@adaptic/utils 0.0.373 → 0.0.375
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 +94 -0
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +94 -0
- package/dist/index.mjs.map +1 -1
- package/dist/types/crypto.d.ts +31 -1
- package/dist/types/crypto.d.ts.map +1 -1
- package/dist/types/index.d.ts +4 -0
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/types/asset-allocation-types.d.ts +5 -5
- package/dist/types/types/asset-allocation-types.d.ts.map +1 -1
- package/package.json +1 -1
package/dist/types/crypto.d.ts
CHANGED
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@@ -1,4 +1,4 @@
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1
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-
import type { CryptoBarsParams, CryptoBar, AlpacaNewsArticle } from './types/alpaca-types.js';
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+
import type { CryptoBarsParams, CryptoBar, AlpacaNewsArticle, LatestTradesResponse, LatestQuotesResponse } from './types/alpaca-types.js';
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/**
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* Fetches cryptocurrency bars for the specified parameters.
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* This function retrieves historical price data for multiple cryptocurrencies.
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@@ -42,5 +42,35 @@ export declare function fetchNews(params: {
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includeContent?: boolean;
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limit?: number;
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}, auth: AlpacaAuth): Promise<AlpacaNewsArticle[]>;
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/**
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* Fetches the latest trades for the specified cryptocurrency symbols.
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* This function retrieves the most recent trade price and volume for each symbol.
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*
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* @param params - The parameters for fetching latest trades.
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* @param params.symbols - An array of cryptocurrency symbols to fetch data for (e.g., ['BTC-USD', 'ETH-USD']).
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* @param params.loc - The location identifier (default: 'us'). Options: 'us' (Alpaca US), 'us-1' (Kraken US), 'eu-1' (Kraken EU).
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* @param auth - The Alpaca authentication object containing API key and secret.
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* @returns A promise that resolves to an object containing the latest trade for each symbol.
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* @throws Will throw an error if required parameters are missing or if fetching fails.
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*/
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export declare function fetchLatestTrades(params: {
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symbols: string[];
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loc?: string;
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}, auth: AlpacaAuth): Promise<LatestTradesResponse>;
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/**
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* Fetches the latest quotes (bid/ask prices) for the specified cryptocurrency symbols.
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* This function retrieves the most recent bid and ask prices for each symbol.
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*
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* @param params - The parameters for fetching latest quotes.
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* @param params.symbols - An array of cryptocurrency symbols to fetch data for (e.g., ['BTC-USD', 'ETH-USD']).
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* @param params.loc - The location identifier (default: 'us'). Options: 'us' (Alpaca US), 'us-1' (Kraken US), 'eu-1' (Kraken EU).
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* @param auth - The Alpaca authentication object containing API key and secret.
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* @returns A promise that resolves to an object containing the latest quote for each symbol.
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* @throws Will throw an error if required parameters are missing or if fetching fails.
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*/
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export declare function fetchLatestQuotes(params: {
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symbols: string[];
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loc?: string;
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}, auth: AlpacaAuth): Promise<LatestQuotesResponse>;
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export {};
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//# sourceMappingURL=crypto.d.ts.map
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@@ -1 +1 @@
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-
{"version":3,"file":"crypto.d.ts","sourceRoot":"","sources":["../../src/crypto.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,
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{"version":3,"file":"crypto.d.ts","sourceRoot":"","sources":["../../src/crypto.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EACV,gBAAgB,EAEhB,SAAS,EACT,iBAAiB,EACjB,oBAAoB,EACpB,oBAAoB,EACrB,MAAM,yBAAyB,CAAC;AAKjC;;;;;;;;;;;;;GAaG;AACH,wBAAsB,SAAS,CAAC,MAAM,EAAE,gBAAgB,GAAG,OAAO,CAAC;IAAE,CAAC,MAAM,EAAE,MAAM,GAAG,SAAS,EAAE,CAAA;CAAE,CAAC,CAgEpG;AAED,KAAK,UAAU,GAAG;IAChB,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,MAAM,CAAC;IAClB,IAAI,CAAC,EAAE,OAAO,GAAG,MAAM,CAAC;CACzB,CAAC;AAEF;;;;;;;;;;;;;GAaG;AACH,wBAAsB,SAAS,CAC7B,MAAM,EAAE;IACN,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,CAAC,EAAE,IAAI,CAAC;IACb,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,cAAc,CAAC,EAAE,OAAO,CAAC;IACzB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,EACD,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,iBAAiB,EAAE,CAAC,CAqE9B;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE;IACN,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,GAAG,CAAC,EAAE,MAAM,CAAC;CACd,EACD,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,oBAAoB,CAAC,CA2C/B;AAED;;;;;;;;;;GAUG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE;IACN,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,GAAG,CAAC,EAAE,MAAM,CAAC;CACd,EACD,IAAI,EAAE,UAAU,GACf,OAAO,CAAC,oBAAoB,CAAC,CA2C/B"}
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package/dist/types/index.d.ts
CHANGED
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@@ -75,6 +75,8 @@ export declare const adaptic: {
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crypto: {
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fetchBars: typeof crypto.fetchBars;
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fetchNews: typeof crypto.fetchNews;
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fetchLatestTrades: typeof crypto.fetchLatestTrades;
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fetchLatestQuotes: typeof crypto.fetchLatestQuotes;
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};
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format: {
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capitalize: typeof ft.capitalize;
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@@ -273,6 +275,8 @@ export declare const adptc: {
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crypto: {
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fetchBars: typeof crypto.fetchBars;
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fetchNews: typeof crypto.fetchNews;
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fetchLatestTrades: typeof crypto.fetchLatestTrades;
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fetchLatestQuotes: typeof crypto.fetchLatestQuotes;
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};
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format: {
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capitalize: typeof ft.capitalize;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,MAAM,oBAAoB,CAAC;AAC7C,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AACjC,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AAErC,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAK3C,OAAO,EACL,sBAAsB,EACtB,4BAA4B,EAC5B,qBAAqB,EACrB,KAAK,6BAA6B,EAClC,KAAK,UAAU,EACf,KAAK,UAAU,EACf,KAAK,WAAW,GACjB,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,EACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAG/D,eAAO,MAAM,sBAAsB,GAAI,aAAa,KAAK,CAAC,iBAAiB,2BAE1E,CAAC;AAEF,eAAO,MAAM,yBAAyB,iCAErC,CAAC;AAEF,eAAO,MAAM,OAAO;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAZkB,CAAC;;;
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,MAAM,MAAM,oBAAoB,CAAC;AAC7C,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AACjC,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AAErC,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAK3C,OAAO,EACL,sBAAsB,EACtB,4BAA4B,EAC5B,qBAAqB,EACrB,KAAK,6BAA6B,EAClC,KAAK,UAAU,EACf,KAAK,UAAU,EACf,KAAK,WAAW,GACjB,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,EACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAG/D,eAAO,MAAM,sBAAsB,GAAI,aAAa,KAAK,CAAC,iBAAiB,2BAE1E,CAAC;AAEF,eAAO,MAAM,yBAAyB,iCAErC,CAAC;AAEF,eAAO,MAAM,OAAO;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAZkB,CAAC;;;iBAiFnC,CAAJ;eAAW,CAAC;iBAAa,CAAC;kBACvB,CAAC;gBAEA,CAAH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAvFG,CAAC;;;kBA0J+sL,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBAtDtsL,CAAC;;;kBAsD07X,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAz6W,CAAC;;;iBAAiE,CAAC;;kBAAmC,CAAC;;;;;kBAA60Q,CAAC;oBAAsB,CAAC;;;;;;kBA3I9wS,CAAC;;;kBAiDe,CAAC;;;kBAsChB,CAAD;;;kBAiCO,CAAC;;;kBAmB8lC,CAAC;gBAAkB,CAAC;iBAAmB,CAAC;iBAAmB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAHvrC,CAAC;AAEF,eAAO,MAAM,KAAK;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAtJoB,CAAC;;;iBAiFnC,CAAJ;eAAW,CAAC;iBAAa,CAAC;kBACvB,CAAC;gBAEA,CAAH;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAvFG,CAAC;;;kBA0J+sL,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBAtDtsL,CAAC;;;kBAsD07X,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAz6W,CAAC;;;iBAAiE,CAAC;;kBAAmC,CAAC;;;;;kBAA60Q,CAAC;oBAAsB,CAAC;;;;;;kBA3I9wS,CAAC;;;kBAiDe,CAAC;;;kBAsChB,CAAD;;;kBAiCO,CAAC;;;kBAmB8lC,CAAC;gBAAkB,CAAC;iBAAmB,CAAC;iBAAmB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CAD5pC,CAAC"}
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@@ -78,7 +78,7 @@ export interface AssetClassCharacteristics {
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/** Liquidity score (0-100) */
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liquidityScore: number;
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/** Correlation with other asset classes */
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correlations: Map<AllocationAssetClass,
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correlations: Map<AllocationAssetClass, number>;
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/** Current market cap or total value available */
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marketSize: number;
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/** Transaction costs (%) */
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@@ -191,7 +191,7 @@ export interface RiskAnalysis {
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/** Currency risk */
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currencyRisk: number;
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/** Risk decomposition by asset class */
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riskDecomposition: Map<AllocationAssetClass,
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riskDecomposition: Map<AllocationAssetClass, number>;
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}
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/**
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* Diversification metrics
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@@ -246,15 +246,15 @@ export interface AllocationInput {
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/** Total account size */
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accountSize: number;
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/** Current positions (if any) */
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currentPositions?: Map<AllocationAssetClass,
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currentPositions?: Map<AllocationAssetClass, number>;
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/** User preferences */
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preferences?: AllocationPreferences;
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/** Asset class characteristics */
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assetCharacteristics:
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assetCharacteristics: AssetClassCharacteristics[];
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/** Additional constraints */
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constraints?: AllocationConstraint[];
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/** Historical performance data (optional) */
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historicalData?: Map<AllocationAssetClass,
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historicalData?: Map<AllocationAssetClass, HistoricalData>;
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}
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/**
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* Historical performance data
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{"version":3,"file":"asset-allocation-types.d.ts","sourceRoot":"","sources":["../../../src/types/asset-allocation-types.ts"],"names":[],"mappings":"AAAA;;;;;;GAMG;AAEH;;GAEG;AACH,MAAM,MAAM,oBAAoB,GAC5B,UAAU,GACV,SAAS,GACT,SAAS,GACT,KAAK,GACL,OAAO,GACP,QAAQ,CAAC;AAEb;;GAEG;AACH,MAAM,MAAM,WAAW,GACnB,cAAc,GACd,uBAAuB,GACvB,UAAU,GACV,qBAAqB,GACrB,YAAY,CAAC;AAEjB;;GAEG;AACH,MAAM,MAAM,eAAe,GACvB,MAAM,GACN,MAAM,GACN,UAAU,GACV,iBAAiB,GACjB,gBAAgB,GAChB,QAAQ,CAAC;AAEb;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,wDAAwD;IACxD,qBAAqB,CAAC,EAAE,oBAAoB,EAAE,CAAC;IAE/C,6BAA6B;IAC7B,oBAAoB,CAAC,EAAE,oBAAoB,EAAE,CAAC;IAE9C,+CAA+C;IAC/C,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAE/B,+CAA+C;IAC/C,qBAAqB,CAAC,EAAE,MAAM,CAAC;IAE/B,uCAAuC;IACvC,UAAU,CAAC,EAAE,OAAO,CAAC;IAErB,mCAAmC;IACnC,YAAY,CAAC,EAAE,MAAM,CAAC;IAEtB,sCAAsC;IACtC,WAAW,CAAC,EAAE,MAAM,CAAC;IAErB,oCAAoC;IACpC,oBAAoB,CAAC,EAAE,MAAM,CAAC;IAE9B,+BAA+B;IAC/B,YAAY,CAAC,EAAE,OAAO,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,aAAa;IAC5B,oCAAoC;IACpC,eAAe,EAAE,MAAM,CAAC;IAExB,6BAA6B;IAC7B,cAAc,EAAE,IAAI,GAAG,MAAM,GAAG,SAAS,CAAC;IAE1C,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;IAEvB,iCAAiC;IACjC,cAAc,EAAE,MAAM,CAAC;IAEvB,gCAAgC;IAChC,iBAAiB,EAAE,KAAK,GAAG,QAAQ,GAAG,MAAM,CAAC;IAE7C,yBAAyB;IACzB,aAAa,EAAE,MAAM,CAAC;IAEtB,mCAAmC;IACnC,YAAY,EAAE,MAAM,CAAC;IAErB,2BAA2B;IAC3B,aAAa,EAAE,WAAW,GAAG,MAAM,GAAG,aAAa,GAAG,QAAQ,CAAC;CAChE;AAED;;GAEG;AACH,MAAM,WAAW,yBAAyB;IACxC,6BAA6B;IAC7B,UAAU,EAAE,oBAAoB,CAAC;IAEjC,2CAA2C;IAC3C,UAAU,EAAE,MAAM,CAAC;IAEnB,qCAAqC;IACrC,cAAc,EAAE,MAAM,CAAC;IAEvB,mBAAmB;IACnB,WAAW,EAAE,MAAM,CAAC;IAEpB,2BAA2B;IAC3B,WAAW,EAAE,MAAM,CAAC;IAEpB,8BAA8B;IAC9B,cAAc,EAAE,MAAM,CAAC;IAEvB,2CAA2C;IAC3C,YAAY,EAAE,GAAG,CAAC,oBAAoB,EAAE,
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