tradeblocks-mcp 3.0.2 → 3.3.1

package/dist/{chunk-XXYOUIZY.js → chunk-NWNSKALN.js}

@@ -1,9 +1,9 @@
 import {
   getSofrRateByKey
-} from "./chunk-QTTR7AAW.js";
+} from "./chunk-2I3S2ZLT.js";
 import {
   loadMddsProtoRoot
-} from "./chunk-FGZH632F.js";
+} from "./chunk-2E63THNI.js";
 
 // src/utils/providers/massive.ts
 import { z } from "zod";
@@ -225,7 +225,15 @@ 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),
@@ -424,9 +432,7 @@ function etDateTimeToUtcIso(dateStr, timeStr) {
 function getApiKey() {
   const key = process.env.MASSIVE_API_KEY;
   if (!key) {
-    throw new Error(
-      "Set MASSIVE_API_KEY environment variable to use Massive.com data import"
-    );
+    throw new Error("Set MASSIVE_API_KEY environment variable to use Massive.com data import");
   }
   return key;
 }
@@ -438,9 +444,7 @@ async function fetchWithRetry(url, headers, maxRetries = 2) {
     });
     if (response.status === 429) {
       if (attempt === maxRetries) {
-        throw new Error(
-          "Massive.com rate limit exceeded \u2014 try again in a few minutes"
-        );
+        throw new Error("Massive.com rate limit exceeded \u2014 try again in a few minutes");
       }
       const retryAfter = response.headers.get("Retry-After");
       const backoffMs = retryAfter ? parseInt(retryAfter, 10) * 1e3 : Math.pow(2, attempt + 1) * 1e3;
@@ -451,17 +455,7 @@ async function fetchWithRetry(url, headers, maxRetries = 2) {
   }
   throw new Error("Massive.com rate limit exceeded after retries");
 }
-var INDEX_TICKERS = /* @__PURE__ */ new Set([
-  "SPX",
-  "NDX",
-  "RUT",
-  "DJX",
-  "VIX",
-  "VIX9D",
-  "VIX3M",
-  "OEX",
-  "XSP"
-]);
+var INDEX_TICKERS = /* @__PURE__ */ new Set(["SPX", "NDX", "RUT", "DJX", "VIX", "VIX9D", "VIX3M", "OEX", "XSP"]);
 function detectSnapshotAssetClass(ticker) {
   return INDEX_TICKERS.has(ticker.toUpperCase()) ? "index" : "stock";
 }
@@ -573,14 +567,7 @@ var MassiveProvider = class {
   }
   async fetchBars(options) {
     const apiKey = getApiKey();
-    const {
-      ticker,
-      from,
-      to,
-      timespan = "day",
-      multiplier = 1,
-      assetClass = "stock"
-    } = options;
+    const { ticker, from, to, timespan = "day", multiplier = 1, assetClass = "stock" } = options;
     const apiTicker = toMassiveTicker(ticker, assetClass);
     const storageTicker = fromMassiveTicker(apiTicker);
     const headers = { Authorization: `Bearer ${apiKey}` };
@@ -597,14 +584,10 @@ var MassiveProvider = class {
       }
       const response = await fetchWithRetry(url, headers);
       if (response.status === 401) {
-        throw new Error(
-          "MASSIVE_API_KEY rejected by Massive.com \u2014 check your key"
-        );
+        throw new Error("MASSIVE_API_KEY rejected by Massive.com \u2014 check your key");
       }
       if (!response.ok) {
-        throw new Error(
-          `Massive.com API error: HTTP ${response.status} ${response.statusText}`
-        );
+        throw new Error(`Massive.com API error: HTTP ${response.status} ${response.statusText}`);
       }
       const json = await response.json();
       const parsed = MassiveAggregateResponseSchema.safeParse(json);
@@ -632,9 +615,7 @@ var MassiveProvider = class {
         const nextUrlObj = new URL(data.next_url);
         const cursor = nextUrlObj.searchParams.get("cursor") ?? data.next_url;
         if (seenCursors.has(cursor)) {
-          throw new Error(
-            `Pagination loop detected \u2014 cursor repeated: ${cursor.slice(0, 50)}...`
-          );
+          throw new Error(`Pagination loop detected \u2014 cursor repeated: ${cursor.slice(0, 50)}...`);
         }
         seenCursors.add(cursor);
         url = data.next_url;
@@ -847,9 +828,7 @@ var MassiveProvider = class {
       try {
         mkdir(dirname(outputPath), { recursive: true });
         await conn.run(sql);
-        const countResult = await conn.runAndReadAll(
-          `SELECT count(*) AS cnt FROM '${outputPath}'`
-        );
+        const countResult = await conn.runAndReadAll(`SELECT count(*) AS cnt FROM '${outputPath}'`);
         const rowCount = Number(countResult.getRows()[0][0]);
         return { rowCount, skipped: false };
       } finally {
@@ -900,14 +879,10 @@ var MassiveProvider = class {
       }
       const response = await fetchWithRetry(url, headers);
       if (response.status === 401) {
-        throw new Error(
-          "MASSIVE_API_KEY rejected by Massive.com \u2014 check your key"
-        );
+        throw new Error("MASSIVE_API_KEY rejected by Massive.com \u2014 check your key");
       }
       if (!response.ok) {
-        throw new Error(
-          `Massive.com API error: HTTP ${response.status} ${response.statusText}`
-        );
+        throw new Error(`Massive.com API error: HTTP ${response.status} ${response.statusText}`);
       }
       const json = await response.json();
       const parsed = MassiveSnapshotResponseSchema.safeParse(json);
@@ -918,9 +893,7 @@ var MassiveProvider = class {
       const data = parsed.data;
       if (data.results.length > 0 && underlyingPrice === 0) {
         underlyingPrice = data.results[0].underlying_asset.price;
-        underlyingTicker = fromMassiveTicker(
-          data.results[0].underlying_asset.ticker
-        );
+        underlyingTicker = fromMassiveTicker(data.results[0].underlying_asset.ticker);
       }
       for (const contract of data.results) {
         allContracts.push(mapContract(contract));
@@ -929,9 +902,7 @@ var MassiveProvider = class {
         const nextUrlObj = new URL(data.next_url);
         const cursor = nextUrlObj.searchParams.get("cursor") ?? data.next_url;
         if (seenCursors.has(cursor)) {
-          throw new Error(
-            `Pagination loop detected \u2014 cursor repeated: ${cursor.slice(0, 50)}...`
-          );
+          throw new Error(`Pagination loop detected \u2014 cursor repeated: ${cursor.slice(0, 50)}...`);
         }
         seenCursors.add(cursor);
         url = data.next_url;
@@ -1385,7 +1356,7 @@ var ThetaMddsClient = class {
   fetchImpl;
   loadGrpcPackage;
   constructor(env = process.env, fetchImpl = fetch, loadGrpcPackage = async () => {
-    const { loadMddsGrpcPackage } = await import("./proto-3HZTCWK4.js");
+    const { loadMddsGrpcPackage } = await import("./proto-V23GIZG2.js");
     return loadMddsGrpcPackage();
   }) {
     this.env = env;
@@ -2295,41 +2266,55 @@ var IvSolverPool = class {
       iv: new Float64Array(cols.count),
       ok: new Uint8Array(cols.count)
     };
-    const base = Math.floor(cols.count / shardCount);
-    const remainder = cols.count % shardCount;
-    const shardPromises = [];
-    let cursor = 0;
-    for (let s = 0; s < shardCount; s++) {
-      const size = base + (s < remainder ? 1 : 0);
-      const lo = cursor;
-      const hi = cursor + size;
-      cursor = hi;
-      if (size === 0) continue;
-      const request = shardRequest(cols, this.nextRequestId++, lo, hi);
-      shardPromises.push(
-        this.runOnWorker(request).then((reply) => {
-          out.delta.set(reply.delta, lo);
-          out.gamma.set(reply.gamma, lo);
-          out.theta.set(reply.theta, lo);
-          out.vega.set(reply.vega, lo);
-          out.iv.set(reply.iv, lo);
-          out.ok.set(reply.ok, lo);
-        })
-      );
+    this.refPool();
+    try {
+      const base = Math.floor(cols.count / shardCount);
+      const remainder = cols.count % shardCount;
+      const shardPromises = [];
+      let cursor = 0;
+      for (let s = 0; s < shardCount; s++) {
+        const size = base + (s < remainder ? 1 : 0);
+        const lo = cursor;
+        const hi = cursor + size;
+        cursor = hi;
+        if (size === 0) continue;
+        const request = shardRequest(cols, this.nextRequestId++, lo, hi);
+        shardPromises.push(
+          this.runOnWorker(request).then((reply) => {
+            out.delta.set(reply.delta, lo);
+            out.gamma.set(reply.gamma, lo);
+            out.theta.set(reply.theta, lo);
+            out.vega.set(reply.vega, lo);
+            out.iv.set(reply.iv, lo);
+            out.ok.set(reply.ok, lo);
+          })
+        );
+      }
+      await Promise.all(shardPromises);
+      return out;
+    } finally {
+      this.unrefPool();
     }
-    await Promise.all(shardPromises);
-    return out;
   }
   ensureWorkers(target) {
     while (this.pool.length < target) {
       const worker = new Worker(this.workerUrl);
       worker.setMaxListeners(0);
+      worker.unref();
       worker.on("error", (err) => {
         throw err;
       });
       this.pool.push({ worker, busy: false });
     }
   }
+  /** Keep the event loop alive while a solve is in flight. */
+  refPool() {
+    for (const { worker } of this.pool) worker.ref();
+  }
+  /** Release the event loop once a solve completes so idle workers don't pin it. */
+  unrefPool() {
+    for (const { worker } of this.pool) worker.unref();
+  }
   runOnWorker(request) {
     return new Promise((resolve, reject) => {
       const slot = this.acquire();
@@ -3219,9 +3204,7 @@ function getProvider() {
       _cached = new ThetaDataProvider();
       break;
     default:
-      throw new Error(
-        `Unknown MARKET_DATA_PROVIDER: "${name}". Supported: massive, thetadata`
-      );
+      throw new Error(`Unknown MARKET_DATA_PROVIDER: "${name}". Supported: massive, thetadata`);
   }
   return _cached;
 }
@@ -3305,4 +3288,4 @@ export {
   getProvider,
   _resetProvider
 };
-//# sourceMappingURL=chunk-XXYOUIZY.js.map
+//# sourceMappingURL=chunk-NWNSKALN.js.map