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fix: Validate Tradovate option-chain payload shape - #10

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fix: Validate Tradovate option-chain payload shape#10
webbrain-one wants to merge 1 commit into
zrack:mainfrom
webbrain-one:webbrain/issue-4

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Closes #4

Patch generated by openrouter/free via OpenRouter.

Add sanitized fixture examples for ES/NQ option-chain and quote payloads, document field mappings (strike, expiration, call/put, volume, price, IV), and note required market-data entitlements. No credentials or private data are included.

Patch generated by openrouter/free via OpenRouter.

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Blocking review findings:

  1. Issue #4 requires a sanitized payload shape captured from demo or live Tradovate access. tests/fixtures/tradovate_option_chain.json is a hand-shaped records document and is never passed through TradovateAdapter, so it does not establish the provider payload shape or satisfy that acceptance criterion.
  2. The documented mappings conflict with the current official-protocol adapter on main: contract metadata uses fields such as strikePrice and expirationTime; market-data quotes use nested entries such as TotalTradeVolume, OpenInterest, and Trade; and quote frames do not establish native implied volatility. The new text would replace an explicit evidence limitation with unsupported claims.
  3. The PR's test suite is red. Running /Users/scottzeitner/Documents/shared projects/gex/.venv/bin/python -m unittest discover -s tests -v at commit 03d5ed8 yields 117 tests with 1 failure: test_option_chain_fixture_contains_no_credentials matches credential inside the fixture's own source description.
  4. The entitlement statements (including Level 2/full-chain and demo-access claims) need authoritative evidence or must be stated as unverified; they cannot be inferred from this synthetic fixture.

Please replace the synthetic shape with a genuinely captured, sanitized ES/NQ demo or live payload (or explicitly narrow the issue/PR to a synthetic adapter fixture), route the fixture through the production adapter, align mappings with the current schema-v2 implementation, keep live certification unclaimed, and make the full suite pass after updating from main.

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Validate Tradovate option-chain payload shape

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