Public API / @insiderfinance/totalfinance

@insiderfinance/totalfinance/structure

import from '@insiderfinance/totalfinance/structure'

Every public export in this entry point, including type-only declarations. Search by name or concept.

Jump to an export (92)

type

AggressorSide

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type AggressorSide = 'buy' | 'sell' | 'unknown';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

Declared field units are shown above. “Unitless by name” means the name alone does not establish a unit, not that a financial quantity has none. Check source descriptions, conventions, and the returned diagnostics. Errors and warnings are part of the result contract.

type

AtSpotExposure

What `atSpot` re-evaluates for a profile: its selected `gex` and/or `dex`.

/** What `atSpot` re-evaluates for a profile: its selected `gex` and/or `dex`. */
export type AtSpotExposure<G extends ExposureMetric = ExposureMetric, P extends ExposureMetric = G> = Pick<{
    gex: number;
    dex: number;
}, Extract<G, 'gex' | 'dex'>> & Partial<Pick<{
    gex: number;
    dex: number;
}, Extract<Exclude<P, G>, 'gex' | 'dex'>>>;

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

CallPutPremium

Call-vs-put premium/volume summary with put/call ratios (spec §11.6).

/** Call-vs-put premium/volume summary with put/call ratios (spec §11.6). */
export interface CallPutPremium {
    callPremium: number;
    putPremium: number;
    callVolume: number;
    putVolume: number;
    /** Put ÷ call traded volume (contracts); `null` when there is no call volume. */
    putCallVolumeRatio: number | null;
    /** Put ÷ call premium ($); `null` when there is no call premium. */
    putCallPremiumRatio: number | null;
    /** Net directional premium across all trades (buy − sell). */
    netPremium: number;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`callPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`callVolume` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`netPremium` `number`	Net directional premium across all trades (buy − sell). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`putCallPremiumRatio` `number \| null`	Put ÷ call premium ($); `null` when there is no call premium. decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`putCallVolumeRatio` `number \| null`	Put ÷ call traded volume (contracts); `null` when there is no call volume. decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`putPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`putVolume` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ClassifiedTrade

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface ClassifiedTrade {
    trade: OptionTrade;
    underlying: string;
    type: OptionType;
    strike: number;
    expiry: string;
    /** Supplied or quote-estimated aggressor side, according to classificationProvenance. */
    side: AggressorSide;
    classificationProvenance: FlowClassificationProvenance;
    premium: number;
    size: number;
    isBlock: boolean;
    /** True when the trade prints on its own expiration day (0DTE). */
    isZeroDaysToExpiry: boolean;
    /** Opening estimate: `open` when size exceeds prior open interest (definitely new contracts). */
    openClose: OpenCloseEstimate;
    /** Sweep cluster id (undefined when not part of a sweep). */
    sweepId?: number;
    /** Spread group id (undefined when not part of a detected multi-leg spread). */
    spreadId?: number;
}

Fields, parameters & returned members (68)

Name / type	Meaning & unit	Optional / default
`classificationProvenance` `FlowClassificationProvenance`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`classificationProvenance.policy` `FlowClassificationSource`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`classificationProvenance.providedSide` `AggressorSide \| null`	`null` means absent; `'unknown'` means the provider explicitly declined to classify. unitless by name	Required / declared member No @default declared; consult the signature and description.
`classificationProvenance.reason` `'provided' \| 'provided-missing' \| 'quotes-missing' \| 'quotes-locked-or-crossed' \| 'quote-midpoint' \| 'quote-rule'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`classificationProvenance.source` `'unavailable' \| 'quotes' \| 'provided'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`expiry` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`isBlock` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`isZeroDaysToExpiry` `boolean`	True when the trade prints on its own expiration day (0DTE). unitless by name	Required / declared member No @default declared; consult the signature and description.
`openClose` `OpenCloseEstimate`	Opening estimate: `open` when size exceeds prior open interest (definitely new contracts). unitless by name	Required / declared member No @default declared; consult the signature and description.
`premium` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`side` `AggressorSide`	Supplied or quote-estimated aggressor side, according to classificationProvenance. unitless by name	Required / declared member No @default declared; consult the signature and description.
`size` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`spreadId` `number`	Spread group id (undefined when not part of a detected multi-leg spread). unitless by name	Optional No @default declared; consult the signature and description.
`strike` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sweepId` `number`	Sweep cluster id (undefined when not part of a sweep). unitless by name	Optional No @default declared; consult the signature and description.
`trade` `OptionTrade`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.aggressorSide` `'buy' \| 'sell' \| 'unknown'`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.ask` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.askSize` `number`	count (integer)	Optional No @default declared; consult the signature and description.
`trade.bid` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.bidSize` `number`	count (integer)	Optional No @default declared; consult the signature and description.
`trade.conditions` `string[]`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract` `import('@insiderfinance/totalfinance/core').OptionContract`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.adjusted` `boolean`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.currency` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.deliverable` `import('@insiderfinance/totalfinance/core').Deliverable`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.deliverable.cash` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.deliverable.notes` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.deliverable.shares` `{ symbol: string; quantity: number; }[]`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.exerciseTime` `import('@insiderfinance/totalfinance/core').ExerciseTime`	AM- or PM-settled — settlement/display metadata. It does NOT move `expiresAt`: the expiry instant always comes from the `expiry` label and `expiryConvention`. Express an AM-settled index expiry as a zoned datetime (`'2026-09-18T09:30:00-04:00'`) when its instant matters. unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.expiresAt` `number`	The exact expiration INSTANT the label resolved to (epoch ms), stamped by the builders at construction: a bare date resolves via the named `expiryConvention`; a zoned datetime is the caller's explicit instant. REQUIRED (E2, one expiry law): engines price against this resolution and cross-validate it against the label — an unresolved literal is not a contract; build one with the option builders. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.expiry` `string`	The expiry LABEL as supplied: `YYYY-MM-DD` (a calendar date) or a zoned ISO datetime. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.expiryConvention` `'us-equity-close' \| 'explicit-instant'`	HOW `expiry` resolved to `expiresAt` — named, never silent (spec P1.6/P3.4). unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.multiplier` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.occSymbol` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.root` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.settlement` `import('@insiderfinance/totalfinance/core').Settlement`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.contract.strike` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.style` `import('@insiderfinance/totalfinance/core').OptionStyle`	REQUIRED at build — never defaulted: US equity options are American, many index options European. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.type` `OptionType`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.contract.underlying` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.exchange` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks` `import('@insiderfinance/totalfinance/core').OptionQuoteGreeks`	Per-share Greeks in display units, when the source (or `chainGreeks`) supplied them. unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.delta` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.greeks.gamma` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.provenance` `import('@insiderfinance/totalfinance/core').OptionQuoteGreeksProvenance`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.provenance.model` `string`	The pricing model behind them when known, e.g. `'black-scholes-merton'`. unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.provenance.source` `string`	The provider or model that produced them, e.g. `'vendor-feed-v2'` or `'chainGreeks'`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.greeks.provenance.timestampMs` `number`	When the Greeks were observed or computed (epoch ms). milliseconds	Optional No @default declared; consult the signature and description.
`trade.greeks.rho` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.theta` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.greeks.vega` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.impliedVolatility` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.last` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.mark` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.mid` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.notional` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.openInterest` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.openingLikely` `boolean`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.premium` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.price` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.sequence` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trade.size` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trade.timestampMs` `number`	milliseconds	Required / declared member No @default declared; consult the signature and description.
`trade.underlyingPrice` `number`	currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`trade.volume` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`underlying` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ContractExposure

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface ContractExposure {
    expiry: string;
    strike: number;
    type: OptionType;
    timeToExpiryYears: number;
    impliedVolatility: number;
    openInterest: number;
    multiplier: number;
    /** Applied position sign (+1/−1) from the convention. */
    sign: number;
    gamma: number;
    delta: number;
    gex: number;
    dex: number;
    vega: number;
    vanna: number;
    charm: number;
    theta: number;
    vomma: number;
    speed: number;
    color: number;
}

Fields, parameters & returned members (19)

Name / type	Meaning & unit	Optional / default
`charm` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`color` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`delta` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`dex` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`expiry` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`gamma` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`gex` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`impliedVolatility` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multiplier` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`openInterest` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sign` `number`	Applied position sign (+1/−1) from the convention. unitless by name	Required / declared member No @default declared; consult the signature and description.
`speed` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`strike` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`theta` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`timeToExpiryYears` `number`	years (decimal)	Required / declared member No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`vanna` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`vega` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`vomma` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ContractExposureRow

A per-contract row of a profile (see {@link ExposureAggregate}): the contract's identity and inputs, its computed metrics, the raw `gamma` only when `gex` was computed and the raw `delta` only when `dex` was. With the defaults this is {@link ContractExposure}.

/**
 * A per-contract row of a profile (see {@link ExposureAggregate}): the contract's identity and inputs,
 * its computed metrics, the raw `gamma` only when `gex` was computed and the raw `delta` only when
 * `dex` was. With the defaults this is {@link ContractExposure}.
 */
export type ContractExposureRow<G extends ExposureMetric = ExposureMetric, P extends ExposureMetric = G> = Omit<ContractExposure, ExposureMetric | 'gamma' | 'delta'> & ExposureAggregate<G, P> & ('gex' extends G ? {
    gamma: number;
} : 'gex' extends P ? {
    gamma?: number;
} : unknown) & ('dex' extends G ? {
    delta: number;
} : 'dex' extends P ? {
    delta?: number;
} : unknown);

Fields, parameters & returned members (8)

Name / type	Meaning & unit	Optional / default
`expiry` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`impliedVolatility` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`multiplier` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`openInterest` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sign` `number`	Applied position sign (+1/−1) from the convention. unitless by name	Required / declared member No @default declared; consult the signature and description.
`strike` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`timeToExpiryYears` `number`	years (decimal)	Required / declared member No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

DefaultScenarioMetric

The metrics a `scenarioMap` computes when none are requested.

/** The metrics a `scenarioMap` computes when none are requested. */
export type DefaultScenarioMetric = 'gex' | 'dex' | 'vanna' | 'charm';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

DeltaAdjustedPremium

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface DeltaAdjustedPremium {
    /** Σ |delta|·premium over prints whose directional lean is bullish (bought calls / sold puts). */
    bullishPremium: number;
    /** Σ |delta|·premium over bearish prints (bought puts / sold calls). */
    bearishPremium: number;
    /** `bullishPremium − bearishPremium` — net directional delta-adjusted premium (> 0 = net bullish). */
    netDirectional: number;
    /** Σ |delta|·premium regardless of direction — the total delta-weighted premium. */
    totalDeltaAdjusted: number;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`bearishPremium` `number`	Σ \|delta\|·premium over bearish prints (bought puts / sold calls). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`bullishPremium` `number`	Σ \|delta\|·premium over prints whose directional lean is bullish (bought calls / sold puts). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`netDirectional` `number`	`bullishPremium − bearishPremium` — net directional delta-adjusted premium (> 0 = net bullish). unitless by name	Required / declared member No @default declared; consult the signature and description.
`totalDeltaAdjusted` `number`	Σ \|delta\|·premium regardless of direction — the total delta-weighted premium. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

DirectionalFlowTrade

One directional flow print. `delta` is the option's signed delta at the print — caller-supplied from their own greeks (this package never fabricates greeks), keeping the compute pure.

// ───────────────────────── directional flow intelligence (spec §11.6) ─────────────────────────
/**
 * One directional flow print. `delta` is the option's signed delta at the print — caller-supplied
 * from their own greeks (this package never fabricates greeks), keeping the compute pure.
 */
export interface DirectionalFlowTrade {
    type: OptionType;
    /** Estimated aggressor side (e.g. from {@link FlowAnalysis}). */
    side: 'buy' | 'sell';
    /** Trade premium in dollars (`price · size · multiplier`). */
    premium: number;
    /** Signed option delta at the print (calls > 0, puts < 0). */
    delta: number;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`delta` `number`	Signed option delta at the print (calls > 0, puts < 0). unitless by name	Required / declared member No @default declared; consult the signature and description.
`premium` `number`	Trade premium in dollars (`price · size · multiplier`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`side` `'buy' \| 'sell'`	Estimated aggressor side (e.g. from {@link FlowAnalysis}). unitless by name	Required / declared member No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ExpiryRow

A by-expiry row narrowed to the requested metrics (see {@link StrikeRow}).

/** A by-expiry row narrowed to the requested metrics (see {@link StrikeRow}). */
export type ExpiryRow<M extends ExposureMetric = ExposureMetric> = {
    expiry: string;
} & Pick<ExposureTotals, M>;

Fields, parameters & returned members (1)

Name / type	Meaning & unit	Optional / default
`expiry` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ExposureAggregate

The totals of a profile that computed the guaranteed metrics `G` and possibly `P`: guaranteed metrics are required, possible ones optional, everything else absent. With the defaults this is {@link ExposureTotals}.

/**
 * The totals of a profile that computed the guaranteed metrics `G` and possibly `P`: guaranteed
 * metrics are required, possible ones optional, everything else absent. With the defaults this is
 * {@link ExposureTotals}.
 */
export type ExposureAggregate<G extends ExposureMetric = ExposureMetric, P extends ExposureMetric = G> = Pick<ExposureTotals, G> & Partial<Pick<ExposureTotals, Exclude<P, G>>>;

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ExposureConfig

Non-market exposure configuration: the sign convention and computation knobs (WS3.2).

/** Non-market exposure configuration: the sign convention and computation knobs (WS3.2). */
export interface ExposureConfig {
    /** REQUIRED sign convention; echoed in `assumptions.convention` with its caveat in diagnostics. */
    convention: ExposureConvention;
    priceSource?: PriceSource;
    /** `per1PercentMove` (default, the spec GEX formula) or `perPoint`. */
    gammaUnit?: GammaUnit;
    /** Skip contracts with time-to-expiry below this many years (default 0). */
    minTimeToExpiry?: number;
    /** Contract multiplier when a quote omits one (default 100). */
    defaultMultiplier?: number;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`convention` `ExposureConvention`	REQUIRED sign convention; echoed in `assumptions.convention` with its caveat in diagnostics. unitless by name	Required / declared member No @default declared; consult the signature and description.
`convention.calls` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`convention.puts` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`defaultMultiplier` `number`	Contract multiplier when a quote omits one (default 100). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`gammaUnit` `GammaUnit`	`per1PercentMove` (default, the spec GEX formula) or `perPoint`. unitless by name	Optional No @default declared; consult the signature and description.
`minTimeToExpiry` `number`	Skip contracts with time-to-expiry below this many years (default 0). unitless by name	Optional No @default declared; consult the signature and description.
`priceSource` `PriceSource`	unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ExposureConvention

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type ExposureConvention = 'callsPositivePutsNegative' | 'dealerShortGamma' | 'tradeSignedAggressor' | {
    calls: 1 | -1;
    puts: 1 | -1;
};

Fields, parameters & returned members (2)

Name / type	Meaning & unit	Optional / default
`calls` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`puts` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ExposureInput

Input for {@link exposure}: the chain, market and convention, plus an optional metric selection.

/** Input for {@link exposure}: the chain, market and convention, plus an optional metric selection. */
export interface ExposureInput<S extends readonly ExposureMetric[] | undefined = undefined> extends ExposureShortcutInput {
    /**
     * The exposures to compute, e.g. `['gex']` or `['gex', 'dex', 'vanna']`. Omit it for the full
     * profile (every metric, exactly as before). A selection — explicit, nonempty, each name once —
     * computes only those metrics and the Black–Scholes outputs they need, and is echoed in
     * `assumptions.metrics`; uncomputed metrics are absent from the result, never zero.
     */
    metrics?: S;
}

Fields, parameters & returned members (15)

Name / type	Meaning & unit	Optional / default
`config` `ExposureConfig`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention` `ExposureConvention`	REQUIRED sign convention; echoed in `assumptions.convention` with its caveat in diagnostics. unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention.calls` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention.puts` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.defaultMultiplier` `number`	Contract multiplier when a quote omits one (default 100). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`config.gammaUnit` `GammaUnit`	`per1PercentMove` (default, the spec GEX formula) or `perPoint`. unitless by name	Optional No @default declared; consult the signature and description.
`config.minTimeToExpiry` `number`	Skip contracts with time-to-expiry below this many years (default 0). unitless by name	Optional No @default declared; consult the signature and description.
`config.priceSource` `PriceSource`	unitless by name	Optional No @default declared; consult the signature and description.
`market` `ExposureMarket`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`market.asOf` `string \| number`	Snapshot time: epoch ms, `'YYYY-MM-DD'`, or a zoned ISO datetime (core `resolveAsOf` grammar). an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Required / declared member No @default declared; consult the signature and description.
`market.dividendYield` `number`	Continuous dividend yield; defaults to 0 when omitted. decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`market.riskFreeRate` `number`	decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`market.spot` `number`	Spot price. Falls back to each quote's `underlyingPrice` when omitted. unitless by name	Optional No @default declared; consult the signature and description.
`metrics` `S`	The exposures to compute, e.g. `['gex']` or `['gex', 'dex', 'vanna']`. Omit it for the full profile (every metric, exactly as before). A selection — explicit, nonempty, each name once — computes only those metrics and the Black–Scholes outputs they need, and is echoed in `assumptions.metrics`; uncomputed metrics are absent from the result, never zero. unitless by name	Optional No @default declared; consult the signature and description.
`quotes` `OptionQuote[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ExposureMarket

Market snapshot for `exposure()` — the workspace-canonical {@link MarketInputs}, except `spot` is optional here because it falls back to each quote's `underlyingPrice` when omitted (WS3.2), and `asOf` also accepts the ONE canonical "when" grammar (core `resolveAsOf`): epoch ms, `YYYY-MM-DD` (UTC midnight), or a ZONED ISO datetime — a bare zone-less datetime throws the teaching error.

/**
 * Market snapshot for `exposure()` — the workspace-canonical {@link MarketInputs}, except `spot` is
 * optional here because it falls back to each quote's `underlyingPrice` when omitted (WS3.2), and
 * `asOf` also accepts the ONE canonical "when" grammar (core `resolveAsOf`): epoch ms, `YYYY-MM-DD`
 * (UTC midnight), or a ZONED ISO datetime — a bare zone-less datetime throws the teaching error.
 */
export type ExposureMarket = Omit<MarketInputs, 'spot' | 'asOf'> & {
    /** Spot price. Falls back to each quote's `underlyingPrice` when omitted. */
    spot?: number;
    /** Snapshot time: epoch ms, `'YYYY-MM-DD'`, or a zoned ISO datetime (core `resolveAsOf` grammar). */
    asOf: EpochMs | string;
};

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`asOf` `string \| number`	Snapshot time: epoch ms, `'YYYY-MM-DD'`, or a zoned ISO datetime (core `resolveAsOf` grammar). an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Required / declared member No @default declared; consult the signature and description.
`dividendYield` `number`	Continuous dividend yield; defaults to 0 when omitted. decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`riskFreeRate` `number`	decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`spot` `number`	Spot price. Falls back to each quote's `underlyingPrice` when omitted. unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

ExposureMetric

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export type ExposureMetric = 'gex' | 'dex' | 'vega' | 'vanna' | 'charm' | 'theta' | 'vomma' | 'speed' | 'color';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

class

ExposureProfile

A computed exposure profile with levels, by-strike/by-expiry views, and scenario maps. R2 envelope: the sign convention and every resolved knob live in `assumptions`; model limitations ride `diagnostics.warnings` as `model.limitation` entries — nothing is hoisted top-level. SELECTIVE (selective Greeks and exposure spec, decision 11). A profile built with `exposure({ …, metrics })` — or a shortcut such as {@link gammaExposure} — computed ONLY the selected metrics and the Black–Scholes outputs they need. Its rows and `aggregate` carry exactly those metrics; an uncomputed metric is ABSENT, never zero. `G` is the set the type guarantees (a literal selection) and `P` the set that may be present (a dynamic selection); both default to every metric — the full profile `exposure()` has always returned.

export declare class ExposureProfile<G extends ExposureMetric = ExposureMetric, P extends ExposureMetric = G> {
  constructor(request: ExposureInput<undefined>);
  readonly aggregate: ExposureAggregate<G, P>;
  readonly assumptions: Assumptions<{ timeDecayDirection: 'perCalendarDayElapsed'; scanVolatilityPolicy: 'stickyStrike'; convention: { name: string; calls: number; puts: number; }; gammaUnit: GammaUnit; priceSource: PriceSource; minTimeToExpiry: number; defaultMultiplier: number; metrics?: readonly ExposureMetric[]; }>;
  atSpot(spot: number): AtSpotExposure<G, P>;
  byExpiry<M extends ExposureMetric = G>(metrics?: readonly M[]): ExpiryRow<M>[];
  byStrike<M extends ExposureMetric = G>(metrics?: readonly M[]): StrikeRow<M>[];
  readonly contracts: readonly Readonly<ContractExposureRow<G, P>>[];
  readonly diagnostics: Diagnostics;
  levels(options?: { pinRiskBand?: number; }): Levels;
  netDrift(): NetDrift;
  scenarioMap<M extends ExposureMetric = DefaultScenarioMetric>(options?: ScenarioMapOptions<M>): ScenarioMap<M>;
  readonly spot: number;
}

Fields, parameters & returned members (114)

Name / type	Meaning & unit	Optional / default
`(request)` `ExposureInput<undefined>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).config` `ExposureConfig`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).market` `ExposureMarket`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`(request).metrics` `undefined`	The exposures to compute, e.g. `['gex']` or `['gex', 'dex', 'vanna']`. Omit it for the full profile (every metric, exactly as before). A selection — explicit, nonempty, each name once — computes only those metrics and the Black–Scholes outputs they need, and is echoed in `assumptions.metrics`; uncomputed metrics are absent from the result, never zero. unitless by name	Optional No @default declared; consult the signature and description.
`(request).quotes` `OptionQuote[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`aggregate` `ExposureAggregate<G, P>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions` `Assumptions<{ timeDecayDirection: 'perCalendarDayElapsed'; scanVolatilityPolicy: 'stickyStrike'; convention: { name: string; calls: number; puts: number; }; gammaUnit: GammaUnit; priceSource: PriceSource; minTimeToExpiry: number; defaultMultiplier: number; metrics?: readonly ExposureMetric[]; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Optional No @default declared; consult the signature and description.
`assumptions.calendar` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.calendarVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.compounding` `import('@insiderfinance/totalfinance/core').InterestCompounding`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.compounding.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`assumptions.compounding.type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.convention` `{ name: string; calls: number; puts: number; }`	The resolved sign convention (echoed; its caveat rides `diagnostics.warnings`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.convention.calls` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.convention.name` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.convention.puts` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.dayCount` `import('@insiderfinance/totalfinance/core').DayCount`	count (integer)	Optional No @default declared; consult the signature and description.
`assumptions.defaultMultiplier` `number`	Contract multiplier applied when a quote omits one. decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`assumptions.dividendModel` `import('@insiderfinance/totalfinance/core').DividendModel`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.engine` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.expiryConvention` `'us-equity-close' \| 'explicit-instant'`	How the contract's expiry label was resolved to an instant: `'us-equity-close'` when a date-only `YYYY-MM-DD` expiry resolved to the US equity/options close — 16:00 America/New_York, or 13:00 on an early-close day; `'explicit-instant'` when the caller supplied a zoned datetime. Named so the convention is never silent (alignment spec P1.6); instrument builders own the full story in Phase 3. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.gammaUnit` `GammaUnit`	GEX unit: `per1PercentMove` (spec formula) or `perPoint`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.metrics` `readonly ExposureMetric[]`	The metrics this profile computed, as requested. Present only when `metrics` was passed; a profile without it is the full profile (every metric). unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.minTimeToExpiry` `number`	Contracts with time-to-expiry (years) at/below this were skipped. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.model` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.priceSource` `PriceSource`	Quote price used for the IV fallback when a quote has no usable `impliedVolatility`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.scanVolatilityPolicy` `'stickyStrike'`	Spot-shift scans (zeroGamma, scenarioMap) hold each contract's IV fixed (sticky-strike). unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.seed` `number`	The randomness seed this result was computed under — REQUIRED echo for a `randomness: 'seeded'` Pricer (Gate C, 2026-08-23): a stochastic result that does not name its seed cannot be replayed from the result alone. Deterministic paths never set it. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.timeDecayDirection` `'perCalendarDayElapsed'`	Charm/color are reported per calendar day ELAPSED (`−∂/∂T`), matching the passage of time. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.timeToExpiryConvention` `never`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.timeToExpiryYears` `number`	years (decimal)	Optional No @default declared; consult the signature and description.
`assumptions.units` `import('@insiderfinance/totalfinance/core').GreekUnits`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.units.rho` `import('@insiderfinance/totalfinance/core').RhoUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.units.theta` `import('@insiderfinance/totalfinance/core').ThetaUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.units.vega` `import('@insiderfinance/totalfinance/core').VegaUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`atSpot` `(spot: number) => AtSpotExposure<G, P>`	Per-tick fast path: re-evaluate NET dollar-gamma (`gex`) and NET dollar-delta (`dex`) exposure at a new `spot`, holding each contract's IV, time-to-expiry, and open interest FIXED (sticky-strike, echoed in `assumptions.scanVolatilityPolicy`) — only spot moves and gamma/delta are re-evaluated. This is the intraday dashboard path (one cheap greek pass per tick); a full {@link exposure} re-run — which re-derives IV, the extended greeks, and levels — is the per-refresh path. At the profile's original spot this reproduces `aggregate.gex`/`aggregate.dex` exactly (same operations, same order). A selective profile re-evaluates only what it selected: a {@link gammaExposure} profile returns `{ gex }` and computes gamma alone. A profile that selected neither `gex` nor `dex` refuses. unitless by name	Required / declared member No @default declared; consult the signature and description.
`atSpot(spot)` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`byExpiry` `<M extends ExposureMetric = G>(metrics?: readonly M[]) => ExpiryRow<M>[]`	Chart-ready by-expiry profile (one row per expiry), narrowed to `metrics` — by default this profile's own metrics. A metric this profile did not compute is refused. unitless by name	Required / declared member No @default declared; consult the signature and description.
`byExpiry(metrics)` `readonly M[] \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`byStrike` `<M extends ExposureMetric = G>(metrics?: readonly M[]) => StrikeRow<M>[]`	Chart-ready by-strike profile (one row per strike, totals summed), narrowed to `metrics` — by default this profile's own metrics (every metric for a full profile). When `'gex'` is requested each row ALSO carries the call/put split — `callGex`/`putGex`/`callOpenInterest`/`putOpenInterest` (the {@link GexSplit} columns) — for the canonical dashboard chart (call bars up, put bars down). `callGex + putGex` equals the row's net `gex` and `callOpenInterest + putOpenInterest` the strike's total OI (WS4.5). A metric this profile did not compute is refused, not reported as zero. unitless by name	Required / declared member No @default declared; consult the signature and description.
`byStrike(metrics)` `readonly M[] \| undefined`	unitless by name	Optional No @default declared; consult the signature and description.
`contracts` `readonly Readonly<ContractExposureRow<G, P>>[]`	Frozen result rows — a profile is a snapshot; mutate a copy, never the result. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `Diagnostics`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.autoReason` `string`	When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.converged` `boolean`	Whether an iterative procedure converged. `false` means the value is not trustworthy. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.decomposition` `Record<string, number>`	Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3). unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.engine` `string`	Pricing/solver engine name, e.g. `black-scholes-merton`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.finiteDifferenceBumps` `Record<string, number>`	Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.) unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.iterations` `number`	Iteration count for iterative methods. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.method` `string`	Numerical method, e.g. `closed-form`, `brent`, `finite-difference`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection` `import('@insiderfinance/totalfinance/core/pricing').SelectionReport`	The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.candidates` `readonly import('@insiderfinance/totalfinance/core/pricing').SelectionCandidate[]`	Candidates an automatic selection considered; absent for explicit mode. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.mode` `'explicit' \| 'automatic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.reason` `string`	Why the selected engine answers this request. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected` `{ name: string; version?: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.name` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.version` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.timingMs` `number`	Wall-clock timing in milliseconds, when measured. milliseconds	Optional No @default declared; consult the signature and description.
`diagnostics.warmup` `number`	Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	Structured warnings; always present (possibly empty). unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels` `(options?: { pinRiskBand?: number; }) => Levels`	Dealer-positioning levels (walls, zero-gamma, max pain, pin risk). On a selective profile this computes what it reads — per-contract gex, gamma, vanna and charm at the profile's spot, plus a gamma-only zero-gamma sweep — and returns exactly what a full profile returns. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.callWall` `number \| null`	Strike with the largest summed \|call GEX\| across ALL expiries (resistance). Magnitude, not signed: the wall is where the most call gamma sits, which is the same strike whichever way the convention signs it. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.charmWall` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.gammaFlips` `number[]`	All interpolated gamma-flip levels in [0.8·spot, 1.2·spot], sorted ascending (may be empty). unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.gammaRegime` `'positive' \| 'negative' \| null`	Direction at the current spot: `positive` (mean-reverting) or `negative` (trending), or null. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.largestCallOpenInterest` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.largestPutOpenInterest` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.maxGammaStrike` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.maxPain` `number \| null`	Strike minimizing total in-the-money option value to holders (max writer profit), computed for the NEAREST expiry only — max pain is expiry-specific and cannot be aggregated across expirations. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.minGammaStrike` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.monthlyOpexWall` `number \| null`	Largest net-\|GEX\| strike (calls + puts summed per strike) in the nearest monthly OPEX (3rd-Friday). unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.pinRisk` `{ strike: number; atRisk: boolean; } \| null`	Nearest high-gamma strike to spot, with `atRisk` true when spot is within `pinRiskBand`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.pinRisk.atRisk` `boolean`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.pinRisk.strike` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.putWall` `number \| null`	Strike with the largest summed \|put GEX\| across ALL expiries, under the convention (support). unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.vannaWall` `number \| null`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.weeklyOpexWall` `number \| null`	Largest net-\|GEX\| strike (calls + puts summed per strike) in the nearest Friday (weekly) expiry. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.zeroDaysToExpiryWall` `number \| null`	Largest net-\|GEX\| strike (calls + puts summed per strike) among 0DTE contracts — expiring on the snapshot's own America/New_York trading date (not its UTC date: after 20:00 ET the UTC date is already tomorrow, which flagged the NEXT session's expiry as 0DTE). unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels().return.zeroGamma` `number \| null`	Spot level where net GEX flips sign, chosen as the interpolated gamma-flip NEAREST spot when the profile has more than one flip in [0.8·spot, 1.2·spot]. Null when no flip exists in range. unitless by name	Required / declared member No @default declared; consult the signature and description.
`levels(options)` `{ pinRiskBand?: number; }`	unitless by name	Optional No @default declared; consult the signature and description.
`levels(options).pinRiskBand` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`netDrift` `() => NetDrift`	Net dealer-hedging drift estimate (spec §11.5): the gamma regime (pinning vs trending), the zero-gamma attractor, and the aggregate charm/vanna hedging flows that push spot over time and as vol moves. An ESTIMATE from the positioning model — not a price forecast. An empty or identically-zero book has no gamma structure: `zeroGamma`/`distanceToZeroGamma`/`gammaRegime`/ `bias` are all `null` (never fabricated), and the charm/vanna flows echo the (zero) aggregate. On a selective profile the charm and vanna aggregates are computed here if they were not selected. unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.bias` `'trend' \| 'pin' \| null`	`pin` (gamma pulls spot toward zero-gamma) / `trend` (pushes away) / null. unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.charmFlowPerDay` `number`	Aggregate charm exposure: signed dealer delta to re-hedge as ONE calendar day ELAPSES (drift into expiry). Positive ⇒ dealers accumulate long delta day-over-day. Uses the elapsed-time sign (`−∂DEX/∂T` per day), so it reads the same direction as the passage of time. unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.distanceToZeroGamma` `number \| null`	Signed distance from spot to zero-gamma as a fraction of spot (positive ⇒ flip is above spot). unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.gammaRegime` `'positive' \| 'negative' \| null`	`positive` (mean-reverting/pinning) or `negative` (trending), or null. unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.vannaFlowPerVolatilityPoint` `number`	Aggregate vanna exposure: signed dealer delta to re-hedge per +1 VOL POINT (a +0.01 move in implied volatility), matching the per-1%-move convention `gex` uses. The unit is in the name because the value is 100x smaller than a per-unit-volatility reading of the same greek. unitless by name	Required / declared member No @default declared; consult the signature and description.
`netDrift().return.zeroGamma` `number \| null`	The zero-gamma level (gamma flip) — the attractor in positive gamma, repeller in negative. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.aggregate` `ExposureAggregate<G, P>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.assumptions` `Assumptions<{ timeDecayDirection: 'perCalendarDayElapsed'; scanVolatilityPolicy: 'stickyStrike'; convention: { name: string; calls: number; puts: number; }; gammaUnit: GammaUnit; priceSource: PriceSource; minTimeToExpiry: number; defaultMultiplier: number; metrics?: readonly ExposureMetric[]; }>`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.atSpot` `(spot: number) => AtSpotExposure<G, P>`	Per-tick fast path: re-evaluate NET dollar-gamma (`gex`) and NET dollar-delta (`dex`) exposure at a new `spot`, holding each contract's IV, time-to-expiry, and open interest FIXED (sticky-strike, echoed in `assumptions.scanVolatilityPolicy`) — only spot moves and gamma/delta are re-evaluated. This is the intraday dashboard path (one cheap greek pass per tick); a full {@link exposure} re-run — which re-derives IV, the extended greeks, and levels — is the per-refresh path. At the profile's original spot this reproduces `aggregate.gex`/`aggregate.dex` exactly (same operations, same order). A selective profile re-evaluates only what it selected: a {@link gammaExposure} profile returns `{ gex }` and computes gamma alone. A profile that selected neither `gex` nor `dex` refuses. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.byExpiry` `<M extends ExposureMetric = G>(metrics?: readonly M[]) => ExpiryRow<M>[]`	Chart-ready by-expiry profile (one row per expiry), narrowed to `metrics` — by default this profile's own metrics. A metric this profile did not compute is refused. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.byStrike` `<M extends ExposureMetric = G>(metrics?: readonly M[]) => StrikeRow<M>[]`	Chart-ready by-strike profile (one row per strike, totals summed), narrowed to `metrics` — by default this profile's own metrics (every metric for a full profile). When `'gex'` is requested each row ALSO carries the call/put split — `callGex`/`putGex`/`callOpenInterest`/`putOpenInterest` (the {@link GexSplit} columns) — for the canonical dashboard chart (call bars up, put bars down). `callGex + putGex` equals the row's net `gex` and `callOpenInterest + putOpenInterest` the strike's total OI (WS4.5). A metric this profile did not compute is refused, not reported as zero. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.contracts` `readonly Readonly<ContractExposureRow<G, P>>[]`	Frozen result rows — a profile is a snapshot; mutate a copy, never the result. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `Diagnostics`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.levels` `(options?: { pinRiskBand?: number; }) => Levels`	Dealer-positioning levels (walls, zero-gamma, max pain, pin risk). On a selective profile this computes what it reads — per-contract gex, gamma, vanna and charm at the profile's spot, plus a gamma-only zero-gamma sweep — and returns exactly what a full profile returns. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.netDrift` `() => NetDrift`	Net dealer-hedging drift estimate (spec §11.5): the gamma regime (pinning vs trending), the zero-gamma attractor, and the aggregate charm/vanna hedging flows that push spot over time and as vol moves. An ESTIMATE from the positioning model — not a price forecast. An empty or identically-zero book has no gamma structure: `zeroGamma`/`distanceToZeroGamma`/`gammaRegime`/ `bias` are all `null` (never fabricated), and the charm/vanna flows echo the (zero) aggregate. On a selective profile the charm and vanna aggregates are computed here if they were not selected. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.scenarioMap` `<M extends ExposureMetric = DefaultScenarioMetric>(options?: ScenarioMapOptions<M>) => ScenarioMap<M>`	Recompute aggregate metrics across a spot × volatilityShock × time grid. With no `metrics` the default set is `['gex','dex','vanna','charm']` — and the return type narrows to exactly those, so it never over-claims the metrics not actually computed (WS2.4). Each cell evaluates only the Black–Scholes outputs its metrics need, in one shared pass (`['gex']` evaluates gamma alone). A scenario is an explicitly requested analysis, so it may use any metric, whatever this profile selected. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.spot` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap` `<M extends ExposureMetric = DefaultScenarioMetric>(options?: ScenarioMapOptions<M>) => ScenarioMap<M>`	Recompute aggregate metrics across a spot × volatilityShock × time grid. With no `metrics` the default set is `['gex','dex','vanna','charm']` — and the return type narrows to exactly those, so it never over-claims the metrics not actually computed (WS2.4). Each cell evaluates only the Black–Scholes outputs its metrics need, in one shared pass (`['gex']` evaluates gamma alone). A scenario is an explicitly requested analysis, so it may use any metric, whatever this profile selected. unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap().return.cells` `ScenarioCell<M>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap().return.evaluations` `number`	Total greek recomputations performed (for the acceleration-need benchmark). unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap().return.metrics` `M[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap(options)` `ScenarioMapOptions<M>`	unitless by name	Optional No @default declared; consult the signature and description.
`scenarioMap(options).metrics` `readonly M[]`	Which metrics to compute. Default `['gex','dex','vanna','charm']`. unitless by name	Optional No @default declared; consult the signature and description.
`scenarioMap(options).spot` `number[] \| { from: number; to: number; steps: number; }`	Spot grid: explicit prices, or `{ from, to, steps }`. Defaults to ±10% around spot, 41 steps. unitless by name	Optional No @default declared; consult the signature and description.
`scenarioMap(options).spot.from` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap(options).spot.steps` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap(options).spot.to` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`scenarioMap(options).timeAdvance` `number[]`	Years to advance time (reducing each T), e.g. `[0, 1/365]`. Default `[0]`. unitless by name	Optional No @default declared; consult the signature and description.
`scenarioMap(options).volatilityShock` `number[]`	Additive vol shocks (decimal), e.g. `[-0.05, 0, 0.05]`. Default `[0]`. unitless by name	Optional No @default declared; consult the signature and description.
`spot` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ExposureShortcutInput

The chain, market and sign convention every exposure takes — the input of the single-metric shortcuts.

/** The chain, market and sign convention every exposure takes — the input of the single-metric shortcuts. */
export interface ExposureShortcutInput {
    quotes: OptionQuote[];
    market: ExposureMarket;
    config: ExposureConfig;
}

Fields, parameters & returned members (14)

Name / type	Meaning & unit	Optional / default
`config` `ExposureConfig`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention` `ExposureConvention`	REQUIRED sign convention; echoed in `assumptions.convention` with its caveat in diagnostics. unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention.calls` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.convention.puts` `1 \| -1`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`config.defaultMultiplier` `number`	Contract multiplier when a quote omits one (default 100). decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`config.gammaUnit` `GammaUnit`	`per1PercentMove` (default, the spec GEX formula) or `perPoint`. unitless by name	Optional No @default declared; consult the signature and description.
`config.minTimeToExpiry` `number`	Skip contracts with time-to-expiry below this many years (default 0). unitless by name	Optional No @default declared; consult the signature and description.
`config.priceSource` `PriceSource`	unitless by name	Optional No @default declared; consult the signature and description.
`market` `ExposureMarket`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`market.asOf` `string \| number`	Snapshot time: epoch ms, `'YYYY-MM-DD'`, or a zoned ISO datetime (core `resolveAsOf` grammar). an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Required / declared member No @default declared; consult the signature and description.
`market.dividendYield` `number`	Continuous dividend yield; defaults to 0 when omitted. decimal rate (0.05 = 5%)	Optional No @default declared; consult the signature and description.
`market.riskFreeRate` `number`	decimal rate (0.05 = 5%)	Required / declared member No @default declared; consult the signature and description.
`market.spot` `number`	Spot price. Falls back to each quote's `underlyingPrice` when omitted. unitless by name	Optional No @default declared; consult the signature and description.
`quotes` `OptionQuote[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

ExposureTotals

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface ExposureTotals {
    /** Dollar gamma exposure (`Γ·OI·mult·spot²·0.01` per-1%-move, signed by convention). */
    gex: number;
    /** Dollar delta exposure (`Δ·OI·mult·spot`). */
    dex: number;
    /** Vega exposure (`vega/1%·OI·mult`). */
    vega: number;
    /** Vanna exposure: dollar-delta change per +1% vol. */
    vanna: number;
    /**
     * Charm exposure: signed dollar-delta change as ONE calendar day ELAPSES (positive ⇒ dealer delta
     * increases day-over-day). Reported as `−∂DEX/∂T` per day, so its sign matches the passage of time.
     */
    charm: number;
    /** Theta exposure: dollar option-price decay per calendar day. */
    theta: number;
    /** Vomma (volga) exposure: change in vega exposure per +1% vol. */
    vomma: number;
    /**
     * Speed exposure: the CHANGE IN `gex` for a **+1% spot move**, in the same unit as `gex`
     * (`gammaUnit`). It is the full derivative of the GEX definition, not the bare third-order greek:
     * per-1%-move, `Δgex = (speed·S + 2·Γ)·OI·mult·sign·S²·1e-4`; per-point, `(speed·S + Γ)·OI·mult·sign·S·0.01`.
     * So `aggregate.speed ≈ atSpot(spot·1.01).gex − atSpot(spot).gex` (a first-order estimate of it).
     */
    speed: number;
    /**
     * Color exposure: signed change in GEX as ONE calendar day ELAPSES (`−∂GEX/∂T` per day), in the
     * same unit as `gex` (`gammaUnit`), so a positive value means dealer gamma exposure grows as time
     * passes. Per 1% move it is `−color·OI·mult·sign·S²·0.01/365`; per point, `−color·OI·mult·sign·S/365`.
     */
    color: number;
}

Fields, parameters & returned members (9)

Name / type	Meaning & unit	Optional / default
`charm` `number`	Charm exposure: signed dollar-delta change as ONE calendar day ELAPSES (positive ⇒ dealer delta increases day-over-day). Reported as `−∂DEX/∂T` per day, so its sign matches the passage of time. unitless by name	Required / declared member No @default declared; consult the signature and description.
`color` `number`	Color exposure: signed change in GEX as ONE calendar day ELAPSES (`−∂GEX/∂T` per day), in the same unit as `gex` (`gammaUnit`), so a positive value means dealer gamma exposure grows as time passes. Per 1% move it is `−color·OI·mult·sign·S²·0.01/365`; per point, `−color·OI·mult·sign·S/365`. unitless by name	Required / declared member No @default declared; consult the signature and description.
`dex` `number`	Dollar delta exposure (`Δ·OI·mult·spot`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`gex` `number`	Dollar gamma exposure (`Γ·OI·mult·spot²·0.01` per-1%-move, signed by convention). unitless by name	Required / declared member No @default declared; consult the signature and description.
`speed` `number`	Speed exposure: the CHANGE IN `gex` for a +1% spot move, in the same unit as `gex` (`gammaUnit`). It is the full derivative of the GEX definition, not the bare third-order greek: per-1%-move, `Δgex = (speed·S + 2·Γ)·OI·mult·sign·S²·1e-4`; per-point, `(speed·S + Γ)·OI·mult·sign·S·0.01`. So `aggregate.speed ≈ atSpot(spot·1.01).gex − atSpot(spot).gex` (a first-order estimate of it). unitless by name	Required / declared member No @default declared; consult the signature and description.
`theta` `number`	Theta exposure: dollar option-price decay per calendar day. unitless by name	Required / declared member No @default declared; consult the signature and description.
`vanna` `number`	Vanna exposure: dollar-delta change per +1% vol. unitless by name	Required / declared member No @default declared; consult the signature and description.
`vega` `number`	Vega exposure (`vega/1%·OI·mult`). unitless by name	Required / declared member No @default declared; consult the signature and description.
`vomma` `number`	Vomma (volga) exposure: change in vega exposure per +1% vol. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

class

FlowAnalysis

Result of analyzing a stream of option trades. R2 envelope: the rules/windows ride `assumptions` and the heuristic caveats ride `diagnostics.warnings` as `model.limitation` entries — nothing is hoisted top-level.

export declare class FlowAnalysis {
  constructor(rawTrades: OptionTrade[], options?: FlowOptions);
  readonly assumptions: Assumptions<{ nbboRule: 'quote-rule-midpoint-unknown'; classificationSource: FlowClassificationSource; sweepWindowMs: number; spreadWindowMs: number; sweepMinPrints: number; blockMinSize: number; blockMinPremium: number; multiplier: number; venueVerifiedSweeps: boolean; }>;
  blocks: ClassifiedTrade[];
  callPutPremium(): CallPutPremium;
  readonly diagnostics: Diagnostics;
  groupBy(keys: Array<keyof FlowGroupKey>): FlowGroup[];
  rank(groups: FlowGroup[], options?: RankOptions): FlowGroup[];
  readonly spreads: readonly Readonly<Spread>[];
  readonly sweeps: readonly Readonly<Sweep>[];
  readonly trades: readonly Readonly<ClassifiedTrade>[];
  zeroDaysToExpiry: ClassifiedTrade[];
}

Fields, parameters & returned members (88)

Name / type	Meaning & unit	Optional / default
`(options)` `FlowOptions`	unitless by name	Optional No @default declared; consult the signature and description.
`(options).blockMinPremium` `number`	...or at/above this premium (price·size·multiplier). Default 100_000. currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`(options).blockMinSize` `number`	A single print is a block at/above this size (contracts). Default 100. count (integer)	Optional No @default declared; consult the signature and description.
`(options).classificationSource` `FlowClassificationSource`	Classification authority/fallback rule. Default `'provided-or-quotes'` (legacy behavior). unitless by name	Optional No @default declared; consult the signature and description.
`(options).multiplier` `number`	Contract multiplier when a trade omits one. Default 100. unitless by name	Optional No @default declared; consult the signature and description.
`(options).spreadWindowMs` `number`	Prints on one underlying within this window (ms) across ≥2 contracts form a spread. Default 100. milliseconds	Optional No @default declared; consult the signature and description.
`(options).sweepMinPrints` `number`	Minimum prints to call a cluster a sweep. Default 3. unitless by name	Optional No @default declared; consult the signature and description.
`(options).sweepWindowMs` `number`	Prints on one contract within this window (ms), same side, count as one sweep. Default 500. milliseconds	Optional No @default declared; consult the signature and description.
`(rawTrades)` `OptionTrade[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions` `Assumptions<{ nbboRule: 'quote-rule-midpoint-unknown'; classificationSource: FlowClassificationSource; sweepWindowMs: number; spreadWindowMs: number; sweepMinPrints: number; blockMinSize: number; blockMinPremium: number; multiplier: number; venueVerifiedSweeps: boolean; }>`	The rules/windows the analysis ran under — echoed so a serialized report is self-interpreting. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.asOf` `number`	an instant: epoch milliseconds or a YYYY-MM-DD / zoned ISO string (the resolveAsOf convention)	Optional No @default declared; consult the signature and description.
`assumptions.blockMinPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`assumptions.blockMinSize` `number`	count (integer)	Required / declared member No @default declared; consult the signature and description.
`assumptions.calendar` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.calendarVersion` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.classificationSource` `FlowClassificationSource`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.compounding` `import('@insiderfinance/totalfinance/core').InterestCompounding`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.compounding.periodsPerYear` `number`	per year (count)	Required / declared member No @default declared; consult the signature and description.
`assumptions.compounding.type` `'periodic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.conventionsVersion` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.dayCount` `import('@insiderfinance/totalfinance/core').DayCount`	count (integer)	Optional No @default declared; consult the signature and description.
`assumptions.dividendModel` `import('@insiderfinance/totalfinance/core').DividendModel`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.engine` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.expiryConvention` `'us-equity-close' \| 'explicit-instant'`	How the contract's expiry label was resolved to an instant: `'us-equity-close'` when a date-only `YYYY-MM-DD` expiry resolved to the US equity/options close — 16:00 America/New_York, or 13:00 on an early-close day; `'explicit-instant'` when the caller supplied a zoned datetime. Named so the convention is never silent (alignment spec P1.6); instrument builders own the full story in Phase 3. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.model` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.multiplier` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.nbboRule` `'quote-rule-midpoint-unknown'`	The aggressor rule actually applied: the NBBO quote rule (at/above ask ⇒ buy, at/below bid ⇒ sell, strictly inside ⇒ compare to the midpoint, AT the midpoint ⇒ `unknown`). It is NOT Lee–Ready, which resolves midpoint prints with a tick test against the previous trade — this package never sees a trade's predecessor price, so it declines instead of guessing. unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.seed` `number`	The randomness seed this result was computed under — REQUIRED echo for a `randomness: 'seeded'` Pricer (Gate C, 2026-08-23): a stochastic result that does not name its seed cannot be replayed from the result alone. Deterministic paths never set it. unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.spreadWindowMs` `number`	milliseconds	Required / declared member No @default declared; consult the signature and description.
`assumptions.sweepMinPrints` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.sweepWindowMs` `number`	milliseconds	Required / declared member No @default declared; consult the signature and description.
`assumptions.timeToExpiryConvention` `never`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.timeToExpiryYears` `number`	years (decimal)	Optional No @default declared; consult the signature and description.
`assumptions.units` `import('@insiderfinance/totalfinance/core').GreekUnits`	unitless by name	Optional No @default declared; consult the signature and description.
`assumptions.units.rho` `import('@insiderfinance/totalfinance/core').RhoUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.units.theta` `import('@insiderfinance/totalfinance/core').ThetaUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.units.vega` `import('@insiderfinance/totalfinance/core').VegaUnit`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`assumptions.venueVerifiedSweeps` `boolean`	Whether any print carried an `exchange`, enabling venue-verified sweep detection (WS2.13). unitless by name	Required / declared member No @default declared; consult the signature and description.
`blocks` `ClassifiedTrade[]`	Blocks: single prints large by size or premium. unitless by name	Required / declared member No @default declared; consult the signature and description.
`callPutPremium` `() => CallPutPremium`	Call-vs-put premium and volume across all trades, with put/call ratios and net premium. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.callPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.callVolume` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.netPremium` `number`	Net directional premium across all trades (buy − sell). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.putCallPremiumRatio` `number \| null`	Put ÷ call premium ($); `null` when there is no call premium. decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.putCallVolumeRatio` `number \| null`	Put ÷ call traded volume (contracts); `null` when there is no call volume. decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.putPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`callPutPremium().return.putVolume` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics` `Diagnostics`	Structured warnings: `model.limitation` caveats plus any data-quality flags. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.autoReason` `string`	When a meta-engine (e.g. `engines.auto()`) selected a delegate, this is a one-sentence, human-readable explanation of WHY that delegate was chosen (`engine` then names the delegate). Absent when no auto-selection took place. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.converged` `boolean`	Whether an iterative procedure converged. `false` means the value is not trustworthy. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.decomposition` `Record<string, number>`	Named intermediate quantities the value decomposes into — a par spread's protection leg and risky annuity, a forward variance's near/far legs. The H-series explain paths disclose their arithmetic here so a caller can audit the ratio, not just receive it (3B.3). unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.engine` `string`	Pricing/solver engine name, e.g. `black-scholes-merton`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.finiteDifferenceBumps` `Record<string, number>`	Finite-difference engines: the ACTUAL bump sizes used for FD Greeks (spec P2.3) — adaptive near the vol/time boundaries, so the caller can see exactly what was differenced. Keys: `spotStep`, `volatilityStep`, `timeStepYears`, `rateStep`, and — extended Greeks only — `dividendYieldStep`. Each is the actual step differenced, in the unit of the coordinate it bumps. (This doc named the retired `hS`/`hSig`/`hT`/`hR`/`hQ` keys for one release after the emit sites had moved to the semantic names, so a caller following it read `undefined`.) unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.iterations` `number`	Iteration count for iterative methods. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.method` `string`	Numerical method, e.g. `closed-form`, `brent`, `finite-difference`. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection` `import('@insiderfinance/totalfinance/core/pricing').SelectionReport`	The structured engine-selection report (Gate C, `@insiderfinance/totalfinance/core/pricing`): who was selected, why, and — for automatic selection — every candidate considered with its verdict. This is the machine-readable superset of `engine` + `autoReason` (which remain for compatibility); `selected.name` always agrees with `engine` when both are present. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.candidates` `readonly import('@insiderfinance/totalfinance/core/pricing').SelectionCandidate[]`	Candidates an automatic selection considered; absent for explicit mode. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.selection.mode` `'explicit' \| 'automatic'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.reason` `string`	Why the selected engine answers this request. unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected` `{ name: string; version?: string; }`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.name` `string`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`diagnostics.selection.selected.version` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.timingMs` `number`	Wall-clock timing in milliseconds, when measured. milliseconds	Optional No @default declared; consult the signature and description.
`diagnostics.warmup` `number`	Series facades: number of leading output slots that are warmup sentinels (null/NaN) while the computation seeds. Equals the input length when the indicator never emitted. unitless by name	Optional No @default declared; consult the signature and description.
`diagnostics.warnings` `QuantWarning[]`	Structured warnings; always present (possibly empty). unitless by name	Required / declared member No @default declared; consult the signature and description.
`groupBy` `(keys: Array<keyof FlowGroupKey>) => FlowGroup[]`	Aggregate trades into groups keyed by any subset of underlying/expiry/strike/type. unitless by name	Required / declared member No @default declared; consult the signature and description.
`groupBy(keys)` `(keyof FlowGroupKey)[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`rank` `(groups: FlowGroup[], options?: RankOptions) => FlowGroup[]`	Filter and sort groups (default: by premium, descending). unitless by name	Required / declared member No @default declared; consult the signature and description.
`rank(groups)` `FlowGroup[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`rank(options)` `RankOptions`	unitless by name	Optional No @default declared; consult the signature and description.
`rank(options).by` `RankByKey`	Ranking metric (default `'premium'`). unitless by name	Optional No @default declared; consult the signature and description.
`rank(options).limit` `number`	Maximum returned groups; a non-negative safe integer. Omit for every group. unitless by name	Optional No @default declared; consult the signature and description.
`rank(options).minPremium` `number`	Exclude groups below this aggregate premium. currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`rank(options).minVolumeOpenInterestRatio` `number`	Exclude groups below this volume/open-interest ratio. decimal fraction / multiple	Optional No @default declared; consult the signature and description.
`return.assumptions` `Assumptions<{ nbboRule: 'quote-rule-midpoint-unknown'; classificationSource: FlowClassificationSource; sweepWindowMs: number; spreadWindowMs: number; sweepMinPrints: number; blockMinSize: number; blockMinPremium: number; multiplier: number; venueVerifiedSweeps: boolean; }>`	The rules/windows the analysis ran under — echoed so a serialized report is self-interpreting. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.blocks` `ClassifiedTrade[]`	Blocks: single prints large by size or premium. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.callPutPremium` `() => CallPutPremium`	Call-vs-put premium and volume across all trades, with put/call ratios and net premium. currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`return.diagnostics` `Diagnostics`	Structured warnings: `model.limitation` caveats plus any data-quality flags. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.groupBy` `(keys: Array<keyof FlowGroupKey>) => FlowGroup[]`	Aggregate trades into groups keyed by any subset of underlying/expiry/strike/type. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.rank` `(groups: FlowGroup[], options?: RankOptions) => FlowGroup[]`	Filter and sort groups (default: by premium, descending). unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.spreads` `readonly Readonly<Spread>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.sweeps` `readonly Readonly<Sweep>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.trades` `readonly Readonly<ClassifiedTrade>[]`	Frozen result arrays — an analysis is a snapshot; mutate a copy, never the result. unitless by name	Required / declared member No @default declared; consult the signature and description.
`return.zeroDaysToExpiry` `ClassifiedTrade[]`	0DTE trades: prints on a contract expiring the same calendar day. unitless by name	Required / declared member No @default declared; consult the signature and description.
`spreads` `readonly Readonly<Spread>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sweeps` `readonly Readonly<Sweep>[]`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`trades` `readonly Readonly<ClassifiedTrade>[]`	Frozen result arrays — an analysis is a snapshot; mutate a copy, never the result. unitless by name	Required / declared member No @default declared; consult the signature and description.
`zeroDaysToExpiry` `ClassifiedTrade[]`	0DTE trades: prints on a contract expiring the same calendar day. unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FlowClassificationProvenance

Lineage of the classification, not a claim that a provider label is exchange-confirmed.

/** Lineage of the classification, not a claim that a provider label is exchange-confirmed. */
export interface FlowClassificationProvenance {
    policy: FlowClassificationSource;
    source: 'provided' | 'quotes' | 'unavailable';
    /** `null` means absent; `'unknown'` means the provider explicitly declined to classify. */
    providedSide: AggressorSide | null;
    reason: 'provided' | 'provided-missing' | 'quotes-missing' | 'quotes-locked-or-crossed' | 'quote-midpoint' | 'quote-rule';
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`policy` `FlowClassificationSource`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`providedSide` `AggressorSide \| null`	`null` means absent; `'unknown'` means the provider explicitly declined to classify. unitless by name	Required / declared member No @default declared; consult the signature and description.
`reason` `'provided' \| 'provided-missing' \| 'quotes-missing' \| 'quotes-locked-or-crossed' \| 'quote-midpoint' \| 'quote-rule'`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`source` `'unavailable' \| 'quotes' \| 'provided'`	unitless by name	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

type

FlowClassificationSource

`provided-or-quotes` is the backwards-compatible rule: supplied buy/sell wins, but unknown or absent classification falls through to quotes. `provided-first` preserves supplied unknowns and uses quotes only when classification is absent. `provided-only` never infers from quotes; `quotes-only` ignores supplied classifications (but still validates their enum).

/**
 * `provided-or-quotes` is the backwards-compatible rule: supplied buy/sell wins, but unknown or
 * absent classification falls through to quotes. `provided-first` preserves supplied unknowns
 * and uses quotes only when classification is absent. `provided-only` never infers from quotes;
 * `quotes-only` ignores supplied classifications (but still validates their enum).
 */
export type FlowClassificationSource = 'provided-or-quotes' | 'provided-first' | 'provided-only' | 'quotes-only';

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FlowGroup

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FlowGroup extends FlowGroupKey {
    trades: number;
    size: number;
    premium: number;
    buyPremium: number;
    sellPremium: number;
    /** Net premium (buy − sell). */
    netPremium: number;
    /**
     * Volume/open-interest ratio when grouped to a single contract with known OI, else `null`
     * (chart-facing rows use JSON-safe `null`, never `undefined` or `NaN` — WS2.12).
     */
    volumeOpenInterestRatio: number | null;
}

Fields, parameters & returned members (11)

Name / type	Meaning & unit	Optional / default
`buyPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`expiry` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`netPremium` `number`	Net premium (buy − sell). currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`premium` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`sellPremium` `number`	currency amount (the field or record currency)	Required / declared member No @default declared; consult the signature and description.
`size` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`strike` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`trades` `number`	unitless by name	Required / declared member No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Optional No @default declared; consult the signature and description.
`underlying` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`volumeOpenInterestRatio` `number \| null`	Volume/open-interest ratio when grouped to a single contract with known OI, else `null` (chart-facing rows use JSON-safe `null`, never `undefined` or `NaN` — WS2.12). decimal fraction / multiple	Required / declared member No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FlowGroupKey

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FlowGroupKey {
    underlying?: string;
    expiry?: string;
    strike?: number;
    type?: OptionType;
}

Fields, parameters & returned members (4)

Name / type	Meaning & unit	Optional / default
`expiry` `string`	unitless by name	Optional No @default declared; consult the signature and description.
`strike` `number`	unitless by name	Optional No @default declared; consult the signature and description.
`type` `OptionType`	unitless by name	Optional No @default declared; consult the signature and description.
`underlying` `string`	unitless by name	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)

interface

FlowOptions

Public declaration. Read the signature and parameter/member contracts below; no additional behavior is inferred.

export interface FlowOptions {
    /** Classification authority/fallback rule. Default `'provided-or-quotes'` (legacy behavior). */
    classificationSource?: FlowClassificationSource;
    /** A single print is a block at/above this size (contracts). Default 100. */
    blockMinSize?: number;
    /** ...or at/above this premium (price·size·multiplier). Default 100_000. */
    blockMinPremium?: number;
    /** Prints on one contract within this window (ms), same side, count as one sweep. Default 500. */
    sweepWindowMs?: number;
    /** Minimum prints to call a cluster a sweep. Default 3. */
    sweepMinPrints?: number;
    /** Prints on one underlying within this window (ms) across ≥2 contracts form a spread. Default 100. */
    spreadWindowMs?: number;
    /** Contract multiplier when a trade omits one. Default 100. */
    multiplier?: number;
}

Fields, parameters & returned members (7)

Name / type	Meaning & unit	Optional / default
`blockMinPremium` `number`	...or at/above this premium (price·size·multiplier). Default 100_000. currency amount (the field or record currency)	Optional No @default declared; consult the signature and description.
`blockMinSize` `number`	A single print is a block at/above this size (contracts). Default 100. count (integer)	Optional No @default declared; consult the signature and description.
`classificationSource` `FlowClassificationSource`	Classification authority/fallback rule. Default `'provided-or-quotes'` (legacy behavior). unitless by name	Optional No @default declared; consult the signature and description.
`multiplier` `number`	Contract multiplier when a trade omits one. Default 100. unitless by name	Optional No @default declared; consult the signature and description.
`spreadWindowMs` `number`	Prints on one underlying within this window (ms) across ≥2 contracts form a spread. Default 100. milliseconds	Optional No @default declared; consult the signature and description.
`sweepMinPrints` `number`	Minimum prints to call a cluster a sweep. Default 3. unitless by name	Optional No @default declared; consult the signature and description.
`sweepWindowMs` `number`	Prints on one contract within this window (ms), same side, count as one sweep. Default 500. milliseconds	Optional No @default declared; consult the signature and description.

Stability, warnings & conventions

stable-by-law (pre-1.0; not a 1.0 stability guarantee)