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alpaca-option

alpaca-option is the provider-neutral option core in the alpaca-rust workspace.

Main Modules​

  • contract
  • display
  • snapshot
  • analysis
  • pricing
  • payoff
  • probability
  • execution_quote
  • url

Typical Uses​

  • Parse and format OCC option contracts
  • Work with canonical option snapshots, positions, chains, and execution quotes
  • Compute pricing, Greeks, payoff, break-even points, and probability helpers
  • Build and parse OptionStrat-compatible URLs and leg fragments

Optional Companion​

An optional workspace TypeScript companion exists under packages/alpaca-option. It is a plus feature, not the primary published system surface.

The TypeScript package exports the following namespaces from @alpaca/option:

  • analysis, chain, contract, display, executionQuote, expirationSelection
  • math and sub-exports (american, bachelier, barrier, black76, geometricAsian)
  • numeric, optionStrategy, payoff, pricing, probability, snapshot, url
  • OptionStrategy class
  • OptionError

Package metadata:

  • private: true
  • @alpaca/option (1.10.4)
  • extra exports: ./math/american, ./math/bachelier, ./math/barrier, ./math/black76, ./math/geometric-asian, ./option-strategy.
  • dedicated TS tests cover public API boundary and fixture metadata expectations.

Not Included​

  • Alpaca HTTP clients or credentials
  • raw market-data transport and retry behavior
  • application-specific singletons, caching, or strategy orchestration