flashalpha 0.1.0__tar.gz

flashalpha-0.1.0/.gitignore

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flashalpha-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2026 FlashAlpha
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

flashalpha-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: flashalpha
+Version: 0.1.0
+Summary: Python SDK for the FlashAlpha options analytics API — gamma exposure (GEX), delta, vanna, charm, greeks, and more.
+Project-URL: Homepage, https://flashalpha.com
+Project-URL: Documentation, https://flashalpha.com/docs
+Project-URL: Repository, https://github.com/FlashAlpha-lab/flashalpha-python
+Project-URL: Issues, https://github.com/FlashAlpha-lab/flashalpha-python/issues
+Author-email: FlashAlpha <tom@flashalpha.com>
+License-Expression: MIT
+License-File: LICENSE
+Keywords: black-scholes,charm,delta exposure,finance,gamma exposure,gex,greeks,implied volatility,options,options API,options analytics,quantitative finance,trading,vanna
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Topic :: Software Development :: Libraries :: Python Modules
+Requires-Python: >=3.10
+Requires-Dist: requests>=2.28
+Provides-Extra: dev
+Requires-Dist: pytest-cov; extra == 'dev'
+Requires-Dist: pytest>=7.0; extra == 'dev'
+Requires-Dist: responses>=0.23; extra == 'dev'
+Description-Content-Type: text/markdown
+
+# FlashAlpha Python SDK
+
+[![PyPI](https://img.shields.io/pypi/v/flashalpha)](https://pypi.org/project/flashalpha/)
+[![Python](https://img.shields.io/pypi/pyversions/flashalpha)](https://pypi.org/project/flashalpha/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+**Real-time options exposure analytics for Python.** Gamma exposure (GEX), delta (DEX), vanna (VEX), charm (CHEX), key levels, Black-Scholes greeks, implied volatility, Kelly sizing, and more — from the [FlashAlpha API](https://flashalpha.com).
+
+```bash
+pip install flashalpha
+```
+
+## Quick Start
+
+```python
+from flashalpha import FlashAlpha
+
+fa = FlashAlpha("YOUR_API_KEY")
+
+# Get gamma exposure for SPY
+gex = fa.gex("SPY")
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+print(f"Gamma flip: {gex['gamma_flip']}")
+
+for strike in gex["strikes"][:5]:
+    print(f"  {strike['strike']}: net ${strike['net_gex']:,.0f}")
+```
+
+## What You Can Do
+
+### Exposure Analytics — see where dealers are positioned
+
+```python
+# Gamma exposure by strike
+gex = fa.gex("SPY")
+gex = fa.gex("TSLA", expiration="2026-03-21", min_oi=100)
+
+# Delta, vanna, charm exposure
+dex = fa.dex("AAPL")
+vex = fa.vex("QQQ")
+chex = fa.chex("NVDA")
+
+# Key levels (gamma flip, walls, max pain)
+levels = fa.exposure_levels("SPY")
+print(f"Call wall: {levels['levels']['call_wall']}")
+print(f"Put wall: {levels['levels']['put_wall']}")
+print(f"Gamma flip: {levels['levels']['gamma_flip']}")
+
+# Full exposure summary with hedging estimates
+summary = fa.exposure_summary("SPY")  # Growth+
+
+# AI narrative analysis
+narrative = fa.narrative("SPY")  # Growth+
+print(narrative["narrative"]["regime"])
+print(narrative["narrative"]["outlook"])
+```
+
+### Market Data — live quotes and option chains
+
+```python
+# Stock quote
+quote = fa.stock_quote("AAPL")
+print(f"AAPL: ${quote['mid']}")
+
+# Option quote with greeks
+opt = fa.option_quote("SPY", expiry="2026-03-21", strike=660, type="C")  # Growth+
+print(f"Delta: {opt['delta']}, IV: {opt['implied_vol']}")
+
+# Comprehensive stock summary (price, vol, exposure, macro)
+summary = fa.stock_summary("SPY")
+
+# Vol surface (public — no API key needed)
+surface = fa.surface("SPY")
+```
+
+### Pricing — Black-Scholes greeks and implied vol
+
+```python
+# Full BSM greeks (first, second, third order)
+g = fa.greeks(spot=580, strike=580, dte=30, sigma=0.18, type="call")
+print(f"Delta: {g['first_order']['delta']}")
+print(f"Gamma: {g['first_order']['gamma']}")
+print(f"Vanna: {g['second_order']['vanna']}")
+
+# Implied volatility from market price
+result = fa.iv(spot=580, strike=580, dte=30, price=12.69)
+print(f"IV: {result['implied_volatility_pct']}%")
+
+# Kelly criterion position sizing
+kelly = fa.kelly(  # Growth+
+    spot=580, strike=580, dte=30,
+    sigma=0.18, premium=12.69, mu=0.12,
+)
+print(kelly["recommendation"])
+```
+
+### Volatility Analytics — skew, term structure, realized vol
+
+```python
+vol = fa.volatility("TSLA")  # Growth+
+print(f"ATM IV: {vol['atm_iv']}%")
+print(f"RV 20d: {vol['realized_vol']['rv_20d']}%")
+print(f"VRP assessment: {vol['iv_rv_spreads']['assessment']}")
+```
+
+### Historical Data — minute-by-minute from ClickHouse
+
+```python
+# Historical stock quotes
+hist = fa.historical_stock_quote("SPY", date="2026-03-05", time="10:30")
+
+# Historical option quotes
+hist_opt = fa.historical_option_quote(
+    "SPY", date="2026-03-05", expiry="2026-03-20", strike=580, type="C"
+)
+```
+
+### Reference & Account
+
+```python
+# All available tickers
+tickers = fa.tickers()
+
+# Option chain metadata (expirations + strikes)
+chain = fa.options("SPY")
+
+# Symbols with live cached data
+symbols = fa.symbols()
+
+# Account info and quota
+account = fa.account()
+print(f"Plan: {account['plan']}, Remaining: {account['remaining']}")
+```
+
+## Error Handling
+
+```python
+from flashalpha import (
+    FlashAlpha,
+    AuthenticationError,
+    TierRestrictedError,
+    NotFoundError,
+    RateLimitError,
+)
+
+fa = FlashAlpha("YOUR_API_KEY")
+
+try:
+    data = fa.exposure_summary("SPY")
+except AuthenticationError:
+    print("Invalid API key")
+except TierRestrictedError as e:
+    print(f"Need {e.required_plan} plan (you have {e.current_plan})")
+except NotFoundError:
+    print("Symbol not found")
+except RateLimitError as e:
+    print(f"Rate limited — retry after {e.retry_after}s")
+```
+
+## Plans
+
+| Plan | Daily Requests | Highlights |
+|------|---------------|------------|
+| **Free** | 50 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, greeks, IV, tickers |
+| **Basic** | 250 | Everything in Free |
+| **Growth** | 2,500 | + Option quotes, exposure summary, narrative, volatility, Kelly sizing |
+| **Pro** | Unlimited | Full access |
+
+**Get your API key at [flashalpha.com](https://flashalpha.com)**
+
+## Links
+
+- [API Documentation](https://flashalpha.com/docs)
+- [GitHub](https://github.com/FlashAlpha-lab/flashalpha-python)

flashalpha-0.1.0/README.md

@@ -0,0 +1,174 @@
+# FlashAlpha Python SDK
+
+[![PyPI](https://img.shields.io/pypi/v/flashalpha)](https://pypi.org/project/flashalpha/)
+[![Python](https://img.shields.io/pypi/pyversions/flashalpha)](https://pypi.org/project/flashalpha/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+
+**Real-time options exposure analytics for Python.** Gamma exposure (GEX), delta (DEX), vanna (VEX), charm (CHEX), key levels, Black-Scholes greeks, implied volatility, Kelly sizing, and more — from the [FlashAlpha API](https://flashalpha.com).
+
+```bash
+pip install flashalpha
+```
+
+## Quick Start
+
+```python
+from flashalpha import FlashAlpha
+
+fa = FlashAlpha("YOUR_API_KEY")
+
+# Get gamma exposure for SPY
+gex = fa.gex("SPY")
+print(f"Net GEX: ${gex['net_gex']:,.0f}")
+print(f"Gamma flip: {gex['gamma_flip']}")
+
+for strike in gex["strikes"][:5]:
+    print(f"  {strike['strike']}: net ${strike['net_gex']:,.0f}")
+```
+
+## What You Can Do
+
+### Exposure Analytics — see where dealers are positioned
+
+```python
+# Gamma exposure by strike
+gex = fa.gex("SPY")
+gex = fa.gex("TSLA", expiration="2026-03-21", min_oi=100)
+
+# Delta, vanna, charm exposure
+dex = fa.dex("AAPL")
+vex = fa.vex("QQQ")
+chex = fa.chex("NVDA")
+
+# Key levels (gamma flip, walls, max pain)
+levels = fa.exposure_levels("SPY")
+print(f"Call wall: {levels['levels']['call_wall']}")
+print(f"Put wall: {levels['levels']['put_wall']}")
+print(f"Gamma flip: {levels['levels']['gamma_flip']}")
+
+# Full exposure summary with hedging estimates
+summary = fa.exposure_summary("SPY")  # Growth+
+
+# AI narrative analysis
+narrative = fa.narrative("SPY")  # Growth+
+print(narrative["narrative"]["regime"])
+print(narrative["narrative"]["outlook"])
+```
+
+### Market Data — live quotes and option chains
+
+```python
+# Stock quote
+quote = fa.stock_quote("AAPL")
+print(f"AAPL: ${quote['mid']}")
+
+# Option quote with greeks
+opt = fa.option_quote("SPY", expiry="2026-03-21", strike=660, type="C")  # Growth+
+print(f"Delta: {opt['delta']}, IV: {opt['implied_vol']}")
+
+# Comprehensive stock summary (price, vol, exposure, macro)
+summary = fa.stock_summary("SPY")
+
+# Vol surface (public — no API key needed)
+surface = fa.surface("SPY")
+```
+
+### Pricing — Black-Scholes greeks and implied vol
+
+```python
+# Full BSM greeks (first, second, third order)
+g = fa.greeks(spot=580, strike=580, dte=30, sigma=0.18, type="call")
+print(f"Delta: {g['first_order']['delta']}")
+print(f"Gamma: {g['first_order']['gamma']}")
+print(f"Vanna: {g['second_order']['vanna']}")
+
+# Implied volatility from market price
+result = fa.iv(spot=580, strike=580, dte=30, price=12.69)
+print(f"IV: {result['implied_volatility_pct']}%")
+
+# Kelly criterion position sizing
+kelly = fa.kelly(  # Growth+
+    spot=580, strike=580, dte=30,
+    sigma=0.18, premium=12.69, mu=0.12,
+)
+print(kelly["recommendation"])
+```
+
+### Volatility Analytics — skew, term structure, realized vol
+
+```python
+vol = fa.volatility("TSLA")  # Growth+
+print(f"ATM IV: {vol['atm_iv']}%")
+print(f"RV 20d: {vol['realized_vol']['rv_20d']}%")
+print(f"VRP assessment: {vol['iv_rv_spreads']['assessment']}")
+```
+
+### Historical Data — minute-by-minute from ClickHouse
+
+```python
+# Historical stock quotes
+hist = fa.historical_stock_quote("SPY", date="2026-03-05", time="10:30")
+
+# Historical option quotes
+hist_opt = fa.historical_option_quote(
+    "SPY", date="2026-03-05", expiry="2026-03-20", strike=580, type="C"
+)
+```
+
+### Reference & Account
+
+```python
+# All available tickers
+tickers = fa.tickers()
+
+# Option chain metadata (expirations + strikes)
+chain = fa.options("SPY")
+
+# Symbols with live cached data
+symbols = fa.symbols()
+
+# Account info and quota
+account = fa.account()
+print(f"Plan: {account['plan']}, Remaining: {account['remaining']}")
+```
+
+## Error Handling
+
+```python
+from flashalpha import (
+    FlashAlpha,
+    AuthenticationError,
+    TierRestrictedError,
+    NotFoundError,
+    RateLimitError,
+)
+
+fa = FlashAlpha("YOUR_API_KEY")
+
+try:
+    data = fa.exposure_summary("SPY")
+except AuthenticationError:
+    print("Invalid API key")
+except TierRestrictedError as e:
+    print(f"Need {e.required_plan} plan (you have {e.current_plan})")
+except NotFoundError:
+    print("Symbol not found")
+except RateLimitError as e:
+    print(f"Rate limited — retry after {e.retry_after}s")
+```
+
+## Plans
+
+| Plan | Daily Requests | Highlights |
+|------|---------------|------------|
+| **Free** | 50 | Stock quotes, GEX/DEX/VEX/CHEX by strike, levels, greeks, IV, tickers |
+| **Basic** | 250 | Everything in Free |
+| **Growth** | 2,500 | + Option quotes, exposure summary, narrative, volatility, Kelly sizing |
+| **Pro** | Unlimited | Full access |
+
+**Get your API key at [flashalpha.com](https://flashalpha.com)**
+
+## Links
+
+- [API Documentation](https://flashalpha.com/docs)
+- [GitHub](https://github.com/FlashAlpha-lab/flashalpha-python)

flashalpha-0.1.0/examples/quickstart.py

@@ -0,0 +1,46 @@
+"""FlashAlpha SDK quick start — get running in 3 minutes."""
+
+from flashalpha import FlashAlpha
+
+# 1. Initialize with your API key
+fa = FlashAlpha("YOUR_API_KEY")
+
+# 2. Get gamma exposure for SPY
+gex = fa.gex("SPY")
+print(f"SPY Net GEX: ${gex['net_gex']:,.0f}")
+print(f"Gamma flip: {gex['gamma_flip']:.2f}")
+print(f"Regime: {gex['net_gex_label']}")
+print()
+
+# 3. Key support/resistance levels
+levels = fa.exposure_levels("SPY")["levels"]
+print(f"Call wall (resistance): {levels['call_wall']}")
+print(f"Put wall (support):     {levels['put_wall']}")
+print(f"Gamma flip:             {levels['gamma_flip']:.2f}")
+print(f"0DTE magnet:            {levels['zero_dte_magnet']}")
+print()
+
+# 4. Stock quote
+quote = fa.stock_quote("SPY")
+print(f"SPY: ${quote['mid']:.2f} (bid {quote['bid']:.2f} / ask {quote['ask']:.2f})")
+print()
+
+# 5. BSM greeks calculator
+greeks = fa.greeks(spot=580, strike=580, dte=30, sigma=0.18)
+print("BSM Greeks (580C, 30 DTE, 18% vol):")
+print(f"  Price:  ${greeks['theoretical_price']:.2f}")
+print(f"  Delta:  {greeks['first_order']['delta']:.4f}")
+print(f"  Gamma:  {greeks['first_order']['gamma']:.6f}")
+print(f"  Theta:  {greeks['first_order']['theta']:.4f}")
+print(f"  Vega:   {greeks['first_order']['vega']:.4f}")
+print(f"  Vanna:  {greeks['second_order']['vanna']:.6f}")
+print()
+
+# 6. Implied volatility solver
+iv_result = fa.iv(spot=580, strike=580, dte=30, price=12.69)
+print(f"IV from $12.69 premium: {iv_result['implied_volatility_pct']:.1f}%")
+print()
+
+# 7. Account info
+account = fa.account()
+print(f"Plan: {account['plan']} | Remaining: {account['remaining']}")