tradeblocks-mcp 3.3.1 → 3.4.0
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.
- package/dist/{chunk-NWNSKALN.js → chunk-DHHEGI3Q.js} +15 -8
- package/dist/chunk-DHHEGI3Q.js.map +1 -0
- package/dist/{chunk-2I3S2ZLT.js → chunk-GD3STARM.js} +278 -45
- package/dist/chunk-GD3STARM.js.map +1 -0
- package/dist/{chunk-4HZLVUOZ.js → chunk-TMCRS75V.js} +2281 -336
- package/dist/chunk-TMCRS75V.js.map +1 -0
- package/dist/market/provenance/index.d.ts +617 -0
- package/dist/market/provenance/index.js +22410 -0
- package/dist/market/provenance/index.js.map +1 -0
- package/dist/{market-provider-6U33TQUT.js → market-provider-JJIJ7QMU.js} +3 -3
- package/dist/{sync-3UBC37VW.js → sync-4Y4BSU6S.js} +3 -3
- package/dist/test-exports.js +4012 -451
- package/dist/test-exports.js.map +1 -1
- package/package.json +8 -2
- package/server/{chunk-RJDJHZ5Y.js → chunk-65OJTDFW.js} +276 -45
- package/server/chunk-65OJTDFW.js.map +1 -0
- package/server/{chunk-RM4B2VKS.js → chunk-ALICPVPK.js} +2231 -370
- package/server/chunk-ALICPVPK.js.map +1 -0
- package/server/{chunk-OMUDNJBJ.js → chunk-KP4NYKL5.js} +15 -8
- package/server/chunk-KP4NYKL5.js.map +1 -0
- package/server/index.d.ts +37 -21
- package/server/index.js +3780 -477
- package/server/index.js.map +1 -1
- package/server/{market-provider-L56RFHAC.js → market-provider-DIPCCFJU.js} +3 -3
- package/server/{sync-CENKDN53.js → sync-357V232A.js} +3 -3
- package/src/db/connection.ts +142 -3
- package/src/db/index.ts +1 -0
- package/src/db/market-datasets.ts +208 -24
- package/src/db/market-views.ts +28 -11
- package/src/db/parquet-writer.ts +234 -11
- package/src/market/ingestor/index.ts +1 -0
- package/src/market/ingestor/market-ingestor.ts +7 -0
- package/src/market/ingestor/types.ts +18 -0
- package/src/market/provenance/canonical-json.ts +119 -0
- package/src/market/provenance/canonical-market-resolver.ts +696 -0
- package/src/market/provenance/content-manifest.ts +1934 -0
- package/src/market/provenance/content-object-store.ts +179 -0
- package/src/market/provenance/dataset-registry.ts +144 -0
- package/src/market/provenance/index.ts +130 -0
- package/src/market/provenance/partition-commit-attempt.ts +89 -0
- package/src/market/provenance/partition-commit-store.ts +1760 -0
- package/src/market/provenance/rate-slices.ts +60 -0
- package/src/market/provenance/refresh-completion.ts +989 -0
- package/src/market/provenance/xnys-session-calendar.ts +170 -0
- package/src/market/stores/coverage.ts +48 -0
- package/src/market/stores/duckdb-enriched-store.ts +26 -5
- package/src/market/stores/duckdb-quote-store.ts +29 -18
- package/src/market/stores/enriched-legacy-migration.ts +297 -0
- package/src/market/stores/enriched-sql.ts +19 -3
- package/src/market/stores/enriched-store.ts +16 -2
- package/src/market/stores/index.ts +143 -14
- package/src/market/stores/parquet-chain-store.ts +4 -1
- package/src/market/stores/parquet-enriched-store.ts +162 -41
- package/src/market/stores/parquet-oi-daily-store.ts +3 -3
- package/src/market/stores/parquet-quote-store.ts +37 -24
- package/src/market/stores/parquet-spot-store.ts +14 -10
- package/src/market/stores/quote-store.ts +5 -0
- package/src/market/stores/rth-aggregation.ts +4 -2
- package/src/market/stores/spot-store.ts +75 -6
- package/src/market/stores/types.ts +27 -0
- package/src/test-exports.ts +153 -2
- package/src/tools/market-enrichment.ts +2 -4
- package/src/utils/market-enricher.ts +249 -66
- package/src/utils/option-quote-greeks.ts +20 -8
- package/src/utils/providers/thetadata/bulk-roots.ts +10 -0
- package/src/utils/providers/thetadata.ts +5 -17
- package/src/utils/quote-parquet-projection.ts +50 -1
- package/dist/chunk-2I3S2ZLT.js.map +0 -1
- package/dist/chunk-4HZLVUOZ.js.map +0 -1
- package/dist/chunk-NWNSKALN.js.map +0 -1
- package/server/chunk-OMUDNJBJ.js.map +0 -1
- package/server/chunk-RJDJHZ5Y.js.map +0 -1
- package/server/chunk-RM4B2VKS.js.map +0 -1
- /package/dist/{market-provider-6U33TQUT.js.map → market-provider-JJIJ7QMU.js.map} +0 -0
- /package/dist/{sync-3UBC37VW.js.map → sync-4Y4BSU6S.js.map} +0 -0
- /package/server/{market-provider-L56RFHAC.js.map → market-provider-DIPCCFJU.js.map} +0 -0
- /package/server/{sync-CENKDN53.js.map → sync-357V232A.js.map} +0 -0
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@@ -1,6 +1,7 @@
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import {
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ALL_GREEKS,
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getSofrRateByKey
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} from "./chunk-
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} from "./chunk-GD3STARM.js";
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import {
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loadMddsProtoRoot
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} from "./chunk-2E63THNI.js";
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@@ -2390,8 +2391,11 @@ function memoizedSofrRate(dateKey) {
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sofrRateByDateKey.set(dateKey, rate);
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return rate;
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}
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function hasQuoteGreeks(row) {
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function hasQuoteGreeks(row, needed = ALL_GREEKS) {
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for (const greek of needed) {
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if (!isFiniteNumber2(row[greek] ?? null)) return false;
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}
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return true;
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}
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function hasProviderFirstOrderGreeks(row) {
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return row.greeks_source === "thetadata" && isFiniteNumber2(row.delta ?? null) && (row.gamma == null || isFiniteNumber2(row.gamma)) && isFiniteNumber2(row.theta ?? null) && isFiniteNumber2(row.vega ?? null) && isFiniteNumber2(row.iv ?? null);
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@@ -2769,6 +2773,12 @@ function computeThetaQuoteMidGreekRow(params) {
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};
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}
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// src/utils/providers/thetadata/bulk-roots.ts
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function bulkQuoteRootsForUnderlying(underlying) {
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const upper = underlying.toUpperCase();
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return upper === "SPX" ? ["SPX", "SPXW"] : [upper];
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}
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// src/utils/providers/thetadata.ts
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var BULK_YIELD_CHUNK = 5e4;
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var BULK_GREEKS_STRIKE_RANGE = 20;
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time: msOfDayToEtMinute(row.msOfDay)
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};
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}
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function bulkQuoteRootsForUnderlying(underlying) {
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const upper = underlying.toUpperCase();
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return upper === "SPX" ? ["SPX", "SPXW"] : [upper];
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}
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function inferExerciseStyle(symbol) {
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const europeanRoots = /* @__PURE__ */ new Set([
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"SPX",
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OPTION_QUOTE_MID_GREEKS_REVISION,
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OPTION_QUOTE_MID_GREEKS_GAMMA_SOURCE,
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computeThetaQuoteMidGreekRow,
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bulkQuoteRootsForUnderlying,
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ThetaDataProvider,
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getProvider,
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_resetProvider
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};
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//# sourceMappingURL=chunk-
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//# sourceMappingURL=chunk-DHHEGI3Q.js.map
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