Add "calendar prices" endpoint

src/index.ts

@@ -91,32 +91,26 @@ server.get<{
 server.get<{
   Params: {underlying:string, strike:string, front_expiration:string, back_expiration:string, },
 }>('/option_quotes/:underlying/:strike/:front_expiration/:back_expiration', async (request, reply) => {
-  const strikes = await sql`
+  const prices = await sql`
-    SELECT 
+    SELECT
-      "front"."quote_date",
+      "front_contract"."quote_date",
-      ("back"."bid" - "front"."ask") AS "calendar_price"
+      ("back_contract"."ask" - "front_contract"."bid") AS "price"
-    FROM "option_quote" AS "front"
+    FROM
-    INNER JOIN "option_quote" AS "back"
+      "option_quote" AS "front_contract"
-    ON
+    INNER JOIN
-      "front"."type" = "back"."type"
+      "option_quote" AS "back_contract"
-      AND
+      ON
-      "front"."underlying" = "back"."underlying"
+            "back_contract"."underlying" = "front_contract"."underlying"
-      AND
+        AND "back_contract"."type" = "front_contract"."type"
-      "front"."strike" = "back"."strike"
+        AND "back_contract"."quote_date" = "front_contract"."quote_date"
-      AND
+        AND "back_contract"."strike" = "front_contract"."strike"
-      "front"."quote_date" = "back"."quote_date"
+        AND "back_contract"."expiration" = ${request.params.back_expiration}
-      AND
+    WHERE
-      "back"."expiration" = ${request.params.back_expiration}
+          "front_contract"."underlying" = ${request.params.underlying}
-    WHERE 
+      AND "front_contract"."type" = 'call'
-      "front"."type" = 'call'
+      AND "front_contract"."strike" = ${request.params.strike}
-      AND
+      AND "front_contract"."expiration" = ${request.params.front_expiration}`;
-      "front"."underlying" = ${request.params.underlying}
+  reply.status(200).send(prices);
-      AND
-      "front"."strike" = ${request.params.strike}
-      AND
-      "front"."expiration" = ${request.params.front_expiration}
-    ORDER BY "quote_date";`;
-  reply.status(200).send(strikes);
 })
 
 server.listen({ port: 8234, host: '127.0.0.1' }, (err, address) => {