@adaptic/utils 0.0.991 → 0.0.993

package/dist/test.js

@@ -1900,6 +1900,48 @@ class AlpacaMarketDataAPI extends EventEmitter {
     };
     reconnectAttempts = {};
     reconnectTimers = {};
+    /**
+     * Wall-clock timestamp of the most recent Alpaca app-level error code
+     * 406 ("connection limit exceeded") received on each stream. Used by
+     * {@link scheduleReconnect} to apply a long backoff with jitter rather
+     * than the normal sub-second exponential ramp — without this, hitting
+     * Alpaca's account-wide concurrent-connection cap (typical for blue/green
+     * deploy rollovers where the old pod's WS slots haven't been released
+     * yet) produced a 10-attempt retry storm that compounded the slot
+     * pressure and consumed the per-account connection quota across the
+     * organisation.
+     *
+     * Cleared once the long-backoff retry is scheduled so that subsequent
+     * normal failures fall back to the standard sub-second exponential.
+     *
+     * @see CONNECTION_LIMIT_BACKOFF_MS / CONNECTION_LIMIT_BACKOFF_JITTER_MS
+     */
+    lastConnectionLimitAt = {};
+    /**
+     * Five-minute base backoff after Alpaca's app-level 406. Long enough
+     * for Alpaca's server-side cleanup to release stale slots in typical
+     * rollover scenarios; short enough that an operator doesn't need to
+     * intervene. Mirrors the equivalent MassiveClient
+     * `MAX_CONNECTIONS_RETRY_DELAY_MS` (engine v1.0.59) so both providers
+     * behave identically under the same failure mode.
+     */
+    CONNECTION_LIMIT_BACKOFF_MS = 5 * 60_000;
+    /**
+     * ±30 s of uniform jitter on the connection-limit backoff. Prevents
+     * a thundering-herd retry when all three streams (stock / option /
+     * crypto) hit 406 simultaneously during a deploy rollover — without
+     * jitter they'd all retry at the same wall-clock instant and could
+     * re-trip the account cap together.
+     */
+    CONNECTION_LIMIT_BACKOFF_JITTER_MS = 30_000;
+    /**
+     * Recency window within which a 406 is considered "still applicable"
+     * to a subsequent reconnect-schedule call. The 406 message handler
+     * stamps {@link lastConnectionLimitAt} and the `close` handler fires
+     * shortly afterwards (sub-second typically) — the window is wide
+     * enough to absorb scheduling delays without false-positives.
+     */
+    CONNECTION_LIMIT_RECENCY_MS = 30_000;
     setMode(mode = "production") {
         if (mode === "sandbox") {
             // sandbox mode
@@ -2031,6 +2073,18 @@ class AlpacaMarketDataAPI extends EventEmitter {
                 }
                 else if (message.T === "error") {
                     log$1(`${streamType} stream error: ${message.msg} (code: ${message.code}, raw: ${JSON.stringify(message)})`, { type: "error" });
+                    // Alpaca code 406: "connection limit exceeded" — account-wide
+                    // concurrent-WS cap reached. The Alpaca server will close the
+                    // socket immediately after this frame, which would normally
+                    // trigger our standard sub-second exponential reconnect chain
+                    // (1 s, 2 s, 4 s, 8 s, 16 s, 30 s × 5) — exactly the wrong
+                    // behaviour against a rate-limit response. Stamp the recency
+                    // marker so {@link scheduleReconnect} switches to the
+                    // 5-minute jittered backoff instead.
+                    if (typeof message.code === "number" &&
+                        message.code === 406) {
+                        this.lastConnectionLimitAt[streamType] = Date.now();
+                    }
                 }
                 else if (message.S) {
                     super.emit(`${streamType}-${message.T}`, message);
@@ -2064,6 +2118,37 @@ class AlpacaMarketDataAPI extends EventEmitter {
         });
     }
     scheduleReconnect(streamType) {
+        // 406-recovery fast path. When the most recent close was preceded
+        // by an Alpaca app-level 406 ("connection limit exceeded"), the
+        // standard sub-second exponential ramp is exactly wrong — it
+        // hammers the rate-limit endpoint and prolongs the slot pressure.
+        // Use a 5-minute jittered backoff instead and reset the normal
+        // attempt counter so we don't fall off the end of maxAttempts
+        // and permanently give up on a transient rollover blip.
+        const connectionLimitAt = this.lastConnectionLimitAt[streamType];
+        const isRecentConnectionLimit = typeof connectionLimitAt === "number" &&
+            Date.now() - connectionLimitAt <= this.CONNECTION_LIMIT_RECENCY_MS;
+        if (isRecentConnectionLimit) {
+            const jitter = Math.floor((Math.random() - 0.5) *
+                2 *
+                this.CONNECTION_LIMIT_BACKOFF_JITTER_MS);
+            const delayMs = this.CONNECTION_LIMIT_BACKOFF_MS + jitter;
+            // Reset normal attempt counter so the next 406 retry doesn't
+            // inherit a stale exponential cap.
+            this.reconnectAttempts[streamType] = 0;
+            // Consume the recency marker — subsequent reconnects fall back
+            // to the standard exponential path unless a new 406 arrives.
+            delete this.lastConnectionLimitAt[streamType];
+            log$1(`${streamType} stream: Alpaca 406 connection-limit recovery — backing off ${Math.round(delayMs / 1000)}s before retry to allow account-wide slot release`, { type: "warn" });
+            if (this.reconnectTimers[streamType]) {
+                clearTimeout(this.reconnectTimers[streamType]);
+            }
+            this.reconnectTimers[streamType] = setTimeout(() => {
+                log$1(`${streamType} stream: attempting reconnect after 406-recovery backoff`, { type: "info" });
+                this.connect(streamType);
+            }, delayMs);
+            return;
+        }
         const attempts = this.reconnectAttempts[streamType] ?? 0;
         const maxAttempts = 10;
         if (attempts >= maxAttempts) {
@@ -7914,226 +7999,6 @@ function testScalpingDefaultsLockedIn() {
     log(`Scalping defaults locked in (${expectations.length} fields verified). Full policy:`);
     console.log(JSON.stringify(policy, null, 2));
 }
-// async function testCreateEquitiesTrade() {
-//   try {
-//     log('Starting createEquitiesTrade test...');
-//     // Create credentials using environment variables
-//     const credentials: AlpacaCredentials = {
-//       accountName: 'test',
-//       apiKey: process.env.ALPACA_API_KEY || '',
-//       apiSecret: process.env.ALPACA_SECRET_KEY || '',
-//       type: 'PAPER',
-//       orderType: 'market',
-//       engine: 'quant'
-//     };
-//     if (!credentials.apiKey || !credentials.apiSecret) {
-//       throw new Error('ALPACA_API_KEY and ALPACA_SECRET_KEY environment variables must be set');
-//     }
-//     // Create a new instance of the trading API
-//     const alpacaAPI = createAlpacaTradingAPI(credentials);
-//     // Get current account details
-//     const accountDetails = await alpacaAPI.getAccountDetails();
-//     log(`Account equity: $${parseFloat(accountDetails.equity).toFixed(2)}`);
-//     log(`Buying power: $${parseFloat(accountDetails.buying_power).toFixed(2)}`);
-//     const testSymbols = ['AAPL', 'MSFT', 'GOOGL', 'TSLA', 'NVDA', 'META', 'AMZN']; // Multiple symbols to avoid wash trade detection
-//     const referencePrice = 150.00; // Mock reference price for testing
-//     log('=== Testing createEquitiesTrade function ===');
-//     // Test 1: Simple market order (long position)
-//     log('\n1. Testing simple market order (long)...');
-//     try {
-//       const order1 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[0], qty: 1, side: 'buy' }
-//       );
-//       log(`✅ Created simple market buy order: ${order1.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create simple market order: ${error}`);
-//     }
-//     // Test 2: Simple market order (short position)
-//     log('\n2. Testing simple market order (short)...');
-//     try {
-//       const order2 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[1], qty: 1, side: 'sell' }
-//       );
-//       log(`✅ Created simple market sell order: ${order2.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create simple market sell order: ${error}`);
-//     }
-//     // Test 3: Limit order with percentage-based stop loss (long)
-//     log('\n3. Testing limit order with percentage-based stop loss (long)...');
-//     try {
-//       const order3 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[2], qty: 1, side: 'buy', referencePrice },
-//         {
-//           type: 'limit',
-//           limitPrice: 149.50,
-//           useStopLoss: true,
-//           stopPercent100: 3.0 // 3% stop loss
-//         }
-//       );
-//       log(`✅ Created limit buy order with stop loss: ${order3.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create limit order with stop loss: ${error}`);
-//     }
-//     // Test 4: Limit order with percentage-based take profit (short)
-//     log('\n4. Testing limit order with percentage-based take profit (short)...');
-//     try {
-//       const order4 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[3], qty: 1, side: 'sell', referencePrice },
-//         {
-//           type: 'limit',
-//           limitPrice: 150.50,
-//           useTakeProfit: true,
-//           takeProfitPercent100: 2.5 // 2.5% take profit
-//         }
-//       );
-//       log(`✅ Created limit sell order with take profit: ${order4.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create limit order with take profit: ${error}`);
-//     }
-//     // Test 5: Bracket order with both stop loss and take profit (long)
-//     log('\n5. Testing bracket order with both stop loss and take profit (long)...');
-//     try {
-//       const order5 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[4], qty: 1, side: 'buy', referencePrice },
-//         {
-//           type: 'limit',
-//           limitPrice: 149.00,
-//           useStopLoss: true,
-//           stopPercent100: 4.0, // 4% stop loss
-//           useTakeProfit: true,
-//           takeProfitPercent100: 6.0 // 6% take profit
-//         }
-//       );
-//       log(`✅ Created bracket order (long): ${order5.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create bracket order: ${error}`);
-//     }
-//     // Test 6: Bracket order with fixed prices (short)
-//     log('\n6. Testing bracket order with fixed prices (short)...');
-//     try {
-//       const order6 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[5], qty: 1, side: 'sell' },
-//         {
-//           type: 'limit',
-//           limitPrice: 151.00,
-//           useStopLoss: true,
-//           stopPrice: 155.00, // Fixed stop price
-//           useTakeProfit: true,
-//           takeProfitPrice: 145.00 // Fixed take profit price
-//         }
-//       );
-//       log(`✅ Created bracket order with fixed prices (short): ${order6.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create bracket order with fixed prices: ${error}`);
-//     }
-//     // Test 7: Extended hours limit order
-//     log('\n7. Testing extended hours limit order...');
-//     try {
-//       const order7 = await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[6], qty: 1, side: 'buy' },
-//         {
-//           type: 'limit',
-//           limitPrice: 148.00,
-//           extendedHours: true
-//         }
-//       );
-//       log(`✅ Created extended hours limit order: ${order7.id}`);
-//     } catch (error) {
-//       log(`❌ Failed to create extended hours order: ${error}`);
-//     }
-//     // Test 8: Error condition - market order with extended hours (should fail)
-//     log('\n8. Testing error condition - market order with extended hours (should fail)...');
-//     try {
-//       await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[0], qty: 1, side: 'buy' },
-//         {
-//           type: 'market',
-//           extendedHours: true // This should trigger an error
-//         }
-//       );
-//       log(`❌ Unexpected success - should have failed!`);
-//     } catch (error) {
-//       log(`✅ Correctly caught error: ${error instanceof Error ? error.message : error}`);
-//     }
-//     // Test 9: Error condition - missing referencePrice for percentage (should fail)
-//     log('\n9. Testing error condition - missing referencePrice for percentage (should fail)...');
-//     try {
-//       await alpacaAPI.createEquitiesTrade(
-//         { symbol: testSymbols[0], qty: 1, side: 'buy' }, // No referencePrice
-//         {
-//           useStopLoss: true,
-//           stopPercent100: 3.0 // Requires referencePrice
-//         }
-//       );
-//       log(`❌ Unexpected success - should have failed!`);
-//     } catch (error) {
-//       log(`✅ Correctly caught error: ${error instanceof Error ? error.message : error}`);
-//     }
-//     // Wait a moment for all orders to process
-//     await new Promise(resolve => setTimeout(resolve, 2000));
-//     // Get all orders to see what was created
-//     log('\n=== Checking created orders ===');
-//     const orders = await alpacaAPI.getOrders({ status: 'open', limit: 20 });
-//     log(`Found ${orders.length} open orders`);
-//     orders.forEach((order, index) => {
-//       log(`Order ${index + 1}: ${order.order_class} ${order.type} ${order.side} ${order.qty} ${order.symbol} @ $${order.limit_price || 'market'}`);
-//       if (order.legs && order.legs.length > 0) {
-//         log(`  Stop Loss: $${order.legs.find(leg => leg.type === 'stop')?.stop_price || 'N/A'}`);
-//         log(`  Take Profit: $${order.legs.find(leg => leg.type === 'limit')?.limit_price || 'N/A'}`);
-//       }
-//     });
-//     // Cancel all orders to clean up
-//     log('\n=== Cleaning up - canceling all orders ===');
-//     await alpacaAPI.cancelAllOrders();
-//     log('✅ All orders canceled');
-//     log('\n=== Test completed successfully! ===');
-//   } catch (error) {
-//     log(`❌ Error in createEquitiesTrade test: ${error instanceof Error ? error.message : 'Unknown error'}`);
-//     process.exit(1);
-//   }
-// }
-// async function testAlpacaWebSocket() {
-//   try {
-//     log('Starting Alpaca WebSocket test...');
-//     // Create credentials using environment variables
-//     const credentials: AlpacaCredentials = {
-//       accountName: 'test',
-//       apiKey: process.env.ALPACA_API_KEY || '',
-//       apiSecret: process.env.ALPACA_SECRET_KEY || '',
-//       type: 'PAPER',
-//       orderType: 'market',
-//       engine: 'quant'
-//     };
-//     if (!credentials.apiKey || !credentials.apiSecret) {
-//       throw new Error('ALPACA_API_KEY and ALPACA_SECRET_KEY environment variables must be set');
-//     }
-//     // Create a new instance of the trading API
-//     const alpacaAPI = createAlpacaTradingAPI(credentials); // type AlpacaCredentials
-//     // Set up trade update callback
-//     alpacaAPI.onTradeUpdate((update: TradeUpdate) => {
-//       log(`Received trade update: event ${update.event} for an order to ${update.order.side} ${update.order.qty} of ${update.order.symbol}`);
-//     });
-//     // Connect to WebSocket
-//     alpacaAPI.connectWebsocket(); // necessary to connect to the WebSocket
-//     // create an order
-//     const order = await alpacaAPI.createMarketOrder('AAPL', 1, 'buy', 'buy_to_open');
-//     // cancel the order
-//     await alpacaAPI.cancelAllOrders();
-//     // Keep the process running
-//     log('WebSocket connected and listening for trade updates...');
-//     log('Press Ctrl+C to exit');
-//     // Keep the process running
-//     await new Promise(() => {});
-//   } catch (error) {
-//     log(`Error in WebSocket test: ${error instanceof Error ? error.message : 'Unknown error'}`);
-//     process.exit(1);
-//   }
-// }
-// // Run the test
-// testAlpacaWebSocket();
-// Run the createEquitiesTrade test
-//testCreateEquitiesTrade();
-// testing retrieving pre-market data (just 9:00am to 9:30am on 1 july 2025 for SPY) using the market data api
 async function testPreMarketData() {
     try {
         log("Starting pre-market data test for SPY (9:00am-9:30am, July 1, 2025)...");