@fullstackcraftllc/floe 0.0.8 → 0.0.10

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

@@ -1,29 +1,7 @@
-import { NormalizedOption } from '../../types';
-/**
- * Aggressor side of a trade - determined by comparing trade price to NBBO
- */
-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: +size for buy aggressor (new longs), -size for sell aggressor (closing longs/new shorts) */
-    estimatedOIChange: number;
-}
+import { BaseBrokerClient, BaseBrokerClientOptions, AggressorSide, IntradayTrade, FlowSummary, BrokerClientEventType, BrokerEventListener } from './BaseBrokerClient';
+export { AggressorSide, IntradayTrade, FlowSummary };
+export type TradierClientEventType = BrokerClientEventType;
+export type TradierEventListener<T> = BrokerEventListener<T>;
 /**
  * Tradier option chain item from REST API
  * GET /v1/markets/options/chains
@@ -78,13 +56,12 @@ interface TradierOptionChainItem {
     };
 }
 /**
- * Event types emitted by TradierClient
- */
-type TradierClientEventType = 'tickerUpdate' | 'optionUpdate' | 'optionTrade' | 'connected' | 'disconnected' | 'error';
-/**
- * Event listener callback type
+ * Tradier client configuration options
  */
-type TradierEventListener<T> = (data: T) => void;
+export interface TradierClientOptions extends BaseBrokerClientOptions {
+    /** Tradier API authentication token */
+    authToken: string;
+}
 /**
  * TradierClient handles real-time streaming connections to the Tradier API.
  *
@@ -95,7 +72,7 @@ type TradierEventListener<T> = (data: T) => void;
  *
  * @example
  * ```typescript
- * const client = new TradierClient('your-api-key');
+ * const client = new TradierClient({ authToken: 'your-api-key' });
  *
  * client.on('tickerUpdate', (ticker) => {
  *   console.log(`${ticker.symbol}: ${ticker.spot}`);
@@ -105,7 +82,8 @@ type TradierEventListener<T> = (data: T) => void;
  * client.subscribe(['QQQ', 'AAPL  240119C00500000']);
  * ```
  */
-export declare class TradierClient {
+export declare class TradierClient extends BaseBrokerClient {
+    protected readonly brokerName = "Tradier";
     /** Tradier API authentication token */
     private authToken;
     /** Current streaming session */
@@ -114,51 +92,18 @@ export declare class TradierClient {
     private ws;
     /** Connection state */
     private connected;
-    /** Currently subscribed symbols (tickers and options) */
-    private subscribedSymbols;
-    /** Cached ticker data (for merging quote and trade events) */
-    private tickerCache;
-    /** Cached option data (for merging quote and trade events) */
-    private optionCache;
-    /**
-     * Base open interest from REST API - used as t=0 reference for live OI calculation
-     * Key: OCC symbol, Value: open interest at start of day / time of fetch
-     */
-    private baseOpenInterest;
-    /**
-     * Cumulative estimated OI change from intraday trades
-     * Key: OCC symbol, Value: net estimated change (positive = more contracts opened)
-     */
-    private cumulativeOIChange;
-    /**
-     * History of intraday trades with aggressor classification
-     * Key: OCC symbol, Value: array of trades
-     */
-    private intradayTrades;
-    /** Event listeners */
-    private eventListeners;
-    /** Reconnection attempt counter */
-    private reconnectAttempts;
-    /** Maximum reconnection attempts */
-    private readonly maxReconnectAttempts;
-    /** Reconnection delay in ms (doubles with each attempt) */
-    private readonly baseReconnectDelay;
     /** Tradier API base URL */
     private readonly apiBaseUrl;
     /** Tradier WebSocket URL */
     private readonly wsUrl;
-    /** Whether to log verbose debug information */
-    private readonly verbose;
     /**
      * Creates a new TradierClient instance.
      *
-     * @param authToken - Tradier API auth token
-     * @param options - Optional configuration options
+     * @param options - Client configuration options
+     * @param options.authToken - Tradier API auth token (required)
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
-    constructor(authToken: string, options?: {
-        verbose?: boolean;
-    });
+    constructor(options: TradierClientOptions);
     /**
      * Establishes a streaming connection to Tradier.
      *
@@ -219,33 +164,6 @@ export declare class TradierClient {
      * This method groups options by underlying and expiration to minimize API calls.
      */
     fetchOpenInterest(occSymbols: string[]): Promise<void>;
-    /**
-     * Returns the cached option data for a symbol.
-     *
-     * @param occSymbol - OCC option symbol
-     * @returns Cached option data or undefined
-     */
-    getOption(occSymbol: string): NormalizedOption | undefined;
-    /**
-     * Returns all cached options.
-     *
-     * @returns Map of OCC symbols to option data
-     */
-    getAllOptions(): Map<string, NormalizedOption>;
-    /**
-     * Registers an event listener.
-     *
-     * @param event - Event type to listen for
-     * @param listener - Callback function
-     */
-    on<T>(event: TradierClientEventType, listener: TradierEventListener<T>): this;
-    /**
-     * Removes an event listener.
-     *
-     * @param event - Event type
-     * @param listener - Callback function to remove
-     */
-    off<T>(event: TradierClientEventType, listener: TradierEventListener<T>): this;
     /**
      * Creates a streaming session with Tradier API.
      */
@@ -304,108 +222,10 @@ export declare class TradierClient {
     /**
      * Updates option data from a timesale event.
      * Timesale events include bid/ask at the time of the trade, enabling aggressor side detection.
-     *
-     * This is the primary method for calculating live open interest:
-     * - Aggressor side is determined by comparing trade price to NBBO
-     * - Buy aggressor (lifting ask) typically indicates new long positions → OI increases
-     * - Sell aggressor (hitting bid) typically indicates closing longs or new shorts → OI decreases
      */
     private updateOptionFromTimesale;
-    /**
-     * Determines the aggressor side of a trade by comparing trade price to NBBO.
-     *
-     * @param tradePrice - The executed trade price
-     * @param bid - The bid price at time of trade
-     * @param ask - The ask price at time of trade
-     * @returns The aggressor side: 'buy' if lifting offer, 'sell' if hitting bid, 'unknown' if mid
-     *
-     * @remarks
-     * The aggressor is the party that initiated the trade by crossing the spread:
-     * - Buy aggressor: Buyer lifts the offer (trades at or above ask) → bullish intent
-     * - Sell aggressor: Seller hits the bid (trades at or below bid) → bearish intent
-     * - Unknown: Trade occurred mid-market (could be internalized, crossed, or negotiated)
-     */
-    private determineAggressorSide;
-    /**
-     * Calculates the estimated open interest change from a single trade.
-     *
-     * @param aggressorSide - The aggressor side of the trade
-     * @param size - Number of contracts traded
-     * @param optionType - Whether this is a call or put
-     * @returns Estimated OI change (positive = OI increase, negative = OI decrease)
-     *
-     * @remarks
-     * This uses a simplified heuristic based on typical market behavior:
-     *
-     * For CALLS:
-     * - Buy aggressor (lifting offer) → typically bullish, opening new longs → +OI
-     * - Sell aggressor (hitting bid) → typically closing longs or bearish new shorts → -OI
-     *
-     * For PUTS:
-     * - Buy aggressor (lifting offer) → typically bearish/hedging, opening new longs → +OI
-     * - Sell aggressor (hitting bid) → typically closing longs → -OI
-     *
-     * Note: This is an estimate. Without knowing if trades are opening or closing,
-     * we use aggressor side as a proxy. SpotGamma and similar providers use
-     * more sophisticated models that may incorporate position sizing, strike
-     * selection patterns, and other heuristics.
-     */
-    private calculateOIChangeFromTrade;
-    /**
-     * Calculates the live (intraday) open interest estimate for an option.
-     *
-     * @param occSymbol - OCC option symbol
-     * @returns Live OI estimate = base OI + cumulative estimated changes
-     *
-     * @remarks
-     * Live Open Interest = Base OI (from REST at t=0) + Cumulative OI Changes (from trades)
-     *
-     * This provides a real-time estimate of open interest that updates throughout
-     * the trading day as trades occur. The accuracy depends on:
-     * 1. The accuracy of aggressor side detection
-     * 2. The assumption that aggressors are typically opening new positions
-     *
-     * The official OI is only updated overnight by the OCC clearing house,
-     * so this estimate fills the gap during trading hours.
-     */
-    private calculateLiveOpenInterest;
-    /**
-     * Returns the intraday trades for an option with aggressor classification.
-     *
-     * @param occSymbol - OCC option symbol
-     * @returns Array of intraday trades, or empty array if none
-     */
-    getIntradayTrades(occSymbol: string): IntradayTrade[];
-    /**
-     * Returns summary statistics for intraday option flow.
-     *
-     * @param occSymbol - OCC option symbol
-     * @returns Object with buy/sell volume, net OI change, and trade count
-     */
-    getFlowSummary(occSymbol: string): {
-        buyVolume: number;
-        sellVolume: number;
-        unknownVolume: number;
-        netOIChange: number;
-        tradeCount: number;
-    };
-    /**
-     * Resets intraday tracking data. Call this at market open or when re-fetching base OI.
-     *
-     * @param occSymbols - Optional specific symbols to reset. If not provided, resets all.
-     */
-    resetIntradayData(occSymbols?: string[]): void;
     /**
      * Checks if a symbol is an OCC option symbol.
      */
-    private isOptionSymbol;
-    /**
-     * Emits an event to all registered listeners.
-     */
-    private emit;
-    /**
-     * Simple sleep utility.
-     */
-    private sleep;
+    private isTradierOptionSymbol;
 }
-export {};