tradeblocks-mcp 3.0.2 → 3.0.3

package/dist/chunk-XXYOUIZY.js.map

@@ -1 +0,0 @@
-{"version":3,"sources":["../src/utils/providers/massive.ts","../src/utils/black-scholes.ts","../src/utils/massive-tier.ts","../src/utils/trade-replay.ts","../src/utils/providers/thetadata/auth.ts","../src/utils/providers/thetadata/client.ts","../src/utils/providers/thetadata/decode.ts","../src/utils/providers/thetadata/endpoints.ts","../src/utils/option-time.ts","../src/utils/iv-solver-pool.ts","../src/utils/iv-solver-worker.ts","../src/utils/option-quote-greeks.ts","../src/utils/providers/thetadata/join.ts","../src/utils/providers/thetadata/quote-mid-greeks.ts","../src/utils/providers/thetadata.ts","../src/utils/market-provider.ts"],"sourcesContent":["/**\n * Massive.com (Polygon.io) Market Data Provider\n *\n * Implements MarketDataProvider for the Massive.com REST API.\n * Combines the former massive-client.ts (OHLCV bars) and massive-snapshot.ts\n * (option chain snapshots) into a single provider adapter.\n *\n * Key design decisions:\n * - API key read at call site via process.env.MASSIVE_API_KEY\n * - Pagination loop guard with seen-cursor Set + MAX_PAGES=500 safety net\n * - adjusted=false and limit=50000 in all aggregate API calls\n * - 429 retry with Retry-After header or exponential backoff\n * - Ticker prefixes: I: for indices, O: for options\n * - Timestamps are Unix milliseconds from the Massive aggregates API\n */\n\nimport { z } from \"zod\";\nimport type {\n  MarketDataProvider,\n  ProviderCapabilities,\n  BarRow,\n  FetchBarsOptions,\n  FetchSnapshotOptions,\n  FetchSnapshotResult,\n  OptionContract,\n  AssetClass,\n  FetchContractListOptions,\n  FetchContractListResult,\n  ContractReference,\n  BulkDownloadOptions,\n  BulkDownloadResult,\n  MinuteQuote,\n} from \"../market-provider.ts\";\nimport { computeLegGreeks } from \"../black-scholes.ts\";\nimport { resolveMassiveDataTier } from \"../massive-tier.ts\";\n\n// ===========================================================================\n// Zod Schemas — Aggregates (OHLCV Bars)\n// ===========================================================================\n\nexport const MassiveBarSchema = z.object({\n  v: z.number().optional(),\n  vw: z.number().optional(),\n  o: z.number(),\n  c: z.number(),\n  h: z.number(),\n  l: z.number(),\n  t: z.number(),\n  n: z.number().optional(),\n});\n\nexport type MassiveBar = z.infer<typeof MassiveBarSchema>;\n\nexport const MassiveAggregateResponseSchema = z.object({\n  ticker: z.string(),\n  queryCount: z.number(),\n  resultsCount: z.number().optional(),\n  adjusted: z.boolean().optional(),\n  results: z.array(MassiveBarSchema).default([]),\n  status: z.string(),\n  request_id: z.string(),\n  next_url: z.string().optional(),\n});\n\nexport type MassiveAggregateResponse = z.infer<typeof MassiveAggregateResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Quotes (Historical Bid/Ask)\n// ===========================================================================\n\nexport const MassiveQuoteSchema = z.object({\n  bid_price: z.number(),\n  ask_price: z.number(),\n  sip_timestamp: z.number(), // nanoseconds\n  bid_size: z.number(),\n  ask_size: z.number(),\n  sequence_number: z.number(),\n});\n\nexport type MassiveQuote = z.infer<typeof MassiveQuoteSchema>;\n\nexport const MassiveQuotesResponseSchema = z.object({\n  status: z.string(),\n  request_id: z.string(),\n  results: z.array(MassiveQuoteSchema).default([]),\n  next_url: z.string().optional(),\n});\n\nexport type MassiveQuotesResponse = z.infer<typeof MassiveQuotesResponseSchema>;\n\n// ===========================================================================\n// Zod Schemas — Snapshot (Option Chain)\n// ===========================================================================\n\nexport const MassiveSnapshotGreeksSchema = z.object({\n  delta: z.number(),\n  gamma: z.number(),\n  theta: z.number(),\n  vega: z.number(),\n});\n\nexport const MassiveSnapshotDaySchema = z.object({\n  open: z.number(),\n  high: z.number(),\n  low: z.number(),\n  close: z.number(),\n  change: z.number(),\n  change_percent: z.number(),\n  volume: z.number().optional(),\n  vwap: z.number().optional(),\n  previous_close: z.number(),\n  last_updated: z.number(),\n});\n\nexport const MassiveSnapshotQuoteSchema = z.object({\n  bid: z.number(),\n  ask: z.number(),\n  midpoint: z.number(),\n  bid_size: z.number(),\n  ask_size: z.number(),\n  last_updated: z.number(),\n  timeframe: z.string(),\n});\n\nexport const MassiveSnapshotTradeSchema = z.object({\n  price: z.number(),\n  size: z.number(),\n  sip_timestamp: z.number(),\n  conditions: z.array(z.number()).optional(),\n  timeframe: z.string(),\n});\n\nexport const MassiveSnapshotDetailsSchema = z.object({\n  ticker: z.string(),\n  contract_type: z.string(),\n  strike_price: z.number(),\n  expiration_date: z.string(),\n  exercise_style: z.string(),\n  shares_per_contract: z.number(),\n});\n\nexport const MassiveSnapshotUnderlyingSchema = z.object({\n  ticker: z.string(),\n  price: z.number(),\n  change_to_break_even: z.number(),\n  last_updated: z.number(),\n  timeframe: z.string(),\n});\n\nexport const MassiveSnapshotContractSchema = z.object({\n  break_even_price: z.number(),\n  implied_volatility: z.number(),\n  open_interest: z.number(),\n  greeks: MassiveSnapshotGreeksSchema.optional(),\n  day: MassiveSnapshotDaySchema,\n  last_quote: MassiveSnapshotQuoteSchema,\n  last_trade: MassiveSnapshotTradeSchema.optional(),\n  details: MassiveSnapshotDetailsSchema,\n  underlying_asset: MassiveSnapshotUnderlyingSchema,\n});\n\nexport const MassiveSnapshotResponseSchema = z.object({\n  request_id: z.string(),\n  status: z.string(),\n  results: z.array(MassiveSnapshotContractSchema),\n  next_url: z.string().optional(),\n});\n\n// ===========================================================================\n// Zod Schemas — Contract List (Reference Endpoint)\n// ===========================================================================\n\nexport const MassiveContractReferenceSchema = z.object({\n  ticker: z.string(),\n  strike_price: z.number(),\n  expiration_date: z.string(),\n  contract_type: z.string(),\n  exercise_style: z.string().optional().default(\"american\"),\n});\n\nexport const MassiveContractListResponseSchema = z.object({\n  results: z.array(MassiveContractReferenceSchema),\n  next_url: z.string().nullable().optional(),\n  count: z.number().optional(),\n});\n\n// ===========================================================================\n// Constants\n// ===========================================================================\n\nexport const MASSIVE_BASE_URL = \"https://api.massive.com\";\nexport const MASSIVE_MAX_LIMIT = 50000;\nexport const MASSIVE_MAX_PAGES = 500;\n\n// ===========================================================================\n// Ticker Normalization\n// ===========================================================================\n\nexport function toMassiveTicker(ticker: string, assetClass: AssetClass): string {\n  if (assetClass === \"index\") return ticker.startsWith(\"I:\") ? ticker : `I:${ticker}`;\n  if (assetClass === \"option\") return ticker.startsWith(\"O:\") ? ticker : `O:${ticker}`;\n  return ticker;\n}\n\nexport function fromMassiveTicker(apiTicker: string): string {\n  return apiTicker.replace(/^[IO]:/, \"\");\n}\n\n// ===========================================================================\n// Timestamp Conversion\n// ===========================================================================\n\nexport function massiveTimestampToETDate(unixMs: number): string {\n  return new Date(unixMs).toLocaleDateString(\"en-CA\", {\n    timeZone: \"America/New_York\",\n  });\n}\n\nexport function massiveTimestampToETTime(unixMs: number): string {\n  return new Date(unixMs).toLocaleTimeString(\"en-US\", {\n    timeZone: \"America/New_York\",\n    hour: \"2-digit\",\n    minute: \"2-digit\",\n    hour12: false,\n  });\n}\n\n/**\n * Converts a nanosecond sip_timestamp to \"YYYY-MM-DD HH:MM\" ET minute key.\n * Used for matching quotes to intraday bars by minute bucket.\n */\nexport function nanosToETMinuteKey(nanosTimestamp: number): string {\n  const ms = Math.floor(nanosTimestamp / 1_000_000);\n  const date = massiveTimestampToETDate(ms);\n  const time = massiveTimestampToETTime(ms);\n  return `${date} ${time}`;\n}\n\nfunction etOffsetMinutesForDate(dateStr: string): number {\n  const probe = new Date(`${dateStr}T12:00:00Z`);\n  const offsetToken = probe.toLocaleString(\"en-US\", {\n    timeZone: \"America/New_York\",\n    timeZoneName: \"shortOffset\",\n  }).match(/GMT([+-]\\d{1,2})(?::(\\d{2}))?/);\n  if (!offsetToken) {\n    throw new Error(`Unable to resolve ET offset for ${dateStr}`);\n  }\n  const hours = Number(offsetToken[1]);\n  const minutes = offsetToken[2] ? Number(offsetToken[2]) : 0;\n  return hours * 60 + Math.sign(hours || 1) * minutes;\n}\n\nfunction etDateTimeToUtcIso(dateStr: string, timeStr: string): string {\n  const [year, month, day] = dateStr.split(\"-\").map(Number);\n  const [hour, minute] = timeStr.split(\":\").map(Number);\n  const offsetMinutes = etOffsetMinutesForDate(dateStr);\n  const utcMs = Date.UTC(year, month - 1, day, hour, minute) - offsetMinutes * 60_000;\n  return new Date(utcMs).toISOString().replace(\".000Z\", \"Z\");\n}\n\n// ===========================================================================\n// Internal Helpers\n// ===========================================================================\n\nfunction getApiKey(): string {\n  const key = process.env.MASSIVE_API_KEY;\n  if (!key) {\n    throw new Error(\n      \"Set MASSIVE_API_KEY environment variable to use Massive.com data import\"\n    );\n  }\n  return key;\n}\n\nasync function fetchWithRetry(\n  url: string,\n  headers: Record<string, string>,\n  maxRetries = 2\n): Promise<Response> {\n  for (let attempt = 0; attempt <= maxRetries; attempt++) {\n    const response = await fetch(url, {\n      headers,\n      signal: AbortSignal.timeout(30_000),\n    });\n\n    if (response.status === 429) {\n      if (attempt === maxRetries) {\n        throw new Error(\n          \"Massive.com rate limit exceeded — try again in a few minutes\"\n        );\n      }\n      const retryAfter = response.headers.get(\"Retry-After\");\n      const backoffMs = retryAfter\n        ? parseInt(retryAfter, 10) * 1000\n        : Math.pow(2, attempt + 1) * 1000;\n      await new Promise((resolve) => setTimeout(resolve, backoffMs));\n      continue;\n    }\n\n    return response;\n  }\n  throw new Error(\"Massive.com rate limit exceeded after retries\");\n}\n\n// ===========================================================================\n// Snapshot Helpers\n// ===========================================================================\n\nconst INDEX_TICKERS = new Set([\n  \"SPX\", \"NDX\", \"RUT\", \"DJX\", \"VIX\", \"VIX9D\", \"VIX3M\", \"OEX\", \"XSP\",\n]);\n\nfunction detectSnapshotAssetClass(ticker: string): AssetClass {\n  return INDEX_TICKERS.has(ticker.toUpperCase()) ? \"index\" : \"stock\";\n}\n\nfunction computeDTE(expirationDate: string): number {\n  const expMatch = expirationDate.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n  if (!expMatch) return 0;\n  const [, expYearS, expMonthS, expDayS] = expMatch;\n  const expYear = parseInt(expYearS, 10);\n  const expMonth = parseInt(expMonthS, 10);\n  const expDay = parseInt(expDayS, 10);\n\n  const todayET = new Date().toLocaleDateString(\"en-CA\", {\n    timeZone: \"America/New_York\",\n  });\n  const todayMatch = todayET.match(/^(\\d{4})-(\\d{2})-(\\d{2})/);\n  if (!todayMatch) return 0;\n  const [, todayYearS, todayMonthS, todayDayS] = todayMatch;\n  const todayYear = parseInt(todayYearS, 10);\n  const todayMonth = parseInt(todayMonthS, 10);\n  const todayDay = parseInt(todayDayS, 10);\n\n  const dte =\n    (Date.UTC(expYear, expMonth - 1, expDay) -\n      Date.UTC(todayYear, todayMonth - 1, todayDay)) /\n    86_400_000;\n\n  return dte <= 0 ? 0.001 : dte;\n}\n\nfunction mapContract(\n  contract: z.infer<typeof MassiveSnapshotContractSchema>,\n): OptionContract {\n  const hasApiGreeks =\n    contract.greeks != null && contract.greeks.delta != null;\n\n  let delta: number | null = null;\n  let gamma: number | null = null;\n  let theta: number | null = null;\n  let vega: number | null = null;\n  let iv: number | null = null;\n  let greeksSource: \"massive\" | \"computed\" = \"computed\";\n\n  if (hasApiGreeks) {\n    delta = contract.greeks!.delta;\n    gamma = contract.greeks!.gamma;\n    theta = contract.greeks!.theta;\n    vega = contract.greeks!.vega;\n    iv = contract.implied_volatility;\n    greeksSource = \"massive\";\n  } else {\n    const optionPrice =\n      contract.last_trade?.price ?? contract.last_quote.midpoint;\n    const underlyingPrice = contract.underlying_asset.price;\n    const strike = contract.details.strike_price;\n    const dte = computeDTE(contract.details.expiration_date);\n    const type = contract.details.contract_type === \"call\" ? \"C\" : \"P\";\n    const riskFreeRate = 0.045;\n    const dividendYield = 0.015;\n\n    const result = computeLegGreeks(\n      optionPrice,\n      underlyingPrice,\n      strike,\n      dte,\n      type as \"C\" | \"P\",\n      riskFreeRate,\n      dividendYield,\n    );\n\n    if (result.iv !== null) {\n      delta = result.delta;\n      gamma = result.gamma;\n      theta = result.theta;\n      vega = result.vega;\n      iv = result.iv;\n    }\n    greeksSource = \"computed\";\n  }\n\n  return {\n    ticker: fromMassiveTicker(contract.details.ticker),\n    underlying_ticker: fromMassiveTicker(contract.underlying_asset.ticker),\n    underlying_price: contract.underlying_asset.price,\n    contract_type: contract.details.contract_type as \"call\" | \"put\",\n    strike: contract.details.strike_price,\n    expiration: contract.details.expiration_date,\n    exercise_style: contract.details.exercise_style,\n    delta,\n    gamma,\n    theta,\n    vega,\n    iv,\n    greeks_source: greeksSource,\n    bid: contract.last_quote.bid,\n    ask: contract.last_quote.ask,\n    midpoint: contract.last_quote.midpoint,\n    last_price: contract.last_trade?.price ?? null,\n    open_interest: contract.open_interest,\n    volume: contract.day.volume ?? 0,\n    break_even: contract.break_even_price,\n  };\n}\n\n// ===========================================================================\n// MassiveProvider\n// ===========================================================================\n\nexport class MassiveProvider implements MarketDataProvider {\n  readonly name = \"massive\";\n\n  capabilities(): ProviderCapabilities {\n    const tier = resolveMassiveDataTier();\n    return {\n      tradeBars: true,\n      quotes: tier === 'quotes',\n      greeks: false,          // Massive does not provide greeks — we compute via BSM\n      flatFiles: true,        // S3 flat files available via rclone\n      bulkByRoot: false,      // Massive is per-ticker, not bulk-by-root\n      perTicker: true,\n      minuteBars: true,\n      dailyBars: true,\n      dataAvailability: {\n        option: { from: '2014-01-02' },\n        index: { from: '2023-02-14' },\n        stock: { from: '2014-01-02' },\n      },\n    };\n  }\n\n  async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n    const apiKey = getApiKey();\n    const {\n      ticker,\n      from,\n      to,\n      timespan = \"day\",\n      multiplier = 1,\n      assetClass = \"stock\",\n    } = options;\n\n    const apiTicker = toMassiveTicker(ticker, assetClass);\n    const storageTicker = fromMassiveTicker(apiTicker);\n    const headers = { Authorization: `Bearer ${apiKey}` };\n\n    let url: string | null =\n      `${MASSIVE_BASE_URL}/v2/aggs/ticker/${encodeURIComponent(apiTicker)}/range/${multiplier}/${timespan}/${from}/${to}?adjusted=false&limit=${MASSIVE_MAX_LIMIT}`;\n\n    const allRows: BarRow[] = [];\n    const seenCursors = new Set<string>();\n    let pageCount = 0;\n\n    while (url) {\n      pageCount++;\n      if (pageCount > MASSIVE_MAX_PAGES) {\n        throw new Error(\n          `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`\n        );\n      }\n\n      const response = await fetchWithRetry(url, headers);\n\n      if (response.status === 401) {\n        throw new Error(\n          \"MASSIVE_API_KEY rejected by Massive.com — check your key\"\n        );\n      }\n\n      if (!response.ok) {\n        throw new Error(\n          `Massive.com API error: HTTP ${response.status} ${response.statusText}`\n        );\n      }\n\n      const json = await response.json();\n\n      const parsed = MassiveAggregateResponseSchema.safeParse(json);\n      if (!parsed.success) {\n        const issues = parsed.error.issues\n          .map((i) => `${i.path.join(\".\")}: ${i.message}`)\n          .join(\"; \");\n        throw new Error(`Massive API response validation failed: ${issues}`);\n      }\n\n      const data = parsed.data;\n\n      for (const bar of data.results) {\n        const row: BarRow = {\n          date: massiveTimestampToETDate(bar.t),\n          open: bar.o,\n          high: bar.h,\n          low: bar.l,\n          close: bar.c,\n          volume: bar.v ?? 0,\n          ticker: storageTicker,\n        };\n        if (timespan !== \"day\") {\n          row.time = massiveTimestampToETTime(bar.t);\n        }\n        allRows.push(row);\n      }\n\n      if (data.next_url) {\n        const nextUrlObj = new URL(data.next_url);\n        const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n        if (seenCursors.has(cursor)) {\n          throw new Error(\n            `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`\n          );\n        }\n        seenCursors.add(cursor);\n        url = data.next_url;\n      } else {\n        url = null;\n      }\n    }\n\n    // Quote enrichment (bid/ask backfill + synthetic gap bars) is handled\n    // out-of-band by the pipeline-side `enrich_quotes` MCP tool /\n    // quote-minute-cache; reads here never trigger provider writes.\n\n    return allRows;\n  }\n\n  /**\n   * Fetches historical quotes (bid/ask) for an option ticker over a date range.\n   * Returns a Map keyed by \"YYYY-MM-DD HH:MM\" ET minute key.\n   * Any error (network, HTTP error, parse failure) silently returns an empty Map.\n   */\n  /**\n   * Fetch the last NBBO quote for each trading minute in the date range.\n   *\n   * Uses per-minute requests (`order=desc&limit=1`) in parallel batches.\n   * This is much faster than paginating through tick-level quotes: ~400\n   * small requests vs millions of raw NBBO ticks. With concurrency=20,\n   * a full day completes in ~6-7 seconds and results are cached so\n   * subsequent fetches are instant.\n   */\n  private async fetchQuotesForBars(\n    apiTicker: string,\n    headers: Record<string, string>,\n    from: string,\n    to: string,\n  ): Promise<Map<string, MinuteQuote>> {\n    const result = new Map<string, MinuteQuote>();\n\n    // Iterate trading days in the range\n    const startDate = new Date(from + 'T00:00:00');\n    const endDate = new Date(to + 'T00:00:00');\n    const encodedTicker = encodeURIComponent(apiTicker);\n\n    for (let d = new Date(startDate); d <= endDate; d.setDate(d.getDate() + 1)) {\n      const day = d.getDay();\n      if (day === 0 || day === 6) continue; // skip weekends\n      const dateStr = d.toISOString().slice(0, 10);\n\n      // Convert RTH window (09:30-16:00 ET) to UTC using real America/New_York\n      // timezone rules. Month-based DST guesses shift pre-DST March quotes by 1 hour.\n      const fromTs = etDateTimeToUtcIso(dateStr, \"09:30\");\n      const toTs = etDateTimeToUtcIso(dateStr, \"16:00\");\n\n      // Paginated fetch: up to 50K quotes per page, ~3 pages for a full day\n      let url: string | null =\n        `${MASSIVE_BASE_URL}/v3/quotes/${encodedTicker}?timestamp.gte=${fromTs}&timestamp.lte=${toTs}&limit=50000&order=asc`;\n\n      const dayQuotes: MassiveQuote[] = [];\n      let pages = 0;\n\n      while (url && pages < 50) {\n        pages++;\n        try {\n          const response = await fetch(url, { headers, signal: AbortSignal.timeout(30_000) });\n          if (!response.ok) break;\n          const json = await response.json();\n          const parsed = MassiveQuotesResponseSchema.safeParse(json);\n          if (!parsed.success) break;\n          dayQuotes.push(...parsed.data.results);\n          url = parsed.data.next_url ?? null;\n        } catch {\n          break;\n        }\n      }\n\n      // Aggregate tick quotes to minute-level NBBO (last quote per minute wins)\n      const byMinute = new Map<string, MinuteQuote>();\n      for (const q of dayQuotes) {\n        const key = nanosToETMinuteKey(q.sip_timestamp);\n        const [keyDate, keyTime] = key.split(\" \");\n        if (keyDate !== dateStr || !keyTime) continue;\n        if (keyTime < \"09:30\" || keyTime > \"16:00\") continue;\n        byMinute.set(key, { bid: q.bid_price, ask: q.ask_price, source: \"nbbo\" });\n      }\n\n      for (const [key, val] of byMinute) {\n        result.set(key, val);\n      }\n    }\n\n    return result;\n  }\n\n  /**\n   * Developer-tier fallback. When MASSIVE_DATA_TIER ≠ 'quotes' the user\n   * doesn't have access to /v3/quotes, but /v2/aggs minute bars are included\n   * in lower tiers (Developer plan). We fetch option minute OHLCV via the\n   * shared bar-aggregates path and synthesize {bid: close, ask: close} per\n   * minute. Downstream `enrichQuoteRows` averages bid+ask, so this surfaces\n   * `close` as the mid — a reasonable proxy when true NBBO is unavailable.\n   * Tagged source='synth_close' in Task 6 so consumers can distinguish from\n   * true NBBO (locked-spread NBBO can also have bid==ask, so the source\n   * column is the authoritative signal — not the bid/ask equality).\n   */\n  private async fetchQuotesViaMinuteBars(\n    ticker: string,\n    from: string,\n    to: string,\n  ): Promise<Map<string, MinuteQuote>> {\n    const bars = await this.fetchBars({\n      ticker,\n      from,\n      to,\n      timespan: \"minute\",\n      multiplier: 1,\n      assetClass: \"option\",\n    });\n\n    const out = new Map<string, MinuteQuote>();\n    for (const bar of bars) {\n      if (!bar.time) continue;\n      const time = bar.time.slice(0, 5); // \"HH:MM\"\n      // RTH window only — match the /v3/quotes path's behavior\n      if (time < \"09:30\" || time > \"16:00\") continue;\n      const key = `${bar.date} ${time}`;\n      out.set(key, { bid: bar.close, ask: bar.close, source: \"synth_close\" });\n    }\n    return out;\n  }\n\n  async fetchQuotes(ticker: string, from: string, to: string): Promise<Map<string, MinuteQuote>> {\n    const tier = resolveMassiveDataTier();\n    if (tier !== \"quotes\") {\n      // Developer / OHLC / trades tiers: /v3/quotes is gated. Fall back to\n      // /v2/aggs minute bars and synthesize bid=ask=close. See\n      // fetchQuotesViaMinuteBars JSDoc for the trade-off.\n      return this.fetchQuotesViaMinuteBars(ticker, from, to);\n    }\n    const apiKey = getApiKey();\n    const apiTicker = toMassiveTicker(ticker, \"option\");\n    const headers = { Authorization: `Bearer ${apiKey}` };\n    return this.fetchQuotesForBars(apiTicker, headers, from, to);\n  }\n\n  async downloadFlatFile(date: string, assetClass: string): Promise<string | null> {\n    const [year, month] = date.split('-');\n    const assetPathMap: Record<string, string> = {\n      option: 'us_options_opra/minute_aggs_v1',\n      index:  'us_indices/minute_aggs_v1',\n      stock:  'us_stocks_sip/minute_aggs_v1',\n    };\n    const assetPath = assetPathMap[assetClass] ?? assetPathMap.stock;\n    const s3Path = `s3massive:flatfiles/${assetPath}/${year}/${month}/${date}.csv.gz`;\n    // Separate tmp dirs per asset class to avoid file collisions\n    const tmpDir = assetClass === 'index' ? '/tmp/massive-flat-index' : '/tmp/massive-flat';\n    const localPath = `${tmpDir}/${date}.csv.gz`;\n\n    const { existsSync, mkdirSync } = await import('fs');\n    const { execFile } = await import('child_process');\n    const { promisify } = await import('util');\n    const execFileAsync = promisify(execFile);\n\n    mkdirSync(tmpDir, { recursive: true });\n    if (existsSync(localPath)) return localPath;\n\n    try {\n      await execFileAsync('rclone', ['copy', s3Path, `${tmpDir}/`], { timeout: 120_000 });\n    } catch {\n      return null;\n    }\n    return existsSync(localPath) ? localPath : null;\n  }\n\n  async downloadBulkData(options: BulkDownloadOptions): Promise<BulkDownloadResult> {\n    const { date, dataset, assetClass, tickers, outputPath } = options;\n\n    // Skip if output Parquet already exists\n    const { existsSync: exists, mkdirSync: mkdir } = await import('fs');\n    if (exists(outputPath)) {\n      return { rowCount: 0, skipped: true };\n    }\n\n    // Skip if date is before provider's data availability for this asset class\n    const availability = this.capabilities().dataAvailability?.[assetClass];\n    if (availability && date < availability.from) {\n      return { rowCount: 0, skipped: true };\n    }\n\n    const { execFile } = await import('child_process');\n    const { promisify } = await import('util');\n    const { dirname } = await import('path');\n    const execFileAsync = promisify(execFile);\n\n    // S3 path mapping\n    const s3PathMap: Record<string, Record<string, string>> = {\n      option: {\n        minute_bars: 'us_options_opra/minute_aggs_v1',\n        daily_bars: 'us_options_opra/day_aggs_v1',\n        trades: 'us_options_opra/trades_v1',\n      },\n      index: {\n        minute_bars: 'us_indices/minute_aggs_v1',\n        daily_bars: 'us_indices/day_aggs_v1',\n      },\n    };\n\n    const s3Subpath = s3PathMap[assetClass]?.[dataset];\n    if (!s3Subpath) {\n      throw new Error(`Unsupported asset class/dataset combination: ${assetClass}/${dataset}`);\n    }\n\n    const [year, month] = date.split('-');\n    const s3Path = `s3massive:flatfiles/${s3Subpath}/${year}/${month}/${date}.csv.gz`;\n    const tmpDir = `/tmp/massive-bulk-${assetClass}-${dataset}`;\n    const localCsv = `${tmpDir}/${date}.csv.gz`;\n\n    mkdir(tmpDir, { recursive: true });\n    // Don't create output dir yet — only after successful download + filter\n\n    try {\n      // Download CSV.gz from S3 via rclone (if not already cached)\n      if (!exists(localCsv)) {\n        await execFileAsync('rclone', ['copy', s3Path, `${tmpDir}/`], { timeout: 300_000 });\n        if (!exists(localCsv)) {\n          throw new Error(`rclone download failed — file not found: ${localCsv}`);\n        }\n      }\n\n      // Build ticker filter WHERE clause\n      const prefix = assetClass === 'option' ? 'O:' : 'I:';\n      const tickerConditions = tickers\n        .map(t => `ticker LIKE '${prefix}${t}%'`)\n        .join(' OR ');\n      const whereClause = `WHERE ${tickerConditions}`;\n\n      // CSV column definitions differ by asset class\n      const isOption = assetClass === 'option';\n      const csvColumns = isOption\n        ? \"columns = {'ticker': 'VARCHAR', 'volume': 'BIGINT', 'open': 'DOUBLE', 'close': 'DOUBLE', 'high': 'DOUBLE', 'low': 'DOUBLE', 'window_start': 'BIGINT', 'transactions': 'BIGINT'}\"\n        : \"columns = {'ticker': 'VARCHAR', 'open': 'DOUBLE', 'close': 'DOUBLE', 'high': 'DOUBLE', 'low': 'DOUBLE', 'window_start': 'BIGINT'}\";\n\n      // EDT/EST offset logic in DuckDB SQL:\n      // EDT (UTC-4): months 4-10 always; month 3 if day >= 8; month 11 if day < 7\n      // EST (UTC-5): all other times\n      const etConversion = `\n        make_timestamp(CAST(window_start / 1000 AS BIGINT)) AS utc_ts,\n        CASE\n          WHEN month(make_timestamp(CAST(window_start / 1000 AS BIGINT))) > 3\n               AND month(make_timestamp(CAST(window_start / 1000 AS BIGINT))) < 11 THEN 4\n          WHEN month(make_timestamp(CAST(window_start / 1000 AS BIGINT))) = 3\n               AND day(make_timestamp(CAST(window_start / 1000 AS BIGINT))) >= 8 THEN 4\n          WHEN month(make_timestamp(CAST(window_start / 1000 AS BIGINT))) = 11\n               AND day(make_timestamp(CAST(window_start / 1000 AS BIGINT))) < 7 THEN 4\n          ELSE 5\n        END AS et_offset\n      `;\n\n      // Build full COPY query: read CSV.gz → filter tickers → convert timestamps → write Parquet\n      const sql = `\n        COPY (\n          SELECT\n            replace(replace(ticker, 'O:', ''), 'I:', '') AS ticker,\n            strftime(utc_ts - et_offset * INTERVAL '1' HOUR, '%Y-%m-%d') AS date,\n            strftime(utc_ts - et_offset * INTERVAL '1' HOUR, '%H:%M') AS time,\n            open,\n            high,\n            low,\n            close,\n            NULL::DOUBLE AS bid,\n            NULL::DOUBLE AS ask\n          FROM (\n            SELECT *, ${etConversion}\n            FROM read_csv('${localCsv}', ${csvColumns}, header = true, compression = 'gzip')\n            ${whereClause}\n          ) sub\n        ) TO '${outputPath}' (FORMAT PARQUET, COMPRESSION ZSTD)\n      `;\n\n      // Use in-memory DuckDB to run the conversion\n      const { DuckDBInstance } = await import('@duckdb/node-api');\n      const db = await DuckDBInstance.create(':memory:');\n      const conn = await db.connect();\n\n      try {\n        mkdir(dirname(outputPath), { recursive: true });\n        await conn.run(sql);\n\n        // Get row count from the written Parquet\n        const countResult = await conn.runAndReadAll(\n          `SELECT count(*) AS cnt FROM '${outputPath}'`\n        );\n        const rowCount = Number(countResult.getRows()[0][0]);\n        return { rowCount, skipped: false };\n      } finally {\n        conn.closeSync();\n      }\n    } finally {\n      // Clean up temp CSV (keep output Parquet)\n      try {\n        const { unlinkSync } = await import('fs');\n        if (exists(localCsv)) unlinkSync(localCsv);\n      } catch {\n        // Ignore cleanup errors\n      }\n    }\n  }\n\n  async fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n    const apiKey = getApiKey();\n    const { underlying } = options;\n\n    const assetClass = detectSnapshotAssetClass(underlying);\n    const apiTicker = toMassiveTicker(underlying, assetClass);\n    const headers = { Authorization: `Bearer ${apiKey}` };\n\n    const params = new URLSearchParams({ limit: \"250\" });\n    if (options.strike_price_gte != null) {\n      params.set(\"strike_price.gte\", String(options.strike_price_gte));\n    }\n    if (options.strike_price_lte != null) {\n      params.set(\"strike_price.lte\", String(options.strike_price_lte));\n    }\n    if (options.expiration_date_gte != null) {\n      params.set(\"expiration_date.gte\", options.expiration_date_gte);\n    }\n    if (options.expiration_date_lte != null) {\n      params.set(\"expiration_date.lte\", options.expiration_date_lte);\n    }\n    if (options.contract_type != null) {\n      params.set(\"contract_type\", options.contract_type);\n    }\n\n    let url: string | null =\n      `${MASSIVE_BASE_URL}/v3/snapshot/options/${encodeURIComponent(apiTicker)}?${params.toString()}`;\n\n    const allContracts: OptionContract[] = [];\n    const seenCursors = new Set<string>();\n    let pageCount = 0;\n    let underlyingPrice = 0;\n    let underlyingTicker = underlying;\n\n    while (url) {\n      pageCount++;\n      if (pageCount > MASSIVE_MAX_PAGES) {\n        throw new Error(\n          `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) — possible API issue`,\n        );\n      }\n\n      const response = await fetchWithRetry(url, headers);\n\n      if (response.status === 401) {\n        throw new Error(\n          \"MASSIVE_API_KEY rejected by Massive.com — check your key\",\n        );\n      }\n\n      if (!response.ok) {\n        throw new Error(\n          `Massive.com API error: HTTP ${response.status} ${response.statusText}`,\n        );\n      }\n\n      const json = await response.json();\n\n      const parsed = MassiveSnapshotResponseSchema.safeParse(json);\n      if (!parsed.success) {\n        const issues = parsed.error.issues\n          .map((i) => `${String(i.path.join(\".\"))}: ${i.message}`)\n          .join(\"; \");\n        throw new Error(`Massive API response validation failed: ${issues}`);\n      }\n\n      const data = parsed.data;\n\n      if (data.results.length > 0 && underlyingPrice === 0) {\n        underlyingPrice = data.results[0].underlying_asset.price;\n        underlyingTicker = fromMassiveTicker(\n          data.results[0].underlying_asset.ticker,\n        );\n      }\n\n      for (const contract of data.results) {\n        allContracts.push(mapContract(contract));\n      }\n\n      if (data.next_url) {\n        const nextUrlObj = new URL(data.next_url);\n        const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? data.next_url;\n        if (seenCursors.has(cursor)) {\n          throw new Error(\n            `Pagination loop detected — cursor repeated: ${cursor.slice(0, 50)}...`,\n          );\n        }\n        seenCursors.add(cursor);\n        url = data.next_url;\n      } else {\n        url = null;\n      }\n    }\n\n    return {\n      contracts: allContracts,\n      underlying_price: underlyingPrice,\n      underlying_ticker: underlyingTicker,\n    };\n  }\n\n  async fetchContractList(options: FetchContractListOptions): Promise<FetchContractListResult> {\n    const apiKey = getApiKey();\n    const { underlying, as_of, expired = true, expiration_date_gte, expiration_date_lte } = options;\n\n    // The /v3/reference/options/contracts endpoint uses raw tickers (no I:/O: prefix).\n    // The I: prefix is only for bars/aggs endpoints.\n    const headers = { Authorization: `Bearer ${apiKey}` };\n\n    const params = new URLSearchParams({\n      underlying_ticker: underlying,\n      limit: \"1000\",\n    });\n    // Polygon API: as_of and expiration_date filters are incompatible.\n    // When expiration date filters are provided, drop as_of.\n    if (expiration_date_gte || expiration_date_lte) {\n      if (expiration_date_gte) params.set(\"expiration_date.gte\", expiration_date_gte);\n      if (expiration_date_lte) params.set(\"expiration_date.lte\", expiration_date_lte);\n    } else {\n      params.set(\"as_of\", as_of);\n    }\n    if (expired) {\n      params.set(\"expired\", \"true\");\n    }\n\n    let url: string | null =\n      `${MASSIVE_BASE_URL}/v3/reference/options/contracts?${params.toString()}`;\n\n    const allContracts: ContractReference[] = [];\n    const seenCursors = new Set<string>();\n    let pageCount = 0;\n\n    while (url) {\n      pageCount++;\n      if (pageCount > MASSIVE_MAX_PAGES) {\n        throw new Error(\n          `Pagination safety limit reached (${MASSIVE_MAX_PAGES} pages) -- possible API issue`,\n        );\n      }\n\n      const response = await fetchWithRetry(url, headers);\n\n      if (response.status === 401) {\n        throw new Error(\"MASSIVE_API_KEY rejected by Massive.com -- check your key\");\n      }\n      if (!response.ok) {\n        throw new Error(`Massive.com API error: HTTP ${response.status} ${response.statusText}`);\n      }\n\n      const json = await response.json();\n      const parsed = MassiveContractListResponseSchema.safeParse(json);\n      if (!parsed.success) {\n        const issues = parsed.error.issues\n          .map((i) => `${String(i.path.join(\".\"))}: ${i.message}`)\n          .join(\"; \");\n        throw new Error(`Massive contract list response validation failed: ${issues}`);\n      }\n\n      for (const contract of parsed.data.results) {\n        allContracts.push({\n          ticker: fromMassiveTicker(contract.ticker),\n          contract_type: contract.contract_type as \"call\" | \"put\",\n          strike: contract.strike_price,\n          expiration: contract.expiration_date,\n          exercise_style: contract.exercise_style ?? \"american\",\n        });\n      }\n\n      if (parsed.data.next_url) {\n        const nextUrlObj = new URL(parsed.data.next_url);\n        const cursor = nextUrlObj.searchParams.get(\"cursor\") ?? parsed.data.next_url;\n        if (seenCursors.has(cursor)) {\n          throw new Error(`Pagination loop detected -- cursor repeated: ${cursor.slice(0, 50)}...`);\n        }\n        seenCursors.add(cursor);\n        url = parsed.data.next_url;\n      } else {\n        url = null;\n      }\n    }\n\n    return { contracts: allContracts, underlying };\n  }\n}\n","/**\n * Black-Scholes option pricing, greeks computation, and IV solver.\n * Includes Bachelier (normal) model as fallback for short-dated options.\n *\n * Pure math module — no I/O, no DuckDB, no fetch.\n * European-style BS formula with continuous dividend yield.\n *\n * References:\n * - CDF approximation: Abramowitz & Stegun 26.2.17 (rational approximation)\n * - IV solver: Newton-Raphson with bisection fallback (D-11: maxIter=100, tolerance=1e-6)\n * - Bachelier model: Brenner-Subrahmanyam (1988) normal model for near-zero DTE\n */\n\n/**\n * DTE threshold below which Bachelier normal model is used instead of Black-Scholes.\n * At very short DTE (<0.1 days / ~2.4 hours), BS gamma explodes and the lognormal assumption breaks down.\n * Bachelier (normal) model handles near-zero DTE gracefully.\n */\nexport const BACHELIER_DTE_THRESHOLD = 0.1; // days (~2.4 hours)\n\n/**\n * Result of computing greeks for a single option leg.\n */\nexport interface GreeksResult {\n  delta: number | null;\n  gamma: number | null;\n  theta: number | null; // per day\n  vega: number | null; // per 1% IV move\n  iv: number | null; // annualized implied volatility (0-N, not percentage)\n  model?: 'bs' | 'bachelier'; // which pricing model was used; undefined if IV solve failed\n}\n\n// --- Internal helpers (exported for Bachelier model and testing) ---\n\n/** Standard normal probability density function */\nexport function pdf(x: number): number {\n  return Math.exp(-0.5 * x * x) / Math.sqrt(2 * Math.PI);\n}\n\n/**\n * Cumulative standard normal distribution function.\n * Uses Abramowitz & Stegun 26.2.17 rational approximation.\n * Accuracy: |error| < 7.5e-8\n */\nexport function cdf(x: number): number {\n  if (x < -10) return 0;\n  if (x > 10) return 1;\n\n  const sign = x < 0 ? -1 : 1;\n  const absX = Math.abs(x);\n\n  const p = 0.2316419;\n  const b1 = 0.319381530;\n  const b2 = -0.356563782;\n  const b3 = 1.781477937;\n  const b4 = -1.821255978;\n  const b5 = 1.330274429;\n\n  const t = 1.0 / (1.0 + p * absX);\n  const t2 = t * t;\n  const t3 = t2 * t;\n  const t4 = t3 * t;\n  const t5 = t4 * t;\n\n  const poly = b1 * t + b2 * t2 + b3 * t3 + b4 * t4 + b5 * t5;\n  const result = 1.0 - pdf(absX) * poly;\n\n  return sign === 1 ? result : 1.0 - result;\n}\n\n/** Compute d1 and d2 for Black-Scholes formula */\nfunction d1d2(\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): { d1: number; d2: number } {\n  const sqrtT = Math.sqrt(T);\n  const d1 = (Math.log(S / K) + (r - q + 0.5 * sigma * sigma) * T) / (sigma * sqrtT);\n  const d2 = d1 - sigma * sqrtT;\n  return { d1, d2 };\n}\n\n// --- Exported functions ---\n\n/**\n * European Black-Scholes option price with continuous dividend yield.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma - Volatility (annualized, e.g., 0.20 for 20%)\n * @returns Option price\n */\nexport function bsPrice(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): number {\n  // Edge case: at or past expiry\n  if (T <= 0) {\n    return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n  }\n\n  // Edge case: zero volatility — return discounted intrinsic\n  if (sigma <= 0) {\n    const forward = S * Math.exp((r - q) * T);\n    if (type === 'call') {\n      return Math.max(forward - K, 0) * Math.exp(-r * T);\n    } else {\n      return Math.max(K - forward, 0) * Math.exp(-r * T);\n    }\n  }\n\n  const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n\n  if (type === 'call') {\n    return S * Math.exp(-q * T) * cdf(d1) - K * Math.exp(-r * T) * cdf(d2);\n  } else {\n    return K * Math.exp(-r * T) * cdf(-d2) - S * Math.exp(-q * T) * cdf(-d1);\n  }\n}\n\n/**\n * Black-Scholes delta.\n * Call: N(d1) * e^(-qT)\n * Put: (N(d1) - 1) * e^(-qT)\n */\nexport function bsDelta(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): number {\n  if (T <= 0 || sigma <= 0) {\n    if (type === 'call') return S > K ? 1 : 0;\n    return S < K ? -1 : 0;\n  }\n\n  const { d1 } = d1d2(S, K, T, r, q, sigma);\n  const eqT = Math.exp(-q * T);\n\n  if (type === 'call') {\n    return cdf(d1) * eqT;\n  } else {\n    return (cdf(d1) - 1) * eqT;\n  }\n}\n\n/**\n * Black-Scholes gamma. Same for calls and puts.\n * Gamma = N'(d1) * e^(-qT) / (S * sigma * sqrt(T))\n */\nexport function bsGamma(\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): number {\n  if (T <= 0 || sigma <= 0) return 0;\n\n  const { d1 } = d1d2(S, K, T, r, q, sigma);\n  return (pdf(d1) * Math.exp(-q * T)) / (S * sigma * Math.sqrt(T));\n}\n\n/**\n * Black-Scholes theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n */\nexport function bsTheta(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): number {\n  if (T <= 0 || sigma <= 0) return 0;\n\n  const { d1, d2 } = d1d2(S, K, T, r, q, sigma);\n  const sqrtT = Math.sqrt(T);\n  const eqT = Math.exp(-q * T);\n  const erT = Math.exp(-r * T);\n\n  // First term: -(S * e^(-qT) * N'(d1) * sigma) / (2 * sqrt(T))\n  const term1 = -(S * eqT * pdf(d1) * sigma) / (2 * sqrtT);\n\n  if (type === 'call') {\n    const term2 = q * S * eqT * cdf(d1);\n    const term3 = -r * K * erT * cdf(d2);\n    return (term1 - term2 - term3) / 365;\n  } else {\n    const term2 = q * S * eqT * cdf(-d1);\n    const term3 = -r * K * erT * cdf(-d2);\n    return (term1 + term2 + term3) / 365;\n  }\n}\n\n/**\n * Black-Scholes vega (per 1% IV move).\n * Vega = S * e^(-qT) * N'(d1) * sqrt(T) / 100\n */\nexport function bsVega(\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma: number,\n): number {\n  if (T <= 0 || sigma <= 0) return 0;\n\n  const { d1 } = d1d2(S, K, T, r, q, sigma);\n  return (S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T)) / 100;\n}\n\n/**\n * Solve for implied volatility using Newton-Raphson with bisection fallback.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100, per D-11)\n * @param tolerance - Convergence tolerance (default 1e-6, per D-11)\n * @returns Implied volatility or null if convergence fails\n */\nexport function solveIV(\n  type: 'call' | 'put',\n  marketPrice: number,\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  maxIter: number = 100,\n  tolerance: number = 1e-6,\n): number | null {\n  // Guard: invalid inputs\n  if (marketPrice <= 0 || T <= 0) return null;\n\n  let sigma = 0.3; // initial guess\n  let lo = 0.001;\n  let hi = 5.0;\n\n  for (let i = 0; i < maxIter; i++) {\n    const price = bsPrice(type, S, K, T, r, q, sigma);\n    const diff = price - marketPrice;\n\n    if (Math.abs(diff) < tolerance) {\n      return sigma;\n    }\n\n    // Vega for Newton-Raphson step (raw vega, not per-1%-move)\n    const { d1 } = d1d2(S, K, T, r, q, sigma);\n    const rawVega = S * Math.exp(-q * T) * pdf(d1) * Math.sqrt(T);\n\n    if (rawVega < 1e-10) {\n      // Bisection fallback when vega is near zero\n      const mid = (lo + hi) / 2;\n      if (diff > 0) {\n        hi = sigma;\n      } else {\n        lo = sigma;\n      }\n      sigma = mid;\n    } else {\n      // Newton-Raphson step\n      const newSigma = sigma - diff / rawVega;\n      // Clamp to reasonable range\n      if (newSigma <= 0 || newSigma > 10) {\n        // Fall back to bisection\n        if (diff > 0) {\n          hi = sigma;\n        } else {\n          lo = sigma;\n        }\n        sigma = (lo + hi) / 2;\n      } else {\n        sigma = newSigma;\n      }\n    }\n  }\n\n  // Did not converge\n  return null;\n}\n\n// --- Bachelier (Normal) Model ---\n\n/**\n * Bachelier (normal) European option price with continuous dividend yield.\n * Uses forward price F = S * e^((r-q)*T) as the underlying.\n *\n * For near-zero DTE, the lognormal assumption in Black-Scholes breaks down.\n * Bachelier's model (normal distribution of returns) handles this gracefully.\n *\n * @param type - \"call\" or \"put\"\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate (e.g., 0.045)\n * @param q - Continuous dividend yield (e.g., 0.015 for SPX)\n * @param sigma_n - Normal (dollar) volatility (e.g., 800 for SPX ~$800/year normal vol)\n * @returns Option price\n */\nexport function bachelierPrice(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma_n: number,\n): number {\n  if (T <= 0) return type === 'call' ? Math.max(S - K, 0) : Math.max(K - S, 0);\n  if (sigma_n <= 0) {\n    const forward = S * Math.exp((r - q) * T);\n    return Math.exp(-r * T) * (type === 'call' ? Math.max(forward - K, 0) : Math.max(K - forward, 0));\n  }\n  const forward = S * Math.exp((r - q) * T);\n  const sqrtT = Math.sqrt(T);\n  const d = (forward - K) / (sigma_n * sqrtT);\n  const discount = Math.exp(-r * T);\n  if (type === 'call') {\n    return discount * ((forward - K) * cdf(d) + sigma_n * sqrtT * pdf(d));\n  } else {\n    return discount * ((K - forward) * cdf(-d) + sigma_n * sqrtT * pdf(d));\n  }\n}\n\n/**\n * Bachelier delta.\n * Call: e^(-rT) * N(d)\n * Put: -e^(-rT) * N(-d)\n */\nexport function bachelierDelta(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma_n: number,\n): number {\n  if (T <= 0 || sigma_n <= 0) {\n    if (type === 'call') return S > K ? 1 : 0;\n    return S < K ? -1 : 0;\n  }\n  const forward = S * Math.exp((r - q) * T);\n  const d = (forward - K) / (sigma_n * Math.sqrt(T));\n  const discount = Math.exp(-r * T);\n  return type === 'call' ? discount * cdf(d) : -discount * cdf(-d);\n}\n\n/**\n * Bachelier gamma (same for calls and puts).\n * Gamma = e^(-rT) * n(d) / (sigma_n * sqrt(T))\n */\nexport function bachelierGamma(\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma_n: number,\n): number {\n  if (T <= 0 || sigma_n <= 0) return 0;\n  const forward = S * Math.exp((r - q) * T);\n  const sqrtT = Math.sqrt(T);\n  const d = (forward - K) / (sigma_n * sqrtT);\n  return Math.exp(-r * T) * pdf(d) / (sigma_n * sqrtT);\n}\n\n/**\n * Bachelier theta (per calendar day).\n * Returns the daily time decay (negative for long options).\n * Formula: -(e^(-rT) * sigma_n * n(d) / (2 * sqrt(T)) - r * price) / 365\n */\nexport function bachelierTheta(\n  type: 'call' | 'put',\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma_n: number,\n): number {\n  if (T <= 0 || sigma_n <= 0) return 0;\n  const forward = S * Math.exp((r - q) * T);\n  const sqrtT = Math.sqrt(T);\n  const d = (forward - K) / (sigma_n * sqrtT);\n  const discount = Math.exp(-r * T);\n  const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n  // dV/dT = -e^(-rT) * sigma_n * n(d) / (2*sqrt(T)) + r * price  (positive = more time = more value)\n  // theta = -dV/dT per year, then / 365 for per-calendar-day\n  // annualTheta is negative for long options (time decay)\n  const annualTheta = -discount * sigma_n * pdf(d) / (2 * sqrtT) + r * price;\n  return annualTheta / 365;\n}\n\n/**\n * Bachelier vega (per 1% normal vol move).\n * Raw vega = e^(-rT) * sqrt(T) * n(d). Per 1% = raw / 100.\n */\nexport function bachelierVega(\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  sigma_n: number,\n): number {\n  if (T <= 0 || sigma_n <= 0) return 0;\n  const forward = S * Math.exp((r - q) * T);\n  const d = (forward - K) / (sigma_n * Math.sqrt(T));\n  return Math.exp(-r * T) * Math.sqrt(T) * pdf(d) / 100;\n}\n\n/**\n * Solve for normal (Bachelier) implied volatility using Newton-Raphson.\n *\n * @param type - \"call\" or \"put\"\n * @param marketPrice - Observed market price of the option\n * @param S - Underlying price\n * @param K - Strike price\n * @param T - Time to expiry in years\n * @param r - Risk-free rate\n * @param q - Dividend yield\n * @param maxIter - Maximum iterations (default 100)\n * @param tolerance - Convergence tolerance (default 1e-6)\n * @returns Normal implied volatility (dollar vol, e.g., ~800 for SPX) or null\n */\nexport function solveNormalIV(\n  type: 'call' | 'put',\n  marketPrice: number,\n  S: number,\n  K: number,\n  T: number,\n  r: number,\n  q: number,\n  maxIter: number = 100,\n  tolerance: number = 1e-6,\n): number | null {\n  if (marketPrice <= 0 || T <= 0) return null;\n  // Initial guess: Brenner-Subrahmanyam for normal model\n  // sigma_n ~ marketPrice / sqrt(T/(2*pi))\n  let sigma_n = marketPrice / Math.sqrt(T / (2 * Math.PI));\n  // Clamp initial guess to reasonable range\n  sigma_n = Math.max(sigma_n, 1); // at least $1 normal vol\n\n  // Bisection bounds — normal vol is in dollar terms (typically 10-10000 for index options)\n  let lo = 0.01;\n  let hi = 50000;\n\n  for (let i = 0; i < maxIter; i++) {\n    const price = bachelierPrice(type, S, K, T, r, q, sigma_n);\n    const diff = price - marketPrice;\n    if (Math.abs(diff) < tolerance) return sigma_n;\n    // Raw vega for Newton step (without /100 per-1% scaling)\n    const forward = S * Math.exp((r - q) * T);\n    const d = (forward - K) / (sigma_n * Math.sqrt(T));\n    const rawVega = Math.exp(-r * T) * Math.sqrt(T) * pdf(d);\n\n    if (rawVega < 1e-10) {\n      // Bisection fallback when vega is near zero\n      if (diff > 0) {\n        hi = sigma_n;\n      } else {\n        lo = sigma_n;\n      }\n      sigma_n = (lo + hi) / 2;\n    } else {\n      // Newton-Raphson step\n      const newSigma = sigma_n - diff / rawVega;\n      if (newSigma <= 0 || newSigma > 100000) {\n        // Fall back to bisection\n        if (diff > 0) {\n          hi = sigma_n;\n        } else {\n          lo = sigma_n;\n        }\n        sigma_n = (lo + hi) / 2;\n      } else {\n        sigma_n = newSigma;\n      }\n    }\n  }\n  return null;\n}\n\n/**\n * Compute all greeks for a single option leg.\n *\n * First solves for IV from the market price, then computes delta, gamma, theta, vega.\n * Returns all nulls if IV cannot be determined.\n *\n * @param optionPrice - Market price of the option\n * @param underlyingPrice - Current underlying price (S)\n * @param strike - Option strike price (K)\n * @param dte - Days to expiry (fractional days, converted to years internally)\n * @param type - \"C\" for call, \"P\" for put\n * @param riskFreeRate - Risk-free interest rate\n * @param dividendYield - Continuous dividend yield\n * @returns GreeksResult with delta, gamma, theta, vega, iv (all nullable)\n */\nexport function computeLegGreeks(\n  optionPrice: number,\n  underlyingPrice: number,\n  strike: number,\n  dte: number,\n  type: 'C' | 'P',\n  riskFreeRate: number,\n  dividendYield: number,\n): GreeksResult {\n  const T = dte / 365;\n  const bsType = type === 'C' ? 'call' : 'put';\n  const nullResult: GreeksResult = { delta: null, gamma: null, theta: null, vega: null, iv: null };\n\n  if (dte < BACHELIER_DTE_THRESHOLD) {\n    // Bachelier normal model for short-dated options (dte < 0.1 days / ~2.4 hours).\n    // iv field stores normal (dollar) volatility, not log-normal vol.\n    const iv = solveNormalIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n    if (iv === null) return nullResult;\n    return {\n      delta: bachelierDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n      gamma: bachelierGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n      theta: bachelierTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n      vega: bachelierVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n      iv,\n      model: 'bachelier',\n    };\n  }\n\n  // Black-Scholes for longer-dated options (dte >= 0.1 days).\n  // iv field stores annualized log-normal volatility (0-N, not percentage).\n  const iv = solveIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);\n  if (iv === null) return nullResult;\n  return {\n    delta: bsDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n    gamma: bsGamma(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n    theta: bsTheta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n    vega: bsVega(underlyingPrice, strike, T, riskFreeRate, dividendYield, iv),\n    iv,\n    model: 'bs',\n  };\n}\n","export type MassiveDataTier = 'ohlc' | 'trades' | 'quotes';\n\nexport function resolveMassiveDataTier(\n  env: NodeJS.ProcessEnv = process.env,\n): MassiveDataTier {\n  const tier = (env.MASSIVE_DATA_TIER ?? '').toLowerCase();\n  if (tier === 'quotes' || tier === 'trades' || tier === 'ohlc') {\n    return tier;\n  }\n  return 'ohlc';\n}\n","/**\n * Trade Replay Pure Logic Module\n *\n * OCC ticker construction, tradelog legs string parsing, multi-leg P&L path\n * computation with HL2 mark pricing, and MFE/MAE calculation.\n *\n * All functions are pure — no fetch, no DuckDB.\n */\n\nimport type { BarRow } from './market-provider.ts';\nimport { computeLegGreeks, type GreeksResult } from './black-scholes.ts';\n\n// ---------------------------------------------------------------------------\n// Types\n// ---------------------------------------------------------------------------\n\n/** A parsed leg from a tradelog \"legs\" string (before OCC ticker resolution). */\nexport interface ParsedLeg {\n  root: string;            // \"SPY\", \"SPX\", \"SPXW\"\n  strike: number;          // Numeric strike price\n  type: 'C' | 'P';        // Call or Put\n  quantity: number;        // +1 or -1 (direction derived from position in spread)\n}\n\n/** A fully resolved leg ready for replay (after OCC ticker construction). */\nexport interface ReplayLeg {\n  occTicker: string;       // Full OCC ticker for Massive API fetch\n  quantity: number;        // Positive = long, negative = short\n  entryPrice: number;      // Per-contract entry price\n  multiplier: number;      // 100 for standard equity/index options\n}\n\n/** A single point on the strategy P&L path. */\nexport interface PnlPoint {\n  timestamp: string;       // \"YYYY-MM-DD HH:MM\" ET\n  strategyPnl: number;     // Combined P&L across all legs at this minute\n  legPrices: number[];     // Mark price for each leg at this minute (bid/ask mid or HL2 fallback)\n  underlyingPrice?: number; // Underlying price used for greeks / decomposition at this timestamp\n  // Per-leg greeks (Phase 69) — array parallel to legPrices\n  legGreeks?: GreeksResult[];\n  // Net position greeks — quantity-weighted aggregation across legs\n  netDelta?: number | null;\n  netGamma?: number | null;\n  netTheta?: number | null;\n  netVega?: number | null;\n  // IVP from canonical market datasets (typically VIX ticker rows in market.enriched)\n  ivp?: number | null;\n  // True when all legs have synchronized quotes at this minute; false when one or more\n  // legs lack a fresh quote. Triggers like profitTarget gate hit-counting on this so\n  // unsynchronized bars don't count toward confirmation and don't reset the counter.\n  // When undefined (no producer populates the field) consumers treat the bar as synchronized.\n  // TODO: populated by a future quote-sync detector — currently forward-compat only.\n  allLegsSync?: boolean;\n}\n\n/** Configuration for greeks computation in P&L path. */\nexport interface GreeksConfig {\n  underlyingPrices: Map<string, number>;  // timestamp -> underlying price\n  legs: Array<{ strike: number; type: 'C' | 'P'; expiryDate: string }>;  // per-leg BS inputs\n  riskFreeRate: number;       // e.g. 0.045\n  dividendYield: number;      // e.g. 0.015 for SPX, 0 otherwise\n  ivpByDate?: Map<string, number>;  // date -> IVP value\n  /** Sorted intraday timestamps from underlyingPrices for nearest-timestamp binary search. */\n  sortedTimestamps?: string[];\n}\n\n/** Complete replay result with P&L path, MFE/MAE, and metadata. */\nexport interface ReplayResult {\n  pnlPath: PnlPoint[];\n  mfe: number;             // Max of strategyPnl series\n  mae: number;             // Min of strategyPnl series\n  mfeTimestamp: string;    // When MFE occurred\n  maeTimestamp: string;    // When MAE occurred\n  totalPnl: number;        // Final P&L at last bar\n  totalBars?: number;      // Total minute bars before format filtering\n  legs: ReplayLeg[];       // The legs that were replayed\n  greeksWarning?: string | null;  // D-12: warning when >50% of leg-timestamps have null greeks\n}\n\n// ---------------------------------------------------------------------------\n// markPrice\n// ---------------------------------------------------------------------------\n\n/**\n * Prefer (bid+ask)/2 when both are present and non-zero; fall back to HL2.\n *\n * When providers supply bid/ask data (e.g., option chains), the midpoint is a\n * more accurate mark price than HL2. This is opt-in — existing data without\n * bid/ask continues to use HL2 identically.\n *\n * Guards against broken exchange quotes (crossed bid>ask; blown ask>10×bid\n * with mid>$1) by falling back to HL2.\n */\nexport function markPrice(bar: Pick<BarRow, 'high' | 'low' | 'bid' | 'ask'>): number {\n  const { bid, ask } = bar;\n  const hl2 = (bar.high + bar.low) / 2;\n  if (bid != null && ask != null && (bid > 0 || ask > 0)) {\n    if (bid > 0 && ask > 0) {\n      if (bid > ask) return hl2;\n      if (ask > 10 * bid && (bid + ask) / 2 > 1) return hl2;\n    }\n    return (bid + ask) / 2;\n  }\n  return hl2;\n}\n\n// ---------------------------------------------------------------------------\n// findNearestTimestamp\n// ---------------------------------------------------------------------------\n\n/**\n * Find the nearest timestamp in a sorted array within tolerance (seconds).\n * Uses binary search for O(log n) performance.\n *\n * Timestamps are compared by minutes-since-midnight (HH:MM format).\n * Returns undefined if no timestamp is within the tolerance.\n *\n * Per D-07/D-08: Tolerates up to 60s mismatch between option and underlying bars.\n */\nexport function findNearestTimestamp(\n  sortedTimestamps: string[],\n  target: string,\n  toleranceSec: number = 60,\n): string | undefined {\n  if (sortedTimestamps.length === 0) return undefined;\n\n  const targetMin = timestampToMinutes(target);\n  if (targetMin === null) return undefined;\n\n  let lo = 0, hi = sortedTimestamps.length - 1;\n  let bestIdx = 0;\n  let bestDiff = Infinity;\n\n  while (lo <= hi) {\n    const mid = (lo + hi) >>> 1;\n    const midMin = timestampToMinutes(sortedTimestamps[mid]);\n    if (midMin === null) { lo = mid + 1; continue; }\n\n    const diff = Math.abs(midMin - targetMin);\n    if (diff < bestDiff) { bestDiff = diff; bestIdx = mid; }\n    if (midMin < targetMin) lo = mid + 1;\n    else if (midMin > targetMin) hi = mid - 1;\n    else break; // exact match\n  }\n\n  // bestDiff is in minutes; convert tolerance from seconds\n  return bestDiff <= toleranceSec / 60 ? sortedTimestamps[bestIdx] : undefined;\n}\n\nfunction timestampToMinutes(ts: string): number | null {\n  const timePart = ts.split(' ')[1];\n  if (!timePart) return null;\n  const [h, m] = timePart.split(':').map(Number);\n  if (isNaN(h) || isNaN(m)) return null;\n  return h * 60 + m;\n}\n\n// ---------------------------------------------------------------------------\n// parseLegsString\n// ---------------------------------------------------------------------------\n\n// Compact format with root: \"SPY 470C\", \"SPX 4500P\", \"SPY 0.50C\"\nconst COMPACT_LEG_RE = /^([A-Z]+)\\s+(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Compact format without root (subsequent legs in spreads): \"465C\", \"500C\"\nconst COMPACT_NO_ROOT_RE = /^(\\d+(?:\\.\\d+)?)\\s*(C|P)$/i;\n\n// Verbose format: \"SPY Jan25 470 Call\", \"SPX Feb25 4500 Put\"\nconst VERBOSE_LEG_RE = /^([A-Z]+)\\s+\\w+\\s+(\\d+(?:\\.\\d+)?)\\s+(Call|Put)$/i;\n\n// Option Omega format: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n// Example: \"397 Mar 12 6610 P STO 35.85\"\n// Captures: (1)contracts (2)month (3)day (4)strike (5)C|P (6)STO|BTO (7)price\nconst OO_LEG_RE = /^(\\d+)\\s+(\\w+)\\s+(\\d+)\\s+(\\d+(?:\\.\\d+)?)\\s+(C|P)\\s+(STO|BTO|STC|BTC)\\s+(\\d+(?:\\.\\d+)?)$/i;\n\n/** Extended parsed leg with entry price from OO format. */\nexport interface ParsedLegOO extends ParsedLeg {\n  entryPrice?: number;   // Fill price from OO leg (e.g., 35.85)\n  contracts?: number;    // Contract count from OO leg\n  expiryHint?: string;   // \"Mon DD\" from OO format (e.g., \"Mar 12\") for multi-expiry strategies\n}\n\n/**\n * Parse a tradelog \"legs\" string into structured ParsedLeg objects.\n *\n * Supported formats:\n *   - \"SPY 470C\" (single leg)\n *   - \"SPY 470C/465C\" (two-leg spread, \"/\" delimiter)\n *   - \"SPY 490C/500C/510C\" (butterfly)\n *   - \"SPY Jan25 470 Call\" (verbose format)\n *   - Option Omega pipe-delimited format:\n *     \"397 Mar 12 6610 P STO 35.85 | 397 Mar 12 6925 C STO 10.90 | ...\"\n *     Direction: STO = short (-1), BTO = long (+1)\n *     Includes per-leg entry price and contract count\n *\n * @throws Error if legs string is empty or cannot be parsed\n */\nexport function parseLegsString(legsStr: string): ParsedLegOO[] {\n  if (!legsStr || legsStr.trim() === '') {\n    throw new Error('Cannot parse legs \"\" — use hypothetical mode with explicit strikes');\n  }\n\n  // Detect Option Omega pipe-delimited format\n  if (legsStr.includes('|')) {\n    return parseOOLegs(legsStr);\n  }\n\n  const parts = legsStr.includes('/') ? legsStr.split('/') : [legsStr];\n  const legs: ParsedLegOO[] = [];\n  let inheritedRoot = '';\n\n  for (let i = 0; i < parts.length; i++) {\n    const raw = parts[i].trim();\n    let root: string;\n    let strike: number;\n    let type: 'C' | 'P';\n\n    const compactMatch = raw.match(COMPACT_LEG_RE);\n    if (compactMatch) {\n      root = compactMatch[1].toUpperCase();\n      strike = parseFloat(compactMatch[2]);\n      type = compactMatch[3].toUpperCase() as 'C' | 'P';\n    } else {\n      // Try compact without root (e.g., \"465C\" in \"SPY 470C/465C\")\n      const noRootMatch = raw.match(COMPACT_NO_ROOT_RE);\n      if (noRootMatch && inheritedRoot) {\n        root = inheritedRoot;\n        strike = parseFloat(noRootMatch[1]);\n        type = noRootMatch[2].toUpperCase() as 'C' | 'P';\n      } else {\n        const verboseMatch = raw.match(VERBOSE_LEG_RE);\n        if (verboseMatch) {\n          root = verboseMatch[1].toUpperCase();\n          strike = parseFloat(verboseMatch[2]);\n          type = verboseMatch[3].toLowerCase() === 'call' ? 'C' : 'P';\n        } else {\n          throw new Error(\n            `Cannot parse legs \"${legsStr}\" — use hypothetical mode with explicit strikes`\n          );\n        }\n      }\n    }\n\n    // Propagate root to subsequent legs that may omit it\n    if (i === 0) inheritedRoot = root;\n\n    // First leg is bought (+1), subsequent alternate -1, +1, -1...\n    const quantity = i === 0 ? 1 : (i % 2 === 0 ? 1 : -1);\n\n    legs.push({ root, strike, type, quantity });\n  }\n\n  return legs;\n}\n\n/**\n * Parse Option Omega pipe-delimited legs format.\n *\n * Each segment: \"{contracts} {Mon} {day} {strike} {P|C} {STO|BTO} {price}\"\n * STO = sell-to-open (short, quantity = -1), BTO = buy-to-open (long, quantity = +1)\n *\n * Dedup key includes date+strike+type to handle:\n * - Calendar spreads: same strike, different expiry (both kept)\n * - Open+close fills: same strike, same date, opposite direction (close dropped)\n */\nfunction parseOOLegs(legsStr: string): ParsedLegOO[] {\n  const segments = legsStr.split('|').map(s => s.trim());\n  const legs: ParsedLegOO[] = [];\n  const seen = new Set<string>();\n\n  for (const seg of segments) {\n    const match = seg.match(OO_LEG_RE);\n    if (!match) {\n      throw new Error(\n        `Cannot parse OO leg segment \"${seg}\" — use hypothetical mode with explicit strikes`\n      );\n    }\n\n    const contracts = parseInt(match[1], 10);\n    const month = match[2];\n    const day = match[3];\n    const strike = parseFloat(match[4]);\n    const type = match[5].toUpperCase() as 'C' | 'P';\n    const direction = match[6].toUpperCase();\n    const price = parseFloat(match[7]);\n\n    // Dedup by date+strike+type: keeps calendar legs (different dates),\n    // drops close fills (same date+strike+type, opposite direction)\n    const key = `${month}${day}:${strike}${type}`;\n    if (seen.has(key)) continue;\n    seen.add(key);\n\n    legs.push({\n      root: '',  // OO format doesn't include root — caller provides via trade's ticker field\n      strike,\n      type,\n      quantity: direction === 'BTO' ? 1 : -1,\n      entryPrice: price,\n      contracts,\n      expiryHint: `${month} ${day}`,\n    });\n  }\n\n  return legs;\n}\n\n// ---------------------------------------------------------------------------\n// buildOccTicker\n// ---------------------------------------------------------------------------\n\n/**\n * Build an OCC-format option ticker from components.\n *\n * Format: {root}{YYMMDD}{C|P}{strike*1000 padded to 8 digits}\n *\n * Example: SPY, 2025-01-17, C, 470 -> \"SPY250117C00470000\"\n */\nexport function buildOccTicker(\n  root: string,\n  expiry: string,\n  type: 'C' | 'P',\n  strike: number,\n): string {\n  // Extract YYMMDD from \"YYYY-MM-DD\"\n  const [yyyy, mm, dd] = expiry.split('-');\n  const yy = yyyy.slice(2);\n\n  // Strike * 1000 padded to 8 digits\n  const strikeInt = Math.round(strike * 1000);\n  const strikePadded = String(strikeInt).padStart(8, '0');\n\n  return `${root}${yy}${mm}${dd}${type}${strikePadded}`;\n}\n\n// ---------------------------------------------------------------------------\n// computeStrategyPnlPath\n// ---------------------------------------------------------------------------\n\n/**\n * Combine per-leg minute bars into a single strategy P&L path.\n *\n * Mark price at each minute = (bid+ask)/2 when available, else HL2 = (high + low) / 2.\n * Combined P&L = sum across legs of (currentMark - entryPrice) * quantity * multiplier.\n *\n * Only includes timestamps where ALL legs have a bar.\n * Returns empty array if any leg has no bars.\n */\nexport function computeStrategyPnlPath(\n  legs: ReplayLeg[],\n  barsByLeg: BarRow[][],\n  greeksConfig?: GreeksConfig,\n): PnlPoint[] {\n  if (legs.length === 0 || barsByLeg.length === 0) return [];\n\n  // Check if any leg has no bars\n  for (const bars of barsByLeg) {\n    if (bars.length === 0) return [];\n  }\n\n  // Build maps of timestamp -> bar for each leg\n  const legMaps: Map<string, BarRow>[] = barsByLeg.map((bars) => {\n    const map = new Map<string, BarRow>();\n    for (const bar of bars) {\n      const ts = `${bar.date} ${bar.time ?? ''}`.trim();\n      map.set(ts, bar);\n    }\n    return map;\n  });\n\n  // Collect ALL unique timestamps across ALL legs (union, not intersection)\n  const allTimestamps = new Set<string>();\n  for (const bars of barsByLeg) {\n    for (const bar of bars) {\n      allTimestamps.add(`${bar.date} ${bar.time ?? ''}`.trim());\n    }\n  }\n  const sortedTimestamps = [...allTimestamps].sort();\n\n  // Build P&L path with forward-fill for missing bars\n  const path: PnlPoint[] = [];\n  const lastBar: (BarRow | undefined)[] = new Array(legs.length).fill(undefined);\n\n\n  for (const ts of sortedTimestamps) {\n    let complete = true;\n    const legPrices: number[] = [];\n    let strategyPnl = 0;\n\n    for (let i = 0; i < legs.length; i++) {\n      const bar = legMaps[i].get(ts);\n      if (bar) {\n        lastBar[i] = bar;\n      }\n      const effective = bar ?? lastBar[i];\n      if (!effective) {\n        complete = false;\n        break;\n      }\n      const hl2 = markPrice(effective);\n      legPrices.push(hl2);\n      strategyPnl += (hl2 - legs[i].entryPrice) * legs[i].quantity * legs[i].multiplier;\n    }\n\n    if (complete) {\n      const point: PnlPoint = { timestamp: ts, strategyPnl, legPrices };\n\n      // Compute greeks if config provided\n      if (greeksConfig) {\n        // Look up underlying price — try exact timestamp, then nearest within 60s, then date-only\n        let underlyingPrice = greeksConfig.underlyingPrices.get(ts);\n        if (underlyingPrice === undefined && greeksConfig.sortedTimestamps) {\n          const nearest = findNearestTimestamp(greeksConfig.sortedTimestamps, ts, 60);\n          if (nearest) underlyingPrice = greeksConfig.underlyingPrices.get(nearest);\n        }\n        if (underlyingPrice === undefined) {\n          const dateOnly = ts.split(' ')[0];\n          underlyingPrice = greeksConfig.underlyingPrices.get(dateOnly);\n        }\n\n        if (underlyingPrice !== undefined) {\n          point.underlyingPrice = underlyingPrice;\n          const legGreeksArr: GreeksResult[] = [];\n          let netDelta = 0, netGamma = 0, netTheta = 0, netVega = 0;\n          let allNull = true;\n\n          for (let j = 0; j < legs.length; j++) {\n            const legCfg = greeksConfig.legs[j];\n            if (!legCfg || !legCfg.expiryDate) {\n              legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n              continue;\n            }\n\n            // Compute fractional DTE from bar timestamp to leg expiry\n            const dateStr = ts.split(' ')[0];\n            const timePart = ts.split(' ')[1] ?? '09:30';\n            const [eyy, emm, edd] = legCfg.expiryDate.split('-').map(Number);\n            const [byy, bmm, bdd] = dateStr.split('-').map(Number);\n            const [hh, min] = timePart.split(':').map(Number);\n\n            const expiryMs = new Date(eyy, emm - 1, edd).getTime() + 16 * 60 * 60 * 1000; // 4:00 PM ET\n            const barMs = new Date(byy, bmm - 1, bdd).getTime() + (hh * 60 + min) * 60 * 1000;\n            const dte = (expiryMs - barMs) / (1000 * 60 * 60 * 24);\n\n            if (dte <= 0) {\n              legGreeksArr.push({ delta: null, gamma: null, theta: null, vega: null, iv: null });\n              continue;\n            }\n\n            const g = computeLegGreeks(\n              legPrices[j],\n              underlyingPrice,\n              legCfg.strike,\n              dte,\n              legCfg.type,\n              greeksConfig.riskFreeRate,\n              greeksConfig.dividendYield,\n            );\n            legGreeksArr.push(g);\n\n            if (g.delta !== null) {\n              allNull = false;\n              const weight = legs[j].quantity * legs[j].multiplier / 100;\n              netDelta += g.delta * weight;\n              netGamma += g.gamma! * weight;\n              netTheta += g.theta! * weight;\n              netVega += g.vega! * weight;\n            }\n          }\n\n          point.legGreeks = legGreeksArr;\n          point.netDelta = allNull ? null : netDelta;\n          point.netGamma = allNull ? null : netGamma;\n          point.netTheta = allNull ? null : netTheta;\n          point.netVega = allNull ? null : netVega;\n\n\n          // IVP lookup by date\n          const ivpDate = ts.split(' ')[0];\n          point.ivp = greeksConfig.ivpByDate?.get(ivpDate) ?? null;\n        }\n      }\n\n      path.push(point);\n    }\n  }\n\n  return path;\n}\n\n// ---------------------------------------------------------------------------\n// computeReplayMfeMae\n// ---------------------------------------------------------------------------\n\n/**\n * Compute MFE (Maximum Favorable Excursion) and MAE (Maximum Adverse Excursion)\n * from a P&L path.\n *\n * MFE = max of strategyPnl series\n * MAE = min of strategyPnl series\n */\nexport function computeReplayMfeMae(pnlPath: PnlPoint[]): {\n  mfe: number;\n  mae: number;\n  mfeTimestamp: string;\n  maeTimestamp: string;\n} {\n  if (pnlPath.length === 0) {\n    return { mfe: 0, mae: 0, mfeTimestamp: '', maeTimestamp: '' };\n  }\n\n  let mfe = pnlPath[0].strategyPnl;\n  let mae = pnlPath[0].strategyPnl;\n  let mfeTimestamp = pnlPath[0].timestamp;\n  let maeTimestamp = pnlPath[0].timestamp;\n\n  for (let i = 1; i < pnlPath.length; i++) {\n    const pnl = pnlPath[i].strategyPnl;\n    if (pnl > mfe) {\n      mfe = pnl;\n      mfeTimestamp = pnlPath[i].timestamp;\n    }\n    if (pnl < mae) {\n      mae = pnl;\n      maeTimestamp = pnlPath[i].timestamp;\n    }\n  }\n\n  return { mfe, mae, mfeTimestamp, maeTimestamp };\n}\n","import { readFileSync } from \"fs\";\n\nexport interface ThetaCredentials {\n  email: string;\n  password: string;\n  source: string;\n}\n\nexport interface ThetaAuthResult {\n  sessionId: string;\n  stockSubscription?: number;\n  optionsSubscription?: number;\n  indicesSubscription?: number;\n}\n\nconst TERMINAL_KEY = \"cf58ada4-4175-11f0-860f-1e2e95c79e64\";\nconst AUTH_URL = \"https://nexus-api.thetadata.us/identity/terminal/auth_user\";\n\nfunction nonEmpty(value: string | undefined): string | undefined {\n  const trimmed = value?.trim();\n  return trimmed ? trimmed : undefined;\n}\n\nexport function resolveThetaCredentials(env: NodeJS.ProcessEnv = process.env): ThetaCredentials {\n  const email = nonEmpty(env.THETADATA_EMAIL);\n  const password = nonEmpty(env.THETADATA_PASSWORD);\n  if (email && password) return { email, password, source: \"env\" };\n\n  const filePath = nonEmpty(env.THETADATA_CREDENTIALS_FILE);\n  if (filePath) {\n    const [fileEmail, filePassword] = readFileSync(filePath, \"utf8\")\n      .split(/\\r?\\n/)\n      .map((line) => line.trim())\n      .filter(Boolean);\n    if (fileEmail && filePassword) {\n      return { email: fileEmail, password: filePassword, source: filePath };\n    }\n    throw new Error(`ThetaData credentials file is missing email or password: ${filePath}`);\n  }\n\n  throw new Error(\n    \"ThetaData credentials missing. Set THETADATA_EMAIL and THETADATA_PASSWORD, or THETADATA_CREDENTIALS_FILE.\",\n  );\n}\n\nexport function thetaConcurrencyForTier(tier: number | undefined): number {\n  if (!Number.isInteger(tier) || tier == null || tier < 0) return 1;\n  return Math.max(1, 2 ** tier);\n}\n\nfunction statusLabel(response: Response): string {\n  const statusText = nonEmpty(response.statusText);\n  return statusText ? `${response.status} ${statusText}` : String(response.status);\n}\n\nfunction integerOrUndefined(value: unknown): number | undefined {\n  return typeof value === \"number\" && Number.isInteger(value) ? value : undefined;\n}\n\nexport async function authenticateThetaData(\n  credentials: ThetaCredentials,\n  fetchImpl: typeof fetch = fetch,\n): Promise<ThetaAuthResult> {\n  const response = await fetchImpl(AUTH_URL, {\n    method: \"POST\",\n    headers: {\n      \"Content-Type\": \"application/json\",\n      \"TD-TERMINAL-KEY\": TERMINAL_KEY,\n    },\n    body: JSON.stringify({\n      email: credentials.email,\n      password: credentials.password,\n    }),\n  });\n\n  if (!response.ok) {\n    throw new Error(`ThetaData authentication failed (${statusLabel(response)})`);\n  }\n\n  const parsed = JSON.parse(await response.text()) as {\n    sessionId?: unknown;\n    user?: {\n      stockSubscription?: unknown;\n      optionsSubscription?: unknown;\n      indicesSubscription?: unknown;\n    };\n  };\n  const sessionId = typeof parsed.sessionId === \"string\" ? nonEmpty(parsed.sessionId) : undefined;\n  if (!sessionId) throw new Error(\"ThetaData authentication response missing sessionId\");\n  return {\n    sessionId,\n    stockSubscription: integerOrUndefined(parsed.user?.stockSubscription),\n    optionsSubscription: integerOrUndefined(parsed.user?.optionsSubscription),\n    indicesSubscription: integerOrUndefined(parsed.user?.indicesSubscription),\n  };\n}\n","import * as grpc from \"@grpc/grpc-js\";\nimport { authenticateThetaData, resolveThetaCredentials, thetaConcurrencyForTier } from \"./auth.ts\";\n\nexport interface ThetaMddsConfig {\n  target: string;\n  maxAttempts: number;\n  retryBaseMs: number;\n  maxConcurrency?: number;\n}\n\nfunction positiveInteger(value: string | undefined, fallback: number): number {\n  const parsed = Number(value);\n  return Number.isInteger(parsed) && parsed > 0 ? parsed : fallback;\n}\n\nfunction optionalPositiveInteger(value: string | undefined): number | undefined {\n  const parsed = Number(value);\n  return Number.isInteger(parsed) && parsed > 0 ? parsed : undefined;\n}\n\nexport function getThetaMddsConfig(env: NodeJS.ProcessEnv = process.env): ThetaMddsConfig {\n  const host = env.THETADATA_MDDS_HOST || \"mdds-01.thetadata.us\";\n  const port = env.THETADATA_MDDS_PORT || \"443\";\n  return {\n    target: `${host}:${port}`,\n    maxAttempts: positiveInteger(env.THETADATA_MDDS_MAX_ATTEMPTS, 4),\n    retryBaseMs: positiveInteger(env.THETADATA_MDDS_RETRY_BASE_MS, 250),\n    maxConcurrency: optionalPositiveInteger(env.THETADATA_MDDS_MAX_CONCURRENCY),\n  };\n}\n\nexport function buildThetaQueryInfo(sessionId: string, env: NodeJS.ProcessEnv = process.env) {\n  const clientType = env.THETADATA_MDDS_CLIENT_TYPE || \"terminal\";\n  return {\n    authToken: { sessionUuid: sessionId },\n    queryParameters: { client: \"terminal\" },\n    clientType,\n    terminalGitCommit: \"\",\n    terminalVersion: \"tradeblocks-mdds\",\n  };\n}\n\nexport function isRetryableGrpcCode(code: number | undefined): boolean {\n  return code === grpc.status.UNAVAILABLE\n    || code === grpc.status.DEADLINE_EXCEEDED\n    || code === grpc.status.RESOURCE_EXHAUSTED;\n}\n\ninterface MddsStreamCall<T = unknown> {\n  on(event: \"data\", listener: (chunk: T) => void): unknown;\n  on(event: \"error\", listener: (error: unknown) => void): unknown;\n  on(event: \"end\", listener: () => void): unknown;\n}\n\ntype MddsStreamMethod = (this: MddsClientStub, request: unknown) => MddsStreamCall;\ninterface MddsClientStub {\n  [method: string]: MddsStreamMethod | (() => void) | undefined;\n  close?: () => void;\n}\n\nfunction sleep(ms: number): Promise<void> {\n  return new Promise((resolve) => setTimeout(resolve, ms));\n}\n\nexport class ThetaMddsClient {\n  private sessionId: string | null = null;\n  private stub: MddsClientStub | null = null;\n  private connectPromise: Promise<void> | null = null;\n  private connectionGeneration = 0;\n  private concurrencyLimit = 1;\n  private inFlight = 0;\n  private waiters: Array<{ resolve: () => void; reject: (error: unknown) => void }> = [];\n\n  private readonly env: NodeJS.ProcessEnv;\n  private readonly fetchImpl: typeof fetch;\n  private readonly loadGrpcPackage: () => Promise<unknown>;\n  constructor(\n    env: NodeJS.ProcessEnv = process.env,\n    fetchImpl: typeof fetch = fetch,\n    loadGrpcPackage: () => Promise<unknown> = async () => {\n      const { loadMddsGrpcPackage } = await import(\"./proto.ts\");\n      return loadMddsGrpcPackage();\n    },\n  ) {\n    this.env = env;\n    this.fetchImpl = fetchImpl;\n    this.loadGrpcPackage = loadGrpcPackage;\n  }\n\n  async connect(): Promise<void> {\n    if (this.stub) return;\n    if (!this.connectPromise) {\n      const generation = this.connectionGeneration;\n      const promise = this.establishConnection(generation).catch((error: unknown) => {\n        if (this.connectPromise === promise) this.connectPromise = null;\n        throw error;\n      });\n      this.connectPromise = promise;\n    }\n    await this.connectPromise;\n  }\n\n  private async establishConnection(generation: number): Promise<void> {\n    const credentials = resolveThetaCredentials(this.env);\n    const auth = await authenticateThetaData(credentials, this.fetchImpl);\n    const config = getThetaMddsConfig(this.env);\n    const pkg = await this.loadGrpcPackage() as {\n      BetaEndpoints?: {\n        BetaThetaTerminal?: new (\n          target: string,\n          creds: grpc.ChannelCredentials,\n          options?: grpc.ChannelOptions,\n        ) => MddsClientStub;\n      };\n    };\n    const Ctor = pkg.BetaEndpoints?.BetaThetaTerminal;\n    if (!Ctor) throw new Error(\"ThetaData MDDS proto missing BetaEndpoints.BetaThetaTerminal\");\n    const stub = new Ctor(config.target, grpc.credentials.createSsl(), {\n      \"grpc.max_receive_message_length\": 256 * 1024 * 1024,\n      \"grpc.keepalive_time_ms\": 30_000,\n    });\n    if (generation !== this.connectionGeneration) {\n      stub.close?.();\n      throw new Error(\"ThetaMddsClient connection was closed before it completed\");\n    }\n    this.sessionId = auth.sessionId;\n    this.concurrencyLimit = config.maxConcurrency ?? thetaConcurrencyForTier(auth.optionsSubscription);\n    this.stub = stub;\n  }\n\n  close(): void {\n    this.connectionGeneration++;\n    this.stub?.close?.();\n    this.stub = null;\n    this.sessionId = null;\n    this.connectPromise = null;\n    this.inFlight = 0;\n    const waiters = this.waiters.splice(0);\n    for (const waiter of waiters) {\n      waiter.reject(new Error(\"ThetaMddsClient is closed\"));\n    }\n  }\n\n  queryInfo(): ReturnType<typeof buildThetaQueryInfo> {\n    if (!this.sessionId) throw new Error(\"ThetaMddsClient is not connected\");\n    return buildThetaQueryInfo(this.sessionId, this.env);\n  }\n\n  private async acquire(): Promise<void> {\n    if (this.inFlight < this.concurrencyLimit) {\n      this.inFlight++;\n      return;\n    }\n    await new Promise<void>((resolve, reject) => this.waiters.push({ resolve, reject }));\n  }\n\n  private release(): void {\n    const next = this.waiters.shift();\n    if (next) {\n      next.resolve();\n      return;\n    }\n    this.inFlight = Math.max(0, this.inFlight - 1);\n  }\n\n  private assertOpen(generation: number): void {\n    if (generation !== this.connectionGeneration || !this.stub) {\n      throw new Error(\"ThetaMddsClient is closed\");\n    }\n  }\n\n  private getStreamMethod(stub: MddsClientStub, method: string): MddsStreamMethod {\n    const candidate = method === \"close\" ? undefined : stub[method];\n    if (typeof candidate !== \"function\") {\n      throw new Error(`ThetaData MDDS method not found: ${method}`);\n    }\n    return candidate as MddsStreamMethod;\n  }\n\n  async callStream<T>(method: string, request: unknown): Promise<T[]> {\n    if (!this.stub) await this.connect();\n    const callGeneration = this.connectionGeneration;\n    const config = getThetaMddsConfig(this.env);\n    let lastError: unknown;\n    for (let attempt = 1; attempt <= config.maxAttempts; attempt++) {\n      this.assertOpen(callGeneration);\n      await this.acquire();\n      let releasePermit = true;\n      try {\n        this.assertOpen(callGeneration);\n        const stub = this.stub!;\n        const streamMethod = this.getStreamMethod(stub, method);\n        const call = streamMethod.call(stub, request) as MddsStreamCall<T>;\n        return await new Promise<T[]>((resolve, reject) => {\n          const rows: T[] = [];\n          call.on(\"data\", (chunk: T) => rows.push(chunk));\n          call.on(\"error\", reject);\n          call.on(\"end\", () => resolve(rows));\n        });\n      } catch (error) {\n        lastError = error;\n        const code = typeof error === \"object\" && error && \"code\" in error\n          ? Number((error as { code: unknown }).code)\n          : undefined;\n        if (!isRetryableGrpcCode(code) || attempt === config.maxAttempts) throw error;\n        this.release();\n        releasePermit = false;\n        await sleep(config.retryBaseMs * attempt);\n        this.assertOpen(callGeneration);\n      } finally {\n        if (releasePermit) this.release();\n      }\n    }\n    throw lastError;\n  }\n}\n","import { decompress } from \"fzstd\";\nimport { loadMddsProtoRoot } from \"./proto.ts\";\n\nexport type ThetaCellValue = string | number | null;\n\nexport interface DecodedThetaTable {\n  headers: string[];\n  rows: Array<Record<string, ThetaCellValue>>;\n}\n\nexport interface ThetaPriceLike {\n  value: number;\n  type: number;\n}\n\nconst PRICE_TYPE_FACTORS = [\n  0,\n  1e-9,\n  1e-8,\n  1e-7,\n  1e-6,\n  1e-5,\n  1e-4,\n  1e-3,\n  1e-2,\n  1e-1,\n  1,\n  10,\n  100,\n  1000,\n  10000,\n  100000,\n  1000000,\n  10000000,\n  100000000,\n  1000000000,\n] as const;\n\nconst ET_MINUTE_PATTERN = /^\\d{4}-\\d{2}-\\d{2} \\d{2}:\\d{2}$/;\n\n// Constructing an Intl.DateTimeFormat is expensive (it builds an ICU formatter)\n// and the options are constant. Build it once at module load instead of per\n// call — this function runs once per decoded quote row, so a per-row construct\n// dominated the decode cost on dense chains.\nconst ET_MINUTE_FORMAT = new Intl.DateTimeFormat(\"en-CA\", {\n  timeZone: \"America/New_York\",\n  year: \"numeric\",\n  month: \"2-digit\",\n  day: \"2-digit\",\n  hour: \"2-digit\",\n  minute: \"2-digit\",\n  hour12: false,\n  hourCycle: \"h23\",\n});\n\nexport function thetaPriceToNumber(price: ThetaPriceLike): number {\n  return price.type === 0 ? Number.NaN : price.value * PRICE_TYPE_FACTORS[price.type];\n}\n\nexport function thetaTimestampToEtMinute(value: string | number | Date): string {\n  if (typeof value === \"string\" && ET_MINUTE_PATTERN.test(value)) return value;\n  const date = value instanceof Date ? value : new Date(value);\n  const parts = ET_MINUTE_FORMAT.formatToParts(date);\n  const get = (type: string) => parts.find((part) => part.type === type)?.value ?? \"\";\n  return `${get(\"year\")}-${get(\"month\")}-${get(\"day\")} ${get(\"hour\")}:${get(\"minute\")}`;\n}\n\nfunction hasOwn(value: object, key: string): boolean {\n  return Object.prototype.hasOwnProperty.call(value, key);\n}\n\nfunction toNumber(value: unknown): number {\n  return typeof value === \"object\" && value !== null && \"toNumber\" in value\n    ? (value as { toNumber: () => number }).toNumber()\n    : Number(value);\n}\n\nfunction decodeCell(value: unknown): ThetaCellValue {\n  if (!value || typeof value !== \"object\") return null;\n  const cell = value as Record<string, unknown>;\n  if (hasOwn(cell, \"text\")) return String(cell.text);\n  if (hasOwn(cell, \"number\")) return toNumber(cell.number);\n  if (hasOwn(cell, \"price\")) return thetaPriceToNumber(cell.price as ThetaPriceLike);\n  if (hasOwn(cell, \"timestamp\")) {\n    const timestamp = cell.timestamp as { epochMs?: unknown };\n    return thetaTimestampToEtMinute(toNumber(timestamp.epochMs));\n  }\n  if (hasOwn(cell, \"nullValue\")) return null;\n  return null;\n}\n\nexport function decodeThetaDataTablePayload(payload: Buffer | Uint8Array): DecodedThetaTable {\n  try {\n    const DataTable = loadMddsProtoRoot().lookupType(\"BetaEndpoints.DataTable\");\n    const table = DataTable.decode(payload) as unknown as {\n      headers: string[];\n      dataTable: Array<{ values: unknown[] }>;\n    };\n    return {\n      headers: table.headers,\n      rows: table.dataTable.map((row) => {\n        const out: Record<string, ThetaCellValue> = {};\n        table.headers.forEach((header, index) => {\n          out[header] = decodeCell(row.values[index]);\n        });\n        return out;\n      }),\n    };\n  } catch (error) {\n    throw new Error(\n      `ThetaData DataTable decode failed: ${error instanceof Error ? error.message : String(error)}`,\n    );\n  }\n}\n\nexport function decodeThetaResponseData(response: {\n  compressedData: Buffer | Uint8Array;\n  compressionDescription?: { algo?: string | number };\n}): DecodedThetaTable {\n  const algo = response.compressionDescription?.algo;\n  const compressed = response.compressedData;\n  let payload: Buffer;\n  if (algo === undefined || algo === \"NONE\" || algo === 0) {\n    payload = Buffer.from(compressed);\n  } else if (algo === \"ZSTD\" || algo === 1) {\n    try {\n      payload = Buffer.from(decompress(new Uint8Array(compressed)));\n    } catch (error) {\n      throw new Error(\n        `ThetaData ResponseData decompression failed: ${error instanceof Error ? error.message : String(error)}`,\n      );\n    }\n  } else {\n    throw new Error(`ThetaData ResponseData compression unsupported: ${String(algo)}`);\n  }\n  return decodeThetaDataTablePayload(payload);\n}\n","import type {\n  ThetaContractListRow,\n  ThetaFirstOrderGreekRow,\n  ThetaImpliedVolatilityRow,\n  ThetaIndexEodRow,\n  ThetaIndexOhlcRow,\n  ThetaOpenInterestRow,\n  ThetaQuoteRow,\n  ThetaRight,\n  ThetaStockEodRow,\n  ThetaStockOhlcRow,\n} from \"./types.ts\";\nimport {\n  decodeThetaResponseData,\n  thetaTimestampToEtMinute,\n  type ThetaCellValue,\n} from \"./decode.ts\";\nimport { buildOccTicker } from \"../../trade-replay.ts\";\nimport type { ThetaMddsClient } from \"./client.ts\";\n\ntype ThetaResponseData = {\n  compressedData: Buffer | Uint8Array;\n  compressionDescription?: { algo?: string | number };\n};\n\nconst HYPHEN_DATE_PATTERN = /^\\d{4}-\\d{2}-\\d{2}$/;\nconst THETA_WILDCARD_STRIKE = \"*\";\n\nfunction asNumber(value: ThetaCellValue | undefined): number | null {\n  if (typeof value === \"number\" && Number.isFinite(value)) return value;\n  if (typeof value === \"string\" && value.trim()) {\n    const parsed = Number(value);\n    return Number.isFinite(parsed) ? parsed : null;\n  }\n  return null;\n}\n\nfunction asText(value: ThetaCellValue | undefined): string {\n  return String(value ?? \"\");\n}\n\nfunction requiredText(value: ThetaCellValue | undefined, context: string, field: string): string {\n  const text = asText(value).trim();\n  if (!text) throw new Error(`ThetaData ${context} missing ${field}`);\n  return text;\n}\n\nfunction requiredNumber(value: ThetaCellValue | undefined, context: string, field: string): number {\n  const number = asNumber(value);\n  if (number == null) throw new Error(`ThetaData ${context} invalid ${field}`);\n  return number;\n}\n\nfunction normalizeThetaDate(value: ThetaCellValue | undefined, context: string): string {\n  const text = requiredText(value, context, \"date\");\n  // Common wire formats: YYYY-MM-DD, YYYYMMDD, or \"YYYY-MM-DD HH:MM[:SS]\"\n  // (the EOD endpoints return last_trade as the latter).\n  const leadingDate = text.match(/^(\\d{4}-\\d{2}-\\d{2})/);\n  if (leadingDate) return leadingDate[1];\n  if (/^\\d{8}$/.test(text)) return `${text.slice(0, 4)}-${text.slice(4, 6)}-${text.slice(6, 8)}`;\n  throw new Error(`ThetaData ${context} invalid date`);\n}\n\nfunction normalizeRight(value: unknown): ThetaRight {\n  const raw = String(value ?? \"\").toLowerCase();\n  if (raw === \"c\" || raw === \"call\") return \"call\";\n  if (raw === \"p\" || raw === \"put\") return \"put\";\n  throw new Error(`Unsupported ThetaData right: ${String(value)}`);\n}\n\nexport function thetaRequestRight(right: ThetaRight): string {\n  return right;\n}\n\nexport function normalizeThetaQuoteRow(row: Record<string, ThetaCellValue>): ThetaQuoteRow {\n  const timestamp = requiredText(row.timestamp, \"quote row\", \"timestamp\");\n  return {\n    symbol: requiredText(row.symbol, \"quote row\", \"symbol\").toUpperCase(),\n    expiration: requiredText(row.expiration, \"quote row\", \"expiration\"),\n    strike: requiredNumber(row.strike, \"quote row\", \"strike\"),\n    right: normalizeRight(row.right),\n    timestamp: thetaTimestampToEtMinute(timestamp),\n    bid: asNumber(row.bid),\n    ask: asNumber(row.ask),\n  };\n}\n\nexport function normalizeThetaFirstOrderGreekRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaFirstOrderGreekRow {\n  return {\n    ...normalizeThetaQuoteRow(row),\n    delta: asNumber(row.delta),\n    theta: asNumber(row.theta),\n    vega: asNumber(row.vega),\n    iv: asNumber(row.implied_vol ?? row.implied_volatility),\n    underlyingTimestamp: row.underlying_timestamp == null\n      ? null\n      : thetaTimestampToEtMinute(asText(row.underlying_timestamp)),\n    underlyingPrice: asNumber(row.underlying_price),\n  };\n}\n\nexport function normalizeThetaImpliedVolatilityRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaImpliedVolatilityRow {\n  return {\n    ...normalizeThetaQuoteRow(row),\n    bidIv: asNumber(row.bid_implied_vol),\n    midIv: asNumber(row.implied_vol ?? row.midpoint_implied_vol),\n    askIv: asNumber(row.ask_implied_vol),\n    ivError: asNumber(row.iv_error),\n    underlyingTimestamp: row.underlying_timestamp == null\n      ? null\n      : thetaTimestampToEtMinute(asText(row.underlying_timestamp)),\n    underlyingPrice: asNumber(row.underlying_price),\n  };\n}\n\nexport function normalizeThetaContractListRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaContractListRow {\n  return {\n    symbol: requiredText(row.symbol, \"contract-list row\", \"symbol\").toUpperCase(),\n    expiration: requiredText(row.expiration, \"contract-list row\", \"expiration\"),\n    strike: requiredNumber(row.strike, \"contract-list row\", \"strike\"),\n    right: normalizeRight(row.right),\n  };\n}\n\nexport function normalizeThetaOpenInterestRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaOpenInterestRow {\n  const symbol = requiredText(row.symbol, \"open-interest row\", \"symbol\").toUpperCase();\n  const expiration = requiredText(row.expiration, \"open-interest row\", \"expiration\");\n  const strike = requiredNumber(row.strike, \"open-interest row\", \"strike\");\n  const right = normalizeRight(row.right);\n  // The gRPC OI stream names the report-date column `timestamp` (carrying a\n  // \"YYYY-MM-DD HH:MM\" ET value), matching the REST v3 OI response header.\n  // Accept `date` too for any provider variant; normalizeThetaDate strips the\n  // leading calendar date off either shape.\n  const date = normalizeThetaDate(row.timestamp ?? row.date, \"open-interest row\");\n  const rightChar = right === \"call\" ? \"C\" : \"P\";\n  return {\n    ticker: buildOccTicker(symbol, expiration, rightChar, strike),\n    symbol,\n    expiration,\n    strike,\n    right,\n    date,\n    openInterest: requiredNumber(row.open_interest, \"open-interest row\", \"open_interest\"),\n  };\n}\n\n// Parse the wire `timestamp` \"YYYY-MM-DD HH:MM\" ET into the legacy date + msOfDay\n// pair the consumer (stockOhlcRowToBar) expects. Falls back to discrete fields\n// if a provider variant returns the older date/ms_of_day shape.\nfunction parseThetaOhlcDateAndMsOfDay(\n  row: Record<string, ThetaCellValue>,\n  context: string,\n): { date: string; msOfDay: number } {\n  const rawTimestamp = typeof row.timestamp === \"string\" ? row.timestamp : null;\n  if (rawTimestamp) {\n    const match = rawTimestamp.match(/^(\\d{4}-\\d{2}-\\d{2})[ T](\\d{2}):(\\d{2})/);\n    if (!match) {\n      throw new Error(`ThetaData ${context} invalid timestamp: ${rawTimestamp}`);\n    }\n    const [, date, hh, mm] = match;\n    return { date, msOfDay: (Number(hh) * 60 + Number(mm)) * 60_000 };\n  }\n  return {\n    date: normalizeThetaDate(row.date, context),\n    msOfDay: requiredNumber(row.ms_of_day ?? row.msOfDay, context, \"ms_of_day\"),\n  };\n}\n\n// ThetaData stock OHLC rows: wire format returns a single `timestamp` string\n// (\"YYYY-MM-DD HH:MM\" ET) alongside open/high/low/close/volume.\nexport function normalizeThetaStockOhlcRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaStockOhlcRow {\n  const { date, msOfDay } = parseThetaOhlcDateAndMsOfDay(row, \"stock OHLC row\");\n  return {\n    date,\n    msOfDay,\n    open: requiredNumber(row.open, \"stock OHLC row\", \"open\"),\n    high: requiredNumber(row.high, \"stock OHLC row\", \"high\"),\n    low: requiredNumber(row.low, \"stock OHLC row\", \"low\"),\n    close: requiredNumber(row.close, \"stock OHLC row\", \"close\"),\n    volume: asNumber(row.volume),\n  };\n}\n\n// ThetaData EOD wire format uses `last_trade` for the trading-day date\n// (mirrors the index variant). Accept `date` too for any provider variant.\nexport function normalizeThetaStockEodRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaStockEodRow {\n  return {\n    date: normalizeThetaDate(row.last_trade ?? row.date, \"stock EOD row\"),\n    open: requiredNumber(row.open, \"stock EOD row\", \"open\"),\n    high: requiredNumber(row.high, \"stock EOD row\", \"high\"),\n    low: requiredNumber(row.low, \"stock EOD row\", \"low\"),\n    close: requiredNumber(row.close, \"stock EOD row\", \"close\"),\n    volume: asNumber(row.volume),\n  };\n}\n\nexport function normalizeThetaIndexOhlcRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaIndexOhlcRow {\n  const { date, msOfDay } = parseThetaOhlcDateAndMsOfDay(row, \"index OHLC row\");\n  return {\n    date,\n    msOfDay,\n    open: requiredNumber(row.open, \"index OHLC row\", \"open\"),\n    high: requiredNumber(row.high, \"index OHLC row\", \"high\"),\n    low: requiredNumber(row.low, \"index OHLC row\", \"low\"),\n    close: requiredNumber(row.close, \"index OHLC row\", \"close\"),\n    volume: asNumber(row.volume),\n  };\n}\n\nexport function normalizeThetaIndexEodRow(\n  row: Record<string, ThetaCellValue>,\n): ThetaIndexEodRow {\n  return {\n    date: normalizeThetaDate(row.last_trade ?? row.date, \"index EOD row\"),\n    open: requiredNumber(row.open, \"index EOD row\", \"open\"),\n    high: requiredNumber(row.high, \"index EOD row\", \"high\"),\n    low: requiredNumber(row.low, \"index EOD row\", \"low\"),\n    close: requiredNumber(row.close, \"index EOD row\", \"close\"),\n    volume: asNumber(row.volume),\n  };\n}\n\nfunction endpointRequest(queryInfo: unknown, params: Record<string, unknown>) {\n  return { queryInfo, params };\n}\n\nfunction mddsTime(value: string | undefined, fallback: string): string {\n  const raw = value ?? fallback;\n  return raw.length === 5 ? `${raw}:00.000` : raw.length === 8 ? `${raw}.000` : raw;\n}\n\nfunction decodeThetaRows(chunks: ThetaResponseData[]) {\n  return chunks.flatMap((chunk) => decodeThetaResponseData(chunk).rows);\n}\n\nfunction validateHyphenDate(value: string, field: \"date\" | \"expiration\"): string {\n  const text = value.trim();\n  if (!HYPHEN_DATE_PATTERN.test(text)) {\n    throw new Error(`ThetaData ${field} must use YYYY-MM-DD`);\n  }\n  const date = new Date(`${text}T00:00:00.000Z`);\n  if (Number.isNaN(date.getTime()) || date.toISOString().slice(0, 10) !== text) {\n    throw new Error(`ThetaData ${field} must be a valid calendar date`);\n  }\n  return text;\n}\n\nfunction validateSymbol(value: string): string {\n  const text = value.trim();\n  if (!text) throw new Error(\"ThetaData symbol is required\");\n  return text;\n}\n\nfunction validateStrike(value: string | number): string {\n  const text = String(value).trim();\n  if (text === \"*\") return text;\n  const parsed = Number(text);\n  if (!text || !Number.isFinite(parsed)) throw new Error(\"ThetaData strike must be finite\");\n  return text;\n}\n\nfunction optionalPositiveInteger(value: number | undefined, field: string): number | undefined {\n  if (value == null) return undefined;\n  if (!Number.isInteger(value) || value <= 0) {\n    throw new Error(`ThetaData ${field} must be a positive integer`);\n  }\n  return value;\n}\n\nexport async function optionHistoryQuote(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    strike: string;\n    right: ThetaRight;\n    date: string;\n    interval?: string;\n    startTime?: string;\n    endTime?: string;\n  },\n): Promise<ThetaQuoteRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const expiration = validateHyphenDate(params.expiration, \"expiration\");\n  const strike = validateStrike(params.strike);\n  const date = validateHyphenDate(params.date, \"date\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryQuote\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike,\n        right: thetaRequestRight(params.right),\n      },\n      expiration,\n      date,\n      interval: params.interval ?? \"1m\",\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaQuoteRow);\n}\n\nexport async function stockHistoryOhlc(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    startDate: string;\n    endDate: string;\n    interval: string;\n    startTime?: string;\n    endTime?: string;\n    venue?: string;\n  },\n): Promise<ThetaStockOhlcRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const startDate = validateHyphenDate(params.startDate, \"date\");\n  const endDate = validateHyphenDate(params.endDate, \"date\");\n  const interval = params.interval.trim();\n  if (!interval) throw new Error(\"ThetaData interval is required\");\n  // ThetaData stock OHLC requires an explicit venue. UTP is the canonical\n  // composite feed; specify it when the caller doesn't.\n  const venue = params.venue ?? \"utp\";\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetStockHistoryOhlc\",\n    endpointRequest(client.queryInfo(), {\n      symbol,\n      startDate,\n      endDate,\n      interval,\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n      venue,\n    }),\n  );\n  // ThetaData stock OHLC streams can include null-OHLC rows on auction/pre-open\n  // ticks. Drop those before normalizing so downstream BarRow stays numeric.\n  return decodeThetaRows(chunks)\n    .filter((row) =>\n      Number.isFinite(row.open as number) &&\n      Number.isFinite(row.high as number) &&\n      Number.isFinite(row.low as number) &&\n      Number.isFinite(row.close as number),\n    )\n    .map(normalizeThetaStockOhlcRow);\n}\n\nexport async function stockHistoryEod(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    startDate: string;\n    endDate: string;\n  },\n): Promise<ThetaStockEodRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const startDate = validateHyphenDate(params.startDate, \"date\");\n  const endDate = validateHyphenDate(params.endDate, \"date\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetStockHistoryEod\",\n    endpointRequest(client.queryInfo(), {\n      symbol,\n      startDate,\n      endDate,\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaStockEodRow);\n}\n\nexport async function indexHistoryOhlc(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    startDate: string;\n    endDate: string;\n    interval: string;\n    startTime?: string;\n    endTime?: string;\n  },\n): Promise<ThetaIndexOhlcRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const startDate = validateHyphenDate(params.startDate, \"date\");\n  const endDate = validateHyphenDate(params.endDate, \"date\");\n  const interval = params.interval.trim();\n  if (!interval) throw new Error(\"ThetaData interval is required\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetIndexHistoryOhlc\",\n    endpointRequest(client.queryInfo(), {\n      symbol,\n      startDate,\n      endDate,\n      interval,\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n    }),\n  );\n  // ThetaData sometimes returns auction/pre-open rows with null OHLC (e.g. VIX\n  // 09:30 print). Drop those before normalizing so the strict number contract\n  // on downstream BarRow still holds.\n  return decodeThetaRows(chunks)\n    .filter((row) =>\n      Number.isFinite(row.open as number) &&\n      Number.isFinite(row.high as number) &&\n      Number.isFinite(row.low as number) &&\n      Number.isFinite(row.close as number),\n    )\n    .map(normalizeThetaIndexOhlcRow);\n}\n\nexport async function indexHistoryEod(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    startDate: string;\n    endDate: string;\n  },\n): Promise<ThetaIndexEodRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const startDate = validateHyphenDate(params.startDate, \"date\");\n  const endDate = validateHyphenDate(params.endDate, \"date\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetIndexHistoryEod\",\n    endpointRequest(client.queryInfo(), {\n      symbol,\n      startDate,\n      endDate,\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaIndexEodRow);\n}\n\nexport async function optionAtTimeQuote(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    strike: string;\n    right: ThetaRight;\n    date: string;\n    time: string;\n    strikeRange?: number;\n  },\n): Promise<ThetaQuoteRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const expiration = validateHyphenDate(params.expiration, \"expiration\");\n  const strike = validateStrike(params.strike);\n  const date = validateHyphenDate(params.date, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionAtTimeQuote\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike,\n        right: thetaRequestRight(params.right),\n      },\n      startDate: date,\n      endDate: date,\n      timeOfDay: mddsTime(params.time, \"09:45:00.000\"),\n      expiration,\n      ...(strikeRange == null ? {} : { strikeRange }),\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaQuoteRow);\n}\n\nexport async function optionHistoryGreeksFirstOrder(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    strike: string;\n    right: ThetaRight;\n    date: string;\n    interval?: string;\n    rateType?: string;\n    startTime?: string;\n    endTime?: string;\n    strikeRange?: number;\n  },\n): Promise<ThetaFirstOrderGreekRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const expiration = validateHyphenDate(params.expiration, \"expiration\");\n  const strike = validateStrike(params.strike);\n  const date = validateHyphenDate(params.date, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryGreeksFirstOrder\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike,\n        right: thetaRequestRight(params.right),\n      },\n      expiration,\n      date,\n      interval: params.interval ?? \"1m\",\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n      rateType: params.rateType ?? \"sofr\",\n      version: \"latest\",\n      ...(strikeRange == null ? {} : { strikeRange }),\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaFirstOrderGreekRow);\n}\n\nexport async function optionHistoryGreeksFirstOrderBand(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    date: string;\n    strikeRange: number;\n    interval?: string;\n    rateType?: string;\n    startTime?: string;\n    endTime?: string;\n  },\n): Promise<ThetaFirstOrderGreekRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  // Accept \"*\" wildcard to fetch all expirations in one call.\n  const expiration = params.expiration === \"*\"\n    ? \"*\"\n    : validateHyphenDate(params.expiration, \"expiration\");\n  const date = validateHyphenDate(params.date, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryGreeksFirstOrder\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike: THETA_WILDCARD_STRIKE,\n        right: \"both\",\n      },\n      expiration,\n      date,\n      interval: params.interval ?? \"1m\",\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n      rateType: params.rateType ?? \"sofr\",\n      version: \"latest\",\n      strikeRange,\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaFirstOrderGreekRow);\n}\n\n/**\n * IV-only endpoint: GetOptionHistoryGreeksImpliedVolatility.\n *\n * Lighter than first-order greeks — returns bid/mid/ask IVs and an iv_error\n * quality field, no delta/theta/vega. Use this when you only need IV from\n * ThetaData and intend to compute downstream greeks locally at your own\n * (r, q, T) convention.\n *\n * `annualDividend` and `rateType` control the IV solver convention server-side.\n */\nexport async function optionHistoryImpliedVolatilityBand(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    date: string;\n    strikeRange: number;\n    interval?: string;\n    rateType?: string;\n    annualDividend?: number;\n    startTime?: string;\n    endTime?: string;\n  },\n): Promise<ThetaImpliedVolatilityRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  // Allow \"*\" wildcard like optionHistoryQuoteBand — server returns all active\n  // expirations in one call. Each row carries its own expiration. Subject to\n  // the same 1-concurrent-stream-per-session cap as wildcard quote calls.\n  const expiration = params.expiration === \"*\"\n    ? \"*\"\n    : validateHyphenDate(params.expiration, \"expiration\");\n  const date = validateHyphenDate(params.date, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryGreeksImpliedVolatility\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike: THETA_WILDCARD_STRIKE,\n        right: \"both\",\n      },\n      expiration,\n      date,\n      interval: params.interval ?? \"1m\",\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n      rateType: params.rateType ?? \"sofr\",\n      ...(params.annualDividend == null ? {} : { annualDividend: params.annualDividend }),\n      version: \"latest\",\n      strikeRange,\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaImpliedVolatilityRow);\n}\n\nexport async function optionHistoryQuoteBand(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    date: string;\n    strikeRange?: number;\n    interval?: string;\n    startTime?: string;\n    endTime?: string;\n  },\n): Promise<ThetaQuoteRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  // Allow \"*\" wildcard — MDDS server returns all active expirations in one call\n  // (each row carries its own expiration). Empirically ~1.6x faster than\n  // iterating per-expiration; only one wildcard stream allowed per session.\n  const expiration = params.expiration === \"*\"\n    ? \"*\"\n    : validateHyphenDate(params.expiration, \"expiration\");\n  const date = validateHyphenDate(params.date, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryQuote\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike: THETA_WILDCARD_STRIKE,\n        right: \"both\",\n      },\n      expiration,\n      date,\n      interval: params.interval ?? \"1m\",\n      startTime: mddsTime(params.startTime, \"09:30:00.000\"),\n      endTime: mddsTime(params.endTime, \"16:00:00.000\"),\n      ...(strikeRange == null ? {} : { strikeRange }),\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaQuoteRow);\n}\n\n/**\n * Daily open-interest endpoint: GetOptionHistoryOpenInterest.\n *\n * Returns one open-interest value per contract per day across the\n * [startDate, endDate] range (open interest is daily granularity). Modeled on\n * the date-range EOD wrappers — the request query carries `start_date` /\n * `end_date` rather than a single intraday `date`.\n *\n * Accepts the `\"*\"` expiration wildcard like `optionHistoryQuoteBand` — the\n * MDDS server returns every active expiration in one stream (each row carries\n * its own expiration). Subject to the same one-wildcard-stream-per-session cap\n * as wildcard quote calls.\n */\nexport async function optionHistoryOpenInterest(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    expiration: string;\n    startDate: string;\n    endDate: string;\n    strikeRange?: number;\n  },\n): Promise<ThetaOpenInterestRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const expiration = params.expiration === \"*\"\n    ? \"*\"\n    : validateHyphenDate(params.expiration, \"expiration\");\n  const startDate = validateHyphenDate(params.startDate, \"date\");\n  const endDate = validateHyphenDate(params.endDate, \"date\");\n  const strikeRange = optionalPositiveInteger(params.strikeRange, \"strike_range\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionHistoryOpenInterest\",\n    endpointRequest(client.queryInfo(), {\n      contractSpec: {\n        symbol,\n        expiration,\n        strike: THETA_WILDCARD_STRIKE,\n        right: \"both\",\n      },\n      expiration,\n      startDate,\n      endDate,\n      ...(strikeRange == null ? {} : { strikeRange }),\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaOpenInterestRow);\n}\n\nexport async function optionListContracts(\n  client: ThetaMddsClient,\n  params: {\n    symbol: string;\n    date: string;\n    requestType?: \"quote\" | \"trade\";\n  },\n): Promise<ThetaContractListRow[]> {\n  const symbol = validateSymbol(params.symbol);\n  const date = validateHyphenDate(params.date, \"date\");\n  const chunks = await client.callStream<ThetaResponseData>(\n    \"GetOptionListContracts\",\n    endpointRequest(client.queryInfo(), {\n      requestType: params.requestType ?? \"quote\",\n      symbol: [symbol],\n      date,\n    }),\n  );\n  return decodeThetaRows(chunks).map(normalizeThetaContractListRow);\n}\n","function parseDateUtc(date: string): Date {\n  return new Date(`${date}T00:00:00Z`);\n}\n\nfunction minutesFromTime(time: string): number {\n  const [hour, minute] = time.slice(0, 5).split(':').map(Number);\n  return hour * 60 + minute;\n}\n\nexport function computeFractionalDte(\n  date: string,\n  time: string,\n  expiration: string,\n): number {\n  const startDay = parseDateUtc(date).getTime();\n  const expiryDay = parseDateUtc(expiration).getTime();\n  const dayDiff = Math.round((expiryDay - startDay) / 86_400_000);\n  const remainingMinutes = Math.max((16 * 60) - minutesFromTime(time), 0);\n  return Math.max(dayDiff + (remainingMinutes / (24 * 60)), 0);\n}\n","/**\n * iv-solver-pool.ts\n *\n * A small worker_threads pool that fans the option-greeks Newton-Raphson solve\n * out across CPU cores. The solve is pure CPU over independent rows\n * (embarrassingly parallel), so splitting a batch across N workers scales\n * close to linearly until memory-bandwidth / scheduling overhead dominates.\n *\n * Output parity is exact: each worker runs the identical `computeLegGreeks`\n * over flat numeric jobs (see iv-solver-worker.ts), so the greeks it returns\n * are bit-identical to the single-threaded path. The pool only decides *where*\n * the loop runs, never *what* it computes.\n *\n * Degrade-to-inline rules (no worker spawned):\n *   - host reports <= 1 usable core\n *   - batch is smaller than the inline threshold (worker round-trip +\n *     structured-clone overhead would dominate the solve)\n *   - the pool is disabled via TRADEBLOCKS_IV_WORKERS=0\n * In every inline case the result is produced by the same `solveIvBatch`\n * function the worker runs, so inline and parallel are interchangeable.\n */\n\nimport { Worker } from \"node:worker_threads\";\nimport { availableParallelism } from \"node:os\";\nimport { existsSync } from \"node:fs\";\nimport { fileURLToPath } from \"node:url\";\nimport {\n  solveIvBatch,\n  type IvSolveBatchRequest,\n  type IvSolveBatchReply,\n} from \"./iv-solver-worker.ts\";\n\n/**\n * One job = one option row to solve. Flat numbers only — nothing here is a\n * closure or a Map, so the batch transfers cleanly to a worker.\n */\nexport interface IvSolveJob {\n  optionPrice: number;\n  underlyingPrice: number;\n  strike: number;\n  dte: number;\n  type: \"C\" | \"P\";\n  riskFreeRate: number;\n  dividendYield: number;\n}\n\nexport interface IvSolveJobResult {\n  delta: number;\n  gamma: number;\n  theta: number;\n  vega: number;\n  iv: number;\n  ok: boolean;\n}\n\n/**\n * Pre-built column batch — the hot-path input that avoids materializing an\n * `IvSolveJob[]` of plain objects. Callers fill these typed arrays directly\n * during row resolution; the pool shards and dispatches them without a copy.\n */\nexport interface IvSolveColumns {\n  count: number;\n  optionPrice: Float64Array;\n  underlyingPrice: Float64Array;\n  strike: Float64Array;\n  dte: Float64Array;\n  riskFreeRate: Float64Array;\n  dividendYield: Float64Array;\n  type: Uint8Array; // 0 = call, 1 = put\n}\n\n/** Reply columns — one entry per input row, in input order. */\nexport interface IvSolveColumnsResult {\n  count: number;\n  delta: Float64Array;\n  gamma: Float64Array;\n  theta: Float64Array;\n  vega: Float64Array;\n  iv: Float64Array;\n  ok: Uint8Array; // 1 = finite greeks, 0 = solve failed\n}\n\nexport interface IvSolverPoolOptions {\n  /** Max workers. Defaults to availableParallelism()-1, clamped to >= 1. */\n  maxWorkers?: number;\n  /**\n   * Below this many jobs the whole batch is solved inline on the calling\n   * thread — the worker round-trip isn't worth it for small batches.\n   */\n  inlineThreshold?: number;\n}\n\nconst DEFAULT_INLINE_THRESHOLD = 2_000;\n// Don't bother splitting into shards smaller than this; tiny shards waste a\n// worker round-trip. A batch is divided into at most `ceil(count / MIN_SHARD)`\n// shards, never more than the worker count.\nconst MIN_SHARD = 1_000;\n\nfunction resolveWorkerUrl(): URL {\n  // Prefer the bundled sibling (.js) when present — that's the production\n  // `dist/` runtime. Fall back to the .ts source for dev / test / ad-hoc node,\n  // which Node strips types from natively.\n  const jsUrl = new URL(\"./iv-solver-worker.js\", import.meta.url);\n  if (existsSync(fileURLToPath(jsUrl))) return jsUrl;\n  return new URL(\"./iv-solver-worker.ts\", import.meta.url);\n}\n\nfunction workersDisabledByEnv(): boolean {\n  const flag = process.env.TRADEBLOCKS_IV_WORKERS;\n  return flag === \"0\" || flag === \"false\" || flag === \"off\";\n}\n\nfunction defaultMaxWorkers(): number {\n  const cores = Math.max(1, availableParallelism());\n  return Math.max(1, cores - 1);\n}\n\ninterface PoolWorker {\n  worker: Worker;\n  busy: boolean;\n}\n\nfunction jobsToColumns(jobs: IvSolveJob[]): IvSolveColumns {\n  const count = jobs.length;\n  const cols: IvSolveColumns = {\n    count,\n    optionPrice: new Float64Array(count),\n    underlyingPrice: new Float64Array(count),\n    strike: new Float64Array(count),\n    dte: new Float64Array(count),\n    riskFreeRate: new Float64Array(count),\n    dividendYield: new Float64Array(count),\n    type: new Uint8Array(count),\n  };\n  for (let i = 0; i < count; i++) {\n    const job = jobs[i];\n    cols.optionPrice[i] = job.optionPrice;\n    cols.underlyingPrice[i] = job.underlyingPrice;\n    cols.strike[i] = job.strike;\n    cols.dte[i] = job.dte;\n    cols.riskFreeRate[i] = job.riskFreeRate;\n    cols.dividendYield[i] = job.dividendYield;\n    cols.type[i] = job.type === \"C\" ? 0 : 1;\n  }\n  return cols;\n}\n\n/** Slice a column batch into a per-shard request, copying the [lo, hi) window. */\nfunction shardRequest(cols: IvSolveColumns, id: number, lo: number, hi: number): IvSolveBatchRequest {\n  return {\n    id,\n    count: hi - lo,\n    optionPrice: cols.optionPrice.slice(lo, hi),\n    underlyingPrice: cols.underlyingPrice.slice(lo, hi),\n    strike: cols.strike.slice(lo, hi),\n    dte: cols.dte.slice(lo, hi),\n    riskFreeRate: cols.riskFreeRate.slice(lo, hi),\n    dividendYield: cols.dividendYield.slice(lo, hi),\n    type: cols.type.slice(lo, hi),\n  };\n}\n\nfunction wholeRequest(cols: IvSolveColumns, id: number): IvSolveBatchRequest {\n  return {\n    id,\n    count: cols.count,\n    optionPrice: cols.optionPrice,\n    underlyingPrice: cols.underlyingPrice,\n    strike: cols.strike,\n    dte: cols.dte,\n    riskFreeRate: cols.riskFreeRate,\n    dividendYield: cols.dividendYield,\n    type: cols.type,\n  };\n}\n\nfunction columnsResultFrom(reply: IvSolveBatchReply): IvSolveColumnsResult {\n  return {\n    count: reply.count,\n    delta: reply.delta,\n    gamma: reply.gamma,\n    theta: reply.theta,\n    vega: reply.vega,\n    iv: reply.iv,\n    ok: reply.ok,\n  };\n}\n\nfunction resultsFromColumns(cols: IvSolveColumnsResult): IvSolveJobResult[] {\n  const out: IvSolveJobResult[] = new Array(cols.count);\n  for (let i = 0; i < cols.count; i++) {\n    out[i] = {\n      delta: cols.delta[i],\n      gamma: cols.gamma[i],\n      theta: cols.theta[i],\n      vega: cols.vega[i],\n      iv: cols.iv[i],\n      ok: cols.ok[i] === 1,\n    };\n  }\n  return out;\n}\n\nexport class IvSolverPool {\n  private readonly maxWorkers: number;\n  private readonly inlineThreshold: number;\n  private readonly workerUrl: URL;\n  private readonly enabled: boolean;\n  private pool: PoolWorker[] = [];\n  private nextRequestId = 1;\n  // Serializes parallel solves against the shared worker set. The `busy`/slot\n  // accounting in solveColumnsParallel is only correct when a single solve\n  // owns the whole pool; without this gate, two concurrent callers could route\n  // shards onto the same worker and corrupt the busy bookkeeping. Inline solves\n  // don't touch workers and bypass the gate.\n  private parallelChain: Promise<unknown> = Promise.resolve();\n\n  constructor(options: IvSolverPoolOptions = {}) {\n    this.maxWorkers = Math.max(1, options.maxWorkers ?? defaultMaxWorkers());\n    this.inlineThreshold = options.inlineThreshold ?? DEFAULT_INLINE_THRESHOLD;\n    this.workerUrl = resolveWorkerUrl();\n    this.enabled = !workersDisabledByEnv() && this.maxWorkers > 1;\n  }\n\n  /**\n   * Solve a batch of jobs, returning one result per job in input order. Thin\n   * wrapper over `solveColumns` — convenient for callers (and tests) that hold\n   * an `IvSolveJob[]`. The hot ingest path uses `solveColumns` directly to\n   * avoid materializing the object array.\n   */\n  async solve(jobs: IvSolveJob[]): Promise<IvSolveJobResult[]> {\n    if (jobs.length === 0) return [];\n    const result = await this.solveColumns(jobsToColumns(jobs));\n    return resultsFromColumns(result);\n  }\n\n  /**\n   * Solve a pre-built column batch. Uses the worker pool when the batch is\n   * large enough and workers are enabled; otherwise solves inline via the same\n   * `solveIvBatch` the workers run (so inline and parallel are interchangeable).\n   * The reply columns are positionally aligned with the input.\n   */\n  async solveColumns(cols: IvSolveColumns): Promise<IvSolveColumnsResult> {\n    if (cols.count === 0) {\n      return {\n        count: 0,\n        delta: new Float64Array(0),\n        gamma: new Float64Array(0),\n        theta: new Float64Array(0),\n        vega: new Float64Array(0),\n        iv: new Float64Array(0),\n        ok: new Uint8Array(0),\n      };\n    }\n    const shardCount = this.enabled\n      ? Math.min(this.maxWorkers, Math.ceil(cols.count / MIN_SHARD))\n      : 1;\n    if (shardCount <= 1 || cols.count < this.inlineThreshold) {\n      return columnsResultFrom(solveIvBatch(wholeRequest(cols, 0)));\n    }\n    // Single-flight: chain this parallel solve after any in-flight one so each\n    // owns the worker pool exclusively. Errors don't poison the chain.\n    const run = this.parallelChain\n      .catch(() => undefined)\n      .then(() => this.solveColumnsParallel(cols, shardCount));\n    this.parallelChain = run;\n    return run;\n  }\n\n  private async solveColumnsParallel(\n    cols: IvSolveColumns,\n    shardCount: number,\n  ): Promise<IvSolveColumnsResult> {\n    this.ensureWorkers(shardCount);\n\n    const out: IvSolveColumnsResult = {\n      count: cols.count,\n      delta: new Float64Array(cols.count),\n      gamma: new Float64Array(cols.count),\n      theta: new Float64Array(cols.count),\n      vega: new Float64Array(cols.count),\n      iv: new Float64Array(cols.count),\n      ok: new Uint8Array(cols.count),\n    };\n\n    const base = Math.floor(cols.count / shardCount);\n    const remainder = cols.count % shardCount;\n    const shardPromises: Promise<void>[] = [];\n    let cursor = 0;\n    for (let s = 0; s < shardCount; s++) {\n      const size = base + (s < remainder ? 1 : 0);\n      const lo = cursor;\n      const hi = cursor + size;\n      cursor = hi;\n      if (size === 0) continue;\n      const request = shardRequest(cols, this.nextRequestId++, lo, hi);\n      shardPromises.push(\n        this.runOnWorker(request).then((reply) => {\n          out.delta.set(reply.delta, lo);\n          out.gamma.set(reply.gamma, lo);\n          out.theta.set(reply.theta, lo);\n          out.vega.set(reply.vega, lo);\n          out.iv.set(reply.iv, lo);\n          out.ok.set(reply.ok, lo);\n        }),\n      );\n    }\n\n    await Promise.all(shardPromises);\n    return out;\n  }\n\n  private ensureWorkers(target: number): void {\n    while (this.pool.length < target) {\n      const worker = new Worker(this.workerUrl);\n      worker.setMaxListeners(0);\n      // Surface a worker crash by failing loud; an unhandled worker error\n      // would otherwise leave the pending shard promise hanging forever.\n      worker.on(\"error\", (err) => {\n        throw err;\n      });\n      this.pool.push({ worker, busy: false });\n    }\n  }\n\n  private runOnWorker(request: IvSolveBatchRequest): Promise<IvSolveBatchReply> {\n    return new Promise<IvSolveBatchReply>((resolve, reject) => {\n      const slot = this.acquire();\n      const onMessage = (reply: IvSolveBatchReply) => {\n        if (reply.id !== request.id) return;\n        cleanup();\n        slot.busy = false;\n        resolve(reply);\n      };\n      const onError = (err: Error) => {\n        cleanup();\n        slot.busy = false;\n        reject(err);\n      };\n      const cleanup = () => {\n        slot.worker.off(\"message\", onMessage);\n        slot.worker.off(\"error\", onError);\n      };\n      slot.worker.on(\"message\", onMessage);\n      slot.worker.once(\"error\", onError);\n      // All request columns are freshly-allocated ArrayBuffer-backed typed\n      // arrays (never SharedArrayBuffer), so transferring their buffers is safe.\n      slot.worker.postMessage(request, [\n        request.optionPrice.buffer,\n        request.underlyingPrice.buffer,\n        request.strike.buffer,\n        request.dte.buffer,\n        request.riskFreeRate.buffer,\n        request.dividendYield.buffer,\n        request.type.buffer,\n      ] as ArrayBuffer[]);\n    });\n  }\n\n  private acquire(): PoolWorker {\n    const free = this.pool.find((w) => !w.busy);\n    // ensureWorkers always provisions one worker per shard before dispatch, so\n    // a free slot is guaranteed here.\n    const slot = free ?? this.pool[0];\n    slot.busy = true;\n    return slot;\n  }\n\n  /** Terminate all workers. Idempotent. */\n  async destroy(): Promise<void> {\n    const workers = this.pool;\n    this.pool = [];\n    await Promise.all(workers.map(({ worker }) => worker.terminate()));\n  }\n}\n\nlet sharedPool: IvSolverPool | null = null;\n\n/**\n * Process-wide shared pool. The ingest path reuses one pool across batches so\n * workers are spawned once, not per batch.\n */\nexport function getSharedIvSolverPool(): IvSolverPool {\n  if (!sharedPool) {\n    sharedPool = new IvSolverPool();\n  }\n  return sharedPool;\n}\n\nexport async function destroySharedIvSolverPool(): Promise<void> {\n  if (sharedPool) {\n    const pool = sharedPool;\n    sharedPool = null;\n    await pool.destroy();\n  }\n}\n","/**\n * iv-solver-worker.ts\n *\n * worker_threads entry point for the parallel option-greeks solve.\n *\n * The Newton-Raphson IV solve in `computeLegGreeks` is pure CPU over\n * independent rows. This worker runs the identical `computeLegGreeks` on a\n * batch of flat numeric jobs and posts back the resulting greeks. Only plain\n * numbers cross the worker boundary, so the output is bit-identical to the\n * inline path (same code, same inputs, same IEEE-754 arithmetic).\n *\n * The batch is encoded as parallel typed arrays for cheap structured-clone\n * transfer:\n *   - optionPrice, underlyingPrice, strike, dte, riskFreeRate, dividendYield\n *     as Float64Array (one entry per job)\n *   - type as Uint8Array (0 = call \"C\", 1 = put \"P\")\n * The reply mirrors that shape: delta/gamma/theta/vega/iv as Float64Array plus\n * an `ok` Uint8Array flag (1 = greeks finite, 0 = solve failed → caller treats\n * the row as math-failed, exactly as the inline path's null result does).\n */\n\nimport { parentPort } from \"node:worker_threads\";\nimport { computeLegGreeks } from \"./black-scholes.ts\";\n\nexport interface IvSolveBatchRequest {\n  id: number;\n  count: number;\n  optionPrice: Float64Array;\n  underlyingPrice: Float64Array;\n  strike: Float64Array;\n  dte: Float64Array;\n  riskFreeRate: Float64Array;\n  dividendYield: Float64Array;\n  type: Uint8Array; // 0 = call, 1 = put\n}\n\nexport interface IvSolveBatchReply {\n  id: number;\n  count: number;\n  delta: Float64Array;\n  gamma: Float64Array;\n  theta: Float64Array;\n  vega: Float64Array;\n  iv: Float64Array;\n  ok: Uint8Array; // 1 = all five greeks finite, 0 = solve failed\n}\n\nfunction isFiniteNumber(value: number | null): value is number {\n  return typeof value === \"number\" && Number.isFinite(value);\n}\n\n/**\n * Run `computeLegGreeks` over a flat batch. Shared by the worker message\n * handler and by the inline fallback in the pool, so both paths execute the\n * exact same loop.\n */\nexport function solveIvBatch(req: IvSolveBatchRequest): IvSolveBatchReply {\n  const { id, count } = req;\n  const delta = new Float64Array(count);\n  const gamma = new Float64Array(count);\n  const theta = new Float64Array(count);\n  const vega = new Float64Array(count);\n  const iv = new Float64Array(count);\n  const ok = new Uint8Array(count);\n\n  for (let i = 0; i < count; i++) {\n    const result = computeLegGreeks(\n      req.optionPrice[i],\n      req.underlyingPrice[i],\n      req.strike[i],\n      req.dte[i],\n      req.type[i] === 0 ? \"C\" : \"P\",\n      req.riskFreeRate[i],\n      req.dividendYield[i],\n    );\n    if (\n      isFiniteNumber(result.delta)\n      && isFiniteNumber(result.gamma)\n      && isFiniteNumber(result.theta)\n      && isFiniteNumber(result.vega)\n      && isFiniteNumber(result.iv)\n    ) {\n      delta[i] = result.delta;\n      gamma[i] = result.gamma;\n      theta[i] = result.theta;\n      vega[i] = result.vega;\n      iv[i] = result.iv;\n      ok[i] = 1;\n    } else {\n      ok[i] = 0;\n    }\n  }\n\n  return { id, count, delta, gamma, theta, vega, iv, ok };\n}\n\nif (parentPort) {\n  const port = parentPort;\n  port.on(\"message\", (req: IvSolveBatchRequest) => {\n    const reply = solveIvBatch(req);\n    // Transfer the result buffers back to the main thread to avoid a copy.\n    // These are freshly-allocated ArrayBuffer-backed typed arrays.\n    port.postMessage(reply, [\n      reply.delta.buffer,\n      reply.gamma.buffer,\n      reply.theta.buffer,\n      reply.vega.buffer,\n      reply.iv.buffer,\n      reply.ok.buffer,\n    ] as ArrayBuffer[]);\n  });\n}\n","import { getSofrRateByKey } from \"@tradeblocks/lib\";\nimport type { ContractRow } from \"./chain-loader.ts\";\nimport { computeLegGreeks } from \"./black-scholes.ts\";\nimport { computeFractionalDte } from \"./option-time.ts\";\nimport {\n  getSharedIvSolverPool,\n  type IvSolveColumns,\n  type IvSolverPool,\n} from \"./iv-solver-pool.ts\";\n\nexport type QuoteGreeksSource = \"massive\" | \"thetadata\" | \"computed\";\nexport type QuoteGreeksMode = \"auto\" | \"provider\" | \"compute\";\n\nexport interface QuoteGreekFields {\n  delta?: number | null;\n  gamma?: number | null;\n  theta?: number | null;\n  vega?: number | null;\n  iv?: number | null;\n  greeks_source?: QuoteGreeksSource | null;\n  greeks_revision?: number | null;\n  rate_type?: string | null;\n  rate_value?: number | null;\n  gamma_source?: string | null;\n}\n\nexport interface QuoteGreeksContractMeta {\n  contract_type: ContractRow[\"contract_type\"];\n  strike: number;\n  expiration: string;\n}\n\nexport interface QuoteGreeksStats {\n  rowsVisited: number;\n  existingGreeksRows: number;\n  computedRows: number;\n  missingContractRows: number;\n  missingUnderlyingRows: number;\n  // Underlying-price lookup succeeded but `computeQuoteGreeks` returned null\n  // (zero/negative option price, corrupt expiration → negative DTE, malformed\n  // strike). Drives the `compute_failure` ingest-skipped reason —\n  // distinguishes BS-math failure from spot/chain coverage gaps so operators\n  // chase the right root cause.\n  mathFailedRows: number;\n  unresolvedRows: number;\n}\n\n/**\n * Greeks computation revision.\n * - 1 (legacy): hardcoded r = 0.045, q = 0.015\n * - 2: per-day SOFR rate, q = 0 (rate-convention switch)\n * - 3: revision 2 + provenance fields (rate_type, rate_value, gamma_source)\n */\nexport const OPTION_QUOTE_GREEKS_REVISION = 3;\n// Convention: SOFR overnight rate + zero dividend yield. Stored alongside each\n// computed greek row via `rate_type`, `rate_value`, and `gamma_source` so older\n// partitions remain distinguishable from revision-3 writes.\nexport const OPTION_QUOTE_GREEKS_RATE_TYPE = \"sofr\";\nexport const OPTION_QUOTE_GREEKS_GAMMA_SOURCE = \"computed_sofr_q0\";\nexport const OPTION_QUOTE_GREEKS_DIVIDEND_YIELD = 0;\n\nfunction isFiniteNumber(value: unknown): value is number {\n  return typeof value === \"number\" && Number.isFinite(value);\n}\n\n// `getSofrRateByKey` does a binary search over the rate table on every call,\n// but within a quote-ingest batch the date is constant (one partition = one\n// trading day) and across batches a date repeats for every row of that day.\n// Memoize the lookup by date key — the function is a pure deterministic map\n// from key → rate, so the cached value is identical to a fresh lookup.\nconst sofrRateByDateKey = new Map<string, number>();\n\nfunction memoizedSofrRate(dateKey: string): number {\n  const cached = sofrRateByDateKey.get(dateKey);\n  if (cached !== undefined) return cached;\n  const rate = getSofrRateByKey(dateKey);\n  sofrRateByDateKey.set(dateKey, rate);\n  return rate;\n}\n\nexport function hasQuoteGreeks(row: QuoteGreekFields): boolean {\n  return isFiniteNumber(row.delta ?? null)\n    && isFiniteNumber(row.gamma ?? null)\n    && isFiniteNumber(row.theta ?? null)\n    && isFiniteNumber(row.vega ?? null)\n    && isFiniteNumber(row.iv ?? null);\n}\n\nfunction hasProviderFirstOrderGreeks(row: QuoteGreekFields): boolean {\n  return row.greeks_source === \"thetadata\"\n    && isFiniteNumber(row.delta ?? null)\n    && (row.gamma == null || isFiniteNumber(row.gamma))\n    && isFiniteNumber(row.theta ?? null)\n    && isFiniteNumber(row.vega ?? null)\n    && isFiniteNumber(row.iv ?? null);\n}\n\nfunction hasExistingQuoteGreeks(row: QuoteGreekFields): boolean {\n  return hasQuoteGreeks(row) || hasProviderFirstOrderGreeks(row);\n}\n\nfunction hasQuoteGreekProvenanceFields(row: QuoteGreekFields): boolean {\n  return row.rate_type === OPTION_QUOTE_GREEKS_RATE_TYPE\n    && isFiniteNumber(row.rate_value ?? null)\n    && row.gamma_source === OPTION_QUOTE_GREEKS_GAMMA_SOURCE;\n}\n\nexport function normalizeExistingQuoteGreeks(\n  row: QuoteGreekFields,\n  defaultSource?: Exclude<QuoteGreeksSource, \"computed\">,\n): void {\n  if (!hasExistingQuoteGreeks(row)) return;\n  if (row.greeks_source == null && defaultSource) {\n    row.greeks_source = defaultSource;\n  }\n  if (\n    row.greeks_source === \"computed\"\n    && row.greeks_revision == null\n    && hasQuoteGreekProvenanceFields(row)\n  ) {\n    row.greeks_revision = OPTION_QUOTE_GREEKS_REVISION;\n  }\n}\n\nexport function computeQuoteGreeks(params: {\n  optionPrice: number;\n  underlyingPrice: number;\n  strike: number;\n  date: string;\n  time: string;\n  expiration: string;\n  contractType: ContractRow[\"contract_type\"];\n}): QuoteGreekFields | null {\n  const {\n    optionPrice,\n    underlyingPrice,\n    strike,\n    date,\n    time,\n    expiration,\n    contractType,\n  } = params;\n  if (!(optionPrice > 0) || !(underlyingPrice > 0) || !(strike > 0)) return null;\n  const dte = computeFractionalDte(date, time.slice(0, 5), expiration);\n  if (!(dte >= 0)) return null;\n  const riskFreeRate = memoizedSofrRate(date) / 100;\n  const result = computeLegGreeks(\n    optionPrice,\n    underlyingPrice,\n    strike,\n    dte,\n    contractType === \"call\" ? \"C\" : \"P\",\n    riskFreeRate,\n    OPTION_QUOTE_GREEKS_DIVIDEND_YIELD,\n  );\n  if (!hasQuoteGreeks(result)) return null;\n  return {\n    delta: result.delta,\n    gamma: result.gamma,\n    theta: result.theta,\n    vega: result.vega,\n    iv: result.iv,\n    greeks_source: \"computed\",\n    greeks_revision: OPTION_QUOTE_GREEKS_REVISION,\n    rate_type: OPTION_QUOTE_GREEKS_RATE_TYPE,\n    rate_value: riskFreeRate,\n    gamma_source: OPTION_QUOTE_GREEKS_GAMMA_SOURCE,\n  };\n}\n\nexport function buildUnderlyingPriceKey(date: string, time: string): string {\n  return `${date}|${time.slice(0, 5)}`;\n}\n\nexport interface ApplyQuoteGreeksParams<T extends QuoteGreekFields> {\n  rows: T[];\n  getDate: (row: T) => string;\n  getTime: (row: T) => string;\n  getMid: (row: T) => number;\n  getContractMeta: (row: T) => QuoteGreeksContractMeta | undefined;\n  getUnderlyingPrice: (date: string, time: string) => number | undefined;\n  mode?: QuoteGreeksMode;\n  defaultProviderSource?: Exclude<QuoteGreeksSource, \"computed\">;\n}\n\nfunction emptyStats(): QuoteGreeksStats {\n  return {\n    rowsVisited: 0,\n    existingGreeksRows: 0,\n    computedRows: 0,\n    missingContractRows: 0,\n    missingUnderlyingRows: 0,\n    mathFailedRows: 0,\n    unresolvedRows: 0,\n  };\n}\n\n/**\n * Outcome of resolving a single row up to (but not including) the IV solve.\n * Skip kinds are fully accounted in stats and never solved. `kind: \"compute\"`\n * carries the flat solve inputs directly (no nested object — kept flat so the\n * parallel path can write them straight into typed-array columns). This is the\n * single source of truth for resolution, shared by the inline and parallel\n * apply functions so they cannot diverge.\n *\n * `type` is 0 = call (\"C\"), 1 = put (\"P\") — the same encoding the worker uses.\n */\ntype RowResolution =\n  | { kind: \"existing\" }\n  | { kind: \"missingContract\" }\n  | { kind: \"providerUnresolved\" }\n  | { kind: \"missingUnderlying\" }\n  | { kind: \"mathFailed\" }\n  | {\n      kind: \"compute\";\n      optionPrice: number;\n      underlyingPrice: number;\n      strike: number;\n      dte: number;\n      type: 0 | 1;\n      riskFreeRate: number;\n    };\n\nfunction resolveQuoteGreeksRow<T extends QuoteGreekFields>(\n  row: T,\n  params: ApplyQuoteGreeksParams<T>,\n  defaultProviderSource: Exclude<QuoteGreeksSource, \"computed\"> | undefined,\n  mode: QuoteGreeksMode,\n): RowResolution {\n  if (mode !== \"compute\" && hasExistingQuoteGreeks(row)) {\n    normalizeExistingQuoteGreeks(row, defaultProviderSource);\n    return { kind: \"existing\" };\n  }\n\n  const meta = params.getContractMeta(row);\n  if (!meta) return { kind: \"missingContract\" };\n\n  if (mode === \"provider\") return { kind: \"providerUnresolved\" };\n\n  const date = params.getDate(row);\n  const time = params.getTime(row).slice(0, 5);\n  const underlyingPrice = params.getUnderlyingPrice(date, time);\n  if (!(underlyingPrice != null && underlyingPrice > 0)) {\n    return { kind: \"missingUnderlying\" };\n  }\n\n  // Same guards and rate convention as computeQuoteGreeks — kept in lockstep\n  // so the solve inputs are identical whether solved inline or on a worker.\n  const optionPrice = params.getMid(row);\n  if (!(optionPrice > 0) || !(meta.strike > 0)) return { kind: \"mathFailed\" };\n  const dte = computeFractionalDte(date, time, meta.expiration);\n  if (!(dte >= 0)) return { kind: \"mathFailed\" };\n  const riskFreeRate = memoizedSofrRate(date) / 100;\n\n  return {\n    kind: \"compute\",\n    optionPrice,\n    underlyingPrice,\n    strike: meta.strike,\n    dte,\n    type: meta.contract_type === \"call\" ? 0 : 1,\n    riskFreeRate,\n  };\n}\n\nfunction writeComputedGreeks<T extends QuoteGreekFields>(\n  row: T,\n  greeks: { delta: number; gamma: number; theta: number; vega: number; iv: number },\n  riskFreeRate: number,\n): void {\n  row.delta = greeks.delta;\n  row.gamma = greeks.gamma;\n  row.theta = greeks.theta;\n  row.vega = greeks.vega;\n  row.iv = greeks.iv;\n  row.greeks_source = \"computed\";\n  row.greeks_revision = OPTION_QUOTE_GREEKS_REVISION;\n  row.rate_type = OPTION_QUOTE_GREEKS_RATE_TYPE;\n  row.rate_value = riskFreeRate;\n  row.gamma_source = OPTION_QUOTE_GREEKS_GAMMA_SOURCE;\n}\n\nfunction tallySkip(stats: QuoteGreeksStats, kind: RowResolution[\"kind\"]): void {\n  switch (kind) {\n    case \"existing\":\n      stats.existingGreeksRows++;\n      return;\n    case \"missingContract\":\n      stats.missingContractRows++;\n      stats.unresolvedRows++;\n      return;\n    case \"providerUnresolved\":\n      stats.unresolvedRows++;\n      return;\n    case \"missingUnderlying\":\n      stats.missingUnderlyingRows++;\n      stats.unresolvedRows++;\n      return;\n    case \"mathFailed\":\n      stats.mathFailedRows++;\n      stats.unresolvedRows++;\n      return;\n    case \"compute\":\n      return;\n  }\n}\n\nexport function applyQuoteGreeks<T extends QuoteGreekFields>(\n  params: ApplyQuoteGreeksParams<T>,\n): QuoteGreeksStats {\n  const { rows, mode = \"auto\", defaultProviderSource } = params;\n  const stats = emptyStats();\n\n  for (const row of rows) {\n    stats.rowsVisited++;\n    const resolution = resolveQuoteGreeksRow(row, params, defaultProviderSource, mode);\n    if (resolution.kind !== \"compute\") {\n      tallySkip(stats, resolution.kind);\n      continue;\n    }\n\n    const result = computeLegGreeks(\n      resolution.optionPrice,\n      resolution.underlyingPrice,\n      resolution.strike,\n      resolution.dte,\n      resolution.type === 0 ? \"C\" : \"P\",\n      resolution.riskFreeRate,\n      OPTION_QUOTE_GREEKS_DIVIDEND_YIELD,\n    );\n    if (!hasQuoteGreeks(result)) {\n      stats.mathFailedRows++;\n      stats.unresolvedRows++;\n      continue;\n    }\n    writeComputedGreeks(\n      row,\n      {\n        delta: result.delta as number,\n        gamma: result.gamma as number,\n        theta: result.theta as number,\n        vega: result.vega as number,\n        iv: result.iv as number,\n      },\n      resolution.riskFreeRate,\n    );\n    stats.computedRows++;\n  }\n\n  return stats;\n}\n\n/**\n * Parallel sibling of `applyQuoteGreeks`. Resolves every row on the calling\n * thread using the exact same `resolveQuoteGreeksRow` logic, then fans the\n * CPU-bound IV solve out across a worker pool. Greeks and provenance written\n * back are bit-identical to the inline path (the pool runs the same\n * `computeLegGreeks`); only the location of the solve loop changes.\n *\n * The pool degrades to inline automatically for small batches / single-core\n * hosts (see iv-solver-pool.ts), so this is safe to call unconditionally.\n */\nexport async function applyQuoteGreeksParallel<T extends QuoteGreekFields>(\n  params: ApplyQuoteGreeksParams<T> & { pool?: IvSolverPool },\n): Promise<QuoteGreeksStats> {\n  const { rows, mode = \"auto\", defaultProviderSource } = params;\n  const stats = emptyStats();\n  const pool = params.pool ?? getSharedIvSolverPool();\n  const n = rows.length;\n\n  // Resolve directly into the solve columns — no intermediate object array.\n  // Sized to the row count (the compute subset is <= n); the unused tail is\n  // dropped via `count` before dispatch.\n  const optionPrice = new Float64Array(n);\n  const underlyingPrice = new Float64Array(n);\n  const strike = new Float64Array(n);\n  const dte = new Float64Array(n);\n  const riskFreeRate = new Float64Array(n);\n  const dividendYield = new Float64Array(n);\n  const type = new Uint8Array(n);\n  // Maps the j-th compute job back to its source row index, so results land on\n  // the right row.\n  const jobRowIndex = new Int32Array(n);\n\n  let count = 0;\n  for (let i = 0; i < n; i++) {\n    stats.rowsVisited++;\n    const resolution = resolveQuoteGreeksRow(rows[i], params, defaultProviderSource, mode);\n    if (resolution.kind !== \"compute\") {\n      tallySkip(stats, resolution.kind);\n      continue;\n    }\n    optionPrice[count] = resolution.optionPrice;\n    underlyingPrice[count] = resolution.underlyingPrice;\n    strike[count] = resolution.strike;\n    dte[count] = resolution.dte;\n    riskFreeRate[count] = resolution.riskFreeRate;\n    dividendYield[count] = OPTION_QUOTE_GREEKS_DIVIDEND_YIELD;\n    type[count] = resolution.type;\n    jobRowIndex[count] = i;\n    count++;\n  }\n\n  if (count === 0) return stats;\n\n  const columns: IvSolveColumns = {\n    count,\n    optionPrice: optionPrice.subarray(0, count),\n    underlyingPrice: underlyingPrice.subarray(0, count),\n    strike: strike.subarray(0, count),\n    dte: dte.subarray(0, count),\n    riskFreeRate: riskFreeRate.subarray(0, count),\n    dividendYield: dividendYield.subarray(0, count),\n    type: type.subarray(0, count),\n  };\n\n  const result = await pool.solveColumns(columns);\n  for (let j = 0; j < count; j++) {\n    if (result.ok[j] !== 1) {\n      stats.mathFailedRows++;\n      stats.unresolvedRows++;\n      continue;\n    }\n    writeComputedGreeks(\n      rows[jobRowIndex[j]],\n      {\n        delta: result.delta[j],\n        gamma: result.gamma[j],\n        theta: result.theta[j],\n        vega: result.vega[j],\n        iv: result.iv[j],\n      },\n      riskFreeRate[j],\n    );\n    stats.computedRows++;\n  }\n\n  return stats;\n}\n","import { getSofrRateByKey } from \"@tradeblocks/lib\";\nimport type { BulkQuoteRow } from \"../../market-provider.ts\";\nimport { bsGamma } from \"../../black-scholes.ts\";\nimport { computeFractionalDte } from \"../../option-time.ts\";\nimport {\n  OPTION_QUOTE_GREEKS_DIVIDEND_YIELD,\n  OPTION_QUOTE_GREEKS_GAMMA_SOURCE,\n  OPTION_QUOTE_GREEKS_RATE_TYPE,\n  OPTION_QUOTE_GREEKS_REVISION,\n} from \"../../option-quote-greeks.ts\";\nimport type {\n  ThetaFirstOrderGreekRow,\n  ThetaQuoteRow,\n  ThetaRight,\n} from \"./types.ts\";\n\nexport interface ThetaJoinedQuoteRow extends BulkQuoteRow {\n  greeks_revision?: number | null;\n}\n\nexport interface ThetaQuoteGreekJoinStats {\n  quoteRows: number;\n  providerGreekRows: number;\n  computedGammaRows: number;\n  missingGreekRows: number;\n  duplicateGreekRows: number;\n  droppedQuoteRows: number;\n  unusableGreekRows: number;\n}\n\nexport interface ThetaQuoteGreekJoinResult {\n  rows: ThetaJoinedQuoteRow[];\n  stats: ThetaQuoteGreekJoinStats;\n}\n\nexport interface ThetaQuoteGreekJoinOptions {\n  quotes: ThetaQuoteRow[];\n  providerGreeks: ThetaFirstOrderGreekRow[];\n}\n\nexport function buildTicker(params: {\n  symbol: string;\n  expiration: string;\n  right: ThetaRight;\n  strike: number;\n}): string {\n  const [yyyy, mm, dd] = params.expiration.split(\"-\");\n  const right = params.right === \"call\" ? \"C\" : \"P\";\n  const strike = String(Math.round(params.strike * 1000)).padStart(8, \"0\");\n  return `${params.symbol.toUpperCase()}${yyyy.slice(2)}${mm}${dd}${right}${strike}`;\n}\n\nfunction joinKey(\n  row: Pick<ThetaQuoteRow, \"symbol\" | \"expiration\" | \"strike\" | \"right\" | \"timestamp\">,\n): string {\n  return [\n    row.symbol.toUpperCase(),\n    row.expiration,\n    row.strike.toFixed(3),\n    row.right,\n    row.timestamp,\n  ].join(\"|\");\n}\n\nfunction isFiniteNumber(value: unknown): value is number {\n  return typeof value === \"number\" && Number.isFinite(value);\n}\n\ntype CompleteThetaFirstOrderGreekRow = ThetaFirstOrderGreekRow & {\n  delta: number;\n  theta: number;\n  vega: number;\n  iv: number;\n};\n\nfunction hasProviderFirstOrderGreeks(\n  row: ThetaFirstOrderGreekRow,\n): row is CompleteThetaFirstOrderGreekRow {\n  return isFiniteNumber(row.delta)\n    && isFiniteNumber(row.theta)\n    && isFiniteNumber(row.vega)\n    && isFiniteNumber(row.iv);\n}\n\nfunction splitTimestamp(timestamp: string): { date: string; time: string } {\n  const [date, time = \"\"] = timestamp.split(\" \");\n  return { date, time: time.slice(0, 5) };\n}\n\nfunction computeGamma(row: ThetaQuoteRow, greek: ThetaFirstOrderGreekRow): {\n  gamma: number | null;\n  rateValue: number | null;\n} {\n  if (!isFiniteNumber(greek.iv) || !(greek.iv > 0)) return { gamma: null, rateValue: null };\n  if (!isFiniteNumber(greek.underlyingPrice) || !(greek.underlyingPrice > 0)) {\n    return { gamma: null, rateValue: null };\n  }\n  if (!(row.strike > 0)) return { gamma: null, rateValue: null };\n\n  const { date, time } = splitTimestamp(row.timestamp);\n  const dte = computeFractionalDte(date, time, row.expiration);\n  if (!(dte > 0)) return { gamma: null, rateValue: null };\n\n  const rateValue = getSofrRateByKey(date) / 100;\n  return {\n    gamma: bsGamma(\n      greek.underlyingPrice,\n      row.strike,\n      dte / 365,\n      rateValue,\n      OPTION_QUOTE_GREEKS_DIVIDEND_YIELD,\n      greek.iv,\n    ),\n    rateValue,\n  };\n}\n\nfunction missingGreekRow(row: ThetaQuoteRow, bid: number, ask: number): ThetaJoinedQuoteRow {\n  return {\n    ticker: buildTicker(row),\n    timestamp: row.timestamp,\n    bid,\n    ask,\n    delta: null,\n    gamma: null,\n    theta: null,\n    vega: null,\n    iv: null,\n    greeks_source: null,\n    greeks_revision: null,\n    rate_type: null,\n    rate_value: null,\n    gamma_source: null,\n  };\n}\n\nexport function joinThetaQuotesAndFirstOrderGreeks(\n  options: ThetaQuoteGreekJoinOptions,\n): ThetaQuoteGreekJoinResult {\n  const stats: ThetaQuoteGreekJoinStats = {\n    quoteRows: options.quotes.length,\n    providerGreekRows: 0,\n    computedGammaRows: 0,\n    missingGreekRows: 0,\n    duplicateGreekRows: 0,\n    droppedQuoteRows: 0,\n    unusableGreekRows: 0,\n  };\n\n  const greekByKey = new Map<string, ThetaFirstOrderGreekRow>();\n  for (const row of options.providerGreeks) {\n    const key = joinKey(row);\n    if (greekByKey.has(key)) stats.duplicateGreekRows++;\n    greekByKey.set(key, row);\n  }\n\n  const rows: ThetaJoinedQuoteRow[] = [];\n  for (const quote of options.quotes) {\n    if (!isFiniteNumber(quote.bid) || !isFiniteNumber(quote.ask)) {\n      stats.droppedQuoteRows++;\n      continue;\n    }\n\n    const greek = greekByKey.get(joinKey(quote));\n    if (!greek) {\n      stats.missingGreekRows++;\n      rows.push(missingGreekRow(quote, quote.bid, quote.ask));\n      continue;\n    }\n\n    if (!hasProviderFirstOrderGreeks(greek)) {\n      stats.missingGreekRows++;\n      stats.unusableGreekRows++;\n      rows.push(missingGreekRow(quote, quote.bid, quote.ask));\n      continue;\n    }\n\n    stats.providerGreekRows++;\n    const { gamma, rateValue } = computeGamma(quote, greek);\n    if (gamma != null) stats.computedGammaRows++;\n\n    rows.push({\n      ticker: buildTicker(quote),\n      timestamp: quote.timestamp,\n      bid: quote.bid,\n      ask: quote.ask,\n      delta: greek.delta,\n      gamma,\n      theta: greek.theta,\n      vega: greek.vega,\n      iv: greek.iv,\n      greeks_source: \"thetadata\",\n      greeks_revision: OPTION_QUOTE_GREEKS_REVISION,\n      rate_type: gamma != null ? OPTION_QUOTE_GREEKS_RATE_TYPE : null,\n      rate_value: rateValue,\n      gamma_source: gamma != null ? OPTION_QUOTE_GREEKS_GAMMA_SOURCE : null,\n    });\n  }\n\n  return { rows, stats };\n}\n","import { getSofrRateByKey } from \"@tradeblocks/lib\";\nimport type { BulkQuoteRow } from \"../../market-provider.ts\";\nimport { computeLegGreeks } from \"../../black-scholes.ts\";\nimport { computeFractionalDte } from \"../../option-time.ts\";\nimport {\n  OPTION_QUOTE_GREEKS_DIVIDEND_YIELD,\n  OPTION_QUOTE_GREEKS_RATE_TYPE,\n} from \"../../option-quote-greeks.ts\";\nimport { buildTicker } from \"./join.ts\";\nimport type { ThetaQuoteRow } from \"./types.ts\";\n\nexport const OPTION_QUOTE_MID_GREEKS_REVISION = 6;\nexport const OPTION_QUOTE_MID_GREEKS_DIVIDEND_YIELD = OPTION_QUOTE_GREEKS_DIVIDEND_YIELD;\nexport const OPTION_QUOTE_MID_GREEKS_GAMMA_SOURCE = \"computed_thetadata_quote_mid_sofr_q0\";\n\nexport type ThetaQuoteMidGreekRow = BulkQuoteRow & {\n  greeks_revision: number;\n};\n\nfunction isFiniteNumber(value: unknown): value is number {\n  return typeof value === \"number\" && Number.isFinite(value);\n}\n\nfunction splitTimestamp(timestamp: string): { date: string; time: string } {\n  const [date, time = \"\"] = timestamp.split(\" \");\n  return { date, time: time.slice(0, 5) };\n}\n\nexport function computeThetaQuoteMidGreekRow(params: {\n  quote: ThetaQuoteRow;\n  underlyingPrice: number | null | undefined;\n}): ThetaQuoteMidGreekRow | null {\n  const { quote, underlyingPrice } = params;\n  if (!isFiniteNumber(quote.bid) || !isFiniteNumber(quote.ask)) return null;\n  if (!isFiniteNumber(underlyingPrice) || !(underlyingPrice > 0)) return null;\n  if (!(quote.strike > 0)) return null;\n\n  const optionPrice = (quote.bid + quote.ask) / 2;\n  if (!(optionPrice > 0)) return null;\n\n  const { date, time } = splitTimestamp(quote.timestamp);\n  const dte = computeFractionalDte(date, time, quote.expiration);\n  if (!(dte > 0)) return null;\n\n  const rateValue = getSofrRateByKey(date) / 100;\n  const greeks = computeLegGreeks(\n    optionPrice,\n    underlyingPrice,\n    quote.strike,\n    dte,\n    quote.right === \"call\" ? \"C\" : \"P\",\n    rateValue,\n    OPTION_QUOTE_MID_GREEKS_DIVIDEND_YIELD,\n  );\n  if (\n    !isFiniteNumber(greeks.delta)\n    || !isFiniteNumber(greeks.gamma)\n    || !isFiniteNumber(greeks.theta)\n    || !isFiniteNumber(greeks.vega)\n    || !isFiniteNumber(greeks.iv)\n  ) {\n    return null;\n  }\n\n  return {\n    ticker: buildTicker(quote),\n    timestamp: quote.timestamp,\n    bid: quote.bid,\n    ask: quote.ask,\n    delta: greeks.delta,\n    gamma: greeks.gamma,\n    theta: greeks.theta,\n    // vega is stored per 1% IV move, matching computeLegGreeks' convention and\n    // the rest of the emit path (the per-contract x100 multiplier belongs to the\n    // consumer, not the stored greek).\n    vega: greeks.vega,\n    iv: greeks.iv,\n    greeks_source: \"computed\",\n    greeks_revision: OPTION_QUOTE_MID_GREEKS_REVISION,\n    rate_type: OPTION_QUOTE_GREEKS_RATE_TYPE,\n    rate_value: rateValue,\n    gamma_source: OPTION_QUOTE_MID_GREEKS_GAMMA_SOURCE,\n  };\n}\n","import { buildOccTicker } from \"../trade-replay.ts\";\nimport {\n  ThetaMddsClient,\n  indexHistoryEod,\n  indexHistoryOhlc,\n  joinThetaQuotesAndFirstOrderGreeks,\n  optionHistoryGreeksFirstOrder,\n  optionHistoryGreeksFirstOrderBand,\n  optionHistoryOpenInterest,\n  optionHistoryQuote,\n  optionListContracts,\n  stockHistoryEod,\n  stockHistoryOhlc,\n  type ThetaContractListRow,\n  type ThetaFirstOrderGreekRow,\n  type ThetaOpenInterestRow,\n  type ThetaQuoteRow,\n  type ThetaRight,\n  type ThetaStockEodRow,\n  type ThetaStockOhlcRow,\n} from \"./thetadata/index.ts\";\nimport type {\n  BarRow,\n  BulkOpenInterestOptions,\n  BulkQuoteRow,\n  BulkQuotesOptions,\n  ContractReference,\n  FetchBarsOptions,\n  FetchContractListOptions,\n  FetchContractListResult,\n  FetchSnapshotOptions,\n  FetchSnapshotResult,\n  MarketDataProvider,\n  MinuteQuote,\n  OpenInterestRow,\n  ProviderCapabilities,\n} from \"../market-provider.ts\";\n\nconst BULK_YIELD_CHUNK = 50_000;\nconst BULK_GREEKS_STRIKE_RANGE = 20;\n\nexport interface ThetaProviderDeps {\n  client?: ThetaMddsClient;\n  quoteEndpoint?: typeof optionHistoryQuote;\n  firstOrderEndpoint?: typeof optionHistoryGreeksFirstOrder;\n  firstOrderBandEndpoint?: typeof optionHistoryGreeksFirstOrderBand;\n  contractListEndpoint?: typeof optionListContracts;\n  openInterestEndpoint?: typeof optionHistoryOpenInterest;\n  stockHistoryOhlc?: typeof stockHistoryOhlc;\n  stockHistoryEod?: typeof stockHistoryEod;\n  indexHistoryOhlc?: typeof indexHistoryOhlc;\n  indexHistoryEod?: typeof indexHistoryEod;\n}\n\ntype GreekBandCache = Map<string, Promise<ThetaFirstOrderGreekRow[]>>;\n\ninterface ParsedOccTicker {\n  root: string;\n  expiration: string;\n  right: ThetaRight;\n  strike: number;\n}\n\nfunction parseOccTicker(ticker: string): ParsedOccTicker {\n  const match = ticker.match(/^([A-Z]+)(\\d{2})(\\d{2})(\\d{2})(C|P)(\\d{8})$/);\n  if (!match) {\n    throw new Error(`Invalid OCC option ticker: ${ticker}`);\n  }\n\n  return {\n    root: match[1],\n    expiration: `20${match[2]}-${match[3]}-${match[4]}`,\n    right: match[5] === \"C\" ? \"call\" : \"put\",\n    strike: Number.parseInt(match[6], 10) / 1000,\n  };\n}\n\nfunction formatStrike(strike: number): string {\n  return strike.toFixed(3);\n}\n\nfunction parseIsoDate(date: string): Date {\n  return new Date(`${date}T12:00:00.000Z`);\n}\n\nfunction formatIsoDate(date: Date): string {\n  const year = date.getUTCFullYear();\n  const month = String(date.getUTCMonth() + 1).padStart(2, \"0\");\n  const day = String(date.getUTCDate()).padStart(2, \"0\");\n  return `${year}-${month}-${day}`;\n}\n\nfunction enumerateDates(from: string, to: string): string[] {\n  const dates: string[] = [];\n  const cursor = parseIsoDate(from);\n  const end = parseIsoDate(to);\n  while (cursor <= end) {\n    dates.push(formatIsoDate(cursor));\n    cursor.setUTCDate(cursor.getUTCDate() + 1);\n  }\n  return dates;\n}\n\nfunction timespanToThetaInterval(\n  timespan: FetchBarsOptions[\"timespan\"],\n  multiplier: number | undefined,\n): string | null {\n  if (timespan === \"day\") return null;\n  const resolvedMultiplier = multiplier ?? 1;\n  if (!Number.isInteger(resolvedMultiplier) || resolvedMultiplier <= 0) {\n    throw new Error(\"ThetaData fetchBars multiplier must be a positive integer\");\n  }\n  if (timespan === \"hour\") return `${resolvedMultiplier * 60}m`;\n  return `${resolvedMultiplier}m`;\n}\n\nfunction msOfDayToEtMinute(msOfDay: number): string {\n  if (!Number.isFinite(msOfDay) || msOfDay < 0) {\n    throw new Error(`ThetaData stock OHLC row invalid ms_of_day: ${String(msOfDay)}`);\n  }\n  const totalMinutes = Math.floor(msOfDay / 60_000);\n  const hours = Math.floor(totalMinutes / 60);\n  const minutes = totalMinutes % 60;\n  if (hours > 23 || (hours === 23 && minutes > 59)) {\n    throw new Error(`ThetaData stock OHLC row invalid ms_of_day: ${String(msOfDay)}`);\n  }\n  return `${String(hours).padStart(2, \"0\")}:${String(minutes).padStart(2, \"0\")}`;\n}\n\nfunction stockEodRowToBar(ticker: string, row: ThetaStockEodRow): BarRow {\n  return {\n    ticker,\n    date: row.date,\n    open: row.open,\n    high: row.high,\n    low: row.low,\n    close: row.close,\n    volume: row.volume ?? 0,\n  };\n}\n\nfunction stockOhlcRowToBar(ticker: string, row: ThetaStockOhlcRow): BarRow {\n  return {\n    ...stockEodRowToBar(ticker, row),\n    time: msOfDayToEtMinute(row.msOfDay),\n  };\n}\n\n/**\n * Wire-level roots that bulk quote ingestion expands an underlying into. SPX has\n * monthly (`SPX`) and weekly/daily (`SPXW`) option roots in ThetaData.\n */\nexport function bulkQuoteRootsForUnderlying(underlying: string): string[] {\n  const upper = underlying.toUpperCase();\n  return upper === \"SPX\" ? [\"SPX\", \"SPXW\"] : [upper];\n}\n\n/**\n * Number of final root/right groups per date. Providers may emit additional\n * checkpoint events while processing those groups.\n */\nexport function countBulkQuoteGroupsPerDate(underlying: string): number {\n  return bulkQuoteRootsForUnderlying(underlying).length * 2;\n}\n\nfunction inferExerciseStyle(symbol: string): \"american\" | \"european\" {\n  const europeanRoots = new Set([\n    \"SPX\",\n    \"SPXW\",\n    \"XSP\",\n    \"NDX\",\n    \"NDXP\",\n    \"RUT\",\n    \"RUTW\",\n    \"VIX\",\n    \"VIX9D\",\n    \"DJX\",\n  ]);\n  return europeanRoots.has(symbol.toUpperCase()) ? \"european\" : \"american\";\n}\n\nfunction isGreekForBulkContract(\n  row: ThetaFirstOrderGreekRow,\n  root: string,\n  right: ThetaRight,\n  contract: ThetaContractListRow,\n): boolean {\n  return row.symbol.toUpperCase() === root.toUpperCase()\n    && row.expiration === contract.expiration\n    && formatStrike(row.strike) === formatStrike(contract.strike)\n    && row.right === right;\n}\n\nfunction toMinuteQuote(row: BulkQuoteRow & { greeks_revision?: number | null }): MinuteQuote {\n  return {\n    bid: row.bid,\n    ask: row.ask,\n    source: \"nbbo\",\n    delta: row.delta ?? null,\n    gamma: row.gamma ?? null,\n    theta: row.theta ?? null,\n    vega: row.vega ?? null,\n    iv: row.iv ?? null,\n    greeks_source: row.greeks_source ?? null,\n    greeks_revision: row.greeks_revision ?? null,\n    rate_type: row.rate_type ?? null,\n    rate_value: row.rate_value ?? null,\n    gamma_source: row.gamma_source ?? null,\n  };\n}\n\nfunction occTickerFromQuote(row: ThetaQuoteRow): string {\n  const rightChar = row.right === \"call\" ? \"C\" : \"P\";\n  return buildOccTicker(row.symbol, row.expiration, rightChar, row.strike);\n}\n\nfunction contractReference(row: ThetaContractListRow): ContractReference {\n  const rightChar = row.right === \"call\" ? \"C\" : \"P\";\n  return {\n    ticker: buildOccTicker(row.symbol, row.expiration, rightChar, row.strike),\n    contract_type: row.right,\n    strike: row.strike,\n    expiration: row.expiration,\n    exercise_style: inferExerciseStyle(row.symbol),\n  };\n}\n\nexport class ThetaDataProvider implements MarketDataProvider {\n  readonly name = \"thetadata\";\n  private readonly client: ThetaMddsClient;\n  private readonly quoteEndpoint: typeof optionHistoryQuote;\n  private readonly firstOrderEndpoint: typeof optionHistoryGreeksFirstOrder;\n  private readonly firstOrderBandEndpoint: typeof optionHistoryGreeksFirstOrderBand;\n  private readonly contractListEndpoint: typeof optionListContracts;\n  private readonly openInterestEndpoint: typeof optionHistoryOpenInterest;\n  private readonly stockHistoryOhlcEndpoint: typeof stockHistoryOhlc;\n  private readonly stockHistoryEodEndpoint: typeof stockHistoryEod;\n  private readonly indexHistoryOhlcEndpoint: typeof indexHistoryOhlc;\n  private readonly indexHistoryEodEndpoint: typeof indexHistoryEod;\n\n  constructor(deps: ThetaProviderDeps = {}) {\n    this.client = deps.client ?? new ThetaMddsClient();\n    this.quoteEndpoint = deps.quoteEndpoint ?? optionHistoryQuote;\n    this.firstOrderEndpoint = deps.firstOrderEndpoint ?? optionHistoryGreeksFirstOrder;\n    this.firstOrderBandEndpoint = deps.firstOrderBandEndpoint ?? optionHistoryGreeksFirstOrderBand;\n    this.contractListEndpoint = deps.contractListEndpoint ?? optionListContracts;\n    this.openInterestEndpoint = deps.openInterestEndpoint ?? optionHistoryOpenInterest;\n    this.stockHistoryOhlcEndpoint = deps.stockHistoryOhlc ?? stockHistoryOhlc;\n    this.stockHistoryEodEndpoint = deps.stockHistoryEod ?? stockHistoryEod;\n    this.indexHistoryOhlcEndpoint = deps.indexHistoryOhlc ?? indexHistoryOhlc;\n    this.indexHistoryEodEndpoint = deps.indexHistoryEod ?? indexHistoryEod;\n  }\n\n  capabilities(): ProviderCapabilities {\n    return {\n      tradeBars: true,\n      quotes: true,\n      greeks: true,\n      flatFiles: false,\n      bulkByRoot: true,\n      perTicker: false,\n      minuteBars: true,\n      dailyBars: true,\n    };\n  }\n\n  async fetchBars(options: FetchBarsOptions): Promise<BarRow[]> {\n    await this.client.connect?.();\n\n    const ticker = options.ticker;\n    const symbol = ticker.trim().toUpperCase();\n    const timespan = options.timespan;\n    const interval = timespanToThetaInterval(timespan, options.multiplier);\n    const isIndex = options.assetClass === \"index\";\n    const eodEndpoint = isIndex ? this.indexHistoryEodEndpoint : this.stockHistoryEodEndpoint;\n    const ohlcEndpoint = isIndex ? this.indexHistoryOhlcEndpoint : this.stockHistoryOhlcEndpoint;\n\n    if (interval == null) {\n      const rows = await eodEndpoint(this.client, {\n        symbol,\n        startDate: options.from,\n        endDate: options.to,\n      });\n      return rows.map((row) => stockEodRowToBar(ticker, row));\n    }\n\n    const bars: BarRow[] = [];\n    for (const date of enumerateDates(options.from, options.to)) {\n      const rows = await ohlcEndpoint(this.client, {\n        symbol,\n        startDate: date,\n        endDate: date,\n        interval,\n      });\n      bars.push(...rows.map((row) => stockOhlcRowToBar(ticker, row)));\n    }\n    return bars;\n  }\n\n  async fetchQuotes(ticker: string, from: string, to: string): Promise<Map<string, MinuteQuote>> {\n    await this.client.connect?.();\n    const occ = parseOccTicker(ticker);\n    const result = new Map<string, MinuteQuote>();\n\n    for (const date of enumerateDates(from, to)) {\n      const request = {\n        symbol: occ.root,\n        expiration: occ.expiration,\n        strike: formatStrike(occ.strike),\n        right: occ.right,\n        date,\n        interval: \"1m\",\n      } as const;\n      const [quotes, providerGreeks] = await Promise.all([\n        this.quoteEndpoint(this.client, request),\n        this.firstOrderEndpoint(this.client, { ...request, rateType: \"sofr\" }),\n      ]);\n      const joined = joinThetaQuotesAndFirstOrderGreeks({ quotes, providerGreeks });\n      for (const row of joined.rows) {\n        result.set(row.timestamp, toMinuteQuote(row));\n      }\n    }\n\n    return result;\n  }\n\n  async *fetchBulkQuotes(options: BulkQuotesOptions): AsyncGenerator<BulkQuoteRow[], void, void> {\n    // Wildcard fetch path: instead of one quote request per contract (which on\n    // a dense post-2024 SPX chain is 5000+ sequential gRPC calls), issue one\n    // `strike=\"*\"` request per (root, expiration, right). That collapses the\n    // wall time from ~hours to ~minutes per date. Greeks are not fetched from\n    // ThetaData here — downstream applyQuoteGreeks computes them inline under\n    // the SOFR+q=0 convention (see option-quote-greeks.ts).\n    await this.client.connect?.();\n    const roots = bulkQuoteRootsForUnderlying(options.underlying);\n    const rights: ThetaRight[] = [\"call\", \"put\"];\n    let chunk: BulkQuoteRow[] = [];\n\n    const flush = function* (): Generator<BulkQuoteRow[], void, void> {\n      if (chunk.length === 0) return;\n      const ready = chunk;\n      chunk = [];\n      yield ready;\n    };\n\n    for (const root of roots) {\n      const contracts = await this.contractListEndpoint(this.client, {\n        symbol: root,\n        date: options.date,\n        requestType: \"quote\",\n      });\n      // Expirations present in the chain for this root, sorted for determinism.\n      const expirationsByRight = new Map<ThetaRight, string[]>();\n      for (const right of rights) {\n        const expirations = new Set<string>();\n        for (const c of contracts) {\n          if (c.right === right) expirations.add(c.expiration);\n        }\n        expirationsByRight.set(right, [...expirations].sort());\n      }\n\n      for (const right of rights) {\n        const expirations = expirationsByRight.get(right) ?? [];\n        let completedExpirations = 0;\n\n        try {\n          for (const expiration of expirations) {\n            let quotes: ThetaQuoteRow[];\n            try {\n              quotes = await this.quoteEndpoint(this.client, {\n                symbol: root,\n                expiration,\n                strike: \"*\",\n                right,\n                date: options.date,\n                interval: \"1m\",\n              });\n            } catch (error) {\n              // ThetaData returns NOT_FOUND for (root, expiration, right)\n              // combos that have no quotes on this date (e.g., zero-volume\n              // expirations near the current month boundary). Treat as an\n              // empty result and fall through to the per-iteration notify\n              // so the final expiration in a group still emits a\n              // phase=\"complete\" event when it NOT_FOUNDs.\n              const msg = error instanceof Error ? error.message : String(error);\n              if (!/NOT_FOUND|No data found/i.test(msg)) {\n                throw error;\n              }\n              quotes = [];\n            }\n            for (const q of quotes) {\n              // Drop rows missing bid or ask; the parquet schema is DOUBLE\n              // NOT NULL on the price columns, and downstream applyQuoteGreeks\n              // skips them anyway. Some (root, expiration, right) tuples\n              // include zero-volume strikes that come back null/NaN.\n              if (!Number.isFinite(q.bid as number) || !Number.isFinite(q.ask as number)) {\n                continue;\n              }\n              chunk.push({\n                ticker: occTickerFromQuote(q),\n                timestamp: q.timestamp,\n                bid: q.bid,\n                ask: q.ask,\n                delta: null,\n                gamma: null,\n                theta: null,\n                vega: null,\n                iv: null,\n                greeks_source: null,\n                rate_type: null,\n                rate_value: null,\n                gamma_source: null,\n                source: \"nbbo\",\n              } as BulkQuoteRow);\n              if (chunk.length >= BULK_YIELD_CHUNK) {\n                yield* flush();\n              }\n            }\n            completedExpirations += 1;\n            this.notifyGroupComplete(options, root, right, \"ok\", {\n              phase: completedExpirations >= expirations.length ? \"complete\" : \"checkpoint\",\n              completedContracts: completedExpirations,\n              totalContracts: expirations.length,\n            });\n          }\n\n          if (expirations.length === 0) {\n            this.notifyGroupComplete(options, root, right, \"ok\", {\n              phase: \"complete\",\n              completedContracts: 0,\n              totalContracts: 0,\n            });\n          }\n          yield* flush();\n        } catch (error) {\n          this.notifyGroupComplete(options, root, right, \"error\", { phase: \"complete\" });\n          throw error;\n        }\n      }\n    }\n\n    yield* flush();\n  }\n\n  async fetchContractList(options: FetchContractListOptions): Promise<FetchContractListResult> {\n    await this.client.connect?.();\n    const underlying = options.underlying.toUpperCase();\n    const contracts: ContractReference[] = [];\n\n    for (const root of bulkQuoteRootsForUnderlying(underlying)) {\n      const rows = await this.contractListEndpoint(this.client, {\n        symbol: root,\n        date: options.as_of,\n        requestType: \"quote\",\n      });\n      for (const row of rows) {\n        if (options.expiration_date_gte && row.expiration < options.expiration_date_gte) continue;\n        if (options.expiration_date_lte && row.expiration > options.expiration_date_lte) continue;\n        contracts.push(contractReference(row));\n      }\n    }\n\n    contracts.sort((left, right) => left.ticker.localeCompare(right.ticker));\n    return { contracts, underlying };\n  }\n\n  async fetchOpenInterest(options: BulkOpenInterestOptions): Promise<OpenInterestRow[]> {\n    await this.client.connect?.();\n    const underlying = options.underlying.toUpperCase();\n    const rows: OpenInterestRow[] = [];\n\n    for (const root of bulkQuoteRootsForUnderlying(underlying)) {\n      // One wildcard-expiration, wildcard-strike, both-rights stream per root\n      // returns every contract's daily open interest across the range.\n      let oiRows: ThetaOpenInterestRow[];\n      try {\n        oiRows = await this.openInterestEndpoint(this.client, {\n          symbol: root,\n          expiration: \"*\",\n          startDate: options.from,\n          endDate: options.to,\n        });\n      } catch (error) {\n        // NOT_FOUND for a root with no contracts in the range is benign — fall\n        // through to the next root rather than failing the whole fetch.\n        const msg = error instanceof Error ? error.message : String(error);\n        if (!/NOT_FOUND|No data found/i.test(msg)) throw error;\n        oiRows = [];\n      }\n      for (const r of oiRows) {\n        rows.push({\n          ticker: r.ticker,\n          underlying,\n          date: r.date,\n          expiration: r.expiration,\n          strike: r.strike,\n          right: r.right,\n          open_interest: r.openInterest,\n        });\n      }\n    }\n\n    return rows;\n  }\n\n  async fetchOptionSnapshot(_options: FetchSnapshotOptions): Promise<FetchSnapshotResult> {\n    throw new Error(\"ThetaData MDDS provider does not implement fetchOptionSnapshot yet\");\n  }\n\n  private async fetchBulkContractRows(\n    root: string,\n    right: ThetaRight,\n    date: string,\n    contract: ThetaContractListRow,\n    greekBandCache: GreekBandCache,\n  ): Promise<BulkQuoteRow[]> {\n    // Quote history remains concrete per contract. First-order greeks are\n    // fetched as one strike band per expiration/day and reused across rights.\n    const request = {\n      symbol: root,\n      expiration: contract.expiration,\n      strike: formatStrike(contract.strike),\n      right,\n      date,\n      interval: \"1m\",\n    } as const;\n    const [quotes, bandGreeks]: [ThetaQuoteRow[], ThetaFirstOrderGreekRow[]] =\n      await Promise.all([\n        this.quoteEndpoint(this.client, request),\n        this.fetchBulkGreekBand(root, contract.expiration, date, greekBandCache),\n      ]);\n    const contractBandGreeks = bandGreeks.filter((row) =>\n      isGreekForBulkContract(row, root, right, contract)\n    );\n    const bandJoined = joinThetaQuotesAndFirstOrderGreeks({\n      quotes,\n      providerGreeks: contractBandGreeks,\n    });\n    if (quotes.length === 0 || bandJoined.stats.missingGreekRows === 0) {\n      return bandJoined.rows;\n    }\n\n    const contractGreeks = await this.firstOrderEndpoint(this.client, {\n      ...request,\n      rateType: \"sofr\",\n    });\n    return joinThetaQuotesAndFirstOrderGreeks({\n      quotes,\n      providerGreeks: [...contractBandGreeks, ...contractGreeks],\n    }).rows;\n  }\n\n  private fetchBulkGreekBand(\n    root: string,\n    expiration: string,\n    date: string,\n    greekBandCache: GreekBandCache,\n  ): Promise<ThetaFirstOrderGreekRow[]> {\n    const key = `${root}|${expiration}|${date}`;\n    let promise = greekBandCache.get(key);\n    if (!promise) {\n      promise = this.firstOrderBandEndpoint(this.client, {\n        symbol: root,\n        expiration,\n        date,\n        interval: \"1m\",\n        rateType: \"sofr\",\n        strikeRange: BULK_GREEKS_STRIKE_RANGE,\n      });\n      greekBandCache.set(key, promise);\n    }\n    return promise;\n  }\n\n  private notifyGroupComplete(\n    options: BulkQuotesOptions,\n    root: string,\n    right: ThetaRight,\n    status: \"ok\" | \"error\",\n    progress: {\n      phase?: \"checkpoint\" | \"complete\";\n      completedContracts?: number;\n      totalContracts?: number;\n    } = {},\n  ): void {\n    if (!options.onGroupComplete) return;\n    try {\n      options.onGroupComplete({ root, right, date: options.date, status, ...progress });\n    } catch {\n      // Progress hooks are best-effort; provider data flow owns the error path.\n    }\n  }\n}\n","/**\n * Market Data Provider Interface\n *\n * Defines the shared types and provider abstraction for fetching market data\n * from external APIs (Massive.com, ThetaData, etc.).\n *\n * All providers normalize their responses to BarRow and OptionContract types.\n * The factory function getProvider() selects the active provider based on the\n * MARKET_DATA_PROVIDER environment variable (default: \"massive\").\n */\n\nimport { MassiveProvider } from \"./providers/massive.ts\";\nimport { ThetaDataProvider } from \"./providers/thetadata.ts\";\n\n// ---------------------------------------------------------------------------\n// Shared Types\n// ---------------------------------------------------------------------------\n\n/** Normalized OHLCV bar — shared output type for all providers. */\nexport interface BarRow {\n  date: string;      // \"YYYY-MM-DD\" Eastern Time\n  open: number;\n  high: number;\n  low: number;\n  close: number;\n  volume: number;\n  ticker: string;    // Plain storage format (no prefix)\n  time?: string;     // \"HH:MM\" ET — only set for intraday (minute/hour) bars\n  bid?: number;      // Best bid — only set when provider supplies quote data\n  ask?: number;      // Best ask — only set when provider supplies quote data\n}\n\n/** Asset classes supported by market data providers. */\nexport type AssetClass = \"stock\" | \"index\" | \"option\";\n\n/** Options for fetching OHLCV bars. */\nexport interface FetchBarsOptions {\n  /** Plain ticker — VIX, AAPL, SPX251219C05000000 (no provider-specific prefix) */\n  ticker: string;\n  /** Start date \"YYYY-MM-DD\" */\n  from: string;\n  /** End date \"YYYY-MM-DD\" */\n  to: string;\n  /** Bar timespan (default: \"day\") */\n  timespan?: \"day\" | \"minute\" | \"hour\";\n  /** Bar multiplier (default: 1) */\n  multiplier?: number;\n  /** Asset class (default: \"stock\") */\n  assetClass?: AssetClass;\n}\n\n/** Curated option contract returned by all providers. */\nexport interface OptionContract {\n  ticker: string;\n  underlying_ticker: string;\n  underlying_price: number;\n  contract_type: \"call\" | \"put\";\n  strike: number;\n  expiration: string;        // \"YYYY-MM-DD\"\n  exercise_style: string;\n  delta: number | null;\n  gamma: number | null;\n  theta: number | null;\n  vega: number | null;\n  iv: number | null;\n  greeks_source: \"massive\" | \"thetadata\" | \"computed\";\n  bid: number;\n  ask: number;\n  midpoint: number;\n  last_price: number | null;\n  open_interest: number;\n  volume: number;\n  break_even: number;\n}\n\n/** Options for fetching option chain snapshots. */\nexport interface FetchSnapshotOptions {\n  underlying: string;\n  strike_price_gte?: number;\n  strike_price_lte?: number;\n  expiration_date_gte?: string;\n  expiration_date_lte?: string;\n  contract_type?: \"call\" | \"put\";\n}\n\n/** Result from fetching an option chain snapshot. */\nexport interface FetchSnapshotResult {\n  contracts: OptionContract[];\n  underlying_price: number;\n  underlying_ticker: string;\n}\n\n/** Options for fetching historical option contract metadata (reference endpoint). */\nexport interface FetchContractListOptions {\n  underlying: string;\n  as_of: string;           // \"YYYY-MM-DD\" -- historical date\n  expired?: boolean;       // default true for historical contract lookup\n  expiration_date_gte?: string;  // Only contracts expiring on or after this date\n  expiration_date_lte?: string;  // Only contracts expiring on or before this date\n}\n\n/** Single contract reference record (no greeks/pricing -- metadata only). */\nexport interface ContractReference {\n  ticker: string;          // OCC ticker without O: prefix\n  contract_type: \"call\" | \"put\";\n  strike: number;\n  expiration: string;      // \"YYYY-MM-DD\"\n  exercise_style: string;  // \"american\" | \"european\"\n}\n\n/** Result from contract list reference endpoint. */\nexport interface FetchContractListResult {\n  contracts: ContractReference[];\n  underlying: string;\n}\n\n/** Dataset types available for bulk flat-file download. */\nexport type BulkDataset = \"minute_bars\" | \"daily_bars\" | \"trades\";\n\n/** Options for downloading and filtering a full day of flat-file data to Parquet. */\nexport interface BulkDownloadOptions {\n  /** Trading date \"YYYY-MM-DD\" */\n  date: string;\n  /** Which dataset to download */\n  dataset: BulkDataset;\n  /** Asset class determines S3 path and CSV format */\n  assetClass: \"option\" | \"index\";\n  /** Plain tickers to filter for (e.g. [\"SPX\", \"SPXW\"] for options, [\"SPX\", \"VIX\"] for indices) */\n  tickers: string[];\n  /** Absolute path to write the output Parquet file */\n  outputPath: string;\n}\n\n/** Result from a bulk download operation. */\nexport interface BulkDownloadResult {\n  /** Number of rows written to Parquet */\n  rowCount: number;\n  /** True if the output Parquet file already existed (skipped download) */\n  skipped: boolean;\n}\n\n/** Earliest available date per asset class. */\nexport interface DataAvailability {\n  /** Earliest date with data, \"YYYY-MM-DD\" */\n  from: string;\n}\n\n/** Declares what data endpoints a provider supports. Used by the pipeline to build fetch plans. */\nexport interface ProviderCapabilities {\n  tradeBars: boolean;       // minute OHLC from trade aggregates\n  /**\n   * Strictly: \"true NBBO bid/ask is available via this provider's dedicated\n   * quotes endpoint\". Use this when you specifically need real bid/ask spreads.\n   *\n   * NOTE: this is NOT the right gate for \"should I call fetchQuotes()\". A\n   * provider may implement `fetchQuotes` and return useful per-minute data\n   * (e.g. synthesized from OHLCV) even when `quotes === false`. Dispatch on\n   * `typeof provider.fetchQuotes === 'function'` instead, and use the\n   * persisted `source` column on `option_quote_minutes` ('nbbo' vs\n   * 'synth_close') for per-row provenance.\n   */\n  quotes: boolean;\n  greeks: boolean;          // provider-computed greeks on contracts\n  flatFiles: boolean;       // bulk S3/file download of historical data\n  bulkByRoot: boolean;      // provider has an every-contract path for an underlying/root\n  perTicker: boolean;       // one call per OCC ticker (Massive/Polygon pattern)\n  minuteBars: boolean;      // minute-level resolution available\n  dailyBars: boolean;       // daily-level resolution available\n  /** Earliest available data per asset class. Used by download tools and data pipelines to avoid requesting data that doesn't exist. */\n  dataAvailability?: {\n    option?: DataAvailability;\n    index?: DataAvailability;\n    stock?: DataAvailability;\n  };\n}\n\n/** Options for fetching every contract's minute quotes under an underlying for a single date. */\nexport interface BulkQuotesOptions {\n  /** Canonical underlying (e.g. \"SPX\"). Provider expands to its wire-level roots (e.g. SPX monthlies + SPXW dailies). */\n  underlying: string;\n  /** Trading date \"YYYY-MM-DD\" ET. */\n  date: string;\n  /**\n   * Optional progress hook for bulk-by-root providers. Providers may invoke it\n   * for intra-group checkpoints and final root/right completion; callers must\n   * treat duplicate root/right/date tuples as progress heartbeats rather than\n   * exactly-once completion records. Pure-data callback: MUST NOT throw,\n   * providers are expected to wrap invocations in their own try/catch so an\n   * unhandled reporter exception never propagates into stream machinery.\n   */\n  onGroupComplete?: (info: {\n    root: string;\n    right: \"call\" | \"put\";\n    date: string;\n    status: \"ok\" | \"error\";\n    phase?: \"checkpoint\" | \"complete\";\n    completedContracts?: number;\n    totalContracts?: number;\n  }) => void;\n}\n\n/**\n * One minute-level bid/ask tick emitted by the bulk-quote stream. The provider\n * MUST emit rows as they arrive (async iterable) — a full SPX/SPXW day can be\n * hundreds of MB when materialized, which OOMs node even at 8 GB heap. Consumers\n * batch and write in bounded chunks.\n */\nexport interface BulkQuoteRow {\n  /** OCC ticker (e.g. \"SPXW260417C04800000\"). */\n  ticker: string;\n  /** \"YYYY-MM-DD HH:MM\" ET. */\n  timestamp: string;\n  bid: number;\n  ask: number;\n  delta?: number | null;\n  gamma?: number | null;\n  theta?: number | null;\n  vega?: number | null;\n  iv?: number | null;\n  greeks_source?: \"massive\" | \"thetadata\" | \"computed\" | null;\n  greeks_revision?: number | null;\n  rate_type?: string | null;\n  rate_value?: number | null;\n  gamma_source?: string | null;\n}\n\n/** Options for fetching daily open interest for every contract under an underlying. */\nexport interface BulkOpenInterestOptions {\n  /** Canonical underlying (e.g. \"SPX\"). Provider expands to its wire-level roots. */\n  underlying: string;\n  /** Start date \"YYYY-MM-DD\" ET (inclusive). */\n  from: string;\n  /** End date \"YYYY-MM-DD\" ET (inclusive). */\n  to: string;\n}\n\n/**\n * One daily open-interest record for a single option contract. Open interest\n * is reported once per contract per day.\n */\nexport interface OpenInterestRow {\n  /** OCC ticker (e.g. \"SPXW260417C04800000\"). */\n  ticker: string;\n  /** Canonical underlying the contract resolves to (e.g. \"SPX\"). */\n  underlying: string;\n  /** Report date \"YYYY-MM-DD\" ET. */\n  date: string;\n  /** Expiration \"YYYY-MM-DD\". */\n  expiration: string;\n  strike: number;\n  right: \"call\" | \"put\";\n  open_interest: number;\n}\n\nexport interface MinuteQuote {\n  bid: number;\n  ask: number;\n  /**\n   * Provenance tag for the quote.\n   *  - \"nbbo\": true bid/ask from a quotes-tier endpoint (Massive /v3/quotes,\n   *    ThetaData NBBO).\n   *  - \"synth_close\": synthesized from option minute OHLCV when the provider's\n   *    NBBO endpoint isn't available; bid === ask === close.\n   *  - null/undefined: legacy / unknown provenance.\n   */\n  source?: \"nbbo\" | \"synth_close\" | null;\n  delta?: number | null;\n  gamma?: number | null;\n  theta?: number | null;\n  vega?: number | null;\n  iv?: number | null;\n  greeks_source?: \"massive\" | \"thetadata\" | \"computed\" | null;\n  greeks_revision?: number | null;\n  rate_type?: string | null;\n  rate_value?: number | null;\n  gamma_source?: string | null;\n}\n\n/** The contract every market data provider must implement. */\nexport interface MarketDataProvider {\n  readonly name: string;\n  /** Returns what data endpoints this provider supports. */\n  capabilities(): ProviderCapabilities;\n  fetchBars(options: FetchBarsOptions): Promise<BarRow[]>;\n  fetchOptionSnapshot(options: FetchSnapshotOptions): Promise<FetchSnapshotResult>;\n  /** Best-effort bid/ask quotes keyed by \"YYYY-MM-DD HH:MM\" ET. Optional — not all providers support this. */\n  fetchQuotes?(ticker: string, from: string, to: string): Promise<Map<string, MinuteQuote>>;\n  /**\n   * Stream every contract's minute quotes for one underlying on one date via\n   * the provider's wildcard/bulk endpoint. Yields chunks of `BulkQuoteRow[]`\n   * (typically ~50k rows each) so the ingestor can batch-write in bounded\n   * chunks — materializing a full SPX day as individual yields would dominate\n   * runtime in per-row await/yield overhead, and as a flat array would\n   * overflow V8's default 4 GB heap.\n   *\n   * Capability-gated behind `capabilities().bulkByRoot` — providers that are\n   * per-ticker-only (Massive, Polygon) do NOT implement this.\n   */\n  fetchBulkQuotes?(options: BulkQuotesOptions): AsyncIterable<BulkQuoteRow[]>;\n  /**\n   * Fetch daily open interest for every contract under an underlying across a\n   * date range. Optional — providers that lack an open-interest endpoint do\n   * not implement this. Capability-gated behind `capabilities().bulkByRoot`.\n   */\n  fetchOpenInterest?(options: BulkOpenInterestOptions): Promise<OpenInterestRow[]>;\n  /** Historical option contract list from reference endpoint. Optional — not all providers support this. */\n  fetchContractList?(options: FetchContractListOptions): Promise<FetchContractListResult>;\n  /**\n   * Download a flat file for a single date, returning the local file path.\n   * Provider-specific: Massive uses S3/rclone, ThetaData uses HTTP flat files.\n   * Returns null if flat files aren't supported or the date doesn't exist.\n   */\n  downloadFlatFile?(date: string, assetClass: string): Promise<string | null>;\n  /**\n   * Download a day of flat-file data, filter to specific tickers, and write to Parquet.\n   * Provider-specific: Massive uses S3/rclone + DuckDB for filtering.\n   * Returns row count and whether the file was skipped (already existed).\n   */\n  downloadBulkData?(options: BulkDownloadOptions): Promise<BulkDownloadResult>;\n}\n\n// ---------------------------------------------------------------------------\n// Provider Factory (lazy singleton with static imports)\n// ---------------------------------------------------------------------------\n\nlet _cached: MarketDataProvider | null = null;\n\n/**\n * Get the active market data provider.\n *\n * Reads MARKET_DATA_PROVIDER env var (default: \"massive\").\n * Returns a lazy singleton — cached after first call.\n */\nexport function getProvider(): MarketDataProvider {\n  if (_cached) return _cached;\n  const name = (process.env.MARKET_DATA_PROVIDER ?? \"massive\").toLowerCase();\n  switch (name) {\n    case \"massive\":\n      _cached = new MassiveProvider();\n      break;\n    case \"thetadata\":\n      _cached = new ThetaDataProvider();\n      break;\n    default:\n      throw new Error(\n        `Unknown MARKET_DATA_PROVIDER: \"${name}\". Supported: massive, thetadata`\n      );\n  }\n  return _cached!;\n}\n\n/** Reset cached provider — for test isolation only. */\nexport function _resetProvider(): void {\n  _cached = 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