tradeblocks-mcp 3.0.0-beta.1 → 3.0.0-beta.2

package/dist/{chunk-LYN3NRIP.js → chunk-JBD3XSOA.js}

@@ -1831,6 +1831,27 @@ async function fetchSymbolHistoryRows(ticker, from, to, assetClass, endpoint, in
   }
   return rows;
 }
+function isThetaWildcardServerError(err) {
+  const message = err instanceof Error ? err.message : String(err);
+  return message.startsWith("ThetaData 500 ");
+}
+async function listExpirationsForRoot(root, date, env = process.env) {
+  const rows = await requestThetaArray(
+    "/v3/option/list/contracts/quote",
+    { symbol: root, date: compactDate(date), format: "json" },
+    env
+  );
+  const expirations = /* @__PURE__ */ new Set();
+  for (const row of rows) {
+    const exp = String(row.expiration ?? "").trim();
+    if (exp) expirations.add(exp);
+  }
+  return [...expirations].sort();
+}
+function bulkQuoteRootsForUnderlying(underlying) {
+  const upper = underlying.toUpperCase();
+  return upper === "SPX" ? ["SPX", "SPXW"] : [upper];
+}
 var ThetaDataProvider = class {
   name = "thetadata";
   capabilities() {
@@ -1898,13 +1919,16 @@ var ThetaDataProvider = class {
    * Yields rows in **chunks** (`BULK_YIELD_CHUNK`) rather than one-by-one —
    * per-row yield/await overhead dominated the runtime at 5M+ rows when tested.
    *
-   * Wildcard failures (500/471/571 mid-stream) surface as thrown errors — the
-   * ingestor decides whether to fall back to per-ticker or abort.
+   * Wildcard 500s (ThetaTerminal NPE on specific historical dates) trigger an
+   * in-producer fallback: enumerate expirations via the contract-list endpoint,
+   * then stream each expiration individually with `strike=*`. Other errors
+   * (471/571/mid-stream failures) still surface as thrown errors for the
+   * ingestor to handle.
    */
   async *fetchBulkQuotes(options) {
-    const { underlying, date } = options;
+    const { underlying, date, onGroupComplete } = options;
     const upperUnderlying = underlying.toUpperCase();
-    const roots = upperUnderlying === "SPX" ? ["SPX", "SPXW"] : [upperUnderlying];
+    const roots = bulkQuoteRootsForUnderlying(upperUnderlying);
     const rights = ["call", "put"];
     const groups = roots.flatMap((root) => rights.map((right) => ({ root, right })));
     const BULK_YIELD_CHUNK = 5e4;
@@ -1929,15 +1953,15 @@ var ThetaDataProvider = class {
       }
     };
     const producers = groups.map(async ({ root, right }) => {
-      const params = {
+      const baseParams = {
         symbol: root,
-        expiration: "*",
         strike: "*",
         right: normalizeThetaBulkRight(right),
         interval: "1m",
         date: compactDate(date)
       };
       let buf = [];
+      let errored = false;
       const flushLocal = async () => {
         while (queue.length >= QUEUE_CAP) {
           await new Promise((r) => {
@@ -1948,8 +1972,8 @@ var ThetaDataProvider = class {
         buf = [];
         wakeConsumer();
       };
-      try {
-        for await (const row of streamThetaNdjson("/v3/option/history/quote", params)) {
+      const ingestFromParams = async (streamParams) => {
+        for await (const row of streamThetaNdjson("/v3/option/history/quote", streamParams)) {
           const symbol = String(row.symbol ?? root).toUpperCase();
           const strike = toNumber(row.strike);
           if (strike == null) continue;
@@ -1966,11 +1990,29 @@ var ThetaDataProvider = class {
           buf.push({ ticker, timestamp: etTimestamp, bid, ask });
           if (buf.length >= BULK_YIELD_CHUNK) await flushLocal();
         }
+      };
+      try {
+        try {
+          await ingestFromParams({ ...baseParams, expiration: "*" });
+        } catch (wildcardErr) {
+          if (!isThetaWildcardServerError(wildcardErr)) throw wildcardErr;
+          const expirations = await listExpirationsForRoot(root, date);
+          for (const exp of expirations) {
+            await ingestFromParams({ ...baseParams, expiration: compactDate(exp) });
+          }
+        }
         if (buf.length > 0) await flushLocal();
       } catch (e) {
+        errored = true;
         if (!producerError) producerError = e instanceof Error ? e : new Error(String(e));
       } finally {
         producersLeft--;
+        if (onGroupComplete) {
+          try {
+            onGroupComplete({ root, right, date, status: errored ? "error" : "ok" });
+          } catch {
+          }
+        }
         wakeConsumer();
       }
     });
@@ -2234,4 +2276,4 @@ export {
   getProvider,
   _resetProvider
 };
-//# sourceMappingURL=chunk-LYN3NRIP.js.map
+//# sourceMappingURL=chunk-JBD3XSOA.js.map