@adaptic/utils 0.0.1007 → 0.0.1008
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/index.cjs +513 -104
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +514 -106
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +120 -9
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/alpaca-client-order-id.test.d.ts +2 -0
- package/dist/types/__tests__/alpaca-client-order-id.test.d.ts.map +1 -0
- package/dist/types/__tests__/alpaca-market-data-retry.test.d.ts +2 -0
- package/dist/types/__tests__/alpaca-market-data-retry.test.d.ts.map +1 -0
- package/dist/types/__tests__/performance-metrics-fees.test.d.ts +2 -0
- package/dist/types/__tests__/performance-metrics-fees.test.d.ts.map +1 -0
- package/dist/types/__tests__/price-utils-fees.test.d.ts +2 -0
- package/dist/types/__tests__/price-utils-fees.test.d.ts.map +1 -0
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +93 -8
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/cache/stampede-protected-cache.d.ts +19 -1
- package/dist/types/cache/stampede-protected-cache.d.ts.map +1 -1
- package/dist/types/errors/index.d.ts +25 -0
- package/dist/types/errors/index.d.ts.map +1 -1
- package/dist/types/index.d.ts +1 -1
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts +31 -1
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts +12 -0
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/rate-limiter.d.ts.map +1 -1
- package/dist/types/utils/retry.d.ts +14 -0
- package/dist/types/utils/retry.d.ts.map +1 -1
- package/package.json +1 -1
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{"version":3,"file":"alpaca-client-order-id.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/alpaca-client-order-id.test.ts"],"names":[],"mappings":""}
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{"version":3,"file":"alpaca-market-data-retry.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/alpaca-market-data-retry.test.ts"],"names":[],"mappings":""}
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{"version":3,"file":"performance-metrics-fees.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/performance-metrics-fees.test.ts"],"names":[],"mappings":""}
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{"version":3,"file":"price-utils-fees.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/price-utils-fees.test.ts"],"names":[],"mappings":""}
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@@ -1 +1 @@
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-
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@@ -58,6 +58,60 @@ export declare class AlpacaTradingAPI {
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* @returns An Alpaca-safe `client_order_id` (prefix + truncated SHA-256 hex).
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*/
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private deriveClientOrderId;
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/**
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* Running count of derived-id duplicate collisions resolved by returning the
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* already-submitted order. Emitted in log metadata so operators can see the
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* idempotency net firing.
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*/
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private idempotentDuplicateReturns;
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/**
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* Running count of derived-id duplicate collisions resolved by resubmitting
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* once with a fresh random salt (the colliding order was terminally dead).
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*/
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private saltedDuplicateResubmits;
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/**
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* Whether an error thrown by {@link makeRequest} is Alpaca's 422
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* duplicate-`client_order_id` rejection.
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* @param error - The error thrown by the order POST.
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* @returns true when the error is a duplicate-idempotency-key rejection.
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*/
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private isDuplicateClientOrderIdRejection;
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/**
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* Look up an order by its `client_order_id` (Alpaca
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* `GET /orders:by_client_order_id`).
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* @param clientOrderId - The idempotency key the order was submitted with.
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* @returns The order, or null when no order exists for the id (404).
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*/
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getOrderByClientOrderId(clientOrderId: string): Promise<AlpacaOrder | null>;
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/**
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* POST an order body with duplicate-`client_order_id` recovery.
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*
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* Sets `client_order_id` (explicit id wins; otherwise derived from
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* `deriveParts`), submits, and on Alpaca's 422 duplicate rejection:
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*
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* - **Caller-supplied id**: throws a typed
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* {@link DuplicateClientOrderIdError} — the caller owns idempotency
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* semantics and must decide whether the duplicate is success or a bug.
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* - **Derived id, colliding order live/filled**: returns the existing order
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* as idempotent success (this is the timeout+retry case the derived id
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* exists to de-duplicate).
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* - **Derived id, colliding order terminally dead** (canceled / expired /
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* rejected — e.g. cancel-then-recreate of an identical trailing stop):
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* resubmits exactly once with a fresh random salt so the legitimate new
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* order is not blocked. A second duplicate rejection throws the typed
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* error.
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* - **Derived id, status lookup fails**: fails CLOSED with the typed error —
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* the colliding order may be live, so resubmitting could double-fill; the
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* caller's next cycle retries when the lookup can succeed.
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*
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* Both recovery outcomes increment log-visible counters.
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*
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* @param body - The order payload (its `client_order_id` is set here).
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* @param options - Idempotency inputs: optional explicit id and the derive
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* parts used both for the default id and for the salted resubmit.
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* @returns The created (or pre-existing, on idempotent recovery) order.
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*/
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private postOrderWithIdempotencyRecovery;
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/**
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* Collect the human-readable failure entries from a bulk Multi-Status (207)
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* response body (`DELETE /orders`, `DELETE /positions`). Each element carries
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@@ -145,17 +199,29 @@ export declare class AlpacaTradingAPI {
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createTrailingStop(symbol: string, qty: number, side: "buy" | "sell", trailPercent100: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", clientOrderId?: string): Promise<AlpacaOrder>;
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createTrailingStop(symbol: string, qty: number, side: "buy" | "sell", trailPercent100: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", clientOrderId?: string, idempotencyNonce?: string | number): Promise<AlpacaOrder>;
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createMarketOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", client_order_id?: string): Promise<AlpacaOrder>;
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createMarketOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", client_order_id?: string, idempotencyNonce?: string | number): Promise<AlpacaOrder>;
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/**
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* Get the current trail percent for a symbol, assuming that it has an open position and a trailing stop order to close it. Because this relies on an orders request for one symbol, you can't do it too often.
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createLimitOrder(symbol: string, qty: number, side: "buy" | "sell", limitPrice: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", extended_hours?: boolean, client_order_id?: string): Promise<AlpacaOrder>;
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+
createLimitOrder(symbol: string, qty: number, side: "buy" | "sell", limitPrice: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", extended_hours?: boolean, client_order_id?: string, idempotencyNonce?: string | number): Promise<AlpacaOrder>;
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|
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* Close all equities positions
|
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* @param options (object) - the options for closing the positions
|
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@@ -258,10 +329,14 @@ export declare class AlpacaTradingAPI {
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* derived from the order parameters when omitted so a client-timeout retry
|
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* is de-duplicated broker-side.
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+
* is de-duplicated broker-side. Duplicate rejections of an explicit id
|
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|
+
* surface as {@link DuplicateClientOrderIdError}.
|
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+
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|
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+
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|
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+
* inside one derivation window receives a distinct id.
|
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* @returns The created order
|
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|
*/
|
|
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|
-
createOptionOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", type: "market" | "limit", limitPrice?: number, clientOrderId?: string): Promise<AlpacaOrder>;
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+
createOptionOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", type: "market" | "limit", limitPrice?: number, clientOrderId?: string, idempotencyNonce?: string | number): Promise<AlpacaOrder>;
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/**
|
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|
* Create a multi-leg option order
|
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|
* @param legs Array of order legs
|
|
@@ -270,10 +345,14 @@ export declare class AlpacaTradingAPI {
|
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|
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|
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* derived from the legs and order parameters when omitted so a
|
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* client-timeout retry is de-duplicated broker-side.
|
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+
* client-timeout retry is de-duplicated broker-side. Duplicate rejections
|
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|
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* of an explicit id surface as {@link DuplicateClientOrderIdError}.
|
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|
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|
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|
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|
+
* inside one derivation window receives a distinct id.
|
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|
* @returns The created multi-leg order
|
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|
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|
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|
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createMultiLegOptionOrder(legs: OrderLeg[], qty: number, type: "market" | "limit", limitPrice?: number, clientOrderId?: string): Promise<AlpacaOrder>;
|
|
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|
+
createMultiLegOptionOrder(legs: OrderLeg[], qty: number, type: "market" | "limit", limitPrice?: number, clientOrderId?: string, idempotencyNonce?: string | number): Promise<AlpacaOrder>;
|
|
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|
/**
|
|
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|
* Exercise an option contract
|
|
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|
* @param symbolOrContractId The symbol or ID of the option contract to exercise
|
|
@@ -399,6 +478,12 @@ export declare class AlpacaTradingAPI {
|
|
|
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|
takeProfitPrice?: number;
|
|
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|
takeProfitPercent100?: number;
|
|
401
480
|
clientOrderId?: string;
|
|
481
|
+
/**
|
|
482
|
+
* Attempt/signal discriminator folded into the derived idempotency key
|
|
483
|
+
* so an intentionally-repeated identical order inside one derivation
|
|
484
|
+
* window receives a distinct id.
|
|
485
|
+
*/
|
|
486
|
+
idempotencyNonce?: string | number;
|
|
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|
}): Promise<AlpacaOrder>;
|
|
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|
}
|
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//# sourceMappingURL=alpaca-trading-api.d.ts.map
|
|
@@ -1 +1 @@
|
|
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1
|
-
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|
|
1
|
+
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@@ -243,6 +243,14 @@ export interface CacheStats {
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* ```
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|
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/**
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+
* Default hard ceiling (ms) on a single loader invocation. Resolved at
|
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248
|
+
* construction time into `options.loadTimeoutMs` so the effective value is
|
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249
|
+
* always a validated number (see the constructor guard) — mirrors the
|
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250
|
+
* engine-local copy's constructor-time resolution ahead of consolidating the
|
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251
|
+
* two implementations onto this one.
|
|
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|
+
*/
|
|
253
|
+
export declare const DEFAULT_LOAD_TIMEOUT_MS = 30000;
|
|
246
254
|
/**
|
|
247
255
|
* StampedeProtectedCache provides three-layer protection against cache stampedes
|
|
248
256
|
*
|
|
@@ -521,7 +529,17 @@ export declare class StampedeProtectedCache<T> {
|
|
|
521
529
|
*/
|
|
522
530
|
private refreshInBackground;
|
|
523
531
|
/**
|
|
524
|
-
* Apply probabilistic jitter to expiration time
|
|
532
|
+
* Apply probabilistic jitter to an entry's expiration time.
|
|
533
|
+
*
|
|
534
|
+
* The jitter must scale with the ENTRY's own TTL: using `defaultTtl` here
|
|
535
|
+
* (as this method originally did) mis-anchored `createdAt` for any entry
|
|
536
|
+
* cached with a custom TTL, swinging its effective expiry by up to
|
|
537
|
+
* ±(defaultTtl - ttl) — a 50ms entry under a 5s default could randomly
|
|
538
|
+
* read as already-expired at write time or fresh for 10x its TTL.
|
|
539
|
+
*
|
|
540
|
+
* @param originalExpiresAt - The entry's unjittered expiry timestamp (ms).
|
|
541
|
+
* @param ttl - The TTL (ms) the entry was cached with.
|
|
542
|
+
* @returns The jittered expiry timestamp.
|
|
525
543
|
*/
|
|
526
544
|
private applyJitter;
|
|
527
545
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"stampede-protected-cache.d.ts","sourceRoot":"","sources":["../../../src/cache/stampede-protected-cache.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,WAAW,UAAU,CAAC,CAAC;IAC3B;;;OAGG;IACH,KAAK,EAAE,CAAC,CAAC;IAET;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,GAAG,EAAE,MAAM,CAAC;IAEZ;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,WAAW,EAAE,MAAM,CAAC;IAEpB;;;OAGG;IACH,cAAc,EAAE,MAAM,CAAC;IAEvB;;;OAGG;IACH,YAAY,EAAE,OAAO,CAAC;IAEtB;;;OAGG;IACH,SAAS,CAAC,EAAE,KAAK,CAAC;CACnB;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,WAAW,6BAA6B;IAC5C;;;OAGG;IACH,OAAO,EAAE,MAAM,CAAC;IAEhB;;;OAGG;IACH,UAAU,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,uBAAuB,CAAC,EAAE,MAAM,CAAC;IAEjC;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,uBAAuB,CAAC,EAAE,OAAO,CAAC;IAElC;;;;;;;;;;OAUG;IACH,aAAa,CAAC,EAAE,MAAM,CAAC;IAEvB;;;OAGG;IACH,MAAM,CAAC,EAAE;QACP,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QACjE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QAChE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QAChE,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;KAClE,CAAC;CACH;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,UAAU;IACzB;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;;OAGG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,OAAO,EAAE,MAAM,CAAC;IAEhB;;;OAGG;IACH,eAAe,EAAE,MAAM,CAAC;IAExB;;;OAGG;IACH,iBAAiB,EAAE,MAAM,CAAC;IAE1B;;;OAGG;IACH,mBAAmB,EAAE,MAAM,CAAC;IAE5B;;;OAGG;IACH,aAAa,EAAE,MAAM,CAAC;IAEtB;;;;OAIG;IACH,YAAY,EAAE,MAAM,CAAC;CACtB;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,MAAM,WAAW,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,CAAC,CAAC;AAEzD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAoDG;AACH,qBAAa,sBAAsB,CAAC,CAAC;IACnC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAkC;IACxD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA0C;IAClE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAiC;IAClE,OAAO,CAAC,QAAQ,CAAC,KAAK,CASpB;gBAEU,OAAO,EAAE,6BAA6B;
|
|
1
|
+
{"version":3,"file":"stampede-protected-cache.d.ts","sourceRoot":"","sources":["../../../src/cache/stampede-protected-cache.ts"],"names":[],"mappings":"AAEA;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,WAAW,UAAU,CAAC,CAAC;IAC3B;;;OAGG;IACH,KAAK,EAAE,CAAC,CAAC;IAET;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,GAAG,EAAE,MAAM,CAAC;IAEZ;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,WAAW,EAAE,MAAM,CAAC;IAEpB;;;OAGG;IACH,cAAc,EAAE,MAAM,CAAC;IAEvB;;;OAGG;IACH,YAAY,EAAE,OAAO,CAAC;IAEtB;;;OAGG;IACH,SAAS,CAAC,EAAE,KAAK,CAAC;CACnB;AAED;;;;;;;;;;;;;;;;;;;;;;GAsBG;AACH,MAAM,WAAW,6BAA6B;IAC5C;;;OAGG;IACH,OAAO,EAAE,MAAM,CAAC;IAEhB;;;OAGG;IACH,UAAU,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,uBAAuB,CAAC,EAAE,MAAM,CAAC;IAEjC;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,SAAS,CAAC,EAAE,MAAM,CAAC;IAEnB;;;OAGG;IACH,uBAAuB,CAAC,EAAE,OAAO,CAAC;IAElC;;;;;;;;;;OAUG;IACH,aAAa,CAAC,EAAE,MAAM,CAAC;IAEvB;;;OAGG;IACH,MAAM,CAAC,EAAE;QACP,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QACjE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QAChE,IAAI,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;QAChE,KAAK,EAAE,CAAC,OAAO,EAAE,MAAM,EAAE,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,IAAI,CAAC;KAClE,CAAC;CACH;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,UAAU;IACzB;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,MAAM,EAAE,MAAM,CAAC;IAEf;;;OAGG;IACH,SAAS,EAAE,MAAM,CAAC;IAElB;;;OAGG;IACH,QAAQ,EAAE,MAAM,CAAC;IAEjB;;;OAGG;IACH,IAAI,EAAE,MAAM,CAAC;IAEb;;;OAGG;IACH,OAAO,EAAE,MAAM,CAAC;IAEhB;;;OAGG;IACH,eAAe,EAAE,MAAM,CAAC;IAExB;;;OAGG;IACH,iBAAiB,EAAE,MAAM,CAAC;IAE1B;;;OAGG;IACH,mBAAmB,EAAE,MAAM,CAAC;IAE5B;;;OAGG;IACH,aAAa,EAAE,MAAM,CAAC;IAEtB;;;;OAIG;IACH,YAAY,EAAE,MAAM,CAAC;CACtB;AAED;;;;;;;;;;;;;;;;;;GAkBG;AACH,MAAM,MAAM,WAAW,CAAC,CAAC,IAAI,CAAC,GAAG,EAAE,MAAM,KAAK,OAAO,CAAC,CAAC,CAAC,CAAC;AAEzD;;;;;;GAMG;AACH,eAAO,MAAM,uBAAuB,QAAS,CAAC;AAa9C;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAoDG;AACH,qBAAa,sBAAsB,CAAC,CAAC;IACnC,OAAO,CAAC,QAAQ,CAAC,KAAK,CAAkC;IACxD,OAAO,CAAC,QAAQ,CAAC,OAAO,CAA0C;IAClE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAiC;IAClE,OAAO,CAAC,QAAQ,CAAC,KAAK,CASpB;gBAEU,OAAO,EAAE,6BAA6B;IAyClD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;OA4CG;IACG,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,MAAM,EAAE,WAAW,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,MAAM,GAAG,OAAO,CAAC,CAAC,CAAC;IAqDxE;;;;;;;;;;;;;;;;;;;;;OAqBG;IACH,GAAG,CAAC,GAAG,EAAE,MAAM,EAAE,KAAK,EAAE,CAAC,EAAE,GAAG,CAAC,EAAE,MAAM,GAAG,IAAI;IAkB9C;;;;;;;;;;;;;;;;OAgBG;IACH,GAAG,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO;IAIzB;;;;;;;;;;;;;;;;OAgBG;IACH,MAAM,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO;IAQ5B;;;;;;;;;;;;;;;OAeG;IACH,UAAU,CAAC,GAAG,EAAE,MAAM,GAAG,OAAO;IAIhC;;;;;;;;;;;;;;;OAeG;IACH,KAAK,IAAI,IAAI;IAOb;;;;;;;;;;;;;;;;;;;;;;OAsBG;IACH,QAAQ,IAAI,UAAU;IAkBtB;;;;;;;;;;;;;;OAcG;IACH,IAAI,IAAI,MAAM,EAAE;IAIhB;;;;;;;;;;;;;;;OAeG;IACH,IAAI,IAAI,IAAI,MAAM,CAEjB;IAED;;OAEG;YACW,kBAAkB;IA2BhC;;;;;;;;OAQG;YACW,eAAe;IAsD7B;;OAEG;YACW,YAAY;IAuD1B;;OAEG;IACH,OAAO,CAAC,mBAAmB;IA6B3B;;;;;;;;;;;;OAYG;IACH,OAAO,CAAC,WAAW;IAQnB;;;;;;;;;;;;;OAaG;IACH,UAAU,IAAI,IAAI;CASnB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,wBAAgB,4BAA4B,CAAC,CAAC,EAC5C,OAAO,EAAE,6BAA6B,GACrC,sBAAsB,CAAC,CAAC,CAAC,CAE3B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,eAAO,MAAM,qBAAqB,EAAE,6BAQnC,CAAC"}
|
|
@@ -141,4 +141,29 @@ export declare class DataFormatError extends AdapticUtilsError {
|
|
|
141
141
|
readonly service: string;
|
|
142
142
|
constructor(message: string, service: string, cause?: unknown);
|
|
143
143
|
}
|
|
144
|
+
/**
|
|
145
|
+
* Broker-side duplicate `client_order_id` rejection (Alpaca HTTP 422,
|
|
146
|
+
* "client order id must be unique").
|
|
147
|
+
*
|
|
148
|
+
* Thrown by the order-creation paths of `AlpacaTradingAPI` so callers can
|
|
149
|
+
* distinguish "this exact order was already submitted" from a genuine order
|
|
150
|
+
* rejection. When {@link wasDerived} is `false` the id was caller-supplied and
|
|
151
|
+
* the caller owns idempotency semantics (a legitimate repeat needs a new
|
|
152
|
+
* explicit id or an `idempotencyNonce`). When `true`, the wrapper's automatic
|
|
153
|
+
* recovery (existing-order lookup, then one salted resubmit) was exhausted.
|
|
154
|
+
*
|
|
155
|
+
* Never retryable with the same id — resubmitting the identical
|
|
156
|
+
* `client_order_id` will 422 again.
|
|
157
|
+
*/
|
|
158
|
+
export declare class DuplicateClientOrderIdError extends AlpacaApiError {
|
|
159
|
+
/** The `client_order_id` that collided broker-side. */
|
|
160
|
+
readonly clientOrderId: string;
|
|
161
|
+
/** Whether the colliding id was derived by the wrapper (vs caller-supplied). */
|
|
162
|
+
readonly wasDerived: boolean;
|
|
163
|
+
constructor(message: string,
|
|
164
|
+
/** The `client_order_id` that collided broker-side. */
|
|
165
|
+
clientOrderId: string,
|
|
166
|
+
/** Whether the colliding id was derived by the wrapper (vs caller-supplied). */
|
|
167
|
+
wasDerived: boolean, cause?: unknown);
|
|
168
|
+
}
|
|
144
169
|
//# sourceMappingURL=index.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/errors/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH;;;GAGG;AACH,qBAAa,iBAAkB,SAAQ,KAAK;aAKxB,IAAI,EAAE,MAAM;aACZ,OAAO,EAAE,MAAM;aACf,WAAW,EAAE,OAAO;aACpB,KAAK,CAAC,EAAE,OAAO;IAPjC,SAAgB,IAAI,EAAE,MAAM,CAAC;gBAG3B,OAAO,EAAE,MAAM,EACC,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,WAAW,GAAE,OAAe,EAC5B,KAAK,CAAC,EAAE,OAAO,YAAA;CAUlC;AAED;;;GAGG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAIjC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;GAGG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAIlC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;GAGG;AACH,qBAAa,iBAAkB,SAAQ,iBAAiB;aAIpC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;;GAIG;AACH,qBAAa,YAAa,SAAQ,iBAAiB;aAG/B,OAAO,EAAE,MAAM;aACf,SAAS,EAAE,MAAM;gBAFjC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,SAAS,EAAE,MAAM,EACjC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,YAAY,CAAC,EAAE,MAAM;gBAFrC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,YAAY,CAAC,EAAE,MAAM,YAAA,EACrC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,mBAAoB,SAAQ,iBAAiB;aAGtC,OAAO,EAAE,MAAM;aACf,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,UAAU,EAAE,MAAM;gBAFlC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,UAAU,EAAE,MAAM;gBAFlC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAGjC,OAAO,EAAE,MAAM;aACf,YAAY,CAAC,EAAE,MAAM;gBAFrC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,YAAY,CAAC,EAAE,MAAM,YAAA,EACrC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAGjC,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,WAAW,GAAE,OAAc,EAC3B,KAAK,CAAC,EAAE,OAAO;CAIlB;AAED;;;;GAIG;AACH,qBAAa,YAAa,SAAQ,iBAAiB;aAG/B,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;;;GAMG;AACH,qBAAa,sBAAuB,SAAQ,iBAAiB;IAEzD,4DAA4D;aAC5C,QAAQ,EAAE,MAAM;;IADhC,4DAA4D;IAC5C,QAAQ,EAAE,MAAM,EAChC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,KAAK,CAAC,EAAE,OAAO;CAUlB"}
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/errors/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAEH;;;GAGG;AACH,qBAAa,iBAAkB,SAAQ,KAAK;aAKxB,IAAI,EAAE,MAAM;aACZ,OAAO,EAAE,MAAM;aACf,WAAW,EAAE,OAAO;aACpB,KAAK,CAAC,EAAE,OAAO;IAPjC,SAAgB,IAAI,EAAE,MAAM,CAAC;gBAG3B,OAAO,EAAE,MAAM,EACC,IAAI,EAAE,MAAM,EACZ,OAAO,EAAE,MAAM,EACf,WAAW,GAAE,OAAe,EAC5B,KAAK,CAAC,EAAE,OAAO,YAAA;CAUlC;AAED;;;GAGG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAIjC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;GAGG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAIlC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;GAGG;AACH,qBAAa,iBAAkB,SAAQ,iBAAiB;aAIpC,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAOlB;AAED;;;;GAIG;AACH,qBAAa,YAAa,SAAQ,iBAAiB;aAG/B,OAAO,EAAE,MAAM;aACf,SAAS,EAAE,MAAM;gBAFjC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,SAAS,EAAE,MAAM,EACjC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,YAAY,CAAC,EAAE,MAAM;gBAFrC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,YAAY,CAAC,EAAE,MAAM,YAAA,EACrC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,mBAAoB,SAAQ,iBAAiB;aAGtC,OAAO,EAAE,MAAM;aACf,UAAU,CAAC,EAAE,MAAM;gBAFnC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,UAAU,EAAE,MAAM;gBAFlC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;aACf,UAAU,EAAE,MAAM;gBAFlC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,UAAU,EAAE,MAAM,EAClC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAGjC,OAAO,EAAE,MAAM;aACf,YAAY,CAAC,EAAE,MAAM;gBAFrC,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EACf,YAAY,CAAC,EAAE,MAAM,YAAA,EACrC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAGjC,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,WAAW,GAAE,OAAc,EAC3B,KAAK,CAAC,EAAE,OAAO;CAIlB;AAED;;;;GAIG;AACH,qBAAa,YAAa,SAAQ,iBAAiB;aAG/B,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;;;GAMG;AACH,qBAAa,sBAAuB,SAAQ,iBAAiB;IAEzD,4DAA4D;aAC5C,QAAQ,EAAE,MAAM;;IADhC,4DAA4D;IAC5C,QAAQ,EAAE,MAAM,EAChC,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;GAIG;AACH,qBAAa,eAAgB,SAAQ,iBAAiB;aAGlC,OAAO,EAAE,MAAM;gBAD/B,OAAO,EAAE,MAAM,EACC,OAAO,EAAE,MAAM,EAC/B,KAAK,CAAC,EAAE,OAAO;CAUlB;AAED;;;;;;;;;;;;;GAaG;AACH,qBAAa,2BAA4B,SAAQ,cAAc;IAG3D,uDAAuD;aACvC,aAAa,EAAE,MAAM;IACrC,gFAAgF;aAChE,UAAU,EAAE,OAAO;gBAJnC,OAAO,EAAE,MAAM;IACf,uDAAuD;IACvC,aAAa,EAAE,MAAM;IACrC,gFAAgF;IAChE,UAAU,EAAE,OAAO,EACnC,KAAK,CAAC,EAAE,OAAO;CAIlB"}
|
package/dist/types/index.d.ts
CHANGED
|
@@ -20,7 +20,7 @@ import * as tu from "./time-utils";
|
|
|
20
20
|
import * as Types from "./types";
|
|
21
21
|
import * as volatilityNs from "./volatility";
|
|
22
22
|
export { getLogger, resetLogger, setLogger, type Logger } from "./logger";
|
|
23
|
-
export { AdapticUtilsError, AlpacaApiError, AlphaVantageError, AuthenticationError, DataFormatError, HttpClientError, HttpServerError, MassiveApiError, NetworkError, RateLimitError, TimeoutError, UnsupportedBrokerError, ValidationError, WebSocketError, } from "./errors";
|
|
23
|
+
export { AdapticUtilsError, AlpacaApiError, AlphaVantageError, AuthenticationError, DataFormatError, DuplicateClientOrderIdError, HttpClientError, HttpServerError, MassiveApiError, NetworkError, RateLimitError, TimeoutError, UnsupportedBrokerError, ValidationError, WebSocketError, } from "./errors";
|
|
24
24
|
export { validateAlpacaCredentials, validateAlphaVantageApiKey, validateMassiveApiKey, } from "./utils/auth-validator";
|
|
25
25
|
export { MARKET_DATA_API, TRADING_API, WEBSOCKET_STREAMS, getCryptoStreamUrl, getOptionsStreamUrl, getStockStreamUrl, getTradingApiUrl, getTradingWebSocketUrl, type AccountType, } from "./config/api-endpoints";
|
|
26
26
|
export { DEFAULT_CACHE_OPTIONS, StampedeProtectedCache, createStampedeProtectedCache, type CacheEntry, type CacheLoader, type CacheStats, type StampedeProtectedCacheOptions, } from "./cache/stampede-protected-cache";
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AACrC,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,KAAK,MAAM,MAAM,iBAAiB,CAAC;AAC1C,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,KAAK,MAAM,OAAO,CAAC;AAC/B,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,EAAE,sBAAsB,EAAgB,MAAM,gBAAgB,CAAC;AACtE,OAAO,KAAK,MAAM,MAAM,gBAAgB,CAAC;AACzC,OAAO,KAAK,UAAU,MAAM,oBAAoB,CAAC;AACjD,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAC3C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AACjC,OAAO,KAAK,YAAY,MAAM,cAAc,CAAC;AAM7C,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,MAAM,EAAE,MAAM,UAAU,CAAC;AAG1E,OAAO,EACL,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,eAAe,EACf,eAAe,EACf,eAAe,EACf,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,sBAAsB,EACtB,eAAe,EACf,cAAc,GACf,MAAM,UAAU,CAAC;AAGlB,OAAO,EACL,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,eAAe,EACf,WAAW,EACX,iBAAiB,EACjB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,sBAAsB,EACtB,KAAK,WAAW,GACjB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,qBAAqB,EACrB,sBAAsB,EACtB,4BAA4B,EAC5B,KAAK,UAAU,EACf,KAAK,WAAW,EAChB,KAAK,UAAU,EACf,KAAK,6BAA6B,GACnC,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,sBAAsB,EACtB,YAAY,EACZ,KAAK,iBAAiB,GACvB,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,iBAAiB,EACjB,uBAAuB,EACvB,SAAS,EACT,KAAK,WAAW,GACjB,MAAM,eAAe,CAAC;AAIvB,OAAO,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAGhD,OAAO,EACL,gBAAgB,EAChB,mBAAmB,EACnB,UAAU,EACV,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EAEpB,0BAA0B,EAC1B,eAAe,EACf,8BAA8B,EAC9B,kCAAkC,EAClC,8BAA8B,EAC9B,gCAAgC,EAChC,gCAAgC,EAChC,uBAAuB,EACvB,wBAAwB,EACxB,iBAAiB,EACjB,uBAAuB,EACvB,oCAAoC,EACpC,oBAAoB,EACpB,0BAA0B,EAC1B,iBAAiB,EACjB,iBAAiB,EAEjB,+BAA+B,EAC/B,+BAA+B,EAC/B,2BAA2B,EAC3B,0BAA0B,EAC1B,iCAAiC,EACjC,8BAA8B,EAC9B,kCAAkC,EAClC,uBAAuB,EACvB,kBAAkB,IAAI,qBAAqB,EAC3C,2BAA2B,EAE3B,yBAAyB,EACzB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,KAAK,uBAAuB,EAC5B,KAAK,gBAAgB,GACtB,MAAM,WAAW,CAAC;AAGnB,OAAO,EACL,QAAQ,EACR,WAAW,EACX,KAAK,sBAAsB,EAC3B,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,GACzB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EACL,mBAAmB,EACnB,kBAAkB,EAClB,SAAS,EACT,UAAU,EACV,oBAAoB,EACpB,KAAK,oBAAoB,GAC1B,MAAM,yBAAyB,CAAC;AAGjC,OAAO,EACL,sBAAsB,EACtB,qBAAqB,EACrB,eAAe,EACf,6BAA6B,EAC7B,yBAAyB,EACzB,uCAAuC,EACvC,eAAe,EACf,sBAAsB,EACtB,KAAK,kBAAkB,EACvB,KAAK,kBAAkB,GACxB,MAAM,kBAAkB,CAAC;AAG1B,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,eAAO,MAAM,sBAAsB,GACjC,aAAa,KAAK,CAAC,iBAAiB,qBAGrC,CAAC;AAEF,eAAO,MAAM,yBAAyB,2BAErC,CAAC;AAGF,cAAc,UAAU,CAAC;AAKzB,OAAO,EACL,kBAAkB,EAClB,KAAK,kBAAkB,EACvB,KAAK,mBAAmB,EACxB,KAAK,0BAA0B,GAChC,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAGlD,OAAO,KAAK,GAAG,MAAM,OAAO,CAAC;AAC7B,OAAO,KAAK,UAAU,MAAM,cAAc,CAAC;AAC3C,OAAO,KAAK,IAAI,MAAM,gBAAgB,CAAC;AACvC,OAAO,KAAK,QAAQ,MAAM,oBAAoB,CAAC;AAC/C,OAAO,EACL,YAAY,EACZ,WAAW,EACX,eAAe,EACf,aAAa,EACb,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,WAAW,GACZ,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,sBAAsB,EACtB,cAAc,EACd,uBAAuB,EACvB,0BAA0B,EAC1B,oBAAoB,EACpB,UAAU,EACV,sBAAsB,EACtB,cAAc,EACd,sBAAsB,GACvB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,kDAAkD,CAAC;AAG1F,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE/C,eAAO,MAAM,OAAO;;;;;;;;;;;;;;;;;QAoBhB,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
|
|
1
|
+
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|
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@@ -1,5 +1,22 @@
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|
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1
|
-
import { PortfolioHistory, PortfolioHistoryResponse, BenchmarkBar, CalculateBetaResult } from "./types/alpaca-types";
|
|
1
|
+
import { PortfolioHistoryParams, PortfolioHistory, PortfolioHistoryResponse, BenchmarkBar, CalculateBetaResult, AlpacaAccountGetOptions, AlpacaAuth } from "./types/alpaca-types";
|
|
2
2
|
import { PerformanceMetrics, FetchPerformanceMetricsProps } from "./types/metrics-types";
|
|
3
|
+
/**
|
|
4
|
+
* Calculates the expense ratio for a given Alpaca account.
|
|
5
|
+
* @param accountId - The ID of the Alpaca account.
|
|
6
|
+
* @param client - The Apollo client instance.
|
|
7
|
+
* @param alpacaAccount - The Alpaca account object.
|
|
8
|
+
* @returns A promise that resolves to a string representing the expense ratio
|
|
9
|
+
* in percentage format, or "N/A" when the ratio cannot be computed honestly
|
|
10
|
+
* (missing account, fee-fetch failure, or non-positive/non-finite equity).
|
|
11
|
+
*/
|
|
12
|
+
export declare function calculateExpenseRatio({ accountId, client, alpacaAccount, }: AlpacaAccountGetOptions): Promise<string>;
|
|
13
|
+
/**
|
|
14
|
+
* Aggregates the account's fee/regulatory charges over the trailing window from
|
|
15
|
+
* the Alpaca account-activities endpoint, following id-based pagination.
|
|
16
|
+
* @param auth - Alpaca authentication (account id and/or direct API keys).
|
|
17
|
+
* @returns Total fees in account currency (USD) as a positive number.
|
|
18
|
+
*/
|
|
19
|
+
export declare function fetchTrailingFeeExpenses(auth: AlpacaAuth): Promise<number>;
|
|
3
20
|
/**
|
|
4
21
|
* Calculates the alpha, beta, and annualized Alpha of the portfolio compared to a benchmark.
|
|
5
22
|
* @param portfolioHistory - The portfolio history data.
|
|
@@ -74,6 +91,19 @@ export declare function calculateBetaFromReturns(portfolioReturns: number[], ben
|
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|
74
91
|
* @returns Information ratio as a formatted string.
|
|
75
92
|
*/
|
|
76
93
|
export declare function calculateInformationRatio(portfolioHistory: PortfolioHistoryResponse, benchmarkBars: BenchmarkBar[]): Promise<string>;
|
|
94
|
+
/**
|
|
95
|
+
* Fetches benchmark OHLCV bars from the wrapped Alpaca market-data vendor and
|
|
96
|
+
* maps them into {@link BenchmarkBar}s (Unix-second timestamp + close price)
|
|
97
|
+
* expected by the alpha/beta/information-ratio calculators.
|
|
98
|
+
* @param request - Benchmark symbol, RFC-3339 start/end, and timeframe token.
|
|
99
|
+
* @returns The benchmark bars, sorted ascending by time; empty if none.
|
|
100
|
+
*/
|
|
101
|
+
export declare function fetchBenchmarkBars(request: {
|
|
102
|
+
symbol: string;
|
|
103
|
+
start: string;
|
|
104
|
+
end: string;
|
|
105
|
+
timeframe: PortfolioHistoryParams["timeframe"];
|
|
106
|
+
}): Promise<BenchmarkBar[]>;
|
|
77
107
|
/**
|
|
78
108
|
* Fetches performance metrics for a given Alpaca account.
|
|
79
109
|
* @param params - The parameters for fetching performance metrics.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AASA,OAAO,
|
|
1
|
+
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AASA,OAAO,EACL,sBAAsB,EACtB,gBAAgB,EAChB,wBAAwB,EACxB,YAAY,EACZ,mBAAmB,EAEnB,uBAAuB,EACvB,UAAU,EAEX,MAAM,sBAAsB,CAAC;AAK9B,OAAO,EACL,kBAAkB,EAClB,4BAA4B,EAC7B,MAAM,uBAAuB,CAAC;AAgD/B;;;;;;;;GAQG;AACH,wBAAsB,qBAAqB,CAAC,EAC1C,SAAS,EACT,MAAM,EACN,aAAa,GACd,EAAE,uBAAuB,GAAG,OAAO,CAAC,MAAM,CAAC,CAiF3C;AAwBD;;;;;GAKG;AACH,wBAAsB,wBAAwB,CAC5C,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,MAAM,CAAC,CA2CjB;AAqMD;;;;;GAKG;AACH,wBAAsB,qBAAqB,CACzC,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC;IACT,KAAK,EAAE,MAAM,CAAC;IACd,eAAe,EAAE,MAAM,CAAC;IACxB,IAAI,EAAE,MAAM,CAAC;CACd,CAAC,CAiOD;AAkCD,UAAU,cAAc;IACtB,qBAAqB,EAAE,MAAM,CAAC;IAC9B,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,yBAAyB,EAAE,MAAM,CAAC;CACnC;AAED;;;;;;;GAOG;AACH,wBAAgB,wBAAwB,CACtC,MAAM,EAAE,MAAM,EAAE,EAChB,OAAO,GAAE;IACP,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;CACrB,GACL,cAAc,CAuHhB;AAED;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,MAAM,EAAE,MAAM,EAAE,EAChB,QAAQ,GAAE,MAAU,GACnB,MAAM,CAGR;AAED;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,MAAM,EAAE,CAchE;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,gBAAgB,EAAE,gBAAgB,EAClC,aAAa,EAAE,YAAY,EAAE,GAC5B;IAAE,uBAAuB,EAAE,MAAM,EAAE,CAAC;IAAC,uBAAuB,EAAE,MAAM,EAAE,CAAA;CAAE,CAiF1E;AAkFD;;;;;GAKG;AACH,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CAoErB;AAED;;;;;GAKG;AACH,wBAAsB,yBAAyB,CAC7C,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,MAAM,CAAC,CAmHjB;AA+BD;;;;;;GAMG;AACH,wBAAsB,kBAAkB,CAAC,OAAO,EAAE;IAChD,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,EAAE,MAAM,CAAC;IACZ,SAAS,EAAE,sBAAsB,CAAC,WAAW,CAAC,CAAC;CAChD,GAAG,OAAO,CAAC,YAAY,EAAE,CAAC,CAsB1B;AAED;;;;;;;;GAQG;AACH,wBAAsB,uBAAuB,CAAC,EAC5C,MAAM,EACN,MAAM,EACN,SAAS,EACT,aAAa,GACd,EAAE,4BAA4B,GAAG,OAAO,CAAC,kBAAkB,CAAC,CA0J5D"}
|
|
@@ -1,6 +1,18 @@
|
|
|
1
1
|
import { types } from "@adaptic/backend-legacy";
|
|
2
2
|
import { EquityPoint, AlpacaPortfolioHistory } from "./types/index";
|
|
3
3
|
import { MarketTimeUtil } from "./market-time";
|
|
4
|
+
/**
|
|
5
|
+
* Computes the realized transaction cost (fees + regulatory charges) for the
|
|
6
|
+
* Alpaca order backing a single {@link types.Action}, branching on the order's
|
|
7
|
+
* actual asset class. Returns 0 only when there is genuinely no order to price
|
|
8
|
+
* (no linked order id, order not found, or nothing filled) — never as a
|
|
9
|
+
* fabricated success.
|
|
10
|
+
* @param action - The action whose linked Alpaca order should be priced.
|
|
11
|
+
* @param trade - The parent trade (supplies the Alpaca account id).
|
|
12
|
+
* @param alpacaAccount - The Alpaca account supplying broker credentials.
|
|
13
|
+
* @returns The total fee in account currency (USD).
|
|
14
|
+
*/
|
|
15
|
+
export declare const calculateFees: (action: types.Action, trade: types.Trade, alpacaAccount: types.AlpacaAccount) => Promise<number>;
|
|
4
16
|
export declare const computeTotalFees: (trade: types.Trade) => Promise<number>;
|
|
5
17
|
/**
|
|
6
18
|
* Rounds price based on value:
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"price-utils.d.ts","sourceRoot":"","sources":["../../src/price-utils.ts"],"names":[],"mappings":"AAEA,OAAgB,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AACzD,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAe,cAAc,EAAE,MAAM,eAAe,CAAC;
|
|
1
|
+
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@@ -1 +1 @@
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1
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-
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|
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1
|
+
{"version":3,"file":"rate-limiter.d.ts","sourceRoot":"","sources":["../../src/rate-limiter.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;GAcG;AAEH,OAAO,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AAE1C,OAAO,EAAE,cAAc,EAAE,CAAC;AAkB1B;;GAEG;AACH,MAAM,WAAW,iBAAiB;IAChC,kEAAkE;IAClE,SAAS,EAAE,MAAM,CAAC;IAClB,4DAA4D;IAC5D,UAAU,EAAE,MAAM,CAAC;IACnB,0DAA0D;IAC1D,KAAK,EAAE,MAAM,CAAC;IACd,wEAAwE;IACxE,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAcD;;;;;;;GAOG;AACH,qBAAa,sBAAsB;IA8BrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IA7BnC,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,UAAU,CAAS;IAC3B,OAAO,CAAC,KAAK,CAAuB;IACpC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,eAAe,CAAkB;IACzC;;;;;OAKG;IACH,OAAO,CAAC,SAAS,CAA+B;IAEhD;;;;;;;;;;;;;;;OAeG;gBAC0B,MAAM,EAAE,iBAAiB;IAMtD;;;;;;;;;;;;;;;;;;;;OAoBG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAyD9B;;;;;;;;OAQG;IACH,OAAO,CAAC,iBAAiB;IA2BzB;;OAEG;IACH,OAAO,CAAC,cAAc;IAOtB;;;;;OAKG;IACH,OAAO,CAAC,MAAM;IAYd;;;;OAIG;IACH,OAAO,CAAC,YAAY;IAuCpB;;;;OAIG;IACH,kBAAkB,IAAI,MAAM;IAK5B;;;;OAIG;IACH,cAAc,IAAI,MAAM;IAIxB;;;;;OAKG;IACH,KAAK,IAAI,IAAI;CAyBd;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,eAAO,MAAM,YAAY;IACvB;;;;;;OAMG;;IAQH;;;;;;;OAOG;;IAQH;;;;;;;;;;;;;;;;;OAiBG;;CAOJ,CAAC"}
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@@ -36,6 +36,20 @@ export interface RetryConfig {
|
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36
36
|
* retry handlers all treat the same network blips identically.
|
|
37
37
|
*/
|
|
38
38
|
export declare function isTransientNetworkError(error: unknown): boolean;
|
|
39
|
+
/**
|
|
40
|
+
* Whether an error represents the client's OWN deadline expiring (abort /
|
|
41
|
+
* timeout) rather than a connection-phase network fault. Both classes are
|
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42
|
+
* "transient" per {@link isTransientNetworkError}, but they have very
|
|
43
|
+
* different retry economics: a connection fault (`ECONNRESET`, `EPIPE`,
|
|
44
|
+
* refused socket) settles in milliseconds and is cheap to retry, while a
|
|
45
|
+
* deadline expiry has already consumed the full per-attempt timeout — blindly
|
|
46
|
+
* retrying it multiplies time-to-failure exactly when the caller most needs
|
|
47
|
+
* to fail fast. Walks the `error.cause` chain like the transient classifier.
|
|
48
|
+
*
|
|
49
|
+
* @param error - The error to classify.
|
|
50
|
+
* @returns true when the fault is a client deadline/abort expiry.
|
|
51
|
+
*/
|
|
52
|
+
export declare function isClientDeadlineExpiry(error: unknown): boolean;
|
|
39
53
|
/**
|
|
40
54
|
* Wraps an async function with retry logic and exponential backoff.
|
|
41
55
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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|