@adaptic/utils 0.0.1012 → 0.0.1014
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 +698 -116
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +695 -117
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +8 -0
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/alpaca-broker-error-preservation.test.d.ts +2 -0
- package/dist/types/__tests__/alpaca-broker-error-preservation.test.d.ts.map +1 -0
- package/dist/types/__tests__/metrics-calcs-direction.test.d.ts +2 -0
- package/dist/types/__tests__/metrics-calcs-direction.test.d.ts.map +1 -0
- package/dist/types/__tests__/protective-order-sides.test.d.ts +2 -0
- package/dist/types/__tests__/protective-order-sides.test.d.ts.map +1 -0
- package/dist/types/__tests__/technical-analysis-totality.test.d.ts +2 -0
- package/dist/types/__tests__/technical-analysis-totality.test.d.ts.map +1 -0
- package/dist/types/__tests__/trailing-stops-portfolio.test.d.ts +2 -0
- package/dist/types/__tests__/trailing-stops-portfolio.test.d.ts.map +1 -0
- package/dist/types/alpaca/index.d.ts +1 -1
- package/dist/types/alpaca/index.d.ts.map +1 -1
- package/dist/types/alpaca/legacy/orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/bracket-orders.d.ts +25 -3
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/oto-orders.d.ts +8 -2
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/trailing-stops.d.ts +6 -3
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/errors/index.d.ts +149 -1
- package/dist/types/errors/index.d.ts.map +1 -1
- package/dist/types/index.d.ts +3 -3
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts +6 -0
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/schemas/massive-schemas.d.ts +6 -6
- package/dist/types/technical-analysis.d.ts +26 -1
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +8 -1
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/dist/types/types/ta-types.d.ts +10 -1
- package/dist/types/types/ta-types.d.ts.map +1 -1
- package/package.json +1 -1
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"alpaca-broker-error-preservation.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/alpaca-broker-error-preservation.test.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"metrics-calcs-direction.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/metrics-calcs-direction.test.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"protective-order-sides.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/protective-order-sides.test.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"technical-analysis-totality.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/technical-analysis-totality.test.ts"],"names":[],"mappings":""}
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"trailing-stops-portfolio.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/trailing-stops-portfolio.test.ts"],"names":[],"mappings":""}
|
|
@@ -167,7 +167,7 @@ export declare const alpaca: {
|
|
|
167
167
|
buyWithTrailingStop(client: AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<otoOrders.OTOOrderResult>;
|
|
168
168
|
limitBuyWithTakeProfit(client: AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<otoOrders.OTOOrderResult>;
|
|
169
169
|
shortWithStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<otoOrders.OTOOrderResult>;
|
|
170
|
-
entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
170
|
+
entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: import("..").OrderSide): Promise<otoOrders.OTOOrderResult>;
|
|
171
171
|
createTrailingStop(client: AlpacaClient, params: trailingStops.TrailingStopParams): Promise<import("..").AlpacaOrder>;
|
|
172
172
|
updateTrailingStop(client: AlpacaClient, orderId: string, updates: {
|
|
173
173
|
trailPercent?: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/alpaca/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,cAAc,UAAU,CAAC;AAGzB,cAAc,WAAW,CAAC;AAG1B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,SAAS,EACT,UAAU,EACV,gBAAgB,IAAI,iBAAiB,EACrC,UAAU,EAEV,KAAK,UAAU,GAChB,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,gBAAgB,EAChB,WAAW,EACX,aAAa,EACb,qBAAqB,EACrB,mBAAmB,EACnB,QAAQ,EAER,KAAK,aAAa,EAClB,KAAK,WAAW,GACjB,MAAM,oBAAoB,CAAC;AAE5B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,mBAAmB,EACnB,eAAe,EACf,gBAAgB,EAChB,cAAc,EACd,UAAU,EAEV,KAAK,yBAAyB,GAC/B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,UAAU,EACV,iBAAiB,EACjB,kBAAkB,EAClB,SAAS,EAET,KAAK,aAAa,GACnB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EACrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EAEhB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,kBAAkB,GACxB,MAAM,qBAAqB,CAAC;AAE7B,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EACV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EACd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EAEvB,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC9B,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,GAC9B,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAEL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,EAEnB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,kBAAkB,EACvB,KAAK,cAAc,EACnB,KAAK,qBAAqB,GAC3B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,IAAI,kBAAkB,EACtC,gBAAgB,EAEhB,KAAK,WAAW,EAChB,KAAK,8BAA8B,GACpC,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EAEL,gBAAgB,EAChB,iBAAiB,EACjB,iBAAiB,EACjB,uBAAuB,EACvB,sBAAsB,EACtB,qBAAqB,EACrB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,mBAAmB,EACnB,qBAAqB,EACrB,YAAY,GACb,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAEL,eAAe,EACf,WAAW,EACX,WAAW,EACX,mBAAmB,EACnB,cAAc,EACd,aAAa,EACb,qBAAqB,EACrB,qBAAqB,EACrB,cAAc,EACd,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACrB,qBAAqB,EACrB,SAAS,EACT,UAAU,EACV,UAAU,EACV,SAAS,GACV,MAAM,eAAe,CAAC;AAGvB,cAAc,WAAW,CAAC;AAG1B,OAAO,KAAK,SAAS,MAAM,UAAU,CAAC;AACtC,OAAO,EAAE,SAAS,EAAE,CAAC;AAGrB,OAAO,EACL,kBAAkB,EAClB,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EACjB,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,OAAO,MAAM,kBAAkB,CAAC;AAC5C,OAAO,KAAK,UAAU,MAAM,uBAAuB,CAAC;AACpD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,WAAW,MAAM,wBAAwB,CAAC;AACtD,OAAO,KAAK,SAAS,MAAM,qBAAqB,CAAC;AACjD,OAAO,KAAK,OAAO,MAAM,mBAAmB,CAAC;AAC7C,OAAO,KAAK,KAAK,MAAM,iBAAiB,CAAC;AAGzC,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAG3C,OAAO,KAAK,eAAe,MAAM,qBAAqB,CAAC;AACvD,OAAO,KAAK,YAAY,MAAM,kBAAkB,CAAC;AACjD,OAAO,KAAK,gBAAgB,MAAM,sBAAsB,CAAC;AACzD,OAAO,KAAK,UAAU,MAAM,gBAAgB,CAAC;AAG7C,OAAO,KAAK,YAAY,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,UAAU,MAAM,eAAe,CAAC;AAG5C,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,eAAO,MAAM,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/alpaca/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,cAAc,UAAU,CAAC;AAGzB,cAAc,WAAW,CAAC;AAG1B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,SAAS,EACT,UAAU,EACV,gBAAgB,IAAI,iBAAiB,EACrC,UAAU,EAEV,KAAK,UAAU,GAChB,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,gBAAgB,EAChB,WAAW,EACX,aAAa,EACb,qBAAqB,EACrB,mBAAmB,EACnB,QAAQ,EAER,KAAK,aAAa,EAClB,KAAK,WAAW,GACjB,MAAM,oBAAoB,CAAC;AAE5B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,mBAAmB,EACnB,eAAe,EACf,gBAAgB,EAChB,cAAc,EACd,UAAU,EAEV,KAAK,yBAAyB,GAC/B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,UAAU,EACV,iBAAiB,EACjB,kBAAkB,EAClB,SAAS,EAET,KAAK,aAAa,GACnB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EACrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EAEhB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,kBAAkB,GACxB,MAAM,qBAAqB,CAAC;AAE7B,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EACV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EACd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EAEvB,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC9B,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,GAC9B,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAEL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,EAEnB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,kBAAkB,EACvB,KAAK,cAAc,EACnB,KAAK,qBAAqB,GAC3B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,IAAI,kBAAkB,EACtC,gBAAgB,EAEhB,KAAK,WAAW,EAChB,KAAK,8BAA8B,GACpC,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EAEL,gBAAgB,EAChB,iBAAiB,EACjB,iBAAiB,EACjB,uBAAuB,EACvB,sBAAsB,EACtB,qBAAqB,EACrB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,mBAAmB,EACnB,qBAAqB,EACrB,YAAY,GACb,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAEL,eAAe,EACf,WAAW,EACX,WAAW,EACX,mBAAmB,EACnB,cAAc,EACd,aAAa,EACb,qBAAqB,EACrB,qBAAqB,EACrB,cAAc,EACd,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACrB,qBAAqB,EACrB,SAAS,EACT,UAAU,EACV,UAAU,EACV,SAAS,GACV,MAAM,eAAe,CAAC;AAGvB,cAAc,WAAW,CAAC;AAG1B,OAAO,KAAK,SAAS,MAAM,UAAU,CAAC;AACtC,OAAO,EAAE,SAAS,EAAE,CAAC;AAGrB,OAAO,EACL,kBAAkB,EAClB,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EACjB,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,OAAO,MAAM,kBAAkB,CAAC;AAC5C,OAAO,KAAK,UAAU,MAAM,uBAAuB,CAAC;AACpD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,WAAW,MAAM,wBAAwB,CAAC;AACtD,OAAO,KAAK,SAAS,MAAM,qBAAqB,CAAC;AACjD,OAAO,KAAK,OAAO,MAAM,mBAAmB,CAAC;AAC7C,OAAO,KAAK,KAAK,MAAM,iBAAiB,CAAC;AAGzC,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAG3C,OAAO,KAAK,eAAe,MAAM,qBAAqB,CAAC;AACvD,OAAO,KAAK,YAAY,MAAM,kBAAkB,CAAC;AACjD,OAAO,KAAK,gBAAgB,MAAM,sBAAsB,CAAC;AACzD,OAAO,KAAK,UAAU,MAAM,gBAAgB,CAAC;AAG7C,OAAO,KAAK,YAAY,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,UAAU,MAAM,eAAe,CAAC;AAG5C,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,eAAO,MAAM,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;gEA4D83O,CAAC;;;;;;;;;;;;;;;;;wBAA3lN,CAAC;sBAAwB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CARh1B,CAAC;AAEF;;GAEG;AACH,YAAY,EAAE,YAAY,EAAE,kBAAkB,EAAE,CAAC;AAEjD,eAAe,MAAM,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/legacy/orders.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EACL,UAAU,EACV,WAAW,EACX,iBAAiB,EACjB,eAAe,EACf,kBAAkB,EACnB,MAAM,0BAA0B,CAAC;
|
|
1
|
+
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/legacy/orders.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EACL,UAAU,EACV,WAAW,EACX,iBAAiB,EACjB,eAAe,EACf,kBAAkB,EACnB,MAAM,0BAA0B,CAAC;AAWlC;;;;;;GAMG;AACH,wBAAsB,WAAW,CAAC,CAAC,GAAG,OAAO,EAC3C,IAAI,EAAE,UAAU,EAChB,MAAM,EAAE;IACN,QAAQ,EAAE,MAAM,CAAC;IACjB,MAAM,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC,MAAM,EAAE,OAAO,CAAC,GAAG,iBAAiB,CAAC;IACnD,WAAW,CAAC,EAAE,MAAM,CAAC;IACrB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,GACA,OAAO,CAAC,CAAC,CAAC,CAsEZ;AAED;;;;;GAKG;AACH,wBAAsB,WAAW,CAC/B,IAAI,EAAE,UAAU,EAChB,MAAM,EAAE,iBAAiB,GACxB,OAAO,CAAC,WAAW,CAAC,CA8BtB;AAED;;;;;GAKG;AACH,wBAAsB,SAAS,CAC7B,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE,eAAoB,GAC3B,OAAO,CAAC,WAAW,EAAE,CAAC,CA4ExB;AAED;;;;GAIG;AACH,wBAAsB,eAAe,CACnC,IAAI,EAAE,UAAU,GACf,OAAO,CAAC;IAAE,EAAE,EAAE,MAAM,CAAC;IAAC,MAAM,EAAE,MAAM,CAAA;CAAE,EAAE,CAAC,CA4B3C;AAED;;;;;;GAMG;AACH,wBAAsB,QAAQ,CAC5B,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,EACf,MAAM,CAAC,EAAE,OAAO,GACf,OAAO,CAAC,WAAW,CAAC,CAkCtB;AAED;;;;;;GAMG;AACH,wBAAsB,YAAY,CAChC,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CA+BtB;AAED;;;;;GAKG;AACH,wBAAsB,WAAW,CAC/B,IAAI,EAAE,UAAU,EAChB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC;IAAE,OAAO,EAAE,OAAO,CAAC;IAAC,OAAO,CAAC,EAAE,MAAM,CAAA;CAAE,CAAC,CAgCjD;AAED;;;;;GAKG;AACH,wBAAsB,gBAAgB,CACpC,IAAI,EAAE,UAAU,EAChB,MAAM,GAAE;IACN,MAAM,EAAE,MAAM,CAAC;IACf,GAAG,EAAE,MAAM,CAAC;IACZ,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;IACrB,UAAU,EAAE,MAAM,CAAC;IACnB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,CAAC;IACpB,cAAc,EAAE,OAAO,CAAC;IACxB,eAAe,CAAC,EAAE,MAAM,CAAC;IACzB,aAAa,CAAC,EAAE,KAAK,GAAG,KAAK,GAAG,KAAK,GAAG,KAAK,CAAC;CAU/C,GACA,OAAO,CAAC,WAAW,CAAC,CA0CtB"}
|
|
@@ -92,8 +92,12 @@ export interface ProtectiveBracketParams {
|
|
|
92
92
|
symbol: string;
|
|
93
93
|
/** Number of shares to protect */
|
|
94
94
|
qty: number;
|
|
95
|
-
/**
|
|
96
|
-
|
|
95
|
+
/**
|
|
96
|
+
* Side that closes the position being protected: 'sell' for a long, 'buy'
|
|
97
|
+
* for a short. Derived from the position, not assumed — pinning one side
|
|
98
|
+
* here would leave the other unprotectable.
|
|
99
|
+
*/
|
|
100
|
+
side: OrderSide;
|
|
97
101
|
/** Take profit configuration */
|
|
98
102
|
takeProfit: {
|
|
99
103
|
/** Price at which to take profit */
|
|
@@ -122,7 +126,8 @@ export interface ProtectiveBracketParams {
|
|
|
122
126
|
*
|
|
123
127
|
* @example
|
|
124
128
|
* ```typescript
|
|
125
|
-
* // Add protection to an existing long position
|
|
129
|
+
* // Add protection to an existing long position (sell to close):
|
|
130
|
+
* // take profit above, stop below.
|
|
126
131
|
* const result = await createProtectiveBracket(
|
|
127
132
|
* executor,
|
|
128
133
|
* {
|
|
@@ -135,6 +140,23 @@ export interface ProtectiveBracketParams {
|
|
|
135
140
|
* }
|
|
136
141
|
* );
|
|
137
142
|
* ```
|
|
143
|
+
*
|
|
144
|
+
* @example
|
|
145
|
+
* ```typescript
|
|
146
|
+
* // Add protection to an existing short position (buy to close):
|
|
147
|
+
* // take profit below, stop above.
|
|
148
|
+
* const result = await createProtectiveBracket(
|
|
149
|
+
* executor,
|
|
150
|
+
* {
|
|
151
|
+
* symbol: 'TSLA',
|
|
152
|
+
* qty: 50,
|
|
153
|
+
* side: 'buy',
|
|
154
|
+
* takeProfit: { limitPrice: 200.00 },
|
|
155
|
+
* stopLoss: { stopPrice: 260.00 },
|
|
156
|
+
* timeInForce: 'gtc',
|
|
157
|
+
* }
|
|
158
|
+
* );
|
|
159
|
+
* ```
|
|
138
160
|
*/
|
|
139
161
|
export declare function createProtectiveBracket(executor: BracketOrderExecutor, params: ProtectiveBracketParams): Promise<BracketOrderResult>;
|
|
140
162
|
/**
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"bracket-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/bracket-orders.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,WAAW,EACX,SAAS,EACT,WAAW,EACX,iBAAiB,EAClB,MAAM,0BAA0B,CAAC;AAYlC;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,4DAA4D;IAC5D,WAAW,CAAC,MAAM,EAAE,iBAAiB,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;CAC9D;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,SAAS,CAAC;IAChB,uEAAuE;IACvE,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,0DAA0D;IAC1D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,yEAAyE;QACzE,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,oCAAoC;IACpC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,6BAA6B;IAC7B,UAAU,EAAE,WAAW,CAAC;IACxB,0BAA0B;IAC1B,aAAa,EAAE,WAAW,GAAG,IAAI,CAAC;IAClC,wBAAwB;IACxB,WAAW,EAAE,WAAW,GAAG,IAAI,CAAC;IAChC,wBAAwB;IACxB,SAAS,EAAE,WAAW,EAAE,CAAC;CAC1B;AAoED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,kBAAkB,CACtC,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,kBAAkB,CAAC,CA+F7B;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ
|
|
1
|
+
{"version":3,"file":"bracket-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/bracket-orders.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,WAAW,EACX,SAAS,EACT,WAAW,EACX,iBAAiB,EAClB,MAAM,0BAA0B,CAAC;AAYlC;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,4DAA4D;IAC5D,WAAW,CAAC,MAAM,EAAE,iBAAiB,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;CAC9D;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,SAAS,CAAC;IAChB,uEAAuE;IACvE,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,0DAA0D;IAC1D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,yEAAyE;QACzE,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,oCAAoC;IACpC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,6BAA6B;IAC7B,UAAU,EAAE,WAAW,CAAC;IACxB,0BAA0B;IAC1B,aAAa,EAAE,WAAW,GAAG,IAAI,CAAC;IAClC,wBAAwB;IACxB,WAAW,EAAE,WAAW,GAAG,IAAI,CAAC;IAChC,wBAAwB;IACxB,SAAS,EAAE,WAAW,EAAE,CAAC;CAC1B;AAoED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,kBAAkB,CACtC,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,kBAAkB,CAAC,CA+F7B;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ;;;;OAIG;IACH,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,0CAA0C;QAC1C,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4CG;AACH,wBAAsB,uBAAuB,CAC3C,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,kBAAkB,CAAC,CAwG7B;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,4BAA4B,CAAC,GAAG,EAAE;IAChD,WAAW,EAAE,CACX,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,KACX,OAAO,CAAC,WAAW,CAAC,CAAC;CAC3B,GAAG,oBAAoB,CAMvB;;;;;;AAED,wBAIE"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/orders.ts"],"names":[],"mappings":"AAKA,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAKzC,OAAO,EACL,WAAW,EAEX,iBAAiB,EACjB,eAAe,EACf,kBAAkB,EAClB,WAAW,EAEZ,MAAM,0BAA0B,CAAC;AAWlC;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,6CAA6C;IAC7C,QAAQ,EAAE,MAAM,CAAC;IACjB,sCAAsC;IACtC,MAAM,EAAE,MAAM,EAAE,CAAC;CAClB;AAED;;GAEG;AACH,eAAO,MAAM,0BAA0B,MAAM,CAAC;AA8C9C;;;;;;;;;;;;;GAaG;AACH,MAAM,WAAW,gBAAgB;IAC/B;;;;;;OAMG;IACH,cAAc,EAAE,MAAM,CAAC;CACxB;AAED,oEAAoE;AACpE,MAAM,MAAM,2BAA2B,GAAG,iBAAiB,GAAG,gBAAgB,CAAC;AAE/E;;;;;;;;;;GAUG;AACH,MAAM,MAAM,qCAAqC,GAAG,iBAAiB,GACnE,OAAO,CAAC,gBAAgB,CAAC,CAAC;AA8C5B;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,mBAAmB,CAAC,cAAc,EAAE,MAAM,GAAG,MAAM,CAkBlE;AA8ED;;;;;;;;;;;GAWG;AACH,wBAAsB,uBAAuB,CAC3C,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC,CAa7B;
|
|
1
|
+
{"version":3,"file":"orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/orders.ts"],"names":[],"mappings":"AAKA,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAKzC,OAAO,EACL,WAAW,EAEX,iBAAiB,EACjB,eAAe,EACf,kBAAkB,EAClB,WAAW,EAEZ,MAAM,0BAA0B,CAAC;AAWlC;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,6CAA6C;IAC7C,QAAQ,EAAE,MAAM,CAAC;IACjB,sCAAsC;IACtC,MAAM,EAAE,MAAM,EAAE,CAAC;CAClB;AAED;;GAEG;AACH,eAAO,MAAM,0BAA0B,MAAM,CAAC;AA8C9C;;;;;;;;;;;;;GAaG;AACH,MAAM,WAAW,gBAAgB;IAC/B;;;;;;OAMG;IACH,cAAc,EAAE,MAAM,CAAC;CACxB;AAED,oEAAoE;AACpE,MAAM,MAAM,2BAA2B,GAAG,iBAAiB,GAAG,gBAAgB,CAAC;AAE/E;;;;;;;;;;GAUG;AACH,MAAM,MAAM,qCAAqC,GAAG,iBAAiB,GACnE,OAAO,CAAC,gBAAgB,CAAC,CAAC;AA8C5B;;;;;;;;;;;;;;GAcG;AACH,wBAAgB,mBAAmB,CAAC,cAAc,EAAE,MAAM,GAAG,MAAM,CAkBlE;AA8ED;;;;;;;;;;;GAWG;AACH,wBAAsB,uBAAuB,CAC3C,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC,CAa7B;AA6ED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2DG;AACH,wBAAsB,WAAW,CAC/B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,qCAAqC,GAC5C,OAAO,CAAC,WAAW,CAAC,CAmFtB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,QAAQ,CAC5B,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,WAAW,CAAC,CAyBtB;AAED;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,wBAAsB,SAAS,CAC7B,MAAM,EAAE,YAAY,EACpB,MAAM,GAAE,eAAoB,GAC3B,OAAO,CAAC,WAAW,EAAE,CAAC,CAwCxB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,WAAW,CAC/B,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,IAAI,CAAC,CA6Cf;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,GACnB,OAAO,CAAC,uBAAuB,CAAC,CAyClC;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4BG;AACH,wBAAsB,YAAY,CAChC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CAsDtB;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,OAAO,CAAC,EAAE,MAAM,EAAE,GACjB,OAAO,CAAC,WAAW,EAAE,CAAC,CAExB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,eAAe,CAAC,MAAM,EAAE,WAAW,GAAG,OAAO,CAQ5D;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,iBAAiB,CAAC,MAAM,EAAE,WAAW,GAAG,OAAO,CAQ9D;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,CAAC,CAgCtB"}
|
|
@@ -261,13 +261,19 @@ export declare function shortWithStopLoss(client: AlpacaClient, symbol: string,
|
|
|
261
261
|
* @param qty - Number of shares
|
|
262
262
|
* @param entryPrice - Limit price for entry (null for market)
|
|
263
263
|
* @param stopLossPercent - Stop loss percentage (e.g., 5 for 5%)
|
|
264
|
-
* @param side - Order side ('buy' or 'sell')
|
|
264
|
+
* @param side - Order side ('buy' or 'sell'). Required: the entry direction is
|
|
265
|
+
* the caller's decision, and a default would open a position in a direction
|
|
266
|
+
* nobody chose.
|
|
265
267
|
*
|
|
266
268
|
* @example
|
|
267
269
|
* // Buy AAPL at $150 with 3% stop loss (stop at $145.50)
|
|
268
270
|
* const result = await entryWithPercentStopLoss(client, 'AAPL', 100, 150.00, 3, 'buy');
|
|
271
|
+
*
|
|
272
|
+
* @example
|
|
273
|
+
* // Short GOOGL at $140 with 3% stop loss (stop at $144.20)
|
|
274
|
+
* const result = await entryWithPercentStopLoss(client, 'GOOGL', 10, 140.00, 3, 'sell');
|
|
269
275
|
*/
|
|
270
|
-
export declare function entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
276
|
+
export declare function entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: OrderSide): Promise<OTOOrderResult>;
|
|
271
277
|
declare const _default: {
|
|
272
278
|
createOTOOrder: typeof createOTOOrder;
|
|
273
279
|
cancelOTOOrder: typeof cancelOTOOrder;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"oto-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/oto-orders.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,SAAS,EACT,SAAS,EAET,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,MAAM,MAAM,kBAAkB,GAC1B,OAAO,GACP,MAAM,GACN,YAAY,GACZ,eAAe,CAAC;AAEpB;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,kCAAkC;IAClC,IAAI,EAAE,SAAS,CAAC;IAChB,kCAAkC;IAClC,IAAI,EAAE,kBAAkB,CAAC;IACzB,gEAAgE;IAChE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,8DAA8D;IAC9D,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,oEAAoE;IACpE,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,cAAc;IAC7B,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,4EAA4E;IAC5E,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,0EAA0E;IAC1E,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,0EAA0E;IAC1E,SAAS,EAAE,oBAAoB,CAAC;IAChC,gDAAgD;IAChD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,mCAAmC;IACnC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,gCAAgC;IAChC,YAAY,EAAE,WAAW,CAAC;IAC1B,wFAAwF;IACxF,cAAc,EAAE,WAAW,GAAG,IAAI,CAAC;IACnC,kCAAkC;IAClC,SAAS,EAAE,WAAW,EAAE,CAAC;IACzB,kEAAkE;IAClE,aAAa,EAAE,MAAM,CAAC;CACvB;AAuGD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwEG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,cAAc,GACrB,OAAO,CAAC,cAAc,CAAC,CAyIzB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,IAAI,CAAC,CAkBf;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,CAAC,CAqBtB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,aAAa,EAAE,MAAM,EACrB,cAAc,CAAC,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,GACnB,OAAO,CAAC,cAAc,CAAC,CAazB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED
|
|
1
|
+
{"version":3,"file":"oto-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/oto-orders.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,SAAS,EACT,SAAS,EAET,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,MAAM,MAAM,kBAAkB,GAC1B,OAAO,GACP,MAAM,GACN,YAAY,GACZ,eAAe,CAAC;AAEpB;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,kCAAkC;IAClC,IAAI,EAAE,SAAS,CAAC;IAChB,kCAAkC;IAClC,IAAI,EAAE,kBAAkB,CAAC;IACzB,gEAAgE;IAChE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,8DAA8D;IAC9D,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,oEAAoE;IACpE,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,cAAc;IAC7B,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,4EAA4E;IAC5E,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,0EAA0E;IAC1E,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,0EAA0E;IAC1E,SAAS,EAAE,oBAAoB,CAAC;IAChC,gDAAgD;IAChD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,mCAAmC;IACnC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,gCAAgC;IAChC,YAAY,EAAE,WAAW,CAAC;IAC1B,wFAAwF;IACxF,cAAc,EAAE,WAAW,GAAG,IAAI,CAAC;IACnC,kCAAkC;IAClC,SAAS,EAAE,WAAW,EAAE,CAAC;IACzB,kEAAkE;IAClE,aAAa,EAAE,MAAM,CAAC;CACvB;AAuGD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwEG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,cAAc,GACrB,OAAO,CAAC,cAAc,CAAC,CAyIzB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,IAAI,CAAC,CAkBf;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,CAAC,CAqBtB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,aAAa,EAAE,MAAM,EACrB,cAAc,CAAC,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,GACnB,OAAO,CAAC,cAAc,CAAC,CAazB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,wBAAwB,CAC5C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GAAG,IAAI,EACzB,eAAe,EAAE,MAAM,EACvB,IAAI,EAAE,SAAS,GACd,OAAO,CAAC,cAAc,CAAC,CA2CzB;;;;;;;;;;;AAED,wBASE"}
|
|
@@ -160,10 +160,13 @@ export declare function getTrailingStopHWM(client: AlpacaClient, orderId: string
|
|
|
160
160
|
*/
|
|
161
161
|
export declare function cancelTrailingStop(client: AlpacaClient, orderId: string): Promise<void>;
|
|
162
162
|
/**
|
|
163
|
-
* Create trailing stops for
|
|
163
|
+
* Create trailing stops for every position in a portfolio
|
|
164
164
|
*
|
|
165
|
-
*
|
|
166
|
-
*
|
|
165
|
+
* Applies blanket adverse-move protection across the book. The protective side
|
|
166
|
+
* is derived per position from the signed quantity reported by the broker — a
|
|
167
|
+
* long is protected by a trailing sell, a short by a trailing buy — so a
|
|
168
|
+
* position is never left unprotected because of the direction it happens to
|
|
169
|
+
* hold.
|
|
167
170
|
*
|
|
168
171
|
* @param client - AlpacaClient instance
|
|
169
172
|
* @param params - Configuration for portfolio-wide trailing stops
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"trailing-stops.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/trailing-stops.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;
|
|
1
|
+
{"version":3,"file":"trailing-stops.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/trailing-stops.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAIzC,OAAO,EACL,WAAW,EAEX,SAAS,EACT,WAAW,EAEZ,MAAM,0BAA0B,CAAC;AAIlC;;;;;GAKG;AACH,eAAO,MAAM,wBAAwB,KAAK,CAAC;AAS3C;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,6DAA6D;IAC7D,IAAI,EAAE,SAAS,CAAC;IAChB,2FAA2F;IAC3F,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,mFAAmF;IACnF,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,6BAA6B;IAC7B,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,mCAAmC;IACnC,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,sFAAsF;IACtF,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,kEAAkE;IAClE,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED;;GAEG;AACH,MAAM,WAAW,2BAA2B;IAC1C,2CAA2C;IAC3C,YAAY,EAAE,MAAM,CAAC;IACrB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,qDAAqD;IACrD,cAAc,CAAC,EAAE,MAAM,EAAE,CAAC;CAC3B;AAED;;GAEG;AACH,qBAAa,2BAA4B,SAAQ,KAAK;gBACxC,OAAO,EAAE,MAAM;CAI5B;AAsDD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CA2DtB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EACf,OAAO,EAAE;IACP,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,GACA,OAAO,CAAC,WAAW,CAAC,CA+DtB;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,qBAAqB,CAAC,CAqChC;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,IAAI,CAAC,CAmCf;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAsB,4BAA4B,CAChD,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,2BAA2B,GAClC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CA6HnC;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAsB,oBAAoB,CACxC,MAAM,EAAE,YAAY,EACpB,MAAM,CAAC,EAAE,MAAM,GACd,OAAO,CAAC,WAAW,EAAE,CAAC,CAqCxB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,OAAO,CAAC,CAGlB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,4BAA4B,CAChD,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,CAsCjB;AAED;;GAEG;;;;;;;;;;;AACH,wBASE"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"alpaca-trading-api.d.ts","sourceRoot":"","sources":["../../src/alpaca-trading-api.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,oBAAoB,EACpB,iBAAiB,EACjB,cAAc,EAEd,UAAU,EACV,wBAAwB,EACxB,eAAe,EAEf,qBAAqB,EACrB,cAAc,EACd,uBAAuB,EACvB,WAAW,EACX,QAAQ,EACR,WAAW,EAMX,sBAAsB,EACvB,MAAM,sBAAsB,CAAC;
|
|
1
|
+
{"version":3,"file":"alpaca-trading-api.d.ts","sourceRoot":"","sources":["../../src/alpaca-trading-api.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,oBAAoB,EACpB,iBAAiB,EACjB,cAAc,EAEd,UAAU,EACV,wBAAwB,EACxB,eAAe,EAEf,qBAAqB,EACrB,cAAc,EACd,uBAAuB,EACvB,WAAW,EACX,QAAQ,EACR,WAAW,EAMX,sBAAsB,EACvB,MAAM,sBAAsB,CAAC;AAgH9B;;;;;;;EAOE;AAEF,qBAAa,gBAAgB;IAC3B,MAAM,CAAC,GAAG,CAAC,WAAW,EAAE,iBAAiB,GAAG,gBAAgB;IAI5D,MAAM,CAAC,WAAW,CAAC,WAAW,EAAE,iBAAiB,GAAG,gBAAgB;IAIpE,OAAO,CAAC,EAAE,CAA0B;IACpC,OAAO,CAAC,OAAO,CAAyB;IACxC,OAAO,CAAC,mBAAmB,CAAgD;IAC3E,OAAO,CAAC,WAAW,CAAoB;IACvC,OAAO,CAAC,UAAU,CAAS;IAC3B,OAAO,CAAC,KAAK,CAAS;IACtB,OAAO,CAAC,aAAa,CAAS;IAC9B,OAAO,CAAC,UAAU,CAAS;IAC3B,OAAO,CAAC,cAAc,CAAS;IAC/B,OAAO,CAAC,gBAAgB,CAA+B;IACvD,OAAO,CAAC,eAAe,CAGT;IACd,OAAO,CAAC,YAAY,CAAS;IAE7B;;;;;;;;;;OAUG;gBAED,WAAW,EAAE,iBAAiB,EAC9B,OAAO,CAAC,EAAE;QAAE,YAAY,CAAC,EAAE,OAAO,CAAA;KAAE;IA6CtC,OAAO,CAAC,GAAG;IAWX;;;;OAIG;IACH,OAAO,CAAC,mBAAmB,CAIzB;IAEF;;;;;;;;;;;;;OAaG;IACH,OAAO,CAAC,mBAAmB;IAgB3B;;;;OAIG;IACH,OAAO,CAAC,0BAA0B,CAAK;IAEvC;;;OAGG;IACH,OAAO,CAAC,wBAAwB,CAAK;IAErC;;;;;OAKG;IACH,OAAO,CAAC,iCAAiC;IAQzC;;;;;OAKG;IACG,uBAAuB,CAC3B,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC;IAgB9B;;;;;;;;;;;;;;;;;;;;;;;;;;;OA2BG;YACW,gCAAgC;IA8G9C;;;;;;;;OAQG;IACH,OAAO,CAAC,0BAA0B;IAYlC;;;;;;;;;;OAUG;YACW,2BAA2B;IA8CzC;;;;;;;;;OASG;YACW,+BAA+B;IA4C7C,OAAO,CAAC,iBAAiB;IAWzB,OAAO,CAAC,mBAAmB;IAM3B,OAAO,CAAC,iBAAiB;IAazB,OAAO,CAAC,aAAa;IAsBrB,gBAAgB,IAAI,IAAI;YAyEV,YAAY;YAqDZ,uBAAuB;YAsDvB,WAAW;IAsEnB,YAAY,CAAC,UAAU,CAAC,EAAE,UAAU,GAAG,OAAO,CAAC,cAAc,EAAE,CAAC;IAYtE;;;;;;;;;;;;;;;;;;;;;;;;;;;OA2BG;IACG,SAAS,CAAC,MAAM,GAAE,eAAoB,GAAG,OAAO,CAAC,WAAW,EAAE,CAAC;IA6CrE;;;;;;OAMG;YACW,eAAe;IAyBvB,iBAAiB,IAAI,OAAO,CAAC,oBAAoB,CAAC;IASxD;;;;;;;;;;;;;;OAcG;IACG,kBAAkB,CACtB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,eAAe,EAAE,MAAM,EACvB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,EACnB,aAAa,CAAC,EAAE,MAAM,EACtB,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,GACjC,OAAO,CAAC,WAAW,CAAC;IA+CvB;;;;;;;;;;;;OAYG;IACG,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,EACnB,eAAe,CAAC,EAAE,MAAM,EACxB,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,GACjC,OAAO,CAAC,WAAW,CAAC;IAoCvB;;;;OAIG;IACG,sBAAsB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,GAAG,IAAI,CAAC;IA0CpE;;;;;OAKG;IACG,kBAAkB,CACtB,MAAM,EAAE,MAAM,EACd,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC,WAAW,GAAG,IAAI,CAAC;IAuE9B;;;;;;;;;;;;OAYG;IACG,eAAe,IAAI,OAAO,CAAC,IAAI,CAAC;IAyBtC;;;;;OAKG;IACG,WAAW,CAAC,OAAO,EAAE,MAAM,GAAG,OAAO,CAAC,IAAI,CAAC;IAyBjD;;;;;;;;;;;;;;OAcG;IACG,gBAAgB,CACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,UAAU,EAAE,MAAM,EAClB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,EACnB,cAAc,GAAE,OAAe,EAC/B,eAAe,CAAC,EAAE,MAAM,EACxB,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,GACjC,OAAO,CAAC,WAAW,CAAC;IAwCvB;;;;;OAKG;IACG,iBAAiB,CACrB,OAAO,GAAE;QAAE,aAAa,EAAE,OAAO,CAAC;QAAC,cAAc,EAAE,OAAO,CAAA;KAGzD,GACA,OAAO,CAAC,IAAI,CAAC;IAgDhB;;;;OAIG;IACG,2BAA2B,IAAI,OAAO,CAAC,IAAI,CAAC;IAmClD,aAAa,CAAC,QAAQ,EAAE,CAAC,MAAM,EAAE,WAAW,KAAK,IAAI,GAAG,IAAI;IAI5D;;;;OAIG;IACG,mBAAmB,CAAC,MAAM,EAAE;QAChC,SAAS,CAAC,EAAE,MAAM,GAAG,MAAM,GAAG,OAAO,GAAG,IAAI,GAAG,IAAI,CAAC;QACpD,MAAM,CAAC,EAAE,MAAM,CAAC;QAChB,cAAc,CAAC,EAAE,OAAO,CAAC;QACzB,QAAQ,CAAC,EAAE,MAAM,CAAC;KACnB,GAAG,OAAO,CAAC;QACV,SAAS,EAAE,MAAM,EAAE,CAAC;QACpB,MAAM,EAAE,MAAM,EAAE,CAAC;QACjB,WAAW,EAAE,MAAM,EAAE,CAAC;QACtB,eAAe,EAAE,MAAM,EAAE,CAAC;QAC1B,UAAU,EAAE,MAAM,CAAC;QACnB,SAAS,EAAE,MAAM,CAAC;KACnB,CAAC;IAqBF;;;;OAIG;IACG,kBAAkB,CACtB,MAAM,EAAE,wBAAwB,GAC/B,OAAO,CAAC,uBAAuB,CAAC;IAqCnC;;;;OAIG;IACG,iBAAiB,CAAC,UAAU,EAAE,MAAM,GAAG,OAAO,CAAC,cAAc,CAAC;IAgBpE;;;;;;;;;;;;;;;;OAgBG;IACG,iBAAiB,CACrB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,KAAK,GAAG,MAAM,EACpB,eAAe,EACX,aAAa,GACb,cAAc,GACd,cAAc,GACd,eAAe,EACnB,IAAI,EAAE,QAAQ,GAAG,OAAO,EACxB,UAAU,CAAC,EAAE,MAAM,EACnB,aAAa,CAAC,EAAE,MAAM,EACtB,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,GACjC,OAAO,CAAC,WAAW,CAAC;IAqDvB;;;;;;;;;;;;;;OAcG;IACG,yBAAyB,CAC7B,IAAI,EAAE,QAAQ,EAAE,EAChB,GAAG,EAAE,MAAM,EACX,IAAI,EAAE,QAAQ,GAAG,OAAO,EACxB,UAAU,CAAC,EAAE,MAAM,EACnB,aAAa,CAAC,EAAE,MAAM,EACtB,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,GACjC,OAAO,CAAC,WAAW,CAAC;IAwDvB;;;;OAIG;IACG,cAAc,CAClB,kBAAkB,EAAE,MAAM,GACzB,OAAO,CAAC,sBAAsB,CAAC;IAUlC;;;OAGG;IACG,kBAAkB,IAAI,OAAO,CAAC,cAAc,EAAE,CAAC;IAM/C,0BAA0B,IAAI,OAAO,CAAC,IAAI,CAAC;IAQjD;;;;;OAKG;IACG,mBAAmB,CACvB,YAAY,CAAC,EAAE,OAAO,GAAG,OAAO,GAAG,OAAO,EAC1C,IAAI,CAAC,EAAE,MAAM,GACZ,OAAO,CAAC,qBAAqB,EAAE,CAAC;IAoBnC;;;;;;;OAOG;IACG,oBAAoB,CACxB,qBAAqB,EAAE,MAAM,EAC7B,sBAAsB,EAAE,MAAM,EAC9B,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,WAAW,CAAC;IA4BvB;;;;;;;OAOG;IACG,mBAAmB,CACvB,qBAAqB,EAAE,MAAM,EAC7B,oBAAoB,EAAE,MAAM,EAC5B,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,WAAW,CAAC;IA4BvB;;;;;;;;;OASG;IACG,gBAAgB,CACpB,aAAa,EAAE,MAAM,EACrB,cAAc,EAAE,MAAM,EACtB,eAAe,EAAE,MAAM,EACvB,cAAc,EAAE,MAAM,EACtB,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,WAAW,CAAC;IAgDvB;;;;;;;OAOG;IACG,iBAAiB,CACrB,WAAW,EAAE,MAAM,EACnB,gBAAgB,EAAE,MAAM,EACxB,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,WAAW,CAAC;IA2BvB;;;;;;;;OAQG;IACG,kBAAkB,CACtB,mBAAmB,EAAE,MAAM,EAC3B,eAAe,EAAE,MAAM,EACvB,GAAG,EAAE,MAAM,EACX,mBAAmB,EAAE,KAAK,GAAG,MAAM,EACnC,UAAU,EAAE,MAAM,GACjB,OAAO,CAAC,WAAW,CAAC;IA8CvB;;;;;OAKG;IACG,cAAc,CAClB,gBAAgB,EAAE,MAAM,EACxB,cAAc,EAAE,MAAM,GACrB,OAAO,CAAC,cAAc,EAAE,CAAC;IAiC5B;;;;OAIG;IACG,wBAAwB,CAAC,gBAAgB,EAAE,MAAM,GAAG,OAAO,CAAC,MAAM,EAAE,CAAC;IAsC3E;;;OAGG;IACG,sBAAsB,IAAI,OAAO,CAAC,MAAM,CAAC;IAO/C;;;OAGG;IACG,gBAAgB,IAAI,OAAO,CAAC,OAAO,CAAC;IAiB1C;;;;OAIG;IACG,uBAAuB,CAAC,YAAY,GAAE,OAAc,GAAG,OAAO,CAAC,IAAI,CAAC;IAkD1E;;;;;OAKG;IACG,mBAAmB,CACvB,MAAM,EAAE,MAAM,EACd,GAAG,CAAC,EAAE,MAAM,GACX,OAAO,CAAC,WAAW,CAAC;IAkCvB;;;;;OAKG;IACG,mBAAmB,CACvB,MAAM,EAAE;QACN,MAAM,EAAE,MAAM,CAAC;QACf,GAAG,EAAE,MAAM,CAAC;QACZ,IAAI,EAAE,KAAK,GAAG,MAAM,CAAC;QACrB,cAAc,CAAC,EAAE,MAAM,CAAC;KACzB,EACD,OAAO,CAAC,EAAE;QACR,IAAI,CAAC,EAAE,QAAQ,GAAG,OAAO,CAAC;QAC1B,UAAU,CAAC,EAAE,MAAM,CAAC;QACpB,aAAa,CAAC,EAAE,OAAO,CAAC;QACxB,WAAW,CAAC,EAAE,OAAO,CAAC;QACtB,SAAS,CAAC,EAAE,MAAM,CAAC;QACnB,cAAc,CAAC,EAAE,MAAM,CAAC;QACxB,aAAa,CAAC,EAAE,OAAO,CAAC;QACxB,eAAe,CAAC,EAAE,MAAM,CAAC;QACzB,oBAAoB,CAAC,EAAE,MAAM,CAAC;QAC9B,aAAa,CAAC,EAAE,MAAM,CAAC;QACvB;;;;WAIG;QACH,gBAAgB,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;KACpC,GACA,OAAO,CAAC,WAAW,CAAC;CAiNxB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset-allocation-algorithm.d.ts","sourceRoot":"","sources":["../../src/asset-allocation-algorithm.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAEL,WAAW,EAEX,eAAe,EACf,wBAAwB,EAMxB,wBAAwB,EAMxB,kBAAkB,EACnB,MAAM,gCAAgC,CAAC;AAExC;;;;;;;;;GASG;AACH,qBAAa,qBAAqB;IAkH9B,OAAO,CAAC,MAAM;IAjHhB,OAAO,CAAC,QAAQ,CAAC,aAAa,CAQ5B;IAEF;;OAEG;IACH,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAiG/B;gBAGK,MAAM,GAAE,wBAAyD;IAK3E;;;;OAIG;IACI,qBAAqB,CAC1B,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS;IAIjC;;OAEG;IACU,kBAAkB,CAC7B,KAAK,EAAE,eAAe,GACrB,OAAO,CAAC,wBAAwB,CAAC;IA6FpC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAkCxB;;OAEG;IACH,OAAO,CAAC,qBAAqB;
|
|
1
|
+
{"version":3,"file":"asset-allocation-algorithm.d.ts","sourceRoot":"","sources":["../../src/asset-allocation-algorithm.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAEL,WAAW,EAEX,eAAe,EACf,wBAAwB,EAMxB,wBAAwB,EAMxB,kBAAkB,EACnB,MAAM,gCAAgC,CAAC;AAExC;;;;;;;;;GASG;AACH,qBAAa,qBAAqB;IAkH9B,OAAO,CAAC,MAAM;IAjHhB,OAAO,CAAC,QAAQ,CAAC,aAAa,CAQ5B;IAEF;;OAEG;IACH,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAiG/B;gBAGK,MAAM,GAAE,wBAAyD;IAK3E;;;;OAIG;IACI,qBAAqB,CAC1B,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS;IAIjC;;OAEG;IACU,kBAAkB,CAC7B,KAAK,EAAE,eAAe,GACrB,OAAO,CAAC,wBAAwB,CAAC;IA6FpC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAkCxB;;OAEG;IACH,OAAO,CAAC,qBAAqB;IA6C7B;;OAEG;IACH,OAAO,CAAC,kBAAkB;IAU1B;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAyEjC;;OAEG;IACH,OAAO,CAAC,eAAe;IASvB;;OAEG;IACH,OAAO,CAAC,oBAAoB;IAuB5B;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAwExB;;OAEG;IACH,OAAO,CAAC,mBAAmB;IA6B3B;;OAEG;IACH,OAAO,CAAC,mBAAmB;IAqD3B;;OAEG;IACH,OAAO,CAAC,YAAY;IAyCpB;;OAEG;IACH,OAAO,CAAC,cAAc;IAiDtB;;OAEG;IACH,OAAO,CAAC,oBAAoB;IAQ5B;;OAEG;IACH,OAAO,CAAC,uBAAuB;IAyD/B;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAmFjC;;OAEG;IACH,OAAO,CAAC,mBAAmB;IA2F3B;;OAEG;IACH,OAAO,CAAC,wBAAwB;IA0GhC;;OAEG;IACH,OAAO,CAAC,0BAA0B;IA4ClC;;OAEG;IACH,OAAO,CAAC,qBAAqB;IAyD7B;;OAEG;IACH,OAAO,CAAC,2BAA2B;IAgDnC;;OAEG;IACH,OAAO,CAAC,4BAA4B;IAOpC;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAmBjC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAgExB;;OAEG;IACH,OAAO,CAAC,wBAAwB;CAKjC;AAED;;GAEG;AACH,wBAAsB,yBAAyB,CAC7C,KAAK,EAAE,eAAe,EACtB,MAAM,CAAC,EAAE,OAAO,CAAC,wBAAwB,CAAC,GACzC,OAAO,CAAC,wBAAwB,CAAC,CAGnC;AAED;;GAEG;AACH,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS,CAGhC"}
|
|
@@ -16,13 +16,59 @@ export declare class AdapticUtilsError extends Error {
|
|
|
16
16
|
readonly name: string;
|
|
17
17
|
constructor(message: string, code: string, service: string, isRetryable?: boolean, cause?: unknown | undefined);
|
|
18
18
|
}
|
|
19
|
+
/**
|
|
20
|
+
* Normalized Alpaca broker-rejection detail, extracted once at the vendor
|
|
21
|
+
* boundary from the SDK/axios `error.response.data` payload.
|
|
22
|
+
*
|
|
23
|
+
* Alpaca reports the machine-readable reason for a rejection in the HTTP
|
|
24
|
+
* response body — a numeric `code` (e.g. `42210000` "cannot replace order in
|
|
25
|
+
* pending_cancel status", `40310000` "insufficient qty available for order")
|
|
26
|
+
* and a human `message` — while the SDK's own `Error.message` is only
|
|
27
|
+
* "Request failed with status code NNN". Surfacing that body as a typed field
|
|
28
|
+
* is the vendor-boundary contract (utils engineering rule 2): downstream
|
|
29
|
+
* consumers branch on {@link brokerCode} instead of string-matching a
|
|
30
|
+
* flattened message, and the `422/42210000` stale-order reject becomes a
|
|
31
|
+
* typed, terminal outcome rather than a leaked, lossy quirk.
|
|
32
|
+
*/
|
|
33
|
+
export interface AlpacaBrokerErrorDetail {
|
|
34
|
+
/**
|
|
35
|
+
* Alpaca's machine-readable numeric error code from the response body, or
|
|
36
|
+
* `null` when the body carried no numeric code. Never fabricated — an absent
|
|
37
|
+
* code stays `null`, it never resolves to `0` or a guessed value.
|
|
38
|
+
*/
|
|
39
|
+
readonly brokerCode: number | null;
|
|
40
|
+
/** Alpaca's human-readable reason from the response body, or `null` when absent. */
|
|
41
|
+
readonly brokerMessage: string | null;
|
|
42
|
+
/** The HTTP status the rejection was carried on, or `null` when unknown. */
|
|
43
|
+
readonly statusCode: number | null;
|
|
44
|
+
/**
|
|
45
|
+
* The raw vendor payload (`error.response.data`) exactly as received,
|
|
46
|
+
* preserved verbatim for diagnostics and forward-compatibility with codes a
|
|
47
|
+
* given release does not yet enumerate.
|
|
48
|
+
*/
|
|
49
|
+
readonly raw: unknown;
|
|
50
|
+
}
|
|
19
51
|
/**
|
|
20
52
|
* Alpaca API specific errors
|
|
21
53
|
* Handles all errors from Alpaca trading and market data APIs
|
|
22
54
|
*/
|
|
23
55
|
export declare class AlpacaApiError extends AdapticUtilsError {
|
|
24
56
|
readonly statusCode?: number | undefined;
|
|
25
|
-
|
|
57
|
+
/**
|
|
58
|
+
* Normalized Alpaca broker-rejection detail (numeric code + message + raw
|
|
59
|
+
* body), when the underlying rejection carried one. Additive and optional:
|
|
60
|
+
* synthetic errors and non-broker failures omit it, and every existing
|
|
61
|
+
* consumer of `message`/`code`/`statusCode`/`cause` is unaffected.
|
|
62
|
+
*/
|
|
63
|
+
readonly brokerError?: AlpacaBrokerErrorDetail | undefined;
|
|
64
|
+
constructor(message: string, code: string, statusCode?: number | undefined, cause?: unknown,
|
|
65
|
+
/**
|
|
66
|
+
* Normalized Alpaca broker-rejection detail (numeric code + message + raw
|
|
67
|
+
* body), when the underlying rejection carried one. Additive and optional:
|
|
68
|
+
* synthetic errors and non-broker failures omit it, and every existing
|
|
69
|
+
* consumer of `message`/`code`/`statusCode`/`cause` is unaffected.
|
|
70
|
+
*/
|
|
71
|
+
brokerError?: AlpacaBrokerErrorDetail | undefined);
|
|
26
72
|
}
|
|
27
73
|
/**
|
|
28
74
|
* Massive.com API specific errors
|
|
@@ -166,4 +212,106 @@ export declare class DuplicateClientOrderIdError extends AlpacaApiError {
|
|
|
166
212
|
/** Whether the colliding id was derived by the wrapper (vs caller-supplied). */
|
|
167
213
|
wasDerived: boolean, cause?: unknown);
|
|
168
214
|
}
|
|
215
|
+
/**
|
|
216
|
+
* Extracts the normalized {@link AlpacaBrokerErrorDetail} from a thrown Alpaca
|
|
217
|
+
* SDK/axios error, reading the vendor payload at `error.response.data` and,
|
|
218
|
+
* failing that, walking the `error.cause` chain (the raw SDK error is preserved
|
|
219
|
+
* there once a wrapper has re-thrown). Returns `undefined` when no broker
|
|
220
|
+
* payload is present anywhere on the chain.
|
|
221
|
+
*
|
|
222
|
+
* Pure and outcome-independent: derived solely from Alpaca's documented error
|
|
223
|
+
* contract, with zero reference to realized P&L, fills, or account state.
|
|
224
|
+
*
|
|
225
|
+
* A node bearing a numeric broker code wins immediately; a code-less detail
|
|
226
|
+
* (status-only or message-only) found higher on the chain is held as a fallback
|
|
227
|
+
* while the walk continues, so a numeric code sitting deeper in the `cause`
|
|
228
|
+
* chain is never shadowed by a shallower code-less node — and when no code
|
|
229
|
+
* exists anywhere, the code-less detail is still returned rather than discarded.
|
|
230
|
+
*
|
|
231
|
+
* @param error - The thrown value.
|
|
232
|
+
* @returns The normalized broker detail, or undefined when none is present.
|
|
233
|
+
*/
|
|
234
|
+
export declare function extractAlpacaBrokerError(error: unknown): AlpacaBrokerErrorDetail | undefined;
|
|
235
|
+
/**
|
|
236
|
+
* Returns the normalized {@link AlpacaBrokerErrorDetail} for a thrown error, or
|
|
237
|
+
* `null` when the error carries no Alpaca broker payload. The typed
|
|
238
|
+
* vendor-boundary replacement for reaching into `err.response.data` downstream.
|
|
239
|
+
*
|
|
240
|
+
* @param error - The thrown value.
|
|
241
|
+
* @returns The normalized detail, or null.
|
|
242
|
+
*/
|
|
243
|
+
export declare function getAlpacaBrokerErrorDetail(error: unknown): AlpacaBrokerErrorDetail | null;
|
|
244
|
+
/**
|
|
245
|
+
* Returns Alpaca's machine-readable numeric broker error code from a thrown
|
|
246
|
+
* error (walking the `cause` chain), or `null` when absent. The typed
|
|
247
|
+
* replacement for `err.message.includes("42210000")`:
|
|
248
|
+
*
|
|
249
|
+
* ```typescript
|
|
250
|
+
* if (getAlpacaBrokerErrorCode(err) === 42210000) { ... } // stale-order reject
|
|
251
|
+
* ```
|
|
252
|
+
*
|
|
253
|
+
* The code resolves uniformly across every vendor seam: the SDK/axios path
|
|
254
|
+
* (where `response.data` rides along for free) and the raw-`fetch` paths — the
|
|
255
|
+
* `AlpacaTradingAPI` class `makeRequest` and the legacy order helpers, which
|
|
256
|
+
* throw via {@link alpacaHttpError} so the verbatim status + body are carried as
|
|
257
|
+
* a typed `.response`. A consumer branching on the stale-order `42210000` gets
|
|
258
|
+
* the same answer regardless of which seam produced the reject, including the
|
|
259
|
+
* dominant percent-trailing-stop tighten path where a plain `Error` previously
|
|
260
|
+
* dropped the broker payload.
|
|
261
|
+
*
|
|
262
|
+
* @param error - The thrown value.
|
|
263
|
+
* @returns The numeric broker code, or null.
|
|
264
|
+
*/
|
|
265
|
+
export declare function getAlpacaBrokerErrorCode(error: unknown): number | null;
|
|
266
|
+
/**
|
|
267
|
+
* Additively enriches a thrown error with the normalized Alpaca broker detail
|
|
268
|
+
* extracted from `source` (the original SDK/axios rejection), WITHOUT changing
|
|
269
|
+
* the target's `message`, `name`, or prototype. It:
|
|
270
|
+
*
|
|
271
|
+
* - sets `target.cause = source` when the target has no cause yet, so the raw
|
|
272
|
+
* rejection (and its `response.data`) is never lost down the wrapper chain;
|
|
273
|
+
* - attaches the normalized {@link AlpacaBrokerErrorDetail} as
|
|
274
|
+
* `target.brokerError` when `source` carried a broker payload.
|
|
275
|
+
*
|
|
276
|
+
* Purely additive by construction: a caller writes
|
|
277
|
+
* `throw enrichAlpacaError(new Error(msg), error)` and every consumer that read
|
|
278
|
+
* `error.message` or `error instanceof Error` before reads the identical value
|
|
279
|
+
* after, while new consumers can call {@link getAlpacaBrokerErrorCode}. This is
|
|
280
|
+
* the restoration for the dropped-`response.data` defect (Alpaca `42210000` /
|
|
281
|
+
* `40310000` reaching consumers only as a lossy "status code NNN" string).
|
|
282
|
+
*
|
|
283
|
+
* @param target - The wrapper error about to be thrown.
|
|
284
|
+
* @param source - The original rejection to normalize and preserve.
|
|
285
|
+
* @returns The same `target`, typed to expose the optional `brokerError`.
|
|
286
|
+
*/
|
|
287
|
+
export declare function enrichAlpacaError<E extends Error>(target: E, source: unknown): E & {
|
|
288
|
+
brokerError?: AlpacaBrokerErrorDetail;
|
|
289
|
+
};
|
|
290
|
+
/**
|
|
291
|
+
* Builds a thrown-ready `Error` for a raw-`fetch` Alpaca rejection, carrying the
|
|
292
|
+
* verbatim HTTP status + body as a typed `.response` so that
|
|
293
|
+
* {@link getAlpacaBrokerErrorCode} / {@link extractAlpacaBrokerError} resolve
|
|
294
|
+
* the numeric broker code on the `fetch` seams (the `AlpacaTradingAPI` class
|
|
295
|
+
* `makeRequest` and the legacy functional order helpers) exactly as they
|
|
296
|
+
* already do on the SDK seam — where the SDK/axios error carries `response.data`
|
|
297
|
+
* for free but a hand-thrown `new Error(...)` does not.
|
|
298
|
+
*
|
|
299
|
+
* Purely additive by construction: the `.message` is caller-supplied and
|
|
300
|
+
* returned byte-identical (so message string-matching consumers are
|
|
301
|
+
* unaffected), the returned value `instanceof Error` still holds, and only the
|
|
302
|
+
* `.response` surface is added. The `data` is the raw string body exactly as
|
|
303
|
+
* `response.text()` returned it — {@link extractAlpacaBrokerError} parses a
|
|
304
|
+
* JSON-string body itself, so no vendor payload is lost or reshaped here.
|
|
305
|
+
*
|
|
306
|
+
* @param message - The error message, thrown verbatim (never rewritten).
|
|
307
|
+
* @param status - The HTTP status the rejection arrived on.
|
|
308
|
+
* @param body - The raw response body (`response.text()`), preserved verbatim.
|
|
309
|
+
* @returns An `Error` whose `.response` exposes `{ status, data: body }`.
|
|
310
|
+
*/
|
|
311
|
+
export declare function alpacaHttpError(message: string, status: number, body: string): Error & {
|
|
312
|
+
response: {
|
|
313
|
+
status: number;
|
|
314
|
+
data: string;
|
|
315
|
+
};
|
|
316
|
+
};
|
|
169
317
|
//# 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;
|
|
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;;;;;;;;;;;;;GAaG;AACH,MAAM,WAAW,uBAAuB;IACtC;;;;OAIG;IACH,QAAQ,CAAC,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;IACnC,oFAAoF;IACpF,QAAQ,CAAC,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;IACtC,4EAA4E;IAC5E,QAAQ,CAAC,UAAU,EAAE,MAAM,GAAG,IAAI,CAAC;IACnC;;;;OAIG;IACH,QAAQ,CAAC,GAAG,EAAE,OAAO,CAAC;CACvB;AAED;;;GAGG;AACH,qBAAa,cAAe,SAAQ,iBAAiB;aAIjC,UAAU,CAAC,EAAE,MAAM;IAEnC;;;;;OAKG;aACa,WAAW,CAAC,EAAE,uBAAuB;gBAVrD,OAAO,EAAE,MAAM,EACf,IAAI,EAAE,MAAM,EACI,UAAU,CAAC,EAAE,MAAM,YAAA,EACnC,KAAK,CAAC,EAAE,OAAO;IACf;;;;;OAKG;IACa,WAAW,CAAC,EAAE,uBAAuB,YAAA;CAOxD;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;CAYlB;AAsID;;;;;;;;;;;;;;;;;;GAkBG;AACH,wBAAgB,wBAAwB,CACtC,KAAK,EAAE,OAAO,GACb,uBAAuB,GAAG,SAAS,CAuBrC;AAED;;;;;;;GAOG;AACH,wBAAgB,0BAA0B,CACxC,KAAK,EAAE,OAAO,GACb,uBAAuB,GAAG,IAAI,CAEhC;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,wBAAwB,CAAC,KAAK,EAAE,OAAO,GAAG,MAAM,GAAG,IAAI,CAEtE;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,iBAAiB,CAAC,CAAC,SAAS,KAAK,EAC/C,MAAM,EAAE,CAAC,EACT,MAAM,EAAE,OAAO,GACd,CAAC,GAAG;IAAE,WAAW,CAAC,EAAE,uBAAuB,CAAA;CAAE,CAa/C;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAgB,eAAe,CAC7B,OAAO,EAAE,MAAM,EACf,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,KAAK,GAAG;IAAE,QAAQ,EAAE;QAAE,MAAM,EAAE,MAAM,CAAC;QAAC,IAAI,EAAE,MAAM,CAAA;KAAE,CAAA;CAAE,CAIxD"}
|
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, DuplicateClientOrderIdError, HttpClientError, HttpServerError, MassiveApiError, NetworkError, RateLimitError, TimeoutError, UnsupportedBrokerError, ValidationError, WebSocketError, } from "./errors";
|
|
23
|
+
export { AdapticUtilsError, type AlpacaBrokerErrorDetail, AlpacaApiError, AlphaVantageError, AuthenticationError, DataFormatError, DuplicateClientOrderIdError, enrichAlpacaError, extractAlpacaBrokerError, getAlpacaBrokerErrorCode, getAlpacaBrokerErrorDetail, 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 CacheEventType, type CacheLoader, type CacheStats, type StampedeProtectedCacheOptions, } from "./cache/stampede-protected-cache";
|
|
@@ -111,7 +111,7 @@ export declare const adaptic: {
|
|
|
111
111
|
buyWithTrailingStop(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
112
112
|
limitBuyWithTakeProfit(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
113
113
|
shortWithStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
114
|
-
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
114
|
+
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: Types.OrderSide): Promise<import("./alpaca").OTOOrderResult>;
|
|
115
115
|
createTrailingStop(client: import("./alpaca").AlpacaClient, params: import("./alpaca").TrailingStopParams): Promise<Types.AlpacaOrder>;
|
|
116
116
|
updateTrailingStop(client: import("./alpaca").AlpacaClient, orderId: string, updates: {
|
|
117
117
|
trailPercent?: number;
|
|
@@ -511,7 +511,7 @@ export declare const adptc: {
|
|
|
511
511
|
buyWithTrailingStop(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
512
512
|
limitBuyWithTakeProfit(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
513
513
|
shortWithStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
514
|
-
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
514
|
+
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: Types.OrderSide): Promise<import("./alpaca").OTOOrderResult>;
|
|
515
515
|
createTrailingStop(client: import("./alpaca").AlpacaClient, params: import("./alpaca").TrailingStopParams): Promise<Types.AlpacaOrder>;
|
|
516
516
|
updateTrailingStop(client: import("./alpaca").AlpacaClient, orderId: string, updates: {
|
|
517
517
|
trailPercent?: number;
|
|
@@ -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,2BAA2B,EAC3B,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,cAAc,EACnB,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
|
+
{"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,KAAK,uBAAuB,EAC5B,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,2BAA2B,EAC3B,iBAAiB,EACjB,wBAAwB,EACxB,wBAAwB,EACxB,0BAA0B,EAC1B,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,cAAc,EACnB,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;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEAwLnE,CAAC;;;;;;;;;;;;;;;;;4BAjLyB,CAAC;0BACX,CAAC;;;;;;;;;;;QANlB,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAjTnC,CAAC;;;iBA0HU,CAAC;eACb,CAAC;iBAEZ,CAAC;kBAAoB,CAAC;gBACnB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAiBA,CAAC;;;kBA6RmhV,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBA3KrkV,CAAC;;;kBAwG8C,CAAC;;;kBAmE2kjB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAp/gB,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;eAA48L,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAAk0N,CAAC;oBAAsB,CAAC;;;;;;kBAhZj5c,CAAC;;;kBAsED,CAAC;;;kBA0DmB,CAAC;;;kBAuDzB,CAAC;;;kBAgDA,CAAC;gBAAkB,CAAC;iBAAmB,CAAC;iBACpD,CAAH;gBACK,CAAH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAoJC;;;WAGG;;QAEH;;;;WAIG;;;;;;;;;;;CAON,CAAC;AAEF,eAAO,MAAM,KAAK;;;;;;;;;;;;;;;;;QA9Ld,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEAwLnE,CAAC;;;;;;;;;;;;;;;;;4BAjLyB,CAAC;0BACX,CAAC;;;;;;;;;;;QANlB,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAjTnC,CAAC;;;iBA0HU,CAAC;eACb,CAAC;iBAEZ,CAAC;kBAAoB,CAAC;gBACnB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAiBA,CAAC;;;kBA6RmhV,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBA3KrkV,CAAC;;;kBAwG8C,CAAC;;;kBAmE2kjB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAp/gB,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;eAA48L,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAAk0N,CAAC;oBAAsB,CAAC;;;;;;kBAhZj5c,CAAC;;;kBAsED,CAAC;;;kBA0DmB,CAAC;;;kBAuDzB,CAAC;;;kBAgDA,CAAC;gBAAkB,CAAC;iBAAmB,CAAC;iBACpD,CAAH;gBACK,CAAH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAoJC;;;WAGG;;QAEH;;;;WAIG;;;;;;;;;;;CASqB,CAAC"}
|
|
@@ -2,5 +2,11 @@ import { Bar, BenchmarkBar } from "./types/alpaca-types";
|
|
|
2
2
|
import { types } from "@adaptic/backend-legacy";
|
|
3
3
|
import { CalculateBetaResult, TradeMetrics } from "./types";
|
|
4
4
|
export declare function calculateBetaFromReturns(portfolioReturns: number[], benchmarkReturns: number[]): CalculateBetaResult;
|
|
5
|
+
/**
|
|
6
|
+
* Calculate max drawdown taking position type into account
|
|
7
|
+
* @param tradeBars - Array of price bars
|
|
8
|
+
* @param isShort - Whether it's a short position
|
|
9
|
+
*/
|
|
10
|
+
export declare function calculateMaxDrawdown(tradeBars: Bar[], isShort: boolean): Promise<string>;
|
|
5
11
|
export default function fetchTradeMetrics(trade: types.Trade, tradeBars: Bar[], benchmarkBars: BenchmarkBar[]): Promise<TradeMetrics>;
|
|
6
12
|
//# sourceMappingURL=metrics-calcs.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAsJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA4FrB;
|
|
1
|
+
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAsJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA4FrB;AAgQD;;;;GAIG;AACH,wBAAsB,oBAAoB,CACxC,SAAS,EAAE,GAAG,EAAE,EAChB,OAAO,EAAE,OAAO,GACf,OAAO,CAAC,MAAM,CAAC,CAmCjB;AA8CD,wBAA8B,iBAAiB,CAC7C,KAAK,EAAE,KAAK,CAAC,KAAK,EAClB,SAAS,EAAE,GAAG,EAAE,EAChB,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,YAAY,CAAC,CA0DvB"}
|