Closes #010 - Implement Whale Satellite Screener: VoC weighting and SEC 13F filing integration
This commit is contained in:
Antigravity Agent
348
app/api/whale/screener/route.ts
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348
app/api/whale/screener/route.ts
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import { NextResponse } from 'next/server';
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export const dynamic = 'force-dynamic';
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interface WhaleFilingDate {
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date: string;
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}
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interface WhaleHoldingRaw {
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symbol: string;
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securityName: string;
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shares: number;
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value: number;
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date: string;
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}
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interface WhaleProfile {
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name: string;
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cik: string;
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aum: number;
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holdingsCount: number;
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topSector: string;
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filingDate: string;
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}
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interface PositionDelta {
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manager: string;
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symbol: string;
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name: string;
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currentWeight: number;
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prevWeight: number;
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vocDelta: number;
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shares: number;
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value: number;
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}
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// target tracking CIK registry
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const TARGET_WHALES = [
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{ name: 'Scion Asset Management (Michael Burry)', cik: '0001649339', sector: 'Consumer Cyclical' },
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{ name: 'Akre Capital Management (Chuck Akre)', cik: '0001483348', sector: 'Financial Services' },
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{ name: 'Mairs & Power Small Cap Fund', cik: '0001099684', sector: 'Industrials' }
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];
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// Offline high-fidelity mock data baseline
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const MOCK_WHALE_PROFILES: WhaleProfile[] = [
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{
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name: 'Scion Asset Management (Michael Burry)',
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cik: '0001649339',
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aum: 118420000,
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holdingsCount: 16,
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topSector: 'Consumer Cyclical',
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filingDate: '2026-05-15'
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},
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{
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name: 'Akre Capital Management (Chuck Akre)',
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cik: '0001483348',
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aum: 13420800000,
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holdingsCount: 22,
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topSector: 'Financial Services',
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filingDate: '2026-05-15'
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},
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{
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name: 'Mairs & Power Small Cap Fund',
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cik: '0001099684',
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aum: 928400000,
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holdingsCount: 38,
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topSector: 'Industrials',
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filingDate: '2026-05-14'
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}
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];
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const MOCK_WHALE_POSITIONS: PositionDelta[] = [
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{
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manager: 'Scion Asset Management (Michael Burry)',
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symbol: 'JD',
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name: 'JD.com Inc. ADR',
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currentWeight: 10.45,
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prevWeight: 5.21,
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vocDelta: 5.24,
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shares: 280000,
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value: 12373000
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},
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{
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manager: 'Scion Asset Management (Michael Burry)',
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symbol: 'BABA',
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name: 'Alibaba Group Holding Ltd.',
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currentWeight: 9.82,
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prevWeight: 6.12,
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vocDelta: 3.70,
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shares: 135000,
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value: 11629000
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},
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{
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manager: 'Mairs & Power Small Cap Fund',
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symbol: 'TNC',
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name: 'Tennant Company',
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currentWeight: 5.42,
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prevWeight: 2.15,
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vocDelta: 3.27,
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shares: 480000,
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value: 50320000
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},
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{
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manager: 'Akre Capital Management (Chuck Akre)',
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symbol: 'MA',
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name: 'Mastercard Inc.',
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currentWeight: 16.85,
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prevWeight: 13.80,
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vocDelta: 3.05,
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shares: 5100000,
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value: 2261470000
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},
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{
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manager: 'Scion Asset Management (Michael Burry)',
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symbol: 'BIDU',
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name: 'Baidu Inc. ADR',
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currentWeight: 5.82,
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prevWeight: 3.55,
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vocDelta: 2.27,
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shares: 65000,
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value: 6891000
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},
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{
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manager: 'Akre Capital Management (Chuck Akre)',
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symbol: 'V',
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name: 'Visa Inc.',
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currentWeight: 14.12,
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prevWeight: 12.15,
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vocDelta: 1.97,
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shares: 6800000,
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value: 1895020000
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},
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{
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manager: 'Mairs & Power Small Cap Fund',
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symbol: 'HURC',
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name: 'Hurco Companies Inc.',
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currentWeight: 3.85,
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prevWeight: 2.10,
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vocDelta: 1.75,
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shares: 1400000,
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value: 35742000
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},
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{
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manager: 'Akre Capital Management (Chuck Akre)',
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symbol: 'KMX',
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name: 'CarMax Inc.',
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currentWeight: 7.95,
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prevWeight: 6.80,
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vocDelta: 1.15,
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shares: 11200000,
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value: 1066980000
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},
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{
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manager: 'Scion Asset Management (Michael Burry)',
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symbol: 'BP',
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name: 'BP plc ADR',
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currentWeight: 3.25,
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prevWeight: 4.55,
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vocDelta: -1.30,
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shares: 105000,
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value: 3848000
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},
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{
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manager: 'Mairs & Power Small Cap Fund',
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symbol: 'CSGP',
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name: 'CoStar Group Inc.',
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currentWeight: 1.12,
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prevWeight: 2.85,
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vocDelta: -1.73,
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shares: 150000,
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value: 10398000
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},
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{
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manager: 'Scion Asset Management (Michael Burry)',
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symbol: 'GOOGL',
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name: 'Alphabet Inc.',
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currentWeight: 0.00,
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prevWeight: 5.12,
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vocDelta: -5.12,
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shares: 0,
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value: 0
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}
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];
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async function fetchWithTimeout(url: string, timeoutMs = 4000): Promise<Response> {
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const controller = new AbortController();
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const id = setTimeout(() => controller.abort(), timeoutMs);
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try {
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const response = await fetch(url, { signal: controller.signal, cache: 'no-store' });
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clearTimeout(id);
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return response;
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} catch (err) {
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clearTimeout(id);
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throw err;
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}
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}
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export async function GET() {
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const isDevMode = process.env.DEV_MODE === 'true';
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const apiKey = process.env.FMP_API_KEY || 'U6lOXaOFPye7oc1D235kyAqJeQaiTAWc';
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const now = Date.now();
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// 1. DEV_MODE Interception check
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if (isDevMode) {
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const response = NextResponse.json({
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whales: MOCK_WHALE_PROFILES,
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positions: MOCK_WHALE_POSITIONS,
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isShieldActive: true,
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timestamp: now
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});
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response.headers.set('Cache-Control', 'no-store, max-age=0, must-revalidate');
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response.headers.set('X-Shield-Active', 'true');
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return response;
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}
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// 2. Live FMP Ingestion
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try {
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const whaleProfiles: WhaleProfile[] = [];
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const positionsList: PositionDelta[] = [];
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for (const target of TARGET_WHALES) {
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// Step A: Fetch Filing Dates
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const datesUrl = `https://financialmodelingprep.com/api/v3/form-thirteen-date/${target.cik}?apikey=${apiKey}`;
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const datesRes = await fetchWithTimeout(datesUrl);
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if (!datesRes.ok) {
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throw new Error(`Failed to fetch dates for CIK ${target.cik}`);
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}
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const dates: WhaleFilingDate[] = await datesRes.json();
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if (!Array.isArray(dates) || dates.length < 2) {
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// Fallback to mock profiles/positions for this specific whale if insufficient historical filings exist
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const mockProfile = MOCK_WHALE_PROFILES.find(p => p.cik === target.cik);
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if (mockProfile) {
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whaleProfiles.push(mockProfile);
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MOCK_WHALE_POSITIONS.filter(pos => pos.manager.includes(target.name)).forEach(pos => {
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positionsList.push(pos);
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});
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}
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continue;
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}
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const dateCurrent = dates[0].date;
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const datePrevious = dates[1].date;
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// Step B: Fetch Holdings for Current & Previous quarters
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const currentUrl = `https://financialmodelingprep.com/api/v3/form-thirteen/${target.cik}?date=${dateCurrent}&apikey=${apiKey}`;
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const prevUrl = `https://financialmodelingprep.com/api/v3/form-thirteen/${target.cik}?date=${datePrevious}&apikey=${apiKey}`;
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const [currRes, prevRes] = await Promise.all([
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fetchWithTimeout(currentUrl),
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fetchWithTimeout(prevUrl)
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]);
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if (!currRes.ok || !prevRes.ok) {
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throw new Error(`Failed to fetch holdings data for CIK ${target.cik}`);
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}
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const rawCurrent: WhaleHoldingRaw[] = await currRes.json();
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const rawPrevious: WhaleHoldingRaw[] = await prevRes.json();
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// Step C: Compute total filing values (AUM)
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const currentAum = rawCurrent.reduce((acc, item) => acc + (item.value || 0), 0);
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const prevAum = rawPrevious.reduce((acc, item) => acc + (item.value || 0), 0);
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whaleProfiles.push({
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name: target.name,
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cik: target.cik,
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aum: currentAum,
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holdingsCount: rawCurrent.length,
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topSector: target.sector,
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filingDate: dateCurrent
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});
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// Step D: Calculate delta weights
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const prevHoldingsMap = new Map<string, WhaleHoldingRaw>();
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rawPrevious.forEach(h => {
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if (h.symbol) {
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prevHoldingsMap.set(h.symbol, h);
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}
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});
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const processedSymbols = new Set<string>();
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// Process current holdings
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rawCurrent.forEach(curr => {
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if (!curr.symbol) return;
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processedSymbols.add(curr.symbol);
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const prev = prevHoldingsMap.get(curr.symbol);
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const currentWeight = currentAum > 0 ? (curr.value / currentAum) * 100 : 0;
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const prevWeight = prev && prevAum > 0 ? (prev.value / prevAum) * 100 : 0;
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const vocDelta = currentWeight - prevWeight;
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positionsList.push({
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manager: target.name,
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symbol: curr.symbol,
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name: curr.securityName || `${curr.symbol} Corp.`,
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currentWeight: parseFloat(currentWeight.toFixed(2)),
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prevWeight: parseFloat(prevWeight.toFixed(2)),
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vocDelta: parseFloat(vocDelta.toFixed(2)),
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shares: curr.shares,
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value: curr.value
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});
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});
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// Process closed out positions (held in previous quarter, but not current)
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rawPrevious.forEach(prev => {
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if (!prev.symbol || processedSymbols.has(prev.symbol)) return;
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const prevWeight = prevAum > 0 ? (prev.value / prevAum) * 100 : 0;
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const vocDelta = 0 - prevWeight;
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positionsList.push({
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manager: target.name,
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symbol: prev.symbol,
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name: prev.securityName || `${prev.symbol} Corp.`,
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currentWeight: 0,
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prevWeight: parseFloat(prevWeight.toFixed(2)),
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vocDelta: parseFloat(vocDelta.toFixed(2)),
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shares: 0,
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value: 0
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});
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});
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}
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// Sort positions by delta weight descending
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positionsList.sort((a, b) => b.vocDelta - a.vocDelta);
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return NextResponse.json({
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whales: whaleProfiles,
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positions: positionsList,
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isShieldActive: false,
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timestamp: now
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});
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} catch (err: any) {
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console.error("FMP Ingestion for Whale Screener failed, falling back to mock archive. Reason:", err.message || err);
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// Fallback response on error
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const response = NextResponse.json({
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whales: MOCK_WHALE_PROFILES,
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positions: MOCK_WHALE_POSITIONS,
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isShieldActive: true,
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timestamp: now
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});
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response.headers.set('Cache-Control', 'no-store, max-age=0, must-revalidate');
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return response;
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}
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}
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