@adaptic/utils 0.0.383 → 0.1.0

package/dist/types/alpaca/trading/smart-orders.d.ts.map

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package/dist/types/alpaca/trading/trailing-stops.d.ts

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+/**
+ * Native Trailing Stop Orders Module
+ *
+ * This module provides functions for creating and managing native trailing stop orders
+ * using Alpaca's server-side trailing stop functionality. Native trailing stops are
+ * handled by Alpaca's servers, eliminating the need for client-side monitoring.
+ *
+ * Key benefits of native trailing stops:
+ * - Server-side execution ensures stops work even if your application is offline
+ * - No need for polling or websocket connections to monitor prices
+ * - Automatic high water mark (HWM) tracking by Alpaca
+ * - Support for both percentage-based and dollar-based trailing
+ */
+import { AlpacaClient } from '../client';
+import { AlpacaOrder, OrderSide, TimeInForce } from '../../types/alpaca-types';
+/**
+ * Parameters for creating a trailing stop order
+ */
+export interface TrailingStopParams {
+    /** Stock symbol */
+    symbol: string;
+    /** Number of shares */
+    qty: number;
+    /** Order side (usually 'sell' for closing long positions) */
+    side: OrderSide;
+    /** Trail by percentage (e.g., 1.0 = 1%). Must specify either trailPercent OR trailPrice */
+    trailPercent?: number;
+    /** Trail by fixed dollar amount. Must specify either trailPercent OR trailPrice */
+    trailPrice?: number;
+    /** Time in force (default: 'gtc') */
+    timeInForce?: TimeInForce;
+    /** Extended hours trading */
+    extendedHours?: boolean;
+    /** Client order ID for tracking */
+    clientOrderId?: string;
+}
+/**
+ * Result of trailing stop HWM query
+ */
+export interface TrailingStopHWMResult {
+    /** High water mark - the highest price seen since order placement (for sell stops) */
+    hwm: number | null;
+    /** Current calculated stop price based on HWM and trail amount */
+    currentStop: number | null;
+}
+/**
+ * Parameters for creating trailing stops across a portfolio
+ */
+export interface PortfolioTrailingStopParams {
+    /** Trail by percentage (e.g., 2.0 = 2%) */
+    trailPercent: number;
+    /** Time in force (default: 'gtc') */
+    timeInForce?: TimeInForce;
+    /** Symbols to exclude from trailing stop creation */
+    excludeSymbols?: string[];
+}
+/**
+ * Validation error for trailing stop parameters
+ */
+export declare class TrailingStopValidationError extends Error {
+    constructor(message: string);
+}
+/**
+ * Create a native trailing stop order
+ *
+ * The trailing stop automatically adjusts based on price movement:
+ * - For SELL: Stop rises as price rises, locks in when price falls
+ * - For BUY: Stop falls as price falls, triggers when price rises
+ *
+ * Must specify either trailPercent OR trailPrice (not both)
+ *
+ * @param client - AlpacaClient instance
+ * @param params - Trailing stop parameters
+ * @returns The created order
+ * @throws {TrailingStopValidationError} If parameters are invalid
+ * @throws {Error} If order creation fails
+ *
+ * @example
+ * ```typescript
+ * // Trail by 2% on a sell (closing long position)
+ * await createTrailingStop(client, {
+ *   symbol: 'AAPL',
+ *   qty: 100,
+ *   side: 'sell',
+ *   trailPercent: 2.0,
+ * });
+ *
+ * // Trail by $5 on a sell
+ * await createTrailingStop(client, {
+ *   symbol: 'AAPL',
+ *   qty: 100,
+ *   side: 'sell',
+ *   trailPrice: 5.00,
+ * });
+ * ```
+ */
+export declare function createTrailingStop(client: AlpacaClient, params: TrailingStopParams): Promise<AlpacaOrder>;
+/**
+ * Update an existing trailing stop order
+ *
+ * You can update the trail_percent or trail_price of an existing order.
+ * Note: Alpaca uses 'trail' parameter for replacements (works for both percent and price).
+ *
+ * @param client - AlpacaClient instance
+ * @param orderId - The ID of the order to update
+ * @param updates - New trail parameters (specify one of trailPercent or trailPrice)
+ * @returns The updated order
+ * @throws {Error} If no update parameters provided or update fails
+ *
+ * @example
+ * ```typescript
+ * // Tighten trailing stop to 1.5%
+ * await updateTrailingStop(client, 'order-id-123', { trailPercent: 1.5 });
+ *
+ * // Change to $3 trail
+ * await updateTrailingStop(client, 'order-id-123', { trailPrice: 3.00 });
+ * ```
+ */
+export declare function updateTrailingStop(client: AlpacaClient, orderId: string, updates: {
+    trailPercent?: number;
+    trailPrice?: number;
+}): Promise<AlpacaOrder>;
+/**
+ * Get the current high water mark (HWM) for a trailing stop
+ *
+ * The HWM is the highest price seen since order placement (for sell stops)
+ * or the lowest price (for buy stops). The current stop price is calculated
+ * based on the HWM and the trail amount.
+ *
+ * @param client - AlpacaClient instance
+ * @param orderId - The ID of the trailing stop order
+ * @returns Object containing HWM and current stop price (null if not yet established)
+ * @throws {Error} If order retrieval fails
+ *
+ * @example
+ * ```typescript
+ * const { hwm, currentStop } = await getTrailingStopHWM(client, 'order-id-123');
+ * console.log(`High water mark: $${hwm}, Current stop: $${currentStop}`);
+ * ```
+ */
+export declare function getTrailingStopHWM(client: AlpacaClient, orderId: string): Promise<TrailingStopHWMResult>;
+/**
+ * Cancel a trailing stop order
+ *
+ * @param client - AlpacaClient instance
+ * @param orderId - The ID of the trailing stop order to cancel
+ * @throws {Error} If cancellation fails
+ *
+ * @example
+ * ```typescript
+ * await cancelTrailingStop(client, 'order-id-123');
+ * ```
+ */
+export declare function cancelTrailingStop(client: AlpacaClient, orderId: string): Promise<void>;
+/**
+ * Create trailing stops for all positions in a portfolio
+ *
+ * This function creates trailing stop orders for all long positions in the portfolio,
+ * which is useful for applying blanket downside protection. Short positions are skipped.
+ *
+ * @param client - AlpacaClient instance
+ * @param params - Configuration for portfolio-wide trailing stops
+ * @returns Map of symbol to created order (symbols that failed are not included)
+ *
+ * @example
+ * ```typescript
+ * // Apply 3% trailing stops to all positions except TSLA and NVDA
+ * const orders = await createPortfolioTrailingStops(client, {
+ *   trailPercent: 3.0,
+ *   excludeSymbols: ['TSLA', 'NVDA'],
+ * });
+ *
+ * console.log(`Created ${orders.size} trailing stops`);
+ * for (const [symbol, order] of orders) {
+ *   console.log(`${symbol}: ${order.id}`);
+ * }
+ * ```
+ */
+export declare function createPortfolioTrailingStops(client: AlpacaClient, params: PortfolioTrailingStopParams): Promise<Map<string, AlpacaOrder>>;
+/**
+ * Get all open trailing stop orders
+ *
+ * @param client - AlpacaClient instance
+ * @param symbol - Optional symbol to filter by
+ * @returns Array of open trailing stop orders
+ *
+ * @example
+ * ```typescript
+ * // Get all trailing stops
+ * const allStops = await getOpenTrailingStops(client);
+ *
+ * // Get trailing stops for specific symbol
+ * const appleStops = await getOpenTrailingStops(client, 'AAPL');
+ * ```
+ */
+export declare function getOpenTrailingStops(client: AlpacaClient, symbol?: string): Promise<AlpacaOrder[]>;
+/**
+ * Check if a symbol has an active trailing stop order
+ *
+ * @param client - AlpacaClient instance
+ * @param symbol - Stock symbol to check
+ * @returns True if an active trailing stop exists for the symbol
+ *
+ * @example
+ * ```typescript
+ * if (await hasActiveTrailingStop(client, 'AAPL')) {
+ *   console.log('AAPL already has a trailing stop');
+ * }
+ * ```
+ */
+export declare function hasActiveTrailingStop(client: AlpacaClient, symbol: string): Promise<boolean>;
+/**
+ * Cancel all trailing stop orders for a specific symbol
+ *
+ * @param client - AlpacaClient instance
+ * @param symbol - Stock symbol
+ * @returns Number of orders canceled
+ *
+ * @example
+ * ```typescript
+ * const canceled = await cancelTrailingStopsForSymbol(client, 'AAPL');
+ * console.log(`Canceled ${canceled} trailing stop orders for AAPL`);
+ * ```
+ */
+export declare function cancelTrailingStopsForSymbol(client: AlpacaClient, symbol: string): Promise<number>;
+/**
+ * Default export object with all trailing stop functions
+ */
+declare const _default: {
+    createTrailingStop: typeof createTrailingStop;
+    updateTrailingStop: typeof updateTrailingStop;
+    getTrailingStopHWM: typeof getTrailingStopHWM;
+    cancelTrailingStop: typeof cancelTrailingStop;
+    createPortfolioTrailingStops: typeof createPortfolioTrailingStops;
+    getOpenTrailingStops: typeof getOpenTrailingStops;
+    hasActiveTrailingStop: typeof hasActiveTrailingStop;
+    cancelTrailingStopsForSymbol: typeof cancelTrailingStopsForSymbol;
+};
+export default _default;
+//# sourceMappingURL=trailing-stops.d.ts.map

package/dist/types/alpaca/trading/trailing-stops.d.ts.map

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