From e0e7182ac5ab4987aa181f5a1c7aeeb7191d066b Mon Sep 17 00:00:00 2001
From: Avraham Sakal <briansakal@gmail.com>
Date: Mon, 26 Jun 2023 00:46:54 -0400
Subject: [PATCH] add prices-over-time endpoint

---
 src/index.ts | 30 ++++++++++++++++++++++++++++++
 1 file changed, 30 insertions(+)

diff --git a/src/index.ts b/src/index.ts
index 477a8a0..b660cff 100644
--- a/src/index.ts
+++ b/src/index.ts
@@ -88,6 +88,36 @@ server.get<{
   ).map(x=>x.expiration);
   reply.status(200).send(expirations);
 })
+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`
+    SELECT 
+      "front"."quote_date",
+      ("back"."bid" - "front"."ask") AS "calendar_price"
+    FROM "option_quote" AS "front"
+    INNER JOIN "option_quote" AS "back"
+    ON
+      "front"."type" = "back"."type"
+      AND
+      "front"."underlying" = "back"."underlying"
+      AND
+      "front"."strike" = "back"."strike"
+      AND
+      "front"."quote_date" = "back"."quote_date"
+      AND
+      "back"."expiration" = ${request.params.back_expiration}
+    WHERE 
+      "front"."type" = 'call'
+      AND
+      "front"."underlying" = ${request.params.underlying}
+      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) => {
   if (err) {