Merge pull request #102 from Premian-Labs/fix/patch-0dte-and-strikes

Updates Strike intervals, validate 0 DTE options

package.json

@@ -1,6 +1,6 @@
 {
 	"name": "@premia/v3-sdk",
-	"version": "2.5.2",
+	"version": "2.5.3",
 	"description": "The official SDK for building applications on Premia V3.",
 	"main": "dist/index.js",
 	"typings": "dist/index.d.ts",

src/api/optionAPI.ts

@@ -118,8 +118,7 @@ export class OptionAPI extends BaseAPI {
 	 */
 	getStrikeInterval(price: number): number {
 		const orderOfTens = Math.floor(Math.log10(price))
-		const base = price / 10 ** orderOfTens
-		return base < 5 ? 10 ** (orderOfTens - 1) : 5 * 10 ** (orderOfTens - 1)
+		return 10 ** (orderOfTens - 1)
 	}
 
 	/**

src/utils/dayjs.ts

@@ -17,9 +17,9 @@ export function nextYearOfMaturities(): dayjs.Dayjs[] {
 	const today = dayjs().utc().startOf('day')
 	const nextYear = today.add(1, 'year')
 
-	// if today is Fri and hour < 8:00 AM
-	if (dayjs().utc().day() === FRIDAY && dayjs().utc().hour() < 8)
-		maturities.push(today)
+	// if there's still time to 8:00 AM UTC - 1 hours buffer
+	if (dayjs().utc().hour() < 8)
+		maturities.push(today.add(8, 'hours'))
 
 	const tomorrow = today.add(1, 'day').add(8, 'hours')
 	const afterTomorrow = today.add(2, 'days').add(8, 'hours')

test/it/option.spec.ts

@@ -39,7 +39,7 @@ describe('Option API', function (this: any) {
 				// end of array
 				if (Number.isNaN(strikeRange)) return true
 
-				return nextStrike - strike === 50
+				return nextStrike - strike === 10
 			})
 		).to.be.true