[codex] Add experimental 0DTE analytics tab

apps/api/gammascope_api/contracts/generated/experimental_analytics.py

@@ -0,0 +1,243 @@
+# generated by datamodel-codegen:
+#   filename:  experimental-analytics.schema.json
+
+from __future__ import annotations
+
+from enum import Enum
+from typing import Literal
+
+from pydantic import AwareDatetime, BaseModel, ConfigDict, confloat, conint, constr
+
+
+class Mode(Enum):
+    latest = 'latest'
+    replay = 'replay'
+
+
+class Meta(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    generatedAt: AwareDatetime
+    mode: Mode
+    sourceSessionId: constr(min_length=1)
+    sourceSnapshotTime: AwareDatetime
+    symbol: Literal['SPX']
+    expiry: constr(pattern=r'^\d{4}-\d{2}-\d{2}$')
+
+
+class SourceSnapshot(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    spot: float
+    forward: float
+    rowCount: conint(ge=0)
+    strikeCount: conint(ge=0)
+    timeToExpiryYears: confloat(ge=0.0)
+
+
+class ExpectedRange(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    lower: float
+    upper: float
+
+
+class Level(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    strike: float
+    closeAbove: float | None
+    closeBelow: float | None
+
+
+class Right(Enum):
+    call = 'call'
+    put = 'put'
+    pair = 'pair'
+
+
+class Flag(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    strike: float
+    right: Right
+    code: constr(min_length=1)
+    message: constr(min_length=1)
+
+
+class PanelStatus(Enum):
+    ok = 'ok'
+    preview = 'preview'
+    insufficient_data = 'insufficient_data'
+    error = 'error'
+
+
+class Severity(Enum):
+    info = 'info'
+    warning = 'warning'
+    error = 'error'
+
+
+class Diagnostic(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    code: constr(min_length=1)
+    message: constr(min_length=1)
+    severity: Severity
+
+
+class Point(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    x: float
+    y: float | None
+
+
+class StrikeValue(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    strike: float | None
+    value: float | None
+    label: str | None
+
+
+class Row(BaseModel):
+    model_config = ConfigDict(
+        extra='allow',
+    )
+    strike: float
+
+
+class PanelWithRows(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    rows: list[Row]
+
+
+class ForwardSummary(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    parityForward: float | None
+    forwardMinusSpot: float | None
+    atmStrike: float | None
+    atmStraddle: float | None
+    expectedRange: ExpectedRange | None
+    expectedMovePercent: float | None
+
+
+class Method(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    key: constr(min_length=1)
+    label: constr(min_length=1)
+    status: PanelStatus
+    points: list[Point]
+
+
+class IvSmiles(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    methods: list[Method]
+
+
+class SmileDiagnostics(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    ivValley: StrikeValue
+    atmForwardIv: float | None
+    skewSlope: float | None
+    curvature: float | None
+    methodDisagreement: float | None
+
+
+class Probabilities(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    levels: list[Level]
+
+
+class TerminalDistribution(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    density: list[Point]
+    highestDensityZone: str | None
+    range68: str | None
+    range95: str | None
+    leftTailProbability: float | None
+    rightTailProbability: float | None
+
+
+class SkewTail(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    tailBias: str | None
+    leftTailRichness: float | None
+    rightTailRichness: float | None
+
+
+class QuoteQuality(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    status: PanelStatus
+    label: constr(min_length=1)
+    diagnostics: list[Diagnostic]
+    score: confloat(ge=0.0, le=1.0)
+    flags: list[Flag]
+
+
+class ExperimentalAnalytics(BaseModel):
+    model_config = ConfigDict(
+        extra='forbid',
+    )
+    schema_version: Literal['1.0.0']
+    meta: Meta
+    sourceSnapshot: SourceSnapshot
+    forwardSummary: ForwardSummary
+    ivSmiles: IvSmiles
+    smileDiagnostics: SmileDiagnostics
+    probabilities: Probabilities
+    terminalDistribution: TerminalDistribution
+    skewTail: SkewTail
+    moveNeeded: PanelWithRows
+    decayPressure: PanelWithRows
+    richCheap: PanelWithRows
+    quoteQuality: QuoteQuality
+    historyPreview: PanelWithRows