@adaptic/utils 0.0.983 → 0.0.985
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/dist/index.cjs +182 -34
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +181 -35
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +1 -2
- package/dist/test.js.map +1 -1
- package/dist/types/alpaca/client.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/bars.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/news.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/quotes.d.ts.map +1 -1
- package/dist/types/alpaca/market-data/trades.d.ts.map +1 -1
- package/dist/types/alpaca/trading/clock.d.ts.map +1 -1
- package/dist/types/alpaca/trading/positions.d.ts.map +1 -1
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/index.d.ts +25 -3
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/massive-indices.d.ts.map +1 -1
- package/dist/types/massive.d.ts +30 -1
- package/dist/types/massive.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/risk-free-rate.d.ts +90 -0
- package/dist/types/risk-free-rate.d.ts.map +1 -1
- package/dist/types/types/massive-types.d.ts +51 -0
- package/dist/types/types/massive-types.d.ts.map +1 -1
- package/package.json +1 -1
package/dist/index.mjs
CHANGED
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@@ -2652,8 +2652,7 @@ const DEFAULT_ADJUSTMENT = "all";
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2652
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// deployments with SIP entitlements set ALPACA_MARKET_DATA_FEED=sip in their
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// environment to restore full data access. Per-call overrides (the optional
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// `feed` argument on getOptions*/getLatestBars/etc.) still win.
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-
const DEFAULT_FEED$1 = (process.env.ALPACA_MARKET_DATA_FEED ||
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-
"iex");
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+
const DEFAULT_FEED$1 = (process.env.ALPACA_MARKET_DATA_FEED || "iex");
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const DEFAULT_CURRENCY$1 = "USD";
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/**
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* Singleton class for interacting with Alpaca Market Data API
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@@ -8521,6 +8520,11 @@ const fetchPrices = async (params, options) => {
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try {
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let allResults = [];
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let nextUrl = `${baseUrl}?${urlParams.toString()}`;
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// DE-006: track upstream freshness across pagination. If any page
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// reports DELAYED, the whole batch is treated as DELAYED — this is the
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// safer default for downstream latency-sensitive logic (e.g., trade
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// execution should refuse stale prices, not silently mix them).
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let aggregatedStatus = "OK";
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while (nextUrl) {
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//getLogger().info(`Debug: Fetching ${nextUrl}`);
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await rateLimiters.massive.acquire();
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@@ -8530,6 +8534,7 @@ const fetchPrices = async (params, options) => {
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throw new Error(`Massive.com API responded with status: ${data.status}`);
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}
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if (data.status === "DELAYED") {
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+
aggregatedStatus = "DELAYED";
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const now = Date.now();
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const lastWarn = delayedWarnTimestamps.get(params.ticker) ?? 0;
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if (now - lastWarn > DELAYED_WARN_COOLDOWN_MS) {
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@@ -8543,6 +8548,14 @@ const fetchPrices = async (params, options) => {
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// Check if there's a next page and append API key
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nextUrl = data.next_url ? `${data.next_url}&apiKey=${apiKey}` : "";
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}
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// DE-006: stamp each bar with the upstream freshness so downstream
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// consumers (engine pricing pipeline, performance metrics, risk gates)
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// can branch on `bar._freshness?.status === "DELAYED"`.
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const freshness = {
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status: aggregatedStatus,
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receivedAt: new Date(),
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...(aggregatedStatus === "DELAYED" ? { delayedSince: null } : {}),
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};
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return allResults.map((entry) => ({
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date: new Date(entry.t).toLocaleString("en-US", {
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year: "numeric",
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@@ -8563,6 +8576,7 @@ const fetchPrices = async (params, options) => {
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vol: entry.v,
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vwap: entry.vw,
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trades: entry.n,
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+
_freshness: freshness,
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}));
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}
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catch (error) {
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@@ -8603,6 +8617,43 @@ const fetchPrices = async (params, options) => {
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}
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});
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};
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+
/**
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* Variant of {@link fetchPrices} that returns a discriminated
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8622
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* {@link MassiveResult} wrapper, surfacing the upstream feed status (`OK` vs
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* `DELAYED`) at the result level. This is the preferred entry point for new
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8624
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* code that needs to gate latency-sensitive decisions on freshness.
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*
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* The underlying bars are still stamped with `_freshness` so consumers that
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* already destructure the array can branch per-bar; the wrapper simply
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* promotes that information to the top of the result for clarity.
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*
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* DE-006: closes the loop for callers that need to know when the Massive feed
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* is on a delayed plan (e.g. free tier, market-data outage downgrade).
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8632
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*
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* @param params - Same parameters accepted by {@link fetchPrices}.
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* @param options - Same options accepted by {@link fetchPrices}.
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8635
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* @returns A {@link MassiveResult} carrying the bar array plus freshness
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* metadata.
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+
*/
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8638
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+
const fetchPricesWithFreshness = async (params, options) => {
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8639
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+
const data = await fetchPrices(params, options);
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8640
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+
// Bars are stamped uniformly inside `fetchPrices`; reading the first one is
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8641
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// sufficient. If the result is empty (no bars in the requested window) we
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8642
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// default to OK with the current wall clock — there is no upstream signal
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8643
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// to contradict it.
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8644
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+
const sampleFreshness = data[0]?._freshness;
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8645
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+
const status = sampleFreshness?.status ?? "OK";
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8646
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+
const receivedAt = sampleFreshness?.receivedAt ?? new Date();
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8647
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+
if (status === "DELAYED") {
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8648
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return {
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8649
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status: "DELAYED",
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8650
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+
data,
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8651
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+
receivedAt,
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8652
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+
delayedSince: sampleFreshness?.delayedSince ?? null,
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8653
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+
};
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8654
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+
}
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8655
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+
return { status: "OK", data, receivedAt };
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8656
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+
};
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8606
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/**
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8607
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* Analyzes the price data for a given stock.
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8608
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* @param {MassivePriceData[]} priceData - The price data to analyze.
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@@ -9246,7 +9297,11 @@ function getEquityValues(equityData, portfolioHistory, marketTimeUtil, period) {
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9246
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initialEquity = Number(validData[0].value);
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}
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return {
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9249
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-
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9300
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+
// DE-005: previously `Number(latestPoint.valueOf)`, which read the
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9301
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+
// un-invoked function reference and silently returned NaN. `latestPoint`
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9302
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+
// is already a number (see line above; sourced from `point.value` which
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9303
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+
// is typed `number` in EquityPoint), so use it directly.
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9304
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+
latestEquity: latestPoint,
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9250
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initialEquity,
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9251
9306
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latestTimestamp: validData[validData.length - 1].time,
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9252
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initialTimestamp: validData[0].time,
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@@ -9345,25 +9400,42 @@ async function fetchTreasuryBillRate() {
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9345
9400
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return percent / 100;
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9346
9401
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}
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9347
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/**
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9348
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-
*
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9349
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-
*
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9350
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-
*
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9351
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-
*
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9352
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-
*
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9353
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-
*
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9354
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-
*
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9355
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-
*
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9356
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-
* -
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9357
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-
*
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9358
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-
*
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9359
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-
*
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9360
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-
*
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9361
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-
*
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9362
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-
*
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9363
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-
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9364
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-
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9365
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-
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9366
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-
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9403
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+
* Provenance-aware variant of {@link getRiskFreeRate} that returns the rate
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9404
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+
* AND tells the caller where it came from. Use this in any code path that
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9405
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+
* publishes performance metrics (Sharpe, alpha, Sortino) so downstream
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9406
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+
* reports can flag computations made against a fictional fallback rate.
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9407
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+
*
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9408
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+
* Behavior is identical to {@link getRiskFreeRate} for the cache and
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9409
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+
* deduplication semantics; only the return shape differs:
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9410
|
+
*
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9411
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+
* - Fresh cache hit: `{ source: "cached", fetchedAt: <original fetch time> }`
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9412
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+
* - Cold or stale cache + successful fetch: `{ source: "live", fetchedAt: <now> }`
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9413
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+
* - Cold or stale cache + failed fetch but cached value present:
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9414
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+
* `{ source: "cached", fetchedAt: <original fetch time> }` — the stale
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9415
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+
* value is reused so existing alpha calculations keep working through a
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9416
|
+
* transient outage. The provenance still says `cached`, not `live`.
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9417
|
+
* - Cold cache + failed fetch + no cached value:
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9418
|
+
* `{ source: "default", fetchedAt: <now> }` — the 2% fallback is used. This
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9419
|
+
* is the case downstream reports MUST flag, because Sharpe / alpha computed
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9420
|
+
* against a 2% floor that was never observed in market data is a fiction.
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9421
|
+
*
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9422
|
+
* DE-029: closes the silent-failure loop where a first-fetch network failure
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9423
|
+
* propagated `DEFAULT_RISK_FREE_RATE` indistinguishable from a live
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9424
|
+
* observation.
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9425
|
+
*
|
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9426
|
+
* @returns The annualized risk-free rate plus its provenance.
|
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9427
|
+
*/
|
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9428
|
+
async function getRiskFreeRateWithProvenance() {
|
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9429
|
+
// Snapshot the cache reference before the freshness check so the type
|
|
9430
|
+
// narrows correctly without a non-null assertion (the check itself uses a
|
|
9431
|
+
// mutable module-level variable, which TypeScript will not narrow across).
|
|
9432
|
+
const snapshot = cache;
|
|
9433
|
+
if (snapshot !== null && isFresh(snapshot)) {
|
|
9434
|
+
return {
|
|
9435
|
+
rate: snapshot.rate,
|
|
9436
|
+
source: "cached",
|
|
9437
|
+
fetchedAt: new Date(snapshot.fetchedAt),
|
|
9438
|
+
};
|
|
9367
9439
|
}
|
|
9368
9440
|
if (inflight !== null) {
|
|
9369
9441
|
return inflight;
|
|
@@ -9371,17 +9443,34 @@ async function getRiskFreeRate() {
|
|
|
9371
9443
|
inflight = (async () => {
|
|
9372
9444
|
try {
|
|
9373
9445
|
const rate = await fetchTreasuryBillRate();
|
|
9374
|
-
|
|
9375
|
-
|
|
9446
|
+
const fetchedAtMs = Date.now();
|
|
9447
|
+
cache = { rate, fetchedAt: fetchedAtMs };
|
|
9448
|
+
return {
|
|
9449
|
+
rate,
|
|
9450
|
+
source: "live",
|
|
9451
|
+
fetchedAt: new Date(fetchedAtMs),
|
|
9452
|
+
};
|
|
9376
9453
|
}
|
|
9377
9454
|
catch (error) {
|
|
9378
9455
|
const message = error instanceof Error ? error.message : String(error);
|
|
9379
9456
|
if (cache !== null) {
|
|
9380
|
-
getLogger().warn("Failed to refresh risk-free rate; using last-known-good cached value", {
|
|
9381
|
-
|
|
9457
|
+
getLogger().warn("Failed to refresh risk-free rate; using last-known-good cached value", {
|
|
9458
|
+
error: message,
|
|
9459
|
+
cachedRate: cache.rate,
|
|
9460
|
+
cacheAgeMs: Date.now() - cache.fetchedAt,
|
|
9461
|
+
});
|
|
9462
|
+
return {
|
|
9463
|
+
rate: cache.rate,
|
|
9464
|
+
source: "cached",
|
|
9465
|
+
fetchedAt: new Date(cache.fetchedAt),
|
|
9466
|
+
};
|
|
9382
9467
|
}
|
|
9383
9468
|
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 });
|
|
9384
|
-
return
|
|
9469
|
+
return {
|
|
9470
|
+
rate: DEFAULT_RISK_FREE_RATE,
|
|
9471
|
+
source: "default",
|
|
9472
|
+
fetchedAt: new Date(),
|
|
9473
|
+
};
|
|
9385
9474
|
}
|
|
9386
9475
|
finally {
|
|
9387
9476
|
inflight = null;
|
|
@@ -9389,6 +9478,31 @@ async function getRiskFreeRate() {
|
|
|
9389
9478
|
})();
|
|
9390
9479
|
return inflight;
|
|
9391
9480
|
}
|
|
9481
|
+
/**
|
|
9482
|
+
* Returns the current annualized risk-free rate (decimal, e.g. 0.0452 for
|
|
9483
|
+
* 4.52%), fetching from the US Treasury Fiscal Data API and caching for 24h.
|
|
9484
|
+
*
|
|
9485
|
+
* Behavior:
|
|
9486
|
+
* - If a fresh cached value exists (<24h old), returns it without a network
|
|
9487
|
+
* round-trip.
|
|
9488
|
+
* - If the cache is stale or empty, fetches the latest 13-week T-Bill rate,
|
|
9489
|
+
* updates the cache, and returns it.
|
|
9490
|
+
* - If the fetch fails, returns the last-known-good cached value (even if
|
|
9491
|
+
* expired) or {@link DEFAULT_RISK_FREE_RATE} as a last resort, logging a
|
|
9492
|
+
* warning in both cases.
|
|
9493
|
+
* - Concurrent calls during a cold cache are deduplicated so only one network
|
|
9494
|
+
* request is in flight at a time.
|
|
9495
|
+
*
|
|
9496
|
+
* For provenance-aware callers (performance reports, audit logging) prefer
|
|
9497
|
+
* {@link getRiskFreeRateWithProvenance}, which returns both the rate AND
|
|
9498
|
+
* whether it came from a live fetch, the cache, or the fallback default.
|
|
9499
|
+
*
|
|
9500
|
+
* @returns Annualized risk-free rate as a decimal.
|
|
9501
|
+
*/
|
|
9502
|
+
async function getRiskFreeRate() {
|
|
9503
|
+
const result = await getRiskFreeRateWithProvenance();
|
|
9504
|
+
return result.rate;
|
|
9505
|
+
}
|
|
9392
9506
|
/**
|
|
9393
9507
|
* Synchronous accessor that returns the most recent cached risk-free rate
|
|
9394
9508
|
* without performing I/O. If the cache is stale, a background refresh is
|
|
@@ -9403,22 +9517,53 @@ async function getRiskFreeRate() {
|
|
|
9403
9517
|
* {@link DEFAULT_RISK_FREE_RATE} if no value has been cached yet.
|
|
9404
9518
|
*/
|
|
9405
9519
|
function getCachedRiskFreeRateSync() {
|
|
9520
|
+
return getCachedRiskFreeRateSyncWithProvenance().rate;
|
|
9521
|
+
}
|
|
9522
|
+
/**
|
|
9523
|
+
* Provenance-aware sibling of {@link getCachedRiskFreeRateSync}. Returns the
|
|
9524
|
+
* cached rate plus a flag indicating whether a real value has been cached
|
|
9525
|
+
* (`"cached"`) or whether the caller is being given the {@link DEFAULT_RISK_FREE_RATE}
|
|
9526
|
+
* fallback (`"default"`).
|
|
9527
|
+
*
|
|
9528
|
+
* Use this in synchronous hot paths that nonetheless need to flag computations
|
|
9529
|
+
* made against the fallback (e.g., real-time alpha streaming where async
|
|
9530
|
+
* round-trips are not viable but downstream reports must still distinguish
|
|
9531
|
+
* live from fictional rates).
|
|
9532
|
+
*
|
|
9533
|
+
* As with the original sync accessor, a stale cache triggers a fire-and-forget
|
|
9534
|
+
* background refresh so the next synchronous call sees fresh data; the call
|
|
9535
|
+
* itself remains synchronous and returns the last-known-good value.
|
|
9536
|
+
*
|
|
9537
|
+
* DE-029: closes the silent-failure loop where the synchronous fallback was
|
|
9538
|
+
* indistinguishable from a real cache hit.
|
|
9539
|
+
*
|
|
9540
|
+
* @returns A {@link RiskFreeRateResult} carrying the rate and its provenance.
|
|
9541
|
+
*/
|
|
9542
|
+
function getCachedRiskFreeRateSyncWithProvenance() {
|
|
9406
9543
|
if (cache === null) {
|
|
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|
// Kick off a background fetch so the next sync caller has a real number.
|
|
9408
|
-
void
|
|
9409
|
-
// Errors are already logged inside
|
|
9410
|
-
// keep this truly fire-and-forget.
|
|
9545
|
+
void getRiskFreeRateWithProvenance().catch(() => {
|
|
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|
+
// Errors are already logged inside getRiskFreeRateWithProvenance;
|
|
9547
|
+
// swallow here to keep this truly fire-and-forget.
|
|
9411
9548
|
});
|
|
9412
|
-
return
|
|
9549
|
+
return {
|
|
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|
+
rate: DEFAULT_RISK_FREE_RATE,
|
|
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|
+
source: "default",
|
|
9552
|
+
fetchedAt: new Date(),
|
|
9553
|
+
};
|
|
9413
9554
|
}
|
|
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|
if (!isFresh(cache)) {
|
|
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9556
|
// Stale: trigger background refresh but still return the last-known-good
|
|
9416
9557
|
// value so the call remains synchronous.
|
|
9417
|
-
void
|
|
9418
|
-
// Errors are already logged inside
|
|
9558
|
+
void getRiskFreeRateWithProvenance().catch(() => {
|
|
9559
|
+
// Errors are already logged inside getRiskFreeRateWithProvenance.
|
|
9419
9560
|
});
|
|
9420
9561
|
}
|
|
9421
|
-
return
|
|
9562
|
+
return {
|
|
9563
|
+
rate: cache.rate,
|
|
9564
|
+
source: "cached",
|
|
9565
|
+
fetchedAt: new Date(cache.fetchedAt),
|
|
9566
|
+
};
|
|
9422
9567
|
}
|
|
9423
9568
|
|
|
9424
9569
|
// metric-calcs.ts
|
|
@@ -68576,6 +68721,7 @@ const adaptic = {
|
|
|
68576
68721
|
fetchLastQuote: fetchLastQuote,
|
|
68577
68722
|
fetchTrades: fetchTrades,
|
|
68578
68723
|
fetchPrices: fetchPrices,
|
|
68724
|
+
fetchPricesWithFreshness: fetchPricesWithFreshness,
|
|
68579
68725
|
analyseMassivePriceData: analyseMassivePriceData,
|
|
68580
68726
|
formatPriceData: formatPriceData,
|
|
68581
68727
|
fetchDailyOpenClose: fetchDailyOpenClose,
|
|
@@ -68642,5 +68788,5 @@ const adaptic = {
|
|
|
68642
68788
|
};
|
|
68643
68789
|
const adptc = adaptic;
|
|
68644
68790
|
|
|
68645
|
-
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 };
|
|
68791
|
+
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, getCachedRiskFreeRateSyncWithProvenance, 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, getRiskFreeRateWithProvenance, 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 };
|
|
68646
68792
|
//# sourceMappingURL=index.mjs.map
|