flashalpha-historical-go

Official Go client for the FlashAlpha Historical API — point-in-time replay of every live analytics endpoint. Ask what GEX, gamma flip, VRP, narrative, max pain, or the full stock summary looked like at any minute back to 2018-04-16, in the same response shape as the live API.

Point-in-time replay since 2018. Backtest dealer positioning (GEX, VRP, vanna/charm, max pain) at any minute since 2018-04-16, then trade the same endpoints live. No look-ahead, no training-serving skew. The Historical API is an Alpha tier capability.

go get github.com/FlashAlpha-lab/flashalpha-historical-go

Go 1.21+. Same X-Api-Key you use for api.flashalpha.com — Alpha plan or higher on every endpoint.

Quickstart

package main

import (
    "context"
    "fmt"
    "log"
    "os"

    fh "github.com/FlashAlpha-lab/flashalpha-historical-go"
)

func main() {
    c := fh.NewClient(os.Getenv("FLASHALPHA_API_KEY"))

    snap, err := c.ExposureSummary(context.Background(), "SPY", "2020-03-16T15:30:00")
    if err != nil { log.Fatal(err) }

    fmt.Printf("regime: %v, gamma_flip: %v\n", snap["regime"], snap["gamma_flip"])
}

Backtesting

ctx := context.Background()
c := fh.NewClient(os.Getenv("FLASHALPHA_API_KEY"))

bt := fh.NewBacktester(c)
bt.Endpoint = fh.EndpointStockSummary
bt.Symbol = "SPY"

start, _ := time.Parse(fh.AtFormatDate, "2024-01-02")
end, _ := time.Parse(fh.AtFormatDate, "2024-03-29")

results, err := bt.Run(ctx, fh.IterDays(start, end), func(at string, snap map[string]interface{}) interface{} {
    vol, _ := snap["volatility"].(map[string]interface{})
    return map[string]interface{}{ "vrp": vol["vrp"] }
})

Minute-level

d, _ := time.Parse(fh.AtFormatDate, "2025-01-15")
steps, _ := fh.Replay(ctx, c, fh.EndpointExposureSummary, "SPY",
    fh.IterMinutes(d, d, 15), nil)
for _, s := range steps {
    fmt.Println(s.At, s.Response["regime"], s.Response["underlying_price"])
}

API surface

Method	Endpoint
Tickers(ctx, symbol)	/v1/tickers
StockQuote(ctx, t, at)	/v1/stockquote/{t}
OptionQuote(ctx, t, at, ...Option)	/v1/optionquote/{t}
Surface(ctx, s, at)	/v1/surface/{s}
Gex(ctx, s, at, ...Option)	/v1/exposure/gex/{s}
Dex(ctx, s, at, ...Option)	/v1/exposure/dex/{s}
Vex(ctx, s, at, ...Option)	/v1/exposure/vex/{s}
Chex(ctx, s, at, ...Option)	/v1/exposure/chex/{s}
ExposureSummary(ctx, s, at)	/v1/exposure/summary/{s}
ExposureLevels(ctx, s, at)	/v1/exposure/levels/{s}
Narrative(ctx, s, at)	/v1/exposure/narrative/{s}
ZeroDte(ctx, s, at, ...Option)	/v1/exposure/zero-dte/{s}
MaxPain(ctx, s, at, ...Option)	/v1/maxpain/{s}
StockSummary(ctx, s, at)	/v1/stock/{s}/summary
Volatility(ctx, s, at)	/v1/volatility/{s}
AdvVolatility(ctx, s, at)	/v1/adv_volatility/{s}
Vrp(ctx, s, at)	/v1/vrp/{s}

Filter helpers: WithExpiration("2024-08-09"), WithMinOI(100), WithExpiry("2024-08-09"), WithStrike(520), WithType("C"), WithStrikeRange(0.05).

Errors (use errors.As)

Type	Status
*APIError	base — wraps everything
*AuthenticationError	401
*TierRestrictedError	403 — needs Alpha plan
*InvalidAtError	400 invalid_at
*NoDataError	404 no_data
*SymbolNotFoundError	404 symbol_not_found
*NoCoverageError	404 no_coverage
*InsufficientDataError	404 insufficient_data
*RateLimitError	429
*ServerError	5xx

License

MIT

Get access

The Historical API requires the Alpha tier ($1,499/mo): the only public source of aggregate vanna/charm exposure and point-in-time replay since 2018.

Quant teams, prop desks, and vol funds: flashalpha.com/for-quant-teams