@fullstackcraftllc/floe 0.0.8 → 0.0.9

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

@@ -1,4 +1,5 @@
-import { NormalizedOption } from '../../types';
+import { BaseBrokerClient, BaseBrokerClientOptions, AggressorSide, IntradayTrade, FlowSummary } from './BaseBrokerClient';
+export type { AggressorSide, IntradayTrade, FlowSummary };
 /**
  * Schwab option chain response
  */
@@ -104,38 +105,12 @@ interface SchwabOptionContract {
     mini: boolean;
 }
 /**
- * Aggressor side of a trade
+ * Schwab 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 SchwabClientOptions extends BaseBrokerClientOptions {
+    /** Schwab OAuth access token (required) */
+    accessToken: string;
 }
-/**
- * Event types emitted by SchwabClient
- */
-type SchwabClientEventType = 'tickerUpdate' | 'optionUpdate' | 'optionTrade' | 'connected' | 'disconnected' | 'error';
-/**
- * Event listener callback type
- */
-type SchwabEventListener<T> = (data: T) => void;
 /**
  * SchwabClient handles real-time streaming connections to the Charles Schwab API
  * via WebSockets.
@@ -165,7 +140,8 @@ type SchwabEventListener<T> = (data: T) => void;
  * client.subscribe(['SPY', 'SPY   240517C00500000']); // Equity and option
  * ```
  */
-export declare class SchwabClient {
+export declare class SchwabClient extends BaseBrokerClient {
+    protected readonly brokerName = "Schwab";
     /** Schwab OAuth access token */
     private accessToken;
     /** WebSocket connection */
@@ -182,36 +158,14 @@ export declare class SchwabClient {
     private streamSocketUrl;
     /** Request ID counter */
     private requestId;
-    /** Currently subscribed symbols */
-    private subscribedSymbols;
     /** Map from Schwab symbol to OCC symbol */
     private schwabToOccMap;
     /** Map from OCC symbol to Schwab symbol */
     private occToSchwabMap;
-    /** 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;
     /** Keepalive interval handle */
     private keepaliveInterval;
     /** Schwab API base URL */
     private readonly apiBaseUrl;
-    /** Whether to log verbose debug information */
-    private readonly verbose;
     /**
      * Creates a new SchwabClient instance.
      *
@@ -219,10 +173,7 @@ export declare class SchwabClient {
      * @param options.accessToken - Schwab OAuth access token (required)
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
-    constructor(options: {
-        accessToken: string;
-        verbose?: boolean;
-    });
+    constructor(options: SchwabClientOptions);
     /**
      * Establishes a streaming connection to Schwab.
      *
@@ -280,40 +231,6 @@ export declare class SchwabClient {
      * @param occSymbols - Array of OCC option symbols to fetch data for
      */
     fetchOpenInterest(occSymbols: string[]): Promise<void>;
-    /**
-     * Returns cached option data for a symbol.
-     */
-    getOption(occSymbol: string): NormalizedOption | undefined;
-    /**
-     * Returns all cached options.
-     */
-    getAllOptions(): Map<string, NormalizedOption>;
-    /**
-     * Registers an event listener.
-     */
-    on<T>(event: SchwabClientEventType, listener: SchwabEventListener<T>): this;
-    /**
-     * Removes an event listener.
-     */
-    off<T>(event: SchwabClientEventType, listener: SchwabEventListener<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;
     /**
      * Gets user preferences containing streaming info from Schwab.
      */
@@ -388,10 +305,6 @@ export declare class SchwabClient {
      * This provides depth of market which can indicate intraday activity.
      */
     private handleOptionsBook;
-    /**
-     * Records a trade and updates OI tracking.
-     */
-    private recordTrade;
     /**
      * Processes a contract from the option chain response.
      */
@@ -400,36 +313,19 @@ export declare class SchwabClient {
      * Starts keepalive interval.
      */
     private startKeepalive;
-    /**
-     * Determines aggressor side from trade price vs NBBO.
-     */
-    private determineAggressorSide;
-    /**
-     * Calculates estimated OI change from trade.
-     */
-    private calculateOIChangeFromTrade;
-    /**
-     * Calculates live open interest.
-     */
-    private calculateLiveOpenInterest;
     /**
      * Converts Schwab option symbol to OCC format.
      * Schwab format: "AAPL  240517C00170000" (6-char padded underlying)
      */
     private schwabToOcc;
-    /**
-     * Normalizes an OCC symbol to consistent format.
-     * Removes extra spaces, ensures proper formatting.
-     */
-    private normalizeOccSymbol;
     /**
      * Converts OCC symbol to Schwab format (space-padded).
      */
     private toSchwabOptionSymbol;
     /**
-     * Checks if symbol is an option symbol.
+     * Checks if symbol is an option symbol (Schwab format allows spaces).
      */
-    private isOptionSymbol;
+    private isSchwabOptionSymbol;
     /**
      * Attempts to reconnect with exponential backoff.
      */
@@ -438,17 +334,4 @@ export declare class SchwabClient {
      * Sends a message to the WebSocket.
      */
     private sendMessage;
-    /**
-     * Emits an event to all listeners.
-     */
-    private emit;
-    /**
-     * Converts value to number, handling NaN and null.
-     */
-    private toNumber;
-    /**
-     * Sleep utility.
-     */
-    private sleep;
 }
-export {};

package/dist/client/brokers/SchwabClient.js

@@ -2,6 +2,7 @@
 Object.defineProperty(exports, "__esModule", { value: true });
 exports.SchwabClient = void 0;
 const occ_1 = require("../../utils/occ");
+const BaseBrokerClient_1 = require("./BaseBrokerClient");
 /**
  * Schwab streaming field enums for LEVELONE_OPTIONS
  */
@@ -78,7 +79,7 @@ var OptionsBookFields;
  * Regex pattern to identify OCC option symbols
  * Schwab uses space-padded format: "AAPL  240517C00170000"
  */
-const OCC_OPTION_PATTERN = /^.{1,6}\s*\d{6}[CP]\d{8}$/;
+const SCHWAB_OCC_OPTION_PATTERN = /^.{1,6}\s*\d{6}[CP]\d{8}$/;
 /**
  * SchwabClient handles real-time streaming connections to the Charles Schwab API
  * via WebSockets.
@@ -108,7 +109,7 @@ const OCC_OPTION_PATTERN = /^.{1,6}\s*\d{6}[CP]\d{8}$/;
  * client.subscribe(['SPY', 'SPY   240517C00500000']); // Equity and option
  * ```
  */
-class SchwabClient {
+class SchwabClient extends BaseBrokerClient_1.BaseBrokerClient {
     /**
      * Creates a new SchwabClient instance.
      *
@@ -117,6 +118,8 @@ class SchwabClient {
      * @param options.verbose - Whether to log verbose debug information (default: false)
      */
     constructor(options) {
+        super(options);
+        this.brokerName = 'Schwab';
         /** WebSocket connection */
         this.ws = null;
         /** Connection state */
@@ -131,43 +134,15 @@ class SchwabClient {
         this.streamSocketUrl = null;
         /** Request ID counter */
         this.requestId = 0;
-        /** Currently subscribed symbols */
-        this.subscribedSymbols = new Set();
         /** Map from Schwab symbol to OCC symbol */
         this.schwabToOccMap = new Map();
         /** Map from OCC symbol to Schwab symbol */
         this.occToSchwabMap = 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;
         /** Keepalive interval handle */
         this.keepaliveInterval = null;
         /** Schwab API base URL */
         this.apiBaseUrl = 'https://api.schwabapi.com';
         this.accessToken = options.accessToken;
-        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 ====================
     /**
@@ -233,7 +208,7 @@ class SchwabClient {
         const tickers = [];
         const options = [];
         for (const symbol of symbols) {
-            if (this.isOptionSymbol(symbol)) {
+            if (this.isSchwabOptionSymbol(symbol)) {
                 options.push(this.toSchwabOptionSymbol(symbol));
             }
             else {
@@ -261,7 +236,7 @@ class SchwabClient {
         const tickers = [];
         const options = [];
         for (const symbol of symbols) {
-            if (this.isOptionSymbol(symbol)) {
+            if (this.isSchwabOptionSymbol(symbol)) {
                 options.push(this.toSchwabOptionSymbol(symbol));
             }
             else {
@@ -281,7 +256,7 @@ class SchwabClient {
      */
     unsubscribeFromAll() {
         const allSymbols = Array.from(this.subscribedSymbols);
-        const allOptionSymbols = allSymbols.filter(s => this.isOptionSymbol(s)).map(s => this.toSchwabOptionSymbol(s));
+        const allOptionSymbols = allSymbols.filter(s => this.isSchwabOptionSymbol(s)).map(s => this.toSchwabOptionSymbol(s));
         this.subscribedSymbols.clear();
         // unsub from all equities
         if (allSymbols.length > 0) {
@@ -395,101 +370,41 @@ class SchwabClient {
         });
         await Promise.all(fetchPromises);
     }
-    /**
-     * Returns cached option data for a symbol.
-     */
-    getOption(occSymbol) {
-        return this.optionCache.get(this.normalizeOccSymbol(occSymbol));
-    }
-    /**
-     * Returns all cached options.
-     */
-    getAllOptions() {
-        return new Map(this.optionCache);
-    }
-    /**
-     * 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(this.normalizeOccSymbol(occSymbol)) ?? [];
-    }
-    /**
-     * Returns flow summary for an option.
-     */
-    getFlowSummary(occSymbol) {
-        const normalizedSymbol = this.normalizeOccSymbol(occSymbol);
-        const trades = this.intradayTrades.get(normalizedSymbol) ?? [];
-        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(normalizedSymbol) ?? 0,
-            tradeCount: trades.length,
-        };
-    }
-    /**
-     * Resets intraday tracking data.
-     */
-    resetIntradayData(occSymbols) {
-        const symbolsToReset = occSymbols?.map(s => this.normalizeOccSymbol(s))
-            ?? Array.from(this.intradayTrades.keys());
-        for (const symbol of symbolsToReset) {
-            this.intradayTrades.delete(symbol);
-            this.cumulativeOIChange.set(symbol, 0);
-        }
-    }
     // ==================== Private Methods ====================
     /**
      * Gets user preferences containing streaming info from Schwab.
      */
     async getUserPreferences() {
         try {
-            const response = await fetch(`${this.apiBaseUrl}/trader/v1/userPreference`, {
+            const url = `${this.apiBaseUrl}/trader/v1/userPreference`;
+            const headers = this.getAuthHeaders();
+            const authHeader = (headers['Authorization'] ?? headers['authorization'] ?? '');
+            const maskedAuth = typeof authHeader === 'string' && authHeader.length > 12 ? `${authHeader.slice(0, 12)}...` : authHeader;
+            if (this.verbose) {
+                console.debug('[Schwab] GET userPreference', url, { maskedAuthorization: maskedAuth, headerKeys: Object.keys(headers) });
+            }
+            const response = await fetch(url, {
                 method: 'GET',
-                headers: this.getAuthHeaders(),
+                headers,
             });
+            const text = await response.text();
             if (!response.ok) {
-                const errorText = await response.text();
-                this.emit('error', new Error(`Failed to get user preferences: ${response.statusText} - ${errorText}`));
+                if (this.verbose) {
+                    console.error('[Schwab] userPreference failed', response.status, response.statusText, text);
+                }
+                let parsed = text;
+                try {
+                    parsed = JSON.parse(text);
+                }
+                catch { }
+                this.emit('error', new Error(`Failed to get user preferences: ${response.status} ${response.statusText} - ${typeof parsed === 'string' ? parsed : JSON.stringify(parsed)}`));
                 return null;
             }
-            return await response.json();
+            const json = JSON.parse(text);
+            if (this.verbose) {
+                console.debug('[Schwab] userPreference success', json);
+            }
+            return json;
         }
         catch (error) {
             this.emit('error', error instanceof Error ? error : new Error(String(error)));
@@ -828,46 +743,6 @@ class SchwabClient {
         this.optionCache.set(occSymbol, existing);
         this.emit('optionUpdate', existing);
     }
-    /**
-     * Records a trade and updates OI tracking.
-     */
-    recordTrade(occSymbol, price, size, bid, ask, timestamp) {
-        const aggressorSide = this.determineAggressorSide(price, bid, ask);
-        // Get option type for OI calculation
-        let optionType = 'call';
-        try {
-            const parsed = (0, occ_1.parseOCCSymbol)(occSymbol);
-            optionType = parsed.optionType;
-        }
-        catch {
-            const existing = this.optionCache.get(occSymbol);
-            if (existing)
-                optionType = existing.optionType;
-        }
-        const estimatedOIChange = this.calculateOIChangeFromTrade(aggressorSide, size, optionType);
-        const currentChange = this.cumulativeOIChange.get(occSymbol) ?? 0;
-        this.cumulativeOIChange.set(occSymbol, currentChange + estimatedOIChange);
-        if (this.verbose && estimatedOIChange !== 0) {
-            const baseOI = this.baseOpenInterest.get(occSymbol) ?? 0;
-            const newLiveOI = Math.max(0, baseOI + currentChange + estimatedOIChange);
-            console.log(`[Schwab:OI] ${occSymbol} trade: price=${price.toFixed(2)}, size=${size}, aggressor=${aggressorSide}, OI change=${estimatedOIChange > 0 ? '+' : ''}${estimatedOIChange}, liveOI=${newLiveOI} (base=${baseOI}, cumulative=${currentChange + estimatedOIChange})`);
-        }
-        const trade = {
-            occSymbol,
-            price,
-            size,
-            bid,
-            ask,
-            aggressorSide,
-            timestamp,
-            estimatedOIChange,
-        };
-        if (!this.intradayTrades.has(occSymbol)) {
-            this.intradayTrades.set(occSymbol, []);
-        }
-        this.intradayTrades.get(occSymbol).push(trade);
-        this.emit('optionTrade', trade);
-    }
     /**
      * Processes a contract from the option chain response.
      */
@@ -930,38 +805,6 @@ class SchwabClient {
             }
         }, 60000); // Every 60 seconds
     }
-    /**
-     * 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);
-    }
     /**
      * Converts Schwab option symbol to OCC format.
      * Schwab format: "AAPL  240517C00170000" (6-char padded underlying)
@@ -975,20 +818,6 @@ class SchwabClient {
         // Just normalize by removing extra spaces and ensuring proper padding
         return this.normalizeOccSymbol(schwabSymbol);
     }
-    /**
-     * Normalizes an OCC symbol to consistent format.
-     * Removes extra spaces, ensures proper formatting.
-     */
-    normalizeOccSymbol(symbol) {
-        // Remove all spaces and reformat
-        const stripped = symbol.replace(/\s+/g, '');
-        // Match the parts: ROOT + YYMMDD + C/P + 8-digit strike
-        const match = stripped.match(/^([A-Z]+)(\d{6})([CP])(\d{8})$/);
-        if (match) {
-            return `${match[1]}${match[2]}${match[3]}${match[4]}`;
-        }
-        return stripped;
-    }
     /**
      * Converts OCC symbol to Schwab format (space-padded).
      */
@@ -1009,10 +838,10 @@ class SchwabClient {
         return occSymbol;
     }
     /**
-     * Checks if symbol is an option symbol.
+     * Checks if symbol is an option symbol (Schwab format allows spaces).
      */
-    isOptionSymbol(symbol) {
-        return OCC_OPTION_PATTERN.test(symbol) || /\d{6}[CP]\d{8}/.test(symbol.replace(/\s+/g, ''));
+    isSchwabOptionSymbol(symbol) {
+        return SCHWAB_OCC_OPTION_PATTERN.test(symbol) || /\d{6}[CP]\d{8}/.test(symbol.replace(/\s+/g, ''));
     }
     /**
      * Attempts to reconnect with exponential backoff.
@@ -1023,10 +852,8 @@ class SchwabClient {
             return;
         }
         this.reconnectAttempts++;
-        const delay = this.baseReconnectDelay * Math.pow(2, this.reconnectAttempts - 1);
-        if (this.verbose) {
-            console.log(`[Schwab:WS] Reconnection attempt ${this.reconnectAttempts}/${this.maxReconnectAttempts} in ${delay}ms`);
-        }
+        const delay = this.getReconnectDelay();
+        this.log(`Reconnection attempt ${this.reconnectAttempts}/${this.maxReconnectAttempts} in ${delay}ms`);
         await this.sleep(delay);
         try {
             await this.connect();
@@ -1043,41 +870,5 @@ class SchwabClient {
             this.ws.send(JSON.stringify(message));
         }
     }
-    /**
-     * 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);
-                }
-            });
-        }
-    }
-    /**
-     * Converts value to number, handling NaN and null.
-     */
-    toNumber(value) {
-        if (value === null || value === undefined)
-            return 0;
-        if (typeof value === 'number')
-            return isNaN(value) ? 0 : value;
-        if (typeof value === 'string') {
-            const num = parseFloat(value);
-            return isNaN(num) ? 0 : num;
-        }
-        return 0;
-    }
-    /**
-     * Sleep utility.
-     */
-    sleep(ms) {
-        return new Promise(resolve => setTimeout(resolve, ms));
-    }
 }
 exports.SchwabClient = SchwabClient;