@adaptic/utils 0.0.980 → 0.0.982

package/dist/index.mjs

@@ -5844,7 +5844,30 @@ async function getOrders$1(auth, params = {}) {
         return allOrders;
     }
     catch (error) {
-        getLogger().error("Error in getOrders:", error);
+        const isTransient = isTransientNetworkError(error);
+        const errMsg = error instanceof Error ? error.message : String(error);
+        const logMeta = {
+            source: "AlpacaLegacy.getOrders",
+            error: errMsg,
+            ...(isTransient
+                ? {
+                    transient: true,
+                    recoveryHint: "Upstream caller should retry on next cycle",
+                }
+                : {}),
+        };
+        // Transient network errors (fetch timeouts, ECONNRESET) are
+        // recoverable; log at WARN. Non-transient failures (4xx/auth)
+        // stay at ERROR. Previous call also passed the raw Error as the
+        // second argument, which Pino treats as context not as `err`,
+        // producing empty `err` fields in production logs — fix by
+        // serializing to an explicit string message.
+        if (isTransient) {
+            getLogger().warn(`Error in getOrders: ${errMsg}`, logMeta);
+        }
+        else {
+            getLogger().error(`Error in getOrders: ${errMsg}`, logMeta);
+        }
         throw error;
     }
 }
@@ -9232,6 +9255,172 @@ function getEquityValues(equityData, portfolioHistory, marketTimeUtil, period) {
     };
 }
 
+// risk-free-rate.ts
+/**
+ * Conservative fallback annual risk-free rate used when no live rate has been
+ * fetched yet AND the remote source is unreachable. Chosen to roughly match the
+ * longer-run (post-2000) average of the 3-month US Treasury bill yield.
+ *
+ * This is the rate of LAST resort. Callers that need a live number should
+ * prefer {@link getRiskFreeRate} (async) and only rely on
+ * {@link getCachedRiskFreeRateSync} for hot paths that cannot be made async.
+ */
+const DEFAULT_RISK_FREE_RATE = 0.02;
+/**
+ * Cache TTL for the risk-free rate: 24 hours. Treasury yields update daily
+ * (auction + close), so refreshing more aggressively provides no useful signal
+ * and risks rate-limiting the public endpoint.
+ */
+const RISK_FREE_RATE_TTL_MS = 24 * 60 * 60 * 1000;
+/**
+ * US Treasury Fiscal Data API — Daily Treasury Bill Rates. Free, no API key,
+ * updated each business day. Returns the most recent 4-, 8-, 13-, 17-, 26-,
+ * and 52-week T-Bill rates. We use the 13-week ("3-month") field for Sharpe /
+ * alpha, which is the industry-standard short risk-free proxy.
+ *
+ * See https://fiscaldata.treasury.gov/datasets/daily-treasury-bill-rates/
+ */
+const TREASURY_BILL_RATES_URL = "https://api.fiscaldata.treasury.gov/services/api/fiscal_service/v2/accounting/od/daily_treasury_bill_rates" +
+    "?sort=-record_date&page%5Bsize%5D=1" +
+    "&fields=record_date,security_term_week_num,avg_inv_rate";
+let cache = null;
+let inflight = null;
+/**
+ * Clears the cached risk-free rate. Exported for tests and for callers that
+ * want to force a re-fetch (e.g., at the start of a backtest run with a
+ * different asOf date).
+ */
+function resetRiskFreeRateCache() {
+    cache = null;
+    inflight = null;
+}
+/**
+ * Explicitly sets the cached risk-free rate. Useful for deterministic tests,
+ * backtests (where rf should be pinned to the asOf date), and environments
+ * where an upstream service already provides the rate.
+ *
+ * @param rate - Annualized decimal rate (e.g. 0.0452 for 4.52%).
+ */
+function setRiskFreeRate(rate) {
+    if (!Number.isFinite(rate) || rate < 0 || rate > 1) {
+        throw new Error(`Invalid risk-free rate: ${rate}. Must be a finite decimal in [0, 1].`);
+    }
+    cache = { rate, fetchedAt: Date.now() };
+}
+/**
+ * Returns true iff the cached entry is present and younger than the TTL.
+ */
+function isFresh(entry) {
+    return entry !== null && Date.now() - entry.fetchedAt < RISK_FREE_RATE_TTL_MS;
+}
+/**
+ * Fetches the latest 3-month (13-week) T-Bill annualized rate from the US
+ * Treasury Fiscal Data API. Returns the rate as a decimal (e.g. 0.0452 for
+ * 4.52%). Throws on any failure (network, parse, or missing field) — callers
+ * are expected to handle fallback via {@link getRiskFreeRate}.
+ */
+async function fetchTreasuryBillRate() {
+    const signal = createTimeoutSignal(DEFAULT_TIMEOUTS.GENERAL);
+    const res = await fetch(TREASURY_BILL_RATES_URL, {
+        headers: { Accept: "application/json" },
+        signal,
+    });
+    if (!res.ok) {
+        throw new Error(`Treasury Fiscal Data API returned HTTP ${res.status} ${res.statusText}`);
+    }
+    const body = (await res.json());
+    const rows = Array.isArray(body.data) ? body.data : [];
+    if (rows.length === 0) {
+        throw new Error("Treasury Fiscal Data API returned no rows");
+    }
+    // Prefer the 13-week (3-month) bill; fall back to the shortest term
+    // available on that record date if 13-week is missing.
+    const preferred = rows.find((row) => row.security_term_week_num === "13") ?? rows[0];
+    const percent = Number.parseFloat(preferred.avg_inv_rate);
+    if (!Number.isFinite(percent)) {
+        throw new Error(`Treasury Fiscal Data API returned non-numeric rate: ${preferred.avg_inv_rate}`);
+    }
+    // avg_inv_rate is quoted as a percentage (e.g. "4.52"); normalize to a
+    // decimal for downstream math.
+    return percent / 100;
+}
+/**
+ * Returns the current annualized risk-free rate (decimal, e.g. 0.0452 for
+ * 4.52%), fetching from the US Treasury Fiscal Data API and caching for 24h.
+ *
+ * Behavior:
+ * - If a fresh cached value exists (<24h old), returns it without a network
+ *   round-trip.
+ * - If the cache is stale or empty, fetches the latest 13-week T-Bill rate,
+ *   updates the cache, and returns it.
+ * - If the fetch fails, returns the last-known-good cached value (even if
+ *   expired) or {@link DEFAULT_RISK_FREE_RATE} as a last resort, logging a
+ *   warning in both cases.
+ * - Concurrent calls during a cold cache are deduplicated so only one network
+ *   request is in flight at a time.
+ *
+ * @returns Annualized risk-free rate as a decimal.
+ */
+async function getRiskFreeRate() {
+    if (isFresh(cache)) {
+        return cache.rate;
+    }
+    if (inflight !== null) {
+        return inflight;
+    }
+    inflight = (async () => {
+        try {
+            const rate = await fetchTreasuryBillRate();
+            cache = { rate, fetchedAt: Date.now() };
+            return rate;
+        }
+        catch (error) {
+            const message = error instanceof Error ? error.message : String(error);
+            if (cache !== null) {
+                getLogger().warn("Failed to refresh risk-free rate; using last-known-good cached value", { error: message, cachedRate: cache.rate, cacheAgeMs: Date.now() - cache.fetchedAt });
+                return cache.rate;
+            }
+            getLogger().warn("Failed to fetch risk-free rate and no cached value available; falling back to DEFAULT_RISK_FREE_RATE", { error: message, fallback: DEFAULT_RISK_FREE_RATE });
+            return DEFAULT_RISK_FREE_RATE;
+        }
+        finally {
+            inflight = null;
+        }
+    })();
+    return inflight;
+}
+/**
+ * Synchronous accessor that returns the most recent cached risk-free rate
+ * without performing I/O. If the cache is stale, a background refresh is
+ * kicked off (fire-and-forget) so the next synchronous call sees a fresh
+ * value. Intended for hot paths (e.g., Sharpe/alpha calculation inside tight
+ * loops) where the existing function signature cannot be made async.
+ *
+ * Callers that can tolerate an async boundary should prefer
+ * {@link getRiskFreeRate}.
+ *
+ * @returns The cached annualized risk-free rate as a decimal, or
+ *          {@link DEFAULT_RISK_FREE_RATE} if no value has been cached yet.
+ */
+function getCachedRiskFreeRateSync() {
+    if (cache === null) {
+        // Kick off a background fetch so the next sync caller has a real number.
+        void getRiskFreeRate().catch(() => {
+            // Errors are already logged inside getRiskFreeRate; swallow here to
+            // keep this truly fire-and-forget.
+        });
+        return DEFAULT_RISK_FREE_RATE;
+    }
+    if (!isFresh(cache)) {
+        // Stale: trigger background refresh but still return the last-known-good
+        // value so the call remains synchronous.
+        void getRiskFreeRate().catch(() => {
+            // Errors are already logged inside getRiskFreeRate.
+        });
+    }
+    return cache.rate;
+}
+
 // metric-calcs.ts
 /**
  * Calculates daily returns from an array of closing prices
@@ -9393,9 +9582,11 @@ function calculateBetaFromReturns$1(portfolioReturns, benchmarkReturns) {
         covariance += portfolioDiff * benchmarkDiff;
         variance += benchmarkDiff * benchmarkDiff;
     }
-    // Finalize calculations
-    covariance /= n;
-    variance /= n;
+    // Finalize calculations using sample (Bessel-corrected) estimators —
+    // divide by (n - 1), not n. The guard above (validIndices.length < 2)
+    // already ensures n >= 2, so (n - 1) is always safe.
+    covariance /= n - 1;
+    variance /= n - 1;
     // Handle zero variance case
     if (Math.abs(variance) < 1e-10) {
         getLogger().warn("Benchmark variance is effectively zero. Setting beta to 0.");
@@ -9464,8 +9655,9 @@ async function calculateRiskAdjustedReturn$1(tradeBars) {
         getLogger().warn("Standard deviation is zero or non-finite, cannot calculate Sharpe ratio.");
         return "N/A";
     }
-    // Assume a risk-free rate, e.g., 2%
-    const riskFreeRate = 0.02; // Annual risk-free rate (2%)
+    // Fetch live annualized risk-free rate (3-month T-Bill), cached daily.
+    // See src/risk-free-rate.ts for source + fallback behavior.
+    const riskFreeRate = await getRiskFreeRate();
     // Calculate Sharpe Ratio
     const sharpeRatio = (avgAnnualReturn - riskFreeRate) / stdDevAnnual;
     if (!isFinite(sharpeRatio)) {
@@ -9513,7 +9705,10 @@ async function calculateAlphaAndBeta$1(tradeBars, benchmarkBars, isShort) {
         alignedTradeReturns.length;
     const avgBenchmarkReturn = alignedBenchmarkReturns.reduce((sum, ret) => sum + ret, 0) /
         alignedBenchmarkReturns.length;
-    const riskFreeRateDaily = 0.02 / 252; // Assuming 2% annual risk-free rate
+    // Fetch live annualized risk-free rate (3-month T-Bill), cached daily.
+    // See src/risk-free-rate.ts for source + fallback behavior.
+    const riskFreeRateAnnual = await getRiskFreeRate();
+    const riskFreeRateDaily = riskFreeRateAnnual / 252;
     // Alpha calculation adjusts based on position direction
     const alpha = avgTradeReturn -
         (riskFreeRateDaily +
@@ -9817,8 +10012,9 @@ async function calculateRiskAdjustedReturn(portfolioHistory) {
         getLogger().warn("Standard deviation is zero or non-finite, cannot calculate Sharpe ratio.");
         return "N/A";
     }
-    // Assume a risk-free rate, e.g., 2%
-    const riskFreeRate = 0.02; // Annual risk-free rate (2%)
+    // Fetch live annualized risk-free rate (3-month T-Bill), cached daily.
+    // See src/risk-free-rate.ts for source + fallback behavior.
+    const riskFreeRate = await getRiskFreeRate();
     // Calculate Sharpe Ratio
     const sharpeRatio = (avgAnnualReturn - riskFreeRate) / stdDevAnnual;
     if (!isFinite(sharpeRatio)) {
@@ -10002,7 +10198,9 @@ async function calculateAlphaAndBeta(portfolioHistory, benchmarkBars) {
         };
     }
     // **Calculate alpha**
-    const riskFreeRateAnnual = 0.02; // 2%
+    // Fetch live annualized risk-free rate (3-month T-Bill), cached daily.
+    // See src/risk-free-rate.ts for source + fallback behavior.
+    const riskFreeRateAnnual = await getRiskFreeRate();
     const tradingDaysPerYear = 252;
     const riskFreeRateDaily = riskFreeRateAnnual / tradingDaysPerYear;
     const alpha = portfolioAvgReturn -
@@ -10266,8 +10464,12 @@ function calculateBetaFromReturns(portfolioReturns, benchmarkReturns) {
         covariance += portfolioDiff * benchmarkDiff;
         variance += benchmarkDiff ** 2;
     }
-    covariance /= n;
-    variance /= n;
+    // Use sample (Bessel-corrected) estimators — divide by (n - 1), not n.
+    // For n === 1 there is no degrees-of-freedom left; treat as zero variance
+    // so beta falls through to the zero-variance guard below.
+    const denom = n > 1 ? n - 1 : 1;
+    covariance /= denom;
+    variance /= denom;
     // Handle zero variance
     if (variance === 0) {
         getLogger().warn("Benchmark variance is zero. Setting beta to 0.");
@@ -68440,5 +68642,5 @@ const adaptic = {
 };
 const adptc = adaptic;
 
-export { API_RETRY_CONFIGS, AVNewsArticleSchema, AVNewsResponseSchema, AdapticUtilsError, AlpacaAccountDetailsSchema, AlpacaApiError, AlpacaBarSchema, AlpacaClient, AlpacaCryptoBarsResponseSchema, AlpacaHistoricalBarsResponseSchema, AlpacaLatestBarsResponseSchema, AlpacaLatestQuotesResponseSchema, AlpacaLatestTradesResponseSchema, AlpacaMarketDataAPI, AlpacaNewsArticleSchema, AlpacaNewsResponseSchema, AlpacaOrderSchema, AlpacaOrdersArraySchema, AlpacaPortfolioHistoryResponseSchema, AlpacaPositionSchema, AlpacaPositionsArraySchema, AlpacaQuoteSchema, AlpacaTradeSchema, AlpacaTradingAPI, AlphaVantageError, AlphaVantageQuoteResponseSchema, AssetAllocationEngine, AuthenticationError, AutonomyMode, BTC_PAIRS, BarError, CryptoDataError, CryptoOrderError, DEFAULT_CACHE_OPTIONS, DEFAULT_TIMEOUTS, DEFAULT_TRADING_POLICY, DataFormatError, DecisionMemoryOutcome, DecisionOutcome, DecisionRecordStatus, HttpClientError, HttpServerError, KEEP_ALIVE_DEFAULTS, LlmProvider, MARKET_DATA_API, MassiveAggregatesResponseSchema, MassiveApiError, MassiveDailyOpenCloseSchema, MassiveErrorResponseSchema, MassiveGroupedDailyResponseSchema, MassiveLastTradeResponseSchema, MassiveTickerDetailsResponseSchema, MassiveTickerInfoSchema, MassiveTradeSchema as MassiveTradeZodSchema, MassiveTradesResponseSchema, NetworkError, NewsError, OptionStrategyError, OptionsDataError, OverlaySeverity, OverlayStatus, OverlayType, QuoteError, RateLimitError, RawMassivePriceDataSchema, StampedeProtectedCache, TRADING_API, TimeoutError, TokenBucketRateLimiter, TradeError, TrailingStopValidationError, USDC_PAIRS, USDT_PAIRS, USD_PAIRS, ValidationError, ValidationResponseError, WEBSOCKET_STREAMS, WebSocketError, account, adaptic, adptc, alpaca, analyzeBars, approximateImpliedVolatility, bracketOrders, buildOCCSymbol, buildOptionSymbol, buyCryptoNotional, buyToClose, buyToOpen, buyWithStopLoss, buyWithTrailingStop, calculateMoneyness, calculateOrderValue, calculatePeriodPerformance, calculatePutCallRatio, calculateTotalFilledValue, cancelAllCryptoOrders, cancelOCOOrder, cancelOTOOrder, cancelTrailingStop, cancelTrailingStopsForSymbol, checkTradingEligibility, clearClientCache, clock, closeAllOptionPositions, closeOptionPosition, createAlpacaClient, createAlpacaMarketDataAPI, createAlpacaTradingAPI, createBracketOrder, createButterflySpread, createClientFromEnv, createCoveredCall, createCryptoLimitOrder, createCryptoMarketOrder, createCryptoOrder, createCryptoStopLimitOrder, createCryptoStopOrder, createExecutorFromTradingAPI, createIronCondor$1 as createIronCondor, createIronCondor as createIronCondorAdvanced, createMultiLegOptionOrder, createOCOOrder, createOTOOrder, createOptionOrder, createPortfolioTrailingStops, createProtectiveBracket, createStampedeProtectedCache, createStraddle$1 as createStraddle, createStraddle as createStraddleAdvanced, createStrangle$1 as createStrangle, createStrangle as createStrangleAdvanced, createStreamManager, createTimeoutSignal, createTrailingStop, createVerticalSpread$1 as createVerticalSpread, createVerticalSpread as createVerticalSpreadAdvanced, entryWithPercentStopLoss, exerciseOption, extractGreeks, filterByExpiration, filterByStrike, filterByType, filterOrdersByDateRange, findATMOptions, findATMStrikes, findNearestExpiration, findOptionsByDelta, formatOrderForLog, formatOrderSummary, generateOptimalAllocation, getAccountConfiguration, getAccountDetails, getAccountSummary, getAgentPoolStatus, getAllOrders, getAlpacaCalendar, getAlpacaClock, getAverageDailyVolume, getBars, getBuyingPower, getCrypto24HourChange, getCryptoBars, getCryptoDailyPrices, getCryptoPairsByQuote, getCryptoPrice, getCryptoSnapshots, getCryptoSpread, getCryptoStreamUrl, getCryptoTrades, getCurrentPrice, getCurrentPrices, getDailyPrices, getDailyReturns, getDaysToExpiration, getDefaultRiskProfile, getEquityCurve, getExpirationDates, getFilledOrders, getGroupedOptionChain, getHistoricalOptionsBars, getHistoricalTrades, getIntradayPrices, getLatestBars, getLatestCryptoQuotes, getLatestCryptoTrades, getLatestNews, getLatestOptionsQuotes, getLatestOptionsTrades, getLatestQuote, getLatestQuotes, getLatestTrade, getLatestTrades, getLogger, getMarginInfo, getNews, getNewsForSymbols, getOCOOrderStatus, getOTOOrderStatus, getOpenCryptoOrders, getOpenOrders$1 as getOpenOrdersQuery, getOpenTrailingStops, getOptionChain, getOptionContract, getOptionContracts, getOptionSpread, getOptionsChain, getOptionsSnapshots, getOptionsStreamUrl, getOptionsTradingLevel, getOrderHistory, getOrdersBySymbol, getPDTStatus, getPopularCryptoPairs, getPortfolioHistory, getPreviousClose, getPriceRange, getSpread, getSpreads, getStockStreamUrl, getStrikePrices, getSupportedCryptoPairs, getSymbolSentiment, getTimeout, getTradeVolume, getTradingApiUrl, getTradingWebSocketUrl, getTrailingStopHWM, groupOrdersByStatus, groupOrdersBySymbol, hasActiveTrailingStop, hasGoodLiquidity as hasOptionLiquidity, hasGoodLiquidity$1 as hasStockLiquidity, hasSufficientVolume, httpAgent, httpsAgent, isContractTradable, isCryptoPair, isExpiringWithin, isMarginAccount, isOptionOrderCancelable, isOptionOrderTerminal, isOrderFillable, isOrderFilled, isOrderOpen, isOrderTerminal$1 as isOrderTerminalStatus, isSupportedCryptoPair, isTransientNetworkError, index$1 as legacyApi, limitBuyWithTakeProfit, ocoOrders, orderUtils, otoOrders, paginate, paginateAll, parseOCCSymbol, protectLongPosition, protectShortPosition, rateLimiters, resetLogger, rollOptionPosition, roundPriceForAlpaca$3 as roundPriceForAlpaca, roundPriceForAlpacaNumber, safeValidateResponse, searchNews, sellAllCrypto, sellCryptoNotional, sellToClose, sellToOpen, setLogger, shortWithStopLoss, sortOrdersByDate, index as tradingPolicy, trailingStops, updateAccountConfiguration, updateTrailingStop, validateAlpacaCredentials, validateAlphaVantageApiKey, validateMassiveApiKey$1 as validateMassiveApiKey, validateMultiLegOrder, validateResponse, verifyFetchKeepAlive, waitForOrderFill, withRetry, withTimeout };
+export { API_RETRY_CONFIGS, AVNewsArticleSchema, AVNewsResponseSchema, AdapticUtilsError, AlpacaAccountDetailsSchema, AlpacaApiError, AlpacaBarSchema, AlpacaClient, AlpacaCryptoBarsResponseSchema, AlpacaHistoricalBarsResponseSchema, AlpacaLatestBarsResponseSchema, AlpacaLatestQuotesResponseSchema, AlpacaLatestTradesResponseSchema, AlpacaMarketDataAPI, AlpacaNewsArticleSchema, AlpacaNewsResponseSchema, AlpacaOrderSchema, AlpacaOrdersArraySchema, AlpacaPortfolioHistoryResponseSchema, AlpacaPositionSchema, AlpacaPositionsArraySchema, AlpacaQuoteSchema, AlpacaTradeSchema, AlpacaTradingAPI, AlphaVantageError, AlphaVantageQuoteResponseSchema, AssetAllocationEngine, AuthenticationError, AutonomyMode, BTC_PAIRS, BarError, CryptoDataError, CryptoOrderError, DEFAULT_CACHE_OPTIONS, DEFAULT_RISK_FREE_RATE, DEFAULT_TIMEOUTS, DEFAULT_TRADING_POLICY, DataFormatError, DecisionMemoryOutcome, DecisionOutcome, DecisionRecordStatus, HttpClientError, HttpServerError, KEEP_ALIVE_DEFAULTS, LlmProvider, MARKET_DATA_API, MassiveAggregatesResponseSchema, MassiveApiError, MassiveDailyOpenCloseSchema, MassiveErrorResponseSchema, MassiveGroupedDailyResponseSchema, MassiveLastTradeResponseSchema, MassiveTickerDetailsResponseSchema, MassiveTickerInfoSchema, MassiveTradeSchema as MassiveTradeZodSchema, MassiveTradesResponseSchema, NetworkError, NewsError, OptionStrategyError, OptionsDataError, OverlaySeverity, OverlayStatus, OverlayType, QuoteError, RISK_FREE_RATE_TTL_MS, RateLimitError, RawMassivePriceDataSchema, StampedeProtectedCache, TRADING_API, TimeoutError, TokenBucketRateLimiter, TradeError, TrailingStopValidationError, USDC_PAIRS, USDT_PAIRS, USD_PAIRS, ValidationError, ValidationResponseError, WEBSOCKET_STREAMS, WebSocketError, account, adaptic, adptc, alpaca, analyzeBars, approximateImpliedVolatility, bracketOrders, buildOCCSymbol, buildOptionSymbol, buyCryptoNotional, buyToClose, buyToOpen, buyWithStopLoss, buyWithTrailingStop, calculateMoneyness, calculateOrderValue, calculatePeriodPerformance, calculatePutCallRatio, calculateTotalFilledValue, cancelAllCryptoOrders, cancelOCOOrder, cancelOTOOrder, cancelTrailingStop, cancelTrailingStopsForSymbol, checkTradingEligibility, clearClientCache, clock, closeAllOptionPositions, closeOptionPosition, createAlpacaClient, createAlpacaMarketDataAPI, createAlpacaTradingAPI, createBracketOrder, createButterflySpread, createClientFromEnv, createCoveredCall, createCryptoLimitOrder, createCryptoMarketOrder, createCryptoOrder, createCryptoStopLimitOrder, createCryptoStopOrder, createExecutorFromTradingAPI, createIronCondor$1 as createIronCondor, createIronCondor as createIronCondorAdvanced, createMultiLegOptionOrder, createOCOOrder, createOTOOrder, createOptionOrder, createPortfolioTrailingStops, createProtectiveBracket, createStampedeProtectedCache, createStraddle$1 as createStraddle, createStraddle as createStraddleAdvanced, createStrangle$1 as createStrangle, createStrangle as createStrangleAdvanced, createStreamManager, createTimeoutSignal, createTrailingStop, createVerticalSpread$1 as createVerticalSpread, createVerticalSpread as createVerticalSpreadAdvanced, entryWithPercentStopLoss, exerciseOption, extractGreeks, filterByExpiration, filterByStrike, filterByType, filterOrdersByDateRange, findATMOptions, findATMStrikes, findNearestExpiration, findOptionsByDelta, formatOrderForLog, formatOrderSummary, generateOptimalAllocation, getAccountConfiguration, getAccountDetails, getAccountSummary, getAgentPoolStatus, getAllOrders, getAlpacaCalendar, getAlpacaClock, getAverageDailyVolume, getBars, getBuyingPower, getCachedRiskFreeRateSync, getCrypto24HourChange, getCryptoBars, getCryptoDailyPrices, getCryptoPairsByQuote, getCryptoPrice, getCryptoSnapshots, getCryptoSpread, getCryptoStreamUrl, getCryptoTrades, getCurrentPrice, getCurrentPrices, getDailyPrices, getDailyReturns, getDaysToExpiration, getDefaultRiskProfile, getEquityCurve, getExpirationDates, getFilledOrders, getGroupedOptionChain, getHistoricalOptionsBars, getHistoricalTrades, getIntradayPrices, getLatestBars, getLatestCryptoQuotes, getLatestCryptoTrades, getLatestNews, getLatestOptionsQuotes, getLatestOptionsTrades, getLatestQuote, getLatestQuotes, getLatestTrade, getLatestTrades, getLogger, getMarginInfo, getNews, getNewsForSymbols, getOCOOrderStatus, getOTOOrderStatus, getOpenCryptoOrders, getOpenOrders$1 as getOpenOrdersQuery, getOpenTrailingStops, getOptionChain, getOptionContract, getOptionContracts, getOptionSpread, getOptionsChain, getOptionsSnapshots, getOptionsStreamUrl, getOptionsTradingLevel, getOrderHistory, getOrdersBySymbol, getPDTStatus, getPopularCryptoPairs, getPortfolioHistory, getPreviousClose, getPriceRange, getRiskFreeRate, getSpread, getSpreads, getStockStreamUrl, getStrikePrices, getSupportedCryptoPairs, getSymbolSentiment, getTimeout, getTradeVolume, getTradingApiUrl, getTradingWebSocketUrl, getTrailingStopHWM, groupOrdersByStatus, groupOrdersBySymbol, hasActiveTrailingStop, hasGoodLiquidity as hasOptionLiquidity, hasGoodLiquidity$1 as hasStockLiquidity, hasSufficientVolume, httpAgent, httpsAgent, isContractTradable, isCryptoPair, isExpiringWithin, isMarginAccount, isOptionOrderCancelable, isOptionOrderTerminal, isOrderFillable, isOrderFilled, isOrderOpen, isOrderTerminal$1 as isOrderTerminalStatus, isSupportedCryptoPair, isTransientNetworkError, index$1 as legacyApi, limitBuyWithTakeProfit, ocoOrders, orderUtils, otoOrders, paginate, paginateAll, parseOCCSymbol, protectLongPosition, protectShortPosition, rateLimiters, resetLogger, resetRiskFreeRateCache, rollOptionPosition, roundPriceForAlpaca$3 as roundPriceForAlpaca, roundPriceForAlpacaNumber, safeValidateResponse, searchNews, sellAllCrypto, sellCryptoNotional, sellToClose, sellToOpen, setLogger, setRiskFreeRate, shortWithStopLoss, sortOrdersByDate, index as tradingPolicy, trailingStops, updateAccountConfiguration, updateTrailingStop, validateAlpacaCredentials, validateAlphaVantageApiKey, validateMassiveApiKey$1 as validateMassiveApiKey, validateMultiLegOrder, validateResponse, verifyFetchKeepAlive, waitForOrderFill, withRetry, withTimeout };
 //# sourceMappingURL=index.mjs.map