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Changelog

1.0.0 - 2026-05-15

Added

  • Live Flow API tier — typed models + client methods + LLM-discoverable docs for all 22 /v1/flow/* endpoints (analytics: levels, pin-risk, summary, oi, gex, dex, dealer-risk, live; raw flow: option/stock recent, summary, blocks, history, cumulative, leaderboards, outliers). Flow gex/dex reuse the existing GexStrikeRow/DexStrikeRow types.
  • Per-endpoint live integration tests for every Flow endpoint.

Changed / Breaking

  • SurfaceResponse.slices_used is now int (a slice count), was List[str] — corrected to match the API.
  • Removed exposure_history() — the /v1/exposure/history endpoint does not exist.

Added (prior 0.4.0-rc cycle)

  • docs/api.md — full endpoint reference, URL-prefix table, response schemas, and sample JSON for every endpoint
  • 17 integration regression tests (tests/test_integration.py) guarding against response-shape and URL-pattern regressions reported by Alpha users:
    • Nested VRP response (vrp.z_score, gex_conditioned.harvest_score, regime.net_gex, directional.*)
    • exposure_summary nesting (exposures.net_gex)
    • VRP directional field names (downside_vrp/upside_vrp, not put_vrp/call_vrp)
    • URL-prefix mix — /stockquote, /optionquote, /historical/* without /v1/; everything else with
    • /v1/stock/{sym}/summary canonical vs /v1/summary/{sym} 404
    • Canonical POST /v1/screener + /v1/screener/live deprecation
    • /v1/vrp/{sym} REST endpoint (until vrp() method ships)

0.3.2 (2026-04-07)

Added

  • max_pain() — max pain analysis with dealer alignment overlay, pain curve, OI breakdown, expected move context, pin probability, and multi-expiry calendar (Growth+)

0.3.1 (2026-04-02)

Changed

  • Screener endpoint renamed: /v1/screener/live → /v1/screener (canonical). The SDK's screener() method now POSTs to /v1/screener.

0.3.0 (2026-03-30)

Added

  • screener() — live options screener. Filter/rank symbols by gamma exposure, VRP, volatility, greeks, harvest scores, and custom formulas. Growth: 10-symbol universe, up to 10 rows. Alpha: ~250 symbols, up to 50 rows, formulas, and harvest/dealer-flow-risk scores.
  • Recursive filter trees (leaf + and/or groups), cascading filters via expiries.* / strikes.* / contracts.* prefixes, multi-sort, pagination, inline and named formulas, select=["*"] for the full flat object.
  • Unit + integration test coverage for screener filter tree, operators, formulas, and tier gating.

0.2.0 (2026-03-26)

Added

  • zero_dte() — real-time 0DTE analytics (regime, pin risk, expected move, hedging, decay)
  • exposure_history() — daily exposure snapshots for trend analysis
  • adv_volatility() — advanced volatility analytics (SVI parameters, variance surface, arbitrage detection, greeks surfaces, variance swap pricing)
  • Comprehensive method reference table in README
  • SEO-optimized keywords in PyPI metadata

Changed

  • Updated API plans table to reflect current tiers (Free/Basic/Growth/Alpha)
  • Improved README structure and documentation

0.1.0 (2026-03-13)

Added

  • Initial release
  • Core client with all FlashAlpha API endpoints
  • Exposure analytics: gex(), dex(), vex(), chex(), exposure_levels(), exposure_summary(), narrative()
  • Market data: stock_quote(), option_quote(), stock_summary(), surface()
  • Historical data: historical_stock_quote(), historical_option_quote()
  • Pricing: greeks(), iv(), kelly()
  • Volatility: volatility()
  • Reference: tickers(), options(), symbols(), account(), health()
  • Error handling: AuthenticationError, TierRestrictedError, NotFoundError, RateLimitError, ServerError
  • 36 unit tests, 23 integration tests