tradeblocks-mcp 3.0.2 → 3.3.1

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (218) hide show
  1. package/README.md +85 -80
  2. package/dist/{chunk-LDKTV7GW.js → chunk-27S67XW3.js} +24 -52
  3. package/dist/chunk-27S67XW3.js.map +1 -0
  4. package/dist/{chunk-FGZH632F.js → chunk-2E63THNI.js} +13 -11
  5. package/dist/chunk-2E63THNI.js.map +1 -0
  6. package/dist/{chunk-QTTR7AAW.js → chunk-2I3S2ZLT.js} +325 -84
  7. package/dist/chunk-2I3S2ZLT.js.map +1 -0
  8. package/dist/{chunk-4BLCXNQ6.js → chunk-4HZLVUOZ.js} +179 -183
  9. package/dist/chunk-4HZLVUOZ.js.map +1 -0
  10. package/dist/{chunk-XXYOUIZY.js → chunk-NWNSKALN.js} +63 -80
  11. package/dist/chunk-NWNSKALN.js.map +1 -0
  12. package/dist/{chunk-PRAYH3RT.js → chunk-WNTYA7ER.js} +29 -12
  13. package/dist/chunk-WNTYA7ER.js.map +1 -0
  14. package/dist/{chunk-BKQ4PM4Y.js → chunk-YZA4RS76.js} +24 -18
  15. package/dist/chunk-YZA4RS76.js.map +1 -0
  16. package/dist/{chunk-W2PP3LEH.js → chunk-ZTJXC3LS.js} +17 -8
  17. package/dist/chunk-ZTJXC3LS.js.map +1 -0
  18. package/dist/daily-log-processor-MZW2XBZY.js +9 -0
  19. package/dist/{daily-logs-store-D3QC2XPV.js → daily-logs-store-3C3OTGPK.js} +2 -2
  20. package/dist/iv-solver-worker.js +9 -1
  21. package/dist/market-provider-6U33TQUT.js +16 -0
  22. package/dist/{proto-3HZTCWK4.js → proto-V23GIZG2.js} +2 -2
  23. package/dist/{sync-PO4IPCYV.js → sync-3UBC37VW.js} +7 -7
  24. package/dist/test-exports.js +876 -483
  25. package/dist/test-exports.js.map +1 -1
  26. package/dist/trade-processor-DKDCWGKD.js +9 -0
  27. package/dist/{trades-store-LOL3FQSF.js → trades-store-R3NL25T2.js} +2 -2
  28. package/package.json +2 -6
  29. package/server/{chunk-CSDVJPBB.js → chunk-536NSFED.js} +29 -12
  30. package/server/chunk-536NSFED.js.map +1 -0
  31. package/server/{chunk-WA5AAPCH.js → chunk-A3UKD64A.js} +17 -8
  32. package/server/chunk-A3UKD64A.js.map +1 -0
  33. package/server/{chunk-PNKG7RY7.js → chunk-OMUDNJBJ.js} +63 -80
  34. package/server/chunk-OMUDNJBJ.js.map +1 -0
  35. package/server/{chunk-72GKJE2U.js → chunk-RJDJHZ5Y.js} +934 -335
  36. package/server/chunk-RJDJHZ5Y.js.map +1 -0
  37. package/server/{chunk-NZO6PT64.js → chunk-RM4B2VKS.js} +167 -177
  38. package/server/chunk-RM4B2VKS.js.map +1 -0
  39. package/server/{chunk-5EBXHT6C.js → chunk-SY6GDNVI.js} +24 -18
  40. package/server/chunk-SY6GDNVI.js.map +1 -0
  41. package/server/{chunk-FBNDMCT5.js → chunk-T66KH2XH.js} +13 -11
  42. package/server/chunk-T66KH2XH.js.map +1 -0
  43. package/server/{chunk-NRFXAJF7.js → chunk-W5E7FHC4.js} +24 -52
  44. package/server/chunk-W5E7FHC4.js.map +1 -0
  45. package/server/{config-6IZXEFEX.js → config-DK7KOMNL.js} +1 -1
  46. package/server/config-DK7KOMNL.js.map +1 -0
  47. package/server/daily-log-processor-B2VPU2FQ.js +10 -0
  48. package/server/{daily-logs-store-NU7M4L5C.js → daily-logs-store-YFNXTB7J.js} +2 -2
  49. package/server/http-server.js +2 -5
  50. package/server/index.js +2497 -2029
  51. package/server/index.js.map +1 -1
  52. package/server/iv-solver-worker.js +9 -1
  53. package/server/market-provider-L56RFHAC.js +17 -0
  54. package/server/{proto-DWRZJO4E.js → proto-YZ4TLX2N.js} +2 -2
  55. package/server/{sync-QFI5L7S7.js → sync-CENKDN53.js} +7 -7
  56. package/server/trade-processor-3PI4LHZI.js +10 -0
  57. package/server/{trades-store-VY26MWER.js → trades-store-RTTEYMXH.js} +2 -2
  58. package/src/auth/clients-store.ts +4 -4
  59. package/src/auth/code-store.ts +1 -1
  60. package/src/auth/config.ts +11 -12
  61. package/src/auth/login-page.ts +8 -10
  62. package/src/auth/provider.ts +35 -30
  63. package/src/auth/token.ts +17 -15
  64. package/src/db/backtest-schemas.ts +38 -8
  65. package/src/db/connection.ts +107 -40
  66. package/src/db/data-root.ts +22 -0
  67. package/src/db/index.ts +37 -5
  68. package/src/db/json-adapters.ts +22 -31
  69. package/src/db/json-migration.ts +11 -15
  70. package/src/db/json-store.ts +5 -3
  71. package/src/db/market-datasets.ts +48 -15
  72. package/src/db/market-schemas.ts +11 -5
  73. package/src/db/market-views.ts +119 -32
  74. package/src/db/parquet-writer.ts +7 -7
  75. package/src/db/profile-schemas.ts +39 -22
  76. package/src/db/schemas.ts +2 -2
  77. package/src/http-server.ts +7 -12
  78. package/src/index.ts +8 -9
  79. package/src/market/ingestor/index.ts +1 -4
  80. package/src/market/ingestor/market-ingestor.ts +140 -67
  81. package/src/market/ingestor/types.ts +1 -3
  82. package/src/market/stores/chain-sql.ts +2 -8
  83. package/src/market/stores/chain-store.ts +1 -4
  84. package/src/market/stores/duckdb-chain-store.ts +3 -14
  85. package/src/market/stores/duckdb-enriched-store.ts +3 -13
  86. package/src/market/stores/duckdb-quote-store.ts +10 -27
  87. package/src/market/stores/duckdb-spot-store.ts +4 -20
  88. package/src/market/stores/enriched-sql.ts +3 -9
  89. package/src/market/stores/enriched-store.ts +2 -2
  90. package/src/market/stores/parquet-chain-store.ts +5 -22
  91. package/src/market/stores/parquet-enriched-store.ts +4 -16
  92. package/src/market/stores/parquet-oi-daily-store.ts +3 -14
  93. package/src/market/stores/parquet-quote-store.ts +9 -29
  94. package/src/market/stores/parquet-spot-store.ts +14 -33
  95. package/src/market/stores/quote-store.ts +2 -10
  96. package/src/market/stores/spot-sql.ts +3 -15
  97. package/src/market/stores/spot-store.ts +1 -1
  98. package/src/market/tickers/defaults.json +6 -6
  99. package/src/market/tickers/loader.ts +2 -7
  100. package/src/market/tickers/registry.ts +5 -15
  101. package/src/market/tickers/schemas.ts +2 -6
  102. package/src/models/strategy-profile.ts +39 -39
  103. package/src/sync/block-sync.ts +44 -65
  104. package/src/sync/index.ts +1 -4
  105. package/src/sync/metadata.ts +14 -20
  106. package/src/test-exports.ts +139 -123
  107. package/src/tools/analysis.ts +180 -159
  108. package/src/tools/batch-exit-analysis.ts +100 -59
  109. package/src/tools/blocks/analysis.ts +116 -101
  110. package/src/tools/blocks/comparison.ts +281 -364
  111. package/src/tools/blocks/core.ts +208 -253
  112. package/src/tools/blocks/health.ts +571 -563
  113. package/src/tools/blocks/index.ts +2 -0
  114. package/src/tools/blocks/paired-comparison.ts +425 -0
  115. package/src/tools/blocks/similarity.ts +316 -283
  116. package/src/tools/edge-decay.ts +124 -197
  117. package/src/tools/exit-analysis.ts +130 -77
  118. package/src/tools/greeks-attribution.ts +84 -35
  119. package/src/tools/guides.ts +4 -6
  120. package/src/tools/imports.ts +11 -14
  121. package/src/tools/market-data.ts +1067 -757
  122. package/src/tools/market-enrichment.ts +3 -3
  123. package/src/tools/market-fetch.ts +148 -67
  124. package/src/tools/market-imports.ts +12 -12
  125. package/src/tools/middleware/sync-middleware.ts +5 -6
  126. package/src/tools/performance.ts +185 -302
  127. package/src/tools/profile-analysis.ts +52 -66
  128. package/src/tools/profiles.ts +106 -69
  129. package/src/tools/regime-advisor.ts +20 -45
  130. package/src/tools/replay.ts +81 -77
  131. package/src/tools/reports/discrepancies.ts +298 -328
  132. package/src/tools/reports/fields.ts +7 -25
  133. package/src/tools/reports/helpers.ts +18 -49
  134. package/src/tools/reports/predictive.ts +27 -70
  135. package/src/tools/reports/slippage-trends.ts +315 -345
  136. package/src/tools/reports/slippage.ts +1 -4
  137. package/src/tools/reports/strategy-matches.ts +399 -441
  138. package/src/tools/schema.ts +43 -40
  139. package/src/tools/shared/filters.ts +3 -9
  140. package/src/tools/snapshot.ts +9 -30
  141. package/src/tools/sql.ts +15 -14
  142. package/src/tools/tickers.ts +1 -4
  143. package/src/utils/batch-exit-analysis.ts +31 -42
  144. package/src/utils/black-scholes.ts +39 -29
  145. package/src/utils/block-loader.ts +69 -83
  146. package/src/utils/calibration-probe.ts +3 -4
  147. package/src/utils/chain-loader.ts +3 -3
  148. package/src/utils/csv-discovery.ts +16 -22
  149. package/src/utils/data-quality.ts +24 -36
  150. package/src/utils/exit-triggers.ts +91 -96
  151. package/src/utils/field-timing.ts +94 -79
  152. package/src/utils/filter-predicates.ts +13 -9
  153. package/src/utils/flatfile-importer.ts +94 -64
  154. package/src/utils/greeks-decomposition.ts +152 -100
  155. package/src/utils/iv-solver-pool.ts +55 -25
  156. package/src/utils/iv-solver-worker.ts +5 -5
  157. package/src/utils/market-enricher.ts +528 -497
  158. package/src/utils/market-importer.ts +31 -12
  159. package/src/utils/market-provider.ts +21 -23
  160. package/src/utils/massive-tier.ts +5 -7
  161. package/src/utils/migrate-option-data-helpers.ts +2 -8
  162. package/src/utils/option-quote-greeks.ts +25 -31
  163. package/src/utils/option-time.ts +4 -8
  164. package/src/utils/output-formatter.ts +1 -4
  165. package/src/utils/provider-capabilities.ts +1 -4
  166. package/src/utils/providers/massive.ts +59 -93
  167. package/src/utils/providers/thetadata/backfill.ts +14 -23
  168. package/src/utils/providers/thetadata/client.ts +12 -8
  169. package/src/utils/providers/thetadata/decode.ts +2 -20
  170. package/src/utils/providers/thetadata/endpoints.ts +32 -40
  171. package/src/utils/providers/thetadata/join.ts +11 -10
  172. package/src/utils/providers/thetadata/proto.ts +12 -10
  173. package/src/utils/providers/thetadata/quote-mid-greeks.ts +5 -5
  174. package/src/utils/providers/thetadata.ts +11 -10
  175. package/src/utils/quote-enricher.ts +4 -4
  176. package/src/utils/quote-parquet-projection.ts +3 -11
  177. package/src/utils/sample-date-selector.ts +3 -5
  178. package/src/utils/schema-metadata.ts +102 -70
  179. package/src/utils/ticker.ts +5 -9
  180. package/src/utils/trade-replay.ts +77 -68
  181. package/dist/chunk-4BLCXNQ6.js.map +0 -1
  182. package/dist/chunk-BKQ4PM4Y.js.map +0 -1
  183. package/dist/chunk-FGZH632F.js.map +0 -1
  184. package/dist/chunk-LDKTV7GW.js.map +0 -1
  185. package/dist/chunk-PRAYH3RT.js.map +0 -1
  186. package/dist/chunk-QTTR7AAW.js.map +0 -1
  187. package/dist/chunk-W2PP3LEH.js.map +0 -1
  188. package/dist/chunk-XXYOUIZY.js.map +0 -1
  189. package/dist/daily-log-processor-6MWJ23JK.js +0 -9
  190. package/dist/market-provider-VDRJUEF2.js +0 -16
  191. package/dist/trade-processor-NHU4VWRX.js +0 -9
  192. package/manifest.json +0 -141
  193. package/server/chunk-5EBXHT6C.js.map +0 -1
  194. package/server/chunk-72GKJE2U.js.map +0 -1
  195. package/server/chunk-CSDVJPBB.js.map +0 -1
  196. package/server/chunk-FBNDMCT5.js.map +0 -1
  197. package/server/chunk-NRFXAJF7.js.map +0 -1
  198. package/server/chunk-NZO6PT64.js.map +0 -1
  199. package/server/chunk-PNKG7RY7.js.map +0 -1
  200. package/server/chunk-WA5AAPCH.js.map +0 -1
  201. package/server/config-6IZXEFEX.js.map +0 -1
  202. package/server/daily-log-processor-Y3PVSVBM.js +0 -10
  203. package/server/market-provider-VOYYVYWT.js +0 -17
  204. package/server/trade-processor-JWVS37KM.js +0 -10
  205. /package/dist/{daily-log-processor-6MWJ23JK.js.map → daily-log-processor-MZW2XBZY.js.map} +0 -0
  206. /package/dist/{daily-logs-store-D3QC2XPV.js.map → daily-logs-store-3C3OTGPK.js.map} +0 -0
  207. /package/dist/{market-provider-VDRJUEF2.js.map → market-provider-6U33TQUT.js.map} +0 -0
  208. /package/dist/{proto-3HZTCWK4.js.map → proto-V23GIZG2.js.map} +0 -0
  209. /package/dist/{sync-PO4IPCYV.js.map → sync-3UBC37VW.js.map} +0 -0
  210. /package/dist/{trade-processor-NHU4VWRX.js.map → trade-processor-DKDCWGKD.js.map} +0 -0
  211. /package/dist/{trades-store-LOL3FQSF.js.map → trades-store-R3NL25T2.js.map} +0 -0
  212. /package/server/{daily-log-processor-Y3PVSVBM.js.map → daily-log-processor-B2VPU2FQ.js.map} +0 -0
  213. /package/server/{daily-logs-store-NU7M4L5C.js.map → daily-logs-store-YFNXTB7J.js.map} +0 -0
  214. /package/server/{market-provider-VOYYVYWT.js.map → market-provider-L56RFHAC.js.map} +0 -0
  215. /package/server/{proto-DWRZJO4E.js.map → proto-YZ4TLX2N.js.map} +0 -0
  216. /package/server/{sync-QFI5L7S7.js.map → sync-CENKDN53.js.map} +0 -0
  217. /package/server/{trade-processor-JWVS37KM.js.map → trade-processor-3PI4LHZI.js.map} +0 -0
  218. /package/server/{trades-store-VY26MWER.js.map → trades-store-RTTEYMXH.js.map} +0 -0
package/server/daily-log-processor-B2VPU2FQ.js ADDED
@@ -0,0 +1,10 @@
1
+ #!/usr/bin/env node
2
+ import {
3
+ DailyLogProcessor
4
+ } from "./chunk-A3UKD64A.js";
5
+ import "./chunk-SY6GDNVI.js";
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+ import "./chunk-UT3JLF3M.js";
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+ export {
8
+ DailyLogProcessor
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+ };
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+ //# sourceMappingURL=daily-log-processor-B2VPU2FQ.js.map
package/server/{daily-logs-store-NU7M4L5C.js → daily-logs-store-YFNXTB7J.js} RENAMED
@@ -12,7 +12,7 @@ import {
12
12
  getPortfolioValueTimeSeries,
13
13
  getWeeklyPl,
14
14
  updateDailyLogsForBlock
15
- } from "./chunk-NRFXAJF7.js";
15
+ } from "./chunk-W5E7FHC4.js";
16
16
  import "./chunk-UT3JLF3M.js";
17
17
  export {
18
18
  addDailyLogEntries,
@@ -28,4 +28,4 @@ export {
28
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  getWeeklyPl,
29
29
  updateDailyLogsForBlock
30
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  };
31
- //# sourceMappingURL=daily-logs-store-NU7M4L5C.js.map
31
+ //# sourceMappingURL=daily-logs-store-YFNXTB7J.js.map
package/server/http-server.js CHANGED
@@ -233,8 +233,7 @@ var TradeBlocksAuthProvider = class {
233
233
  scope: entry.scopes.join(" ")
234
234
  };
235
235
  }
236
- // eslint-disable-next-line @typescript-eslint/no-unused-vars
237
- async exchangeRefreshToken(client, refreshToken) {
236
+ async exchangeRefreshToken(_client, _refreshToken) {
238
237
  throw new Error("Refresh tokens are not supported");
239
238
  }
240
239
  async verifyAccessToken(token) {
@@ -329,9 +328,7 @@ async function startHttpServer(serverFactory, options) {
329
328
  return new Promise((resolve, reject) => {
330
329
  httpServer.on("error", reject);
331
330
  httpServer.listen(port, host, () => {
332
- console.error(
333
- `TradeBlocks MCP HTTP server listening on http://${host}:${port}/mcp`
334
- );
331
+ console.error(`TradeBlocks MCP HTTP server listening on http://${host}:${port}/mcp`);
335
332
  console.error(`Health check available at http://${host}:${port}/`);
336
333
  resolve(httpServer);
337
334
  });