@adaptic/utils 0.0.99

package/dist/types/alpaca-trading-api.d.ts

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+import { AlpacaAccountDetails, AlpacaCredentials, AlpacaPosition, AssetClass, GetOptionContractsParams, GetOrdersParams, OptionAccountActivity, OptionContract, OptionContractsResponse, AlpacaOrder, OrderLeg, TradeUpdate, ExerciseOptionResponse } from "./types/alpaca-types";
+/**
+Websocket example
+  const alpacaAPI = createAlpacaTradingAPI(credentials); // type AlpacaCredentials
+  alpacaAPI.onTradeUpdate((update: TradeUpdate) => {
+   this.log(`Received trade update: event ${update.event} for an order to ${update.order.side} ${update.order.qty} of ${update.order.symbol}`);
+  });
+  alpacaAPI.connectWebsocket(); // necessary to connect to the WebSocket
+*/
+export declare class AlpacaTradingAPI {
+    static new(credentials: AlpacaCredentials): AlpacaTradingAPI;
+    static getInstance(credentials: AlpacaCredentials): AlpacaTradingAPI;
+    private ws;
+    private headers;
+    private tradeUpdateCallback;
+    private credentials;
+    private apiBaseUrl;
+    private wsUrl;
+    private authenticated;
+    private connecting;
+    private reconnectDelay;
+    private reconnectTimeout;
+    private messageHandlers;
+    private debugLogging;
+    /**
+     * Constructor for AlpacaTradingAPI
+     * @param credentials - Alpaca credentials,
+     *   accountName: string; // The account identifier used inthis.logs and tracking
+     *   apiKey: string; // Alpaca API key
+     *   apiSecret: string; // Alpaca API secret
+     *   type: AlpacaAccountType;
+     *   orderType: AlpacaOrderType;
+     * @param options - Optional options
+     *   debugLogging: boolean; // Whether to log messages of type 'debug'
+     */
+    constructor(credentials: AlpacaCredentials, options?: {
+        debugLogging?: boolean;
+    });
+    private log;
+    /**
+     * Round a price to the nearest 2 decimal places for Alpaca, or 4 decimal places for prices less than $1
+     * @param price - The price to round
+     * @returns The rounded price
+     */
+    private roundPriceForAlpaca;
+    private handleAuthMessage;
+    private handleListenMessage;
+    private handleTradeUpdate;
+    private handleMessage;
+    connectWebsocket(): void;
+    private authenticate;
+    private subscribeToTradeUpdates;
+    private makeRequest;
+    getPositions(assetClass?: AssetClass): Promise<AlpacaPosition[]>;
+    /**
+     * Get all orders
+     * @param params (GetOrdersParams) - optional parameters to filter the orders
+     * - status: 'open' | 'closed' | 'all'
+     * - limit: number
+     * - after: string
+     * - until: string
+     * - direction: 'asc' | 'desc'
+     * - nested: boolean
+     * - symbols: string[], an array of all the symbols
+     * - side: 'buy' | 'sell'
+     * @returns all orders
+     */
+    getOrders(params?: GetOrdersParams): Promise<AlpacaOrder[]>;
+    getAccountDetails(): Promise<AlpacaAccountDetails>;
+    /**
+     * Create a trailing stop order
+     * @param symbol (string) - the symbol of the order
+     * @param qty (number) - the quantity of the order
+     * @param side (string) - the side of the order
+     * @param trailPercent100 (number) - the trail percent of the order (scale 100, i.e. 0.5 = 0.5%)
+     * @param position_intent (string) - the position intent of the order
+     */
+    createTrailingStop(symbol: string, qty: number, side: "buy" | "sell", trailPercent100: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close"): Promise<void>;
+    /**
+     * Create a market order
+     * @param symbol (string) - the symbol of the order
+     * @param qty (number) - the quantity of the order
+     * @param side (string) - the side of the order
+     * @param position_intent (string) - the position intent of the order. Important for knowing if a position needs a trailing stop.
+     */
+    createMarketOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Get the current trail percent for a symbol, assuming that it has an open position and a trailing stop order to close it. Because this relies on an orders request for one symbol, you can't do it too often.
+     * @param symbol (string) - the symbol of the order
+     * @returns the current trail percent
+     */
+    getCurrentTrailPercent(symbol: string): Promise<number | null>;
+    /**
+     * Update the trail percent for a trailing stop order
+     * @param symbol (string) - the symbol of the order
+     * @param trailPercent100 (number) - the trail percent of the order (scale 100, i.e. 0.5 = 0.5%)
+     */
+    updateTrailingStop(symbol: string, trailPercent100: number): Promise<void>;
+    /**
+     * Cancel all open orders
+     */
+    cancelAllOrders(): Promise<void>;
+    /**
+     * Cancel a specific order by its ID
+     * @param orderId The id of the order to cancel
+     * @throws Error if the order is not cancelable (status 422) or if the order doesn't exist
+     * @returns Promise that resolves when the order is successfully canceled
+     */
+    cancelOrder(orderId: string): Promise<void>;
+    /**
+     * Create a limit order
+     * @param symbol (string) - the symbol of the order
+     * @param qty (number) - the quantity of the order
+     * @param side (string) - the side of the order
+     * @param limitPrice (number) - the limit price of the order
+     * @param position_intent (string) - the position intent of the order
+     * @param extended_hours (boolean) - whether the order is in extended hours
+     * @param client_order_id (string) - the client order id of the order
+     */
+    createLimitOrder(symbol: string, qty: number, side: "buy" | "sell", limitPrice: number, position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", extended_hours?: boolean, client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Close all equities positions
+     * @param options (object) - the options for closing the positions
+     * - cancel_orders (boolean) - whether to cancel related orders
+     * - useLimitOrders (boolean) - whether to use limit orders to close the positions
+     */
+    closeAllPositions(options?: {
+        cancel_orders: boolean;
+        useLimitOrders: boolean;
+    }): Promise<void>;
+    /**
+     * Close all equities positions using limit orders during extended hours trading
+     * @param cancelOrders Whether to cancel related orders (default: true)
+     * @returns Promise that resolves when all positions are closed
+     */
+    closeAllPositionsAfterHours(): Promise<void>;
+    onTradeUpdate(callback: (update: TradeUpdate) => void): void;
+    /**
+     * Get portfolio history for the account
+     * @param params Parameters for the portfolio history request
+     * @returns Portfolio history data
+     */
+    getPortfolioHistory(params: {
+        timeframe?: "1Min" | "5Min" | "15Min" | "1H" | "1D";
+        period?: string;
+        extended_hours?: boolean;
+        date_end?: string;
+    }): Promise<{
+        timestamp: number[];
+        equity: number[];
+        profit_loss: number[];
+        profit_loss_pct: number[];
+        base_value: number;
+        timeframe: string;
+    }>;
+    /**
+     * Get option contracts based on specified parameters
+     * @param params Parameters to filter option contracts
+     * @returns Option contracts matching the criteria
+     */
+    getOptionContracts(params: GetOptionContractsParams): Promise<OptionContractsResponse>;
+    /**
+     * Get a specific option contract by symbol or ID
+     * @param symbolOrId The symbol or ID of the option contract
+     * @returns The option contract details
+     */
+    getOptionContract(symbolOrId: string): Promise<OptionContract>;
+    /**
+     * Create a simple option order (market or limit)
+     * @param symbol Option contract symbol
+     * @param qty Quantity of contracts (must be a whole number)
+     * @param side Buy or sell
+     * @param position_intent Position intent (buy_to_open, buy_to_close, sell_to_open, sell_to_close)
+     * @param type Order type (market or limit)
+     * @param limitPrice Limit price (required for limit orders)
+     * @returns The created order
+     */
+    createOptionOrder(symbol: string, qty: number, side: "buy" | "sell", position_intent: "buy_to_open" | "buy_to_close" | "sell_to_open" | "sell_to_close", type: "market" | "limit", limitPrice?: number): Promise<AlpacaOrder>;
+    /**
+     * Create a multi-leg option order
+     * @param legs Array of order legs
+     * @param qty Quantity of the multi-leg order (must be a whole number)
+     * @param type Order type (market or limit)
+     * @param limitPrice Limit price (required for limit orders)
+     * @returns The created multi-leg order
+     */
+    createMultiLegOptionOrder(legs: OrderLeg[], qty: number, type: "market" | "limit", limitPrice?: number): Promise<AlpacaOrder>;
+    /**
+     * Exercise an option contract
+     * @param symbolOrContractId The symbol or ID of the option contract to exercise
+     * @returns Response from the exercise request
+     */
+    exerciseOption(symbolOrContractId: string): Promise<ExerciseOptionResponse>;
+    /**
+     * Get option positions
+     * @returns Array of option positions
+     */
+    getOptionPositions(): Promise<AlpacaPosition[]>;
+    getOptionsOpenSpreadTrades(): Promise<void>;
+    /**
+     * Get option account activities (exercises, assignments, expirations)
+     * @param activityType Type of option activity to filter by
+     * @param date Date to filter activities (YYYY-MM-DD format)
+     * @returns Array of option account activities
+     */
+    getOptionActivities(activityType?: "OPEXC" | "OPASN" | "OPEXP", date?: string): Promise<OptionAccountActivity[]>;
+    /**
+     * Create a long call spread (buy lower strike call, sell higher strike call)
+     * @param lowerStrikeCallSymbol Symbol of the lower strike call option
+     * @param higherStrikeCallSymbol Symbol of the higher strike call option
+     * @param qty Quantity of spreads to create (must be a whole number)
+     * @param limitPrice Limit price for the spread
+     * @returns The created multi-leg order
+     */
+    createLongCallSpread(lowerStrikeCallSymbol: string, higherStrikeCallSymbol: string, qty: number, limitPrice: number): Promise<AlpacaOrder>;
+    /**
+     * Create a long put spread (buy higher strike put, sell lower strike put)
+     * @param higherStrikePutSymbol Symbol of the higher strike put option
+     * @param lowerStrikePutSymbol Symbol of the lower strike put option
+     * @param qty Quantity of spreads to create (must be a whole number)
+     * @param limitPrice Limit price for the spread
+     * @returns The created multi-leg order
+     */
+    createLongPutSpread(higherStrikePutSymbol: string, lowerStrikePutSymbol: string, qty: number, limitPrice: number): Promise<AlpacaOrder>;
+    /**
+     * Create an iron condor (sell call spread and put spread)
+     * @param longPutSymbol Symbol of the lower strike put (long)
+     * @param shortPutSymbol Symbol of the higher strike put (short)
+     * @param shortCallSymbol Symbol of the lower strike call (short)
+     * @param longCallSymbol Symbol of the higher strike call (long)
+     * @param qty Quantity of iron condors to create (must be a whole number)
+     * @param limitPrice Limit price for the iron condor (credit)
+     * @returns The created multi-leg order
+     */
+    createIronCondor(longPutSymbol: string, shortPutSymbol: string, shortCallSymbol: string, longCallSymbol: string, qty: number, limitPrice: number): Promise<AlpacaOrder>;
+    /**
+     * Create a covered call (sell call option against owned stock)
+     * @param stockSymbol Symbol of the underlying stock
+     * @param callOptionSymbol Symbol of the call option to sell
+     * @param qty Quantity of covered calls to create (must be a whole number)
+     * @param limitPrice Limit price for the call option
+     * @returns The created order
+     */
+    createCoveredCall(stockSymbol: string, callOptionSymbol: string, qty: number, limitPrice: number): Promise<AlpacaOrder>;
+    /**
+     * Roll an option position to a new expiration or strike
+     * @param currentOptionSymbol Symbol of the current option position
+     * @param newOptionSymbol Symbol of the new option to roll to
+     * @param qty Quantity of options to roll (must be a whole number)
+     * @param currentPositionSide Side of the current position ('buy' or 'sell')
+     * @param limitPrice Net limit price for the roll
+     * @returns The created multi-leg order
+     */
+    rollOptionPosition(currentOptionSymbol: string, newOptionSymbol: string, qty: number, currentPositionSide: "buy" | "sell", limitPrice: number): Promise<AlpacaOrder>;
+    /**
+     * Get option chain for a specific underlying symbol and expiration date
+     * @param underlyingSymbol The underlying stock symbol
+     * @param expirationDate The expiration date (YYYY-MM-DD format)
+     * @returns Option contracts for the specified symbol and expiration date
+     */
+    getOptionChain(underlyingSymbol: string, expirationDate: string): Promise<OptionContract[]>;
+    /**
+     * Get all available expiration dates for a specific underlying symbol
+     * @param underlyingSymbol The underlying stock symbol
+     * @returns Array of available expiration dates
+     */
+    getOptionExpirationDates(underlyingSymbol: string): Promise<string[]>;
+    /**
+     * Get the current options trading level for the account
+     * @returns The options trading level (0-3)
+     */
+    getOptionsTradingLevel(): Promise<number>;
+    /**
+     * Check if the account has options trading enabled
+     * @returns Boolean indicating if options trading is enabled
+     */
+    isOptionsEnabled(): Promise<boolean>;
+    /**
+     * Close all option positions
+     * @param cancelOrders Whether to cancel related orders (default: true)
+     * @returns Response from the close positions request
+     */
+    closeAllOptionPositions(cancelOrders?: boolean): Promise<void>;
+    /**
+     * Close a specific option position
+     * @param symbol The option contract symbol
+     * @param qty Optional quantity to close (defaults to entire position)
+     * @returns The created order
+     */
+    closeOptionPosition(symbol: string, qty?: number): Promise<AlpacaOrder>;
+    /**
+     * Create a complete equities trade with optional stop loss and take profit
+     * @param params Trade parameters including symbol, qty, side, and optional referencePrice
+     * @param options Trade options including order type, extended hours, stop loss, and take profit settings
+     * @returns The created order
+     */
+    createEquitiesTrade(params: {
+        symbol: string;
+        qty: number;
+        side: "buy" | "sell";
+        referencePrice?: number;
+    }, options?: {
+        type?: "market" | "limit";
+        limitPrice?: number;
+        extendedHours?: boolean;
+        useStopLoss?: boolean;
+        stopPrice?: number;
+        stopPercent100?: number;
+        useTakeProfit?: boolean;
+        takeProfitPrice?: number;
+        takeProfitPercent100?: number;
+        clientOrderId?: string;
+    }): Promise<AlpacaOrder>;
+}
+//# sourceMappingURL=alpaca-trading-api.d.ts.map

package/dist/types/alpaca-trading-api.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/alphavantage.d.ts

@@ -0,0 +1,44 @@
+/**********************************************************************************
+ * AlphaVantage calls
+ **********************************************************************************/
+import { AlphaVantageQuoteResponse, AVNewsArticle } from "./types";
+/**
+ * Fetches the current quote for a given ticker symbol.
+ * @param {string} ticker - The ticker symbol to fetch the quote for.
+ * @param {Object} [options] - Optional parameters.
+ * @param {string} [options.apiKey] - The API key to use for the request.
+ * @returns {Promise<AlphaVantageQuoteResponse>} The current quote response.
+ */
+export declare const fetchQuote: (ticker: string, options?: {
+    apiKey?: string;
+}) => Promise<AlphaVantageQuoteResponse>;
+/**
+ * Converts a Date object to a string in the format YYYYMMDDTHHMM.
+ * @param {Date} date - The date to convert.
+ * @returns {string} The formatted date string.
+ */
+export declare function convertDateToYYYYMMDDTHHMM(date: Date): string;
+/**
+ * Converts a string in the format YYYYMMDDTHHMMSS to a Date object.
+ * @param {string} dateString - The date string to convert.
+ * @returns {Date} The corresponding Date object.
+ */
+export declare function convertYYYYMMDDTHHMMSSToDate(dateString: string): Date;
+/**
+ * Fetches news articles from AlphaVantage for a given ticker symbol. Performs filtering as the API endpoint doesn't respect the parameters.
+ * @param {string} ticker - The ticker symbol to fetch news for.
+ * @param {Object} [options] - Optional parameters.
+ * @param {Date} [options.start] - The start date for fetching news.
+ * @param {Date} [options.end] - The end date for fetching news.
+ * @param {number} [options.limit] - The maximum number of news articles to fetch.
+ * @param {string} [options.apiKey] - The API key to use for the request.
+ * @returns {Promise<AVNewsArticle[]>} The fetched news articles.
+ */
+export declare const fetchTickerNews: (ticker: string, options?: {
+    start?: Date;
+    end?: Date;
+    limit?: number;
+    apiKey?: string;
+    sort?: "LATEST" | "EARLIEST" | "RELEVANCE";
+}) => Promise<AVNewsArticle[]>;
+//# sourceMappingURL=alphavantage.d.ts.map

package/dist/types/alphavantage.d.ts.map

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package/dist/types/asset-allocation-algorithm.d.ts

@@ -0,0 +1,143 @@
+/**
+ * Intelligent Asset Allocation Algorithm
+ *
+ * Determines optimal asset allocation across multiple asset classes based on:
+ * - User risk profile
+ * - Market conditions
+ * - Account size
+ * - User preferences
+ * - Modern Portfolio Theory principles
+ * - Risk-adjusted returns
+ * - Diversification optimization
+ */
+import { RiskProfile, AllocationInput, AllocationRecommendation, AllocationStrategyConfig, DefaultRiskProfile } from "./types/asset-allocation-types";
+/**
+ * Asset Allocation Engine
+ *
+ * Implements sophisticated portfolio optimization using:
+ * - Mean-variance optimization
+ * - Risk parity approach
+ * - Black-Litterman model influences
+ * - Correlation-based diversification
+ * - Dynamic risk adjustment
+ */
+export declare class AssetAllocationEngine {
+    private config;
+    private readonly defaultConfig;
+    /**
+     * Default risk profiles with typical asset class allocations
+     */
+    private readonly defaultRiskProfiles;
+    constructor(config?: AllocationStrategyConfig);
+    /**
+     * Get default risk profile characteristics
+     * @param profile - The risk profile to retrieve
+     * @returns The default risk profile characteristics or undefined if not found
+     */
+    getDefaultRiskProfile(profile: RiskProfile): DefaultRiskProfile | undefined;
+    /**
+     * Generate optimal asset allocation recommendation
+     */
+    generateAllocation(input: AllocationInput): Promise<AllocationRecommendation>;
+    /**
+     * Infer risk profile from account characteristics
+     */
+    private inferRiskProfile;
+    /**
+     * Assess current market condition
+     */
+    private assessMarketCondition;
+    /**
+     * Get base allocations from risk profile
+     */
+    private getBaseAllocations;
+    /**
+     * Adjust allocations based on market conditions
+     */
+    private adjustForMarketConditions;
+    /**
+     * Scale allocation for a specific asset class
+     */
+    private scaleAllocation;
+    /**
+     * Normalize allocations to sum to 1.0
+     */
+    private normalizeAllocations;
+    /**
+     * Apply user constraints and preferences
+     */
+    private applyConstraints;
+    /**
+     * Optimize allocations using specified objective
+     */
+    private optimizeAllocations;
+    /**
+     * Maximize Sharpe ratio allocation
+     */
+    private maximizeSharpeRatio;
+    /**
+     * Minimize portfolio risk
+     */
+    private minimizeRisk;
+    /**
+     * Maximize expected return
+     */
+    private maximizeReturn;
+    /**
+     * Risk parity allocation (equal risk contribution)
+     */
+    private riskParityAllocation;
+    /**
+     * Maximize diversification
+     */
+    private maximizeDiversification;
+    /**
+     * Calculate comprehensive portfolio metrics
+     */
+    private calculatePortfolioMetrics;
+    /**
+     * Perform comprehensive risk analysis
+     */
+    private performRiskAnalysis;
+    /**
+     * Calculate diversification metrics
+     */
+    private calculateDiversification;
+    /**
+     * Generate rebalancing actions
+     */
+    private generateRebalancingActions;
+    /**
+     * Build detailed asset allocations
+     */
+    private buildAssetAllocations;
+    /**
+     * Generate rationale for asset allocation
+     */
+    private generateAllocationRationale;
+    /**
+     * Calculate next rebalancing date
+     */
+    private calculateNextRebalancingDate;
+    /**
+     * Get methodology description
+     */
+    private getMethodologyDescription;
+    /**
+     * Generate warnings based on allocation
+     */
+    private generateWarnings;
+    /**
+     * Generate unique recommendation ID
+     */
+    private generateRecommendationId;
+}
+/**
+ * Convenience function to generate allocation with default settings
+ */
+export declare function generateOptimalAllocation(input: AllocationInput, config?: Partial<AllocationStrategyConfig>): Promise<AllocationRecommendation>;
+/**
+ * Convenience function to get default risk profile characteristics
+ */
+export declare function getDefaultRiskProfile(profile: RiskProfile): DefaultRiskProfile | undefined;
+//# sourceMappingURL=asset-allocation-algorithm.d.ts.map

package/dist/types/asset-allocation-algorithm.d.ts.map

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