@adaptic/utils 0.1.44 → 0.1.45

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Files changed (225) hide show
  1. package/README.md +61 -153
  2. package/dist/index.cjs +5356 -60315
  3. package/dist/index.cjs.map +1 -1
  4. package/dist/index.mjs +5356 -60054
  5. package/dist/index.mjs.map +1 -1
  6. package/dist/test.js +361 -824
  7. package/dist/test.js.map +1 -1
  8. package/dist/types/adaptic.d.ts +2 -2
  9. package/dist/types/adaptic.d.ts.map +1 -1
  10. package/dist/types/alpaca-functions.d.ts +233 -0
  11. package/dist/types/alpaca-functions.d.ts.map +1 -0
  12. package/dist/types/alpaca-market-data-api.d.ts +9 -24
  13. package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
  14. package/dist/types/alpaca-trading-api.d.ts +12 -12
  15. package/dist/types/alpaca-trading-api.d.ts.map +1 -1
  16. package/dist/types/alphavantage.d.ts +1 -1
  17. package/dist/types/alphavantage.d.ts.map +1 -1
  18. package/dist/types/asset-allocation-algorithm.d.ts +1 -7
  19. package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
  20. package/dist/types/cache/stampede-protected-cache.d.ts.map +1 -1
  21. package/dist/types/crypto.d.ts +4 -4
  22. package/dist/types/crypto.d.ts.map +1 -1
  23. package/dist/types/display-manager.d.ts +1 -1
  24. package/dist/types/display-manager.d.ts.map +1 -1
  25. package/dist/types/examples/asset-allocation-example.d.ts +6 -7
  26. package/dist/types/examples/asset-allocation-example.d.ts.map +1 -1
  27. package/dist/types/format-tools.d.ts.map +1 -1
  28. package/dist/types/index.d.ts +55 -393
  29. package/dist/types/index.d.ts.map +1 -1
  30. package/dist/types/logging.d.ts +1 -1
  31. package/dist/types/logging.d.ts.map +1 -1
  32. package/dist/types/market-hours.d.ts.map +1 -1
  33. package/dist/types/market-time.d.ts +13 -75
  34. package/dist/types/market-time.d.ts.map +1 -1
  35. package/dist/types/metrics-calcs.d.ts.map +1 -1
  36. package/dist/types/misc-utils.d.ts +1 -4
  37. package/dist/types/misc-utils.d.ts.map +1 -1
  38. package/dist/types/performance-metrics.d.ts +6 -6
  39. package/dist/types/performance-metrics.d.ts.map +1 -1
  40. package/dist/types/polygon-indices.d.ts +3 -3
  41. package/dist/types/polygon-indices.d.ts.map +1 -1
  42. package/dist/types/polygon.d.ts +1 -1
  43. package/dist/types/polygon.d.ts.map +1 -1
  44. package/dist/types/price-utils.d.ts.map +1 -1
  45. package/dist/types/technical-analysis.d.ts +9 -9
  46. package/dist/types/technical-analysis.d.ts.map +1 -1
  47. package/dist/types/time-utils.d.ts.map +1 -1
  48. package/dist/types/types/adaptic-types.d.ts +1 -1
  49. package/dist/types/types/adaptic-types.d.ts.map +1 -1
  50. package/dist/types/types/alpaca-types.d.ts +89 -252
  51. package/dist/types/types/alpaca-types.d.ts.map +1 -1
  52. package/dist/types/types/alphavantage-types.d.ts +2 -2
  53. package/dist/types/types/asset-allocation-types.d.ts +11 -11
  54. package/dist/types/types/index.d.ts +8 -8
  55. package/dist/types/types/index.d.ts.map +1 -1
  56. package/dist/types/types/logging-types.d.ts +2 -2
  57. package/dist/types/types/logging-types.d.ts.map +1 -1
  58. package/dist/types/types/market-time-types.d.ts +4 -4
  59. package/dist/types/types/market-time-types.d.ts.map +1 -1
  60. package/dist/types/types/metrics-types.d.ts +4 -4
  61. package/dist/types/types/metrics-types.d.ts.map +1 -1
  62. package/dist/types/types/polygon-indices-types.d.ts +6 -6
  63. package/dist/types/types/polygon-types.d.ts +3 -3
  64. package/dist/types/types/ta-types.d.ts +3 -3
  65. package/package.json +6 -24
  66. package/dist/types/__tests__/alpaca-functions.test.d.ts +0 -2
  67. package/dist/types/__tests__/alpaca-functions.test.d.ts.map +0 -1
  68. package/dist/types/__tests__/api-endpoints.test.d.ts +0 -2
  69. package/dist/types/__tests__/api-endpoints.test.d.ts.map +0 -1
  70. package/dist/types/__tests__/asset-allocation.test.d.ts +0 -2
  71. package/dist/types/__tests__/asset-allocation.test.d.ts.map +0 -1
  72. package/dist/types/__tests__/auth-validator.test.d.ts +0 -2
  73. package/dist/types/__tests__/auth-validator.test.d.ts.map +0 -1
  74. package/dist/types/__tests__/cache.test.d.ts +0 -2
  75. package/dist/types/__tests__/cache.test.d.ts.map +0 -1
  76. package/dist/types/__tests__/errors.test.d.ts +0 -2
  77. package/dist/types/__tests__/errors.test.d.ts.map +0 -1
  78. package/dist/types/__tests__/financial-regression.test.d.ts +0 -2
  79. package/dist/types/__tests__/financial-regression.test.d.ts.map +0 -1
  80. package/dist/types/__tests__/format-tools.test.d.ts +0 -2
  81. package/dist/types/__tests__/format-tools.test.d.ts.map +0 -1
  82. package/dist/types/__tests__/http-keep-alive.test.d.ts +0 -2
  83. package/dist/types/__tests__/http-keep-alive.test.d.ts.map +0 -1
  84. package/dist/types/__tests__/http-timeout.test.d.ts +0 -2
  85. package/dist/types/__tests__/http-timeout.test.d.ts.map +0 -1
  86. package/dist/types/__tests__/logger.test.d.ts +0 -2
  87. package/dist/types/__tests__/logger.test.d.ts.map +0 -1
  88. package/dist/types/__tests__/market-time.test.d.ts +0 -2
  89. package/dist/types/__tests__/market-time.test.d.ts.map +0 -1
  90. package/dist/types/__tests__/misc-utils.test.d.ts +0 -2
  91. package/dist/types/__tests__/misc-utils.test.d.ts.map +0 -1
  92. package/dist/types/__tests__/paginator.test.d.ts +0 -2
  93. package/dist/types/__tests__/paginator.test.d.ts.map +0 -1
  94. package/dist/types/__tests__/performance-metrics.test.d.ts +0 -2
  95. package/dist/types/__tests__/performance-metrics.test.d.ts.map +0 -1
  96. package/dist/types/__tests__/polygon.test.d.ts +0 -2
  97. package/dist/types/__tests__/polygon.test.d.ts.map +0 -1
  98. package/dist/types/__tests__/price-utils.test.d.ts +0 -2
  99. package/dist/types/__tests__/price-utils.test.d.ts.map +0 -1
  100. package/dist/types/__tests__/property-based-financial.test.d.ts +0 -2
  101. package/dist/types/__tests__/property-based-financial.test.d.ts.map +0 -1
  102. package/dist/types/__tests__/rate-limiter.test.d.ts +0 -2
  103. package/dist/types/__tests__/rate-limiter.test.d.ts.map +0 -1
  104. package/dist/types/__tests__/schema-validation.test.d.ts +0 -2
  105. package/dist/types/__tests__/schema-validation.test.d.ts.map +0 -1
  106. package/dist/types/__tests__/technical-analysis.test.d.ts +0 -2
  107. package/dist/types/__tests__/technical-analysis.test.d.ts.map +0 -1
  108. package/dist/types/__tests__/time-utils.test.d.ts +0 -2
  109. package/dist/types/__tests__/time-utils.test.d.ts.map +0 -1
  110. package/dist/types/alpaca/client.d.ts +0 -95
  111. package/dist/types/alpaca/client.d.ts.map +0 -1
  112. package/dist/types/alpaca/crypto/data.d.ts +0 -281
  113. package/dist/types/alpaca/crypto/data.d.ts.map +0 -1
  114. package/dist/types/alpaca/crypto/index.d.ts +0 -75
  115. package/dist/types/alpaca/crypto/index.d.ts.map +0 -1
  116. package/dist/types/alpaca/crypto/orders.d.ts +0 -221
  117. package/dist/types/alpaca/crypto/orders.d.ts.map +0 -1
  118. package/dist/types/alpaca/index.d.ts +0 -205
  119. package/dist/types/alpaca/index.d.ts.map +0 -1
  120. package/dist/types/alpaca/legacy/account.d.ts +0 -34
  121. package/dist/types/alpaca/legacy/account.d.ts.map +0 -1
  122. package/dist/types/alpaca/legacy/assets.d.ts +0 -13
  123. package/dist/types/alpaca/legacy/assets.d.ts.map +0 -1
  124. package/dist/types/alpaca/legacy/auth.d.ts +0 -18
  125. package/dist/types/alpaca/legacy/auth.d.ts.map +0 -1
  126. package/dist/types/alpaca/legacy/index.d.ts +0 -15
  127. package/dist/types/alpaca/legacy/index.d.ts.map +0 -1
  128. package/dist/types/alpaca/legacy/market-data.d.ts +0 -32
  129. package/dist/types/alpaca/legacy/market-data.d.ts.map +0 -1
  130. package/dist/types/alpaca/legacy/orders.d.ts +0 -84
  131. package/dist/types/alpaca/legacy/orders.d.ts.map +0 -1
  132. package/dist/types/alpaca/legacy/positions.d.ts +0 -66
  133. package/dist/types/alpaca/legacy/positions.d.ts.map +0 -1
  134. package/dist/types/alpaca/legacy/utils.d.ts +0 -18
  135. package/dist/types/alpaca/legacy/utils.d.ts.map +0 -1
  136. package/dist/types/alpaca/market-data/bars.d.ts +0 -142
  137. package/dist/types/alpaca/market-data/bars.d.ts.map +0 -1
  138. package/dist/types/alpaca/market-data/index.d.ts +0 -13
  139. package/dist/types/alpaca/market-data/index.d.ts.map +0 -1
  140. package/dist/types/alpaca/market-data/news.d.ts +0 -87
  141. package/dist/types/alpaca/market-data/news.d.ts.map +0 -1
  142. package/dist/types/alpaca/market-data/quotes.d.ts +0 -85
  143. package/dist/types/alpaca/market-data/quotes.d.ts.map +0 -1
  144. package/dist/types/alpaca/market-data/trades.d.ts +0 -98
  145. package/dist/types/alpaca/market-data/trades.d.ts.map +0 -1
  146. package/dist/types/alpaca/options/contracts.d.ts +0 -279
  147. package/dist/types/alpaca/options/contracts.d.ts.map +0 -1
  148. package/dist/types/alpaca/options/data.d.ts +0 -126
  149. package/dist/types/alpaca/options/data.d.ts.map +0 -1
  150. package/dist/types/alpaca/options/index.d.ts +0 -17
  151. package/dist/types/alpaca/options/index.d.ts.map +0 -1
  152. package/dist/types/alpaca/options/orders.d.ts +0 -366
  153. package/dist/types/alpaca/options/orders.d.ts.map +0 -1
  154. package/dist/types/alpaca/options/strategies.d.ts +0 -224
  155. package/dist/types/alpaca/options/strategies.d.ts.map +0 -1
  156. package/dist/types/alpaca/streams/base-stream.d.ts +0 -143
  157. package/dist/types/alpaca/streams/base-stream.d.ts.map +0 -1
  158. package/dist/types/alpaca/streams/crypto-stream.d.ts +0 -173
  159. package/dist/types/alpaca/streams/crypto-stream.d.ts.map +0 -1
  160. package/dist/types/alpaca/streams/index.d.ts +0 -54
  161. package/dist/types/alpaca/streams/index.d.ts.map +0 -1
  162. package/dist/types/alpaca/streams/option-stream.d.ts +0 -167
  163. package/dist/types/alpaca/streams/option-stream.d.ts.map +0 -1
  164. package/dist/types/alpaca/streams/stock-stream.d.ts +0 -176
  165. package/dist/types/alpaca/streams/stock-stream.d.ts.map +0 -1
  166. package/dist/types/alpaca/streams/stream-manager.d.ts +0 -277
  167. package/dist/types/alpaca/streams/stream-manager.d.ts.map +0 -1
  168. package/dist/types/alpaca/streams/trading-stream.d.ts +0 -186
  169. package/dist/types/alpaca/streams/trading-stream.d.ts.map +0 -1
  170. package/dist/types/alpaca/streams.d.ts +0 -88
  171. package/dist/types/alpaca/streams.d.ts.map +0 -1
  172. package/dist/types/alpaca/test-imports.d.ts +0 -7
  173. package/dist/types/alpaca/test-imports.d.ts.map +0 -1
  174. package/dist/types/alpaca/trading/account.d.ts +0 -198
  175. package/dist/types/alpaca/trading/account.d.ts.map +0 -1
  176. package/dist/types/alpaca/trading/bracket-orders.d.ts +0 -162
  177. package/dist/types/alpaca/trading/bracket-orders.d.ts.map +0 -1
  178. package/dist/types/alpaca/trading/clock.d.ts +0 -99
  179. package/dist/types/alpaca/trading/clock.d.ts.map +0 -1
  180. package/dist/types/alpaca/trading/index.d.ts +0 -15
  181. package/dist/types/alpaca/trading/index.d.ts.map +0 -1
  182. package/dist/types/alpaca/trading/oco-orders.d.ts +0 -203
  183. package/dist/types/alpaca/trading/oco-orders.d.ts.map +0 -1
  184. package/dist/types/alpaca/trading/order-utils.d.ts +0 -404
  185. package/dist/types/alpaca/trading/order-utils.d.ts.map +0 -1
  186. package/dist/types/alpaca/trading/orders.d.ts +0 -199
  187. package/dist/types/alpaca/trading/orders.d.ts.map +0 -1
  188. package/dist/types/alpaca/trading/oto-orders.d.ts +0 -282
  189. package/dist/types/alpaca/trading/oto-orders.d.ts.map +0 -1
  190. package/dist/types/alpaca/trading/positions.d.ts +0 -389
  191. package/dist/types/alpaca/trading/positions.d.ts.map +0 -1
  192. package/dist/types/alpaca/trading/smart-orders.d.ts +0 -301
  193. package/dist/types/alpaca/trading/smart-orders.d.ts.map +0 -1
  194. package/dist/types/alpaca/trading/trailing-stops.d.ts +0 -240
  195. package/dist/types/alpaca/trading/trailing-stops.d.ts.map +0 -1
  196. package/dist/types/config/api-endpoints.d.ts +0 -94
  197. package/dist/types/config/api-endpoints.d.ts.map +0 -1
  198. package/dist/types/errors/index.d.ts +0 -130
  199. package/dist/types/errors/index.d.ts.map +0 -1
  200. package/dist/types/examples/rate-limiter-example.d.ts +0 -7
  201. package/dist/types/examples/rate-limiter-example.d.ts.map +0 -1
  202. package/dist/types/http-timeout.d.ts +0 -37
  203. package/dist/types/http-timeout.d.ts.map +0 -1
  204. package/dist/types/logger.d.ts +0 -56
  205. package/dist/types/logger.d.ts.map +0 -1
  206. package/dist/types/rate-limiter.d.ts +0 -171
  207. package/dist/types/rate-limiter.d.ts.map +0 -1
  208. package/dist/types/schemas/alpaca-schemas.d.ts +0 -779
  209. package/dist/types/schemas/alpaca-schemas.d.ts.map +0 -1
  210. package/dist/types/schemas/alphavantage-schemas.d.ts +0 -255
  211. package/dist/types/schemas/alphavantage-schemas.d.ts.map +0 -1
  212. package/dist/types/schemas/index.d.ts +0 -21
  213. package/dist/types/schemas/index.d.ts.map +0 -1
  214. package/dist/types/schemas/polygon-schemas.d.ts +0 -551
  215. package/dist/types/schemas/polygon-schemas.d.ts.map +0 -1
  216. package/dist/types/schemas/validate-response.d.ts +0 -88
  217. package/dist/types/schemas/validate-response.d.ts.map +0 -1
  218. package/dist/types/utils/auth-validator.d.ts +0 -32
  219. package/dist/types/utils/auth-validator.d.ts.map +0 -1
  220. package/dist/types/utils/http-keep-alive.d.ts +0 -110
  221. package/dist/types/utils/http-keep-alive.d.ts.map +0 -1
  222. package/dist/types/utils/paginator.d.ts +0 -154
  223. package/dist/types/utils/paginator.d.ts.map +0 -1
  224. package/dist/types/utils/retry.d.ts +0 -78
  225. package/dist/types/utils/retry.d.ts.map +0 -1
@@ -1 +0,0 @@
1
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@@ -1,240 +0,0 @@
1
- /**
2
- * Native Trailing Stop Orders Module
3
- *
4
- * This module provides functions for creating and managing native trailing stop orders
5
- * using Alpaca's server-side trailing stop functionality. Native trailing stops are
6
- * handled by Alpaca's servers, eliminating the need for client-side monitoring.
7
- *
8
- * Key benefits of native trailing stops:
9
- * - Server-side execution ensures stops work even if your application is offline
10
- * - No need for polling or websocket connections to monitor prices
11
- * - Automatic high water mark (HWM) tracking by Alpaca
12
- * - Support for both percentage-based and dollar-based trailing
13
- */
14
- import { AlpacaClient } from "../client";
15
- import { AlpacaOrder, OrderSide, TimeInForce } from "../../types/alpaca-types";
16
- /**
17
- * Parameters for creating a trailing stop order
18
- */
19
- export interface TrailingStopParams {
20
- /** Stock symbol */
21
- symbol: string;
22
- /** Number of shares */
23
- qty: number;
24
- /** Order side (usually 'sell' for closing long positions) */
25
- side: OrderSide;
26
- /** Trail by percentage (e.g., 1.0 = 1%). Must specify either trailPercent OR trailPrice */
27
- trailPercent?: number;
28
- /** Trail by fixed dollar amount. Must specify either trailPercent OR trailPrice */
29
- trailPrice?: number;
30
- /** Time in force (default: 'gtc') */
31
- timeInForce?: TimeInForce;
32
- /** Extended hours trading */
33
- extendedHours?: boolean;
34
- /** Client order ID for tracking */
35
- clientOrderId?: string;
36
- }
37
- /**
38
- * Result of trailing stop HWM query
39
- */
40
- export interface TrailingStopHWMResult {
41
- /** High water mark - the highest price seen since order placement (for sell stops) */
42
- hwm: number | null;
43
- /** Current calculated stop price based on HWM and trail amount */
44
- currentStop: number | null;
45
- }
46
- /**
47
- * Parameters for creating trailing stops across a portfolio
48
- */
49
- export interface PortfolioTrailingStopParams {
50
- /** Trail by percentage (e.g., 2.0 = 2%) */
51
- trailPercent: number;
52
- /** Time in force (default: 'gtc') */
53
- timeInForce?: TimeInForce;
54
- /** Symbols to exclude from trailing stop creation */
55
- excludeSymbols?: string[];
56
- }
57
- /**
58
- * Validation error for trailing stop parameters
59
- */
60
- export declare class TrailingStopValidationError extends Error {
61
- constructor(message: string);
62
- }
63
- /**
64
- * Create a native trailing stop order
65
- *
66
- * The trailing stop automatically adjusts based on price movement:
67
- * - For SELL: Stop rises as price rises, locks in when price falls
68
- * - For BUY: Stop falls as price falls, triggers when price rises
69
- *
70
- * Must specify either trailPercent OR trailPrice (not both)
71
- *
72
- * @param client - AlpacaClient instance
73
- * @param params - Trailing stop parameters
74
- * @returns The created order
75
- * @throws {TrailingStopValidationError} If parameters are invalid
76
- * @throws {Error} If order creation fails
77
- *
78
- * @example
79
- * ```typescript
80
- * // Trail by 2% on a sell (closing long position)
81
- * await createTrailingStop(client, {
82
- * symbol: 'AAPL',
83
- * qty: 100,
84
- * side: 'sell',
85
- * trailPercent: 2.0,
86
- * });
87
- *
88
- * // Trail by $5 on a sell
89
- * await createTrailingStop(client, {
90
- * symbol: 'AAPL',
91
- * qty: 100,
92
- * side: 'sell',
93
- * trailPrice: 5.00,
94
- * });
95
- * ```
96
- */
97
- export declare function createTrailingStop(client: AlpacaClient, params: TrailingStopParams): Promise<AlpacaOrder>;
98
- /**
99
- * Update an existing trailing stop order
100
- *
101
- * You can update the trail_percent or trail_price of an existing order.
102
- * Note: Alpaca uses 'trail' parameter for replacements (works for both percent and price).
103
- *
104
- * @param client - AlpacaClient instance
105
- * @param orderId - The ID of the order to update
106
- * @param updates - New trail parameters (specify one of trailPercent or trailPrice)
107
- * @returns The updated order
108
- * @throws {Error} If no update parameters provided or update fails
109
- *
110
- * @example
111
- * ```typescript
112
- * // Tighten trailing stop to 1.5%
113
- * await updateTrailingStop(client, 'order-id-123', { trailPercent: 1.5 });
114
- *
115
- * // Change to $3 trail
116
- * await updateTrailingStop(client, 'order-id-123', { trailPrice: 3.00 });
117
- * ```
118
- */
119
- export declare function updateTrailingStop(client: AlpacaClient, orderId: string, updates: {
120
- trailPercent?: number;
121
- trailPrice?: number;
122
- }): Promise<AlpacaOrder>;
123
- /**
124
- * Get the current high water mark (HWM) for a trailing stop
125
- *
126
- * The HWM is the highest price seen since order placement (for sell stops)
127
- * or the lowest price (for buy stops). The current stop price is calculated
128
- * based on the HWM and the trail amount.
129
- *
130
- * @param client - AlpacaClient instance
131
- * @param orderId - The ID of the trailing stop order
132
- * @returns Object containing HWM and current stop price (null if not yet established)
133
- * @throws {Error} If order retrieval fails
134
- *
135
- * @example
136
- * ```typescript
137
- * const { hwm, currentStop } = await getTrailingStopHWM(client, 'order-id-123');
138
- * console.log(`High water mark: $${hwm}, Current stop: $${currentStop}`);
139
- * ```
140
- */
141
- export declare function getTrailingStopHWM(client: AlpacaClient, orderId: string): Promise<TrailingStopHWMResult>;
142
- /**
143
- * Cancel a trailing stop order
144
- *
145
- * @param client - AlpacaClient instance
146
- * @param orderId - The ID of the trailing stop order to cancel
147
- * @throws {Error} If cancellation fails
148
- *
149
- * @example
150
- * ```typescript
151
- * await cancelTrailingStop(client, 'order-id-123');
152
- * ```
153
- */
154
- export declare function cancelTrailingStop(client: AlpacaClient, orderId: string): Promise<void>;
155
- /**
156
- * Create trailing stops for all positions in a portfolio
157
- *
158
- * This function creates trailing stop orders for all long positions in the portfolio,
159
- * which is useful for applying blanket downside protection. Short positions are skipped.
160
- *
161
- * @param client - AlpacaClient instance
162
- * @param params - Configuration for portfolio-wide trailing stops
163
- * @returns Map of symbol to created order (symbols that failed are not included)
164
- *
165
- * @example
166
- * ```typescript
167
- * // Apply 3% trailing stops to all positions except TSLA and NVDA
168
- * const orders = await createPortfolioTrailingStops(client, {
169
- * trailPercent: 3.0,
170
- * excludeSymbols: ['TSLA', 'NVDA'],
171
- * });
172
- *
173
- * console.log(`Created ${orders.size} trailing stops`);
174
- * for (const [symbol, order] of orders) {
175
- * console.log(`${symbol}: ${order.id}`);
176
- * }
177
- * ```
178
- */
179
- export declare function createPortfolioTrailingStops(client: AlpacaClient, params: PortfolioTrailingStopParams): Promise<Map<string, AlpacaOrder>>;
180
- /**
181
- * Get all open trailing stop orders
182
- *
183
- * @param client - AlpacaClient instance
184
- * @param symbol - Optional symbol to filter by
185
- * @returns Array of open trailing stop orders
186
- *
187
- * @example
188
- * ```typescript
189
- * // Get all trailing stops
190
- * const allStops = await getOpenTrailingStops(client);
191
- *
192
- * // Get trailing stops for specific symbol
193
- * const appleStops = await getOpenTrailingStops(client, 'AAPL');
194
- * ```
195
- */
196
- export declare function getOpenTrailingStops(client: AlpacaClient, symbol?: string): Promise<AlpacaOrder[]>;
197
- /**
198
- * Check if a symbol has an active trailing stop order
199
- *
200
- * @param client - AlpacaClient instance
201
- * @param symbol - Stock symbol to check
202
- * @returns True if an active trailing stop exists for the symbol
203
- *
204
- * @example
205
- * ```typescript
206
- * if (await hasActiveTrailingStop(client, 'AAPL')) {
207
- * console.log('AAPL already has a trailing stop');
208
- * }
209
- * ```
210
- */
211
- export declare function hasActiveTrailingStop(client: AlpacaClient, symbol: string): Promise<boolean>;
212
- /**
213
- * Cancel all trailing stop orders for a specific symbol
214
- *
215
- * @param client - AlpacaClient instance
216
- * @param symbol - Stock symbol
217
- * @returns Number of orders canceled
218
- *
219
- * @example
220
- * ```typescript
221
- * const canceled = await cancelTrailingStopsForSymbol(client, 'AAPL');
222
- * console.log(`Canceled ${canceled} trailing stop orders for AAPL`);
223
- * ```
224
- */
225
- export declare function cancelTrailingStopsForSymbol(client: AlpacaClient, symbol: string): Promise<number>;
226
- /**
227
- * Default export object with all trailing stop functions
228
- */
229
- declare const _default: {
230
- createTrailingStop: typeof createTrailingStop;
231
- updateTrailingStop: typeof updateTrailingStop;
232
- getTrailingStopHWM: typeof getTrailingStopHWM;
233
- cancelTrailingStop: typeof cancelTrailingStop;
234
- createPortfolioTrailingStops: typeof createPortfolioTrailingStops;
235
- getOpenTrailingStops: typeof getOpenTrailingStops;
236
- hasActiveTrailingStop: typeof hasActiveTrailingStop;
237
- cancelTrailingStopsForSymbol: typeof cancelTrailingStopsForSymbol;
238
- };
239
- export default _default;
240
- //# sourceMappingURL=trailing-stops.d.ts.map
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@@ -1,94 +0,0 @@
1
- /**
2
- * Centralized API Endpoints Configuration
3
- *
4
- * This file defines all Alpaca API base URLs to ensure consistency
5
- * across the codebase and make updates easier.
6
- *
7
- * API Version Guidelines:
8
- * - Trading API: v2 (stable, production-ready)
9
- * - Market Data (stocks): v2 (stable)
10
- * - Market Data (crypto): v1beta3 (latest beta)
11
- * - Market Data (options): v1beta1 (latest beta)
12
- * - News API: v1beta1 (latest beta)
13
- */
14
- /**
15
- * Account type for trading
16
- */
17
- export type AccountType = "PAPER" | "LIVE";
18
- /**
19
- * Trading API base URLs (v2)
20
- * Used for orders, positions, account management
21
- */
22
- export declare const TRADING_API: {
23
- readonly PAPER: "https://paper-api.alpaca.markets/v2";
24
- readonly LIVE: "https://api.alpaca.markets/v2";
25
- };
26
- /**
27
- * Get trading API base URL for account type
28
- */
29
- export declare function getTradingApiUrl(accountType: AccountType): string;
30
- /**
31
- * Market Data API base URLs
32
- */
33
- export declare const MARKET_DATA_API: {
34
- /** Stock market data (v2) - bars, quotes, trades */
35
- readonly STOCKS: "https://data.alpaca.markets/v2";
36
- /** Cryptocurrency market data (v1beta3) - latest stable beta */
37
- readonly CRYPTO: "https://data.alpaca.markets/v1beta3";
38
- /** Options market data (v1beta1) */
39
- readonly OPTIONS: "https://data.alpaca.markets/v1beta1";
40
- /** News API (v1beta1) */
41
- readonly NEWS: "https://data.alpaca.markets/v1beta1";
42
- };
43
- /**
44
- * WebSocket stream URLs
45
- */
46
- export declare const WEBSOCKET_STREAMS: {
47
- /** Trading updates (orders, fills, etc.) */
48
- readonly TRADING: {
49
- readonly PAPER: "wss://paper-api.alpaca.markets/stream";
50
- readonly LIVE: "wss://api.alpaca.markets/stream";
51
- };
52
- /** Stock market data stream (v2) */
53
- readonly STOCKS: {
54
- readonly PRODUCTION: "wss://stream.data.alpaca.markets/v2/sip";
55
- readonly TEST: "wss://stream.data.alpaca.markets/v2/test";
56
- };
57
- /** Options market data stream (v1beta3) */
58
- readonly OPTIONS: {
59
- readonly PRODUCTION: "wss://stream.data.alpaca.markets/v1beta3/options";
60
- readonly SANDBOX: "wss://stream.data.sandbox.alpaca.markets/v1beta3/options";
61
- };
62
- /** Crypto market data stream (v1beta3) */
63
- readonly CRYPTO: {
64
- readonly PRODUCTION: "wss://stream.data.alpaca.markets/v1beta3/crypto/us";
65
- readonly SANDBOX: "wss://stream.data.sandbox.alpaca.markets/v1beta3/crypto/us";
66
- };
67
- };
68
- /**
69
- * Get trading WebSocket URL for account type
70
- */
71
- export declare function getTradingWebSocketUrl(accountType: AccountType): string;
72
- /**
73
- * Get stock stream WebSocket URL
74
- */
75
- export declare function getStockStreamUrl(mode?: "PRODUCTION" | "TEST"): string;
76
- /**
77
- * Get options stream WebSocket URL
78
- */
79
- export declare function getOptionsStreamUrl(mode?: "PRODUCTION" | "SANDBOX"): string;
80
- /**
81
- * Get crypto stream WebSocket URL
82
- */
83
- export declare function getCryptoStreamUrl(mode?: "PRODUCTION" | "SANDBOX"): string;
84
- /**
85
- * Legacy support - map old API version references to current
86
- * @deprecated Use the constants above directly
87
- */
88
- export declare const LEGACY_API_VERSIONS: {
89
- /** @deprecated Use MARKET_DATA_API.OPTIONS instead */
90
- readonly v1beta1: "https://data.alpaca.markets/v1beta1";
91
- /** @deprecated Use MARKET_DATA_API.CRYPTO instead */
92
- readonly v1beta3: "https://data.alpaca.markets/v1beta3";
93
- };
94
- //# sourceMappingURL=api-endpoints.d.ts.map
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1
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@@ -1,130 +0,0 @@
1
- /**
2
- * Structured error type hierarchy for all API integrations
3
- *
4
- * This module provides a comprehensive error handling system for external API integrations,
5
- * including Alpaca, Polygon, and AlphaVantage services.
6
- */
7
- /**
8
- * Base error class for all @adaptic/utils errors
9
- * Extends Error with additional context about service, error code, and retry capability
10
- */
11
- export declare class AdapticUtilsError extends Error {
12
- readonly code: string;
13
- readonly service: string;
14
- readonly isRetryable: boolean;
15
- readonly cause?: unknown | undefined;
16
- readonly name: string;
17
- constructor(message: string, code: string, service: string, isRetryable?: boolean, cause?: unknown | undefined);
18
- }
19
- /**
20
- * Alpaca API specific errors
21
- * Handles all errors from Alpaca trading and market data APIs
22
- */
23
- export declare class AlpacaApiError extends AdapticUtilsError {
24
- readonly statusCode?: number | undefined;
25
- constructor(message: string, code: string, statusCode?: number | undefined, cause?: unknown);
26
- }
27
- /**
28
- * Polygon.io API specific errors
29
- * Handles all errors from Polygon market data API
30
- */
31
- export declare class PolygonApiError extends AdapticUtilsError {
32
- readonly statusCode?: number | undefined;
33
- constructor(message: string, code: string, statusCode?: number | undefined, cause?: unknown);
34
- }
35
- /**
36
- * AlphaVantage API specific errors
37
- * Handles all errors from AlphaVantage financial data API
38
- */
39
- export declare class AlphaVantageError extends AdapticUtilsError {
40
- readonly statusCode?: number | undefined;
41
- constructor(message: string, code: string, statusCode?: number | undefined, cause?: unknown);
42
- }
43
- /**
44
- * Network timeout errors
45
- * Used when API requests exceed configured timeout limits
46
- * Always retryable as timeouts are often transient
47
- */
48
- export declare class TimeoutError extends AdapticUtilsError {
49
- readonly service: string;
50
- readonly timeoutMs: number;
51
- constructor(message: string, service: string, timeoutMs: number, cause?: unknown);
52
- }
53
- /**
54
- * Input validation errors
55
- * Used when function inputs fail validation checks
56
- * Never retryable as the inputs need to be corrected
57
- */
58
- export declare class ValidationError extends AdapticUtilsError {
59
- readonly service: string;
60
- readonly invalidField?: string | undefined;
61
- constructor(message: string, service: string, invalidField?: string | undefined, cause?: unknown);
62
- }
63
- /**
64
- * Authentication and authorization errors
65
- * Used when API credentials are invalid, expired, or lack permissions
66
- * Never retryable as credentials need to be updated
67
- */
68
- export declare class AuthenticationError extends AdapticUtilsError {
69
- readonly service: string;
70
- readonly statusCode?: number | undefined;
71
- constructor(message: string, service: string, statusCode?: number | undefined, cause?: unknown);
72
- }
73
- /**
74
- * HTTP client errors (4xx)
75
- * Used for client-side errors that are not authentication or validation related
76
- * Generally not retryable unless specific status codes indicate otherwise
77
- */
78
- export declare class HttpClientError extends AdapticUtilsError {
79
- readonly service: string;
80
- readonly statusCode: number;
81
- constructor(message: string, service: string, statusCode: number, cause?: unknown);
82
- }
83
- /**
84
- * HTTP server errors (5xx)
85
- * Used for server-side errors from external APIs
86
- * Always retryable as server issues are often transient
87
- */
88
- export declare class HttpServerError extends AdapticUtilsError {
89
- readonly service: string;
90
- readonly statusCode: number;
91
- constructor(message: string, service: string, statusCode: number, cause?: unknown);
92
- }
93
- /**
94
- * Rate limit errors (429)
95
- * Used when API rate limits are exceeded
96
- * Always retryable, often with retry-after header information
97
- */
98
- export declare class RateLimitError extends AdapticUtilsError {
99
- readonly service: string;
100
- readonly retryAfterMs?: number | undefined;
101
- constructor(message: string, service: string, retryAfterMs?: number | undefined, cause?: unknown);
102
- }
103
- /**
104
- * WebSocket connection errors
105
- * Used for WebSocket-specific connection and communication failures
106
- * Retryability depends on the specific error condition
107
- */
108
- export declare class WebSocketError extends AdapticUtilsError {
109
- readonly service: string;
110
- constructor(message: string, service: string, isRetryable?: boolean, cause?: unknown);
111
- }
112
- /**
113
- * Network errors (connection failures, DNS issues, etc.)
114
- * Used for low-level network failures
115
- * Always retryable as network issues are often transient
116
- */
117
- export declare class NetworkError extends AdapticUtilsError {
118
- readonly service: string;
119
- constructor(message: string, service: string, cause?: unknown);
120
- }
121
- /**
122
- * Data parsing and format errors
123
- * Used when API responses cannot be parsed or are in unexpected format
124
- * Not retryable as the data format issue needs investigation
125
- */
126
- export declare class DataFormatError extends AdapticUtilsError {
127
- readonly service: string;
128
- constructor(message: string, service: string, cause?: unknown);
129
- }
130
- //# sourceMappingURL=index.d.ts.map
@@ -1 +0,0 @@
1
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@@ -1,7 +0,0 @@
1
- /**
2
- * Rate Limiter Usage Examples
3
- *
4
- * Demonstrates how to use the TokenBucketRateLimiter for various API integrations
5
- */
6
- export {};
7
- //# sourceMappingURL=rate-limiter-example.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"rate-limiter-example.d.ts","sourceRoot":"","sources":["../../../src/examples/rate-limiter-example.ts"],"names":[],"mappings":"AAAA;;;;GAIG"}
@@ -1,37 +0,0 @@
1
- /**
2
- * HTTP request timeout utilities
3
- * Provides configurable timeout handling for external API calls
4
- */
5
- /**
6
- * Default timeout values for different external APIs (in milliseconds)
7
- * Can be overridden via environment variables
8
- */
9
- export declare const DEFAULT_TIMEOUTS: {
10
- readonly ALPACA_API: number;
11
- readonly POLYGON_API: number;
12
- readonly ALPHA_VANTAGE: number;
13
- readonly GENERAL: number;
14
- };
15
- /**
16
- * Wraps a promise with a timeout
17
- * @param promise - The promise to wrap with timeout
18
- * @param ms - Timeout duration in milliseconds
19
- * @param label - Label for error messages to identify the request
20
- * @returns Promise that rejects if timeout is exceeded
21
- * @throws Error if the promise takes longer than the specified timeout
22
- */
23
- export declare function withTimeout<T>(promise: Promise<T>, ms: number, label: string): Promise<T>;
24
- /**
25
- * Creates an AbortSignal that times out after the specified duration
26
- * Compatible with fetch API
27
- * @param ms - Timeout duration in milliseconds
28
- * @returns AbortSignal that will abort after the specified duration
29
- */
30
- export declare function createTimeoutSignal(ms: number): AbortSignal;
31
- /**
32
- * Get the appropriate timeout value for a given API
33
- * @param api - The API type to get timeout for
34
- * @returns Timeout value in milliseconds
35
- */
36
- export declare function getTimeout(api: keyof typeof DEFAULT_TIMEOUTS): number;
37
- //# sourceMappingURL=http-timeout.d.ts.map
@@ -1 +0,0 @@
1
- {"version":3,"file":"http-timeout.d.ts","sourceRoot":"","sources":["../../src/http-timeout.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAEH;;;GAGG;AACH,eAAO,MAAM,gBAAgB;;;;;CAKnB,CAAC;AAEX;;;;;;;GAOG;AACH,wBAAgB,WAAW,CAAC,CAAC,EAC3B,OAAO,EAAE,OAAO,CAAC,CAAC,CAAC,EACnB,EAAE,EAAE,MAAM,EACV,KAAK,EAAE,MAAM,GACZ,OAAO,CAAC,CAAC,CAAC,CAUZ;AAED;;;;;GAKG;AACH,wBAAgB,mBAAmB,CAAC,EAAE,EAAE,MAAM,GAAG,WAAW,CAE3D;AAED;;;;GAIG;AACH,wBAAgB,UAAU,CAAC,GAAG,EAAE,MAAM,OAAO,gBAAgB,GAAG,MAAM,CAErE"}
@@ -1,56 +0,0 @@
1
- /**
2
- * Configurable logger interface compatible with Pino and other logging libraries.
3
- * Provides structured logging with context support.
4
- */
5
- export interface Logger {
6
- error(message: string, context?: unknown): void;
7
- warn(message: string, context?: unknown): void;
8
- info(message: string, context?: unknown): void;
9
- debug(message: string, context?: unknown): void;
10
- }
11
- /**
12
- * Sets a custom logger implementation.
13
- * Call this to integrate with Pino or other logging libraries.
14
- *
15
- * @param logger - The logger implementation to use
16
- *
17
- * @example
18
- * ```typescript
19
- * import pino from 'pino';
20
- * import { setLogger } from '@adaptic/utils';
21
- *
22
- * const pinoLogger = pino();
23
- *
24
- * setLogger({
25
- * error: (msg, ctx) => pinoLogger.error(ctx, msg),
26
- * warn: (msg, ctx) => pinoLogger.warn(ctx, msg),
27
- * info: (msg, ctx) => pinoLogger.info(ctx, msg),
28
- * debug: (msg, ctx) => pinoLogger.debug(ctx, msg),
29
- * });
30
- * ```
31
- */
32
- export declare function setLogger(logger: Logger): void;
33
- /**
34
- * Gets the current logger instance.
35
- * Use this to log messages throughout the application.
36
- *
37
- * @returns The current logger instance
38
- *
39
- * @example
40
- * ```typescript
41
- * import { getLogger } from '@adaptic/utils';
42
- *
43
- * const logger = getLogger();
44
- * logger.error('Operation failed', { userId: 123, operation: 'createOrder' });
45
- * logger.warn('Rate limit approaching', { remaining: 10 });
46
- * logger.info('Order created', { orderId: 'abc123', symbol: 'AAPL' });
47
- * logger.debug('Cache hit', { key: 'user:123' });
48
- * ```
49
- */
50
- export declare function getLogger(): Logger;
51
- /**
52
- * Resets the logger to the default console-based implementation.
53
- * Useful for testing or cleanup.
54
- */
55
- export declare function resetLogger(): void;
56
- //# sourceMappingURL=logger.d.ts.map
@@ -1 +0,0 @@
1
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