@adaptic/utils 0.0.382 → 0.0.900

package/dist/types/alpaca/streams/stock-stream.d.ts

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+/**
+ * Stock Data Stream Module
+ * Real-time stock quotes, trades, and bars via Alpaca WebSocket
+ *
+ * Uses the official Alpaca SDK data_stream_v2 for reliable real-time data.
+ * Provides automatic reconnection, subscription management, and type-safe events.
+ */
+import { EventEmitter } from "events";
+import { AlpacaClient } from "../client";
+import { AlpacaTradeStream, AlpacaQuoteStream, AlpacaBarStream, AlpacaDailyBarStream, AlpacaUpdatedBarStream, AlpacaTradingStatusStream, AlpacaLULDStream, AlpacaTradeCorrectionStream, AlpacaTradeCancelStream, AlpacaOrderImbalanceStream, AlpacaStockStreamMessage } from "../../types/alpaca-types";
+import { StreamConfig, StreamState, SubscriptionRequest } from "./base-stream";
+/**
+ * Stock stream data feed type
+ */
+export type StockDataFeed = "sip" | "iex" | "test";
+/**
+ * Stock stream configuration
+ */
+export interface StockStreamConfig extends StreamConfig {
+    /** Data feed to use */
+    feed: StockDataFeed;
+}
+/**
+ * Default stock stream configuration
+ */
+export declare const DEFAULT_STOCK_STREAM_CONFIG: Partial<StockStreamConfig>;
+/**
+ * Stock stream event map for type-safe event handling
+ */
+export interface StockStreamEventMap {
+    trade: AlpacaTradeStream;
+    quote: AlpacaQuoteStream;
+    bar: AlpacaBarStream;
+    dailyBar: AlpacaDailyBarStream;
+    updatedBar: AlpacaUpdatedBarStream;
+    tradingStatus: AlpacaTradingStatusStream;
+    luld: AlpacaLULDStream;
+    tradeCorrection: AlpacaTradeCorrectionStream;
+    tradeCancel: AlpacaTradeCancelStream;
+    orderImbalance: AlpacaOrderImbalanceStream;
+    data: AlpacaStockStreamMessage;
+    subscription: {
+        trades: string[];
+        quotes: string[];
+        bars: string[];
+    };
+    authenticated: void;
+    connected: void;
+    disconnected: {
+        code: number;
+        reason: string;
+    };
+    stateChange: StreamState;
+    error: Error;
+}
+/**
+ * Stock Data Stream class for receiving real-time stock market data
+ * Uses the official Alpaca SDK data_stream_v2 for WebSocket management.
+ */
+export declare class StockDataStream extends EventEmitter {
+    private client;
+    private socket;
+    private state;
+    private feed;
+    private config;
+    private subscriptions;
+    private pendingSubscriptions;
+    constructor(client: AlpacaClient, config?: Partial<StockStreamConfig>);
+    /**
+     * Log helper
+     */
+    private log;
+    /**
+     * Get the current stream state
+     */
+    getState(): StreamState;
+    /**
+     * Check if stream is connected and authenticated
+     */
+    isStreamConnected(): boolean;
+    /**
+     * Get current subscriptions
+     */
+    getSubscriptions(): SubscriptionRequest;
+    /**
+     * Set the data feed
+     */
+    setFeed(feed: StockDataFeed): void;
+    /**
+     * Get the current data feed
+     */
+    getFeed(): StockDataFeed;
+    /**
+     * Connect to the stock data stream using SDK
+     */
+    connect(): Promise<void>;
+    /**
+     * Set up all data event handlers for SDK
+     */
+    private setupDataHandlers;
+    /**
+     * Disconnect from the stock data stream
+     */
+    disconnect(): void;
+    /**
+     * Subscribe to market data
+     */
+    subscribe(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from market data
+     */
+    unsubscribe(request: SubscriptionRequest): void;
+    /**
+     * Subscribe to stock trades
+     */
+    subscribeTrades(symbols: string[]): void;
+    /**
+     * Subscribe to stock quotes
+     */
+    subscribeQuotes(symbols: string[]): void;
+    /**
+     * Subscribe to stock bars
+     */
+    subscribeBars(symbols: string[]): void;
+    /**
+     * Subscribe to all data types for symbols
+     */
+    subscribeAll(symbols: string[]): void;
+    /**
+     * Unsubscribe from stock trades
+     */
+    unsubscribeTrades(symbols: string[]): void;
+    /**
+     * Unsubscribe from stock quotes
+     */
+    unsubscribeQuotes(symbols: string[]): void;
+    /**
+     * Unsubscribe from stock bars
+     */
+    unsubscribeBars(symbols: string[]): void;
+    /**
+     * Unsubscribe from all data types for symbols
+     */
+    unsubscribeAll(symbols: string[]): void;
+    /**
+     * Send subscription request using SDK methods
+     */
+    private sendSubscription;
+    /**
+     * Send unsubscription request using SDK methods
+     */
+    private sendUnsubscription;
+    private convertTrade;
+    private convertQuote;
+    private convertBar;
+    private convertDailyBar;
+    private convertUpdatedBar;
+    private convertStatus;
+    private convertLuld;
+    private convertCancelError;
+    private convertCorrection;
+    /**
+     * Type-safe event listener registration
+     */
+    on<K extends keyof StockStreamEventMap>(event: K, listener: (data: StockStreamEventMap[K]) => void): this;
+    /**
+     * Type-safe event emitter
+     */
+    emit<K extends keyof StockStreamEventMap>(event: K, data?: StockStreamEventMap[K]): boolean;
+}
+/**
+ * Create a stock data stream for a client
+ */
+export declare function createStockDataStream(client: AlpacaClient, config?: Partial<StockStreamConfig>): StockDataStream;
+export default StockDataStream;
+//# sourceMappingURL=stock-stream.d.ts.map

package/dist/types/alpaca/streams/stock-stream.d.ts.map

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package/dist/types/alpaca/streams/stream-manager.d.ts

@@ -0,0 +1,277 @@
+/**
+ * Stream Manager Module
+ * Unified management of all Alpaca WebSocket streams with connection pooling and coordination.
+ *
+ * Features:
+ * - Centralized stream lifecycle management
+ * - Connection pooling and reuse
+ * - Automatic reconnection handling
+ * - Coordinated subscriptions across streams
+ * - Health monitoring and status reporting
+ * - Graceful shutdown
+ *
+ * @example
+ * ```typescript
+ * const client = createAlpacaClient(config);
+ * const manager = createStreamManager(client);
+ *
+ * // Connect to specific streams
+ * await manager.connectTrading();
+ * await manager.connectStockData();
+ *
+ * // Or connect to all streams at once
+ * await manager.connectAll();
+ *
+ * // Get status
+ * const status = manager.getStatus();
+ * console.log(status); // { trading: true, stock: true, option: false, crypto: false }
+ *
+ * // Use individual streams
+ * const tradingStream = manager.getTradingStream();
+ * tradingStream?.on('fill', (update) => console.log('Order filled!'));
+ *
+ * // Graceful shutdown
+ * await manager.disconnectAll();
+ * ```
+ */
+import { AlpacaClient } from "../client";
+import { EventEmitter } from "events";
+import { TradingStream } from "./trading-stream";
+import { StockDataStream, StockStreamConfig } from "./stock-stream";
+import { OptionDataStream, OptionStreamConfig } from "./option-stream";
+import { CryptoDataStream, CryptoStreamConfig } from "./crypto-stream";
+import { StreamConfig, StreamState, SubscriptionRequest } from "./base-stream";
+/**
+ * Stream connection status for all managed streams
+ */
+export interface StreamStatus {
+    /** Trading stream connected status */
+    trading: boolean;
+    /** Stock data stream connected status */
+    stock: boolean;
+    /** Option data stream connected status */
+    option: boolean;
+    /** Crypto data stream connected status */
+    crypto: boolean;
+}
+/**
+ * Detailed stream status with state information
+ */
+export interface DetailedStreamStatus {
+    trading: {
+        connected: boolean;
+        state: StreamState;
+    };
+    stock: {
+        connected: boolean;
+        state: StreamState;
+    };
+    option: {
+        connected: boolean;
+        state: StreamState;
+    };
+    crypto: {
+        connected: boolean;
+        state: StreamState;
+    };
+}
+/**
+ * Stream manager configuration
+ */
+export interface StreamManagerConfig {
+    /** Base stream configuration */
+    baseConfig: Partial<StreamConfig>;
+    /** Stock stream specific configuration */
+    stockConfig: Partial<StockStreamConfig>;
+    /** Option stream specific configuration */
+    optionConfig: Partial<OptionStreamConfig>;
+    /** Crypto stream specific configuration */
+    cryptoConfig: Partial<CryptoStreamConfig>;
+    /** Auto-connect streams on creation */
+    autoConnect: boolean;
+    /** Enable health monitoring */
+    healthMonitoring: boolean;
+    /** Health check interval in milliseconds */
+    healthCheckInterval: number;
+}
+/**
+ * Default stream manager configuration
+ */
+export declare const DEFAULT_STREAM_MANAGER_CONFIG: StreamManagerConfig;
+/**
+ * Stream manager event map
+ */
+export interface StreamManagerEventMap {
+    "stream:connected": {
+        stream: "trading" | "stock" | "option" | "crypto";
+    };
+    "stream:disconnected": {
+        stream: "trading" | "stock" | "option" | "crypto";
+        code: number;
+        reason: string;
+    };
+    "stream:error": {
+        stream: "trading" | "stock" | "option" | "crypto";
+        error: Error;
+    };
+    "all:connected": void;
+    "all:disconnected": void;
+    "health:check": StreamStatus;
+}
+/**
+ * Unified Stream Manager
+ * Manages all WebSocket connections for a client with connection pooling and coordination.
+ */
+export declare class StreamManager extends EventEmitter {
+    private client;
+    private config;
+    private tradingStream;
+    private stockStream;
+    private optionStream;
+    private cryptoStream;
+    private healthCheckTimer;
+    private isShuttingDown;
+    constructor(client: AlpacaClient, config?: Partial<StreamManagerConfig>);
+    /**
+     * Connect to the trading stream
+     * @returns The connected trading stream
+     */
+    connectTrading(): Promise<TradingStream>;
+    /**
+     * Connect to the stock data stream
+     * @returns The connected stock data stream
+     */
+    connectStockData(): Promise<StockDataStream>;
+    /**
+     * Connect to the options data stream
+     * @returns The connected option data stream
+     */
+    connectOptionData(): Promise<OptionDataStream>;
+    /**
+     * Connect to the crypto data stream
+     * @returns The connected crypto data stream
+     */
+    connectCryptoData(): Promise<CryptoDataStream>;
+    /**
+     * Connect all streams concurrently
+     */
+    connectAll(): Promise<void>;
+    /**
+     * Connect only market data streams (stock, option, crypto)
+     */
+    connectMarketData(): Promise<void>;
+    /**
+     * Disconnect from the trading stream
+     */
+    disconnectTrading(): void;
+    /**
+     * Disconnect from the stock data stream
+     */
+    disconnectStockData(): void;
+    /**
+     * Disconnect from the option data stream
+     */
+    disconnectOptionData(): void;
+    /**
+     * Disconnect from the crypto data stream
+     */
+    disconnectCryptoData(): void;
+    /**
+     * Disconnect all streams
+     */
+    disconnectAll(): void;
+    /**
+     * Graceful shutdown - disconnect all streams and cleanup
+     */
+    shutdown(): Promise<void>;
+    /**
+     * Get simple connection status
+     */
+    getStatus(): StreamStatus;
+    /**
+     * Get detailed connection status with state information
+     */
+    getDetailedStatus(): DetailedStreamStatus;
+    /**
+     * Check if any stream is connected
+     */
+    isAnyConnected(): boolean;
+    /**
+     * Check if all streams are connected
+     */
+    isAllConnected(): boolean;
+    /**
+     * Get the trading stream (may be null if not connected)
+     */
+    getTradingStream(): TradingStream | null;
+    /**
+     * Get the stock data stream (may be null if not connected)
+     */
+    getStockStream(): StockDataStream | null;
+    /**
+     * Get the option data stream (may be null if not connected)
+     */
+    getOptionStream(): OptionDataStream | null;
+    /**
+     * Get the crypto data stream (may be null if not connected)
+     */
+    getCryptoStream(): CryptoDataStream | null;
+    /**
+     * Subscribe to stock market data
+     */
+    subscribeStocks(request: SubscriptionRequest): void;
+    /**
+     * Subscribe to option market data
+     */
+    subscribeOptions(request: SubscriptionRequest): void;
+    /**
+     * Subscribe to crypto market data
+     */
+    subscribeCrypto(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from stock market data
+     */
+    unsubscribeStocks(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from option market data
+     */
+    unsubscribeOptions(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from crypto market data
+     */
+    unsubscribeCrypto(request: SubscriptionRequest): void;
+    /**
+     * Get all current subscriptions
+     */
+    getAllSubscriptions(): {
+        stock: SubscriptionRequest;
+        option: SubscriptionRequest;
+        crypto: SubscriptionRequest;
+    };
+    /**
+     * Setup event handlers for a stream
+     */
+    private setupStreamEventHandlers;
+    /**
+     * Start health monitoring
+     */
+    private startHealthMonitoring;
+    /**
+     * Stop health monitoring
+     */
+    private stopHealthMonitoring;
+    /**
+     * Type-safe event listener registration
+     */
+    on<K extends keyof StreamManagerEventMap>(event: K, listener: (data: StreamManagerEventMap[K]) => void): this;
+    /**
+     * Type-safe event emitter
+     */
+    emit<K extends keyof StreamManagerEventMap>(event: K, data?: StreamManagerEventMap[K]): boolean;
+}
+/**
+ * Create a stream manager for a client
+ */
+export declare function createStreamManager(client: AlpacaClient, config?: Partial<StreamManagerConfig>): StreamManager;
+export default StreamManager;
+//# sourceMappingURL=stream-manager.d.ts.map

package/dist/types/alpaca/streams/stream-manager.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/alpaca/streams/trading-stream.d.ts

@@ -0,0 +1,186 @@
+/**
+ * Trading Stream Module
+ * WebSocket stream for real-time trading updates (order fills, cancellations, etc.)
+ *
+ * Features:
+ * - Real-time order status updates
+ * - Automatic reconnection with exponential backoff
+ * - Type-safe event handling
+ * - Comprehensive logging
+ *
+ * @example
+ * ```typescript
+ * const client = createAlpacaClient(config);
+ * const stream = createTradingStream(client);
+ *
+ * stream.on('fill', (update) => {
+ *   console.log(`Order filled: ${update.order.symbol} @ ${update.price}`);
+ * });
+ *
+ * stream.on('trade_update', (update) => {
+ *   console.log(`Trade update: ${update.event}`);
+ * });
+ *
+ * await stream.connect();
+ * ```
+ */
+import { AlpacaClient } from "../client";
+import { BaseStream, StreamConfig } from "./base-stream";
+import { TradeUpdate } from "../../types/alpaca-types";
+/**
+ * Trading stream event names representing all possible order status changes.
+ * These events are emitted when order state changes occur.
+ */
+export type TradingStreamEvent = "new" | "fill" | "partial_fill" | "canceled" | "expired" | "done_for_day" | "replaced" | "rejected" | "pending_new" | "pending_cancel" | "pending_replace" | "calculated" | "suspended" | "order_cancel_rejected" | "order_replace_rejected" | "stopped" | "accepted" | "accepted_for_bidding";
+/**
+ * Trading stream event map for type-safe event handling.
+ * Maps event names to their payload types.
+ */
+export interface TradingStreamEventMap {
+    /** Generic trade update event - emitted for all order changes */
+    trade_update: TradeUpdate;
+    /** Emitted when stream is authenticated */
+    authenticated: void;
+    /** Emitted when stream is connected */
+    connected: void;
+    /** Emitted when stream is disconnected */
+    disconnected: {
+        code: number;
+        reason: string;
+    };
+    /** Emitted on stream errors */
+    error: Error;
+    /** Emitted when max reconnection attempts reached */
+    max_reconnects: void;
+    new: TradeUpdate;
+    fill: TradeUpdate;
+    partial_fill: TradeUpdate;
+    canceled: TradeUpdate;
+    expired: TradeUpdate;
+    done_for_day: TradeUpdate;
+    replaced: TradeUpdate;
+    rejected: TradeUpdate;
+    pending_new: TradeUpdate;
+    pending_cancel: TradeUpdate;
+    pending_replace: TradeUpdate;
+    calculated: TradeUpdate;
+    suspended: TradeUpdate;
+    order_cancel_rejected: TradeUpdate;
+    order_replace_rejected: TradeUpdate;
+    stopped: TradeUpdate;
+    accepted: TradeUpdate;
+    accepted_for_bidding: TradeUpdate;
+}
+/**
+ * Trading Stream class for receiving real-time order updates.
+ *
+ * Connects to Alpaca's trading WebSocket and provides real-time
+ * updates on order status changes including fills, cancellations,
+ * rejections, and more.
+ *
+ * @extends BaseStream
+ */
+export declare class TradingStream extends BaseStream {
+    protected readonly streamName = "TradingStream";
+    private tradeUpdateCallback;
+    private orderCallbacks;
+    constructor(client: AlpacaClient, config?: Partial<StreamConfig>);
+    /**
+     * Get the WebSocket URL for trading stream
+     */
+    protected getStreamUrl(): string;
+    /**
+     * Override authenticate to use trading stream format
+     */
+    protected authenticate(): Promise<void>;
+    /**
+     * Subscribe to trade updates after authentication
+     */
+    private subscribeToTradeUpdates;
+    /**
+     * Process incoming messages
+     */
+    protected processMessage(message: Record<string, unknown>): void;
+    /**
+     * Handle listening confirmation message
+     */
+    private handleListeningMessage;
+    /**
+     * Handle trade update message
+     */
+    private handleTradeUpdate;
+    /**
+     * Check if an event represents a terminal order state
+     */
+    private isTerminalState;
+    /**
+     * Register a callback for trade updates
+     * @param callback Function to call when trade updates are received
+     */
+    onTradeUpdate(callback: (update: TradeUpdate) => void): void;
+    /**
+     * Remove the trade update callback
+     */
+    removeTradeUpdateCallback(): void;
+    /**
+     * Register a callback for a specific order's updates.
+     * The callback is automatically removed when the order reaches a terminal state.
+     *
+     * @param orderId The order ID to watch
+     * @param callback Function to call when updates for this order are received
+     */
+    watchOrder(orderId: string, callback: (update: TradeUpdate) => void): void;
+    /**
+     * Stop watching a specific order
+     *
+     * @param orderId The order ID to stop watching
+     */
+    unwatchOrder(orderId: string): void;
+    /**
+     * Get all currently watched order IDs
+     */
+    getWatchedOrders(): string[];
+    /**
+     * Wait for an order to reach a terminal state.
+     * Returns a promise that resolves with the final trade update.
+     *
+     * @param orderId The order ID to wait for
+     * @param timeoutMs Optional timeout in milliseconds (default: 30000)
+     * @returns Promise resolving to the final TradeUpdate
+     * @throws Error if timeout is reached
+     *
+     * @example
+     * ```typescript
+     * const finalUpdate = await stream.waitForOrderCompletion(order.id, 60000);
+     * console.log(`Order ${finalUpdate.event}: ${finalUpdate.order.filled_qty} filled`);
+     * ```
+     */
+    waitForOrderCompletion(orderId: string, timeoutMs?: number): Promise<TradeUpdate>;
+    /**
+     * Schedule a reconnection attempt with exponential backoff.
+     * Emits 'max_reconnects' event when maximum attempts are reached.
+     */
+    protected scheduleReconnect(): void;
+    /**
+     * Type-safe event listener registration
+     */
+    on<K extends keyof TradingStreamEventMap>(event: K, listener: (data: TradingStreamEventMap[K]) => void): this;
+    /**
+     * Type-safe once event listener registration
+     */
+    once<K extends keyof TradingStreamEventMap>(event: K, listener: (data: TradingStreamEventMap[K]) => void): this;
+    /**
+     * Type-safe event emitter
+     */
+    emit<K extends keyof TradingStreamEventMap>(event: K, data?: TradingStreamEventMap[K]): boolean;
+    /**
+     * Type-safe remove listener
+     */
+    off<K extends keyof TradingStreamEventMap>(event: K, listener: (data: TradingStreamEventMap[K]) => void): this;
+}
+/**
+ * Create a trading stream for a client
+ */
+export declare function createTradingStream(client: AlpacaClient, config?: Partial<StreamConfig>): TradingStream;
+export default TradingStream;
+//# sourceMappingURL=trading-stream.d.ts.map

package/dist/types/alpaca/streams/trading-stream.d.ts.map

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