@fullstackcraftllc/floe 0.0.5 → 0.0.7

package/README.md

@@ -4,7 +4,7 @@
 
 Zero-dependency TypeScript functions for options flow: Black-Scholes, Greeks, and dealer exposures, and more, with a clean, type-safe API. Built for use in trading platforms and fintech applications.
 
-The same library that is used in Full Stack Craft's various fintech products including [The Wheel Screener](https://wheelscreener.com), [LEAPS Screener](https://leapsscreener.com), [Option Screener](https://option-screener.com), [AMT JOY](https://amtjoy.com), and [VannaCharm](https://vannacharm.com).
+The same library that is used in [Full Stack Craft's](https://fullstackcraft.com) various fintech products including [The Wheel Screener](https://wheelscreener.com), [LEAPS Screener](https://leapsscreener.com), [Option Screener](https://option-screener.com), [AMT JOY](https://amtjoy.com), and [VannaCharm](https://vannacharm.com).
 
 ## Quick Start / Documentation / Examples
 
@@ -23,12 +23,15 @@ The same library that is used in Full Stack Craft's various fintech products inc
 
 ## Features
 
-- 🎯 **Black-Scholes Pricing** - Fast, accurate options pricing
-- 📊 **Greeks Calculations** - Delta, gamma, theta, vega, rho
-- 🔄 **Dealer Exposure Metrics** - GEX, VEX, and CEX exposures
-- 🔌 **Broker-Agnostic** - Normalize data from any broker
-- 💪 **Type-Safe** - Full TypeScript support
-- ⚡ **Zero Dependencies** - Lightweight and fast
+- **Black-Scholes Pricing** - Fast, accurate options pricing
+- **Greeks Calculations** - Delta, gamma, theta, vega, rho
+- **Dealer Exposure Metrics** - GEX, VEX, and CEX exposures
+- **Implied Volatility & Surfaces** - Calculate IV from market prices and build volatility surfaces
+- **Implied PDF** - Risk-neutral probability density functions
+- **Real-Time Data** - Stream normalized options data from multiple brokers
+- **Broker-Agnostic** - Normalize data from any broker
+- **Type-Safe** - Full TypeScript support
+- **Zero Dependencies** - Lightweight and fast
 
 ## Broker Support Roadmap
 

package/dist/client/FloeClient.d.ts

@@ -119,7 +119,7 @@ export declare class FloeClient {
      * Establishes a connection to a broker's API.
      *
      * @param broker - The broker to connect to (e.g., Broker.TRADIER)
-     * @param authKey - The API authentication key or token for the broker
+     * @param authToken - The API authentication token for the broker
      *
      * @throws {Error} Throws if the specified broker is not supported
      *
@@ -132,7 +132,7 @@ export declare class FloeClient {
      * await client.connect(Broker.TRADIER, 'your-tradier-api-key');
      * ```
      */
-    connect(broker: Broker, authKey: string): Promise<void>;
+    connect(broker: Broker, authToken: string): Promise<void>;
     /**
      * Disconnects from the current broker.
      *
@@ -221,6 +221,21 @@ export declare class FloeClient {
      * ```
      */
     unsubscribeFromOptions(symbols: Array<string>): void;
+    /**
+     * Unsubscribes from all currently subscribed tickers and options.
+     *
+     * @throws {Error} Throws if no broker connection has been established
+     *
+     * @remarks
+     * After calling this method, no further updates will be received for any
+     * previously subscribed tickers or options.
+     *
+     * @example
+     * ```typescript
+     * client.unsubscribeFromAll();
+     * ```
+     */
+    unsubscribeFromAll(): void;
     /**
      * Fetches open interest and initial option data via REST API.
      *

package/dist/client/FloeClient.js

@@ -104,7 +104,7 @@ class FloeClient {
      * Establishes a connection to a broker's API.
      *
      * @param broker - The broker to connect to (e.g., Broker.TRADIER)
-     * @param authKey - The API authentication key or token for the broker
+     * @param authToken - The API authentication token for the broker
      *
      * @throws {Error} Throws if the specified broker is not supported
      *
@@ -117,12 +117,12 @@ class FloeClient {
      * await client.connect(Broker.TRADIER, 'your-tradier-api-key');
      * ```
      */
-    async connect(broker, authKey) {
+    async connect(broker, authToken) {
         this.currentBroker = broker;
-        // Connection logic to the broker's API using the authKey
+        // Connection logic to the broker's API using the authToken
         switch (broker.toLowerCase()) {
             case Broker.TRADIER:
-                this.tradierClient = new TradierClient_1.TradierClient(authKey, { verbose: this.verbose });
+                this.tradierClient = new TradierClient_1.TradierClient(authToken, { verbose: this.verbose });
                 // Wire up TradierClient events to FloeClient events
                 this.tradierClient.on('tickerUpdate', (ticker) => {
                     this.emit('tickerUpdate', ticker);
@@ -140,9 +140,9 @@ class FloeClient {
                 await this.tradierClient.connect();
                 break;
             case Broker.TASTYTRADE:
-                // For TastyTrade, authKey is the session token
+                // For TastyTrade, authToken is the session token
                 this.tastyTradeClient = new TastyTradeClient_1.TastyTradeClient({
-                    sessionToken: authKey,
+                    sessionToken: authToken,
                     verbose: this.verbose,
                 });
                 // Wire up TastyTradeClient events to FloeClient events
@@ -162,9 +162,9 @@ class FloeClient {
                 await this.tastyTradeClient.connect();
                 break;
             case Broker.TRADESTATION:
-                // For TradeStation, authKey is the OAuth access token
+                // For TradeStation, authToken is the OAuth access token
                 this.tradeStationClient = new TradeStationClient_1.TradeStationClient({
-                    accessToken: authKey,
+                    accessToken: authToken,
                     verbose: this.verbose,
                 });
                 // Wire up TradeStationClient events to FloeClient events
@@ -184,9 +184,9 @@ class FloeClient {
                 await this.tradeStationClient.connect();
                 break;
             case Broker.SCHWAB:
-                // For Schwab, authKey is the OAuth access token
+                // For Schwab, authToken is the OAuth access token
                 this.schwabClient = new SchwabClient_1.SchwabClient({
-                    accessToken: authKey,
+                    accessToken: authToken,
                     verbose: this.verbose,
                 });
                 // Wire up SchwabClient events to FloeClient events
@@ -394,6 +394,40 @@ class FloeClient {
                 throw new Error(`Unsupported broker: ${this.currentBroker}`);
         }
     }
+    /**
+     * Unsubscribes from all currently subscribed tickers and options.
+     *
+     * @throws {Error} Throws if no broker connection has been established
+     *
+     * @remarks
+     * After calling this method, no further updates will be received for any
+     * previously subscribed tickers or options.
+     *
+     * @example
+     * ```typescript
+     * client.unsubscribeFromAll();
+     * ```
+     */
+    unsubscribeFromAll() {
+        this.currentSubscribedTickers = [];
+        this.currentSubscribedOptions = [];
+        switch (this.currentBroker) {
+            case Broker.TRADIER:
+                this.tradierClient?.unsubscribeFromAll();
+                break;
+            case Broker.TASTYTRADE:
+                this.tastyTradeClient?.unsubscribeFromAll();
+                break;
+            case Broker.TRADESTATION:
+                this.tradeStationClient?.unsubscribeFromAll();
+                break;
+            case Broker.SCHWAB:
+                this.schwabClient?.unsubscribeFromAll();
+                break;
+            default:
+                throw new Error(`Unsupported broker: ${this.currentBroker}`);
+        }
+    }
     /**
      * Fetches open interest and initial option data via REST API.
      *

package/dist/client/brokers/SchwabClient.d.ts

@@ -251,6 +251,10 @@ export declare class SchwabClient {
      * @param symbols - Array of symbols to unsubscribe from
      */
     unsubscribe(symbols: string[]): void;
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll(): void;
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/SchwabClient.js

@@ -276,6 +276,31 @@ class SchwabClient {
             this.unsubscribeOptionsBook(options);
         }
     }
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll() {
+        const allSymbols = Array.from(this.subscribedSymbols);
+        const allOptionSymbols = allSymbols.filter(s => this.isOptionSymbol(s)).map(s => this.toSchwabOptionSymbol(s));
+        this.subscribedSymbols.clear();
+        // unsub from all equities
+        if (allSymbols.length > 0) {
+            const request = this.makeRequest('LEVELONE_EQUITIES', 'UNSUBS', {
+                keys: allSymbols.join(','),
+            });
+            this.sendMessage({ requests: [request] });
+        }
+        // unsub from all options (quotes and book)
+        if (allOptionSymbols.length > 0) {
+            const requestOptions = this.makeRequest('LEVELONE_OPTIONS', 'UNSUBS', {
+                keys: allOptionSymbols.join(','),
+            });
+            const requestBook = this.makeRequest('OPTIONS_BOOK', 'UNSUBS', {
+                keys: allOptionSymbols.join(','),
+            });
+            this.sendMessage({ requests: [requestOptions, requestBook] });
+        }
+    }
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/TastyTradeClient.d.ts

@@ -201,6 +201,10 @@ export declare class TastyTradeClient {
      * @param symbols - Array of symbols to unsubscribe from
      */
     unsubscribe(symbols: string[]): void;
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll(): void;
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/TastyTradeClient.js

@@ -226,6 +226,17 @@ class TastyTradeClient {
         }
         this.sendFeedSubscription(symbols, 'remove');
     }
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll() {
+        const symbols = Array.from(this.subscribedSymbols);
+        this.subscribedSymbols.clear();
+        if (!this.connected || !this.feedChannelOpened) {
+            return;
+        }
+        this.sendFeedSubscription(symbols, 'remove');
+    }
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/TradeStationClient.d.ts

@@ -177,6 +177,10 @@ export declare class TradeStationClient {
      * restarting with the remaining symbols.
      */
     unsubscribe(symbols: string[]): void;
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll(): void;
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/TradeStationClient.js

@@ -217,6 +217,15 @@ class TradeStationClient {
             this.stopStream('options');
         }
     }
+    /**
+     * Unsubscribes from all real-time updates.
+     */
+    unsubscribeFromAll() {
+        this.subscribedTickers.clear();
+        this.subscribedOptions.clear();
+        this.stopStream('quotes');
+        this.stopStream('options');
+    }
     /**
      * Returns whether the client is currently connected.
      */

package/dist/client/brokers/TradierClient.d.ts

@@ -107,7 +107,7 @@ type TradierEventListener<T> = (data: T) => void;
  */
 export declare class TradierClient {
     /** Tradier API authentication token */
-    private authKey;
+    private authToken;
     /** Current streaming session */
     private streamSession;
     /** WebSocket connection */
@@ -152,11 +152,11 @@ export declare class TradierClient {
     /**
      * Creates a new TradierClient instance.
      *
-     * @param authKey - Tradier API access token
+     * @param authToken - Tradier API auth token
      * @param options - Optional configuration options
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
-    constructor(authKey: string, options?: {
+    constructor(authToken: string, options?: {
         verbose?: boolean;
     });
     /**
@@ -182,11 +182,18 @@ export declare class TradierClient {
      * @param symbols - Array of symbols to unsubscribe from
      *
      * @remarks
-     * Note: Tradier's streaming API doesn't support unsubscription for individual
-     * symbols. This method removes them from local tracking. To fully unsubscribe,
-     * you would need to disconnect and reconnect with the new symbol list.
+     * Since Tradier's streaming API doesn't support selective unsubscription,
+     * this method disconnects and reconnects with the updated symbol list.
      */
-    unsubscribe(symbols: string[]): void;
+    unsubscribe(symbols: string[]): Promise<void>;
+    /**
+     * Unsubscribes from all symbols.
+     *
+     * @remarks
+     * Since Tradier's streaming API doesn't support selective unsubscription,
+     * this method disconnects and reconnects without any symbols.
+     */
+    unsubscribeFromAll(): Promise<void>;
     /**
      * Returns whether the client is currently connected.
      */
@@ -251,6 +258,11 @@ export declare class TradierClient {
      * Attempts to reconnect with exponential backoff.
      */
     private attemptReconnect;
+    /**
+     * Reconnects with the current symbol list.
+     * Used for unsubscribe operations since Tradier doesn't support selective unsubscription.
+     */
+    private reconnectWithSymbols;
     /**
      * Handles incoming WebSocket messages.
      */

package/dist/client/brokers/TradierClient.js

@@ -33,11 +33,11 @@ class TradierClient {
     /**
      * Creates a new TradierClient instance.
      *
-     * @param authKey - Tradier API access token
+     * @param authToken - Tradier API auth token
      * @param options - Optional configuration options
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
-    constructor(authKey, options) {
+    constructor(authToken, options) {
         /** Current streaming session */
         this.streamSession = null;
         /** WebSocket connection */
@@ -77,7 +77,7 @@ class TradierClient {
         this.apiBaseUrl = 'https://api.tradier.com/v1';
         /** Tradier WebSocket URL */
         this.wsUrl = 'wss://ws.tradier.com/v1/markets/events';
-        this.authKey = authKey;
+        this.authToken = authToken;
         this.verbose = options?.verbose ?? false;
         // Initialize event listener maps
         this.eventListeners.set('tickerUpdate', new Set());
@@ -142,14 +142,29 @@ class TradierClient {
      * @param symbols - Array of symbols to unsubscribe from
      *
      * @remarks
-     * Note: Tradier's streaming API doesn't support unsubscription for individual
-     * symbols. This method removes them from local tracking. To fully unsubscribe,
-     * you would need to disconnect and reconnect with the new symbol list.
+     * Since Tradier's streaming API doesn't support selective unsubscription,
+     * this method disconnects and reconnects with the updated symbol list.
      */
-    unsubscribe(symbols) {
+    async unsubscribe(symbols) {
         symbols.forEach(s => this.subscribedSymbols.delete(s));
-        // Note: Tradier doesn't support selective unsubscribe
-        // Would need to reconnect with new symbol list for full effect
+        // If connected, reconnect with the new symbol list
+        if (this.connected) {
+            await this.reconnectWithSymbols();
+        }
+    }
+    /**
+     * Unsubscribes from all symbols.
+     *
+     * @remarks
+     * Since Tradier's streaming API doesn't support selective unsubscription,
+     * this method disconnects and reconnects without any symbols.
+     */
+    async unsubscribeFromAll() {
+        this.subscribedSymbols.clear();
+        // If connected, reconnect with empty symbol list
+        if (this.connected) {
+            await this.reconnectWithSymbols();
+        }
     }
     /**
      * Returns whether the client is currently connected.
@@ -176,7 +191,7 @@ class TradierClient {
             const response = await fetch(url, {
                 method: 'GET',
                 headers: {
-                    'Authorization': `Bearer ${this.authKey}`,
+                    'Authorization': `Bearer ${this.authToken}`,
                     'Accept': 'application/json',
                 },
             });
@@ -354,7 +369,7 @@ class TradierClient {
             const response = await fetch(`${this.apiBaseUrl}/markets/events/session`, {
                 method: 'POST',
                 headers: {
-                    'Authorization': `Bearer ${this.authKey}`,
+                    'Authorization': `Bearer ${this.authToken}`,
                     'Accept': 'application/json',
                 },
             });
@@ -431,6 +446,21 @@ class TradierClient {
             // Reconnect attempt failed, will try again via onclose
         }
     }
+    /**
+     * Reconnects with the current symbol list.
+     * Used for unsubscribe operations since Tradier doesn't support selective unsubscription.
+     */
+    async reconnectWithSymbols() {
+        if (this.verbose) {
+            console.log(`[Tradier:WS] Reconnecting with ${this.subscribedSymbols.size} symbols`);
+        }
+        // Disconnect cleanly
+        this.disconnect();
+        // Wait briefly to ensure clean disconnect
+        await this.sleep(100);
+        // Reconnect with current symbol list
+        await this.connect();
+    }
     /**
      * Handles incoming WebSocket messages.
      */

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@fullstackcraftllc/floe",
-  "version": "0.0.5",
+  "version": "0.0.7",
   "description": "Production-ready options analytics toolkit. Normalize broker data structures and calculate Black-Scholes, Greeks, and exposures with a clean, type-safe API. Built for trading platforms and fintech applications.",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",