@fullstackcraftllc/floe 0.0.8 → 0.0.10

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

@@ -1,4 +1,8 @@
-import { NormalizedOption, NormalizedTicker } from '../../types';
+import { NormalizedTicker } from '../../types';
+import { BaseBrokerClient, BaseBrokerClientOptions, AggressorSide, IntradayTrade, FlowSummary, BrokerClientEventType, BrokerEventListener } from './BaseBrokerClient';
+export { AggressorSide, IntradayTrade, FlowSummary };
+export type TradeStationClientEventType = BrokerClientEventType;
+export type TradeStationEventListener<T> = BrokerEventListener<T>;
 /**
  * TradeStation symbol details response
  */
@@ -23,38 +27,18 @@ interface TradeStationSymbolDetails {
     }>;
 }
 /**
- * Aggressor side of a trade
+ * TradeStation client configuration options
  */
-export type AggressorSide = 'buy' | 'sell' | 'unknown';
-/**
- * Intraday trade information with aggressor classification
- */
-export interface IntradayTrade {
-    /** OCC option symbol */
-    occSymbol: string;
-    /** Trade price */
-    price: number;
-    /** Trade size (number of contracts) */
-    size: number;
-    /** Bid at time of trade */
-    bid: number;
-    /** Ask at time of trade */
-    ask: number;
-    /** Aggressor side determined from price vs NBBO */
-    aggressorSide: AggressorSide;
-    /** Timestamp of the trade */
-    timestamp: number;
-    /** Estimated OI change */
-    estimatedOIChange: number;
+export interface TradeStationClientOptions extends BaseBrokerClientOptions {
+    /** TradeStation OAuth access token (required) */
+    accessToken: string;
+    /** OAuth refresh token for automatic token renewal */
+    refreshToken?: string;
+    /** Whether to use simulation environment (default: false) */
+    simulation?: boolean;
+    /** Callback when token is refreshed */
+    onTokenRefresh?: (newToken: string) => void;
 }
-/**
- * Event types emitted by TradeStationClient
- */
-type TradeStationClientEventType = 'tickerUpdate' | 'optionUpdate' | 'optionTrade' | 'connected' | 'disconnected' | 'error';
-/**
- * Event listener callback type
- */
-type TradeStationEventListener<T> = (data: T) => void;
 /**
  * TradeStationClient handles real-time streaming connections to the TradeStation API
  * via HTTP chunked transfer encoding.
@@ -82,7 +66,8 @@ type TradeStationEventListener<T> = (data: T) => void;
  * client.subscribe(['MSFT', 'AAPL']);
  * ```
  */
-export declare class TradeStationClient {
+export declare class TradeStationClient extends BaseBrokerClient {
+    protected readonly brokerName = "TradeStation";
     /** TradeStation OAuth access token */
     private accessToken;
     /** Connection state */
@@ -93,24 +78,6 @@ export declare class TradeStationClient {
     private subscribedOptions;
     /** Active AbortControllers for streams */
     private activeStreams;
-    /** Cached ticker data */
-    private tickerCache;
-    /** Cached option data */
-    private optionCache;
-    /** Base open interest from REST API */
-    private baseOpenInterest;
-    /** Cumulative estimated OI change from intraday trades */
-    private cumulativeOIChange;
-    /** History of intraday trades */
-    private intradayTrades;
-    /** Event listeners */
-    private eventListeners;
-    /** Reconnection attempt counter */
-    private reconnectAttempts;
-    /** Maximum reconnection attempts */
-    private readonly maxReconnectAttempts;
-    /** Reconnection delay in ms */
-    private readonly baseReconnectDelay;
     /** TradeStation API base URL */
     private readonly apiBaseUrl;
     /** Whether to use simulation environment */
@@ -119,8 +86,6 @@ export declare class TradeStationClient {
     private refreshToken;
     /** Token refresh callback */
     private onTokenRefresh;
-    /** Whether to log verbose debug information */
-    private readonly verbose;
     /**
      * Creates a new TradeStationClient instance.
      *
@@ -131,13 +96,7 @@ export declare class TradeStationClient {
      * @param options.onTokenRefresh - Callback when token is refreshed
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
-    constructor(options: {
-        accessToken: string;
-        refreshToken?: string;
-        simulation?: boolean;
-        onTokenRefresh?: (newToken: string) => void;
-        verbose?: boolean;
-    });
+    constructor(options: TradeStationClientOptions);
     /**
      * Establishes connection state for TradeStation streaming.
      *
@@ -219,52 +178,21 @@ export declare class TradeStationClient {
      * @returns Symbol details response
      */
     fetchSymbolDetails(symbols: string[]): Promise<TradeStationSymbolDetails>;
-    /**
-     * Returns cached option data for a symbol.
-     */
-    getOption(occSymbol: string): NormalizedOption | undefined;
-    /**
-     * Returns all cached options.
-     */
-    getAllOptions(): Map<string, NormalizedOption>;
-    /**
-     * Returns cached ticker data for a symbol.
-     */
-    getTicker(symbol: string): NormalizedTicker | undefined;
-    /**
-     * Returns all cached tickers.
-     */
-    getAllTickers(): Map<string, NormalizedTicker>;
-    /**
-     * Registers an event listener.
-     */
-    on<T>(event: TradeStationClientEventType, listener: TradeStationEventListener<T>): this;
-    /**
-     * Removes an event listener.
-     */
-    off<T>(event: TradeStationClientEventType, listener: TradeStationEventListener<T>): this;
-    /**
-     * Returns intraday trades for an option.
-     */
-    getIntradayTrades(occSymbol: string): IntradayTrade[];
-    /**
-     * Returns flow summary for an option.
-     */
-    getFlowSummary(occSymbol: string): {
-        buyVolume: number;
-        sellVolume: number;
-        unknownVolume: number;
-        netOIChange: number;
-        tradeCount: number;
-    };
-    /**
-     * Resets intraday tracking data.
-     */
-    resetIntradayData(occSymbols?: string[]): void;
     /**
      * Updates the access token (for token refresh scenarios).
      */
     updateAccessToken(newToken: string): void;
+    /**
+     * Fetches open interest and other static data for subscribed options.
+     *
+     * @param occSymbols - Array of OCC option symbols to fetch data for
+     *
+     * @remarks
+     * TradeStation provides open interest via the streaming option quotes.
+     * This method is a no-op placeholder to satisfy the abstract interface.
+     * OI data will be populated automatically through the streaming connection.
+     */
+    fetchOpenInterest(occSymbols: string[]): Promise<void>;
     /**
      * Gets authorization headers for API requests.
      */
@@ -334,32 +262,7 @@ export declare class TradeStationClient {
      */
     private toTradeStationOptionSymbol;
     /**
-     * Determines aggressor side from trade price vs NBBO.
-     */
-    private determineAggressorSide;
-    /**
-     * Calculates estimated OI change from trade.
-     */
-    private calculateOIChangeFromTrade;
-    /**
-     * Calculates live open interest.
-     */
-    private calculateLiveOpenInterest;
-    /**
-     * Checks if a symbol is an option symbol.
-     */
-    private isOptionSymbol;
-    /**
-     * Parses a numeric string value.
-     */
-    private parseNumber;
-    /**
-     * Emits an event to all listeners.
-     */
-    private emit;
-    /**
-     * Sleep utility.
+     * Checks if a symbol is an option symbol (TradeStation or OCC format).
      */
-    private sleep;
+    private isTradeStationOptionSymbol;
 }
-export {};

package/dist/client/brokers/TradeStationClient.js

@@ -2,16 +2,12 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.TradeStationClient = void 0;
 const occ_1 = require("../../utils/occ");
+const BaseBrokerClient_1 = require("./BaseBrokerClient");
 /**
  * Regex pattern to identify TradeStation option symbols
  * TradeStation uses space-padded format: "MSFT 220916C305"
  */
 const TS_OPTION_PATTERN = /^[A-Z]+\s+\d{6}[CP]\d+(\.\d+)?$/;
-/**
- * Regex pattern to identify OCC option symbols
- * Format: ROOT + YYMMDD + C/P + 8-digit strike
- */
-const OCC_OPTION_PATTERN = /^.{1,6}\d{6}[CP]\d{8}$/;
 /**
  * TradeStationClient handles real-time streaming connections to the TradeStation API
  * via HTTP chunked transfer encoding.
@@ -39,7 +35,7 @@ const OCC_OPTION_PATTERN = /^.{1,6}\d{6}[CP]\d{8}$/;
  * client.subscribe(['MSFT', 'AAPL']);
  * ```
  */
-class TradeStationClient {
+class TradeStationClient extends BaseBrokerClient_1.BaseBrokerClient {
     /**
      * Creates a new TradeStationClient instance.
      *
@@ -51,6 +47,8 @@ class TradeStationClient {
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
     constructor(options) {
+        super(options);
+        this.brokerName = 'TradeStation';
         /** Connection state */
         this.connected = false;
         /** Currently subscribed ticker symbols */
@@ -59,24 +57,6 @@ class TradeStationClient {
         this.subscribedOptions = new Set();
         /** Active AbortControllers for streams */
         this.activeStreams = new Map();
-        /** Cached ticker data */
-        this.tickerCache = new Map();
-        /** Cached option data */
-        this.optionCache = new Map();
-        /** Base open interest from REST API */
-        this.baseOpenInterest = new Map();
-        /** Cumulative estimated OI change from intraday trades */
-        this.cumulativeOIChange = new Map();
-        /** History of intraday trades */
-        this.intradayTrades = new Map();
-        /** Event listeners */
-        this.eventListeners = new Map();
-        /** Reconnection attempt counter */
-        this.reconnectAttempts = 0;
-        /** Maximum reconnection attempts */
-        this.maxReconnectAttempts = 5;
-        /** Reconnection delay in ms */
-        this.baseReconnectDelay = 1000;
         /** TradeStation API base URL */
         this.apiBaseUrl = 'https://api.tradestation.com/v3';
         /** Refresh token for token refresh */
@@ -87,14 +67,6 @@ class TradeStationClient {
         this.refreshToken = options.refreshToken ?? null;
         this.simulation = options.simulation ?? false;
         this.onTokenRefresh = options.onTokenRefresh ?? null;
-        this.verbose = options.verbose ?? false;
-        // Initialize event listener maps
-        this.eventListeners.set('tickerUpdate', new Set());
-        this.eventListeners.set('optionUpdate', new Set());
-        this.eventListeners.set('optionTrade', new Set());
-        this.eventListeners.set('connected', new Set());
-        this.eventListeners.set('disconnected', new Set());
-        this.eventListeners.set('error', new Set());
     }
     // ==================== Public API ====================
     /**
@@ -163,7 +135,7 @@ class TradeStationClient {
         const tickers = [];
         const options = [];
         for (const symbol of symbols) {
-            if (this.isOptionSymbol(symbol)) {
+            if (this.isTradeStationOptionSymbol(symbol)) {
                 options.push(symbol);
                 this.subscribedOptions.add(symbol);
             }
@@ -192,7 +164,7 @@ class TradeStationClient {
         const tickersToRemove = [];
         const optionsToRemove = [];
         for (const symbol of symbols) {
-            if (this.isOptionSymbol(symbol)) {
+            if (this.isTradeStationOptionSymbol(symbol)) {
                 this.subscribedOptions.delete(symbol);
                 optionsToRemove.push(symbol);
             }
@@ -340,100 +312,29 @@ class TradeStationClient {
         }
     }
     /**
-     * Returns cached option data for a symbol.
-     */
-    getOption(occSymbol) {
-        return this.optionCache.get(occSymbol);
-    }
-    /**
-     * Returns all cached options.
-     */
-    getAllOptions() {
-        return new Map(this.optionCache);
-    }
-    /**
-     * Returns cached ticker data for a symbol.
-     */
-    getTicker(symbol) {
-        return this.tickerCache.get(symbol);
-    }
-    /**
-     * Returns all cached tickers.
-     */
-    getAllTickers() {
-        return new Map(this.tickerCache);
-    }
-    /**
-     * Registers an event listener.
-     */
-    on(event, listener) {
-        const listeners = this.eventListeners.get(event);
-        if (listeners) {
-            listeners.add(listener);
-        }
-        return this;
-    }
-    /**
-     * Removes an event listener.
-     */
-    off(event, listener) {
-        const listeners = this.eventListeners.get(event);
-        if (listeners) {
-            listeners.delete(listener);
-        }
-        return this;
-    }
-    /**
-     * Returns intraday trades for an option.
-     */
-    getIntradayTrades(occSymbol) {
-        return this.intradayTrades.get(occSymbol) ?? [];
-    }
-    /**
-     * Returns flow summary for an option.
+     * Updates the access token (for token refresh scenarios).
      */
-    getFlowSummary(occSymbol) {
-        const trades = this.intradayTrades.get(occSymbol) ?? [];
-        let buyVolume = 0;
-        let sellVolume = 0;
-        let unknownVolume = 0;
-        for (const trade of trades) {
-            switch (trade.aggressorSide) {
-                case 'buy':
-                    buyVolume += trade.size;
-                    break;
-                case 'sell':
-                    sellVolume += trade.size;
-                    break;
-                case 'unknown':
-                    unknownVolume += trade.size;
-                    break;
-            }
-        }
-        return {
-            buyVolume,
-            sellVolume,
-            unknownVolume,
-            netOIChange: this.cumulativeOIChange.get(occSymbol) ?? 0,
-            tradeCount: trades.length,
-        };
+    updateAccessToken(newToken) {
+        this.accessToken = newToken;
     }
     /**
-     * Resets intraday tracking data.
+     * Fetches open interest and other static data for subscribed options.
+     *
+     * @param occSymbols - Array of OCC option symbols to fetch data for
+     *
+     * @remarks
+     * TradeStation provides open interest via the streaming option quotes.
+     * This method is a no-op placeholder to satisfy the abstract interface.
+     * OI data will be populated automatically through the streaming connection.
      */
-    resetIntradayData(occSymbols) {
-        const symbolsToReset = occSymbols ?? Array.from(this.intradayTrades.keys());
-        for (const symbol of symbolsToReset) {
-            this.intradayTrades.delete(symbol);
-            this.cumulativeOIChange.set(symbol, 0);
+    async fetchOpenInterest(occSymbols) {
+        // TradeStation provides OI through the option quote stream
+        // The subscribedOptions will receive OI data automatically
+        // This is a no-op to satisfy the abstract method requirement
+        if (this.verbose) {
+            console.log(`[TradeStation] fetchOpenInterest called for ${occSymbols.length} symbols - data comes via stream`);
         }
     }
-    /**
-     * Updates the access token (for token refresh scenarios).
-     */
-    updateAccessToken(newToken) {
-        this.accessToken = newToken;
-    }
     // ==================== Private Methods ====================
     /**
      * Gets authorization headers for API requests.
@@ -699,18 +600,18 @@ class TradeStationClient {
      * Normalizes TradeStation quote to NormalizedTicker.
      */
     normalizeQuote(quote) {
-        const bid = this.parseNumber(quote.Bid);
-        const ask = this.parseNumber(quote.Ask);
-        const last = this.parseNumber(quote.Last);
+        const bid = this.toNumber(quote.Bid);
+        const ask = this.toNumber(quote.Ask);
+        const last = this.toNumber(quote.Last);
         return {
             symbol: quote.Symbol,
             spot: bid > 0 && ask > 0 ? (bid + ask) / 2 : last,
             bid,
-            bidSize: this.parseNumber(quote.BidSize),
+            bidSize: this.toNumber(quote.BidSize),
             ask,
-            askSize: this.parseNumber(quote.AskSize),
+            askSize: this.toNumber(quote.AskSize),
             last,
-            volume: this.parseNumber(quote.Volume),
+            volume: this.toNumber(quote.Volume),
             timestamp: quote.TradeTime ? new Date(quote.TradeTime).getTime() : Date.now(),
         };
     }
@@ -739,9 +640,9 @@ class TradeStationClient {
                 strike: parseFloat(leg.StrikePrice),
             };
         }
-        const bid = this.parseNumber(data.Bid);
-        const ask = this.parseNumber(data.Ask);
-        const last = this.parseNumber(data.Last);
+        const bid = this.toNumber(data.Bid);
+        const ask = this.toNumber(data.Ask);
+        const last = this.toNumber(data.Last);
         const existingOI = this.baseOpenInterest.get(occSymbol) ?? 0;
         return {
             occSymbol,
@@ -759,7 +660,7 @@ class TradeStationClient {
             volume: data.Volume ?? 0,
             openInterest: data.DailyOpenInterest ?? leg.OpenInterest ?? existingOI,
             liveOpenInterest: this.calculateLiveOpenInterest(occSymbol),
-            impliedVolatility: this.parseNumber(data.ImpliedVolatility),
+            impliedVolatility: this.toNumber(data.ImpliedVolatility),
             timestamp: Date.now(),
         };
     }
@@ -772,7 +673,7 @@ class TradeStationClient {
         if (!tsSymbol)
             return null;
         // Already in OCC format?
-        if (OCC_OPTION_PATTERN.test(tsSymbol.replace(/\s+/g, ''))) {
+        if (BaseBrokerClient_1.OCC_OPTION_PATTERN.test(tsSymbol.replace(/\s+/g, ''))) {
             return tsSymbol.replace(/\s+/g, '');
         }
         // Parse TradeStation format
@@ -815,75 +716,10 @@ class TradeStationClient {
         }
     }
     /**
-     * Determines aggressor side from trade price vs NBBO.
-     */
-    determineAggressorSide(tradePrice, bid, ask) {
-        if (bid <= 0 || ask <= 0)
-            return 'unknown';
-        const spread = ask - bid;
-        const tolerance = spread > 0 ? spread * 0.001 : 0.001;
-        if (tradePrice >= ask - tolerance) {
-            return 'buy';
-        }
-        else if (tradePrice <= bid + tolerance) {
-            return 'sell';
-        }
-        return 'unknown';
-    }
-    /**
-     * Calculates estimated OI change from trade.
-     */
-    calculateOIChangeFromTrade(aggressorSide, size, _optionType) {
-        if (aggressorSide === 'unknown')
-            return 0;
-        return aggressorSide === 'buy' ? size : -size;
-    }
-    /**
-     * Calculates live open interest.
-     */
-    calculateLiveOpenInterest(occSymbol) {
-        const baseOI = this.baseOpenInterest.get(occSymbol) ?? 0;
-        const cumulativeChange = this.cumulativeOIChange.get(occSymbol) ?? 0;
-        return Math.max(0, baseOI + cumulativeChange);
-    }
-    /**
-     * Checks if a symbol is an option symbol.
-     */
-    isOptionSymbol(symbol) {
-        return TS_OPTION_PATTERN.test(symbol) || OCC_OPTION_PATTERN.test(symbol);
-    }
-    /**
-     * Parses a numeric string value.
-     */
-    parseNumber(value) {
-        if (value === undefined || value === null)
-            return 0;
-        if (typeof value === 'number')
-            return isNaN(value) ? 0 : value;
-        const num = parseFloat(value);
-        return isNaN(num) ? 0 : num;
-    }
-    /**
-     * Emits an event to all listeners.
-     */
-    emit(event, data) {
-        const listeners = this.eventListeners.get(event);
-        if (listeners) {
-            listeners.forEach(listener => {
-                try {
-                    listener(data);
-                }
-                catch (error) {
-                    console.error('Event listener error:', error);
-                }
-            });
-        }
-    }
-    /**
-     * Sleep utility.
+     * Checks if a symbol is an option symbol (TradeStation or OCC format).
      */
-    sleep(ms) {
-        return new Promise(resolve => setTimeout(resolve, ms));
+    isTradeStationOptionSymbol(symbol) {
+        return TS_OPTION_PATTERN.test(symbol) || BaseBrokerClient_1.OCC_OPTION_PATTERN.test(symbol);
     }
 }
 exports.TradeStationClient = TradeStationClient;