tradeblocks-mcp 3.0.0-beta.4 → 3.0.0

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Files changed (233) hide show
  1. package/README.md +22 -2
  2. package/dist/chunk-4BLCXNQ6.js +3400 -0
  3. package/dist/chunk-4BLCXNQ6.js.map +1 -0
  4. package/dist/{chunk-KRHCV4RF.js → chunk-BKQ4PM4Y.js} +1 -1
  5. package/dist/chunk-BKQ4PM4Y.js.map +1 -0
  6. package/dist/chunk-CCITWAAI.js +2917 -0
  7. package/dist/chunk-CCITWAAI.js.map +1 -0
  8. package/dist/chunk-FGZH632F.js +54 -0
  9. package/dist/chunk-FGZH632F.js.map +1 -0
  10. package/dist/{chunk-GI53PYRT.js → chunk-LDKTV7GW.js} +2 -2
  11. package/dist/chunk-LDKTV7GW.js.map +1 -0
  12. package/dist/{chunk-MIVAK2ZU.js → chunk-PRAYH3RT.js} +2 -2
  13. package/dist/chunk-PRAYH3RT.js.map +1 -0
  14. package/dist/{chunk-WF344CVD.js → chunk-QTTR7AAW.js} +3608 -5789
  15. package/dist/chunk-QTTR7AAW.js.map +1 -0
  16. package/dist/{chunk-PWM4JHGO.js → chunk-W2PP3LEH.js} +2 -2
  17. package/dist/chunk-W2PP3LEH.js.map +1 -0
  18. package/dist/daily-log-processor-6MWJ23JK.js +9 -0
  19. package/dist/{daily-logs-store-NJQC7NBG.js → daily-logs-store-D3QC2XPV.js} +2 -2
  20. package/dist/market-provider-GGLA7ACC.js +16 -0
  21. package/dist/mdds.proto +1076 -0
  22. package/dist/proto-3HZTCWK4.js +12 -0
  23. package/dist/{sync-6I2BC5Q2.js → sync-PO4IPCYV.js} +7 -6
  24. package/dist/test-exports.js +1163 -1923
  25. package/dist/test-exports.js.map +1 -1
  26. package/dist/trade-processor-NHU4VWRX.js +9 -0
  27. package/dist/{trades-store-M7VXK35A.js → trades-store-LOL3FQSF.js} +2 -2
  28. package/manifest.json +5 -5
  29. package/package.json +126 -6
  30. package/server/{chunk-TOL6XKBV.js → chunk-5EBXHT6C.js} +1 -1
  31. package/server/chunk-5EBXHT6C.js.map +1 -0
  32. package/server/{chunk-XNP2CVEW.js → chunk-72GKJE2U.js} +7056 -9081
  33. package/server/chunk-72GKJE2U.js.map +1 -0
  34. package/server/{chunk-MFUUPQED.js → chunk-CSDVJPBB.js} +2 -2
  35. package/server/chunk-CSDVJPBB.js.map +1 -0
  36. package/server/chunk-FBNDMCT5.js +56 -0
  37. package/server/chunk-FBNDMCT5.js.map +1 -0
  38. package/server/chunk-JAAQMESY.js +2720 -0
  39. package/server/chunk-JAAQMESY.js.map +1 -0
  40. package/server/{chunk-WTNFQPOM.js → chunk-NRFXAJF7.js} +2 -2
  41. package/server/chunk-NRFXAJF7.js.map +1 -0
  42. package/server/chunk-NZO6PT64.js +3186 -0
  43. package/server/chunk-NZO6PT64.js.map +1 -0
  44. package/server/{chunk-CWC73SPW.js → chunk-WA5AAPCH.js} +2 -2
  45. package/server/chunk-WA5AAPCH.js.map +1 -0
  46. package/server/daily-log-processor-Y3PVSVBM.js +10 -0
  47. package/server/{daily-logs-store-K4DL4I2Y.js → daily-logs-store-NU7M4L5C.js} +2 -2
  48. package/server/index.d.ts +522 -1
  49. package/server/index.js +803 -483
  50. package/server/index.js.map +1 -1
  51. package/server/market-provider-D5SI47K7.js +17 -0
  52. package/server/mdds.proto +1076 -0
  53. package/server/proto-DWRZJO4E.js +13 -0
  54. package/server/{sync-7HZ37AI7.js → sync-QFI5L7S7.js} +7 -6
  55. package/server/trade-processor-JWVS37KM.js +10 -0
  56. package/server/trade-processor-JWVS37KM.js.map +1 -0
  57. package/server/{trades-store-MM3ZNDB7.js → trades-store-VY26MWER.js} +2 -2
  58. package/server/trades-store-VY26MWER.js.map +1 -0
  59. package/src/auth/clients-store.ts +24 -0
  60. package/src/auth/code-store.ts +40 -0
  61. package/src/auth/config.ts +49 -0
  62. package/src/auth/login-page.ts +90 -0
  63. package/src/auth/provider.ts +148 -0
  64. package/src/auth/token.ts +59 -0
  65. package/src/db/backtest-schemas.ts +197 -0
  66. package/src/db/connection.ts +900 -0
  67. package/src/db/data-root.ts +34 -0
  68. package/src/db/index.ts +26 -0
  69. package/src/db/json-adapters.ts +512 -0
  70. package/src/db/json-migration.ts +318 -0
  71. package/src/db/json-store.ts +121 -0
  72. package/src/db/market-datasets.ts +219 -0
  73. package/src/db/market-schemas.ts +178 -0
  74. package/src/db/market-views.ts +317 -0
  75. package/src/db/parquet-writer.ts +249 -0
  76. package/src/db/profile-schemas.ts +422 -0
  77. package/src/db/schemas.ts +171 -0
  78. package/src/http-server.ts +182 -0
  79. package/src/index.ts +395 -0
  80. package/src/market/ingestor/index.ts +15 -0
  81. package/src/market/ingestor/market-ingestor.ts +1313 -0
  82. package/src/market/ingestor/types.ts +257 -0
  83. package/src/market/stores/chain-sql.ts +60 -0
  84. package/src/market/stores/chain-store.ts +82 -0
  85. package/src/market/stores/coverage.ts +44 -0
  86. package/src/market/stores/duckdb-chain-store.ts +101 -0
  87. package/src/market/stores/duckdb-enriched-store.ts +99 -0
  88. package/src/market/stores/duckdb-quote-store.ts +384 -0
  89. package/src/market/stores/duckdb-spot-store.ts +129 -0
  90. package/src/market/stores/enriched-sql.ts +77 -0
  91. package/src/market/stores/enriched-store.ts +35 -0
  92. package/src/market/stores/index.ts +77 -0
  93. package/src/market/stores/parquet-chain-store.ts +218 -0
  94. package/src/market/stores/parquet-enriched-store.ts +148 -0
  95. package/src/market/stores/parquet-oi-daily-store.ts +127 -0
  96. package/src/market/stores/parquet-quote-store.ts +436 -0
  97. package/src/market/stores/parquet-spot-store.ts +204 -0
  98. package/src/market/stores/quote-sql.ts +60 -0
  99. package/src/market/stores/quote-store.ts +171 -0
  100. package/src/market/stores/rth-aggregation.ts +57 -0
  101. package/src/market/stores/spot-sql.ts +124 -0
  102. package/src/market/stores/spot-store.ts +122 -0
  103. package/src/market/stores/types.ts +142 -0
  104. package/src/market/tickers/defaults.json +13 -0
  105. package/src/market/tickers/index.ts +21 -0
  106. package/src/market/tickers/loader.ts +74 -0
  107. package/src/market/tickers/registry.ts +194 -0
  108. package/src/market/tickers/resolver.ts +50 -0
  109. package/src/market/tickers/schemas.ts +68 -0
  110. package/src/models/strategy-profile.ts +109 -0
  111. package/src/plugins.ts +17 -0
  112. package/src/sync/block-sync.ts +674 -0
  113. package/src/sync/hasher.ts +21 -0
  114. package/src/sync/index.ts +158 -0
  115. package/src/sync/metadata.ts +218 -0
  116. package/src/test-exports.ts +683 -0
  117. package/src/tools/analysis.ts +1367 -0
  118. package/src/tools/batch-exit-analysis.ts +390 -0
  119. package/src/tools/blocks/analysis.ts +733 -0
  120. package/src/tools/blocks/comparison.ts +634 -0
  121. package/src/tools/blocks/core.ts +558 -0
  122. package/src/tools/blocks/health.ts +1433 -0
  123. package/src/tools/blocks/index.ts +23 -0
  124. package/src/tools/blocks/similarity.ts +1064 -0
  125. package/src/tools/blocks/stress-scenarios.ts +72 -0
  126. package/src/tools/blocks.ts +14 -0
  127. package/src/tools/edge-decay.ts +745 -0
  128. package/src/tools/exit-analysis.ts +512 -0
  129. package/src/tools/greeks-attribution.ts +502 -0
  130. package/src/tools/guides.ts +387 -0
  131. package/src/tools/imports.ts +164 -0
  132. package/src/tools/market-data.ts +1405 -0
  133. package/src/tools/market-enrichment.ts +120 -0
  134. package/src/tools/market-fetch.ts +359 -0
  135. package/src/tools/market-imports.ts +383 -0
  136. package/src/tools/middleware/sync-middleware.ts +228 -0
  137. package/src/tools/performance.ts +2632 -0
  138. package/src/tools/profile-analysis.ts +1160 -0
  139. package/src/tools/profiles.ts +342 -0
  140. package/src/tools/regime-advisor.ts +455 -0
  141. package/src/tools/replay.ts +565 -0
  142. package/src/tools/reports/discrepancies.ts +447 -0
  143. package/src/tools/reports/fields.ts +174 -0
  144. package/src/tools/reports/helpers.ts +381 -0
  145. package/src/tools/reports/index.ts +22 -0
  146. package/src/tools/reports/predictive.ts +624 -0
  147. package/src/tools/reports/queries.ts +31 -0
  148. package/src/tools/reports/slippage-helpers.ts +21 -0
  149. package/src/tools/reports/slippage-trends.ts +471 -0
  150. package/src/tools/reports/slippage.ts +27 -0
  151. package/src/tools/reports/strategy-matches.ts +572 -0
  152. package/src/tools/reports.ts +13 -0
  153. package/src/tools/schema.ts +406 -0
  154. package/src/tools/shared/filters.ts +95 -0
  155. package/src/tools/snapshot.ts +124 -0
  156. package/src/tools/sql.ts +495 -0
  157. package/src/tools/tickers.ts +191 -0
  158. package/src/utils/analysis-stats.ts +91 -0
  159. package/src/utils/batch-exit-analysis.ts +424 -0
  160. package/src/utils/black-scholes.ts +565 -0
  161. package/src/utils/block-loader.ts +1020 -0
  162. package/src/utils/calibration-probe.ts +124 -0
  163. package/src/utils/chain-loader.ts +155 -0
  164. package/src/utils/csv-discovery.ts +262 -0
  165. package/src/utils/data-availability.ts +125 -0
  166. package/src/utils/data-quality.ts +321 -0
  167. package/src/utils/enrichment-verification.ts +236 -0
  168. package/src/utils/exit-triggers.ts +754 -0
  169. package/src/utils/field-timing.ts +505 -0
  170. package/src/utils/filter-predicates.ts +194 -0
  171. package/src/utils/flatfile-importer.ts +628 -0
  172. package/src/utils/greeks-decomposition.ts +530 -0
  173. package/src/utils/market-enricher.ts +1796 -0
  174. package/src/utils/market-importer.ts +454 -0
  175. package/src/utils/market-provider.ts +355 -0
  176. package/src/utils/massive-tier.ts +11 -0
  177. package/src/utils/migrate-option-data-helpers.ts +72 -0
  178. package/src/utils/option-quote-greeks.ts +244 -0
  179. package/src/utils/option-time.ts +20 -0
  180. package/src/utils/output-formatter.ts +109 -0
  181. package/src/utils/provider-capabilities.ts +49 -0
  182. package/src/utils/providers/massive.ts +1011 -0
  183. package/src/utils/providers/thetadata/auth.ts +96 -0
  184. package/src/utils/providers/thetadata/backfill.ts +430 -0
  185. package/src/utils/providers/thetadata/client.ts +216 -0
  186. package/src/utils/providers/thetadata/decode.ts +131 -0
  187. package/src/utils/providers/thetadata/endpoints.ts +732 -0
  188. package/src/utils/providers/thetadata/index.ts +8 -0
  189. package/src/utils/providers/thetadata/join.ts +201 -0
  190. package/src/utils/providers/thetadata/mdds.proto +1076 -0
  191. package/src/utils/providers/thetadata/proto.ts +53 -0
  192. package/src/utils/providers/thetadata/quote-mid-greeks.ts +84 -0
  193. package/src/utils/providers/thetadata/types.ts +91 -0
  194. package/src/utils/providers/thetadata.ts +593 -0
  195. package/src/utils/quote-enricher.ts +124 -0
  196. package/src/utils/quote-parquet-projection.ts +170 -0
  197. package/src/utils/sample-date-selector.ts +135 -0
  198. package/src/utils/schema-metadata.ts +954 -0
  199. package/src/utils/ticker.ts +84 -0
  200. package/src/utils/trade-replay.ts +529 -0
  201. package/src/utils/trading-dates.ts +34 -0
  202. package/dist/chunk-GI53PYRT.js.map +0 -1
  203. package/dist/chunk-IU3MTQWY.js +0 -2279
  204. package/dist/chunk-IU3MTQWY.js.map +0 -1
  205. package/dist/chunk-KRHCV4RF.js.map +0 -1
  206. package/dist/chunk-MIVAK2ZU.js.map +0 -1
  207. package/dist/chunk-PWM4JHGO.js.map +0 -1
  208. package/dist/chunk-WF344CVD.js.map +0 -1
  209. package/dist/daily-log-processor-2X7STI2Q.js +0 -9
  210. package/dist/market-provider-6VMCLMFO.js +0 -10
  211. package/dist/trade-processor-W3H4LVRS.js +0 -9
  212. package/server/chunk-CWC73SPW.js.map +0 -1
  213. package/server/chunk-E65N3PWB.js +0 -2253
  214. package/server/chunk-E65N3PWB.js.map +0 -1
  215. package/server/chunk-MFUUPQED.js.map +0 -1
  216. package/server/chunk-TOL6XKBV.js.map +0 -1
  217. package/server/chunk-WTNFQPOM.js.map +0 -1
  218. package/server/chunk-XNP2CVEW.js.map +0 -1
  219. package/server/daily-log-processor-N2SIUYWZ.js +0 -10
  220. package/server/market-provider-HVHMEX44.js +0 -11
  221. package/server/trade-processor-B6V5NU46.js +0 -10
  222. /package/dist/{daily-log-processor-2X7STI2Q.js.map → daily-log-processor-6MWJ23JK.js.map} +0 -0
  223. /package/dist/{daily-logs-store-NJQC7NBG.js.map → daily-logs-store-D3QC2XPV.js.map} +0 -0
  224. /package/dist/{market-provider-6VMCLMFO.js.map → market-provider-GGLA7ACC.js.map} +0 -0
  225. /package/dist/{sync-6I2BC5Q2.js.map → proto-3HZTCWK4.js.map} +0 -0
  226. /package/dist/{trade-processor-W3H4LVRS.js.map → sync-PO4IPCYV.js.map} +0 -0
  227. /package/dist/{trades-store-M7VXK35A.js.map → trade-processor-NHU4VWRX.js.map} +0 -0
  228. /package/{server/daily-log-processor-N2SIUYWZ.js.map → dist/trades-store-LOL3FQSF.js.map} +0 -0
  229. /package/server/{daily-logs-store-K4DL4I2Y.js.map → daily-log-processor-Y3PVSVBM.js.map} +0 -0
  230. /package/server/{market-provider-HVHMEX44.js.map → daily-logs-store-NU7M4L5C.js.map} +0 -0
  231. /package/server/{sync-7HZ37AI7.js.map → market-provider-D5SI47K7.js.map} +0 -0
  232. /package/server/{trade-processor-B6V5NU46.js.map → proto-DWRZJO4E.js.map} +0 -0
  233. /package/server/{trades-store-MM3ZNDB7.js.map → sync-QFI5L7S7.js.map} +0 -0
package/README.md CHANGED
@@ -16,7 +16,7 @@ Model Context Protocol (MCP) server for options trading analysis. Works with Cla
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  ### Option 1: MCPB Bundle (Claude Desktop - One Click)
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- Download the latest `.mcpb` file from [Releases](https://github.com/davidromeo/tradeblocks/releases) and double-click to install.
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+ Download the latest `.mcpb` file from [Releases](https://github.com/tradeblocks-org/tradeblocks/releases) and double-click to install.
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  The installer will prompt you to select your Trading Data Directory.
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@@ -37,7 +37,7 @@ See [Configuration by Platform](#configuration-by-platform) below for platform-s
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  ### Option 3: From Source
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  ```bash
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- git clone https://github.com/davidromeo/tradeblocks
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+ git clone https://github.com/tradeblocks-org/tradeblocks
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  cd tradeblocks
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  npm install
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  npm run build -w packages/mcp-server
@@ -170,6 +170,26 @@ tradeblocks-mcp --directory ./data --blocks-dir ~/backtests
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  | `TRADEBLOCKS_BLOCKS_DIR` | Directory for CSV block folders (overridden by `--blocks-dir`) |
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  | `MARKET_DB_PATH` | Path to market.duckdb (overridden by `--market-db`) |
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+ ### ThetaData MDDS Credentials
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+
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+ Set `MARKET_DATA_PROVIDER=thetadata` to use the direct ThetaData MDDS/gRPC provider. It connects to MDDS directly; ThetaTerminal, a local JVM, and terminal auto-start settings are not used.
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+
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+ Configure credentials with either:
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+
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+ ```bash
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+ THETADATA_EMAIL=you@example.com
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+ THETADATA_PASSWORD=your-password
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+ ```
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+
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+ Or use `THETADATA_CREDENTIALS_FILE` with the email on line 1 and password on line 2:
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+
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+ ```text
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+ you@example.com
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+ your-password
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+ ```
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+
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+ Optional advanced MDDS settings include `THETADATA_MDDS_HOST`, `THETADATA_MDDS_PORT`, `THETADATA_MDDS_MAX_CONCURRENCY`, and retry tuning env vars. Do not commit credentials or put secrets directly in checked-in service files.
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+
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  ## Docker Deployment
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  Run the MCP server in a container for remote/server deployments.