@adaptic/utils 0.0.383 → 0.0.900

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

@@ -0,0 +1,143 @@
+/**
+ * Base Stream Module
+ * Abstract base class for all Alpaca WebSocket streams
+ */
+import { EventEmitter } from "events";
+import WebSocket from "ws";
+import { LogOptions } from "../../types/logging-types";
+import { AlpacaClient } from "../client";
+/**
+ * Stream connection state
+ */
+export type StreamState = "disconnected" | "connecting" | "connected" | "authenticated" | "error";
+/**
+ * Stream configuration options
+ */
+export interface StreamConfig {
+    /** Auto-reconnect on disconnect */
+    autoReconnect: boolean;
+    /** Reconnect delay in milliseconds */
+    reconnectDelay: number;
+    /** Maximum reconnection attempts (0 = unlimited) */
+    maxReconnectAttempts: number;
+    /** Connection timeout in milliseconds */
+    connectionTimeout: number;
+    /** Authentication timeout in milliseconds */
+    authTimeout: number;
+    /** Heartbeat interval in milliseconds (0 = disabled) */
+    heartbeatInterval: number;
+}
+/**
+ * Default stream configuration
+ */
+export declare const DEFAULT_STREAM_CONFIG: StreamConfig;
+/**
+ * Subscription request structure
+ */
+export interface SubscriptionRequest {
+    trades?: string[];
+    quotes?: string[];
+    bars?: string[];
+}
+/**
+ * Abstract base class for all Alpaca WebSocket streams
+ */
+export declare abstract class BaseStream extends EventEmitter {
+    protected client: AlpacaClient;
+    protected ws: WebSocket | null;
+    protected state: StreamState;
+    protected config: StreamConfig;
+    protected reconnectAttempts: number;
+    protected reconnectTimer: NodeJS.Timeout | null;
+    protected heartbeatTimer: NodeJS.Timeout | null;
+    protected connectionTimer: NodeJS.Timeout | null;
+    protected subscriptions: SubscriptionRequest;
+    protected pendingSubscriptions: SubscriptionRequest | null;
+    /** Name of the stream for logging */
+    protected abstract readonly streamName: string;
+    /** WebSocket URL for the stream */
+    protected abstract getStreamUrl(): string;
+    constructor(client: AlpacaClient, config?: Partial<StreamConfig>);
+    /**
+     * Log a message with stream context
+     */
+    protected log(message: string, options?: LogOptions): void;
+    /**
+     * Get the current stream state
+     */
+    getState(): StreamState;
+    /**
+     * Check if stream is connected and authenticated
+     */
+    isStreamConnected(): boolean;
+    /**
+     * Get current subscriptions
+     */
+    getSubscriptions(): SubscriptionRequest;
+    /**
+     * Connect to the WebSocket stream
+     */
+    connect(): Promise<void>;
+    /**
+     * Disconnect from the WebSocket stream
+     */
+    disconnect(): void;
+    /**
+     * Subscribe to market data
+     */
+    subscribe(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from market data
+     */
+    unsubscribe(request: SubscriptionRequest): void;
+    /**
+     * Authenticate with the WebSocket
+     */
+    protected authenticate(): Promise<void>;
+    /**
+     * Send subscription request
+     */
+    protected sendSubscription(): void;
+    /**
+     * Send unsubscription request
+     */
+    protected sendUnsubscription(request: SubscriptionRequest): void;
+    /**
+     * Handle incoming WebSocket messages
+     */
+    protected handleMessage(data: WebSocket.Data): void;
+    /**
+     * Process a single message - to be implemented by subclasses
+     */
+    protected abstract processMessage(message: Record<string, unknown>): void;
+    /**
+     * Handle WebSocket close event
+     */
+    protected handleClose(code: number, reason: string): void;
+    /**
+     * Handle WebSocket error event
+     */
+    protected handleError(error: Error): void;
+    /**
+     * Schedule a reconnection attempt
+     */
+    protected scheduleReconnect(): void;
+    /**
+     * Start heartbeat to keep connection alive
+     */
+    protected startHeartbeat(): void;
+    /**
+     * Stop heartbeat timer
+     */
+    protected stopHeartbeat(): void;
+    /**
+     * Clear connection timer
+     */
+    protected clearConnectionTimer(): void;
+    /**
+     * Clear all timers
+     */
+    protected clearAllTimers(): void;
+}
+export default BaseStream;
+//# sourceMappingURL=base-stream.d.ts.map

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

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

@@ -0,0 +1,173 @@
+/**
+ * Crypto Data Stream Module
+ * Real-time cryptocurrency quotes, trades, and bars via Alpaca WebSocket (24/7)
+ *
+ * Uses the official Alpaca SDK crypto_stream_v1beta3 for reliable real-time data.
+ * Provides automatic reconnection, subscription management, and type-safe events.
+ */
+import { EventEmitter } from "events";
+import { AlpacaClient } from "../client";
+import { AlpacaCryptoTradeStream, AlpacaCryptoQuoteStream, AlpacaCryptoBarStream, AlpacaCryptoDailyBarStream, AlpacaCryptoUpdatedBarStream, AlpacaCryptoStreamMessage } from "../../types/alpaca-types";
+import { StreamConfig, StreamState, SubscriptionRequest } from "./base-stream";
+/**
+ * Crypto stream location
+ */
+export type CryptoStreamLocation = "us";
+/**
+ * Crypto stream configuration
+ */
+export interface CryptoStreamConfig extends StreamConfig {
+    /** Location for crypto data */
+    location: CryptoStreamLocation;
+}
+/**
+ * Default crypto stream configuration
+ */
+export declare const DEFAULT_CRYPTO_STREAM_CONFIG: Partial<CryptoStreamConfig>;
+/**
+ * Crypto stream event map for type-safe event handling
+ */
+export interface CryptoStreamEventMap {
+    trade: AlpacaCryptoTradeStream;
+    quote: AlpacaCryptoQuoteStream;
+    bar: AlpacaCryptoBarStream;
+    dailyBar: AlpacaCryptoDailyBarStream;
+    updatedBar: AlpacaCryptoUpdatedBarStream;
+    data: AlpacaCryptoStreamMessage;
+    subscription: {
+        trades: string[];
+        quotes: string[];
+        bars: string[];
+    };
+    authenticated: void;
+    connected: void;
+    disconnected: {
+        code: number;
+        reason: string;
+    };
+    stateChange: StreamState;
+    error: Error;
+}
+/**
+ * Crypto Data Stream class for receiving real-time cryptocurrency market data
+ * Uses the official Alpaca SDK crypto_stream_v1beta3 for WebSocket management.
+ * Operates 24/7 for cryptocurrency markets.
+ */
+export declare class CryptoDataStream extends EventEmitter {
+    private client;
+    private socket;
+    private state;
+    private location;
+    private config;
+    private subscriptions;
+    private pendingSubscriptions;
+    private currentSymbol;
+    constructor(client: AlpacaClient, config?: Partial<CryptoStreamConfig>);
+    /**
+     * 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 stream location
+     */
+    setLocation(location: CryptoStreamLocation): void;
+    /**
+     * Get the current stream location
+     */
+    getLocation(): CryptoStreamLocation;
+    /**
+     * Connect to the crypto data stream using SDK
+     */
+    connect(): Promise<void>;
+    /**
+     * Set up all data event handlers for SDK
+     */
+    private setupDataHandlers;
+    /**
+     * Disconnect from the crypto data stream
+     */
+    disconnect(): void;
+    /**
+     * Subscribe to market data
+     */
+    subscribe(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from market data
+     */
+    unsubscribe(request: SubscriptionRequest): void;
+    /**
+     * Subscribe to crypto trades
+     */
+    subscribeTrades(symbols: string[]): void;
+    /**
+     * Subscribe to crypto quotes
+     */
+    subscribeQuotes(symbols: string[]): void;
+    /**
+     * Subscribe to crypto bars
+     */
+    subscribeBars(symbols: string[]): void;
+    /**
+     * Subscribe to all data types for crypto symbols
+     */
+    subscribeAll(symbols: string[]): void;
+    /**
+     * Unsubscribe from crypto trades
+     */
+    unsubscribeTrades(symbols: string[]): void;
+    /**
+     * Unsubscribe from crypto quotes
+     */
+    unsubscribeQuotes(symbols: string[]): void;
+    /**
+     * Unsubscribe from crypto bars
+     */
+    unsubscribeBars(symbols: string[]): void;
+    /**
+     * Unsubscribe from all data types for crypto symbols
+     */
+    unsubscribeAll(symbols: string[]): void;
+    /**
+     * Subscribe to popular crypto pairs
+     */
+    subscribePopularPairs(): 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;
+    /**
+     * Type-safe event listener registration
+     */
+    on<K extends keyof CryptoStreamEventMap>(event: K, listener: (data: CryptoStreamEventMap[K]) => void): this;
+    /**
+     * Type-safe event emitter
+     */
+    emit<K extends keyof CryptoStreamEventMap>(event: K, data?: CryptoStreamEventMap[K]): boolean;
+}
+/**
+ * Create a crypto data stream for a client
+ */
+export declare function createCryptoDataStream(client: AlpacaClient, config?: Partial<CryptoStreamConfig>): CryptoDataStream;
+export default CryptoDataStream;
+//# sourceMappingURL=crypto-stream.d.ts.map

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

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

@@ -0,0 +1,54 @@
+/**
+ * Streams Module Index
+ * Re-exports all stream-related functionality for Alpaca WebSocket connections.
+ *
+ * This module provides unified WebSocket streaming for:
+ * - Trading updates (order fills, cancellations, etc.)
+ * - Stock market data (trades, quotes, bars)
+ * - Options market data (trades, quotes, bars)
+ * - Crypto market data (trades, quotes, bars)
+ *
+ * @example
+ * ```typescript
+ * import { createStreamManager, createAlpacaClient } from '@adaptic/utils';
+ *
+ * const client = createAlpacaClient({
+ *   apiKey: 'your-api-key',
+ *   apiSecret: 'your-api-secret',
+ *   accountType: 'PAPER',
+ * });
+ *
+ * // Use the unified stream manager
+ * const manager = createStreamManager(client);
+ * await manager.connectAll();
+ *
+ * // Subscribe to stock data
+ * manager.subscribeStocks({
+ *   trades: ['AAPL', 'MSFT'],
+ *   quotes: ['AAPL', 'MSFT'],
+ * });
+ *
+ * // Listen for trading updates
+ * const tradingStream = manager.getTradingStream();
+ * tradingStream?.on('fill', (update) => {
+ *   console.log(`Order filled: ${update.order.symbol}`);
+ * });
+ *
+ * // Or use individual streams directly
+ * import { createStockDataStream, createTradingStream } from '@adaptic/utils';
+ *
+ * const stockStream = createStockDataStream(client);
+ * await stockStream.connect();
+ * stockStream.subscribeTrades(['AAPL', 'TSLA']);
+ * stockStream.on('trade', (trade) => {
+ *   console.log(`Trade: ${trade.S} @ ${trade.p}`);
+ * });
+ * ```
+ */
+export { BaseStream, StreamConfig, StreamState, SubscriptionRequest, DEFAULT_STREAM_CONFIG, } from "./base-stream";
+export { TradingStream, TradingStreamEvent, TradingStreamEventMap, createTradingStream, } from "./trading-stream";
+export { StockDataStream, StockDataFeed, StockStreamConfig, StockStreamEventMap, createStockDataStream, DEFAULT_STOCK_STREAM_CONFIG, } from "./stock-stream";
+export { OptionDataStream, OptionDataFeed, OptionStreamConfig, OptionStreamEventMap, createOptionDataStream, DEFAULT_OPTION_STREAM_CONFIG, } from "./option-stream";
+export { CryptoDataStream, CryptoStreamLocation, CryptoStreamConfig, CryptoStreamEventMap, createCryptoDataStream, DEFAULT_CRYPTO_STREAM_CONFIG, } from "./crypto-stream";
+export { StreamManager, StreamStatus, DetailedStreamStatus, StreamManagerConfig, StreamManagerEventMap, createStreamManager, DEFAULT_STREAM_MANAGER_CONFIG, } from "./stream-manager";
+//# sourceMappingURL=index.d.ts.map

package/dist/types/alpaca/streams/index.d.ts.map

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

@@ -0,0 +1,167 @@
+/**
+ * Option Data Stream Module
+ * Real-time options quotes, trades, and bars via Alpaca WebSocket
+ *
+ * Uses the official Alpaca SDK option_stream for reliable real-time data.
+ * Provides automatic reconnection, subscription management, and type-safe events.
+ */
+import { EventEmitter } from "events";
+import { AlpacaClient } from "../client";
+import { AlpacaOptionTradeStream, AlpacaOptionQuoteStream, AlpacaOptionBarStream, AlpacaOptionStreamMessage } from "../../types/alpaca-types";
+import { StreamConfig, StreamState, SubscriptionRequest } from "./base-stream";
+/**
+ * Option stream data feed type
+ */
+export type OptionDataFeed = "opra" | "indicative";
+/**
+ * Option stream configuration
+ */
+export interface OptionStreamConfig extends StreamConfig {
+    /** Data feed to use */
+    feed: OptionDataFeed;
+}
+/**
+ * Default option stream configuration
+ */
+export declare const DEFAULT_OPTION_STREAM_CONFIG: Partial<OptionStreamConfig>;
+/**
+ * Option stream event map for type-safe event handling
+ */
+export interface OptionStreamEventMap {
+    trade: AlpacaOptionTradeStream;
+    quote: AlpacaOptionQuoteStream;
+    bar: AlpacaOptionBarStream;
+    data: AlpacaOptionStreamMessage;
+    subscription: {
+        trades: string[];
+        quotes: string[];
+    };
+    authenticated: void;
+    connected: void;
+    disconnected: {
+        code: number;
+        reason: string;
+    };
+    stateChange: StreamState;
+    error: Error;
+}
+/**
+ * Option Data Stream class for receiving real-time options market data
+ * Uses the official Alpaca SDK option_stream for WebSocket management.
+ */
+export declare class OptionDataStream extends EventEmitter {
+    private client;
+    private socket;
+    private state;
+    private feed;
+    private config;
+    private subscriptions;
+    private pendingSubscriptions;
+    constructor(client: AlpacaClient, config?: Partial<OptionStreamConfig>);
+    /**
+     * 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: OptionDataFeed): void;
+    /**
+     * Get the current data feed
+     */
+    getFeed(): OptionDataFeed;
+    /**
+     * Connect to the option data stream using SDK
+     */
+    connect(): Promise<void>;
+    /**
+     * Set up all data event handlers for SDK
+     */
+    private setupDataHandlers;
+    /**
+     * Disconnect from the option data stream
+     */
+    disconnect(): void;
+    /**
+     * Subscribe to market data
+     */
+    subscribe(request: SubscriptionRequest): void;
+    /**
+     * Unsubscribe from market data
+     */
+    unsubscribe(request: SubscriptionRequest): void;
+    /**
+     * Subscribe to option trades
+     */
+    subscribeTrades(symbols: string[]): void;
+    /**
+     * Subscribe to option quotes
+     */
+    subscribeQuotes(symbols: string[]): void;
+    /**
+     * Subscribe to option bars (not supported by SDK - logs warning)
+     */
+    subscribeBars(symbols: string[]): void;
+    /**
+     * Subscribe to all data types for option symbols
+     */
+    subscribeAll(symbols: string[]): void;
+    /**
+     * Unsubscribe from option trades
+     */
+    unsubscribeTrades(symbols: string[]): void;
+    /**
+     * Unsubscribe from option quotes
+     */
+    unsubscribeQuotes(symbols: string[]): void;
+    /**
+     * Unsubscribe from option bars (not supported)
+     */
+    unsubscribeBars(symbols: string[]): void;
+    /**
+     * Unsubscribe from all data types for option symbols
+     */
+    unsubscribeAll(symbols: string[]): void;
+    /**
+     * Subscribe to options by underlying symbol
+     * @param underlying The underlying stock symbol (not used in this implementation)
+     * @param contracts Array of option contract symbols to subscribe to
+     */
+    subscribeByUnderlying(underlying: string, contracts: string[]): void;
+    /**
+     * Send subscription request using SDK methods
+     */
+    private sendSubscription;
+    /**
+     * Send unsubscription request using SDK methods
+     */
+    private sendUnsubscription;
+    private convertTrade;
+    private convertQuote;
+    /**
+     * Type-safe event listener registration
+     */
+    on<K extends keyof OptionStreamEventMap>(event: K, listener: (data: OptionStreamEventMap[K]) => void): this;
+    /**
+     * Type-safe event emitter
+     */
+    emit<K extends keyof OptionStreamEventMap>(event: K, data?: OptionStreamEventMap[K]): boolean;
+}
+/**
+ * Create an option data stream for a client
+ */
+export declare function createOptionDataStream(client: AlpacaClient, config?: Partial<OptionStreamConfig>): OptionDataStream;
+export default OptionDataStream;
+//# sourceMappingURL=option-stream.d.ts.map

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

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