tardis-dev - npm Package Compare versions

Comparing version 10.1.7 to 10.1.8

dist/consts.js

@@ -112,3 +112,4 @@ "use strict";
     'option/summary',
-    'option/instruments'
+    'option/instruments',
+    'index/ticker'
 ];
@@ -115,0 +116,0 @@ const COINFLEX_CHANNELS = ['OrderOpened', 'OrderModified', 'OrdersMatched', 'OrderClosed', 'TickerChanged'];

dist/mappers/deribit.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, Trade } from '../types';
+import { BookChange, DerivativeTicker, Trade, OptionSummary } from '../types';
 import { Mapper } from './mapper';
@@ -14,2 +14,10 @@ export declare const deribitTradesMapper: Mapper<'deribit', Trade>;
 }
+export declare class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSummary> {
+    getFilters(symbols?: string[]): {
+        readonly channel: "ticker";
+        readonly symbols: string[] | undefined;
+    }[];
+    canHandle(message: any): boolean;
+    map(message: DeribitOptionTickerMessage, localTimestamp: Date): Generator<OptionSummary, void, unknown>;
+}
 declare type DeribitMessage = {
@@ -25,3 +33,3 @@ params: {
             open_interest: number;
-            last_price: number;
+            last_price: number | null;
             mark_price: number;
@@ -35,3 +43,30 @@ instrument_name: string;
 };
+declare type DeribitOptionTickerMessage = DeribitMessage & {
+    params: {
+        data: {
+            underlying_price: number;
+            underlying_index: string;
+            timestamp: number;
+            open_interest: number;
+            mark_price: number;
+            mark_iv: number;
+            last_price: number | null;
+            instrument_name: string;
+            greeks: {
+                vega: number;
+                theta: number;
+                rho: number;
+                gamma: number;
+                delta: number;
+            };
+            bid_iv: number | undefined;
+            best_bid_price: number | undefined;
+            best_bid_amount: number | undefined;
+            best_ask_price: number | undefined;
+            best_ask_amount: number | undefined;
+            ask_iv: number | undefined;
+        };
+    };
+};
 export {};
 //# sourceMappingURL=deribit.d.ts.map

dist/mappers/deribit.js

@@ -83,3 +83,4 @@ "use strict";
         }
-        return channel.startsWith('ticker');
+        // exclude options tickers
+        return channel.startsWith('ticker') && message.params.data.greeks === undefined;
     }
@@ -109,2 +110,58 @@ getFilters(symbols) {
 exports.DeribitDerivativeTickerMapper = DeribitDerivativeTickerMapper;
+class DeribitOptionSummaryMapper {
+    getFilters(symbols) {
+        return [
+            {
+                channel: 'ticker',
+                symbols
+            }
+        ];
+    }
+    canHandle(message) {
+        const channel = message.params && message.params.channel;
+        if (channel === undefined) {
+            return false;
+        }
+        // options ticker has greeks
+        return channel.startsWith('ticker') && message.params.data.greeks !== undefined;
+    }
+    *map(message, localTimestamp) {
+        const optionInfo = message.params.data;
+        //e.g., BTC-8JUN20-8750-P
+        const symbolParts = optionInfo.instrument_name.split('-');
+        const isPut = symbolParts[3] === 'P';
+        const strikePrice = Number(symbolParts[2]);
+        const expirationDate = new Date(symbolParts[1] + 'Z');
+        expirationDate.setUTCHours(8);
+        const optionSummary = {
+            type: 'option_summary',
+            symbol: optionInfo.instrument_name,
+            exchange: 'deribit',
+            optionType: isPut ? 'put' : 'call',
+            strikePrice,
+            expirationDate,
+            bestBidPrice: optionInfo.best_bid_price === 0 ? undefined : optionInfo.best_bid_price,
+            bestBidAmount: optionInfo.best_bid_amount === 0 ? undefined : optionInfo.best_bid_amount,
+            bestBidIV: optionInfo.bid_iv === 0 ? undefined : optionInfo.bid_iv,
+            bestAskPrice: optionInfo.best_ask_price === 0 ? undefined : optionInfo.best_ask_price,
+            bestAskAmount: optionInfo.best_ask_amount === 0 ? undefined : optionInfo.best_ask_amount,
+            bestAskIV: optionInfo.ask_iv === 0 ? undefined : optionInfo.ask_iv,
+            lastPrice: optionInfo.last_price !== null ? optionInfo.last_price : undefined,
+            openInterest: optionInfo.open_interest,
+            markPrice: optionInfo.mark_price,
+            markIV: optionInfo.mark_iv,
+            delta: optionInfo.greeks.delta,
+            gamma: optionInfo.greeks.gamma,
+            vega: optionInfo.greeks.vega,
+            theta: optionInfo.greeks.theta,
+            rho: optionInfo.greeks.rho,
+            underlyingPrice: optionInfo.underlying_price,
+            underlyingIndex: optionInfo.underlying_index,
+            timestamp: new Date(optionInfo.timestamp),
+            localTimestamp: localTimestamp
+        };
+        yield optionSummary;
+    }
+}
+exports.DeribitOptionSummaryMapper = DeribitOptionSummaryMapper;
 //# sourceMappingURL=deribit.js.map

dist/mappers/index.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, Trade } from '../types';
+import { BookChange, DerivativeTicker, Trade, OptionSummary } from '../types';
 import { Mapper } from './mapper';
@@ -7,2 +7,3 @@ export * from './mapper';
 export declare const normalizeDerivativeTickers: <T extends "bitmex" | "deribit" | "binance-futures" | "ftx" | "okex-futures" | "okex-swap" | "bitfinex-derivatives" | "cryptofacilities" | "bybit" | "phemex">(exchange: T, _localTimestamp: Date) => Mapper<T, DerivativeTicker>;
+export declare const normalizeOptionsSummary: <T extends "deribit" | "okex-options">(exchange: T, _localTimestamp: Date) => Mapper<T, OptionSummary>;
 //# sourceMappingURL=index.d.ts.map

dist/mappers/index.js

@@ -101,2 +101,6 @@ "use strict";
 };
+const optionsSummaryMappers = {
+    deribit: () => new deribit_1.DeribitOptionSummaryMapper(),
+    'okex-options': () => new okex_1.OkexOptionSummaryMapper()
+};
 exports.normalizeTrades = (exchange, _localTimestamp) => {
@@ -123,2 +127,9 @@ const createTradesMapper = tradesMappers[exchange];
 };
+exports.normalizeOptionsSummary = (exchange, _localTimestamp) => {
+    const createOptionSummaryMapper = optionsSummaryMappers[exchange];
+    if (createOptionSummaryMapper === undefined) {
+        throw new Error(`normalizeOptionsSummary: ${exchange} not supported`);
+    }
+    return createOptionSummaryMapper();
+};
 //# sourceMappingURL=index.js.map

dist/mappers/okex.d.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types';
+import { BookChange, DerivativeTicker, Exchange, Trade, OptionSummary } from '../types';
 import { Mapper } from './mapper';
@@ -40,4 +40,19 @@ export declare class OkexTradesMapper implements Mapper<OKEX_EXCHANGES, Trade> {
 }
+export declare class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
+    private readonly _indexPrices;
+    private readonly expiration_regex;
+    canHandle(message: OkexDataMessage): boolean;
+    getFilters(symbols?: string[]): ({
+        readonly channel: "option/summary";
+        readonly symbols: string[] | undefined;
+        readonly indexes?: undefined;
+    } | {
+        readonly channel: "index/ticker";
+        readonly indexes: string[] | undefined;
+        readonly symbols?: undefined;
+    })[];
+    map(message: OkexOptionSummaryData | OkexIndexData, localTimestamp: Date): IterableIterator<OptionSummary> | undefined;
+}
 declare type OkexDataMessage = {
-    table: FilterForExchange['okex']['channel'];
+    table: string;
 };
@@ -93,3 +108,34 @@ declare type OKexTradesDataMessage = {
 declare type OKEX_MARKETS = 'spot' | 'swap' | 'futures' | 'option';
+declare type OkexIndexData = {
+    table: 'index/ticker';
+    data: [{
+        last: number;
+        instrument_id: string;
+    }];
+};
+declare type OkexOptionSummaryData = {
+    table: 'option/summary';
+    data: [{
+        instrument_id: string;
+        underlying: string;
+        best_ask: string;
+        best_bid: string;
+        best_ask_size: string;
+        best_bid_size: string;
+        change_rate: string;
+        delta: string;
+        gamma: string;
+        bid_vol: string;
+        ask_vol: string;
+        mark_vol: string;
+        last: string;
+        leverage: string;
+        mark_price: string;
+        theta: string;
+        vega: string;
+        open_interest: string;
+        timestamp: string;
+    }];
+};
 export {};
 //# sourceMappingURL=okex.d.ts.map

dist/mappers/okex.js

@@ -151,2 +151,77 @@ "use strict";
 exports.OkexDerivativeTickerMapper = OkexDerivativeTickerMapper;
+class OkexOptionSummaryMapper {
+    constructor() {
+        this._indexPrices = new Map();
+        this.expiration_regex = /(\d{2})(\d{2})(\d{2})/;
+    }
+    canHandle(message) {
+        return message.table === 'index/ticker' || message.table === 'option/summary';
+    }
+    getFilters(symbols) {
+        const indexes = symbols !== undefined
+            ? symbols.map((s) => {
+                const symbolParts = s.split('-');
+                return `${symbolParts[0]}-${symbolParts[1]}`;
+            })
+            : undefined;
+        return [
+            {
+                channel: `option/summary`,
+                symbols
+            },
+            {
+                channel: `index/ticker`,
+                indexes
+            }
+        ];
+    }
+    *map(message, localTimestamp) {
+        if (message.table === 'index/ticker') {
+            for (const index of message.data) {
+                const lastIndexPrice = Number(index.last);
+                if (lastIndexPrice > 0) {
+                    this._indexPrices.set(index.instrument_id, lastIndexPrice);
+                }
+            }
+            return;
+        }
+        for (const summary of message.data) {
+            const symbolParts = summary.instrument_id.split('-');
+            const isPut = symbolParts[4] === 'P';
+            const strikePrice = Number(symbolParts[3]);
+            var dateArray = this.expiration_regex.exec(symbolParts[2]);
+            const expirationDate = new Date(Date.UTC(+('20' + dateArray[1]), +dateArray[2] - 1, +dateArray[3], 8, 0, 0, 0));
+            const lastUnderlyingPrice = this._indexPrices.get(summary.underlying);
+            const optionSummary = {
+                type: 'option_summary',
+                symbol: summary.instrument_id,
+                exchange: 'okex-options',
+                optionType: isPut ? 'put' : 'call',
+                strikePrice,
+                expirationDate,
+                bestBidPrice: Number(summary.best_bid) === 0 ? undefined : Number(summary.best_bid),
+                bestBidAmount: Number(summary.best_bid_size) === 0 ? undefined : Number(summary.best_bid_size),
+                bestBidIV: Number(summary.bid_vol) === 0 ? undefined : Number(summary.bid_vol),
+                bestAskPrice: Number(summary.best_ask) === 0 ? undefined : Number(summary.best_ask),
+                bestAskAmount: Number(summary.best_ask_size) === 0 ? undefined : Number(summary.best_ask_size),
+                bestAskIV: Number(summary.ask_vol) === 0 ? undefined : Number(summary.ask_vol),
+                lastPrice: Number(summary.last) === 0 ? undefined : Number(summary.last),
+                openInterest: Number(summary.open_interest),
+                markPrice: Number(summary.mark_price),
+                markIV: Number(summary.mark_vol),
+                delta: Number(summary.delta),
+                gamma: Number(summary.gamma),
+                vega: Number(summary.vega),
+                theta: Number(summary.theta),
+                rho: undefined,
+                underlyingPrice: lastUnderlyingPrice,
+                underlyingIndex: summary.underlying,
+                timestamp: new Date(summary.timestamp),
+                localTimestamp: localTimestamp
+            };
+            yield optionSummary;
+        }
+    }
+}
+exports.OkexOptionSummaryMapper = OkexOptionSummaryMapper;
 //# sourceMappingURL=okex.js.map

dist/types.d.ts

@@ -60,2 +60,25 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts';
 };
+export declare type OptionSummary = NormalizedData & {
+    type: 'option_summary';
+    optionType: 'put' | 'call';
+    strikePrice: number;
+    expirationDate: Date;
+    bestBidPrice: number | undefined;
+    bestBidAmount: number | undefined;
+    bestBidIV: number | undefined;
+    bestAskPrice: number | undefined;
+    bestAskAmount: number | undefined;
+    bestAskIV: number | undefined;
+    lastPrice: number | undefined;
+    openInterest: number;
+    markPrice: number;
+    markIV: number;
+    delta: number;
+    gamma: number;
+    vega: number;
+    theta: number;
+    rho: number | undefined;
+    underlyingPrice: number | undefined;
+    underlyingIndex: string;
+};
 export declare type Disconnect = {
@@ -62,0 +85,0 @@ readonly type: 'disconnect';

package.json

 {
   "name": "tardis-dev",
-  "version": "10.1.7",
+  "version": "10.1.8",
   "engines": {
@@ -5,0 +5,0 @@ "node": ">=12"

src/consts.ts

@@ -121,3 +121,4 @@ export const EXCHANGES = [
   'option/summary',
-  'option/instruments'
+  'option/instruments',
+  'index/ticker'
 ]
@@ -124,0 +125,0 @@

src/mappers/deribit.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, Trade } from '../types'
+import { BookChange, DerivativeTicker, Trade, OptionSummary } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
@@ -95,3 +95,4 @@
 
-    return channel.startsWith('ticker')
+    // exclude options tickers
+    return channel.startsWith('ticker') && message.params.data.greeks === undefined
   }
@@ -125,2 +126,73 @@
 
+export class DeribitOptionSummaryMapper implements Mapper<'deribit', OptionSummary> {
+  getFilters(symbols?: string[]) {
+    return [
+      {
+        channel: 'ticker',
+        symbols
+      } as const
+    ]
+  }
+
+  canHandle(message: any) {
+    const channel = message.params && message.params.channel
+    if (channel === undefined) {
+      return false
+    }
+
+    // options ticker has greeks
+    return channel.startsWith('ticker') && message.params.data.greeks !== undefined
+  }
+
+  *map(message: DeribitOptionTickerMessage, localTimestamp: Date) {
+    const optionInfo = message.params.data
+
+    //e.g., BTC-8JUN20-8750-P
+    const symbolParts = optionInfo.instrument_name.split('-')
+
+    const isPut = symbolParts[3] === 'P'
+
+    const strikePrice = Number(symbolParts[2])
+    const expirationDate = new Date(symbolParts[1] + 'Z')
+    expirationDate.setUTCHours(8)
+
+    const optionSummary: OptionSummary = {
+      type: 'option_summary',
+      symbol: optionInfo.instrument_name,
+      exchange: 'deribit',
+      optionType: isPut ? 'put' : 'call',
+      strikePrice,
+      expirationDate,
+
+      bestBidPrice: optionInfo.best_bid_price === 0 ? undefined : optionInfo.best_bid_price,
+      bestBidAmount: optionInfo.best_bid_amount === 0 ? undefined : optionInfo.best_bid_amount,
+      bestBidIV: optionInfo.bid_iv === 0 ? undefined : optionInfo.bid_iv,
+
+      bestAskPrice: optionInfo.best_ask_price === 0 ? undefined : optionInfo.best_ask_price,
+      bestAskAmount: optionInfo.best_ask_amount === 0 ? undefined : optionInfo.best_ask_amount,
+      bestAskIV: optionInfo.ask_iv === 0 ? undefined : optionInfo.ask_iv,
+
+      lastPrice: optionInfo.last_price !== null ? optionInfo.last_price : undefined,
+      openInterest: optionInfo.open_interest,
+
+      markPrice: optionInfo.mark_price,
+      markIV: optionInfo.mark_iv,
+
+      delta: optionInfo.greeks.delta,
+      gamma: optionInfo.greeks.gamma,
+      vega: optionInfo.greeks.vega,
+      theta: optionInfo.greeks.theta,
+      rho: optionInfo.greeks.rho,
+
+      underlyingPrice: optionInfo.underlying_price,
+      underlyingIndex: optionInfo.underlying_index,
+
+      timestamp: new Date(optionInfo.timestamp),
+      localTimestamp: localTimestamp
+    }
+
+    yield optionSummary
+  }
+}
+
 type DeribitMessage = {
@@ -165,3 +237,3 @@ params: {
       open_interest: number
-      last_price: number
+      last_price: number | null
       mark_price: number
@@ -175,1 +247,25 @@ instrument_name: string
 }
+
+type DeribitOptionTickerMessage = DeribitMessage & {
+  params: {
+    data: {
+      underlying_price: number
+      underlying_index: string
+      timestamp: number
+      open_interest: number
+      mark_price: number
+      mark_iv: number
+      last_price: number | null
+
+      instrument_name: string
+      greeks: { vega: number; theta: number; rho: number; gamma: number; delta: number }
+
+      bid_iv: number | undefined
+      best_bid_price: number | undefined
+      best_bid_amount: number | undefined
+      best_ask_price: number | undefined
+      best_ask_amount: number | undefined
+      ask_iv: number | undefined
+    }
+  }
+}

src/mappers/index.ts

 import { ONE_SEC_IN_MS } from '../handy'
-import { BookChange, DerivativeTicker, Trade } from '../types'
+import { BookChange, DerivativeTicker, Trade, OptionSummary } from '../types'
 import {
@@ -17,3 +17,3 @@ BinanceBookChangeMapper,
 import { cryptofacilitiesBookChangeMapper, CryptofacilitiesDerivativeTickerMapper, cryptofacilitiesTradesMapper } from './cryptofacilities'
-import { deribitBookChangeMapper, DeribitDerivativeTickerMapper, deribitTradesMapper } from './deribit'
+import { deribitBookChangeMapper, DeribitDerivativeTickerMapper, deribitTradesMapper, DeribitOptionSummaryMapper } from './deribit'
 import { ftxBookChangeMapper, ftxTradesMapper, FTXDerivativeTickerMapper } from './ftx'
@@ -25,3 +25,3 @@ import { geminiBookChangeMapper, geminiTradesMapper } from './gemini'
 import { Mapper } from './mapper'
-import { OkexBookChangeMapper, OkexDerivativeTickerMapper, OkexTradesMapper } from './okex'
+import { OkexBookChangeMapper, OkexDerivativeTickerMapper, OkexTradesMapper, OkexOptionSummaryMapper } from './okex'
 import { phemexTradesMapper, phemexBookChangeMapper, PhemexDerivativeTickerMapper } from './phemex'
@@ -117,2 +117,7 @@
 
+const optionsSummaryMappers = {
+  deribit: () => new DeribitOptionSummaryMapper(),
+  'okex-options': () => new OkexOptionSummaryMapper()
+}
+
 export const normalizeTrades = <T extends keyof typeof tradesMappers>(exchange: T, _localTimestamp: Date): Mapper<T, Trade> => {
@@ -153,1 +158,14 @@ const createTradesMapper = tradesMappers[exchange]
 }
+
+export const normalizeOptionsSummary = <T extends keyof typeof optionsSummaryMappers>(
+  exchange: T,
+  _localTimestamp: Date
+): Mapper<T, OptionSummary> => {
+  const createOptionSummaryMapper = optionsSummaryMappers[exchange]
+
+  if (createOptionSummaryMapper === undefined) {
+    throw new Error(`normalizeOptionsSummary: ${exchange} not supported`)
+  }
+
+  return createOptionSummaryMapper() as any
+}

src/mappers/okex.ts

@@ -1,2 +0,2 @@
-import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade } from '../types'
+import { BookChange, DerivativeTicker, Exchange, FilterForExchange, Trade, OptionSummary } from '../types'
 import { Mapper, PendingTickerInfoHelper } from './mapper'
@@ -171,4 +171,94 @@
 
+export class OkexOptionSummaryMapper implements Mapper<'okex-options', OptionSummary> {
+  private readonly _indexPrices = new Map<string, number>()
+  private readonly expiration_regex = /(\d{2})(\d{2})(\d{2})/
+
+  canHandle(message: OkexDataMessage) {
+    return message.table === 'index/ticker' || message.table === 'option/summary'
+  }
+
+  getFilters(symbols?: string[]) {
+    const indexes =
+      symbols !== undefined
+        ? symbols.map((s) => {
+            const symbolParts = s.split('-')
+            return `${symbolParts[0]}-${symbolParts[1]}`
+          })
+        : undefined
+
+    return [
+      {
+        channel: `option/summary`,
+        symbols
+      } as const,
+      {
+        channel: `index/ticker`,
+        indexes
+      } as const
+    ]
+  }
+
+  *map(message: OkexOptionSummaryData | OkexIndexData, localTimestamp: Date): IterableIterator<OptionSummary> | undefined {
+    if (message.table === 'index/ticker') {
+      for (const index of message.data) {
+        const lastIndexPrice = Number(index.last)
+        if (lastIndexPrice > 0) {
+          this._indexPrices.set(index.instrument_id, lastIndexPrice)
+        }
+      }
+      return
+    }
+
+    for (const summary of message.data) {
+      const symbolParts = summary.instrument_id.split('-')
+      const isPut = symbolParts[4] === 'P'
+      const strikePrice = Number(symbolParts[3])
+
+      var dateArray = this.expiration_regex.exec(symbolParts[2])!
+
+      const expirationDate = new Date(Date.UTC(+('20' + dateArray[1]), +dateArray[2] - 1, +dateArray[3], 8, 0, 0, 0))
+      const lastUnderlyingPrice = this._indexPrices.get(summary.underlying)
+
+      const optionSummary: OptionSummary = {
+        type: 'option_summary',
+        symbol: summary.instrument_id,
+        exchange: 'okex-options',
+        optionType: isPut ? 'put' : 'call',
+        strikePrice,
+        expirationDate,
+
+        bestBidPrice: Number(summary.best_bid) === 0 ? undefined : Number(summary.best_bid),
+        bestBidAmount: Number(summary.best_bid_size) === 0 ? undefined : Number(summary.best_bid_size),
+        bestBidIV: Number(summary.bid_vol) === 0 ? undefined : Number(summary.bid_vol),
+
+        bestAskPrice: Number(summary.best_ask) === 0 ? undefined : Number(summary.best_ask),
+        bestAskAmount: Number(summary.best_ask_size) === 0 ? undefined : Number(summary.best_ask_size),
+        bestAskIV: Number(summary.ask_vol) === 0 ? undefined : Number(summary.ask_vol),
+
+        lastPrice: Number(summary.last) === 0 ? undefined : Number(summary.last),
+        openInterest: Number(summary.open_interest),
+
+        markPrice: Number(summary.mark_price),
+        markIV: Number(summary.mark_vol),
+
+        delta: Number(summary.delta),
+        gamma: Number(summary.gamma),
+        vega: Number(summary.vega),
+        theta: Number(summary.theta),
+        rho: undefined,
+
+        underlyingPrice: lastUnderlyingPrice,
+        underlyingIndex: summary.underlying,
+
+        timestamp: new Date(summary.timestamp),
+        localTimestamp: localTimestamp
+      }
+
+      yield optionSummary
+    }
+  }
+}
+
 type OkexDataMessage = {
-  table: FilterForExchange['okex']['channel']
+  table: string
 }
@@ -232,1 +322,38 @@
 type OKEX_MARKETS = 'spot' | 'swap' | 'futures' | 'option'
+
+type OkexIndexData = {
+  table: 'index/ticker'
+  data: [
+    {
+      last: number
+      instrument_id: string
+    }
+  ]
+}
+
+type OkexOptionSummaryData = {
+  table: 'option/summary'
+  data: [
+    {
+      instrument_id: string
+      underlying: string
+      best_ask: string
+      best_bid: string
+      best_ask_size: string
+      best_bid_size: string
+      change_rate: string
+      delta: string
+      gamma: string
+      bid_vol: string
+      ask_vol: string
+      mark_vol: string
+      last: string
+      leverage: string
+      mark_price: string
+      theta: string
+      vega: string
+      open_interest: string
+      timestamp: string
+    }
+  ]
+}

src/types.ts

@@ -68,2 +68,33 @@ import { EXCHANGES, EXCHANGE_CHANNELS_INFO } from './consts'
 
+export type OptionSummary = NormalizedData & {
+  type: 'option_summary'
+  optionType: 'put' | 'call'
+  strikePrice: number
+
+  expirationDate: Date
+
+  bestBidPrice: number | undefined
+  bestBidAmount: number | undefined
+  bestBidIV: number | undefined
+
+  bestAskPrice: number | undefined
+  bestAskAmount: number | undefined
+  bestAskIV: number | undefined
+
+  lastPrice: number | undefined
+  openInterest: number
+
+  markPrice: number
+  markIV: number
+
+  delta: number
+  gamma: number
+  vega: number
+  theta: number
+  rho: number | undefined
+
+  underlyingPrice: number | undefined
+  underlyingIndex: string
+}
+
 export type Disconnect = {
@@ -70,0 +101,0 @@ readonly type: 'disconnect'

New alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

Found 1 instance in 1 package

Fixed alerts

License Policy Violation

License

This package is not allowed per your license policy. Review the package's license to ensure compliance.

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Improved metrics

Total package byte prevSize

729233

increased by3.73%

Lines of code

12912

increased by3.79%

No dependency changes