get_liquidity

io.github.DevDizzle/gammarips · Verify this server

FRESH (entry-day) liquidity — the read the pool's session-frozen `recommended_oi`/`recommended_volume` cannot give you (the overnight sweep only becomes OI the next morning). Two modes, chosen by whether you pass a single `contract`: * `contract` given — ONE contract's snapshot: open interest, session volume, last trade, day range, underlying price, greeks. Cache-first (the engine re-reads the pool every ~10 min in market hours); pass live=true to force a fresh upstream fetch or read a contract NOT in today's pool. * `contract` omitted — the WHOLE current pool (or your `contracts` shortlist, max 60) in ONE call — the batch companion for the ~10:00 ET decision window. Most-recent read per contract with explicit `as_of`. Deliberately serves NO bid/ask/mid/spread (not available on the current data plan — absent, not NULL). Judge fill risk from open_interest (updates once each morning), day_volume (live session), last_trade recency, and the day range. Args: contract: OCC ticker for the single-contract mode (verbatim from the pool's `recommended_contract`). Omit for the whole-pool batch. scan_date: pool date YYYY-MM-DD (batch mode; default: latest pool). contracts: optional shortlist filter for the batch mode (max 60). live: single-contract mode — force a fresh upstream fetch.