|
+| Tradier (via WebSocket) | ✅           | ✅     | ✅                            | ✅                           |  ✅                         |
+| Tastytrade (via WebSocket - DXLink Streamer)               |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         |
+| TradeStation (via HTTP Streaming)              |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         |
+| Schwab (via WebSocket)              |  ✅            |  ✅      |  ✅                             |  ✅                            |  ✅                         |
+| Interactive Brokers (via WebSocket)              |  Coming Soon            |  Coming Soon      |  Coming Soon                             |  Coming Soon                            |  Coming Soon                         |
+
+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.
+
+## Unsupported Brokers
+
+The following brokers have no public API:
+
+- Fidelity
+- Robinhood
+
+If your broker is not listed above, you can still use `floe` by normalizing your broker's data structures to match the expected input types. With options, you can get quite far with `floe` just by having the market price for the underlying and each option. (From those alone you can back out the IV, greeks, and exposures.)
+
 ## Installation
 
 ```bash

package/dist/client/FloeClient.d.ts

@@ -5,7 +5,13 @@ import { NormalizedOption, NormalizedTicker } from "../types";
  */
 export declare enum Broker {
     /** Tradier brokerage API */
-    TRADIER = "tradier"
+    TRADIER = "tradier",
+    /** TastyTrade brokerage API (uses DxLink WebSocket) */
+    TASTYTRADE = "tastytrade",
+    /** TradeStation brokerage API (uses HTTP streaming) */
+    TRADESTATION = "tradestation",
+    /** Charles Schwab brokerage API (uses WebSocket streaming) */
+    SCHWAB = "schwab"
 }
 /**
  * Event types emitted by the FloeClient.
@@ -69,31 +75,46 @@ export declare class FloeClient {
     private currentSubscribedTickers;
     /** List of option symbols (OCC format) currently subscribed to */
     private currentSubscribedOptions;
-    /** Cache of the latest normalized ticker data */
-    private normalizedTickers;
-    /** Cache of the latest normalized option data */
-    private normalizedOptions;
     /** Tradier broker client instance */
     private tradierClient;
+    /** TastyTrade broker client instance */
+    private tastyTradeClient;
+    /** TradeStation broker client instance */
+    private tradeStationClient;
+    /** Schwab broker client instance */
+    private schwabClient;
     /** Event listeners registry for the EventEmitter pattern */
     private eventListeners;
     /** Callback for ticker data changes (legacy callback pattern) */
     private tickerDataCallback;
     /** Callback for option data changes (legacy callback pattern) */
     private optionDataCallback;
+    /** Whether to log verbose debug information */
+    private readonly verbose;
     /**
      * Creates a new FloeClient instance.
      *
+     * @param options - Optional configuration options
+     * @param options.verbose - Whether to log verbose debug information for all broker clients (default: false).
+     *                         When enabled, logs critical debug info such as live open interest changes,
+     *                         connection events, and reconnection attempts.
+     *
      * @remarks
      * The client is created in a disconnected state. Call {@link connect} to
      * establish a connection to a broker before subscribing to data.
      *
      * @example
      * ```typescript
+     * // Create client with default settings
      * const client = new FloeClient();
+     *
+     * // Create client with verbose logging enabled
+     * const verboseClient = new FloeClient({ verbose: true });
      * ```
      */
-    constructor();
+    constructor(options?: {
+        verbose?: boolean;
+    });
     /**
      * Establishes a connection to a broker's API.
      *

package/dist/client/FloeClient.js

@@ -2,6 +2,9 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.FloeClient = exports.Broker = void 0;
 const TradierClient_1 = require("./brokers/TradierClient");
+const TastyTradeClient_1 = require("./brokers/TastyTradeClient");
+const TradeStationClient_1 = require("./brokers/TradeStationClient");
+const SchwabClient_1 = require("./brokers/SchwabClient");
 /**
  * Supported broker integrations for the FloeClient.
  * @enum {string}
@@ -10,7 +13,12 @@ var Broker;
 (function (Broker) {
     /** Tradier brokerage API */
     Broker["TRADIER"] = "tradier";
-    // Future brokers can be added here
+    /** TastyTrade brokerage API (uses DxLink WebSocket) */
+    Broker["TASTYTRADE"] = "tastytrade";
+    /** TradeStation brokerage API (uses HTTP streaming) */
+    Broker["TRADESTATION"] = "tradestation";
+    /** Charles Schwab brokerage API (uses WebSocket streaming) */
+    Broker["SCHWAB"] = "schwab";
 })(Broker || (exports.Broker = Broker = {}));
 /**
  * FloeClient provides a unified, broker-agnostic interface for subscribing to
@@ -45,34 +53,46 @@ class FloeClient {
     /**
      * Creates a new FloeClient instance.
      *
+     * @param options - Optional configuration options
+     * @param options.verbose - Whether to log verbose debug information for all broker clients (default: false).
+     *                         When enabled, logs critical debug info such as live open interest changes,
+     *                         connection events, and reconnection attempts.
+     *
      * @remarks
      * The client is created in a disconnected state. Call {@link connect} to
      * establish a connection to a broker before subscribing to data.
      *
      * @example
      * ```typescript
+     * // Create client with default settings
      * const client = new FloeClient();
+     *
+     * // Create client with verbose logging enabled
+     * const verboseClient = new FloeClient({ verbose: true });
      * ```
      */
-    constructor() {
+    constructor(options) {
         /** Currently connected broker, or null if not connected */
         this.currentBroker = null;
         /** List of ticker symbols currently subscribed to */
         this.currentSubscribedTickers = [];
         /** List of option symbols (OCC format) currently subscribed to */
         this.currentSubscribedOptions = [];
-        /** Cache of the latest normalized ticker data */
-        this.normalizedTickers = [];
-        /** Cache of the latest normalized option data */
-        this.normalizedOptions = [];
         /** Tradier broker client instance */
         this.tradierClient = null;
+        /** TastyTrade broker client instance */
+        this.tastyTradeClient = null;
+        /** TradeStation broker client instance */
+        this.tradeStationClient = null;
+        /** Schwab broker client instance */
+        this.schwabClient = null;
         /** Event listeners registry for the EventEmitter pattern */
         this.eventListeners = new Map();
         /** Callback for ticker data changes (legacy callback pattern) */
         this.tickerDataCallback = null;
         /** Callback for option data changes (legacy callback pattern) */
         this.optionDataCallback = null;
+        this.verbose = options?.verbose ?? false;
         // Initialize event listener maps for each event type
         this.eventListeners.set('tickerUpdate', new Set());
         this.eventListeners.set('optionUpdate', new Set());
@@ -102,7 +122,7 @@ class FloeClient {
         // Connection logic to the broker's API using the authKey
         switch (broker.toLowerCase()) {
             case Broker.TRADIER:
-                this.tradierClient = new TradierClient_1.TradierClient(authKey);
+                this.tradierClient = new TradierClient_1.TradierClient(authKey, { verbose: this.verbose });
                 // Wire up TradierClient events to FloeClient events
                 this.tradierClient.on('tickerUpdate', (ticker) => {
                     this.emit('tickerUpdate', ticker);
@@ -119,6 +139,72 @@ class FloeClient {
                 // Connect to the streaming API
                 await this.tradierClient.connect();
                 break;
+            case Broker.TASTYTRADE:
+                // For TastyTrade, authKey is the session token
+                this.tastyTradeClient = new TastyTradeClient_1.TastyTradeClient({
+                    sessionToken: authKey,
+                    verbose: this.verbose,
+                });
+                // Wire up TastyTradeClient events to FloeClient events
+                this.tastyTradeClient.on('tickerUpdate', (ticker) => {
+                    this.emit('tickerUpdate', ticker);
+                });
+                this.tastyTradeClient.on('optionUpdate', (option) => {
+                    this.emit('optionUpdate', option);
+                });
+                this.tastyTradeClient.on('error', (error) => {
+                    this.emit('error', error);
+                });
+                this.tastyTradeClient.on('disconnected', () => {
+                    this.emit('disconnected', { broker, reason: 'DxLink WebSocket disconnected' });
+                });
+                // Connect to the streaming API
+                await this.tastyTradeClient.connect();
+                break;
+            case Broker.TRADESTATION:
+                // For TradeStation, authKey is the OAuth access token
+                this.tradeStationClient = new TradeStationClient_1.TradeStationClient({
+                    accessToken: authKey,
+                    verbose: this.verbose,
+                });
+                // Wire up TradeStationClient events to FloeClient events
+                this.tradeStationClient.on('tickerUpdate', (ticker) => {
+                    this.emit('tickerUpdate', ticker);
+                });
+                this.tradeStationClient.on('optionUpdate', (option) => {
+                    this.emit('optionUpdate', option);
+                });
+                this.tradeStationClient.on('error', (error) => {
+                    this.emit('error', error);
+                });
+                this.tradeStationClient.on('disconnected', () => {
+                    this.emit('disconnected', { broker, reason: 'HTTP stream disconnected' });
+                });
+                // Connect to the streaming API
+                await this.tradeStationClient.connect();
+                break;
+            case Broker.SCHWAB:
+                // For Schwab, authKey is the OAuth access token
+                this.schwabClient = new SchwabClient_1.SchwabClient({
+                    accessToken: authKey,
+                    verbose: this.verbose,
+                });
+                // Wire up SchwabClient events to FloeClient events
+                this.schwabClient.on('tickerUpdate', (ticker) => {
+                    this.emit('tickerUpdate', ticker);
+                });
+                this.schwabClient.on('optionUpdate', (option) => {
+                    this.emit('optionUpdate', option);
+                });
+                this.schwabClient.on('error', (error) => {
+                    this.emit('error', error);
+                });
+                this.schwabClient.on('disconnected', () => {
+                    this.emit('disconnected', { broker, reason: 'Schwab WebSocket disconnected' });
+                });
+                // Connect to the streaming API
+                await this.schwabClient.connect();
+                break;
             default:
                 throw new Error(`Unsupported broker: ${broker}`);
         }
@@ -140,6 +226,18 @@ class FloeClient {
             this.tradierClient.disconnect();
             this.tradierClient = null;
         }
+        if (this.tastyTradeClient) {
+            this.tastyTradeClient.disconnect();
+            this.tastyTradeClient = null;
+        }
+        if (this.tradeStationClient) {
+            this.tradeStationClient.disconnect();
+            this.tradeStationClient = null;
+        }
+        if (this.schwabClient) {
+            this.schwabClient.disconnect();
+            this.schwabClient = null;
+        }
         const broker = this.currentBroker;
         this.currentBroker = null;
         this.currentSubscribedTickers = [];
@@ -170,6 +268,15 @@ class FloeClient {
             case Broker.TRADIER:
                 this.tradierClient?.subscribe(tickers);
                 break;
+            case Broker.TASTYTRADE:
+                this.tastyTradeClient?.subscribe(tickers);
+                break;
+            case Broker.TRADESTATION:
+                this.tradeStationClient?.subscribe(tickers);
+                break;
+            case Broker.SCHWAB:
+                this.schwabClient?.subscribe(tickers);
+                break;
             default:
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
@@ -204,6 +311,15 @@ class FloeClient {
             case Broker.TRADIER:
                 this.tradierClient?.subscribe(symbols);
                 break;
+            case Broker.TASTYTRADE:
+                this.tastyTradeClient?.subscribe(symbols);
+                break;
+            case Broker.TRADESTATION:
+                this.tradeStationClient?.subscribe(symbols);
+                break;
+            case Broker.SCHWAB:
+                this.schwabClient?.subscribe(symbols);
+                break;
             default:
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
@@ -230,6 +346,15 @@ class FloeClient {
             case Broker.TRADIER:
                 this.tradierClient?.unsubscribe(tickers);
                 break;
+            case Broker.TASTYTRADE:
+                this.tastyTradeClient?.unsubscribe(tickers);
+                break;
+            case Broker.TRADESTATION:
+                this.tradeStationClient?.unsubscribe(tickers);
+                break;
+            case Broker.SCHWAB:
+                this.schwabClient?.unsubscribe(tickers);
+                break;
             default:
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
@@ -256,6 +381,15 @@ class FloeClient {
             case Broker.TRADIER:
                 this.tradierClient?.unsubscribe(symbols);
                 break;
+            case Broker.TASTYTRADE:
+                this.tastyTradeClient?.unsubscribe(symbols);
+                break;
+            case Broker.TRADESTATION:
+                this.tradeStationClient?.unsubscribe(symbols);
+                break;
+            case Broker.SCHWAB:
+                this.schwabClient?.unsubscribe(symbols);
+                break;
             default:
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
@@ -300,6 +434,16 @@ class FloeClient {
             case Broker.TRADIER:
                 await this.tradierClient?.fetchOpenInterest(symbolsToFetch);
                 break;
+            case Broker.TASTYTRADE:
+                await this.tastyTradeClient?.fetchOpenInterest(symbolsToFetch);
+                break;
+            case Broker.TRADESTATION:
+                // TradeStation provides open interest via stream, no separate fetch needed
+                // OI is automatically populated when streaming option chains
+                break;
+            case Broker.SCHWAB:
+                await this.schwabClient?.fetchOpenInterest(symbolsToFetch);
+                break;
             default:
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
@@ -320,6 +464,12 @@ class FloeClient {
         switch (this.currentBroker) {
             case Broker.TRADIER:
                 return this.tradierClient?.getOption(occSymbol);
+            case Broker.TASTYTRADE:
+                return this.tastyTradeClient?.getOption(occSymbol);
+            case Broker.TRADESTATION:
+                return this.tradeStationClient?.getOption(occSymbol);
+            case Broker.SCHWAB:
+                return this.schwabClient?.getOption(occSymbol);
             default:
                 return undefined;
         }
@@ -341,6 +491,12 @@ class FloeClient {
         switch (this.currentBroker) {
             case Broker.TRADIER:
                 return this.tradierClient?.getAllOptions() ?? new Map();
+            case Broker.TASTYTRADE:
+                return this.tastyTradeClient?.getAllOptions() ?? new Map();
+            case Broker.TRADESTATION:
+                return this.tradeStationClient?.getAllOptions() ?? new Map();
+            case Broker.SCHWAB:
+                return this.schwabClient?.getAllOptions() ?? new Map();
             default:
                 return new Map();
         }