fix: Validate Tradovate option-chain payload shape - #10
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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.
zrack
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Aug 6, 2026
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Blocking review findings:
- Issue #4 requires a sanitized payload shape captured from demo or live Tradovate access.
tests/fixtures/tradovate_option_chain.jsonis a hand-shapedrecordsdocument and is never passed throughTradovateAdapter, so it does not establish the provider payload shape or satisfy that acceptance criterion. - The documented mappings conflict with the current official-protocol adapter on
main: contract metadata uses fields such asstrikePriceandexpirationTime; market-data quotes use nestedentriessuch asTotalTradeVolume,OpenInterest, andTrade; and quote frames do not establish native implied volatility. The new text would replace an explicit evidence limitation with unsupported claims. - The PR's test suite is red. Running
/Users/scottzeitner/Documents/shared projects/gex/.venv/bin/python -m unittest discover -s tests -vat commit03d5ed8yields 117 tests with 1 failure:test_option_chain_fixture_contains_no_credentialsmatchescredentialinside the fixture's ownsourcedescription. - 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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Closes #4
Patch generated by
openrouter/freevia OpenRouter.