tradeblocks-mcp 3.0.2 → 3.3.1

package/server/iv-solver-worker.js

@@ -218,7 +218,15 @@ function computeLegGreeks(optionPrice, underlyingPrice, strike, dte, type, riskF
   const bsType = type === "C" ? "call" : "put";
   const nullResult = { delta: null, gamma: null, theta: null, vega: null, iv: null };
   if (dte < BACHELIER_DTE_THRESHOLD) {
-    const iv2 = solveNormalIV(bsType, optionPrice, underlyingPrice, strike, T, riskFreeRate, dividendYield);
+    const iv2 = solveNormalIV(
+      bsType,
+      optionPrice,
+      underlyingPrice,
+      strike,
+      T,
+      riskFreeRate,
+      dividendYield
+    );
     if (iv2 === null) return nullResult;
     return {
       delta: bachelierDelta(bsType, underlyingPrice, strike, T, riskFreeRate, dividendYield, iv2),

package/server/market-provider-L56RFHAC.js

@@ -0,0 +1,17 @@
+#!/usr/bin/env node
+import {
+  _resetProvider,
+  getProvider
+} from "./chunk-OMUDNJBJ.js";
+import "./chunk-RJDJHZ5Y.js";
+import "./chunk-536NSFED.js";
+import "./chunk-A3UKD64A.js";
+import "./chunk-SY6GDNVI.js";
+import "./chunk-W5E7FHC4.js";
+import "./chunk-T66KH2XH.js";
+import "./chunk-UT3JLF3M.js";
+export {
+  _resetProvider,
+  getProvider
+};
+//# sourceMappingURL=market-provider-L56RFHAC.js.map

package/server/{proto-DWRZJO4E.js → proto-YZ4TLX2N.js}

@@ -3,11 +3,11 @@ import {
   loadMddsGrpcPackage,
   loadMddsProtoRoot,
   resolveMddsProtoPath
-} from "./chunk-FBNDMCT5.js";
+} from "./chunk-T66KH2XH.js";
 import "./chunk-UT3JLF3M.js";
 export {
   loadMddsGrpcPackage,
   loadMddsProtoRoot,
   resolveMddsProtoPath
 };
-//# sourceMappingURL=proto-DWRZJO4E.js.map
+//# sourceMappingURL=proto-YZ4TLX2N.js.map

package/server/{sync-QFI5L7S7.js → sync-CENKDN53.js}

@@ -9,12 +9,12 @@ import {
   syncAllBlocks,
   syncBlock,
   upsertSyncMetadata
-} from "./chunk-NZO6PT64.js";
-import "./chunk-72GKJE2U.js";
-import "./chunk-CSDVJPBB.js";
-import "./chunk-WA5AAPCH.js";
-import "./chunk-5EBXHT6C.js";
-import "./chunk-NRFXAJF7.js";
+} from "./chunk-RM4B2VKS.js";
+import "./chunk-RJDJHZ5Y.js";
+import "./chunk-536NSFED.js";
+import "./chunk-A3UKD64A.js";
+import "./chunk-SY6GDNVI.js";
+import "./chunk-W5E7FHC4.js";
 import "./chunk-UT3JLF3M.js";
 export {
   deleteSyncMetadata,
@@ -27,4 +27,4 @@ export {
   syncBlock,
   upsertSyncMetadata
 };
-//# sourceMappingURL=sync-QFI5L7S7.js.map
+//# sourceMappingURL=sync-CENKDN53.js.map

package/server/trade-processor-3PI4LHZI.js

@@ -0,0 +1,10 @@
+#!/usr/bin/env node
+import {
+  TradeProcessor
+} from "./chunk-536NSFED.js";
+import "./chunk-SY6GDNVI.js";
+import "./chunk-UT3JLF3M.js";
+export {
+  TradeProcessor
+};
+//# sourceMappingURL=trade-processor-3PI4LHZI.js.map

package/server/{trades-store-VY26MWER.js → trades-store-RTTEYMXH.js}

@@ -13,7 +13,7 @@ import {
   getTradesPage,
   searchTrades,
   updateTradesForBlock
-} from "./chunk-NRFXAJF7.js";
+} from "./chunk-W5E7FHC4.js";
 import "./chunk-UT3JLF3M.js";
 export {
   addTrades,
@@ -30,4 +30,4 @@ export {
   searchTrades,
   updateTradesForBlock
 };
-//# sourceMappingURL=trades-store-VY26MWER.js.map
+//# sourceMappingURL=trades-store-RTTEYMXH.js.map

package/src/auth/clients-store.ts

@@ -1,6 +1,6 @@
-import { randomUUID } from 'node:crypto';
-import type { OAuthRegisteredClientsStore } from '@modelcontextprotocol/sdk/server/auth/clients.js';
-import type { OAuthClientInformationFull } from '@modelcontextprotocol/sdk/shared/auth.js';
+import { randomUUID } from "node:crypto";
+import type { OAuthRegisteredClientsStore } from "@modelcontextprotocol/sdk/server/auth/clients.js";
+import type { OAuthClientInformationFull } from "@modelcontextprotocol/sdk/shared/auth.js";
 
 export class InMemoryClientsStore implements OAuthRegisteredClientsStore {
   private clients = new Map<string, OAuthClientInformationFull>();
@@ -10,7 +10,7 @@ export class InMemoryClientsStore implements OAuthRegisteredClientsStore {
   }
 
   registerClient(
-    clientMetadata: Omit<OAuthClientInformationFull, 'client_id' | 'client_id_issued_at'>
+    clientMetadata: Omit<OAuthClientInformationFull, "client_id" | "client_id_issued_at">,
   ): OAuthClientInformationFull {
     const clientId = randomUUID();
     const client: OAuthClientInformationFull = {

package/src/auth/code-store.ts

@@ -7,7 +7,7 @@ export interface CodeEntry {
   expiresAt: number;
 }
 
-type StoreInput = Omit<CodeEntry, 'expiresAt'>;
+type StoreInput = Omit<CodeEntry, "expiresAt">;
 
 export class AuthCodeStore {
   private codes = new Map<string, CodeEntry>();

package/src/auth/config.ts

@@ -8,14 +8,14 @@ export interface AuthConfig {
 }
 
 export function loadAuthConfig(options: { noAuth?: boolean } = {}): AuthConfig {
-  const noAuth = options.noAuth || process.env.TRADEBLOCKS_NO_AUTH === 'true';
+  const noAuth = options.noAuth || process.env.TRADEBLOCKS_NO_AUTH === "true";
 
   if (noAuth) {
     return {
-      username: '',
-      password: '',
-      jwtSecret: '',
-      jwtExpiry: '24h',
+      username: "",
+      password: "",
+      jwtSecret: "",
+      jwtExpiry: "24h",
       noAuth: true,
     };
   }
@@ -23,25 +23,24 @@ export function loadAuthConfig(options: { noAuth?: boolean } = {}): AuthConfig {
   const username = process.env.TRADEBLOCKS_USERNAME;
   const password = process.env.TRADEBLOCKS_PASSWORD;
   const jwtSecret = process.env.TRADEBLOCKS_JWT_SECRET;
-  const jwtExpiry = process.env.TRADEBLOCKS_JWT_EXPIRY || '24h';
+  const jwtExpiry = process.env.TRADEBLOCKS_JWT_EXPIRY || "24h";
   const issuerUrl = process.env.TRADEBLOCKS_ISSUER_URL;
 
   if (!username) {
     throw new Error(
-      'TRADEBLOCKS_USERNAME is required for HTTP mode.\n' +
-      'Set it in your .env file or pass --no-auth to disable authentication.'
+      "TRADEBLOCKS_USERNAME is required for HTTP mode.\n" +
+        "Set it in your .env file or pass --no-auth to disable authentication.",
     );
   }
   if (!password) {
     throw new Error(
-      'TRADEBLOCKS_PASSWORD is required for HTTP mode.\n' +
-      'Set it in your .env file.'
+      "TRADEBLOCKS_PASSWORD is required for HTTP mode.\n" + "Set it in your .env file.",
     );
   }
   if (!jwtSecret) {
     throw new Error(
-      'TRADEBLOCKS_JWT_SECRET is required for HTTP mode.\n' +
-      'Generate one with: openssl rand -hex 32'
+      "TRADEBLOCKS_JWT_SECRET is required for HTTP mode.\n" +
+        "Generate one with: openssl rand -hex 32",
     );
   }
 

package/src/auth/login-page.ts

@@ -11,9 +11,7 @@ export interface LoginPageParams {
 }
 
 export function renderLoginPage(params: LoginPageParams): string {
-  const error = params.error
-    ? `<div class="error">${escapeHtml(params.error)}</div>`
-    : '';
+  const error = params.error ? `<div class="error">${escapeHtml(params.error)}</div>` : "";
 
   return `<!DOCTYPE html>
 <html lang="en">
@@ -65,11 +63,11 @@ export function renderLoginPage(params: LoginPageParams): string {
     ${error}
     <form method="POST" action="/login">
       <input type="hidden" name="redirect_uri" value="${escapeHtml(params.redirectUri)}">
-      <input type="hidden" name="state" value="${escapeHtml(params.state || '')}">
+      <input type="hidden" name="state" value="${escapeHtml(params.state || "")}">
       <input type="hidden" name="code_challenge" value="${escapeHtml(params.codeChallenge)}">
       <input type="hidden" name="client_id" value="${escapeHtml(params.clientId)}">
-      <input type="hidden" name="scopes" value="${escapeHtml(params.scopes.join(' '))}">
-      ${params.resource ? `<input type="hidden" name="resource" value="${escapeHtml(params.resource)}">` : ''}
+      <input type="hidden" name="scopes" value="${escapeHtml(params.scopes.join(" "))}">
+      ${params.resource ? `<input type="hidden" name="resource" value="${escapeHtml(params.resource)}">` : ""}
       <label for="username">Username</label>
       <input type="text" id="username" name="username" required autocomplete="username">
       <label for="password">Password</label>
@@ -83,8 +81,8 @@ export function renderLoginPage(params: LoginPageParams): string {
 
 function escapeHtml(str: string): string {
   return str
-    .replace(/&/g, '&amp;')
-    .replace(/"/g, '&quot;')
-    .replace(/</g, '&lt;')
-    .replace(/>/g, '&gt;');
+    .replace(/&/g, "&amp;")
+    .replace(/"/g, "&quot;")
+    .replace(/</g, "&lt;")
+    .replace(/>/g, "&gt;");
 }

package/src/auth/provider.ts

@@ -1,15 +1,18 @@
-import { randomUUID, scryptSync, timingSafeEqual } from 'node:crypto';
-import type { Response } from 'express';
-import type { OAuthServerProvider } from '@modelcontextprotocol/sdk/server/auth/provider.js';
-import type { OAuthRegisteredClientsStore } from '@modelcontextprotocol/sdk/server/auth/clients.js';
-import type { AuthInfo } from '@modelcontextprotocol/sdk/server/auth/types.js';
-import type { OAuthClientInformationFull, OAuthTokens } from '@modelcontextprotocol/sdk/shared/auth.js';
-import { InvalidTokenError } from '@modelcontextprotocol/sdk/server/auth/errors.js';
-import { InMemoryClientsStore } from './clients-store.ts';
-import { AuthCodeStore } from './code-store.ts';
-import { issueAccessToken, verifyAccessToken as verifyJwt } from './token.ts';
-import { renderLoginPage } from './login-page.ts';
-import type { AuthConfig } from './config.ts';
+import { randomUUID, scryptSync, timingSafeEqual } from "node:crypto";
+import type { Response } from "express";
+import type { OAuthServerProvider } from "@modelcontextprotocol/sdk/server/auth/provider.js";
+import type { OAuthRegisteredClientsStore } from "@modelcontextprotocol/sdk/server/auth/clients.js";
+import type { AuthInfo } from "@modelcontextprotocol/sdk/server/auth/types.js";
+import type {
+  OAuthClientInformationFull,
+  OAuthTokens,
+} from "@modelcontextprotocol/sdk/shared/auth.js";
+import { InvalidTokenError } from "@modelcontextprotocol/sdk/server/auth/errors.js";
+import { InMemoryClientsStore } from "./clients-store.ts";
+import { AuthCodeStore } from "./code-store.ts";
+import { issueAccessToken, verifyAccessToken as verifyJwt } from "./token.ts";
+import { renderLoginPage } from "./login-page.ts";
+import type { AuthConfig } from "./config.ts";
 
 interface AuthorizationParams {
   state?: string;
@@ -50,7 +53,7 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
   async authorize(
     client: OAuthClientInformationFull,
     params: AuthorizationParams,
-    res: Response
+    res: Response,
   ): Promise<void> {
     const html = renderLoginPage({
       redirectUri: params.redirectUri,
@@ -60,13 +63,13 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
       scopes: params.scopes || [],
       resource: params.resource?.toString(),
     });
-    res.setHeader('Content-Type', 'text/html');
+    res.setHeader("Content-Type", "text/html");
     res.send(html);
   }
 
   handleLogin(body: LoginBody): LoginResult {
     if (!this.validateCredentials(body.username, body.password)) {
-      return { error: 'Invalid username or password' };
+      return { error: "Invalid username or password" };
     }
 
     const code = randomUUID();
@@ -74,14 +77,14 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
       codeChallenge: body.code_challenge,
       clientId: body.client_id,
       redirectUri: body.redirect_uri,
-      scopes: (body.scopes || '').split(' ').filter(Boolean),
+      scopes: (body.scopes || "").split(" ").filter(Boolean),
       resource: body.resource ? new URL(body.resource) : undefined,
     });
 
     const targetUrl = new URL(body.redirect_uri);
-    targetUrl.searchParams.set('code', code);
+    targetUrl.searchParams.set("code", code);
     if (body.state) {
-      targetUrl.searchParams.set('state', body.state);
+      targetUrl.searchParams.set("state", body.state);
     }
 
     return { redirectUrl: targetUrl.toString() };
@@ -89,22 +92,22 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
 
   async challengeForAuthorizationCode(
     _client: OAuthClientInformationFull,
-    authorizationCode: string
+    authorizationCode: string,
   ): Promise<string> {
     const entry = this.codeStore.peek(authorizationCode);
-    if (!entry) throw new Error('Invalid authorization code');
+    if (!entry) throw new Error("Invalid authorization code");
     return entry.codeChallenge;
   }
 
   async exchangeAuthorizationCode(
     client: OAuthClientInformationFull,
-    authorizationCode: string
+    authorizationCode: string,
   ): Promise<OAuthTokens> {
     const entry = this.codeStore.consume(authorizationCode);
-    if (!entry) throw new Error('Invalid or expired authorization code');
+    if (!entry) throw new Error("Invalid or expired authorization code");
 
     if (entry.clientId !== client.client_id) {
-      throw new Error('Authorization code was not issued to this client');
+      throw new Error("Authorization code was not issued to this client");
     }
 
     const { access_token, expires_in } = await issueAccessToken({
@@ -116,15 +119,17 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
 
     return {
       access_token,
-      token_type: 'bearer',
+      token_type: "bearer",
       expires_in,
-      scope: entry.scopes.join(' '),
+      scope: entry.scopes.join(" "),
     };
   }
 
-  // eslint-disable-next-line @typescript-eslint/no-unused-vars
-  async exchangeRefreshToken(client: OAuthClientInformationFull, refreshToken: string): Promise<OAuthTokens> {
-    throw new Error('Refresh tokens are not supported');
+  async exchangeRefreshToken(
+    _client: OAuthClientInformationFull,
+    _refreshToken: string,
+  ): Promise<OAuthTokens> {
+    throw new Error("Refresh tokens are not supported");
   }
 
   async verifyAccessToken(token: string): Promise<AuthInfo> {
@@ -133,12 +138,12 @@ export class TradeBlocksAuthProvider implements OAuthServerProvider {
     } catch {
       // MCP SDK requireBearerAuth checks `error instanceof InvalidTokenError`
       // to return 401. Generic errors fall through to 500.
-      throw new InvalidTokenError('Invalid or expired access token');
+      throw new InvalidTokenError("Invalid or expired access token");
     }
   }
 
   private validateCredentials(username: string, password: string): boolean {
-    const salt = 'tradeblocks-auth';
+    const salt = "tradeblocks-auth";
     const hashA = scryptSync(username, salt, 32);
     const hashB = scryptSync(this.config.username, salt, 32);
     const hashC = scryptSync(password, salt, 32);

package/src/auth/token.ts

@@ -1,4 +1,4 @@
-import { SignJWT, jwtVerify } from 'jose';
+import { SignJWT, jwtVerify } from "jose";
 
 // AuthInfo matches the MCP SDK's expected shape
 export interface AuthInfo {
@@ -19,10 +19,10 @@ export async function issueAccessToken(params: {
 
   const jwt = await new SignJWT({
     client_id: params.clientId,
-    scope: params.scopes.join(' '),
+    scope: params.scopes.join(" "),
   })
-    .setProtectedHeader({ alg: 'HS256' })
-    .setSubject('tradeblocks-user')
+    .setProtectedHeader({ alg: "HS256" })
+    .setSubject("tradeblocks-user")
     .setIssuedAt()
     .setExpirationTime(Math.floor(Date.now() / 1000) + expirySeconds)
     .sign(secretKey);
@@ -30,17 +30,14 @@ export async function issueAccessToken(params: {
   return { access_token: jwt, expires_in: expirySeconds };
 }
 
-export async function verifyAccessToken(
-  token: string,
-  secret: string
-): Promise<AuthInfo> {
+export async function verifyAccessToken(token: string, secret: string): Promise<AuthInfo> {
   const secretKey = new TextEncoder().encode(secret);
   const { payload } = await jwtVerify(token, secretKey);
 
   return {
     token,
-    clientId: (payload.client_id as string) || '',
-    scopes: ((payload.scope as string) || '').split(' ').filter(Boolean),
+    clientId: (payload.client_id as string) || "",
+    scopes: ((payload.scope as string) || "").split(" ").filter(Boolean),
     expiresAt: payload.exp,
   };
 }
@@ -50,10 +47,15 @@ export function parseExpiry(expiry: string): number {
   if (!match) return 86400;
   const n = parseInt(match[1], 10);
   switch (match[2]) {
-    case 's': return n;
-    case 'm': return n * 60;
-    case 'h': return n * 3600;
-    case 'd': return n * 86400;
-    default: return 86400;
+    case "s":
+      return n;
+    case "m":
+      return n * 60;
+    case "h":
+      return n * 3600;
+    case "d":
+      return n * 86400;
+    default:
+      return 86400;
   }
 }

package/src/db/backtest-schemas.ts

@@ -37,7 +37,7 @@ export const TEMPLATE_BLOCK_ID = "_template";
 export async function attachBacktestsDb(
   conn: DuckDBConnection,
   backtestsDbPath: string,
-  mode: "read_write" | "read_only"
+  mode: "read_write" | "read_only",
 ): Promise<void> {
   await fs.mkdir(path.dirname(backtestsDbPath), { recursive: true });
   const readOnlyClause = mode === "read_only" ? " (READ_ONLY)" : "";
@@ -47,9 +47,17 @@ export async function attachBacktestsDb(
     const msg = error instanceof Error ? error.message : String(error);
     if (msg.includes("corrupt") || msg.includes("Invalid") || msg.includes("cannot open")) {
       console.error(`backtests.duckdb appears corrupted at ${backtestsDbPath}. Recreating.`);
-      try { await fs.unlink(backtestsDbPath); } catch { /* file may not exist */ }
+      try {
+        await fs.unlink(backtestsDbPath);
+      } catch {
+        /* file may not exist */
+      }
       // Also try removing WAL file
-      try { await fs.unlink(backtestsDbPath + ".wal"); } catch { /* ignore */ }
+      try {
+        await fs.unlink(backtestsDbPath + ".wal");
+      } catch {
+        /* ignore */
+      }
       await conn.run(`ATTACH '${backtestsDbPath}' AS backtests${readOnlyClause}`);
     } else {
       throw new Error(`Failed to attach backtests.duckdb at ${backtestsDbPath}: ${msg}`);
@@ -70,14 +78,20 @@ export async function detachBacktestsDb(conn: DuckDBConnection): Promise<void> {
 }
 
 /**
- * Ensure backtests tables exist in the attached backtests.duckdb.
+ * Ensure the backtests schema (tables + additive migrations) exists in the
+ * attached backtests.duckdb. **Pure DDL — requires ONLY the `backtests` catalog
+ * attached, never `trades`.** This is the standalone-safe primitive a bare
+ * `backtests.duckdb` bootstrap (a `db init` step) calls to mint an empty,
+ * correctly-schema'd DB with no other catalog present.
  *
- * Must be called AFTER `ATTACH '...' AS backtests` in openReadWriteConnection.
- * Uses CREATE TABLE IF NOT EXISTS for idempotency — safe to call on every RW open.
+ * Must be called AFTER `ATTACH '...' AS backtests`. Uses CREATE TABLE IF NOT
+ * EXISTS for idempotency — safe to call on every RW open. Does NOT run the
+ * Phase-b72 trades purge (that lives in ensureBacktestsTables / the callers that
+ * hold the `trades` catalog).
  *
  * @param conn - Active DuckDB connection with backtests catalog attached
  */
-export async function ensureBacktestsTables(conn: DuckDBConnection): Promise<void> {
+export async function ensureBacktestsSchema(conn: DuckDBConnection): Promise<void> {
   // Strategy definitions: one row per (strategy_name, underlying) pair.
   // definition_json stores the full StrategyDefinition object.
   await conn.run(`
@@ -118,7 +132,7 @@ export async function ensureBacktestsTables(conn: DuckDBConnection): Promise<voi
   `);
 
   // Migration: add sortino, cagr, total_return columns (Phase 79)
-  const migrationCols = ['sortino', 'cagr', 'total_return'];
+  const migrationCols = ["sortino", "cagr", "total_return"];
   for (const col of migrationCols) {
     try {
       await conn.run(`ALTER TABLE backtests.run_metadata ADD COLUMN ${col} DOUBLE`);
@@ -173,7 +187,23 @@ export async function ensureBacktestsTables(conn: DuckDBConnection): Promise<voi
   } catch {
     // Column already exists — idempotent
   }
+}
 
+/**
+ * Ensure the backtests schema AND run the one-time Phase-b72 purge of stale
+ * `source='tradeblocks'` rows from `trades.trade_data`. Behavior is unchanged
+ * from before the schema/purge split — every existing caller keeps the same
+ * effect. **Requires the `trades` catalog attached RW** (via the purge), as
+ * every RW engine open has.
+ *
+ * New callers that need ONLY the schema (e.g. minting a standalone
+ * `backtests.duckdb` with no `trades` catalog attached) must call
+ * ensureBacktestsSchema instead — this wrapper would throw on the purge.
+ *
+ * @param conn - Active DuckDB connection with backtests AND trades catalogs attached (RW)
+ */
+export async function ensureBacktestsTables(conn: DuckDBConnection): Promise<void> {
+  await ensureBacktestsSchema(conn);
   // Purge stale backtest rows from trades.trade_data (Phase b72 one-time migration).
   // Removes all rows written by prior backtest runs (source = 'tradeblocks').
   // Idempotent — DELETE WHERE returns 0 rows when nothing matches.