tradeblocks-mcp 3.0.2 → 3.0.3

package/src/utils/market-importer.ts

@@ -95,9 +95,15 @@ export function validateColumnMapping(
 
 /** Parse CSV content into rows with header mapping. Strips UTF-8 BOM. */
 function parseCSV(content: string): { headers: string[]; rows: Record<string, string>[] } {
-  const lines = content.replace(/^\uFEFF/, "").trim().split("\n");
+  const lines = content
+    .replace(/^\uFEFF/, "")
+    .trim()
+    .split("\n");
   if (lines.length < 2) return { headers: [], rows: [] };
-  const headers = lines[0].trim().split(",").map((h) => h.trim());
+  const headers = lines[0]
+    .trim()
+    .split(",")
+    .map((h) => h.trim());
   const rows: Record<string, string>[] = [];
   for (let i = 1; i < lines.length; i++) {
     const line = lines[i].trim();
@@ -123,7 +129,9 @@ function parseFlexibleDate(value: string): string | null {
   if (!isNaN(numeric) && numeric > 1e8) {
     return new Date(numeric * 1000).toLocaleDateString("en-CA", {
       timeZone: "America/New_York",
-      year: "numeric", month: "2-digit", day: "2-digit",
+      year: "numeric",
+      month: "2-digit",
+      day: "2-digit",
     });
   }
   if (/^\d{4}-\d{2}-\d{2}$/.test(value)) return value;
@@ -143,7 +151,9 @@ function parseFlexibleTime(value: string): string | null {
     const d = new Date(numeric * 1000);
     return d.toLocaleTimeString("en-US", {
       timeZone: "America/New_York",
-      hour: "2-digit", minute: "2-digit", hour12: false,
+      hour: "2-digit",
+      minute: "2-digit",
+      hour12: false,
     });
   }
   if (/^\d{2}:\d{2}$/.test(value)) return value;
@@ -171,11 +181,17 @@ function applyColumnMapping(
       const rawValue = row[sourceCol] ?? "";
       if (schemaCol === "date") {
         const parsed = parseFlexibleDate(rawValue);
-        if (parsed === null) { hasNullDate = true; break; }
+        if (parsed === null) {
+          hasNullDate = true;
+          break;
+        }
         mapped[schemaCol] = parsed;
       } else if (schemaCol === "time") {
         const parsed = parseFlexibleTime(rawValue);
-        if (parsed === null) { hasNullDate = true; break; }
+        if (parsed === null) {
+          hasNullDate = true;
+          break;
+        }
         mapped[schemaCol] = parsed;
       } else {
         if (rawValue === "" || rawValue === "NaN" || rawValue === "NA") {
@@ -190,7 +206,9 @@ function applyColumnMapping(
     if (!("date" in mapped)) continue;
     // Auto-extract time from a Unix-timestamp date column when `time` is not mapped.
     if (!("time" in mapped)) {
-      const dateSourceCol = Object.entries(columnMapping).find(([, schema]) => schema === "date")?.[0];
+      const dateSourceCol = Object.entries(columnMapping).find(
+        ([, schema]) => schema === "date",
+      )?.[0];
       if (dateSourceCol) {
         const rawDateValue = row[dateSourceCol] ?? "";
         const numericDate = Number(rawDateValue);
@@ -211,10 +229,7 @@ function applyColumnMapping(
  * Non-numeric values fall back to `0` so the spot store always receives well-
  * typed numbers — invalid rows are filtered upstream.
  */
-function coerceMappedRowToBar(
-  row: Record<string, unknown>,
-  ticker: string,
-): BarRow | null {
+function coerceMappedRowToBar(row: Record<string, unknown>, ticker: string): BarRow | null {
   const date = typeof row.date === "string" ? row.date : null;
   if (!date) return null;
   const time = typeof row.time === "string" ? row.time : "09:30";
@@ -408,7 +423,11 @@ export async function importFromDatabase(
     });
     bars = parseDatabaseRowsToBars(rawRows, normalizedTicker, columnMapping);
   } finally {
-    try { await conn.run(`DETACH ${EXT_ALIAS}`); } catch { /* best-effort */ }
+    try {
+      await conn.run(`DETACH ${EXT_ALIAS}`);
+    } catch {
+      /* best-effort */
+    }
   }
 
   if (bars.length === 0) {

package/src/utils/market-provider.ts

@@ -18,16 +18,16 @@ import { ThetaDataProvider } from "./providers/thetadata.ts";
 
 /** Normalized OHLCV bar — shared output type for all providers. */
 export interface BarRow {
-  date: string;      // "YYYY-MM-DD" Eastern Time
+  date: string; // "YYYY-MM-DD" Eastern Time
   open: number;
   high: number;
   low: number;
   close: number;
   volume: number;
-  ticker: string;    // Plain storage format (no prefix)
-  time?: string;     // "HH:MM" ET — only set for intraday (minute/hour) bars
-  bid?: number;      // Best bid — only set when provider supplies quote data
-  ask?: number;      // Best ask — only set when provider supplies quote data
+  ticker: string; // Plain storage format (no prefix)
+  time?: string; // "HH:MM" ET — only set for intraday (minute/hour) bars
+  bid?: number; // Best bid — only set when provider supplies quote data
+  ask?: number; // Best ask — only set when provider supplies quote data
 }
 
 /** Asset classes supported by market data providers. */
@@ -56,7 +56,7 @@ export interface OptionContract {
   underlying_price: number;
   contract_type: "call" | "put";
   strike: number;
-  expiration: string;        // "YYYY-MM-DD"
+  expiration: string; // "YYYY-MM-DD"
   exercise_style: string;
   delta: number | null;
   gamma: number | null;
@@ -93,19 +93,19 @@ export interface FetchSnapshotResult {
 /** Options for fetching historical option contract metadata (reference endpoint). */
 export interface FetchContractListOptions {
   underlying: string;
-  as_of: string;           // "YYYY-MM-DD" -- historical date
-  expired?: boolean;       // default true for historical contract lookup
-  expiration_date_gte?: string;  // Only contracts expiring on or after this date
-  expiration_date_lte?: string;  // Only contracts expiring on or before this date
+  as_of: string; // "YYYY-MM-DD" -- historical date
+  expired?: boolean; // default true for historical contract lookup
+  expiration_date_gte?: string; // Only contracts expiring on or after this date
+  expiration_date_lte?: string; // Only contracts expiring on or before this date
 }
 
 /** Single contract reference record (no greeks/pricing -- metadata only). */
 export interface ContractReference {
-  ticker: string;          // OCC ticker without O: prefix
+  ticker: string; // OCC ticker without O: prefix
   contract_type: "call" | "put";
   strike: number;
-  expiration: string;      // "YYYY-MM-DD"
-  exercise_style: string;  // "american" | "european"
+  expiration: string; // "YYYY-MM-DD"
+  exercise_style: string; // "american" | "european"
 }
 
 /** Result from contract list reference endpoint. */
@@ -147,7 +147,7 @@ export interface DataAvailability {
 
 /** Declares what data endpoints a provider supports. Used by the pipeline to build fetch plans. */
 export interface ProviderCapabilities {
-  tradeBars: boolean;       // minute OHLC from trade aggregates
+  tradeBars: boolean; // minute OHLC from trade aggregates
   /**
    * Strictly: "true NBBO bid/ask is available via this provider's dedicated
    * quotes endpoint". Use this when you specifically need real bid/ask spreads.
@@ -160,12 +160,12 @@ export interface ProviderCapabilities {
    * 'synth_close') for per-row provenance.
    */
   quotes: boolean;
-  greeks: boolean;          // provider-computed greeks on contracts
-  flatFiles: boolean;       // bulk S3/file download of historical data
-  bulkByRoot: boolean;      // provider has an every-contract path for an underlying/root
-  perTicker: boolean;       // one call per OCC ticker (Massive/Polygon pattern)
-  minuteBars: boolean;      // minute-level resolution available
-  dailyBars: boolean;       // daily-level resolution available
+  greeks: boolean; // provider-computed greeks on contracts
+  flatFiles: boolean; // bulk S3/file download of historical data
+  bulkByRoot: boolean; // provider has an every-contract path for an underlying/root
+  perTicker: boolean; // one call per OCC ticker (Massive/Polygon pattern)
+  minuteBars: boolean; // minute-level resolution available
+  dailyBars: boolean; // daily-level resolution available
   /** Earliest available data per asset class. Used by download tools and data pipelines to avoid requesting data that doesn't exist. */
   dataAvailability?: {
     option?: DataAvailability;
@@ -342,9 +342,7 @@ export function getProvider(): MarketDataProvider {
       _cached = new ThetaDataProvider();
       break;
     default:
-      throw new Error(
-        `Unknown MARKET_DATA_PROVIDER: "${name}". Supported: massive, thetadata`
-      );
+      throw new Error(`Unknown MARKET_DATA_PROVIDER: "${name}". Supported: massive, thetadata`);
   }
   return _cached!;
 }

package/src/utils/massive-tier.ts

@@ -1,11 +1,9 @@
-export type MassiveDataTier = 'ohlc' | 'trades' | 'quotes';
+export type MassiveDataTier = "ohlc" | "trades" | "quotes";
 
-export function resolveMassiveDataTier(
-  env: NodeJS.ProcessEnv = process.env,
-): MassiveDataTier {
-  const tier = (env.MASSIVE_DATA_TIER ?? '').toLowerCase();
-  if (tier === 'quotes' || tier === 'trades' || tier === 'ohlc') {
+export function resolveMassiveDataTier(env: NodeJS.ProcessEnv = process.env): MassiveDataTier {
+  const tier = (env.MASSIVE_DATA_TIER ?? "").toLowerCase();
+  if (tier === "quotes" || tier === "trades" || tier === "ohlc") {
     return tier;
   }
-  return 'ohlc';
+  return "ohlc";
 }

package/src/utils/migrate-option-data-helpers.ts

@@ -46,10 +46,7 @@ export function groupTickersByUnderlying(
  * a row-level column. sourceGlob is interpolated raw; caller must pass a
  * trusted, migrator-composed path.
  */
-export function buildOptionChainSelectQuery(
-  sourceGlob: string,
-  underlying: string,
-): string {
+export function buildOptionChainSelectQuery(sourceGlob: string, underlying: string): string {
   return `SELECT * EXCLUDE (underlying)
               FROM read_parquet('${sourceGlob}')
               WHERE underlying = '${underlying}'`;
@@ -59,10 +56,7 @@ export function buildOptionChainSelectQuery(
  * Build the SELECT for option_quote_minutes rewrite. NO EXCLUDE — the body
  * has no `underlying` column. Filters by root via regexp_extract.
  */
-export function buildOptionQuoteSelectQuery(
-  sourceGlob: string,
-  roots: string[],
-): string {
+export function buildOptionQuoteSelectQuery(sourceGlob: string, roots: string[]): string {
   if (roots.length === 0) {
     throw new Error("buildOptionQuoteSelectQuery: roots must not be empty");
   }

package/src/utils/option-quote-greeks.ts

@@ -2,11 +2,7 @@ import { getSofrRateByKey } from "@tradeblocks/lib";
 import type { ContractRow } from "./chain-loader.ts";
 import { computeLegGreeks } from "./black-scholes.ts";
 import { computeFractionalDte } from "./option-time.ts";
-import {
-  getSharedIvSolverPool,
-  type IvSolveColumns,
-  type IvSolverPool,
-} from "./iv-solver-pool.ts";
+import { getSharedIvSolverPool, type IvSolveColumns, type IvSolverPool } from "./iv-solver-pool.ts";
 
 export type QuoteGreeksSource = "massive" | "thetadata" | "computed";
 export type QuoteGreeksMode = "auto" | "provider" | "compute";
@@ -79,20 +75,24 @@ function memoizedSofrRate(dateKey: string): number {
 }
 
 export function hasQuoteGreeks(row: QuoteGreekFields): boolean {
-  return isFiniteNumber(row.delta ?? null)
-    && isFiniteNumber(row.gamma ?? null)
-    && isFiniteNumber(row.theta ?? null)
-    && isFiniteNumber(row.vega ?? null)
-    && isFiniteNumber(row.iv ?? null);
+  return (
+    isFiniteNumber(row.delta ?? null) &&
+    isFiniteNumber(row.gamma ?? null) &&
+    isFiniteNumber(row.theta ?? null) &&
+    isFiniteNumber(row.vega ?? null) &&
+    isFiniteNumber(row.iv ?? null)
+  );
 }
 
 function hasProviderFirstOrderGreeks(row: QuoteGreekFields): boolean {
-  return row.greeks_source === "thetadata"
-    && isFiniteNumber(row.delta ?? null)
-    && (row.gamma == null || isFiniteNumber(row.gamma))
-    && isFiniteNumber(row.theta ?? null)
-    && isFiniteNumber(row.vega ?? null)
-    && isFiniteNumber(row.iv ?? null);
+  return (
+    row.greeks_source === "thetadata" &&
+    isFiniteNumber(row.delta ?? null) &&
+    (row.gamma == null || isFiniteNumber(row.gamma)) &&
+    isFiniteNumber(row.theta ?? null) &&
+    isFiniteNumber(row.vega ?? null) &&
+    isFiniteNumber(row.iv ?? null)
+  );
 }
 
 function hasExistingQuoteGreeks(row: QuoteGreekFields): boolean {
@@ -100,9 +100,11 @@ function hasExistingQuoteGreeks(row: QuoteGreekFields): boolean {
 }
 
 function hasQuoteGreekProvenanceFields(row: QuoteGreekFields): boolean {
-  return row.rate_type === OPTION_QUOTE_GREEKS_RATE_TYPE
-    && isFiniteNumber(row.rate_value ?? null)
-    && row.gamma_source === OPTION_QUOTE_GREEKS_GAMMA_SOURCE;
+  return (
+    row.rate_type === OPTION_QUOTE_GREEKS_RATE_TYPE &&
+    isFiniteNumber(row.rate_value ?? null) &&
+    row.gamma_source === OPTION_QUOTE_GREEKS_GAMMA_SOURCE
+  );
 }
 
 export function normalizeExistingQuoteGreeks(
@@ -114,9 +116,9 @@ export function normalizeExistingQuoteGreeks(
     row.greeks_source = defaultSource;
   }
   if (
-    row.greeks_source === "computed"
-    && row.greeks_revision == null
-    && hasQuoteGreekProvenanceFields(row)
+    row.greeks_source === "computed" &&
+    row.greeks_revision == null &&
+    hasQuoteGreekProvenanceFields(row)
   ) {
     row.greeks_revision = OPTION_QUOTE_GREEKS_REVISION;
   }
@@ -131,15 +133,7 @@ export function computeQuoteGreeks(params: {
   expiration: string;
   contractType: ContractRow["contract_type"];
 }): QuoteGreekFields | null {
-  const {
-    optionPrice,
-    underlyingPrice,
-    strike,
-    date,
-    time,
-    expiration,
-    contractType,
-  } = params;
+  const { optionPrice, underlyingPrice, strike, date, time, expiration, contractType } = params;
   if (!(optionPrice > 0) || !(underlyingPrice > 0) || !(strike > 0)) return null;
   const dte = computeFractionalDte(date, time.slice(0, 5), expiration);
   if (!(dte >= 0)) return null;

package/src/utils/option-time.ts

@@ -3,18 +3,14 @@ function parseDateUtc(date: string): Date {
 }
 
 function minutesFromTime(time: string): number {
-  const [hour, minute] = time.slice(0, 5).split(':').map(Number);
+  const [hour, minute] = time.slice(0, 5).split(":").map(Number);
   return hour * 60 + minute;
 }
 
-export function computeFractionalDte(
-  date: string,
-  time: string,
-  expiration: string,
-): number {
+export function computeFractionalDte(date: string, time: string, expiration: string): number {
   const startDay = parseDateUtc(date).getTime();
   const expiryDay = parseDateUtc(expiration).getTime();
   const dayDiff = Math.round((expiryDay - startDay) / 86_400_000);
-  const remainingMinutes = Math.max((16 * 60) - minutesFromTime(time), 0);
-  return Math.max(dayDiff + (remainingMinutes / (24 * 60)), 0);
+  const remainingMinutes = Math.max(16 * 60 - minutesFromTime(time), 0);
+  return Math.max(dayDiff + remainingMinutes / (24 * 60), 0);
 }

package/src/utils/output-formatter.ts

@@ -98,10 +98,7 @@ export function formatPercent(value: number, decimals: number = 2): string {
 /**
  * Format a ratio with specified decimals
  */
-export function formatRatio(
-  value: number | undefined,
-  decimals: number = 2
-): string {
+export function formatRatio(value: number | undefined, decimals: number = 2): string {
   if (value === undefined || value === null || !isFinite(value)) {
     return "N/A";
   }

package/src/utils/provider-capabilities.ts

@@ -3,10 +3,7 @@ import {
   type MarketDataProvider,
   type ProviderCapabilities,
 } from "./market-provider.ts";
-import {
-  resolveMassiveDataTier,
-  type MassiveDataTier,
-} from "./massive-tier.ts";
+import { resolveMassiveDataTier, type MassiveDataTier } from "./massive-tier.ts";
 
 export interface ResolvedProviderCapabilities extends ProviderCapabilities {
   provider: MarketDataProvider;