opencandle 0.11.0 → 0.12.0

package/src/tools/market/stock-quote.ts

@@ -1,67 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import { getConfig } from "../../config.js";
-import { getGlobalQuote } from "../../providers/alpha-vantage.js";
-import { withFallback } from "../../providers/with-fallback.js";
-import { getQuote } from "../../providers/yahoo-finance.js";
-import type { StockQuote } from "../../types/market.js";
-
-const params = Type.Object({
-  symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, MSFT, TSLA)" }),
-});
-
-export const stockQuoteTool: AgentTool<typeof params, StockQuote> = {
-  name: "get_stock_quote",
-  label: "Stock Quote",
-  description:
-    "Get real-time stock price, volume, market cap, and 52-week range for a ticker symbol",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const symbol = args.symbol.toUpperCase();
-    const apiKey = getConfig().alphaVantageApiKey;
-
-    const entries = [
-      { provider: "yahoo" as const, fn: () => getQuote(symbol) },
-      ...(apiKey
-        ? [{ provider: "alphavantage" as const, fn: () => getGlobalQuote(symbol, apiKey) }]
-        : []),
-    ];
-
-    const result = await withFallback(entries);
-    if (result.status === "unavailable") {
-      return {
-        content: [
-          { type: "text", text: `⚠ Stock quote unavailable for ${symbol} (${result.reason}).` },
-        ],
-        details: null as any,
-      };
-    }
-    const quote = result.data;
-    const sign = quote.changePercent >= 0 ? "+" : "";
-
-    const week52 =
-      quote.week52High > 0 && quote.week52Low > 0
-        ? `$${quote.week52Low.toFixed(2)} - $${quote.week52High.toFixed(2)}`
-        : "N/A";
-    const marketCapStr = quote.marketCap > 0 ? `$${formatLargeNumber(quote.marketCap)}` : "N/A";
-
-    const text = [
-      `${quote.symbol}: $${quote.price.toFixed(2)} (${sign}${quote.changePercent.toFixed(2)}%)`,
-      `Open: $${quote.open.toFixed(2)} | High: $${quote.high.toFixed(2)} | Low: $${quote.low.toFixed(2)}`,
-      `Volume: ${quote.volume.toLocaleString()} | Market Cap: ${marketCapStr}`,
-      `52W Range: ${week52}`,
-    ].join("\n");
-
-    const prefix = result.stale
-      ? `⚠ Using cached quote from ${result.timestamp} (provider rate limited)\n`
-      : "";
-    return { content: [{ type: "text", text: prefix + text }], details: quote };
-  },
-};
-
-function formatLargeNumber(n: number): string {
-  if (n >= 1e12) return `${(n / 1e12).toFixed(2)}T`;
-  if (n >= 1e9) return `${(n / 1e9).toFixed(2)}B`;
-  if (n >= 1e6) return `${(n / 1e6).toFixed(2)}M`;
-  return n.toLocaleString();
-}

package/src/tools/options/greeks.ts

@@ -1,81 +0,0 @@
-import type { Greeks } from "../../types/options.js";
-
-interface GreeksInput {
-  type: "call" | "put";
-  spot: number; // underlying price
-  strike: number; // strike price
-  timeYears: number; // time to expiration in years
-  iv: number; // implied volatility (e.g. 0.30 for 30%)
-  riskFreeRate: number; // risk-free rate (e.g. 0.05 for 5%)
-}
-
-/**
- * Compute option Greeks using the Black-Scholes model.
- */
-export function computeGreeks(input: GreeksInput): Greeks {
-  const { type, spot, strike, timeYears, iv, riskFreeRate: r } = input;
-
-  // At expiration: return intrinsic values
-  if (timeYears <= 0) {
-    const isCall = type === "call";
-    const itm = isCall ? spot >= strike : spot <= strike;
-    return {
-      delta: itm ? (isCall ? 1 : -1) : 0,
-      gamma: 0,
-      theta: 0,
-      vega: 0,
-      rho: 0,
-    };
-  }
-
-  const sqrtT = Math.sqrt(timeYears);
-  const d1 = (Math.log(spot / strike) + (r + (iv * iv) / 2) * timeYears) / (iv * sqrtT);
-  const d2 = d1 - iv * sqrtT;
-
-  const nd1 = cdf(d1);
-  const nd2 = cdf(d2);
-  const npd1 = pdf(d1);
-
-  const expRT = Math.exp(-r * timeYears);
-
-  if (type === "call") {
-    return {
-      delta: nd1,
-      gamma: npd1 / (spot * iv * sqrtT),
-      theta: (-(spot * npd1 * iv) / (2 * sqrtT) - r * strike * expRT * nd2) / 365,
-      vega: (spot * npd1 * sqrtT) / 100, // per 1% change in IV
-      rho: (strike * timeYears * expRT * nd2) / 100, // per 1% change in rate
-    };
-  } else {
-    const nMinusD2 = cdf(-d2);
-    return {
-      delta: nd1 - 1,
-      gamma: npd1 / (spot * iv * sqrtT),
-      theta: (-(spot * npd1 * iv) / (2 * sqrtT) + r * strike * expRT * nMinusD2) / 365,
-      vega: (spot * npd1 * sqrtT) / 100,
-      rho: -(strike * timeYears * expRT * nMinusD2) / 100,
-    };
-  }
-}
-
-/** Standard normal cumulative distribution function */
-function cdf(x: number): number {
-  // Abramowitz and Stegun approximation 26.2.17
-  const a1 = 0.254829592;
-  const a2 = -0.284496736;
-  const a3 = 1.421413741;
-  const a4 = -1.453152027;
-  const a5 = 1.061405429;
-  const p = 0.3275911;
-
-  const sign = x < 0 ? -1 : 1;
-  const absX = Math.abs(x);
-  const t = 1 / (1 + p * absX);
-  const y = 1 - ((((a5 * t + a4) * t + a3) * t + a2) * t + a1) * t * Math.exp((-absX * absX) / 2);
-  return 0.5 * (1 + sign * y);
-}
-
-/** Standard normal probability density function */
-function pdf(x: number): number {
-  return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);
-}

package/src/tools/options/option-chain.ts

@@ -1,120 +0,0 @@
-import type { AgentTool } from "@earendil-works/pi-agent-core";
-import { Type } from "@sinclair/typebox";
-import { wrapProvider } from "../../providers/wrap-provider.js";
-import { getOptionsChain } from "../../providers/yahoo-finance.js";
-import type { OptionContract, OptionsChain } from "../../types/options.js";
-
-const params = Type.Object({
-  symbol: Type.String({ description: "Stock ticker symbol (e.g. AAPL, TSLA, SPY, MSFT)" }),
-  expiration: Type.Optional(
-    Type.String({
-      pattern: "^\\d{4}-\\d{2}-\\d{2}$",
-      description: "Expiration date as YYYY-MM-DD. If omitted, uses the nearest expiration.",
-    }),
-  ),
-  type: Type.Optional(
-    Type.Union(
-      [Type.Literal("call"), Type.Literal("put"), Type.Literal("CALL"), Type.Literal("PUT")],
-      {
-        description: "Filter by option type. Omit for both calls and puts.",
-      },
-    ),
-  ),
-});
-
-export const optionChainTool: AgentTool<typeof params, OptionsChain> = {
-  name: "get_option_chain",
-  label: "Options Chain",
-  description:
-    "Get the full options chain for a stock with strikes, bids, asks, volume, open interest, implied volatility, and computed Greeks (Delta, Gamma, Theta, Vega, Rho via Black-Scholes). No API key required.",
-  parameters: params,
-  async execute(_toolCallId, args) {
-    const symbol = args.symbol.toUpperCase();
-    const normalizedType = args.type?.toLowerCase();
-    const expirationTs = args.expiration ? parseExpiration(args.expiration) : undefined;
-
-    const result = await wrapProvider("yahoo", () => getOptionsChain(symbol, expirationTs));
-    if (result.status === "unavailable") {
-      return {
-        content: [
-          { type: "text", text: `⚠ Options chain unavailable for ${symbol} (${result.reason}).` },
-        ],
-        details: null as any,
-      };
-    }
-    const chain = result.data;
-
-    const lines: string[] = [
-      `**${chain.symbol} Options Chain** — Expiry: ${chain.expirationDate}`,
-      `Underlying: $${chain.underlyingPrice.toFixed(2)}`,
-      `Quote status: ${chain.quoteStatus.marketSession} / ${chain.quoteStatus.bidAskState}`,
-      "Option bid/ask and last prices are quoted per share; multiply by 100 for one standard contract premium.",
-      ...(chain.quoteStatus.warning
-        ? [
-            `⚠ ${chain.quoteStatus.warning} do not treat zero bid/ask as confirmed live illiquidity without broker verification; do not stop at the stale quote caveat. Disclose the gap, avoid naming tradable live premiums, and finish the strategy explanation with mechanics, assignment outcomes, labeled hypotheticals, and what live broker quotes would change.`,
-          ]
-        : []),
-      `Available expirations: ${formatAvailableExpirations(chain.expirationDates)}`,
-      "",
-    ];
-
-    const showCalls = !normalizedType || normalizedType === "call";
-    const showPuts = !normalizedType || normalizedType === "put";
-
-    if (showCalls && chain.calls.length > 0) {
-      lines.push(
-        `**CALLS** (${chain.calls.length} contracts, volume: ${chain.totalCallVolume.toLocaleString()})`,
-      );
-      lines.push(
-        "Strike | Bid/Ask (per share) | Last (per share) | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho",
-      );
-      const topCalls = sortByVolume(chain.calls).slice(0, 10);
-      for (const c of topCalls) {
-        lines.push(formatContract(c));
-      }
-      lines.push("");
-    }
-
-    if (showPuts && chain.puts.length > 0) {
-      lines.push(
-        `**PUTS** (${chain.puts.length} contracts, volume: ${chain.totalPutVolume.toLocaleString()})`,
-      );
-      lines.push(
-        "Strike | Bid/Ask (per share) | Last (per share) | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho",
-      );
-      const topPuts = sortByVolume(chain.puts).slice(0, 10);
-      for (const c of topPuts) {
-        lines.push(formatContract(c));
-      }
-      lines.push("");
-    }
-
-    lines.push(`Put/Call Ratio: ${chain.putCallRatio.toFixed(2)}`);
-
-    return { content: [{ type: "text", text: lines.join("\n") }], details: chain };
-  },
-};
-
-function parseExpiration(expiration: string): number {
-  if (!/^\d{4}-\d{2}-\d{2}$/.test(expiration)) {
-    throw new Error("expiration must be a valid YYYY-MM-DD date.");
-  }
-  const parsed = new Date(`${expiration}T00:00:00.000Z`);
-  if (Number.isNaN(parsed.getTime()) || parsed.toISOString().slice(0, 10) !== expiration) {
-    throw new Error("expiration must be a valid YYYY-MM-DD date.");
-  }
-  return Math.floor(parsed.getTime() / 1000);
-}
-
-function sortByVolume(contracts: OptionContract[]): OptionContract[] {
-  return [...contracts].sort((a, b) => b.volume - a.volume);
-}
-
-function formatAvailableExpirations(expirationDates: string[]): string {
-  return expirationDates.join(", ");
-}
-
-function formatContract(c: OptionContract): string {
-  const itm = c.inTheMoney ? "*" : " ";
-  return `${itm}$${c.strike.toFixed(2)} | $${c.bid.toFixed(2)}/$${c.ask.toFixed(2)} | $${c.lastPrice.toFixed(2)} | ${c.volume} | ${c.openInterest} | ${(c.impliedVolatility * 100).toFixed(1)}% | ${c.greeks.delta.toFixed(3)} | ${c.greeks.gamma.toFixed(3)} | ${c.greeks.theta.toFixed(3)} | ${c.greeks.vega.toFixed(3)} | ${c.greeks.rho.toFixed(3)}`;
-}