FlashAlpha 0.2.1

FlashAlpha .NET SDK

Official .NET / C# client for the FlashAlpha options analytics API.

Access gamma exposure (GEX), delta exposure (DEX), vanna exposure (VEX), charm exposure (CHEX), implied volatility, volatility surface, 0DTE analytics, Black-Scholes greeks, Kelly criterion position sizing, and more — for SPX, SPY, QQQ, AAPL, and all major US equities.

• API documentation: https://lab.flashalpha.com/docs
• Sign up for an API key: https://flashalpha.com
• Python SDK: https://github.com/FlashAlpha-lab/flashalpha-python

Installation

dotnet add package FlashAlpha

Target framework: .NET 8.0+. No external dependencies — uses System.Net.Http and System.Text.Json.

Quick start

using FlashAlpha;

var client = new FlashAlphaClient("YOUR_API_KEY");

// Gamma exposure for SPY
var gex = await client.GexAsync("SPY");
Console.WriteLine(gex);

// Black-Scholes greeks
var greeks = await client.GreeksAsync(spot: 500, strike: 505, dte: 30, sigma: 0.20, type: "call");
Console.WriteLine(greeks);

// Health check (no API key required)
var health = await client.HealthAsync();

Constructor

var client = new FlashAlphaClient(
    apiKey: "YOUR_API_KEY",   // required
    baseUrl: null,            // optional: override API base URL
    timeout: 30               // optional: request timeout in seconds
);

The client implements IDisposable. Use using or call Dispose() when finished.

All methods

All methods return Task<JsonElement> and accept an optional CancellationToken.

Market Data

Historical Data

Exposure Analytics

Pricing and Sizing

Volatility Analytics

Reference Data

Account and System

Error handling

using FlashAlpha;

try
{
    var result = await client.GexAsync("SPY");
}
catch (AuthenticationException ex)
{
    // HTTP 401: invalid or missing API key
    Console.WriteLine($"Auth error: {ex.Message}");
}
catch (TierRestrictedException ex)
{
    // HTTP 403: endpoint requires a higher plan
    Console.WriteLine($"Upgrade required. Current: {ex.CurrentPlan}, Required: {ex.RequiredPlan}");
}
catch (NotFoundException ex)
{
    // HTTP 404: symbol or resource not found
    Console.WriteLine($"Not found: {ex.Message}");
}
catch (RateLimitException ex)
{
    // HTTP 429: rate limit exceeded
    Console.WriteLine($"Rate limited. Retry after {ex.RetryAfter}s");
}
catch (ServerException ex)
{
    // HTTP 5xx: server-side error
    Console.WriteLine($"Server error {ex.StatusCode}: {ex.Message}");
}
catch (FlashAlphaException ex)
{
    // Any other API error
    Console.WriteLine($"API error {ex.StatusCode}: {ex.Message}");
}

All exceptions derive from FlashAlphaException, which exposes:

• StatusCode (int): the HTTP status code
• Response (JsonElement?): the raw JSON body, if the server returned one

Dependency injection

FlashAlphaClient accepts a pre-configured HttpClient, making it compatible with IHttpClientFactory and easy to mock in unit tests:

// ASP.NET Core registration
builder.Services.AddHttpClient<FlashAlphaClient>(client =>
{
    client.BaseAddress = new Uri("https://lab.flashalpha.com");
    client.DefaultRequestHeaders.Add("X-Api-Key", builder.Configuration["FlashAlpha:ApiKey"]);
});

Running the tests

Unit tests run without a key:

dotnet test

Integration tests require a live API key:

set FLASHALPHA_API_KEY=your_key_here
dotnet test

License

MIT. See LICENSE.

Links

• FlashAlpha home: https://flashalpha.com
• API reference: https://lab.flashalpha.com/docs
• Python SDK: https://github.com/FlashAlpha-lab/flashalpha-python
• NuGet package: https://www.nuget.org/packages/FlashAlpha