thetadatadx 7.3.0

package/README.md

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+# thetadatadx (Node.js / TypeScript)
+
+Node.js SDK for ThetaData market data, powered by the `thetadatadx` Rust crate via napi-rs.
+
+Every call goes through compiled Rust -- gRPC, protobuf, zstd, FIT decoding, and TCP streaming all happen at native speed. Node.js is just the interface.
+
+## Prerequisites
+
+- Node.js >= 18
+- Rust stable toolchain (for building from source)
+- `protoc` (Protocol Buffers compiler)
+
+## Build from source
+
+```bash
+cd sdks/typescript
+npm install
+npm run build          # release build -> thetadatadx.node
+```
+
+## Usage
+
+```js
+const { ThetaDataDx } = require('thetadatadx');
+
+// Connect (requires ThetaData credentials)
+const tdx = await ThetaDataDx.connect('user@example.com', 'password');
+// Or from file: const tdx = await ThetaDataDx.connectFromFile('creds.txt');
+
+// Historical: returns columnar object { close: number[], volume: number[], ... }
+const ohlc = tdx.stockHistoryOHLC('AAPL', '20240315', '60000');
+console.log(ohlc.close);
+
+// With timeout
+const snap = tdx.stockSnapshotQuote(['AAPL', 'MSFT'], null, null, 5000);
+
+// Streaming
+tdx.startStreaming();
+tdx.subscribeQuotes('AAPL');
+const event = tdx.nextEvent(1000); // poll with 1s timeout
+tdx.stopStreaming();
+```
+
+## TypeScript types
+
+Generated interfaces for every tick type live in `src/types.ts`:
+
+```ts
+import type { OhlcTickColumnar, GreeksTickColumnar } from 'thetadatadx/src/types';
+```
+
+Full type declarations for the `ThetaDataDx` class are in `index.d.ts` (auto-generated by napi-rs on build).
+
+## API reference
+
+All 61 endpoints from `endpoint_surface.toml` are exposed as camelCase methods on `ThetaDataDx`. See `index.d.ts` after building for the complete method list with JSDoc comments.
+
+## Docs
+
+- [Main project README](../../README.md)
+- [API reference](../../docs/api-reference.md)

package/index.js

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+// Local-build loader for the napi native addon.
+// After `npm run build`, the compiled .node binary lives next to this file.
+const { ThetaDataDx } = require('./thetadatadx.node');
+module.exports = { ThetaDataDx };
+module.exports.ThetaDataDx = ThetaDataDx;

package/package.json

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+{
+  "name": "thetadatadx",
+  "version": "7.3.0",
+  "description": "Native ThetaData SDK for Node.js — powered by Rust via napi-rs",
+  "license": "GPL-3.0-or-later",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/userFRM/ThetaDataDx"
+  },
+  "main": "index.js",
+  "types": "index.d.ts",
+  "napi": {
+    "name": "thetadatadx",
+    "triples": {}
+  },
+  "scripts": {
+    "build": "napi build --release",
+    "build:debug": "napi build",
+    "test": "node --test __tests__/basic.test.mjs"
+  },
+  "devDependencies": {
+    "@napi-rs/cli": "^2.18.0"
+  },
+  "engines": {
+    "node": ">= 18"
+  },
+  "files": [
+    "index.js",
+    "index.d.ts",
+    "src/types.ts"
+  ]
+}

package/src/types.ts

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+// @generated DO NOT EDIT — regenerated by build.rs from tick_schema.toml
+// TypeScript interfaces for columnar tick data returned by the native addon.
+// Each property is an array — one entry per tick row.
+
+/** Calendar day. Market open/close schedule. */
+export interface CalendarDayColumnar {
+  date: number[];
+  is_open: number[];
+  open_time: number[];
+  close_time: number[];
+  status: number[];
+}
+
+/** End-of-day tick. Full EOD snapshot with OHLC + quote. */
+export interface EodTickColumnar {
+  ms_of_day: number[];
+  ms_of_day2: number[];
+  open: number[];
+  high: number[];
+  low: number[];
+  close: number[];
+  volume: number[];
+  count: number[];
+  bid_size: number[];
+  bid_exchange: number[];
+  bid: number[];
+  bid_condition: number[];
+  ask_size: number[];
+  ask_exchange: number[];
+  ask: number[];
+  ask_condition: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Greeks tick. Full set of option greeks. */
+export interface GreeksTickColumnar {
+  ms_of_day: number[];
+  implied_volatility: number[];
+  delta: number[];
+  gamma: number[];
+  theta: number[];
+  vega: number[];
+  rho: number[];
+  iv_error: number[];
+  vanna: number[];
+  charm: number[];
+  vomma: number[];
+  veta: number[];
+  speed: number[];
+  zomma: number[];
+  color: number[];
+  ultima: number[];
+  d1: number[];
+  d2: number[];
+  dual_delta: number[];
+  dual_gamma: number[];
+  epsilon: number[];
+  lambda: number[];
+  vera: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Interest rate tick. End-of-day interest rate. */
+export interface InterestRateTickColumnar {
+  ms_of_day: number[];
+  rate: number[];
+  date: number[];
+}
+
+/** Implied volatility tick. */
+export interface IvTickColumnar {
+  ms_of_day: number[];
+  implied_volatility: number[];
+  iv_error: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Market value tick -- quoted bid/ask/price for a symbol. */
+export interface MarketValueTickColumnar {
+  ms_of_day: number[];
+  market_bid: number[];
+  market_ask: number[];
+  market_price: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** OHLC tick. Aggregated bar data. */
+export interface OhlcTickColumnar {
+  ms_of_day: number[];
+  open: number[];
+  high: number[];
+  low: number[];
+  close: number[];
+  volume: number[];
+  count: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Open interest tick. */
+export interface OpenInterestTickColumnar {
+  ms_of_day: number[];
+  open_interest: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Option contract. Contract specification. */
+export interface OptionContractColumnar {
+  root: string[];
+  expiration: number[];
+  strike: number[];
+  right: number[];
+}
+
+/** Price tick. Generic price data point. */
+export interface PriceTickColumnar {
+  ms_of_day: number[];
+  price: number[];
+  date: number[];
+}
+
+/** Quote tick. NBBO quote data. */
+export interface QuoteTickColumnar {
+  ms_of_day: number[];
+  bid_size: number[];
+  bid_exchange: number[];
+  bid: number[];
+  bid_condition: number[];
+  ask_size: number[];
+  ask_exchange: number[];
+  ask: number[];
+  ask_condition: number[];
+  date: number[];
+  midpoint: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Combined trade + quote tick. */
+export interface TradeQuoteTickColumnar {
+  ms_of_day: number[];
+  sequence: number[];
+  ext_condition1: number[];
+  ext_condition2: number[];
+  ext_condition3: number[];
+  ext_condition4: number[];
+  condition: number[];
+  size: number[];
+  exchange: number[];
+  price: number[];
+  condition_flags: number[];
+  price_flags: number[];
+  volume_type: number[];
+  records_back: number[];
+  quote_ms_of_day: number[];
+  bid_size: number[];
+  bid_exchange: number[];
+  bid: number[];
+  bid_condition: number[];
+  ask_size: number[];
+  ask_exchange: number[];
+  ask: number[];
+  ask_condition: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+
+/** Trade tick. Core unit of trade data. */
+export interface TradeTickColumnar {
+  ms_of_day: number[];
+  sequence: number[];
+  ext_condition1: number[];
+  ext_condition2: number[];
+  ext_condition3: number[];
+  ext_condition4: number[];
+  condition: number[];
+  size: number[];
+  exchange: number[];
+  price: number[];
+  condition_flags: number[];
+  price_flags: number[];
+  volume_type: number[];
+  records_back: number[];
+  date: number[];
+  expiration: number[];
+  strike: number[];
+  right: string[];
+}
+