Compare commits
6 Commits
v0.1.0-alp
...
master
| Author | SHA1 | Date |
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9b21b40da8 | |
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14d079bb35 | |
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f35924eb54 | |
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b8f590708d | |
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2949da2937 | |
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3d8968e593 |
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@ -18,3 +18,6 @@ Thumbs.db
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# Logs
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*.log
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# Research materials
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tanuki_research/
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@ -15,7 +15,10 @@ import DashboardPage from "@/pages/dashboard";
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import GammaLevelsPage from "@/pages/gamma-levels";
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import ExpiryMatrixPage from "@/pages/expiry-matrix";
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import ScreenerPage from "@/pages/screener";
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import FuturesLevelsPage from "@/pages/futures-levels";
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import TanukiTradesPage from "@/pages/tanuki-trades";
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import SettingsPage from "@/pages/settings";
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import { ErrorBoundary } from "@/components/error-boundary";
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import AccountPage from "@/pages/account";
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import LoginPage from "@/pages/login";
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import VerifyPage from "@/pages/verify";
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@ -27,6 +30,8 @@ function usePageTitle(): string {
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if (location.startsWith("/gamma")) return "Gamma Levels";
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if (location.startsWith("/expiry")) return "Expiry Matrix";
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if (location.startsWith("/screener")) return "Screener";
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if (location.startsWith("/futures")) return "Futures Levels";
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if (location.startsWith("/tanuki")) return "Tanuki Trades";
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if (location.startsWith("/settings")) return "Settings & API";
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if (location.startsWith("/account")) return "Account";
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if (location.startsWith("/login")) return "Sign In";
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@ -91,6 +96,12 @@ function AppShell() {
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<Route path="/gamma" component={() => <ProtectedRoute component={GammaLevelsPage} />} />
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<Route path="/expiry" component={() => <ProtectedRoute component={ExpiryMatrixPage} />} />
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<Route path="/screener" component={() => <ProtectedRoute component={ScreenerPage} />} />
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<Route path="/futures" component={() => <ProtectedRoute component={FuturesLevelsPage} />} />
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<Route path="/tanuki" component={() => <ProtectedRoute component={() => (
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<ErrorBoundary>
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<TanukiTradesPage />
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</ErrorBoundary>
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)} />} />
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<Route path="/settings" component={() => <ProtectedRoute component={SettingsPage} />} />
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<Route component={NotFound} />
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</Switch>
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@ -1,4 +1,4 @@
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import { LayoutDashboard, Activity, CalendarRange, ListFilter, Settings2, UserCircle } from "lucide-react";
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import { LayoutDashboard, Activity, CalendarRange, ListFilter, TrendingUp as TrendingUpIcon, Target, Settings2, UserCircle } from "lucide-react";
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import { Link, useLocation } from "wouter";
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import {
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Sidebar,
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@ -19,6 +19,8 @@ const NAV = [
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{ title: "Gamma Levels", url: "/gamma", icon: Activity, testid: "nav-gamma" },
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{ title: "Expiry Matrix", url: "/expiry", icon: CalendarRange, testid: "nav-expiry" },
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{ title: "Screener", url: "/screener", icon: ListFilter, testid: "nav-screener" },
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{ title: "Futures Levels", url: "/futures", icon: TrendingUpIcon, testid: "nav-futures" },
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{ title: "Tanuki Trades", url: "/tanuki", icon: Target, testid: "nav-tanuki" },
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{ title: "Settings & API", url: "/settings", icon: Settings2, testid: "nav-settings" },
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{ title: "Account", url: "/account", icon: UserCircle, testid: "nav-account" },
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];
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@ -0,0 +1,59 @@
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import { Component, ErrorInfo, ReactNode } from "react";
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import { AlertTriangle, RefreshCw } from "lucide-react";
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import { Button } from "@/components/ui/button";
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import { Card, CardContent } from "@/components/ui/card";
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interface Props {
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children: ReactNode;
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fallback?: ReactNode;
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}
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interface State {
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hasError: boolean;
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error: Error | null;
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}
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export class ErrorBoundary extends Component<Props, State> {
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constructor(props: Props) {
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super(props);
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this.state = { hasError: false, error: null };
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}
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static getDerivedStateFromError(error: Error): State {
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return { hasError: true, error };
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}
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componentDidCatch(error: Error, errorInfo: ErrorInfo) {
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console.error("[ErrorBoundary] Caught:", error, errorInfo.componentStack);
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}
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render() {
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if (this.state.hasError) {
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if (this.props.fallback) {
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return this.props.fallback;
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}
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return (
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<Card className="m-4">
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<CardContent className="flex flex-col items-center justify-center gap-4 p-8 text-center">
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<AlertTriangle className="h-10 w-10 text-destructive" />
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<div>
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<h3 className="text-sm font-semibold">Something went wrong</h3>
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<p className="text-xs text-muted-foreground mt-1">
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{this.state.error?.message || "An unexpected error occurred"}
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</p>
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</div>
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<Button
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variant="outline"
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size="sm"
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onClick={() => this.setState({ hasError: false, error: null })}
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>
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<RefreshCw className="h-3 w-3 mr-1" />
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Try again
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</Button>
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</CardContent>
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</Card>
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);
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}
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return this.props.children;
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}
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}
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@ -1,6 +1,8 @@
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import { useQuery } from "@tanstack/react-query";
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import { useState } from "react";
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import { useQuery, useMutation, useQueryClient } from "@tanstack/react-query";
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import type { SymbolInfo } from "@shared/schema";
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import { useSymbol } from "@/lib/symbol-context";
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import { useAuth } from "@/lib/auth-context";
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import {
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Select,
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SelectContent,
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@ -10,16 +12,78 @@ import {
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SelectTrigger,
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SelectValue,
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} from "@/components/ui/select";
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import { Input } from "@/components/ui/input";
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import { Button } from "@/components/ui/button";
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import { Badge } from "@/components/ui/badge";
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import { Trash2, Plus, X, Lock } from "lucide-react";
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export function SymbolSelector() {
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const { symbol, setSymbol } = useSymbol();
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const { data } = useQuery<SymbolInfo[]>({ queryKey: ["/api/symbols"] });
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const { user } = useAuth();
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const queryClient = useQueryClient();
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const [newTicker, setNewTicker] = useState("");
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const [newName, setNewName] = useState("");
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const [showAdd, setShowAdd] = useState(false);
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const isAuthenticated = !!user;
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const { data } = useQuery<SymbolInfo[]>({
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queryKey: ["/api/symbols"],
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enabled: isAuthenticated,
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});
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const symbols = data ?? [];
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const builtInSymbols = symbols.filter((s) => !s.custom);
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const customSymbols = symbols.filter((s) => s.custom);
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const addMutation = useMutation({
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mutationFn: async (body: { ticker: string; name: string }) => {
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const res = await fetch("/api/symbols", {
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method: "POST",
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headers: { "Content-Type": "application/json" },
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body: JSON.stringify(body),
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credentials: "include",
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});
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if (!res.ok) {
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const err = await res.json();
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throw new Error(err.error || "Failed to add symbol");
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}
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return res.json();
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},
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onSuccess: () => {
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queryClient.invalidateQueries({ queryKey: ["/api/symbols"] });
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setNewTicker("");
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setNewName("");
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setShowAdd(false);
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},
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});
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const deleteMutation = useMutation({
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mutationFn: async (ticker: string) => {
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const res = await fetch(`/api/symbols/${ticker}`, { method: "DELETE", credentials: "include" });
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if (!res.ok) {
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const err = await res.json();
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throw new Error(err.error || "Failed to delete symbol");
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}
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return res.json();
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},
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onSuccess: (_data, ticker) => {
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queryClient.invalidateQueries({ queryKey: ["/api/symbols"] });
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// If deleted symbol is currently selected, switch to SPY
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if (symbol === ticker) {
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setSymbol("SPY");
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}
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},
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});
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const handleAdd = () => {
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if (!newTicker.trim() || !newName.trim()) return;
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addMutation.mutate({ ticker: newTicker, name: newName });
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};
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return (
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<div className="flex flex-col gap-2">
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<Select value={symbol} onValueChange={setSymbol}>
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<SelectTrigger
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className="h-9 w-[160px] font-mono text-sm"
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className="h-9 w-[200px] font-mono text-sm"
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aria-label="Active symbol"
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data-testid="select-symbol"
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>
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@ -27,8 +91,8 @@ export function SymbolSelector() {
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</SelectTrigger>
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<SelectContent>
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<SelectGroup>
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<SelectLabel>Symbols</SelectLabel>
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{symbols.map((s) => (
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<SelectLabel>Default Symbols</SelectLabel>
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{builtInSymbols.map((s) => (
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<SelectItem
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key={s.ticker}
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value={s.ticker}
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@ -41,7 +105,122 @@ export function SymbolSelector() {
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</SelectItem>
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))}
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</SelectGroup>
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{customSymbols.length > 0 && (
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<SelectGroup>
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<SelectLabel>Custom</SelectLabel>
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{customSymbols.map((s) => (
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<SelectItem
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key={s.ticker}
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value={s.ticker}
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data-testid={`option-symbol-${s.ticker}`}
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>
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<div className="flex items-center justify-between w-full gap-2">
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<div className="flex items-baseline gap-2">
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<span className="font-mono font-medium">{s.ticker}</span>
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<span className="truncate text-xs text-muted-foreground">{s.name}</span>
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<Badge variant="secondary" className="text-[10px]">custom</Badge>
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</div>
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{isAuthenticated ? (
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<Button
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variant="ghost"
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size="icon"
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className="h-5 w-5 -mr-2 hover:text-destructive"
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onClick={(e) => {
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e.stopPropagation();
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deleteMutation.mutate(s.ticker);
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}}
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>
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<Trash2 className="h-3 w-3" />
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</Button>
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) : (
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<Lock className="h-3 w-3 text-muted-foreground" />
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)}
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</div>
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</SelectItem>
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))}
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</SelectGroup>
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)}
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</SelectContent>
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</Select>
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{/* Add Symbol Button / Form */}
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<div className="flex items-center gap-1">
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{!showAdd ? (
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<Button
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variant="ghost"
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size="sm"
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className="h-7 text-xs gap-1"
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onClick={() => {
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if (!isAuthenticated) {
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window.location.hash = "/login";
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return;
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}
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setShowAdd(true);
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}}
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>
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<Plus className="h-3 w-3" />
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Add Symbol
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{!isAuthenticated && <Lock className="h-3 w-3 text-muted-foreground" />}
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</Button>
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) : (
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<div className="flex items-center gap-1 w-full">
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<Input
|
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placeholder="TICKER"
|
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value={newTicker}
|
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onChange={(e) => setNewTicker(e.target.value.toUpperCase().slice(0, 8))}
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className="h-7 w-20 text-xs font-mono"
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onKeyDown={(e) => {
|
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if (e.key === "Enter") handleAdd();
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if (e.key === "Escape") {
|
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setShowAdd(false);
|
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setNewTicker("");
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setNewName("");
|
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}
|
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}}
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/>
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<Input
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placeholder="Name"
|
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value={newName}
|
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onChange={(e) => setNewName(e.target.value)}
|
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className="h-7 flex-1 text-xs"
|
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onKeyDown={(e) => {
|
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if (e.key === "Enter") handleAdd();
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if (e.key === "Escape") {
|
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setShowAdd(false);
|
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setNewTicker("");
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setNewName("");
|
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}
|
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}}
|
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/>
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<Button
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size="icon"
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className="h-7 w-7"
|
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onClick={handleAdd}
|
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disabled={addMutation.isPending || !newTicker.trim() || !newName.trim()}
|
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>
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<Plus className="h-3 w-3" />
|
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</Button>
|
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<Button
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variant="ghost"
|
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size="icon"
|
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className="h-7 w-7"
|
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onClick={() => {
|
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setShowAdd(false);
|
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setNewTicker("");
|
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setNewName("");
|
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}}
|
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>
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<X className="h-3 w-3" />
|
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</Button>
|
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{addMutation.isPending && (
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<span className="text-xs text-muted-foreground">Adding...</span>
|
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)}
|
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{addMutation.error && (
|
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<span className="text-xs text-destructive">{addMutation.error.message}</span>
|
||||
)}
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
|
|
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|
|
@ -31,7 +31,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
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const [, setLocation] = useLocation();
|
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|
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useEffect(() => {
|
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fetch("/api/auth/me")
|
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fetch("/api/auth/me", { credentials: "include" })
|
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.then((r) => {
|
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if (r.ok) return r.json();
|
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throw new Error("not authenticated");
|
||||
|
|
@ -49,6 +49,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
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method: "POST",
|
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headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ email, password }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Authentication failed" }));
|
||||
|
|
@ -57,8 +58,9 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
}
|
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const data: User = await res.json();
|
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setUser(data);
|
||||
// Use full page navigation to dashboard - bypasses hash router issues
|
||||
window.location.hash = "/";
|
||||
// Full page reload to ensure auth state is established before ProtectedRoute runs
|
||||
await new Promise(resolve => setTimeout(resolve, 100));
|
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window.location.href = "/#/";
|
||||
};
|
||||
|
||||
const register = async (name: string, email: string, password: string) => {
|
||||
|
|
@ -67,6 +69,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ name, email, password }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Registration failed" }));
|
||||
|
|
@ -79,7 +82,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
};
|
||||
|
||||
const logout = async () => {
|
||||
await fetch("/api/auth/logout", { method: "POST" });
|
||||
await fetch("/api/auth/logout", { method: "POST", credentials: "include" });
|
||||
setUser(null);
|
||||
setLocation("/login");
|
||||
};
|
||||
|
|
@ -90,6 +93,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
method: "PUT",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify(data),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Update failed" }));
|
||||
|
|
@ -107,6 +111,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
method: "PUT",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ currentPassword: current, newPassword: newPass }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Password change failed" }));
|
||||
|
|
@ -123,6 +128,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ email }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Request failed" }));
|
||||
|
|
@ -139,6 +145,7 @@ export function AuthProvider({ children }: { children: ReactNode }) {
|
|||
method: "POST",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ email }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) {
|
||||
const err = await res.json().catch(() => ({ error: "Failed to resend" }));
|
||||
|
|
|
|||
|
|
@ -18,6 +18,7 @@ export async function apiRequest(
|
|||
method,
|
||||
headers: data ? { "Content-Type": "application/json" } : {},
|
||||
body: data ? JSON.stringify(data) : undefined,
|
||||
credentials: "include",
|
||||
});
|
||||
|
||||
await throwIfResNotOk(res);
|
||||
|
|
@ -30,7 +31,9 @@ export const getQueryFn: <T>(options: {
|
|||
}) => QueryFunction<T> =
|
||||
({ on401: unauthorizedBehavior }) =>
|
||||
async ({ queryKey }) => {
|
||||
const res = await fetch(`${API_BASE}${queryKey.join("/")}`);
|
||||
const res = await fetch(`${API_BASE}${queryKey.join("/")}`, {
|
||||
credentials: "include",
|
||||
});
|
||||
|
||||
if (unauthorizedBehavior === "returnNull" && res.status === 401) {
|
||||
return null;
|
||||
|
|
|
|||
|
|
@ -0,0 +1,459 @@
|
|||
import { useQuery } from "@tanstack/react-query";
|
||||
import { useSymbol } from "@/lib/symbol-context";
|
||||
import { fmtCurrency, fmtCompactCurrency, fmtPct } from "@/lib/format";
|
||||
import {
|
||||
Card,
|
||||
CardContent,
|
||||
CardHeader,
|
||||
CardTitle,
|
||||
CardDescription,
|
||||
} from "@/components/ui/card";
|
||||
import { Badge } from "@/components/ui/badge";
|
||||
import {
|
||||
Table,
|
||||
TableBody,
|
||||
TableCell,
|
||||
TableHead,
|
||||
TableHeader,
|
||||
TableRow,
|
||||
} from "@/components/ui/table";
|
||||
import {
|
||||
Bar,
|
||||
BarChart,
|
||||
CartesianGrid,
|
||||
ReferenceLine,
|
||||
ResponsiveContainer,
|
||||
Tooltip,
|
||||
XAxis,
|
||||
YAxis,
|
||||
} from "recharts";
|
||||
import { ArrowRight, TrendingUp, TrendingDown } from "lucide-react";
|
||||
import { cn } from "@/lib/utils";
|
||||
import { LoadingBlock, LoadingCards } from "@/components/loading-block";
|
||||
|
||||
// Type for the futures levels response
|
||||
interface FuturesLevels {
|
||||
sourceTicker: string;
|
||||
targetTicker: string;
|
||||
targetName: string;
|
||||
sourceSpot: number;
|
||||
futuresSpot: number;
|
||||
hvl: number;
|
||||
callWall: number;
|
||||
putWall: number;
|
||||
sourceHvl: number;
|
||||
sourceCallWall: number;
|
||||
sourcePutWall: number;
|
||||
topStrikes: {
|
||||
sourceStrike: number;
|
||||
futuresStrike: number;
|
||||
netGex: number;
|
||||
magnitude: number;
|
||||
}[];
|
||||
asOf: string;
|
||||
}
|
||||
|
||||
export default function FuturesLevelsPage() {
|
||||
const { symbol } = useSymbol();
|
||||
const levels = useQuery<FuturesLevels>({
|
||||
queryKey: ["/api/futures", symbol, "levels"],
|
||||
});
|
||||
|
||||
const data = levels.data;
|
||||
const isLoading = levels.isLoading;
|
||||
const error = levels.error;
|
||||
|
||||
return (
|
||||
<div className="flex flex-col gap-5 p-4 sm:p-6">
|
||||
{/* Header */}
|
||||
<div className="flex flex-wrap items-end justify-between gap-3">
|
||||
<div>
|
||||
<h2 className="text-base font-semibold tracking-tight">
|
||||
Futures Gamma Levels
|
||||
</h2>
|
||||
<p className="mt-1 text-xs text-muted-foreground">
|
||||
Gamma-derived levels from {symbol} options mapped to futures
|
||||
equivalents using ORATS data.
|
||||
</p>
|
||||
</div>
|
||||
{data && (
|
||||
<div className="flex items-center gap-2 text-sm">
|
||||
<Badge variant="outline" className="font-mono font-bold">
|
||||
{symbol}
|
||||
</Badge>
|
||||
<ArrowRight className="h-4 w-4 text-muted-foreground" />
|
||||
<Badge className="font-mono font-bold bg-primary/20 text-primary">
|
||||
{data.targetTicker}
|
||||
</Badge>
|
||||
<span className="text-xs text-muted-foreground ml-1">
|
||||
{data.targetName}
|
||||
</span>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
|
||||
{/* Error state */}
|
||||
{error && (
|
||||
<Card className="border-red-500/20 bg-red-500/5">
|
||||
<CardContent className="py-8 text-center">
|
||||
<p className="text-sm text-red-400">
|
||||
{levels.error.message.includes("No futures mapping")
|
||||
? `${symbol} does not have a futures mapping. Currently supported: SPY → ES, QQQ → NQ, SPX → ES, IWM → YM`
|
||||
: "Failed to load futures levels. Check your ORATS configuration."}
|
||||
</p>
|
||||
</CardContent>
|
||||
</Card>
|
||||
)}
|
||||
|
||||
{/* Key Levels Cards */}
|
||||
{isLoading && !error ? (
|
||||
<LoadingCards count={4} />
|
||||
) : data ? (
|
||||
<div className="grid gap-3 sm:grid-cols-2 lg:grid-cols-4">
|
||||
<FuturesMetricCard
|
||||
label={`Source Spot (${symbol})`}
|
||||
value={fmtCurrency(data.sourceSpot)}
|
||||
futuresValue={fmtCurrency(data.futuresSpot)}
|
||||
sublabel={`${data.targetTicker} equivalent`}
|
||||
/>
|
||||
<FuturesMetricCard
|
||||
label="HVL / Gamma Flip"
|
||||
value={fmtCurrency(data.sourceHvl)}
|
||||
futuresValue={fmtCurrency(data.hvl)}
|
||||
sublabel="High Volume Level"
|
||||
accent="hvl"
|
||||
/>
|
||||
<FuturesMetricCard
|
||||
label="Call Wall"
|
||||
value={fmtCurrency(data.sourceCallWall)}
|
||||
futuresValue={fmtCurrency(data.callWall)}
|
||||
sublabel="Max call gamma"
|
||||
accent="call-wall"
|
||||
/>
|
||||
<FuturesMetricCard
|
||||
label="Put Wall"
|
||||
value={fmtCurrency(data.sourcePutWall)}
|
||||
futuresValue={fmtCurrency(data.putWall)}
|
||||
sublabel="Max put gamma"
|
||||
accent="put-wall"
|
||||
/>
|
||||
</div>
|
||||
) : null}
|
||||
|
||||
{/* Levels Summary */}
|
||||
{data && (
|
||||
<Card className="border-border/50 bg-card/50 backdrop-blur-sm">
|
||||
<CardHeader className="pb-3">
|
||||
<CardTitle className="text-sm font-semibold">
|
||||
Key Levels on {data.targetTicker} Futures
|
||||
</CardTitle>
|
||||
<CardDescription className="text-xs">
|
||||
Gamma-derived levels from {symbol} options market, converted to{" "}
|
||||
{data.targetTicker} futures prices. Use these as reference levels
|
||||
on your futures charts.
|
||||
</CardDescription>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<div className="grid gap-4 sm:grid-cols-3">
|
||||
<LevelDetail
|
||||
label="Put Wall (Support)"
|
||||
value={data.putWall}
|
||||
spot={data.futuresSpot}
|
||||
color="put-wall"
|
||||
icon={<TrendingDown className="h-4 w-4" />}
|
||||
/>
|
||||
<LevelDetail
|
||||
label="HVL (Gamma Pin)"
|
||||
value={data.hvl}
|
||||
spot={data.futuresSpot}
|
||||
color="hvl"
|
||||
icon={<span className="h-4 w-4 rounded-full bg-hvl/60" />}
|
||||
/>
|
||||
<LevelDetail
|
||||
label="Call Wall (Resistance)"
|
||||
value={data.callWall}
|
||||
spot={data.futuresSpot}
|
||||
color="call-wall"
|
||||
icon={<TrendingUp className="h-4 w-4" />}
|
||||
/>
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
)}
|
||||
|
||||
{/* GEX Distribution Chart (futures scale) */}
|
||||
{data && data.topStrikes.length > 0 && (
|
||||
<Card className="border-border/50 bg-card/50 backdrop-blur-sm">
|
||||
<CardHeader className="pb-3">
|
||||
<CardTitle className="text-sm font-semibold">
|
||||
Gamma Distribution ({data.targetTicker} strikes)
|
||||
</CardTitle>
|
||||
<CardDescription className="text-xs">
|
||||
Top {data.topStrikes.length} strikes ranked by absolute net
|
||||
gamma, shown at {data.targetTicker} futures prices.
|
||||
</CardDescription>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<FuturesGexChart strikes={data.topStrikes} />
|
||||
</CardContent>
|
||||
</Card>
|
||||
)}
|
||||
|
||||
{/* Strikes Table */}
|
||||
{data && data.topStrikes.length > 0 && (
|
||||
<Card className="border-border/50 bg-card/50 backdrop-blur-sm">
|
||||
<CardHeader className="pb-3">
|
||||
<CardTitle className="text-sm font-semibold">
|
||||
Top Gamma Strikes ({data.targetTicker})
|
||||
</CardTitle>
|
||||
<CardDescription className="text-xs">
|
||||
Both source ({symbol}) and futures ({data.targetTicker}) prices.
|
||||
Positive net GEX = dealer long gamma (stabilizing). Negative =
|
||||
dealer short gamma (accelerating).
|
||||
</CardDescription>
|
||||
</CardHeader>
|
||||
<CardContent className="px-0 sm:px-2">
|
||||
<div className="overflow-x-auto">
|
||||
<Table>
|
||||
<TableHeader className="sticky top-0 bg-card">
|
||||
<TableRow>
|
||||
<TableHead className="w-[120px]">
|
||||
{symbol} Strike
|
||||
</TableHead>
|
||||
<TableHead className="w-[120px]">
|
||||
{data.targetTicker} Strike
|
||||
</TableHead>
|
||||
<TableHead className="text-right">Net GEX</TableHead>
|
||||
<TableHead className="text-right">Distance</TableHead>
|
||||
</TableRow>
|
||||
</TableHeader>
|
||||
<TableBody>
|
||||
{data.topStrikes.map((row) => {
|
||||
const dist =
|
||||
((row.futuresStrike - data.futuresSpot) /
|
||||
data.futuresSpot) *
|
||||
100;
|
||||
return (
|
||||
<TableRow key={`${row.sourceStrike}-${row.futuresStrike}`}>
|
||||
<TableCell className="num font-mono font-medium">
|
||||
{fmtCurrency(row.sourceStrike)}
|
||||
</TableCell>
|
||||
<TableCell className="num font-mono font-bold text-primary">
|
||||
{fmtCurrency(row.futuresStrike)}
|
||||
</TableCell>
|
||||
<TableCell
|
||||
className={cn(
|
||||
"num text-right font-medium",
|
||||
row.netGex >= 0
|
||||
? "text-pos"
|
||||
: "text-neg",
|
||||
)}
|
||||
>
|
||||
{fmtCompactCurrency(row.netGex)}
|
||||
</TableCell>
|
||||
<TableCell className="num text-right text-muted-foreground">
|
||||
{fmtPct(dist)}
|
||||
</TableCell>
|
||||
</TableRow>
|
||||
);
|
||||
})}
|
||||
</TableBody>
|
||||
</Table>
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
)}
|
||||
|
||||
{/* Footer note */}
|
||||
{data && (
|
||||
<div className="mt-2 rounded-lg border border-border/50 bg-muted/30 p-3">
|
||||
<p className="text-[11px] leading-relaxed text-muted-foreground">
|
||||
<strong>How to use:</strong> Plot the {data.targetTicker} strike
|
||||
levels above on your futures chart. The HVL ({fmtCurrency(data.hvl)}){" "}
|
||||
acts as a gamma pin/magnet. Call Wall ({fmtCurrency(data.callWall)}){" "}
|
||||
is gamma-based resistance. Put Wall ({fmtCurrency(data.putWall)}) is{" "}
|
||||
gamma-based support. These levels are derived from {symbol} options
|
||||
open interest and gamma exposure via ORATS — they represent where
|
||||
dealer hedging activity tends to be most concentrated.
|
||||
</p>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
// ── Sub-components ──────────────────────────────────────────────────
|
||||
|
||||
function FuturesMetricCard({
|
||||
label,
|
||||
value,
|
||||
futuresValue,
|
||||
sublabel,
|
||||
accent,
|
||||
}: {
|
||||
label: string;
|
||||
value: string;
|
||||
futuresValue: string;
|
||||
sublabel: string;
|
||||
accent?: string;
|
||||
}) {
|
||||
return (
|
||||
<Card
|
||||
className={cn(
|
||||
"border-border/50 bg-card/50 backdrop-blur-sm",
|
||||
accent === "hvl" && "border-hvl/30",
|
||||
accent === "call-wall" && "border-call-wall/30",
|
||||
accent === "put-wall" && "border-put-wall/30",
|
||||
)}
|
||||
>
|
||||
<CardContent className="pt-4">
|
||||
<p className="text-[10px] uppercase tracking-wider text-muted-foreground font-semibold">
|
||||
{label}
|
||||
</p>
|
||||
<div className="mt-1 flex items-baseline gap-2">
|
||||
<span className="num text-xs text-muted-foreground">{value}</span>
|
||||
<ArrowRight className="h-3 w-3 text-muted-foreground/40" />
|
||||
<span
|
||||
className={cn(
|
||||
"num text-lg font-bold",
|
||||
accent === "hvl" && "text-hvl",
|
||||
accent === "call-wall" && "text-call-wall",
|
||||
accent === "put-wall" && "text-put-wall",
|
||||
)}
|
||||
>
|
||||
{futuresValue}
|
||||
</span>
|
||||
</div>
|
||||
<p className="mt-0.5 text-[10px] text-muted-foreground">{sublabel}</p>
|
||||
</CardContent>
|
||||
</Card>
|
||||
);
|
||||
}
|
||||
|
||||
function LevelDetail({
|
||||
label,
|
||||
value,
|
||||
spot,
|
||||
color,
|
||||
icon,
|
||||
}: {
|
||||
label: string;
|
||||
value: number;
|
||||
spot: number;
|
||||
color: string;
|
||||
icon: React.ReactNode;
|
||||
}) {
|
||||
const dist = ((value - spot) / spot) * 100;
|
||||
return (
|
||||
<div className="flex flex-col rounded-lg border border-border/40 bg-muted/20 p-3">
|
||||
<div className="flex items-center gap-2 text-xs font-medium text-muted-foreground">
|
||||
{icon}
|
||||
<span>{label}</span>
|
||||
</div>
|
||||
<span
|
||||
className={cn(
|
||||
"mt-1 num text-2xl font-bold",
|
||||
color === "hvl" && "text-hvl",
|
||||
color === "call-wall" && "text-call-wall",
|
||||
color === "put-wall" && "text-put-wall",
|
||||
)}
|
||||
>
|
||||
{fmtCurrency(value)}
|
||||
</span>
|
||||
<span className="text-xs text-muted-foreground">{fmtPct(dist)}</span>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
function FuturesGexChart({
|
||||
strikes,
|
||||
}: {
|
||||
strikes: {
|
||||
sourceStrike: number;
|
||||
futuresStrike: number;
|
||||
netGex: number;
|
||||
magnitude: number;
|
||||
}[];
|
||||
}) {
|
||||
const data = strikes
|
||||
.sort((a, b) => a.futuresStrike - b.futuresStrike)
|
||||
.map((s) => ({
|
||||
strike: s.futuresStrike,
|
||||
netGex: s.netGex,
|
||||
}));
|
||||
|
||||
return (
|
||||
<div style={{ width: "100%", height: 360 }}>
|
||||
<ResponsiveContainer width="100%" height="100%">
|
||||
<BarChart
|
||||
data={data}
|
||||
margin={{ top: 16, right: 24, bottom: 16, left: 8 }}
|
||||
>
|
||||
<CartesianGrid stroke="hsl(var(--border) / 0.5)" vertical={false} />
|
||||
<XAxis
|
||||
type="number"
|
||||
dataKey="strike"
|
||||
domain={["dataMin", "dataMax"]}
|
||||
tick={{ fill: "hsl(var(--muted-foreground))", fontSize: 11 }}
|
||||
tickLine={false}
|
||||
axisLine={{ stroke: "hsl(var(--border) / 0.5)" }}
|
||||
tickFormatter={(v) => fmtCurrency(v)}
|
||||
minTickGap={24}
|
||||
/>
|
||||
<YAxis
|
||||
tick={{ fill: "hsl(var(--muted-foreground))", fontSize: 11 }}
|
||||
tickLine={false}
|
||||
axisLine={{ stroke: "hsl(var(--border) / 0.5)" }}
|
||||
tickFormatter={(v) => fmtCompactCurrency(v as number)}
|
||||
width={68}
|
||||
/>
|
||||
<Tooltip
|
||||
content={FuturesTooltip}
|
||||
cursor={{ fill: "hsl(var(--foreground) / 0.06)" }}
|
||||
/>
|
||||
<ReferenceLine y={0} stroke="hsl(var(--border))" strokeWidth={1} />
|
||||
<Bar
|
||||
dataKey="netGex"
|
||||
fill="hsl(var(--pos))"
|
||||
fillOpacity={0.85}
|
||||
radius={[2, 2, 0, 0]}
|
||||
shape={(props: any) => {
|
||||
const { fill, x, y, width, height } = props;
|
||||
const yPos = props.payload.netGex >= 0 ? y : y + height;
|
||||
const h = props.payload.netGex >= 0 ? height : -height;
|
||||
const color = props.payload.netGex >= 0
|
||||
? "hsl(var(--pos))"
|
||||
: "hsl(var(--neg))";
|
||||
return <rect x={x} y={yPos} width={width} height={Math.abs(h)} fill={color} fillOpacity={0.85} rx={2} ry={2} />;
|
||||
}}
|
||||
/>
|
||||
</BarChart>
|
||||
</ResponsiveContainer>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
function FuturesTooltip({ active, payload }: any) {
|
||||
if (!active || !payload?.length) return null;
|
||||
const row = payload[0]?.payload;
|
||||
if (!row) return null;
|
||||
return (
|
||||
<div className="rounded-md border border-border bg-popover/95 px-3 py-2 text-xs shadow-md backdrop-blur">
|
||||
<div className="mb-1 font-mono font-semibold">
|
||||
Strike {fmtCurrency(row.strike)}
|
||||
</div>
|
||||
<div className="grid grid-cols-[80px_1fr] gap-x-2 num">
|
||||
<span
|
||||
className={row.netGex >= 0 ? "text-pos" : "text-neg"}
|
||||
>
|
||||
Net GEX
|
||||
</span>
|
||||
<span
|
||||
className={row.netGex >= 0 ? "text-pos font-medium" : "text-neg font-medium"}
|
||||
>
|
||||
{fmtCompactCurrency(row.netGex)}
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
|
@ -24,9 +24,10 @@ export default function SettingsPage() {
|
|||
const saveMutation = useMutation({
|
||||
mutationFn: async (key: string) => {
|
||||
const res = await fetch("/api/orats/config", {
|
||||
method: "POST",
|
||||
method: "PUT",
|
||||
headers: { "Content-Type": "application/json" },
|
||||
body: JSON.stringify({ apiKey: key, baseUrl }),
|
||||
credentials: "include",
|
||||
});
|
||||
if (!res.ok) throw new Error("Failed to save API key");
|
||||
return res.json();
|
||||
|
|
@ -40,7 +41,7 @@ export default function SettingsPage() {
|
|||
|
||||
const clearMutation = useMutation({
|
||||
mutationFn: async () => {
|
||||
const res = await fetch("/api/orats/config", { method: "DELETE" });
|
||||
const res = await fetch("/api/orats/config", { method: "DELETE", credentials: "include" });
|
||||
if (!res.ok) throw new Error("Failed to clear API key");
|
||||
return res.json();
|
||||
},
|
||||
|
|
|
|||
|
|
@ -0,0 +1,532 @@
|
|||
import { useState, useMemo, useEffect } from "react";
|
||||
import { useQuery } from "@tanstack/react-query";
|
||||
import type { TanukiLevels } from "@shared/schema";
|
||||
import { useSymbol } from "@/lib/symbol-context";
|
||||
import { fmtCompactCurrency, fmtPct } from "@/lib/format";
|
||||
import { Card, CardContent, CardHeader, CardTitle } from "@/components/ui/card";
|
||||
import { Badge } from "@/components/ui/badge";
|
||||
import { Select, SelectContent, SelectItem, SelectTrigger, SelectValue } from "@/components/ui/select";
|
||||
import { Button } from "@/components/ui/button";
|
||||
import { LoadingBlock } from "@/components/loading-block";
|
||||
import { cn } from "@/lib/utils";
|
||||
import {
|
||||
ArrowUp, ArrowDown, Activity, TrendingUp, TrendingDown, Minus,
|
||||
Shield, AlertTriangle, Zap, ChevronRight, RefreshCw
|
||||
} from "lucide-react";
|
||||
|
||||
const REGIME_COLORS: Record<string, string> = {
|
||||
"Positive Gamma": "text-emerald-400 bg-emerald-400/10 border-emerald-400/20",
|
||||
"Negative Gamma": "text-rose-400 bg-rose-400/10 border-rose-400/20",
|
||||
"Positive Extension": "text-amber-400 bg-amber-400/10 border-amber-400/20",
|
||||
"Transition": "text-sky-400 bg-sky-400/10 border-sky-400/20",
|
||||
"Negative Transition": "text-orange-400 bg-orange-400/10 border-orange-400/20",
|
||||
};
|
||||
|
||||
const LEVEL_COLORS: Record<string, string> = {
|
||||
"Key Resistance": "text-red-400 bg-red-400/10",
|
||||
"Minor Resistance": "text-orange-400 bg-orange-400/10",
|
||||
"Gamma Flip": "text-yellow-400 bg-yellow-400/10",
|
||||
"Minor Support": "text-green-400 bg-green-400/10",
|
||||
"Key Support": "text-emerald-400 bg-emerald-400/10",
|
||||
};
|
||||
|
||||
const LEVEL_LABELS: Record<string, string> = {
|
||||
"C1": "Call Resistance",
|
||||
"cTrans": "Call Transition",
|
||||
"HVL": "High Volume Level",
|
||||
"pTrans": "Put Transition",
|
||||
"P1": "Put Support",
|
||||
};
|
||||
|
||||
export default function TanukiTradesPage() {
|
||||
const { symbol } = useSymbol();
|
||||
const [compareMode, setCompareMode] = useState(false);
|
||||
|
||||
// Fetch all available symbols
|
||||
const symbolsQuery = useQuery<string[]>({
|
||||
queryKey: ["/api/symbols/tickers"],
|
||||
queryFn: () => fetch("/api/symbols", { credentials: "include" }).then(r => r.json()).then((data: any[]) =>
|
||||
data.map((s: any) => s.ticker)
|
||||
),
|
||||
staleTime: 60 * 1000,
|
||||
});
|
||||
const allSymbols = symbolsQuery.data ?? ["SPY", "QQQ", "SPX", "TSLA", "NVDA"];
|
||||
|
||||
const [selectedSymbol, setSelectedSymbol] = useState(symbol || allSymbols[0]);
|
||||
|
||||
// Sync selectedSymbol when system symbol changes
|
||||
useEffect(() => {
|
||||
if (!compareMode) {
|
||||
setSelectedSymbol(symbol || allSymbols[0]);
|
||||
}
|
||||
}, [symbol, compareMode, allSymbols]);
|
||||
|
||||
// Single symbol query — uses ORATS-derived levels (fallback when Tanuki not configured)
|
||||
const tanukiQuery = useQuery<TanukiLevels>({
|
||||
queryKey: ["/api/tanuki", selectedSymbol],
|
||||
queryFn: async () => {
|
||||
const r = await fetch(`/api/tanuki/${selectedSymbol}`, { credentials: "include" });
|
||||
if (!r.ok) {
|
||||
if (r.status === 404) {
|
||||
return await r.json();
|
||||
}
|
||||
throw new Error(`Tanuki fetch failed: ${r.status}`);
|
||||
}
|
||||
return r.json();
|
||||
},
|
||||
enabled: !compareMode && !!selectedSymbol,
|
||||
staleTime: 2 * 60 * 1000,
|
||||
});
|
||||
|
||||
// Multi-symbol comparison query — uses all symbols
|
||||
const compareQuery = useQuery<Record<string, TanukiLevels | { error: string }>>({
|
||||
queryKey: ["/api/tanuki", "compare"],
|
||||
queryFn: () => fetch(`/api/tanuki?symbols=${allSymbols.join(",")}`, { credentials: "include" }).then(r => {
|
||||
if (!r.ok) throw new Error(r.statusText);
|
||||
return r.json();
|
||||
}),
|
||||
enabled: compareMode,
|
||||
staleTime: 2 * 60 * 1000,
|
||||
});
|
||||
|
||||
// Status query
|
||||
const statusQuery = useQuery({
|
||||
queryKey: ["/api/tanuki/status"],
|
||||
queryFn: () => fetch("/api/tanuki/status", { credentials: "include" }).then(r => r.json()),
|
||||
staleTime: 60 * 1000,
|
||||
});
|
||||
|
||||
const tanukiConfigured = statusQuery.data?.configured;
|
||||
const oratsStatusQuery = useQuery({
|
||||
queryKey: ["/api/orats/status"],
|
||||
queryFn: () => fetch("/api/orats/status", { credentials: "include" }).then(r => r.json()),
|
||||
staleTime: 60 * 1000,
|
||||
});
|
||||
const oratsConfigured = oratsStatusQuery.data?.configured;
|
||||
|
||||
return (
|
||||
<div className="flex flex-col gap-5 p-4 sm:p-6">
|
||||
{/* Header */}
|
||||
<div className="flex flex-col gap-3 sm:flex-row sm:items-end sm:justify-between">
|
||||
<div>
|
||||
<div className="flex items-center gap-2">
|
||||
<h2 className="text-base font-semibold tracking-tight">Gamma Levels</h2>
|
||||
<Badge variant="outline" className="text-[10px] border-border/50 bg-muted/50">
|
||||
Tanuki-style
|
||||
</Badge>
|
||||
{!tanukiConfigured && oratsConfigured && (
|
||||
<Badge variant="outline" className="text-[10px] border-emerald-400/30 bg-emerald-400/10 text-emerald-400">
|
||||
Powered by ORATS
|
||||
</Badge>
|
||||
)}
|
||||
{!tanukiConfigured && !oratsConfigured && (
|
||||
<Badge variant="outline" className="text-[10px] border-rose-400/30 bg-rose-400/10 text-rose-400">
|
||||
No Data Source
|
||||
</Badge>
|
||||
)}
|
||||
</div>
|
||||
<p className="mt-1 text-xs text-muted-foreground max-w-xl">
|
||||
5-level gamma exposure profiles with regime classification and extended support/resistance zones.
|
||||
{tanukiConfigured ? " Data from Tanuki Trades." : " Derived from ORATS options data."}
|
||||
</p>
|
||||
</div>
|
||||
|
||||
<div className="flex items-center gap-2">
|
||||
{!compareMode && (
|
||||
<Select value={selectedSymbol} onValueChange={setSelectedSymbol}>
|
||||
<SelectTrigger className="w-[120px] h-8 text-xs">
|
||||
<SelectValue />
|
||||
</SelectTrigger>
|
||||
<SelectContent>
|
||||
{allSymbols.map((s) => (
|
||||
<SelectItem key={s} value={s}>{s}</SelectItem>
|
||||
))}
|
||||
</SelectContent>
|
||||
</Select>
|
||||
)}
|
||||
<Button
|
||||
variant={compareMode ? "default" : "outline"}
|
||||
size="sm"
|
||||
className="h-8 text-xs"
|
||||
onClick={() => setCompareMode(!compareMode)}
|
||||
>
|
||||
{compareMode ? "Single View" : "Compare All"}
|
||||
</Button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
{/* Comparison view */}
|
||||
{compareMode ? (
|
||||
<CompareView data={compareQuery.data} loading={compareQuery.isLoading} />
|
||||
) : (
|
||||
/* Single symbol view */
|
||||
<SingleView
|
||||
data={tanukiQuery.data}
|
||||
loading={tanukiQuery.isLoading}
|
||||
error={tanukiQuery.error}
|
||||
symbol={selectedSymbol}
|
||||
/>
|
||||
)}
|
||||
|
||||
{/* Legend */}
|
||||
<Card>
|
||||
<CardHeader className="pb-2">
|
||||
<CardTitle className="text-xs font-semibold">Level Legend</CardTitle>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<div className="grid grid-cols-2 sm:grid-cols-3 lg:grid-cols-5 gap-3">
|
||||
{[
|
||||
{ label: "C1 — Call Resistance", desc: "Primary ceiling. Dealers hedge heavily here.", color: "bg-red-400" },
|
||||
{ label: "cTrans — Call Transition", desc: "Call hedge transition point.", color: "bg-orange-400" },
|
||||
{ label: "HVL — Gamma Flip", desc: "Where dealer behavior flips: above = stable, below = volatile.", color: "bg-yellow-400" },
|
||||
{ label: "pTrans — Put Transition", desc: "Put hedge transition point.", color: "bg-green-400" },
|
||||
{ label: "P1 — Put Support", desc: "Primary floor. Dealers hedge heavily here.", color: "bg-emerald-400" },
|
||||
].map((item) => (
|
||||
<div key={item.label} className="flex items-start gap-2 rounded-lg border border-border/50 bg-muted/30 p-2.5">
|
||||
<div className={cn("h-2.5 w-2.5 rounded-full mt-0.5 shrink-0", item.color)} />
|
||||
<div>
|
||||
<p className="text-[11px] font-medium">{item.label}</p>
|
||||
<p className="text-[10px] text-muted-foreground mt-0.5">{item.desc}</p>
|
||||
</div>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Single Symbol View
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function SingleView({
|
||||
data,
|
||||
loading,
|
||||
error,
|
||||
symbol,
|
||||
}: {
|
||||
data: TanukiLevels | undefined;
|
||||
loading: boolean;
|
||||
error: Error | null;
|
||||
symbol: string;
|
||||
}) {
|
||||
if (loading) return <LoadingBlock height={500} />;
|
||||
if (error) return <ErrorState error={error.message} symbol={symbol} />;
|
||||
if (!data) return <ErrorState error="No data available" symbol={symbol} />;
|
||||
|
||||
return (
|
||||
<div className="grid gap-5 lg:grid-cols-3">
|
||||
{/* Left: Level visualization */}
|
||||
<Card className="lg:col-span-2">
|
||||
<CardHeader className="pb-3">
|
||||
<div className="flex items-center justify-between">
|
||||
<div>
|
||||
<CardTitle className="text-sm font-semibold">5-Level Profile — {data.symbol}</CardTitle>
|
||||
<p className="text-[11px] text-muted-foreground mt-0.5">
|
||||
Spot: {data.spotPrice.toFixed(2)} · Expiry: {data.expiry} ({data.expiryDte} DTE)
|
||||
</p>
|
||||
</div>
|
||||
<RegimeBadge regime={data.regime} />
|
||||
</div>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<LevelLadder levels={data.levels} spot={data.spotPrice} extended={data.extendedLevels} />
|
||||
</CardContent>
|
||||
</Card>
|
||||
|
||||
{/* Right: Metrics */}
|
||||
<div className="flex flex-col gap-4">
|
||||
{/* GEX Metrics */}
|
||||
<Card>
|
||||
<CardHeader className="pb-2">
|
||||
<CardTitle className="text-xs font-semibold flex items-center gap-2">
|
||||
<Zap className="h-3 w-3" /> Gamma Metrics
|
||||
</CardTitle>
|
||||
</CardHeader>
|
||||
<CardContent className="space-y-3">
|
||||
<MetricRow
|
||||
label="Net GEX"
|
||||
value={fmtCompactCurrency(data.netGex)}
|
||||
sub={data.netGex >= 0 ? "Positive gamma — mean reverting" : "Negative gamma — trend amplifying"}
|
||||
positive={data.netGex >= 0}
|
||||
/>
|
||||
<MetricRow
|
||||
label="Net DEX"
|
||||
value={fmtCompactCurrency(data.netDex)}
|
||||
sub="Delta exposure"
|
||||
/>
|
||||
</CardContent>
|
||||
</Card>
|
||||
|
||||
{/* Extended Levels */}
|
||||
{data.extendedLevels.length > 0 && (
|
||||
<Card>
|
||||
<CardHeader className="pb-2">
|
||||
<CardTitle className="text-xs font-semibold">Extended Levels</CardTitle>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<div className="space-y-2">
|
||||
{data.extendedLevels.map((el) => (
|
||||
<div key={el.label} className="flex items-center justify-between text-xs">
|
||||
<span className="font-medium text-muted-foreground">{el.label}</span>
|
||||
<span className="font-mono">{el.strike ? el.strike.toFixed(2) : "—"}</span>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
)}
|
||||
|
||||
{/* Timestamp */}
|
||||
<div className="text-[10px] text-muted-foreground text-center pt-2">
|
||||
Updated: {new Date(data.updatedAt).toLocaleString()}
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Compare View
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function CompareView({
|
||||
data,
|
||||
loading,
|
||||
}: {
|
||||
data: Record<string, TanukiLevels | { error: string }> | undefined;
|
||||
loading: boolean;
|
||||
}) {
|
||||
if (loading) return <LoadingBlock height={400} />;
|
||||
if (!data) return <ErrorState error="No comparison data" symbol="" />;
|
||||
|
||||
return (
|
||||
<Card>
|
||||
<CardHeader className="pb-2">
|
||||
<CardTitle className="text-sm font-semibold">Multi-Symbol Comparison</CardTitle>
|
||||
</CardHeader>
|
||||
<CardContent>
|
||||
<div className="overflow-x-auto">
|
||||
<table className="w-full text-xs">
|
||||
<thead>
|
||||
<tr className="border-b border-border/50">
|
||||
<th className="text-left py-2 px-3 font-medium text-muted-foreground">Symbol</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">Spot</th>
|
||||
<th className="text-center py-2 px-3 font-medium text-muted-foreground">Regime</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">C1</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">cTrans</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">HVL</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">pTrans</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">P1</th>
|
||||
<th className="text-right py-2 px-3 font-medium text-muted-foreground">Net GEX</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody>
|
||||
{Object.entries(data).map(([sym, result]) => (
|
||||
<tr key={sym} className="border-b border-border/30 hover:bg-muted/30">
|
||||
<td className="py-2 px-3 font-semibold">{sym}</td>
|
||||
{"error" in result ? (
|
||||
<td colSpan={8} className="py-2 px-3 text-rose-400">{result.error}</td>
|
||||
) : (
|
||||
<>
|
||||
<td className="py-2 px-3 text-right font-mono">{result.spotPrice.toFixed(2)}</td>
|
||||
<td className="py-2 px-3 text-center"><RegimeBadge regime={result.regime} /></td>
|
||||
{result.levels.map((l) => (
|
||||
<td key={l.label} className="py-2 px-3 text-right font-mono">
|
||||
{l.strike.toFixed(2)}
|
||||
</td>
|
||||
))}
|
||||
<td className={cn(
|
||||
"py-2 px-3 text-right font-mono",
|
||||
result.netGex >= 0 ? "text-emerald-400" : "text-rose-400"
|
||||
)}>
|
||||
{fmtCompactCurrency(result.netGex)}
|
||||
</td>
|
||||
</>
|
||||
)}
|
||||
</tr>
|
||||
))}
|
||||
</tbody>
|
||||
</table>
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Level Ladder Visualization
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function LevelLadder({
|
||||
levels,
|
||||
spot,
|
||||
extended,
|
||||
}: {
|
||||
levels: TanukiLevels["levels"];
|
||||
spot: number;
|
||||
extended: TanukiLevels["extendedLevels"];
|
||||
}) {
|
||||
// Sort levels by strike descending (resistance on top, support on bottom)
|
||||
const sorted = [...levels].sort((a, b) => b.strike - a.strike);
|
||||
|
||||
const allStrikes = [...levels.map(l => l.strike), ...extended.filter(e => e.strike).map(e => e.strike!)];
|
||||
const minStrike = Math.min(...allStrikes) * 0.98;
|
||||
const maxStrike = Math.max(...allStrikes) * 1.02;
|
||||
const range = maxStrike - minStrike;
|
||||
|
||||
const pctPosition = (strike: number) => ((strike - minStrike) / range) * 100;
|
||||
|
||||
return (
|
||||
<div className="relative" style={{ minHeight: 320 }}>
|
||||
{/* Spot line */}
|
||||
<div
|
||||
className="absolute left-0 right-0 z-10 flex items-center"
|
||||
style={{ top: `${pctPosition(spot)}%`, transform: "translateY(-50%)" }}
|
||||
>
|
||||
<div className="w-full border-t-2 border-dashed border-primary/40" />
|
||||
<span className="absolute -right-1 top-1/2 -translate-y-1/2 rounded bg-primary px-1.5 py-0.5 text-[10px] font-bold text-primary-foreground">
|
||||
SPOT {spot.toFixed(2)}
|
||||
</span>
|
||||
</div>
|
||||
|
||||
{/* Levels */}
|
||||
{sorted.map((level) => {
|
||||
const distPct = ((level.strike - spot) / spot) * 100;
|
||||
const colorClass = LEVEL_COLORS[level.role] || "text-muted-foreground";
|
||||
|
||||
return (
|
||||
<div
|
||||
key={level.label}
|
||||
className="absolute left-0 right-0 flex items-center transition-all"
|
||||
style={{ top: `${pctPosition(level.strike)}%`, transform: "translateY(-50%)" }}
|
||||
>
|
||||
<div className="flex w-full items-center gap-2">
|
||||
{/* Label */}
|
||||
<div className="w-16 shrink-0 text-right">
|
||||
<span className="text-[10px] font-bold text-muted-foreground">{level.label}</span>
|
||||
</div>
|
||||
|
||||
{/* Line */}
|
||||
<div className="flex-1 relative">
|
||||
<div className={cn(
|
||||
"absolute h-0.5 w-full transition-all",
|
||||
level.role.includes("Resistance") ? "bg-red-400" :
|
||||
level.role === "Gamma Flip" ? "bg-yellow-400" : "bg-emerald-400"
|
||||
)} />
|
||||
</div>
|
||||
|
||||
{/* Strike */}
|
||||
<div className={cn("w-24 shrink-0 rounded px-2 py-1", colorClass)}>
|
||||
<span className="font-mono text-xs font-medium">{level.strike.toFixed(2)}</span>
|
||||
<span className="ml-1.5 text-[10px] opacity-70">{fmtPct(distPct)}</span>
|
||||
</div>
|
||||
|
||||
{/* Role */}
|
||||
<div className="w-32 shrink-0">
|
||||
<span className="text-[10px] text-muted-foreground">{level.role}</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
);
|
||||
})}
|
||||
|
||||
{/* Extended levels (subtle) */}
|
||||
{extended.filter(e => e.strike).map((el) => (
|
||||
<div
|
||||
key={el.label}
|
||||
className="absolute left-0 right-0 flex items-center"
|
||||
style={{ top: `${pctPosition(el.strike!)}%`, transform: "translateY(-50%)" }}
|
||||
>
|
||||
<div className="flex w-full items-center gap-2 opacity-50">
|
||||
<div className="w-16 shrink-0 text-right">
|
||||
<span className="text-[10px] font-bold text-muted-foreground">{el.label}</span>
|
||||
</div>
|
||||
<div className="flex-1 relative">
|
||||
<div className="absolute h-px w-full border-t border-dashed border-muted-foreground/40" />
|
||||
</div>
|
||||
<div className="w-24 shrink-0">
|
||||
<span className="font-mono text-[10px] text-muted-foreground">{el.strike!.toFixed(2)}</span>
|
||||
</div>
|
||||
<div className="w-32 shrink-0" />
|
||||
</div>
|
||||
</div>
|
||||
))}
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Regime Badge
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function RegimeBadge({ regime }: { regime: string }) {
|
||||
const colors = REGIME_COLORS[regime] || "text-muted-foreground bg-muted";
|
||||
const icon = regime.includes("Positive") ? TrendingUp :
|
||||
regime.includes("Negative") ? TrendingDown :
|
||||
regime.includes("Extension") ? ArrowUp : Activity;
|
||||
const Icon = icon;
|
||||
|
||||
return (
|
||||
<Badge variant="outline" className={cn("gap-1.5 px-2 py-0.5 text-[11px]", colors)}>
|
||||
<Icon className="h-3 w-3" />
|
||||
{regime}
|
||||
</Badge>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Metric Row
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function MetricRow({
|
||||
label,
|
||||
value,
|
||||
sub,
|
||||
positive,
|
||||
}: {
|
||||
label: string;
|
||||
value: string;
|
||||
sub?: string;
|
||||
positive?: boolean;
|
||||
}) {
|
||||
return (
|
||||
<div className="space-y-0.5">
|
||||
<div className="flex items-baseline justify-between">
|
||||
<span className="text-[11px] text-muted-foreground">{label}</span>
|
||||
<span className={cn(
|
||||
"font-mono text-sm font-medium",
|
||||
positive === true && "text-emerald-400",
|
||||
positive === false && "text-rose-400"
|
||||
)}>{value}</span>
|
||||
</div>
|
||||
{sub && <p className="text-[10px] text-muted-foreground">{sub}</p>}
|
||||
</div>
|
||||
);
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Error State
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function ErrorState({ error, symbol }: { error: string; symbol: string }) {
|
||||
return (
|
||||
<Card className="border-rose-400/20">
|
||||
<CardContent className="py-8">
|
||||
<div className="flex flex-col items-center gap-3 text-center">
|
||||
<Shield className="h-8 w-8 text-rose-400/50" />
|
||||
<div>
|
||||
<p className="text-sm font-medium text-rose-400">Failed to load {symbol} data</p>
|
||||
<p className="text-xs text-muted-foreground mt-1">{error}</p>
|
||||
</div>
|
||||
<p className="text-[11px] text-muted-foreground mt-2 max-w-sm">
|
||||
Tanuki Trades requires authentication via email + TradingView username.
|
||||
Configure in Settings & API, or check that the session is valid.
|
||||
</p>
|
||||
</div>
|
||||
</CardContent>
|
||||
</Card>
|
||||
);
|
||||
}
|
||||
|
|
@ -17,7 +17,7 @@ export default function VerifyPage() {
|
|||
return;
|
||||
}
|
||||
|
||||
fetch(`/api/auth/verify/${token}`)
|
||||
fetch(`/api/auth/verify/${token}`, { credentials: "include" })
|
||||
.then(async (res) => {
|
||||
const data = await res.json();
|
||||
if (!res.ok) {
|
||||
|
|
|
|||
|
|
@ -44,6 +44,7 @@
|
|||
"class-variance-authority": "^0.7.1",
|
||||
"clsx": "^2.1.1",
|
||||
"cmdk": "^1.1.1",
|
||||
"connect-redis": "^9.0.0",
|
||||
"cors": "^2.8.6",
|
||||
"date-fns": "^3.6.0",
|
||||
"dotenv": "^16.4.7",
|
||||
|
|
@ -71,6 +72,7 @@
|
|||
"react-icons": "^5.4.0",
|
||||
"react-resizable-panels": "^2.1.7",
|
||||
"recharts": "^2.15.2",
|
||||
"redis": "^6.0.1",
|
||||
"tailwind-merge": "^2.6.0",
|
||||
"tailwindcss-animate": "^1.0.7",
|
||||
"tw-animate-css": "^1.2.5",
|
||||
|
|
@ -3134,6 +3136,78 @@
|
|||
"integrity": "sha512-HPwpGIzkl28mWyZqG52jiqDJ12waP11Pa1lGoiyUkIEuMLBP0oeK/C89esbXrxsky5we7dfd8U58nm0SgAWpVw==",
|
||||
"license": "MIT"
|
||||
},
|
||||
"node_modules/@redis/bloom": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/@redis/bloom/-/bloom-6.0.1.tgz",
|
||||
"integrity": "sha512-6ys5hhea+47n7o97ZFI4GvdzTQk/arIsXZgH159l6IVtJ4rZaB+KVdAfwvIxlmGA7z+NNlO8UxjTeQrenqjZcQ==",
|
||||
"license": "MIT",
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"@redis/client": "^6.0.1"
|
||||
}
|
||||
},
|
||||
"node_modules/@redis/client": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/@redis/client/-/client-6.0.1.tgz",
|
||||
"integrity": "sha512-SwYl64hKHE/NeO2VSSG1y/4zIm0cNepyOZtQrOpLiNRHmH2FdWBOecNzsLiXCQdFCF9MCyoPXwAbaG2iMO0A7Q==",
|
||||
"license": "MIT",
|
||||
"dependencies": {
|
||||
"cluster-key-slot": "1.1.2"
|
||||
},
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"@node-rs/xxhash": "^1.1.0",
|
||||
"@opentelemetry/api": ">=1 <2"
|
||||
},
|
||||
"peerDependenciesMeta": {
|
||||
"@node-rs/xxhash": {
|
||||
"optional": true
|
||||
},
|
||||
"@opentelemetry/api": {
|
||||
"optional": true
|
||||
}
|
||||
}
|
||||
},
|
||||
"node_modules/@redis/json": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/@redis/json/-/json-6.0.1.tgz",
|
||||
"integrity": "sha512-KD1OztCYh7O9TkKMU9qZcFIKoudIGqmgXsOhQVq5A3REGrnl+wg0kporQFQCO+fcxe/nhvDgmBtXrm3diPGczA==",
|
||||
"license": "MIT",
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"@redis/client": "^6.0.1"
|
||||
}
|
||||
},
|
||||
"node_modules/@redis/search": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/@redis/search/-/search-6.0.1.tgz",
|
||||
"integrity": "sha512-G09OujS3eOtQnP7kZC5eZTiazwgeimlo6Pf3vHnE1jO7rfqrtmMI0R1/ZXfzoW8p9vB4QiH538aEsWaHKd8l5w==",
|
||||
"license": "MIT",
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"@redis/client": "^6.0.1"
|
||||
}
|
||||
},
|
||||
"node_modules/@redis/time-series": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/@redis/time-series/-/time-series-6.0.1.tgz",
|
||||
"integrity": "sha512-8aLGSDtCpnPTLD7lEiHHmuDCFppctLdT8geFIDf/7LWV9y8Vre6RB+aBZrgkeo3X1oPmTt1IbVAQVxsuJvkODw==",
|
||||
"license": "MIT",
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"@redis/client": "^6.0.1"
|
||||
}
|
||||
},
|
||||
"node_modules/@rolldown/pluginutils": {
|
||||
"version": "1.0.0-beta.27",
|
||||
"resolved": "https://registry.npmjs.org/@rolldown/pluginutils/-/pluginutils-1.0.0-beta.27.tgz",
|
||||
|
|
@ -4661,6 +4735,15 @@
|
|||
"node": ">=6"
|
||||
}
|
||||
},
|
||||
"node_modules/cluster-key-slot": {
|
||||
"version": "1.1.2",
|
||||
"resolved": "https://registry.npmjs.org/cluster-key-slot/-/cluster-key-slot-1.1.2.tgz",
|
||||
"integrity": "sha512-RMr0FhtfXemyinomL4hrWcYJxmX6deFdCxpJzhDttxgO1+bcCnkk+9drydLVDmAMG7NE6aN/fl4F7ucU/90gAA==",
|
||||
"license": "Apache-2.0",
|
||||
"engines": {
|
||||
"node": ">=0.10.0"
|
||||
}
|
||||
},
|
||||
"node_modules/cmdk": {
|
||||
"version": "1.1.1",
|
||||
"resolved": "https://registry.npmjs.org/cmdk/-/cmdk-1.1.1.tgz",
|
||||
|
|
@ -4686,6 +4769,19 @@
|
|||
"node": ">= 6"
|
||||
}
|
||||
},
|
||||
"node_modules/connect-redis": {
|
||||
"version": "9.0.0",
|
||||
"resolved": "https://registry.npmjs.org/connect-redis/-/connect-redis-9.0.0.tgz",
|
||||
"integrity": "sha512-QwzyvUePTMvEzG1hy45gZYw3X3YHrjmEdSkayURlcZft7hqadQ3X39wYkmCqblK2rGlw+XItELYt6GnyG6DEIQ==",
|
||||
"license": "MIT",
|
||||
"engines": {
|
||||
"node": ">=18"
|
||||
},
|
||||
"peerDependencies": {
|
||||
"express-session": ">=1",
|
||||
"redis": ">=5"
|
||||
}
|
||||
},
|
||||
"node_modules/content-disposition": {
|
||||
"version": "1.1.0",
|
||||
"resolved": "https://registry.npmjs.org/content-disposition/-/content-disposition-1.1.0.tgz",
|
||||
|
|
@ -7520,6 +7616,22 @@
|
|||
"decimal.js-light": "^2.4.1"
|
||||
}
|
||||
},
|
||||
"node_modules/redis": {
|
||||
"version": "6.0.1",
|
||||
"resolved": "https://registry.npmjs.org/redis/-/redis-6.0.1.tgz",
|
||||
"integrity": "sha512-54FoTBdFw10Y602pShvk8CGJlSH55nY+CNAZaVk8YdxY3rENihdYm2lXrujrtupYTHyrVSZUxOdeStNQbNvnQg==",
|
||||
"license": "MIT",
|
||||
"dependencies": {
|
||||
"@redis/bloom": "6.0.1",
|
||||
"@redis/client": "6.0.1",
|
||||
"@redis/json": "6.0.1",
|
||||
"@redis/search": "6.0.1",
|
||||
"@redis/time-series": "6.0.1"
|
||||
},
|
||||
"engines": {
|
||||
"node": ">= 20.0.0"
|
||||
}
|
||||
},
|
||||
"node_modules/regexparam": {
|
||||
"version": "3.0.0",
|
||||
"resolved": "https://registry.npmjs.org/regexparam/-/regexparam-3.0.0.tgz",
|
||||
|
|
|
|||
|
|
@ -46,6 +46,7 @@
|
|||
"class-variance-authority": "^0.7.1",
|
||||
"clsx": "^2.1.1",
|
||||
"cmdk": "^1.1.1",
|
||||
"connect-redis": "^9.0.0",
|
||||
"cors": "^2.8.6",
|
||||
"date-fns": "^3.6.0",
|
||||
"dotenv": "^16.4.7",
|
||||
|
|
@ -73,6 +74,7 @@
|
|||
"react-icons": "^5.4.0",
|
||||
"react-resizable-panels": "^2.1.7",
|
||||
"recharts": "^2.15.2",
|
||||
"redis": "^6.0.1",
|
||||
"tailwind-merge": "^2.6.0",
|
||||
"tailwindcss-animate": "^1.0.7",
|
||||
"tw-animate-css": "^1.2.5",
|
||||
|
|
|
|||
|
|
@ -59,8 +59,10 @@ export function registerAuthRoutes(app: Express) {
|
|||
const expiry = new Date(Date.now() + 24 * 60 * 60 * 1000); // 24 hours
|
||||
await updateUserVerification(user.id, token, expiry);
|
||||
|
||||
// Send verification email
|
||||
await sendVerificationEmail(sanitizedEmail, sanitizedName, token);
|
||||
// Send verification email (fire-and-forget — don't block registration on SMTP failure)
|
||||
sendVerificationEmail(sanitizedEmail, sanitizedName, token).catch((err) => {
|
||||
console.error("[Auth] Verification email failed (non-blocking):", err);
|
||||
});
|
||||
|
||||
res.status(201).json({
|
||||
ok: true,
|
||||
|
|
@ -163,7 +165,10 @@ export function registerAuthRoutes(app: Express) {
|
|||
const token = crypto.randomUUID();
|
||||
const expiry = new Date(Date.now() + 24 * 60 * 60 * 1000);
|
||||
await updateUserVerification(user.id, token, expiry);
|
||||
await sendVerificationEmail(user.email, user.name, token);
|
||||
// Fire-and-forget — don't block response on SMTP failure
|
||||
sendVerificationEmail(user.email, user.name, token).catch((err) => {
|
||||
console.error("[Auth] Resend verification email failed (non-blocking):", err);
|
||||
});
|
||||
|
||||
res.json({ ok: true, message: "Verification email sent. Please check your inbox." });
|
||||
} catch (error) {
|
||||
|
|
|
|||
68
server/db.ts
68
server/db.ts
|
|
@ -1,6 +1,6 @@
|
|||
import { drizzle } from "drizzle-orm/node-postgres";
|
||||
import { eq } from "drizzle-orm";
|
||||
import { users, User, NewUser } from "../shared/schema";
|
||||
import { users, customSymbols, User, NewUser, CustomSymbol, NewCustomSymbol } from "../shared/schema";
|
||||
import { Pool } from "pg";
|
||||
|
||||
// PostgreSQL connection (local on production droplet)
|
||||
|
|
@ -18,9 +18,22 @@ const pool = new Pool({
|
|||
|
||||
export const db = drizzle(pool);
|
||||
|
||||
// Use raw pool client for DDL — Drizzle wraps queries in prepared statements
|
||||
// and PostgreSQL rejects CREATE/ALTER IF NOT EXISTS in prepared queries.
|
||||
async function executeDDL(query: string): Promise<void> {
|
||||
const client = await pool.connect();
|
||||
try {
|
||||
await client.query(query);
|
||||
} catch {
|
||||
// Table/column already exists — ignore silently
|
||||
} finally {
|
||||
client.release();
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize users table if it doesn't exist (called at startup)
|
||||
export async function initDb(): Promise<void> {
|
||||
await db.execute(`
|
||||
await executeDDL(`
|
||||
CREATE TABLE IF NOT EXISTS users (
|
||||
id SERIAL PRIMARY KEY,
|
||||
name TEXT NOT NULL,
|
||||
|
|
@ -34,17 +47,22 @@ export async function initDb(): Promise<void> {
|
|||
`);
|
||||
|
||||
// Add columns if they don't exist (for existing tables)
|
||||
await addColumnIfExists('email_verified', 'BOOLEAN NOT NULL DEFAULT FALSE');
|
||||
await addColumnIfExists('verification_token', 'TEXT');
|
||||
await addColumnIfExists('verification_token_expiry', 'TIMESTAMP WITH TIME ZONE');
|
||||
}
|
||||
await executeDDL(`ALTER TABLE users ADD COLUMN email_verified BOOLEAN NOT NULL DEFAULT FALSE`);
|
||||
await executeDDL(`ALTER TABLE users ADD COLUMN verification_token TEXT`);
|
||||
await executeDDL(`ALTER TABLE users ADD COLUMN verification_token_expiry TIMESTAMP WITH TIME ZONE`);
|
||||
|
||||
async function addColumnIfExists(column: string, typeDef: string): Promise<void> {
|
||||
try {
|
||||
await db.execute(`ALTER TABLE users ADD COLUMN ${column} ${typeDef}`);
|
||||
} catch {
|
||||
// Column already exists or table doesn't exist — ignore
|
||||
}
|
||||
// Create custom_symbols table
|
||||
await executeDDL(`
|
||||
CREATE TABLE IF NOT EXISTS custom_symbols (
|
||||
id SERIAL PRIMARY KEY,
|
||||
ticker TEXT NOT NULL UNIQUE,
|
||||
name TEXT NOT NULL,
|
||||
type TEXT NOT NULL DEFAULT 'etf',
|
||||
sector TEXT,
|
||||
user_id TEXT,
|
||||
created_at TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW()
|
||||
)
|
||||
`);
|
||||
}
|
||||
|
||||
export async function createUser(data: NewUser): Promise<User> {
|
||||
|
|
@ -90,3 +108,29 @@ export async function getUserByVerificationToken(token: string): Promise<User |
|
|||
export async function markEmailVerified(id: number): Promise<void> {
|
||||
await db.update(users).set({ emailVerified: true, verificationToken: null, verificationTokenExpiry: null }).where(eq(users.id, id));
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Custom Symbols CRUD
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
export async function getAllCustomSymbols(): Promise<CustomSymbol[]> {
|
||||
return await db.select().from(customSymbols);
|
||||
}
|
||||
|
||||
export async function getCustomSymbolByTicker(ticker: string): Promise<CustomSymbol | undefined> {
|
||||
const result = await db.select().from(customSymbols).where(eq(customSymbols.ticker, ticker.toUpperCase()));
|
||||
return result[0];
|
||||
}
|
||||
|
||||
export async function createCustomSymbol(data: NewCustomSymbol): Promise<CustomSymbol> {
|
||||
const [symbol] = await db.insert(customSymbols).values({
|
||||
...data,
|
||||
ticker: data.ticker?.toUpperCase() || data.ticker,
|
||||
}).returning();
|
||||
return symbol;
|
||||
}
|
||||
|
||||
export async function deleteCustomSymbol(ticker: string): Promise<boolean> {
|
||||
const result = await db.delete(customSymbols).where(eq(customSymbols.ticker, ticker.toUpperCase())).returning();
|
||||
return result.length > 0;
|
||||
}
|
||||
|
|
|
|||
|
|
@ -14,6 +14,9 @@ declare module "http" {
|
|||
}
|
||||
}
|
||||
|
||||
// Trust reverse proxy (nginx) for protocol/headers so session cookies work over HTTPS
|
||||
app.set("trust proxy", 1);
|
||||
|
||||
app.use(
|
||||
express.json({
|
||||
verify: (req, _res, buf) => {
|
||||
|
|
|
|||
|
|
@ -34,9 +34,10 @@ export const SYMBOLS: SymbolInfo[] = [
|
|||
{ ticker: "SPY", name: "SPDR S&P 500 ETF", type: "etf", sector: "Broad index" },
|
||||
{ ticker: "QQQ", name: "Invesco QQQ Trust", type: "etf", sector: "Technology" },
|
||||
{ ticker: "SPX", name: "S&P 500 Index", type: "index", sector: "Broad index" },
|
||||
{ ticker: "AAPL", name: "Apple Inc.", type: "equity", sector: "Technology" },
|
||||
{ ticker: "SPCX", name: "Invesco S&P 500 Pure Value ETF", type: "etf", sector: "Value" },
|
||||
{ ticker: "TSLA", name: "Tesla, Inc.", type: "equity", sector: "Consumer cyclical" },
|
||||
{ ticker: "NVDA", name: "NVIDIA Corporation", type: "equity", sector: "Semiconductors" },
|
||||
{ ticker: "PURR", name: "Principal Ultra Short Pure Yield ETF", type: "etf", sector: "Fixed income" },
|
||||
];
|
||||
|
||||
// Reference spot prices and characteristic IV ranges per ticker. These keep
|
||||
|
|
|
|||
|
|
@ -12,7 +12,7 @@
|
|||
//
|
||||
// Rate limits: 100 req/min per API key
|
||||
|
||||
import type { Summary, GexProfile, ExpirationsResponse } from "@shared/schema";
|
||||
import type { Summary, GexProfile, ExpirationsResponse, TanukiLevels } from "@shared/schema";
|
||||
|
||||
export interface OratsClientConfig {
|
||||
apiKey?: string;
|
||||
|
|
@ -278,6 +278,143 @@ export class OratsClient {
|
|||
};
|
||||
}
|
||||
|
||||
// ── Tanuki-style levels from ORATS GEX data ───────────────────────
|
||||
async computeTanukiLevels(ticker: string): Promise<TanukiLevels> {
|
||||
const [summary, strikesRes] = await Promise.all([
|
||||
this.computeSummary(ticker),
|
||||
this.fetchStrikes(ticker),
|
||||
]);
|
||||
|
||||
const spot = summary.spot;
|
||||
const strikes = strikesRes.data;
|
||||
|
||||
// Filter to near-term strikes with meaningful OI (same as GEX profile)
|
||||
const strikeFloor = spot * 0.75;
|
||||
const strikeCeiling = spot * 1.25;
|
||||
const relevant = strikes
|
||||
.filter(
|
||||
(s) =>
|
||||
s.dte <= 7 &&
|
||||
s.strike >= strikeFloor &&
|
||||
s.strike <= strikeCeiling &&
|
||||
s.callOpenInterest + s.putOpenInterest > 500
|
||||
)
|
||||
.map((s) => {
|
||||
const gamma = Math.abs(s.gamma || 0);
|
||||
const callGex = gamma * s.callOpenInterest * spot * spot * 0.01;
|
||||
const putGex = gamma * s.putOpenInterest * spot * spot * 0.01;
|
||||
return {
|
||||
strike: s.strike,
|
||||
callGex,
|
||||
putGex,
|
||||
netGex: callGex - putGex,
|
||||
};
|
||||
})
|
||||
.sort((a, b) => a.strike - b.strike);
|
||||
|
||||
// C1 = callWall (strike with highest call GEX overall)
|
||||
const callWallStrike = summary.callWall;
|
||||
// P1 = putWall (strike with highest put GEX overall)
|
||||
const putWallStrike = summary.putWall;
|
||||
// HVL = gamma flip point
|
||||
const hvl = summary.hvl;
|
||||
|
||||
// cTrans = strike with highest call gamma below callWall
|
||||
const belowCallWall = relevant.filter((b) => b.strike < callWallStrike && b.callGex > 0);
|
||||
const cTrans = belowCallWall.length > 0
|
||||
? belowCallWall.reduce((best, b) => (b.callGex > best.callGex ? b : best)).strike
|
||||
: callWallStrike;
|
||||
|
||||
// pTrans = strike with highest put gamma above putWall
|
||||
const abovePutWall = relevant.filter((b) => b.strike > putWallStrike && b.putGex > 0);
|
||||
const pTrans = abovePutWall.length > 0
|
||||
? abovePutWall.reduce((best, b) => (b.putGex > best.putGex ? b : best)).strike
|
||||
: putWallStrike;
|
||||
|
||||
// Extended levels: C2, C3 from next-highest call GEX strikes above C1
|
||||
const sortedByCallGex = [...relevant].sort((a, b) => b.callGex - a.callGex);
|
||||
const c2Candidate = sortedByCallGex.find((b) => b.strike > callWallStrike && b.strike !== cTrans);
|
||||
const c3Candidate = sortedByCallGex.find(
|
||||
(b) => b.strike > (c2Candidate?.strike ?? callWallStrike) && b.strike !== c2Candidate?.strike
|
||||
);
|
||||
|
||||
// P2, P3 from next-highest put GEX strikes below P1
|
||||
const sortedByPutGex = [...relevant].sort((a, b) => b.putGex - a.putGex);
|
||||
const p2Candidate = sortedByPutGex.find((b) => b.strike < putWallStrike && b.strike !== pTrans);
|
||||
const p3Candidate = sortedByPutGex.find(
|
||||
(b) => b.strike < (p2Candidate?.strike ?? putWallStrike) && b.strike !== p2Candidate?.strike
|
||||
);
|
||||
|
||||
// Find nearest expiry and DTE
|
||||
const expiryDates = [...new Set(strikes.filter((s) => s.expirDate).map((s) => s.expirDate!))];
|
||||
let nearestExpiry = "";
|
||||
let nearestDte = 0;
|
||||
for (const d of expiryDates) {
|
||||
const expDate = new Date(d);
|
||||
const dte = Math.max(0, Math.floor((expDate.getTime() - Date.now()) / (24 * 60 * 60 * 1000)));
|
||||
if (!nearestExpiry || dte < nearestDte) {
|
||||
nearestExpiry = d.slice(0, 10);
|
||||
nearestDte = dte;
|
||||
}
|
||||
}
|
||||
|
||||
// Regime classification (same logic as Tanuki client)
|
||||
const regime = this.classifyRegime(spot, callWallStrike, hvl, cTrans, summary.netGex);
|
||||
|
||||
// Build 5 key levels
|
||||
const levels: TanukiLevels["levels"] = [];
|
||||
const levelDefs = [
|
||||
{ label: "C1", role: "Key Resistance", strike: callWallStrike },
|
||||
{ label: "cTrans", role: "Minor Resistance", strike: cTrans },
|
||||
{ label: "HVL", role: "Gamma Flip", strike: hvl },
|
||||
{ label: "pTrans", role: "Minor Support", strike: pTrans },
|
||||
{ label: "P1", role: "Key Support", strike: putWallStrike },
|
||||
];
|
||||
for (const ld of levelDefs) {
|
||||
if (ld.strike > 0) {
|
||||
levels.push({ role: ld.role, strike: round2(ld.strike), label: ld.label });
|
||||
}
|
||||
}
|
||||
|
||||
// Extended levels
|
||||
const extendedLevels: TanukiLevels["extendedLevels"] = [
|
||||
{ label: "C2", strike: c2Candidate ? round2(c2Candidate.strike) : undefined },
|
||||
{ label: "C3", strike: c3Candidate ? round2(c3Candidate.strike) : undefined },
|
||||
{ label: "P2", strike: p2Candidate ? round2(p2Candidate.strike) : undefined },
|
||||
{ label: "P3", strike: p3Candidate ? round2(p3Candidate.strike) : undefined },
|
||||
];
|
||||
|
||||
// Compute net DEX from strikes (delta * OI * 100 per contract)
|
||||
let netDex = 0;
|
||||
for (const s of strikes.filter((x) => x.dte <= 7)) {
|
||||
netDex += s.delta * s.callOpenInterest * 100; // call delta positive
|
||||
netDex += (s.delta - 1) * s.putOpenInterest * 100; // put delta = s.delta - 1 (negative)
|
||||
}
|
||||
|
||||
return {
|
||||
symbol: ticker,
|
||||
spotPrice: spot,
|
||||
expiry: nearestExpiry,
|
||||
expiryDte: nearestDte,
|
||||
regime,
|
||||
updatedAt: new Date().toISOString(),
|
||||
levels,
|
||||
extendedLevels,
|
||||
netGex: Math.round(summary.netGex),
|
||||
netDex: Math.round(netDex),
|
||||
};
|
||||
}
|
||||
|
||||
// ── Regime Classification (matches Tanuki client logic) ───────────
|
||||
private classifyRegime(spot: number, c1: number, hvl: number, ctrans: number, netGex: number): TanukiLevels["regime"] {
|
||||
if (spot > c1) return "Positive Extension";
|
||||
if (spot < hvl) {
|
||||
return netGex > 0 ? "Negative Transition" : "Negative Gamma";
|
||||
}
|
||||
if (Math.abs(spot - ctrans) / spot < 0.003) return "Transition";
|
||||
return "Positive Gamma";
|
||||
}
|
||||
|
||||
// ── Shared GEX Metrics ────────────────────────────────────────────
|
||||
private computeGexMetrics(strikes: OratsStrike[], spot: number) {
|
||||
let callWall = spot;
|
||||
|
|
|
|||
285
server/routes.ts
285
server/routes.ts
|
|
@ -1,11 +1,9 @@
|
|||
import type { Express, Request, Response } from "express";
|
||||
import { createServer } from "node:http";
|
||||
import type { Server } from "node:http";
|
||||
// eslint-disable-next-line @typescript-eslint/no-var-requires
|
||||
import * as session from "express-session";
|
||||
// eslint-disable-next-line @typescript-eslint/no-var-requires
|
||||
import MemoryStoreModule from "memorystore";
|
||||
const MemoryStore = MemoryStoreModule(session.default || session);
|
||||
import { RedisStore } from "connect-redis";
|
||||
import { createClient } from "redis";
|
||||
import {
|
||||
SYMBOLS,
|
||||
computeExpirations as mockExpirations,
|
||||
|
|
@ -14,17 +12,48 @@ import {
|
|||
computeSummary as mockSummary,
|
||||
} from "./marketData";
|
||||
import { oratsClient } from "./oratsClient";
|
||||
import { registerAuthRoutes } from "./authRoutes";
|
||||
import { initDb } from "./db";
|
||||
import { tanukiClient } from "./tanukiClient";
|
||||
import { registerAuthRoutes, requireAuth } from "./authRoutes";
|
||||
import { initDb, getAllCustomSymbols, createCustomSymbol, deleteCustomSymbol } from "./db";
|
||||
import { rateLimit, securityHeaders } from "./middleware";
|
||||
|
||||
const SessionMemoryStore = new MemoryStore({ checkPeriod: 86400000 });
|
||||
// Built-in tickers from marketData
|
||||
const BUILTIN_TICKERS = new Set(SYMBOLS.map((s) => s.ticker));
|
||||
|
||||
const KNOWN_TICKERS = new Set(SYMBOLS.map((s) => s.ticker));
|
||||
// Cache of all symbols (built-in + custom) — refreshed on demand
|
||||
let cachedAllSymbols: any[] | null = null;
|
||||
let cachedKnownTickers: Set<string> | null = null;
|
||||
|
||||
async function refreshSymbolCache() {
|
||||
const customSymbolsList = await getAllCustomSymbols().catch(() => []);
|
||||
// Merge built-in + custom, deduplicate by ticker
|
||||
const builtInMap = new Map(SYMBOLS.map(s => [s.ticker, { ...s, custom: false }]));
|
||||
for (const cs of customSymbolsList) {
|
||||
if (!builtInMap.has(cs.ticker)) {
|
||||
builtInMap.set(cs.ticker, {
|
||||
ticker: cs.ticker,
|
||||
name: cs.name,
|
||||
type: cs.type as "index" | "etf" | "equity",
|
||||
sector: cs.sector || "Custom",
|
||||
custom: true,
|
||||
});
|
||||
}
|
||||
}
|
||||
cachedAllSymbols = Array.from(builtInMap.values());
|
||||
cachedKnownTickers = new Set(cachedAllSymbols.map(s => s.ticker));
|
||||
}
|
||||
|
||||
function getKnownTickers(): Set<string> {
|
||||
return cachedKnownTickers || BUILTIN_TICKERS;
|
||||
}
|
||||
|
||||
function getAllSymbols(): any[] {
|
||||
return cachedAllSymbols || SYMBOLS.map(s => ({ ...s, custom: false }));
|
||||
}
|
||||
|
||||
function withTicker(req: Request, res: Response, fn: (ticker: string) => unknown) {
|
||||
const raw = String(req.params.symbol || "").toUpperCase();
|
||||
if (!KNOWN_TICKERS.has(raw)) {
|
||||
if (!getKnownTickers().has(raw)) {
|
||||
res.status(404).json({ error: `Unknown symbol: ${raw}` });
|
||||
return;
|
||||
}
|
||||
|
|
@ -37,6 +66,7 @@ function withTicker(req: Request, res: Response, fn: (ticker: string) => unknown
|
|||
|
||||
export async function registerRoutes(httpServer: Server, app: Express): Promise<Server> {
|
||||
await initDb();
|
||||
await refreshSymbolCache();
|
||||
|
||||
// ── Security Headers ──────────────────────────────────────────────
|
||||
app.use(securityHeaders);
|
||||
|
|
@ -49,18 +79,37 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
// Auth-specific rate limit: 50 requests per 15 minutes (relaxed for dev)
|
||||
app.use("/api/auth/", rateLimit({ windowMs: 15 * 60 * 1000, max: 50 }));
|
||||
|
||||
// ── Session Configuration ─────────────────────────────────────────
|
||||
// ── Session Configuration (Redis-backed for persistence) ──────────
|
||||
const redisClient = createClient({
|
||||
url: process.env.REDIS_URL || "redis://127.0.0.1:6379",
|
||||
});
|
||||
redisClient.connect().catch((err) => {
|
||||
console.error("[session] Redis connection failed, sessions will be in-memory only:", err);
|
||||
});
|
||||
const redisSessionStore = new RedisStore({ client: redisClient });
|
||||
|
||||
app.use(
|
||||
(session.default || session)({
|
||||
store: new MemoryStore({ checkPeriod: 86400000 }),
|
||||
session.default?.({
|
||||
store: redisSessionStore,
|
||||
secret: process.env.SESSION_SECRET || "gammadesk-dev-secret-change-me",
|
||||
resave: false,
|
||||
saveUninitialized: false,
|
||||
cookie: {
|
||||
secure: process.env.NODE_ENV === "production",
|
||||
secure: process.env.NODE_ENV === "production" || (process.env.APP_URL || "").startsWith("https"),
|
||||
httpOnly: true, // Prevent XSS from accessing session cookie
|
||||
sameSite: "strict", // Prevent CSRF
|
||||
maxAge: 24 * 60 * 60 * 1000, // 24 hours
|
||||
sameSite: "lax", // Allow same-site + top-level navigation
|
||||
maxAge: 7 * 24 * 60 * 60 * 1000, // 7 days
|
||||
},
|
||||
}) || session({
|
||||
store: redisSessionStore,
|
||||
secret: process.env.SESSION_SECRET || "gammadesk-dev-secret-change-me",
|
||||
resave: false,
|
||||
saveUninitialized: false,
|
||||
cookie: {
|
||||
secure: process.env.NODE_ENV === "production" || (process.env.APP_URL || "").startsWith("https"),
|
||||
httpOnly: true,
|
||||
sameSite: "lax",
|
||||
maxAge: 7 * 24 * 60 * 60 * 1000,
|
||||
},
|
||||
}),
|
||||
);
|
||||
|
|
@ -73,8 +122,56 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
registerAuthRoutes(app);
|
||||
|
||||
// Public API routes
|
||||
app.get("/api/symbols", (_req, res) => {
|
||||
res.json(SYMBOLS);
|
||||
app.get("/api/symbols", async (_req, res) => {
|
||||
await refreshSymbolCache();
|
||||
res.json(getAllSymbols());
|
||||
});
|
||||
|
||||
// Add a custom symbol
|
||||
app.post("/api/symbols", requireAuth, async (req, res) => {
|
||||
const { ticker, name, type, sector } = req.body as Record<string, string>;
|
||||
if (!ticker || !name) {
|
||||
return res.status(400).json({ error: "ticker and name are required" });
|
||||
}
|
||||
const normalizedTicker = ticker.trim().toUpperCase();
|
||||
if (normalizedTicker.length > 8) {
|
||||
return res.status(400).json({ error: "ticker must be 8 characters or less" });
|
||||
}
|
||||
try {
|
||||
const symbol = await createCustomSymbol({
|
||||
ticker: normalizedTicker,
|
||||
name: name.trim(),
|
||||
type: (type as any) || "etf",
|
||||
sector: sector?.trim() || null,
|
||||
});
|
||||
await refreshSymbolCache();
|
||||
res.json({ ok: true, symbol });
|
||||
} catch (err: any) {
|
||||
if (err.code === '23505') {
|
||||
return res.status(409).json({ error: `Symbol ${normalizedTicker} already exists` });
|
||||
}
|
||||
console.error("Error creating custom symbol:", err);
|
||||
res.status(500).json({ error: "Failed to create symbol" });
|
||||
}
|
||||
});
|
||||
|
||||
// Delete a custom symbol
|
||||
app.delete("/api/symbols/:ticker", requireAuth, async (req, res) => {
|
||||
const ticker = String(req.params.ticker || "").toUpperCase();
|
||||
if (BUILTIN_TICKERS.has(ticker)) {
|
||||
return res.status(400).json({ error: "Cannot remove built-in symbol" });
|
||||
}
|
||||
try {
|
||||
const deleted = await deleteCustomSymbol(ticker);
|
||||
if (!deleted) {
|
||||
return res.status(404).json({ error: `Custom symbol ${ticker} not found` });
|
||||
}
|
||||
await refreshSymbolCache();
|
||||
res.json({ ok: true });
|
||||
} catch (err) {
|
||||
console.error("Error deleting custom symbol:", err);
|
||||
res.status(500).json({ error: "Failed to delete symbol" });
|
||||
}
|
||||
});
|
||||
|
||||
// ORATS status - hide sensitive info
|
||||
|
|
@ -86,7 +183,7 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
});
|
||||
|
||||
// Save ORATS API key + base URL to session
|
||||
app.post("/api/orats/config", (req, res) => {
|
||||
app.post("/api/orats/config", requireAuth, (req, res) => {
|
||||
const { apiKey, baseUrl } = req.body as Record<string, string>;
|
||||
const session = req.session as Record<string, unknown>;
|
||||
if (!apiKey || typeof apiKey !== "string") {
|
||||
|
|
@ -103,17 +200,94 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
});
|
||||
|
||||
// Clear ORATS API key from session
|
||||
app.delete("/api/orats/config", (req, res) => {
|
||||
app.delete("/api/orats/config", requireAuth, (req, res) => {
|
||||
const session = req.session as Record<string, unknown>;
|
||||
delete session.oratsApiKey;
|
||||
oratsClient.setApiKey("");
|
||||
res.json({ ok: true, configured: oratsClient.isConfigured() });
|
||||
});
|
||||
|
||||
// ── Tanuki Trades Integration ─────────────────────────────────────
|
||||
|
||||
// Tanuki status
|
||||
app.get("/api/tanuki/status", (_req, res) => {
|
||||
res.json({
|
||||
configured: tanukiClient.isConfigured(),
|
||||
});
|
||||
});
|
||||
|
||||
// Save Tanuki config
|
||||
app.post("/api/tanuki/config", requireAuth, (req, res) => {
|
||||
const { email, tvUser } = req.body as Record<string, string>;
|
||||
if (!email || !tvUser) {
|
||||
return res.status(400).json({ error: "email and tvUser are required" });
|
||||
}
|
||||
tanukiClient.setConfig(email.trim(), tvUser.trim());
|
||||
res.json({ ok: true, configured: tanukiClient.isConfigured() });
|
||||
});
|
||||
|
||||
// Clear Tanuki config
|
||||
app.delete("/api/tanuki/config", (_req, res) => {
|
||||
try {
|
||||
const fs = require("fs");
|
||||
const path = require("path");
|
||||
const configPath = path.join(__dirname, "..", "tanuki_config.json");
|
||||
if (fs.existsSync(configPath)) fs.unlinkSync(configPath);
|
||||
} catch { /* ignore */ }
|
||||
res.json({ ok: true, configured: tanukiClient.isConfigured() });
|
||||
});
|
||||
|
||||
// Fetch Tanuki levels for a symbol — falls back to ORATS-derived levels if Tanuki not configured
|
||||
app.get("/api/tanuki/:symbol", async (req, res) => {
|
||||
const symbol = String(req.params.symbol || "").toUpperCase();
|
||||
try {
|
||||
let levels;
|
||||
if (tanukiClient.isConfigured()) {
|
||||
levels = await tanukiClient.getLevels(symbol);
|
||||
} else {
|
||||
// Fall back to ORATS-derived Tanuki levels
|
||||
levels = await oratsClient.computeTanukiLevels(symbol);
|
||||
}
|
||||
res.json(levels);
|
||||
} catch (err: any) {
|
||||
// If Tanuki fails, try ORATS as fallback
|
||||
if (tanukiClient.isConfigured() && oratsClient.isConfigured()) {
|
||||
try {
|
||||
const fallback = await oratsClient.computeTanukiLevels(symbol);
|
||||
res.json(fallback);
|
||||
return;
|
||||
} catch { /* ignore */ }
|
||||
}
|
||||
console.error(`Tanuki error for ${symbol}:`, err);
|
||||
res.status(502).json({ error: err.message || "Failed to fetch levels" });
|
||||
}
|
||||
});
|
||||
|
||||
// Fetch Tanuki levels for multiple symbols — uses ORATS
|
||||
app.get("/api/tanuki", async (req, res) => {
|
||||
const symbols = (req.query.symbols as string)
|
||||
?.split(",").map(s => s.trim().toUpperCase()).filter(Boolean)
|
||||
|| ["SPX", "QQQ", "GLD", "SLV", "USO"];
|
||||
try {
|
||||
const results: Record<string, any> = {};
|
||||
await Promise.all(symbols.map(async (sym) => {
|
||||
try {
|
||||
results[sym] = await oratsClient.computeTanukiLevels(sym);
|
||||
} catch (err: any) {
|
||||
results[sym] = { error: err.message || "Failed to fetch" };
|
||||
}
|
||||
}));
|
||||
res.json(results);
|
||||
} catch (err: any) {
|
||||
console.error("Tanuki multi-fetch error:", err);
|
||||
res.status(502).json({ error: err.message || "Failed to fetch Tanuki data" });
|
||||
}
|
||||
});
|
||||
|
||||
// Market data routes
|
||||
app.get("/api/market/:symbol/summary", async (req, res) => {
|
||||
const ticker = String(req.params.symbol || "").toUpperCase();
|
||||
if (!KNOWN_TICKERS.has(ticker)) {
|
||||
if (!getKnownTickers().has(ticker)) {
|
||||
return res.status(404).json({ error: `Unknown symbol: ${ticker}` });
|
||||
}
|
||||
try {
|
||||
|
|
@ -129,7 +303,7 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
|
||||
app.get("/api/market/:symbol/gex", async (req, res) => {
|
||||
const ticker = String(req.params.symbol || "").toUpperCase();
|
||||
if (!KNOWN_TICKERS.has(ticker)) {
|
||||
if (!getKnownTickers().has(ticker)) {
|
||||
return res.status(404).json({ error: `Unknown symbol: ${ticker}` });
|
||||
}
|
||||
try {
|
||||
|
|
@ -145,7 +319,7 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
|
||||
app.get("/api/market/:symbol/expirations", async (req, res) => {
|
||||
const ticker = String(req.params.symbol || "").toUpperCase();
|
||||
if (!KNOWN_TICKERS.has(ticker)) {
|
||||
if (!getKnownTickers().has(ticker)) {
|
||||
return res.status(404).json({ error: `Unknown symbol: ${ticker}` });
|
||||
}
|
||||
try {
|
||||
|
|
@ -161,12 +335,14 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
|
||||
app.get("/api/screener", async (_req, res) => {
|
||||
try {
|
||||
await refreshSymbolCache();
|
||||
const allSymbols = getAllSymbols();
|
||||
if (oratsClient.isConfigured()) {
|
||||
const summaries = await Promise.all(
|
||||
SYMBOLS.map((s) => oratsClient.computeSummary(s.ticker)),
|
||||
allSymbols.map((s) => oratsClient.computeSummary(s.ticker)),
|
||||
);
|
||||
const screenerData = summaries.map((summary, i) => {
|
||||
const symbol = SYMBOLS[i];
|
||||
const symbol = allSymbols[i];
|
||||
return {
|
||||
ticker: symbol.ticker,
|
||||
name: symbol.name,
|
||||
|
|
@ -195,6 +371,67 @@ export async function registerRoutes(httpServer: Server, app: Express): Promise<
|
|||
}
|
||||
});
|
||||
|
||||
// ── Futures Levels (Tanuki-style: ETF gamma → futures equivalents) ──
|
||||
app.get("/api/futures/:symbol/levels", async (req, res) => {
|
||||
const ticker = String(req.params.symbol || "").toUpperCase();
|
||||
if (!getKnownTickers().has(ticker)) {
|
||||
return res.status(404).json({ error: `Unknown symbol: ${ticker}` });
|
||||
}
|
||||
|
||||
// Import conversions from shared schema
|
||||
const { FUTURES_CONVERSIONS } = await import("@shared/schema");
|
||||
const conversion = FUTURES_CONVERSIONS.find((c) => c.sourceTicker === ticker);
|
||||
if (!conversion) {
|
||||
return res.status(400).json({ error: `No futures mapping for ${ticker}. Supported: ${FUTURES_CONVERSIONS.map((c) => c.sourceTicker).join(", ")}` });
|
||||
}
|
||||
|
||||
try {
|
||||
const [summary, gex] = await Promise.all([
|
||||
oratsClient.isConfigured()
|
||||
? oratsClient.computeSummary(ticker)
|
||||
: Promise.resolve(mockSummary(ticker)),
|
||||
oratsClient.isConfigured()
|
||||
? oratsClient.computeGexProfile(ticker)
|
||||
: Promise.resolve(mockGexProfile(ticker)),
|
||||
]);
|
||||
|
||||
const { multiplier } = conversion;
|
||||
const sourceSpot = summary.spot;
|
||||
|
||||
// Get top strikes by absolute net GEX
|
||||
const topStrikes = [...gex.bars]
|
||||
.map((b) => ({
|
||||
sourceStrike: b.strike,
|
||||
futuresStrike: Math.round(b.strike * multiplier * 100) / 100,
|
||||
netGex: b.netGex,
|
||||
magnitude: Math.abs(b.netGex),
|
||||
}))
|
||||
.sort((a, b) => b.magnitude - a.magnitude)
|
||||
.slice(0, 12);
|
||||
|
||||
const futuresLevel = {
|
||||
sourceTicker: ticker,
|
||||
targetTicker: conversion.targetTicker,
|
||||
targetName: conversion.targetName,
|
||||
sourceSpot,
|
||||
futuresSpot: Math.round(sourceSpot * multiplier * 100) / 100,
|
||||
hvl: Math.round(gex.hvl * multiplier * 100) / 100,
|
||||
callWall: Math.round(gex.callWall * multiplier * 100) / 100,
|
||||
putWall: Math.round(gex.putWall * multiplier * 100) / 100,
|
||||
sourceHvl: gex.hvl,
|
||||
sourceCallWall: gex.callWall,
|
||||
sourcePutWall: gex.putWall,
|
||||
topStrikes,
|
||||
asOf: gex.asOf,
|
||||
};
|
||||
|
||||
res.json(futuresLevel);
|
||||
} catch (err) {
|
||||
console.error(`Futures levels error for ${ticker}:`, err);
|
||||
res.status(500).json({ error: "Failed to compute futures levels" });
|
||||
}
|
||||
});
|
||||
|
||||
return httpServer;
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -0,0 +1,532 @@
|
|||
// Tanuki Trade API client
|
||||
//
|
||||
// Authenticates to TanukiTrade, fetches GEX level data, and returns it
|
||||
// in GammaDesk's standard format.
|
||||
//
|
||||
// Auth flow (simplified for server-side):
|
||||
// - Config: email + tv_user stored in tanuki_config.json (gitignored)
|
||||
// - Session: cached cookies + XOR key, auto-refreshed on expiry
|
||||
// - XOR decryption: key extracted from GEX Live page, used to decrypt msgpack responses
|
||||
//
|
||||
// Rate limits: ~10 req/min to avoid triggering anti-bot
|
||||
|
||||
import type { TanukiLevels } from "@shared/schema";
|
||||
|
||||
const BASE_URL = "https://app.tanukitrade.com";
|
||||
const LOGIN_URL = `${BASE_URL}/accounts/login/`;
|
||||
const VERIFY_URL = `${BASE_URL}/accounts/verify/`;
|
||||
const WEBAPP_URL = `${BASE_URL}/webapp/`;
|
||||
const GEX_API = `${BASE_URL}/webapp/api/gex-data/`;
|
||||
const PAGE_URL = `${BASE_URL}/webapp/gex-live/`;
|
||||
|
||||
const UA = "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 Chrome/136.0.0.0 Safari/537.36";
|
||||
|
||||
const DEFAULT_SYMBOLS = ["SPX", "QQQ", "GLD", "SLV", "USO"];
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// XOR Decryption (matches Tanuki's tanuki-v1 encoding)
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function decryptXor(data: Uint8Array, key: Uint8Array): Uint8Array {
|
||||
const result = new Uint8Array(data.length);
|
||||
const kl = key.length;
|
||||
for (let i = 0; i < data.length; i++) {
|
||||
result[i] = (data[i] ^ key[i % kl]) & 0xFF;
|
||||
}
|
||||
return result;
|
||||
}
|
||||
|
||||
// Simple msgpack unpacker for the subset we need (objects, arrays, strings, numbers)
|
||||
function unpackMsgPack(data: Uint8Array): unknown {
|
||||
let pos = 0;
|
||||
|
||||
function read(): unknown {
|
||||
const byte = data[pos++];
|
||||
|
||||
// Fixmap (0x80-0x8f)
|
||||
if ((byte & 0xf0) === 0x80) {
|
||||
const size = byte & 0x0f;
|
||||
const obj: Record<string, unknown> = {};
|
||||
for (let i = 0; i < size; i++) {
|
||||
const key = read() as string;
|
||||
obj[key] = read();
|
||||
}
|
||||
return obj;
|
||||
}
|
||||
|
||||
// Fixarray (0x90-0x9f)
|
||||
if ((byte & 0xf0) === 0x90) {
|
||||
const size = byte & 0x0f;
|
||||
const arr: unknown[] = [];
|
||||
for (let i = 0; i < size; i++) {
|
||||
arr.push(read());
|
||||
}
|
||||
return arr;
|
||||
}
|
||||
|
||||
// Fixstr (0xa0-0xbf)
|
||||
if ((byte & 0xe0) === 0xa0) {
|
||||
const len = byte & 0x1f;
|
||||
return readStr(len);
|
||||
}
|
||||
|
||||
// str8 (0xa9) or fixstr overlap
|
||||
if (byte === 0xa9) {
|
||||
const len = data[pos++];
|
||||
return readStr(len);
|
||||
}
|
||||
if (byte === 0xab) {
|
||||
const len = (data[pos++] << 8) | data[pos++];
|
||||
return readStr(len);
|
||||
}
|
||||
|
||||
// uint8 (0xcc)
|
||||
if (byte === 0xcc) {
|
||||
return data[pos++];
|
||||
}
|
||||
// uint16 (0xcd)
|
||||
if (byte === 0xcd) {
|
||||
const val = (data[pos++] << 8) | data[pos++];
|
||||
pos++; // skip one more if needed
|
||||
return val;
|
||||
}
|
||||
// uint32 (0xce)
|
||||
if (byte === 0xce) {
|
||||
return (data[pos++] << 24) | (data[pos++] << 16) | (data[pos++] << 8) | data[pos++];
|
||||
}
|
||||
|
||||
// float32 (0xca)
|
||||
if (byte === 0xca) {
|
||||
const buf = new ArrayBuffer(4);
|
||||
const view = new DataView(buf);
|
||||
view.setUint8(0, data[pos]);
|
||||
view.setUint8(1, data[pos + 1]);
|
||||
view.setUint8(2, data[pos + 2]);
|
||||
view.setUint8(3, data[pos + 3]);
|
||||
pos += 4;
|
||||
return view.getFloat32(0, false);
|
||||
}
|
||||
// float64 (0xcb)
|
||||
if (byte === 0xcb) {
|
||||
const buf = new ArrayBuffer(8);
|
||||
const view = new DataView(buf);
|
||||
for (let i = 0; i < 8; i++) view.setUint8(i, data[pos + i]);
|
||||
pos += 8;
|
||||
return view.getFloat64(0, false);
|
||||
}
|
||||
|
||||
// Negative fixint (0xe0-0xff)
|
||||
if (byte >= 0xe0) {
|
||||
return byte - 0x100; // convert to negative
|
||||
}
|
||||
|
||||
// Positive fixint (0x00-0x7f)
|
||||
if (byte <= 0x7f) {
|
||||
return byte;
|
||||
}
|
||||
|
||||
// bool
|
||||
if (byte === 0xc3) return false;
|
||||
if (byte === 0xc2) return true;
|
||||
if (byte === 0xc0) return null;
|
||||
|
||||
// String with prefix
|
||||
if (byte === 0xa8) {
|
||||
const len = data[pos++];
|
||||
return readStr(len);
|
||||
}
|
||||
|
||||
console.warn(`[tanuki] Unknown msgpack byte: 0x${byte.toString(16)} at pos ${pos - 1}`);
|
||||
return null;
|
||||
}
|
||||
|
||||
function readStr(len: number): string {
|
||||
const start = pos;
|
||||
pos += len;
|
||||
return new TextDecoder().decode(data.slice(start, start + len));
|
||||
}
|
||||
|
||||
return read();
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Session Management
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
interface TanukiSession {
|
||||
cookies: Record<string, string>;
|
||||
xorKey: number[];
|
||||
expiresAt: number; // epoch ms
|
||||
}
|
||||
|
||||
interface TanukiConfig {
|
||||
email: string;
|
||||
tvUser: string;
|
||||
}
|
||||
|
||||
// In-memory cache
|
||||
let cachedSession: TanukiSession | null = null;
|
||||
let cachedConfig: TanukiConfig | null = null;
|
||||
|
||||
// Load config from environment or file
|
||||
function loadConfig(): TanukiConfig | null {
|
||||
const envEmail = process.env.TANUKI_EMAIL;
|
||||
const envUser = process.env.TANUKI_TV_USER;
|
||||
if (envEmail && envUser) {
|
||||
return { email: envEmail, tvUser: envUser };
|
||||
}
|
||||
|
||||
// Try config file
|
||||
try {
|
||||
const fs = require("fs");
|
||||
const path = require("path");
|
||||
const configPath = path.join(__dirname, "..", "tanuki_config.json");
|
||||
if (fs.existsSync(configPath)) {
|
||||
const config = JSON.parse(fs.readFileSync(configPath, "utf-8"));
|
||||
if (config.email && config.tv_user) {
|
||||
return { email: config.email, tvUser: config.tv_user };
|
||||
}
|
||||
}
|
||||
} catch {
|
||||
// Config file doesn't exist or is invalid
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
function isConfigured(): boolean {
|
||||
cachedConfig = loadConfig();
|
||||
return cachedConfig !== null;
|
||||
}
|
||||
|
||||
function getConfig(): TanukiConfig | null {
|
||||
return cachedConfig || loadConfig();
|
||||
}
|
||||
|
||||
function setConfig(email: string, tvUser: string): void {
|
||||
try {
|
||||
const fs = require("fs");
|
||||
const path = require("path");
|
||||
const configPath = path.join(__dirname, "..", "tanuki_config.json");
|
||||
fs.writeFileSync(configPath, JSON.stringify({
|
||||
email,
|
||||
tv_user: tvUser,
|
||||
updated_at: new Date().toISOString(),
|
||||
}, null, 2));
|
||||
fs.chmodSync(configPath, 0o600); // Restrict permissions
|
||||
cachedConfig = { email, tvUser };
|
||||
cachedSession = null; // Invalidate cached session
|
||||
} catch (err) {
|
||||
console.error("[tanuki] Failed to save config:", err);
|
||||
}
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// HTTP helpers
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
async function tanukiFetch(url: string, options: RequestInit = {}): Promise<Response> {
|
||||
const session = await getSession();
|
||||
const headers = {
|
||||
"User-Agent": UA,
|
||||
"X-Requested-With": "XMLHttpRequest",
|
||||
"Accept": "*/*",
|
||||
"Referer": PAGE_URL,
|
||||
...options.headers,
|
||||
};
|
||||
|
||||
// Add cookies
|
||||
if (session?.cookies) {
|
||||
const cookieStr = Object.entries(session.cookies)
|
||||
.map(([k, v]) => `${k}=${v}`)
|
||||
.join("; ");
|
||||
headers["Cookie"] = cookieStr;
|
||||
}
|
||||
|
||||
const response = await fetch(url, {
|
||||
...options,
|
||||
headers,
|
||||
redirect: "manual", // Handle redirects ourselves
|
||||
});
|
||||
|
||||
// Capture set-cookie headers
|
||||
const setCookies = response.headers.getSetCookie?.() || [];
|
||||
for (const cookie of setCookies) {
|
||||
const nameEq = cookie.indexOf("=");
|
||||
const semi = cookie.indexOf(";");
|
||||
const nameEnd = semi > 0 ? semi : cookie.length;
|
||||
if (nameEq > 0) {
|
||||
const name = cookie.substring(0, nameEnd).split("=")[0];
|
||||
const value = cookie.substring(nameEq + 1, nameEnd).trim();
|
||||
if (cachedSession?.cookies) {
|
||||
cachedSession.cookies[name] = value;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return response;
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Authentication
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
async function getSession(): Promise<TanukiSession | null> {
|
||||
// Check existing session
|
||||
if (cachedSession && cachedSession.expiresAt > Date.now()) {
|
||||
return cachedSession;
|
||||
}
|
||||
|
||||
// Need fresh login
|
||||
const config = getConfig();
|
||||
if (!config) {
|
||||
return null;
|
||||
}
|
||||
|
||||
return performLogin(config);
|
||||
}
|
||||
|
||||
async function performLogin(config: TanukiConfig): Promise<TanukiSession | null> {
|
||||
try {
|
||||
console.log("[tanuki] Attempting login...");
|
||||
|
||||
// Step 1: GET login page for CSRF token
|
||||
const loginResp = await fetch(LOGIN_URL, {
|
||||
headers: { "User-Agent": UA },
|
||||
redirect: "follow",
|
||||
});
|
||||
const loginCookies = loginResp.headers.getSetCookie?.() || [];
|
||||
const cookies: Record<string, string> = {};
|
||||
for (const cookie of loginCookies) {
|
||||
const nameEq = cookie.indexOf("=");
|
||||
const semi = cookie.indexOf(";");
|
||||
const nameEnd = semi > 0 ? semi : cookie.length;
|
||||
if (nameEq > 0) {
|
||||
const name = cookie.substring(0, nameEnd).split("=")[0];
|
||||
const value = cookie.substring(nameEq + 1, nameEnd).trim();
|
||||
cookies[name] = value;
|
||||
}
|
||||
}
|
||||
|
||||
const csrfToken = cookies["csrftoken"];
|
||||
if (!csrfToken) {
|
||||
console.warn("[tanuki] No CSRF token received");
|
||||
return null;
|
||||
}
|
||||
|
||||
// Step 2: POST login
|
||||
const verifyResp = await fetch(LOGIN_URL, {
|
||||
method: "POST",
|
||||
headers: {
|
||||
"User-Agent": UA,
|
||||
"Referer": LOGIN_URL,
|
||||
"Content-Type": "application/x-www-form-urlencoded",
|
||||
Cookie: `csrftoken=${csrfToken}`,
|
||||
},
|
||||
body: `csrfmiddlewaretoken=${csrfToken}&email=${encodeURIComponent(config.email)}&tv_user=${encodeURIComponent(config.tvUser)}`,
|
||||
redirect: "manual",
|
||||
});
|
||||
|
||||
const redirectUrl = verifyResp.headers.get("Location") || "";
|
||||
if (!redirectUrl.includes("/verify")) {
|
||||
console.warn("[tanuki] Login did not redirect to verify page");
|
||||
return null;
|
||||
}
|
||||
|
||||
// Note: In production, this would need the verification code from Gmail
|
||||
// For now, we return null and rely on manual session setup
|
||||
console.log("[tanuki] Login submitted. Verification code required from email.");
|
||||
console.log("[tanuki] Set TANUKI_SESSION_COOKIE env var or use /api/tanuki/config endpoint.");
|
||||
|
||||
// Check for stored session cookie
|
||||
const storedCookie = process.env.TANUKI_SESSION_COOKIE;
|
||||
if (storedCookie) {
|
||||
const sessionCookies: Record<string, string> = {};
|
||||
storedCookie.split(";").forEach(c => {
|
||||
const [name, ...valueParts] = c.trim().split("=");
|
||||
if (name) sessionCookies[name] = valueParts.join("=");
|
||||
});
|
||||
// Extract XOR key
|
||||
const xorKey = await extractXorKey(sessionCookies);
|
||||
if (xorKey) {
|
||||
cachedSession = {
|
||||
cookies: sessionCookies,
|
||||
xorKey,
|
||||
expiresAt: Date.now() + 12 * 60 * 60 * 1000, // 12 hours
|
||||
};
|
||||
return cachedSession;
|
||||
}
|
||||
}
|
||||
|
||||
return null;
|
||||
} catch (err) {
|
||||
console.error("[tanuki] Login failed:", err);
|
||||
return null;
|
||||
}
|
||||
}
|
||||
|
||||
async function extractXorKey(cookies: Record<string, string>): Promise<number[] | null> {
|
||||
const cookieStr = Object.entries(cookies).map(([k, v]) => `${k}=${v}`).join("; ");
|
||||
const resp = await fetch(PAGE_URL, {
|
||||
headers: {
|
||||
"User-Agent": UA,
|
||||
Cookie: cookieStr,
|
||||
},
|
||||
});
|
||||
|
||||
const text = await resp.text();
|
||||
const match = text.match(/rc\s*=\s*\[(\d[\d,\s]+)\]/);
|
||||
if (!match) return null;
|
||||
|
||||
return match[1].split(",").map(s => parseInt(s.trim(), 10));
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Data fetching
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
async function fetchGexData(symbol: string, method = "cumulative", expiry?: string): Promise<unknown> {
|
||||
const session = await getSession();
|
||||
if (!session) {
|
||||
throw new Error("Tanuki not configured or session expired. Configure via Settings.");
|
||||
}
|
||||
|
||||
let url = `${GEX_API}?symbol=${encodeURIComponent(symbol)}&method=${method}`;
|
||||
if (expiry) url += `&expiry=${expiry}`;
|
||||
|
||||
const resp = await tanukiFetch(url);
|
||||
|
||||
if (resp.status === 500) {
|
||||
// Session expired, try re-login
|
||||
cachedSession = null;
|
||||
const newSession = await getSession();
|
||||
if (!newSession) {
|
||||
throw new Error("Tanuki session expired and re-auth failed");
|
||||
}
|
||||
return fetchGexData(symbol, method, expiry);
|
||||
}
|
||||
|
||||
if (resp.status !== 200) {
|
||||
throw new Error(`Tanuki API error: ${resp.status}`);
|
||||
}
|
||||
|
||||
const encoding = resp.headers.get("X-Encoding") || "";
|
||||
const buffer = await resp.arrayBuffer();
|
||||
|
||||
if (encoding === "tanuki-v1") {
|
||||
const decrypted = decryptXor(new Uint8Array(buffer), new Uint8Array(session.xorKey));
|
||||
return unpackMsgPack(decrypted);
|
||||
}
|
||||
|
||||
return JSON.parse(new TextDecoder().decode(buffer));
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Level extraction and classification
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
function classifyRegime(spot: number, c1: number, hvl: number, ctrans: number, netGex: number): string {
|
||||
if (spot > c1) return "Positive Extension";
|
||||
if (spot < hvl) {
|
||||
return netGex > 0 ? "Negative Transition" : "Negative Gamma";
|
||||
}
|
||||
if (Math.abs(spot - ctrans) / spot < 0.003) return "Transition";
|
||||
return "Positive Gamma";
|
||||
}
|
||||
|
||||
export function extractTanukiLevels(rawData: any): TanukiLevels {
|
||||
const kl = rawData.key_levels || {};
|
||||
const spot = rawData.spot_price || 0;
|
||||
const totals = rawData.totals || {};
|
||||
|
||||
const c1 = parseFloat(kl.call_resistance || 0);
|
||||
const ctrans = parseFloat(kl.ctrans || 0);
|
||||
const hvl = parseFloat(kl.hvl || 0);
|
||||
const ptrans = parseFloat(kl.ptrans || 0);
|
||||
const p1 = parseFloat(kl.put_support || 0);
|
||||
|
||||
const c2 = parseFloat(kl.c2 || 0);
|
||||
const c3 = parseFloat(kl.c3 || 0);
|
||||
const p2 = parseFloat(kl.p2 || 0);
|
||||
const p3 = parseFloat(kl.p3 || 0);
|
||||
|
||||
const netGex = totals.net_gex || 0;
|
||||
const netDex = totals.net_dex || 0;
|
||||
|
||||
const regime = classifyRegime(spot, c1, hvl, ctrans, netGex);
|
||||
|
||||
// Build 5 key levels
|
||||
const levels: TanukiLevels["levels"] = [];
|
||||
const levelDefs = [
|
||||
{ label: "C1", role: "Key Resistance", strike: c1 },
|
||||
{ label: "cTrans", role: "Minor Resistance", strike: ctrans },
|
||||
{ label: "HVL", role: "Gamma Flip", strike: hvl },
|
||||
{ label: "pTrans", role: "Minor Support", strike: ptrans },
|
||||
{ label: "P1", role: "Key Support", strike: p1 },
|
||||
];
|
||||
|
||||
for (const ld of levelDefs) {
|
||||
if (ld.strike > 0) {
|
||||
levels.push({ role: ld.role, strike: ld.strike, label: ld.label });
|
||||
}
|
||||
}
|
||||
|
||||
// Extended levels
|
||||
const extendedLevels: TanukiLevels["extendedLevels"] = [];
|
||||
const extDefs = [
|
||||
{ label: "C2", strike: c2 },
|
||||
{ label: "C3", strike: c3 },
|
||||
{ label: "P2", strike: p2 },
|
||||
{ label: "P3", strike: p3 },
|
||||
];
|
||||
|
||||
for (const ed of extDefs) {
|
||||
if (ed.strike > 0) {
|
||||
extendedLevels.push({ label: ed.label, strike: ed.strike });
|
||||
}
|
||||
}
|
||||
|
||||
return {
|
||||
symbol: rawData.symbol || symbol,
|
||||
spotPrice: spot,
|
||||
expiry: rawData.expiry || "",
|
||||
expiryDte: rawData.expiry_dte || 0,
|
||||
regime,
|
||||
updatedAt: rawData.updated_at || new Date().toISOString(),
|
||||
levels,
|
||||
extendedLevels,
|
||||
netGex,
|
||||
netDex,
|
||||
};
|
||||
}
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Public API
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
async function getLevels(symbol: string): Promise<TanukiLevels> {
|
||||
const raw = await fetchGexData(symbol.toUpperCase());
|
||||
return extractTanukiLevels(raw);
|
||||
}
|
||||
|
||||
async function getMultiLevels(symbols: string[]): Promise<Record<string, TanukiLevels | { error: string }>> {
|
||||
const results: Record<string, TanukiLevels | { error: string }> = {};
|
||||
for (const sym of symbols) {
|
||||
try {
|
||||
results[sym] = await getLevels(sym);
|
||||
} catch (err: any) {
|
||||
results[sym] = { error: err.message || String(err) };
|
||||
}
|
||||
}
|
||||
return results;
|
||||
}
|
||||
|
||||
export const tanukiClient = {
|
||||
isConfigured,
|
||||
getConfig,
|
||||
setConfig,
|
||||
getLevels,
|
||||
getMultiLevels,
|
||||
extractTanukiLevels,
|
||||
DEFAULT_SYMBOLS,
|
||||
};
|
||||
115
shared/schema.ts
115
shared/schema.ts
|
|
@ -23,6 +23,23 @@ export const users = pgTable("users", {
|
|||
export type User = typeof users.$inferSelect;
|
||||
export type NewUser = typeof users.$inferInsert;
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Custom Symbols - User-added tickers stored in DB
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
export const customSymbols = pgTable("custom_symbols", {
|
||||
id: serial("id").primaryKey(),
|
||||
ticker: text("ticker").notNull().unique(),
|
||||
name: text("name").notNull(),
|
||||
type: text("type").default("etf").notNull(), // etf, equity, index
|
||||
sector: text("sector"),
|
||||
userId: text("user_id"), // null = global, otherwise tied to a user
|
||||
createdAt: timestamp("created_at", { mode: "date" }).defaultNow().notNull(),
|
||||
});
|
||||
|
||||
export type CustomSymbol = typeof customSymbols.$inferSelect;
|
||||
export type NewCustomSymbol = typeof customSymbols.$inferInsert;
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Symbols
|
||||
// ---------------------------------------------------------------------------
|
||||
|
|
@ -146,3 +163,101 @@ export const screenerRowSchema = z.object({
|
|||
});
|
||||
|
||||
export type ScreenerRow = z.infer<typeof screenerRowSchema>;
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Futures conversion: ETF/Index → E-mini futures equivalents
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
// ETF/Index -> Futures mapping with conversion ratio
|
||||
export const futuresConversionSchema = z.object({
|
||||
sourceTicker: z.string(), // e.g., "SPY", "QQQ", "SPX"
|
||||
targetTicker: z.string(), // e.g., "ES", "NQ", "YM"
|
||||
targetName: z.string(), // e.g., "E-mini S&P 500", "E-mini Nasdaq-100"
|
||||
multiplier: z.number(), // multiply ETF price to get futures price
|
||||
});
|
||||
|
||||
export type FuturesConversion = z.infer<typeof futuresConversionSchema>;
|
||||
|
||||
// Known mappings (ETF/Index price → futures price)
|
||||
export const FUTURES_CONVERSIONS: FuturesConversion[] = [
|
||||
{ sourceTicker: "SPY", targetTicker: "ES", targetName: "E-mini S&P 500 (ES)", multiplier: 10 },
|
||||
{ sourceTicker: "SPX", targetTicker: "ES", targetName: "E-mini S&P 500 (ES)", multiplier: 1 },
|
||||
{ sourceTicker: "QQQ", targetTicker: "NQ", targetName: "E-mini Nasdaq-100 (NQ)", multiplier: 20 },
|
||||
{ sourceTicker: "IWM", targetTicker: "YM", targetName: "E-mini DJIA (YM)", multiplier: 10 },
|
||||
];
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Gamma levels mapped to futures
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
export const futuresLevelSchema = z.object({
|
||||
sourceTicker: z.string(),
|
||||
targetTicker: z.string(),
|
||||
targetName: z.string(),
|
||||
sourceSpot: z.number(),
|
||||
futuresSpot: z.number(),
|
||||
hvl: z.number(),
|
||||
callWall: z.number(),
|
||||
putWall: z.number(),
|
||||
sourceHvl: z.number(),
|
||||
sourceCallWall: z.number(),
|
||||
sourcePutWall: z.number(),
|
||||
topStrikes: z.array(z.object({
|
||||
sourceStrike: z.number(),
|
||||
futuresStrike: z.number(),
|
||||
netGex: z.number(),
|
||||
magnitude: z.number(),
|
||||
})),
|
||||
asOf: z.string(),
|
||||
});
|
||||
|
||||
export type FuturesLevel = z.infer<typeof futuresLevelSchema>;
|
||||
|
||||
// ---------------------------------------------------------------------------
|
||||
// Tanuki Trades — 5-level gamma profile + extended levels
|
||||
// ---------------------------------------------------------------------------
|
||||
|
||||
export const tanukiLevelSchema = z.object({
|
||||
role: z.string(), // "Key Resistance", "Minor Resistance", "Gamma Flip", "Minor Support", "Key Support"
|
||||
strike: z.number(),
|
||||
label: z.string(), // "C1", "cTrans", "HVL", "pTrans", "P1"
|
||||
});
|
||||
|
||||
export const tanukiExtendedLevelSchema = z.object({
|
||||
label: z.string(), // "C2", "C3", "P2", "P3"
|
||||
strike: z.number().optional(),
|
||||
});
|
||||
|
||||
export const tanukiRegimeSchema = z.enum([
|
||||
"Positive Gamma",
|
||||
"Negative Gamma",
|
||||
"Positive Extension",
|
||||
"Transition",
|
||||
"Negative Transition",
|
||||
]);
|
||||
|
||||
export const tanukiLevelsSchema = z.object({
|
||||
symbol: z.string(),
|
||||
spotPrice: z.number(),
|
||||
expiry: z.string(), // ISO date
|
||||
expiryDte: z.number(),
|
||||
regime: tanukiRegimeSchema,
|
||||
updatedAt: z.string(), // ISO timestamp
|
||||
levels: z.array(tanukiLevelSchema),
|
||||
extendedLevels: z.array(tanukiExtendedLevelSchema),
|
||||
netGex: z.number(),
|
||||
netDex: z.number(),
|
||||
});
|
||||
|
||||
export type TanukiLevel = z.infer<typeof tanukiLevelSchema>;
|
||||
export type TanukiExtendedLevel = z.infer<typeof tanukiExtendedLevelSchema>;
|
||||
export type TanukiRegime = z.infer<typeof tanukiRegimeSchema>;
|
||||
export type TanukiLevels = z.infer<typeof tanukiLevelsSchema>;
|
||||
|
||||
// Tanuki config stored server-side
|
||||
export const tanukiConfigSchema = z.object({
|
||||
email: z.string().email(),
|
||||
tvUser: z.string(),
|
||||
});
|
||||
|
||||
export type TanukiConfig = z.infer<typeof tanukiConfigSchema>;
|
||||
|
|
|
|||
|
|
@ -0,0 +1,3 @@
|
|||
#!/bin/bash
|
||||
cd /home/chuck/projects/gammadesk
|
||||
NODE_ENV=development npx tsx server/index.ts "$@"
|
||||
Loading…
Reference in New Issue