@adaptic/utils 0.0.383 → 0.0.901
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/README.md +153 -61
- package/dist/index.cjs +60090 -5244
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +59829 -5244
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +733 -383
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/alpaca-functions.test.d.ts +2 -0
- package/dist/types/__tests__/alpaca-functions.test.d.ts.map +1 -0
- package/dist/types/__tests__/api-endpoints.test.d.ts +2 -0
- package/dist/types/__tests__/api-endpoints.test.d.ts.map +1 -0
- package/dist/types/__tests__/asset-allocation.test.d.ts +2 -0
- package/dist/types/__tests__/asset-allocation.test.d.ts.map +1 -0
- package/dist/types/__tests__/auth-validator.test.d.ts +2 -0
- package/dist/types/__tests__/auth-validator.test.d.ts.map +1 -0
- package/dist/types/__tests__/cache.test.d.ts +2 -0
- package/dist/types/__tests__/cache.test.d.ts.map +1 -0
- package/dist/types/__tests__/errors.test.d.ts +2 -0
- package/dist/types/__tests__/errors.test.d.ts.map +1 -0
- package/dist/types/__tests__/financial-regression.test.d.ts +2 -0
- package/dist/types/__tests__/financial-regression.test.d.ts.map +1 -0
- package/dist/types/__tests__/format-tools.test.d.ts +2 -0
- package/dist/types/__tests__/format-tools.test.d.ts.map +1 -0
- package/dist/types/__tests__/http-keep-alive.test.d.ts +2 -0
- package/dist/types/__tests__/http-keep-alive.test.d.ts.map +1 -0
- package/dist/types/__tests__/http-timeout.test.d.ts +2 -0
- package/dist/types/__tests__/http-timeout.test.d.ts.map +1 -0
- package/dist/types/__tests__/logger.test.d.ts +2 -0
- package/dist/types/__tests__/logger.test.d.ts.map +1 -0
- package/dist/types/__tests__/market-time.test.d.ts +2 -0
- package/dist/types/__tests__/market-time.test.d.ts.map +1 -0
- package/dist/types/__tests__/misc-utils.test.d.ts +2 -0
- package/dist/types/__tests__/misc-utils.test.d.ts.map +1 -0
- package/dist/types/__tests__/paginator.test.d.ts +2 -0
- package/dist/types/__tests__/paginator.test.d.ts.map +1 -0
- package/dist/types/__tests__/performance-metrics.test.d.ts +2 -0
- package/dist/types/__tests__/performance-metrics.test.d.ts.map +1 -0
- package/dist/types/__tests__/polygon.test.d.ts +2 -0
- package/dist/types/__tests__/polygon.test.d.ts.map +1 -0
- package/dist/types/__tests__/price-utils.test.d.ts +2 -0
- package/dist/types/__tests__/price-utils.test.d.ts.map +1 -0
- package/dist/types/__tests__/property-based-financial.test.d.ts +2 -0
- package/dist/types/__tests__/property-based-financial.test.d.ts.map +1 -0
- package/dist/types/__tests__/rate-limiter.test.d.ts +2 -0
- package/dist/types/__tests__/rate-limiter.test.d.ts.map +1 -0
- package/dist/types/__tests__/schema-validation.test.d.ts +2 -0
- package/dist/types/__tests__/schema-validation.test.d.ts.map +1 -0
- package/dist/types/__tests__/technical-analysis.test.d.ts +2 -0
- package/dist/types/__tests__/technical-analysis.test.d.ts.map +1 -0
- package/dist/types/__tests__/time-utils.test.d.ts +2 -0
- package/dist/types/__tests__/time-utils.test.d.ts.map +1 -0
- package/dist/types/adaptic.d.ts +2 -2
- package/dist/types/adaptic.d.ts.map +1 -1
- package/dist/types/alpaca/client.d.ts +95 -0
- package/dist/types/alpaca/client.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/data.d.ts +281 -0
- package/dist/types/alpaca/crypto/data.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/index.d.ts +75 -0
- package/dist/types/alpaca/crypto/index.d.ts.map +1 -0
- package/dist/types/alpaca/crypto/orders.d.ts +221 -0
- package/dist/types/alpaca/crypto/orders.d.ts.map +1 -0
- package/dist/types/alpaca/index.d.ts +205 -0
- package/dist/types/alpaca/index.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/account.d.ts +34 -0
- package/dist/types/alpaca/legacy/account.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/assets.d.ts +13 -0
- package/dist/types/alpaca/legacy/assets.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/auth.d.ts +18 -0
- package/dist/types/alpaca/legacy/auth.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/index.d.ts +15 -0
- package/dist/types/alpaca/legacy/index.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/market-data.d.ts +32 -0
- package/dist/types/alpaca/legacy/market-data.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/orders.d.ts +84 -0
- package/dist/types/alpaca/legacy/orders.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/positions.d.ts +66 -0
- package/dist/types/alpaca/legacy/positions.d.ts.map +1 -0
- package/dist/types/alpaca/legacy/utils.d.ts +18 -0
- package/dist/types/alpaca/legacy/utils.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/bars.d.ts +142 -0
- package/dist/types/alpaca/market-data/bars.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/index.d.ts +13 -0
- package/dist/types/alpaca/market-data/index.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/news.d.ts +87 -0
- package/dist/types/alpaca/market-data/news.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/quotes.d.ts +85 -0
- package/dist/types/alpaca/market-data/quotes.d.ts.map +1 -0
- package/dist/types/alpaca/market-data/trades.d.ts +98 -0
- package/dist/types/alpaca/market-data/trades.d.ts.map +1 -0
- package/dist/types/alpaca/options/contracts.d.ts +279 -0
- package/dist/types/alpaca/options/contracts.d.ts.map +1 -0
- package/dist/types/alpaca/options/data.d.ts +126 -0
- package/dist/types/alpaca/options/data.d.ts.map +1 -0
- package/dist/types/alpaca/options/index.d.ts +17 -0
- package/dist/types/alpaca/options/index.d.ts.map +1 -0
- package/dist/types/alpaca/options/orders.d.ts +366 -0
- package/dist/types/alpaca/options/orders.d.ts.map +1 -0
- package/dist/types/alpaca/options/strategies.d.ts +224 -0
- package/dist/types/alpaca/options/strategies.d.ts.map +1 -0
- package/dist/types/alpaca/streams/base-stream.d.ts +143 -0
- package/dist/types/alpaca/streams/base-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts +173 -0
- package/dist/types/alpaca/streams/crypto-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/index.d.ts +54 -0
- package/dist/types/alpaca/streams/index.d.ts.map +1 -0
- package/dist/types/alpaca/streams/option-stream.d.ts +167 -0
- package/dist/types/alpaca/streams/option-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts +176 -0
- package/dist/types/alpaca/streams/stock-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts +277 -0
- package/dist/types/alpaca/streams/stream-manager.d.ts.map +1 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts +186 -0
- package/dist/types/alpaca/streams/trading-stream.d.ts.map +1 -0
- package/dist/types/alpaca/streams.d.ts +88 -0
- package/dist/types/alpaca/streams.d.ts.map +1 -0
- package/dist/types/alpaca/test-imports.d.ts +7 -0
- package/dist/types/alpaca/test-imports.d.ts.map +1 -0
- package/dist/types/alpaca/trading/account.d.ts +198 -0
- package/dist/types/alpaca/trading/account.d.ts.map +1 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts +162 -0
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/clock.d.ts +99 -0
- package/dist/types/alpaca/trading/clock.d.ts.map +1 -0
- package/dist/types/alpaca/trading/index.d.ts +15 -0
- package/dist/types/alpaca/trading/index.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts +203 -0
- package/dist/types/alpaca/trading/oco-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/order-utils.d.ts +404 -0
- package/dist/types/alpaca/trading/order-utils.d.ts.map +1 -0
- package/dist/types/alpaca/trading/orders.d.ts +199 -0
- package/dist/types/alpaca/trading/orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts +282 -0
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/positions.d.ts +389 -0
- package/dist/types/alpaca/trading/positions.d.ts.map +1 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts +301 -0
- package/dist/types/alpaca/trading/smart-orders.d.ts.map +1 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts +240 -0
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -0
- package/dist/types/alpaca-market-data-api.d.ts +12 -10
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +12 -12
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/alphavantage.d.ts +1 -1
- package/dist/types/alphavantage.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts +7 -1
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/cache/stampede-protected-cache.d.ts.map +1 -1
- package/dist/types/config/api-endpoints.d.ts +94 -0
- package/dist/types/config/api-endpoints.d.ts.map +1 -0
- package/dist/types/crypto.d.ts +2 -2
- package/dist/types/crypto.d.ts.map +1 -1
- package/dist/types/display-manager.d.ts +1 -1
- package/dist/types/display-manager.d.ts.map +1 -1
- package/dist/types/errors/index.d.ts +130 -0
- package/dist/types/errors/index.d.ts.map +1 -0
- package/dist/types/examples/asset-allocation-example.d.ts +7 -6
- package/dist/types/examples/asset-allocation-example.d.ts.map +1 -1
- package/dist/types/examples/rate-limiter-example.d.ts +7 -0
- package/dist/types/examples/rate-limiter-example.d.ts.map +1 -0
- package/dist/types/format-tools.d.ts.map +1 -1
- package/dist/types/http-timeout.d.ts +37 -0
- package/dist/types/http-timeout.d.ts.map +1 -0
- package/dist/types/index.d.ts +393 -55
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/logger.d.ts +56 -0
- package/dist/types/logger.d.ts.map +1 -0
- package/dist/types/logging.d.ts +1 -1
- package/dist/types/logging.d.ts.map +1 -1
- package/dist/types/market-hours.d.ts.map +1 -1
- package/dist/types/market-time.d.ts +75 -13
- package/dist/types/market-time.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/misc-utils.d.ts +4 -1
- package/dist/types/misc-utils.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts +4 -4
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/polygon-indices.d.ts +3 -3
- package/dist/types/polygon-indices.d.ts.map +1 -1
- package/dist/types/polygon.d.ts +1 -1
- package/dist/types/polygon.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/rate-limiter.d.ts +171 -0
- package/dist/types/rate-limiter.d.ts.map +1 -0
- package/dist/types/schemas/alpaca-schemas.d.ts +779 -0
- package/dist/types/schemas/alpaca-schemas.d.ts.map +1 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts +255 -0
- package/dist/types/schemas/alphavantage-schemas.d.ts.map +1 -0
- package/dist/types/schemas/index.d.ts +21 -0
- package/dist/types/schemas/index.d.ts.map +1 -0
- package/dist/types/schemas/polygon-schemas.d.ts +551 -0
- package/dist/types/schemas/polygon-schemas.d.ts.map +1 -0
- package/dist/types/schemas/validate-response.d.ts +88 -0
- package/dist/types/schemas/validate-response.d.ts.map +1 -0
- package/dist/types/technical-analysis.d.ts +9 -9
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/time-utils.d.ts.map +1 -1
- package/dist/types/types/adaptic-types.d.ts +1 -1
- package/dist/types/types/adaptic-types.d.ts.map +1 -1
- package/dist/types/types/alpaca-types.d.ts +172 -98
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/types/alphavantage-types.d.ts +2 -2
- package/dist/types/types/asset-allocation-types.d.ts +11 -11
- package/dist/types/types/index.d.ts +8 -8
- package/dist/types/types/index.d.ts.map +1 -1
- package/dist/types/types/logging-types.d.ts +2 -2
- package/dist/types/types/logging-types.d.ts.map +1 -1
- package/dist/types/types/market-time-types.d.ts +4 -4
- package/dist/types/types/market-time-types.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +3 -3
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/dist/types/types/polygon-indices-types.d.ts +6 -6
- package/dist/types/types/polygon-types.d.ts +3 -3
- package/dist/types/types/ta-types.d.ts +3 -3
- package/dist/types/utils/auth-validator.d.ts +32 -0
- package/dist/types/utils/auth-validator.d.ts.map +1 -0
- package/dist/types/utils/http-keep-alive.d.ts +110 -0
- package/dist/types/utils/http-keep-alive.d.ts.map +1 -0
- package/dist/types/utils/paginator.d.ts +154 -0
- package/dist/types/utils/paginator.d.ts.map +1 -0
- package/dist/types/utils/retry.d.ts +78 -0
- package/dist/types/utils/retry.d.ts.map +1 -0
- package/package.json +25 -5
- package/dist/types/alpaca-functions.d.ts +0 -233
- package/dist/types/alpaca-functions.d.ts.map +0 -1
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{"version":3,"file":"logging.d.ts","sourceRoot":"","sources":["../../src/logging.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAC;AAEnD;;;;;;;;GAQG;AACH,wBAAgB,GAAG,
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{"version":3,"file":"logging.d.ts","sourceRoot":"","sources":["../../src/logging.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,UAAU,EAAE,MAAM,uBAAuB,CAAC;AAEnD;;;;;;;;GAQG;AACH,wBAAgB,GAAG,CACjB,OAAO,EAAE,MAAM,EACf,OAAO,GAAE,UAA+C,GACvD,IAAI,CAGN"}
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{"version":3,"file":"market-hours.d.ts","sourceRoot":"","sources":["../../src/market-hours.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,cAAc;IAC7B,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,qBAAqB;IACpC,CAAC,WAAW,EAAE,MAAM,GAAG,cAAc,CAAC;CACvC;AAED,MAAM,WAAW,cAAc;IAC7B,CAAC,IAAI,EAAE,MAAM,GAAG,qBAAqB,CAAC;CACvC;AAED,MAAM,WAAW,iBAAiB;IAChC,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,kBAAkB;IACjC,CAAC,IAAI,EAAE,MAAM,GAAG,iBAAiB,CAAC;CACnC;AAED,MAAM,WAAW,iBAAiB;IAChC,CAAC,IAAI,EAAE,MAAM,GAAG,kBAAkB,CAAC;CACpC;AAED,eAAO,MAAM,cAAc,EAAE,
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{"version":3,"file":"market-hours.d.ts","sourceRoot":"","sources":["../../src/market-hours.ts"],"names":[],"mappings":"AAEA,MAAM,WAAW,cAAc;IAC7B,IAAI,EAAE,MAAM,CAAC;CACd;AAED,MAAM,WAAW,qBAAqB;IACpC,CAAC,WAAW,EAAE,MAAM,GAAG,cAAc,CAAC;CACvC;AAED,MAAM,WAAW,cAAc;IAC7B,CAAC,IAAI,EAAE,MAAM,GAAG,qBAAqB,CAAC;CACvC;AAED,MAAM,WAAW,iBAAiB;IAChC,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,WAAW,EAAE,MAAM,CAAC;IACpB,KAAK,EAAE,MAAM,CAAC;CACf;AAED,MAAM,WAAW,kBAAkB;IACjC,CAAC,IAAI,EAAE,MAAM,GAAG,iBAAiB,CAAC;CACnC;AAED,MAAM,WAAW,iBAAiB;IAChC,CAAC,IAAI,EAAE,MAAM,GAAG,kBAAkB,CAAC;CACpC;AAED,eAAO,MAAM,cAAc,EAAE,cAkD5B,CAAC;AAEF,eAAO,MAAM,iBAAiB,EAAE,iBA+E/B,CAAC"}
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import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig } from
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import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig } from "./types/market-time-types";
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getEarlyCloseTime(date: Date): number | null;
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* Handles timezone conversion from any input date.
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*/
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isMarketDay(date: Date): boolean;
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/**
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* Handles timezone conversion from any input date.
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*/
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* Check if a
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*
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*/
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private isWithinMarketHoursZoned;
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/**
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private
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/**
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@@ -72,6 +122,18 @@ export declare class MarketTimeUtil {
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*/
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/**
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|
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+
*/
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private getNextMarketDayZoned;
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/**
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|
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+
*/
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|
getNextMarketDay(date: Date): Date;
|
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|
private getDayBoundaries;
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|
private calculatePeriodStartDate;
|
|
@@ -138,7 +200,7 @@ export declare function getLastFullTradingDate(currentDate?: Date): {
|
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|
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|
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|
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|
*/
|
|
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|
-
export declare function getNextMarketDay({ referenceDate }?: {
|
|
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|
+
export declare function getNextMarketDay({ referenceDate, }?: {
|
|
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|
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|
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|
}): {
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|
date: Date;
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|
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-
{"version":3,"file":"market-time.d.ts","sourceRoot":"","sources":["../../src/market-time.ts"],"names":[],"mappings":"
|
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1
|
+
{"version":3,"file":"market-time.d.ts","sourceRoot":"","sources":["../../src/market-time.ts"],"names":[],"mappings":"AAcA,OAAO,EAEL,iBAAiB,EACjB,WAAW,EACX,gBAAgB,EAEhB,qBAAqB,EACrB,YAAY,EACZ,iBAAiB,EAClB,MAAM,2BAA2B,CAAC;AAGnC;;;;;;;GAOG;AACH,eAAO,MAAM,YAAY,EAAE,iBA0B1B,CAAC;AAEF;;GAEG;AACH,qBAAa,cAAc;IACzB,OAAO,CAAC,QAAQ,CAAS;IACzB,OAAO,CAAC,iBAAiB,CAAoB;IAE7C;;;;OAIG;gBAED,QAAQ,GAAE,MAA8B,EACxC,iBAAiB,GAAE,iBAAkC;IAOvD;;;;;OAKG;IACH,OAAO,CAAC,gBAAgB;IAQxB,OAAO,CAAC,UAAU;IAoBlB;;;;;OAKG;IACH,OAAO,CAAC,cAAc;IAKtB;;;;;OAKG;IACH,OAAO,CAAC,cAAc;IAYtB;;;;;OAKG;IACH,OAAO,CAAC,oBAAoB;IAM5B;;;;;OAKG;IACH,OAAO,CAAC,sBAAsB;IAa9B;;;;;OAKG;IACH,OAAO,CAAC,gBAAgB;IAIxB;;;;;OAKG;IACI,eAAe,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IAK3C;;;;;OAKG;IACI,iBAAiB,CAAC,IAAI,EAAE,IAAI,GAAG,MAAM,GAAG,IAAI;IAKnD;;;;;OAKG;IACI,WAAW,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IAKvC;;;;;OAKG;IACI,mBAAmB,CAAC,IAAI,EAAE,IAAI,GAAG,OAAO;IAK/C;;;;;OAKG;IACH,OAAO,CAAC,wBAAwB;IA4DhC;;;;;OAKG;IACH,OAAO,CAAC,wBAAwB;IAYhC;;;;OAIG;IACI,kBAAkB,CAAC,WAAW,GAAE,IAAiB,GAAG,IAAI;IAsB/D,OAAO,CAAC,gBAAgB;IAQjB,sBAAsB,CAAC,WAAW,GAAE,IAAiB,GAAG,IAAI;IA+BnE;;;;;;;;OAQG;IACH;;;;OAIG;IACH,OAAO,CAAC,qBAAqB;IAQ7B;;;;;OAKG;IACI,gBAAgB,CAAC,IAAI,EAAE,IAAI,GAAG,IAAI;IAKzC,OAAO,CAAC,gBAAgB;IA+DxB,OAAO,CAAC,wBAAwB;IAyCzB,mBAAmB,CAAC,EACzB,MAAM,EACN,GAAgB,EAChB,kBAAkB,EAClB,YAAoB,GACrB,EAAE,gBAAgB,GAAG,WAAW;IA4D1B,kBAAkB,CACvB,OAAO,GAAE;QAAE,IAAI,CAAC,EAAE,IAAI,CAAA;KAAO,GAC5B,qBAAqB;CA8EzB;AAED;;;;;GAKG;AACH,wBAAgB,oBAAoB,CAClC,QAAQ,CAAC,EAAE,MAAM,EACjB,kBAAkB,CAAC,EAAE,iBAAiB,GACrC,cAAc,CAEhB;AAED;;;;GAIG;AACH,wBAAgB,wBAAwB,CACtC,MAAM,GAAE,gBAAqB,GAC5B,WAAW,CAOb;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,OAAO,GAAE;IAAE,IAAI,CAAC,EAAE,IAAI,CAAA;CAAO,GAC5B,qBAAqB,CAGvB;AAED;;;;;;GAMG;AACH,wBAAgB,mBAAmB,CAAC,MAAM,GAAE,gBAAqB,GAAG;IAClE,KAAK,EAAE,IAAI,CAAC;IACZ,GAAG,EAAE,IAAI,CAAC;CACX,CAaA;AAED;;;GAGG;AACH,wBAAgB,0BAA0B,IAAI,MAAM,CAInD;AAED;;;;;;GAMG;AACH,wBAAgB,sBAAsB,CAAC,WAAW,GAAE,IAAiB,GAAG;IACtE,IAAI,EAAE,IAAI,CAAC;IACX,QAAQ,EAAE,MAAM,CAAC;CAClB,CAQA;AAED;;;;;;;;GAQG;AACH,wBAAgB,gBAAgB,CAAC,EAC/B,aAAa,GACd,GAAE;IAAE,aAAa,CAAC,EAAE,IAAI,CAAA;CAAO,GAAG;IACjC,IAAI,EAAE,IAAI,CAAC;IACX,QAAQ,EAAE,MAAM,CAAC;IACjB,aAAa,EAAE,MAAM,CAAC;CACvB,CAeA;AAED;;;GAGG;AACH,eAAO,MAAM,aAAa,QAAO,IAEhC,CAAC;AAEF;;;;GAIG;AACH,wBAAgB,WAAW,CACzB,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG;IAAE,IAAI,EAAE,MAAM,CAAC;IAAC,KAAK,EAAE,MAAM,CAAC;IAAC,GAAG,EAAE,MAAM,CAAA;CAAE,GACnE,IAAI,CAcN;AAED;;;;GAIG;AACH,wBAAgB,cAAc,CAAC,IAAI,EAAE,MAAM,GAAG,MAAM,GAAG,IAAI,GAAG,MAAM,CAanE;AAED;;;;GAIG;AACH,eAAO,MAAM,aAAa,GAAI,OAAO,IAAI,KAAG,QAAQ,GAAG,QAyCtD,CAAC;AAEF;;;;;GAKG;AACH,wBAAgB,eAAe,CAAC,OAAO,GAAE;IAAE,IAAI,CAAC,EAAE,IAAI,CAAA;CAAO,GAAG,YAAY,CAoH3E"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"
|
|
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;AAGzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAqJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA0FrB;AA0SD,wBAA8B,iBAAiB,CAC7C,KAAK,EAAE,KAAK,CAAC,KAAK,EAClB,SAAS,EAAE,GAAG,EAAE,EAChB,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,YAAY,CAAC,CA+BvB"}
|
|
@@ -1,5 +1,5 @@
|
|
|
1
1
|
declare const LOG_TYPES: readonly ["info", "warn", "error", "debug", "trace"];
|
|
2
|
-
type LogType = typeof LOG_TYPES[number];
|
|
2
|
+
type LogType = (typeof LOG_TYPES)[number];
|
|
3
3
|
/**
|
|
4
4
|
* Debug logging utility that respects environment debug flags.
|
|
5
5
|
* Logs messages to the console based on the specified log level.
|
|
@@ -30,6 +30,9 @@ export declare function hideApiKeyFromurl(url: string): string;
|
|
|
30
30
|
* Fetches a resource with intelligent retry logic for handling transient errors.
|
|
31
31
|
* Features enhanced error logging, rate limit detection, and adaptive backoff.
|
|
32
32
|
*
|
|
33
|
+
* This is a wrapper around the new retry utility for backward compatibility.
|
|
34
|
+
* It wraps fetch calls with retry logic using exponential backoff.
|
|
35
|
+
*
|
|
33
36
|
* @param url - The URL to fetch.
|
|
34
37
|
* @param options - Optional fetch options.
|
|
35
38
|
* @param retries - The number of retry attempts. Defaults to 3.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"misc-utils.d.ts","sourceRoot":"","sources":["../../src/misc-utils.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"misc-utils.d.ts","sourceRoot":"","sources":["../../src/misc-utils.ts"],"names":[],"mappings":"AAKA,QAAA,MAAM,SAAS,sDAAuD,CAAC;AAEvE,KAAK,OAAO,GAAG,CAAC,OAAO,SAAS,CAAC,CAAC,MAAM,CAAC,CAAC;AAE1C;;;;;;;;;;;;GAYG;AACH,eAAO,MAAM,UAAU,GACrB,SAAS,MAAM,EACf,OAAO,OAAO,EACd,OAAM,OAAgB,SAsCvB,CAAC;AAqBF;;;;;;;;;;GAUG;AACH,wBAAgB,iBAAiB,CAAC,GAAG,EAAE,MAAM,GAAG,MAAM,CAiBrD;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,cAAc,CAClC,GAAG,EAAE,MAAM,EACX,OAAO,GAAE,WAAgB,EACzB,OAAO,GAAE,MAAU,EACnB,cAAc,GAAE,MAAa,GAC5B,OAAO,CAAC,QAAQ,CAAC,CAoDnB;AAED;;;;GAIG;AACH,wBAAsB,qBAAqB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,OAAO,CAAC,CAoB5E"}
|
|
@@ -1,12 +1,12 @@
|
|
|
1
|
-
import { PortfolioHistory, BenchmarkBar, CalculateBetaResult } from
|
|
2
|
-
import { PerformanceMetrics, FetchPerformanceMetricsProps } from
|
|
1
|
+
import { PortfolioHistory, PortfolioHistoryResponse, BenchmarkBar, CalculateBetaResult } from "./types/alpaca-types";
|
|
2
|
+
import { PerformanceMetrics, FetchPerformanceMetricsProps } from "./types/metrics-types";
|
|
3
3
|
/**
|
|
4
4
|
* Calculates the alpha, beta, and annualized Alpha of the portfolio compared to a benchmark.
|
|
5
5
|
* @param portfolioHistory - The portfolio history data.
|
|
6
6
|
* @param benchmarkBars - The historical price data of the benchmark.
|
|
7
7
|
* @returns An object containing alpha, beta, and annualized alpha.
|
|
8
8
|
*/
|
|
9
|
-
export declare function calculateAlphaAndBeta(portfolioHistory:
|
|
9
|
+
export declare function calculateAlphaAndBeta(portfolioHistory: PortfolioHistoryResponse, benchmarkBars: BenchmarkBar[]): Promise<{
|
|
10
10
|
alpha: string;
|
|
11
11
|
alphaAnnualized: string;
|
|
12
12
|
beta: string;
|
|
@@ -73,7 +73,7 @@ export declare function calculateBetaFromReturns(portfolioReturns: number[], ben
|
|
|
73
73
|
* @param benchmarkBars - The historical price data of the benchmark.
|
|
74
74
|
* @returns Information ratio as a formatted string.
|
|
75
75
|
*/
|
|
76
|
-
export declare function calculateInformationRatio(portfolioHistory:
|
|
76
|
+
export declare function calculateInformationRatio(portfolioHistory: PortfolioHistoryResponse, benchmarkBars: BenchmarkBar[]): Promise<string>;
|
|
77
77
|
/**
|
|
78
78
|
* Fetches performance metrics for a given Alpaca account.
|
|
79
79
|
* @param params - The parameters for fetching performance metrics.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"
|
|
1
|
+
{"version":3,"file":"performance-metrics.d.ts","sourceRoot":"","sources":["../../src/performance-metrics.ts"],"names":[],"mappings":"AAKA,OAAO,EAEL,gBAAgB,EAChB,wBAAwB,EACxB,YAAY,EACZ,mBAAmB,EAKpB,MAAM,sBAAsB,CAAC;AAK9B,OAAO,EACL,kBAAkB,EAClB,4BAA4B,EAC7B,MAAM,uBAAuB,CAAC;AAiU/B;;;;;GAKG;AACH,wBAAsB,qBAAqB,CACzC,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC;IACT,KAAK,EAAE,MAAM,CAAC;IACd,eAAe,EAAE,MAAM,CAAC;IACxB,IAAI,EAAE,MAAM,CAAC;CACd,CAAC,CA0ND;AAkCD,UAAU,cAAc;IACtB,qBAAqB,EAAE,MAAM,CAAC;IAC9B,gBAAgB,EAAE,MAAM,CAAC;IACzB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,SAAS,EAAE,MAAM,CAAC;IAClB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,MAAM,CAAC;IACvB,aAAa,CAAC,EAAE,MAAM,CAAC;IACvB,cAAc,CAAC,EAAE,MAAM,CAAC;IACxB,yBAAyB,EAAE,MAAM,CAAC;CACnC;AAED;;;;;;;GAOG;AACH,wBAAgB,wBAAwB,CACtC,MAAM,EAAE,MAAM,EAAE,EAChB,OAAO,GAAE;IACP,QAAQ,CAAC,EAAE,MAAM,CAAC;IAClB,eAAe,CAAC,EAAE,MAAM,CAAC;CACrB,GACL,cAAc,CAuHhB;AAED;;;;;;GAMG;AACH,wBAAgB,oBAAoB,CAClC,MAAM,EAAE,MAAM,EAAE,EAChB,QAAQ,GAAE,MAAU,GACnB,MAAM,CAGR;AAED;;;;;GAKG;AACH,wBAAgB,qBAAqB,CAAC,MAAM,EAAE,MAAM,EAAE,GAAG,MAAM,EAAE,CAchE;AAED;;;;;GAKG;AACH,wBAAgB,kBAAkB,CAChC,gBAAgB,EAAE,gBAAgB,EAClC,aAAa,EAAE,YAAY,EAAE,GAC5B;IAAE,uBAAuB,EAAE,MAAM,EAAE,CAAC;IAAC,uBAAuB,EAAE,MAAM,EAAE,CAAA;CAAE,CA4E1E;AAkFD;;;;;GAKG;AACH,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CAsDrB;AAED;;;;;GAKG;AACH,wBAAsB,yBAAyB,CAC7C,gBAAgB,EAAE,wBAAwB,EAC1C,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,MAAM,CAAC,CA8GjB;AAED;;;;;;;;GAQG;AACH,wBAAsB,uBAAuB,CAAC,EAC5C,MAAM,EACN,MAAM,EACN,SAAS,EACT,aAAa,GACd,EAAE,4BAA4B,GAAG,OAAO,CAAC,kBAAkB,CAAC,CAwK5D"}
|
|
@@ -3,7 +3,7 @@
|
|
|
3
3
|
*
|
|
4
4
|
* This module provides functions to interact with the Polygon.io Indices API.
|
|
5
5
|
*/
|
|
6
|
-
import { PolygonIndicesAggregatesParams, PolygonIndicesAggregatesResponse, PolygonIndicesPrevCloseResponse, PolygonIndicesDailyOpenCloseResponse, PolygonIndicesSnapshotParams, PolygonIndicesSnapshotResponse } from
|
|
6
|
+
import { PolygonIndicesAggregatesParams, PolygonIndicesAggregatesResponse, PolygonIndicesPrevCloseResponse, PolygonIndicesDailyOpenCloseResponse, PolygonIndicesSnapshotParams, PolygonIndicesSnapshotResponse } from "./types";
|
|
7
7
|
/**
|
|
8
8
|
* Fetches aggregate bars for an index over a given date range in custom time window sizes.
|
|
9
9
|
*
|
|
@@ -59,7 +59,7 @@ export declare const fetchIndicesSnapshot: (params?: PolygonIndicesSnapshotParam
|
|
|
59
59
|
* @param {string} [options.order] - Order results
|
|
60
60
|
* @param {number} [options.limit] - Limit the number of results
|
|
61
61
|
* @param {string} [options.sort] - Sort field
|
|
62
|
-
* @returns {Promise<
|
|
62
|
+
* @returns {Promise<PolygonIndicesSnapshotResponse>} The universal snapshot response
|
|
63
63
|
*/
|
|
64
64
|
export declare const fetchUniversalSnapshot: (tickers: string[], options?: {
|
|
65
65
|
apiKey?: string;
|
|
@@ -67,7 +67,7 @@ export declare const fetchUniversalSnapshot: (tickers: string[], options?: {
|
|
|
67
67
|
order?: string;
|
|
68
68
|
limit?: number;
|
|
69
69
|
sort?: string;
|
|
70
|
-
}) => Promise<
|
|
70
|
+
}) => Promise<PolygonIndicesSnapshotResponse>;
|
|
71
71
|
/**
|
|
72
72
|
* Converts Polygon Indices bar data to a more standardized format
|
|
73
73
|
*
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"polygon-indices.d.ts","sourceRoot":"","sources":["../../src/polygon-indices.ts"],"names":[],"mappings":"AAAA;;;;GAIG;
|
|
1
|
+
{"version":3,"file":"polygon-indices.d.ts","sourceRoot":"","sources":["../../src/polygon-indices.ts"],"names":[],"mappings":"AAAA;;;;GAIG;AAKH,OAAO,EACL,8BAA8B,EAC9B,gCAAgC,EAChC,+BAA+B,EAC/B,oCAAoC,EACpC,4BAA4B,EAC5B,8BAA8B,EAE/B,MAAM,SAAS,CAAC;AAyBjB;;;;;;;GAOG;AACH,eAAO,MAAM,sBAAsB,GACjC,QAAQ,8BAA8B,EACtC,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,gCAAgC,CA6C1C,CAAC;AAEF;;;;;;;GAOG;AACH,eAAO,MAAM,yBAAyB,GACpC,eAAe,MAAM,EACrB,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,+BAA+B,CA2BzC,CAAC;AAEF;;;;;;;;GAQG;AACH,eAAO,MAAM,0BAA0B,GACrC,eAAe,MAAM,EACrB,MAAM,MAAM,EACZ,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,oCAAoC,CA2B9C,CAAC;AAEF;;;;;;;GAOG;AACH,eAAO,MAAM,oBAAoB,GAC/B,SAAS,4BAA4B,EACrC,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,8BAA8B,CAyCxC,CAAC;AAEF;;;;;;;;;;;GAWG;AACH,eAAO,MAAM,sBAAsB,GACjC,SAAS,MAAM,EAAE,EACjB,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,IAAI,CAAC,EAAE,MAAM,CAAC;IACd,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;CACf,KACA,OAAO,CAAC,8BAA8B,CA6CxC,CAAC;AAEF;;;;;GAKG;AACH,eAAO,MAAM,oBAAoB,GAC/B,MAAM,gCAAgC,KACrC,KAAK,CAAC;IACP,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,IAAI,EAAE,MAAM,CAAC;IACb,GAAG,EAAE,MAAM,CAAC;IACZ,KAAK,EAAE,MAAM,CAAC;IACd,SAAS,EAAE,MAAM,CAAC;CACnB,CAYA,CAAC"}
|
package/dist/types/polygon.d.ts
CHANGED
|
@@ -1,7 +1,7 @@
|
|
|
1
1
|
/**********************************************************************************
|
|
2
2
|
* Polygon.io calls
|
|
3
3
|
**********************************************************************************/
|
|
4
|
-
import { PolygonQuote, PolygonPriceData, PolygonGroupedDailyResponse, PolygonTickerInfo, PolygonDailyOpenClose, PolygonTradesResponse } from
|
|
4
|
+
import { PolygonQuote, PolygonPriceData, PolygonGroupedDailyResponse, PolygonTickerInfo, PolygonDailyOpenClose, PolygonTradesResponse } from "./types";
|
|
5
5
|
/**
|
|
6
6
|
* Fetches general information about a stock ticker.
|
|
7
7
|
* @param {string} symbol - The stock ticker symbol to fetch information for.
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"polygon.d.ts","sourceRoot":"","sources":["../../src/polygon.ts"],"names":[],"mappings":"AAAA;;oFAEoF;
|
|
1
|
+
{"version":3,"file":"polygon.d.ts","sourceRoot":"","sources":["../../src/polygon.ts"],"names":[],"mappings":"AAAA;;oFAEoF;AAIpF,OAAO,EACL,YAAY,EACZ,gBAAgB,EAChB,2BAA2B,EAE3B,iBAAiB,EACjB,qBAAqB,EACrB,qBAAqB,EAEtB,MAAM,SAAS,CAAC;AAajB;;;;;;GAMG;AAEH,eAAO,MAAM,eAAe,GAC1B,QAAQ,MAAM,EACd,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,iBAAiB,GAAG,IAAI,CAiGlC,CAAC;AAGF;;;;;;GAMG;AAEH,eAAO,MAAM,cAAc,GACzB,QAAQ,MAAM,EACd,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,YAAY,CAmEtB,CAAC;AAGF;;;;;;;;;;;;GAYG;AAEH,eAAO,MAAM,WAAW,GACtB,QAAQ;IACN,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,MAAM,CAAC;IACd,GAAG,CAAC,EAAE,MAAM,CAAC;IACb,UAAU,EAAE,MAAM,CAAC;IACnB,QAAQ,EAAE,MAAM,CAAC;IACjB,KAAK,CAAC,EAAE,MAAM,CAAC;CAChB,EACD,UAAU;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,KAC5B,OAAO,CAAC,gBAAgB,EAAE,CAgG5B,CAAC;AAEF;;;;GAIG;AAEH,wBAAgB,uBAAuB,CAAC,SAAS,EAAE,gBAAgB,EAAE,GAAG,MAAM,CA8C7E;AAID;;;;;;;;GAQG;AAEH,eAAO,MAAM,iBAAiB,GAC5B,MAAM,MAAM,EACZ,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAC;IACnB,UAAU,CAAC,EAAE,OAAO,CAAC;CACtB,KACA,OAAO,CAAC,2BAA2B,CAoErC,CAAC;AAEF;;;;GAIG;AAEH,wBAAgB,eAAe,CAAC,SAAS,EAAE,gBAAgB,EAAE,GAAG,MAAM,CAoBrE;AAED,eAAO,MAAM,mBAAmB;AAC9B;;;;;;;;GAQG;AAEH,QAAQ,MAAM,EACd,OAAM,IAAiB,EACvB,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,QAAQ,CAAC,EAAE,OAAO,CAAC;CACpB,KACA,OAAO,CAAC,qBAAqB,CA6B/B,CAAC;AAIF;;;;;GAKG;AAEH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,MAAM,EACd,aAAa,CAAC,EAAE,IAAI,EACpB,OAAO,CAAC,EAAE;IAAE,MAAM,CAAC,EAAE,MAAM,CAAA;CAAE,GAC5B,OAAO,CAAC;IAAE,KAAK,EAAE,MAAM,CAAC;IAAC,IAAI,EAAE,IAAI,CAAA;CAAE,CAAC,CAcxC;AAED;;;;;;;;;;;;;;GAcG;AAEH,eAAO,MAAM,WAAW,GACtB,QAAQ,MAAM,EACd,UAAU;IACR,MAAM,CAAC,EAAE,MAAM,CAAC;IAChB,SAAS,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC5B,WAAW,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC9B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,WAAW,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC9B,YAAY,CAAC,EAAE,MAAM,GAAG,MAAM,CAAC;IAC/B,KAAK,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IACvB,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,IAAI,CAAC,EAAE,MAAM,CAAC;CACf,KACA,OAAO,CAAC,qBAAqB,CAgE/B,CAAC"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"price-utils.d.ts","sourceRoot":"","sources":["../../src/price-utils.ts"],"names":[],"mappings":"AAEA,OAAgB,EAAS,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAe,cAAc,EAAE,MAAM,eAAe,CAAC;
|
|
1
|
+
{"version":3,"file":"price-utils.d.ts","sourceRoot":"","sources":["../../src/price-utils.ts"],"names":[],"mappings":"AAEA,OAAgB,EAAS,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChE,OAAO,EAAE,WAAW,EAAE,sBAAsB,EAAE,MAAM,eAAe,CAAC;AACpE,OAAO,EAAe,cAAc,EAAE,MAAM,eAAe,CAAC;AAyE5D,eAAO,MAAM,gBAAgB,GAAU,OAAO,KAAK,CAAC,KAAK,KAAG,OAAO,CAAC,MAAM,CAiBzE,CAAC;AAEF;;;;GAIG;AACH,wBAAgB,eAAe,CAAC,KAAK,EAAE,MAAM,GAAG,MAAM,CAMrD;AAED,wBAAgB,eAAe,CAC7B,UAAU,EAAE,WAAW,EAAE,EACzB,gBAAgB,CAAC,EAAE,sBAAsB,EACzC,cAAc,CAAC,EAAE,cAAc,EAC/B,MAAM,CAAC,EAAE,MAAM;;;;;;;;;;;;;;EAsHhB"}
|
|
@@ -0,0 +1,171 @@
|
|
|
1
|
+
/**
|
|
2
|
+
* Token bucket rate limiter for external API integrations
|
|
3
|
+
*
|
|
4
|
+
* Implements client-side rate limiting to prevent exceeding API quotas
|
|
5
|
+
* and ensure fair usage of external services like Alpaca, Polygon, and AlphaVantage.
|
|
6
|
+
*
|
|
7
|
+
* @example
|
|
8
|
+
* ```typescript
|
|
9
|
+
* import { rateLimiters } from '@adaptic/utils';
|
|
10
|
+
*
|
|
11
|
+
* // Before making an API call
|
|
12
|
+
* await rateLimiters.alpaca.acquire();
|
|
13
|
+
* const result = await makeAlpacaApiCall();
|
|
14
|
+
* ```
|
|
15
|
+
*/
|
|
16
|
+
import { RateLimitError } from "./errors";
|
|
17
|
+
export { RateLimitError };
|
|
18
|
+
/**
|
|
19
|
+
* Configuration for a rate limiter instance
|
|
20
|
+
*/
|
|
21
|
+
export interface RateLimiterConfig {
|
|
22
|
+
/** Maximum number of tokens (requests) that can be accumulated */
|
|
23
|
+
maxTokens: number;
|
|
24
|
+
/** Rate at which tokens are refilled (tokens per second) */
|
|
25
|
+
refillRate: number;
|
|
26
|
+
/** Human-readable label for logging and error messages */
|
|
27
|
+
label: string;
|
|
28
|
+
/** Maximum time to wait for a token before timing out (milliseconds) */
|
|
29
|
+
timeoutMs?: number;
|
|
30
|
+
}
|
|
31
|
+
/**
|
|
32
|
+
* Token bucket rate limiter implementation
|
|
33
|
+
*
|
|
34
|
+
* Uses the token bucket algorithm to control the rate of API requests.
|
|
35
|
+
* Tokens are consumed on each request and refilled at a constant rate.
|
|
36
|
+
* Requests that exceed the available tokens are queued and processed
|
|
37
|
+
* when tokens become available.
|
|
38
|
+
*/
|
|
39
|
+
export declare class TokenBucketRateLimiter {
|
|
40
|
+
private readonly config;
|
|
41
|
+
private tokens;
|
|
42
|
+
private lastRefill;
|
|
43
|
+
private queue;
|
|
44
|
+
private readonly timeoutMs;
|
|
45
|
+
private processingQueue;
|
|
46
|
+
/**
|
|
47
|
+
* Creates a new rate limiter instance
|
|
48
|
+
*
|
|
49
|
+
* @param config - Rate limiter configuration
|
|
50
|
+
*
|
|
51
|
+
* @example
|
|
52
|
+
* ```typescript
|
|
53
|
+
* // Alpaca: 200 requests per minute
|
|
54
|
+
* const alpacaLimiter = new TokenBucketRateLimiter({
|
|
55
|
+
* maxTokens: 200,
|
|
56
|
+
* refillRate: 200 / 60, // ~3.33 per second
|
|
57
|
+
* label: 'alpaca',
|
|
58
|
+
* timeoutMs: 60000
|
|
59
|
+
* });
|
|
60
|
+
* ```
|
|
61
|
+
*/
|
|
62
|
+
constructor(config: RateLimiterConfig);
|
|
63
|
+
/**
|
|
64
|
+
* Acquires a token for making an API request
|
|
65
|
+
*
|
|
66
|
+
* If a token is available, it is consumed immediately.
|
|
67
|
+
* If no tokens are available, the request is queued and will resolve
|
|
68
|
+
* when a token becomes available or reject if it times out.
|
|
69
|
+
*
|
|
70
|
+
* @throws {RateLimitError} If the request times out waiting for a token
|
|
71
|
+
*
|
|
72
|
+
* @example
|
|
73
|
+
* ```typescript
|
|
74
|
+
* try {
|
|
75
|
+
* await limiter.acquire();
|
|
76
|
+
* // Make API call
|
|
77
|
+
* } catch (error) {
|
|
78
|
+
* if (error instanceof RateLimitError) {
|
|
79
|
+
* // Handle rate limit timeout
|
|
80
|
+
* }
|
|
81
|
+
* }
|
|
82
|
+
* ```
|
|
83
|
+
*/
|
|
84
|
+
acquire(): Promise<void>;
|
|
85
|
+
/**
|
|
86
|
+
* Refills tokens based on elapsed time and processes queued requests
|
|
87
|
+
*
|
|
88
|
+
* Tokens are refilled at the configured rate up to the maximum capacity.
|
|
89
|
+
* If tokens are available after refilling, queued requests are processed.
|
|
90
|
+
*/
|
|
91
|
+
private refill;
|
|
92
|
+
/**
|
|
93
|
+
* Processes queued requests when tokens are available
|
|
94
|
+
*
|
|
95
|
+
* Prevents concurrent queue processing to ensure FIFO order.
|
|
96
|
+
*/
|
|
97
|
+
private processQueue;
|
|
98
|
+
/**
|
|
99
|
+
* Gets the current number of available tokens
|
|
100
|
+
*
|
|
101
|
+
* @returns Number of tokens currently available
|
|
102
|
+
*/
|
|
103
|
+
getAvailableTokens(): number;
|
|
104
|
+
/**
|
|
105
|
+
* Gets the current queue length
|
|
106
|
+
*
|
|
107
|
+
* @returns Number of requests waiting for tokens
|
|
108
|
+
*/
|
|
109
|
+
getQueueLength(): number;
|
|
110
|
+
/**
|
|
111
|
+
* Clears all queued requests and resets the token bucket
|
|
112
|
+
*
|
|
113
|
+
* All queued requests will be rejected with a RateLimitError.
|
|
114
|
+
* Useful for cleanup or when changing rate limit configurations.
|
|
115
|
+
*/
|
|
116
|
+
reset(): void;
|
|
117
|
+
}
|
|
118
|
+
/**
|
|
119
|
+
* Pre-configured rate limiters for common external APIs
|
|
120
|
+
*
|
|
121
|
+
* These limiters are configured based on the documented rate limits
|
|
122
|
+
* for each service. Adjust the configurations if you have different
|
|
123
|
+
* tier access or if limits change.
|
|
124
|
+
*
|
|
125
|
+
* @example
|
|
126
|
+
* ```typescript
|
|
127
|
+
* import { rateLimiters } from '@adaptic/utils';
|
|
128
|
+
*
|
|
129
|
+
* // Use before making API calls
|
|
130
|
+
* await rateLimiters.alpaca.acquire();
|
|
131
|
+
* await rateLimiters.polygon.acquire();
|
|
132
|
+
* await rateLimiters.alphaVantage.acquire();
|
|
133
|
+
* ```
|
|
134
|
+
*/
|
|
135
|
+
export declare const rateLimiters: {
|
|
136
|
+
/**
|
|
137
|
+
* Alpaca API rate limiter
|
|
138
|
+
*
|
|
139
|
+
* Configured for 200 requests per minute.
|
|
140
|
+
* See: https://alpaca.markets/docs/api-references/trading-api/#rate-limit
|
|
141
|
+
*/
|
|
142
|
+
alpaca: TokenBucketRateLimiter;
|
|
143
|
+
/**
|
|
144
|
+
* Polygon.io API rate limiter
|
|
145
|
+
*
|
|
146
|
+
* Configured for 5 requests per second (basic plan).
|
|
147
|
+
* Adjust if you have a different subscription tier.
|
|
148
|
+
* See: https://polygon.io/pricing
|
|
149
|
+
*/
|
|
150
|
+
polygon: TokenBucketRateLimiter;
|
|
151
|
+
/**
|
|
152
|
+
* AlphaVantage API rate limiter
|
|
153
|
+
*
|
|
154
|
+
* Configured for 5 requests per minute (free tier).
|
|
155
|
+
* For premium tier (75/min), create a custom limiter:
|
|
156
|
+
*
|
|
157
|
+
* @example
|
|
158
|
+
* ```typescript
|
|
159
|
+
* const premiumAV = new TokenBucketRateLimiter({
|
|
160
|
+
* maxTokens: 75,
|
|
161
|
+
* refillRate: 75 / 60,
|
|
162
|
+
* label: 'alphaVantage-premium',
|
|
163
|
+
* timeoutMs: 60000,
|
|
164
|
+
* });
|
|
165
|
+
* ```
|
|
166
|
+
*
|
|
167
|
+
* See: https://www.alphavantage.co/premium/
|
|
168
|
+
*/
|
|
169
|
+
alphaVantage: TokenBucketRateLimiter;
|
|
170
|
+
};
|
|
171
|
+
//# sourceMappingURL=rate-limiter.d.ts.map
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
{"version":3,"file":"rate-limiter.d.ts","sourceRoot":"","sources":["../../src/rate-limiter.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;GAcG;AAGH,OAAO,EAAE,cAAc,EAAE,MAAM,UAAU,CAAC;AAC1C,OAAO,EAAE,cAAc,EAAE,CAAC;AAE1B;;GAEG;AACH,MAAM,WAAW,iBAAiB;IAChC,kEAAkE;IAClE,SAAS,EAAE,MAAM,CAAC;IAClB,4DAA4D;IAC5D,UAAU,EAAE,MAAM,CAAC;IACnB,0DAA0D;IAC1D,KAAK,EAAE,MAAM,CAAC;IACd,wEAAwE;IACxE,SAAS,CAAC,EAAE,MAAM,CAAC;CACpB;AAcD;;;;;;;GAOG;AACH,qBAAa,sBAAsB;IAuBrB,OAAO,CAAC,QAAQ,CAAC,MAAM;IAtBnC,OAAO,CAAC,MAAM,CAAS;IACvB,OAAO,CAAC,UAAU,CAAS;IAC3B,OAAO,CAAC,KAAK,CAAuB;IACpC,OAAO,CAAC,QAAQ,CAAC,SAAS,CAAS;IACnC,OAAO,CAAC,eAAe,CAAkB;IAEzC;;;;;;;;;;;;;;;OAeG;gBAC0B,MAAM,EAAE,iBAAiB;IAMtD;;;;;;;;;;;;;;;;;;;;OAoBG;IACG,OAAO,IAAI,OAAO,CAAC,IAAI,CAAC;IAkD9B;;;;;OAKG;IACH,OAAO,CAAC,MAAM;IAYd;;;;OAIG;IACH,OAAO,CAAC,YAAY;IA6BpB;;;;OAIG;IACH,kBAAkB,IAAI,MAAM;IAK5B;;;;OAIG;IACH,cAAc,IAAI,MAAM;IAIxB;;;;;OAKG;IACH,KAAK,IAAI,IAAI;CAwBd;AAED;;;;;;;;;;;;;;;;GAgBG;AACH,eAAO,MAAM,YAAY;IACvB;;;;;OAKG;;IAQH;;;;;;OAMG;;IAQH;;;;;;;;;;;;;;;;;OAiBG;;CAOJ,CAAC"}
|