@adaptic/utils 0.1.44 → 0.1.46
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 +4558 -59031
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +4554 -58772
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +218 -563
- package/dist/test.js.map +1 -1
- package/dist/types/adaptic.d.ts.map +1 -1
- package/dist/types/alpaca-functions.d.ts +233 -0
- package/dist/types/alpaca-functions.d.ts.map +1 -0
- package/dist/types/alpaca-market-data-api.d.ts +10 -12
- package/dist/types/alpaca-market-data-api.d.ts.map +1 -1
- package/dist/types/alpaca-trading-api.d.ts +2 -2
- package/dist/types/alpaca-trading-api.d.ts.map +1 -1
- package/dist/types/alphavantage.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts +0 -6
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/crypto.d.ts +2 -2
- package/dist/types/crypto.d.ts.map +1 -1
- package/dist/types/examples/asset-allocation-example.d.ts +6 -7
- package/dist/types/examples/asset-allocation-example.d.ts.map +1 -1
- package/dist/types/index.d.ts +37 -373
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/market-hours.d.ts.map +1 -1
- package/dist/types/market-time.d.ts +11 -73
- package/dist/types/market-time.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/misc-utils.d.ts +0 -3
- package/dist/types/misc-utils.d.ts.map +1 -1
- package/dist/types/performance-metrics.d.ts +5 -5
- package/dist/types/performance-metrics.d.ts.map +1 -1
- package/dist/types/polygon-indices.d.ts +2 -2
- package/dist/types/polygon-indices.d.ts.map +1 -1
- package/dist/types/polygon.d.ts.map +1 -1
- package/dist/types/price-utils.d.ts.map +1 -1
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/trading-policy/defaults.d.ts +46 -0
- package/dist/types/trading-policy/defaults.d.ts.map +1 -0
- package/dist/types/trading-policy/index.d.ts +8 -0
- package/dist/types/trading-policy/index.d.ts.map +1 -0
- package/dist/types/types/adaptic-types.d.ts +1 -1
- package/dist/types/types/adaptic-types.d.ts.map +1 -1
- package/dist/types/types/alpaca-types.d.ts +17 -91
- package/dist/types/types/alpaca-types.d.ts.map +1 -1
- package/dist/types/types/logging-types.d.ts +1 -1
- package/dist/types/types/logging-types.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +1 -1
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/package.json +10 -25
- package/dist/types/__tests__/alpaca-functions.test.d.ts +0 -2
- package/dist/types/__tests__/alpaca-functions.test.d.ts.map +0 -1
- package/dist/types/__tests__/api-endpoints.test.d.ts +0 -2
- package/dist/types/__tests__/api-endpoints.test.d.ts.map +0 -1
- package/dist/types/__tests__/asset-allocation.test.d.ts +0 -2
- package/dist/types/__tests__/asset-allocation.test.d.ts.map +0 -1
- package/dist/types/__tests__/auth-validator.test.d.ts +0 -2
- package/dist/types/__tests__/auth-validator.test.d.ts.map +0 -1
- package/dist/types/__tests__/cache.test.d.ts +0 -2
- package/dist/types/__tests__/cache.test.d.ts.map +0 -1
- package/dist/types/__tests__/errors.test.d.ts +0 -2
- package/dist/types/__tests__/errors.test.d.ts.map +0 -1
- package/dist/types/__tests__/format-tools.test.d.ts +0 -2
- package/dist/types/__tests__/format-tools.test.d.ts.map +0 -1
- package/dist/types/__tests__/http-keep-alive.test.d.ts +0 -2
- package/dist/types/__tests__/http-keep-alive.test.d.ts.map +0 -1
- package/dist/types/__tests__/http-timeout.test.d.ts +0 -2
- package/dist/types/__tests__/http-timeout.test.d.ts.map +0 -1
- package/dist/types/__tests__/logger.test.d.ts +0 -2
- package/dist/types/__tests__/logger.test.d.ts.map +0 -1
- package/dist/types/__tests__/market-time.test.d.ts +0 -2
- package/dist/types/__tests__/market-time.test.d.ts.map +0 -1
- package/dist/types/__tests__/misc-utils.test.d.ts +0 -2
- package/dist/types/__tests__/misc-utils.test.d.ts.map +0 -1
- package/dist/types/__tests__/paginator.test.d.ts +0 -2
- package/dist/types/__tests__/paginator.test.d.ts.map +0 -1
- package/dist/types/__tests__/performance-metrics.test.d.ts +0 -2
- package/dist/types/__tests__/performance-metrics.test.d.ts.map +0 -1
- package/dist/types/__tests__/polygon.test.d.ts +0 -2
- package/dist/types/__tests__/polygon.test.d.ts.map +0 -1
- package/dist/types/__tests__/property-based-financial.test.d.ts +0 -2
- package/dist/types/__tests__/property-based-financial.test.d.ts.map +0 -1
- package/dist/types/__tests__/rate-limiter.test.d.ts +0 -2
- package/dist/types/__tests__/rate-limiter.test.d.ts.map +0 -1
- package/dist/types/__tests__/schema-validation.test.d.ts +0 -2
- package/dist/types/__tests__/schema-validation.test.d.ts.map +0 -1
- package/dist/types/__tests__/technical-analysis.test.d.ts +0 -2
- package/dist/types/__tests__/technical-analysis.test.d.ts.map +0 -1
- package/dist/types/__tests__/time-utils.test.d.ts +0 -2
- package/dist/types/__tests__/time-utils.test.d.ts.map +0 -1
- package/dist/types/alpaca/client.d.ts +0 -95
- package/dist/types/alpaca/client.d.ts.map +0 -1
- package/dist/types/alpaca/crypto/data.d.ts +0 -281
- package/dist/types/alpaca/crypto/data.d.ts.map +0 -1
- package/dist/types/alpaca/crypto/index.d.ts +0 -75
- package/dist/types/alpaca/crypto/index.d.ts.map +0 -1
- package/dist/types/alpaca/crypto/orders.d.ts +0 -221
- package/dist/types/alpaca/crypto/orders.d.ts.map +0 -1
- package/dist/types/alpaca/index.d.ts +0 -205
- package/dist/types/alpaca/index.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/account.d.ts +0 -34
- package/dist/types/alpaca/legacy/account.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/assets.d.ts +0 -13
- package/dist/types/alpaca/legacy/assets.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/auth.d.ts +0 -18
- package/dist/types/alpaca/legacy/auth.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/index.d.ts +0 -15
- package/dist/types/alpaca/legacy/index.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/market-data.d.ts +0 -32
- package/dist/types/alpaca/legacy/market-data.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/orders.d.ts +0 -84
- package/dist/types/alpaca/legacy/orders.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/positions.d.ts +0 -66
- package/dist/types/alpaca/legacy/positions.d.ts.map +0 -1
- package/dist/types/alpaca/legacy/utils.d.ts +0 -18
- package/dist/types/alpaca/legacy/utils.d.ts.map +0 -1
- package/dist/types/alpaca/market-data/bars.d.ts +0 -142
- package/dist/types/alpaca/market-data/bars.d.ts.map +0 -1
- package/dist/types/alpaca/market-data/index.d.ts +0 -13
- package/dist/types/alpaca/market-data/index.d.ts.map +0 -1
- package/dist/types/alpaca/market-data/news.d.ts +0 -87
- package/dist/types/alpaca/market-data/news.d.ts.map +0 -1
- package/dist/types/alpaca/market-data/quotes.d.ts +0 -85
- package/dist/types/alpaca/market-data/quotes.d.ts.map +0 -1
- package/dist/types/alpaca/market-data/trades.d.ts +0 -98
- package/dist/types/alpaca/market-data/trades.d.ts.map +0 -1
- package/dist/types/alpaca/options/contracts.d.ts +0 -279
- package/dist/types/alpaca/options/contracts.d.ts.map +0 -1
- package/dist/types/alpaca/options/data.d.ts +0 -126
- package/dist/types/alpaca/options/data.d.ts.map +0 -1
- package/dist/types/alpaca/options/index.d.ts +0 -17
- package/dist/types/alpaca/options/index.d.ts.map +0 -1
- package/dist/types/alpaca/options/orders.d.ts +0 -366
- package/dist/types/alpaca/options/orders.d.ts.map +0 -1
- package/dist/types/alpaca/options/strategies.d.ts +0 -224
- package/dist/types/alpaca/options/strategies.d.ts.map +0 -1
- package/dist/types/alpaca/streams/base-stream.d.ts +0 -143
- package/dist/types/alpaca/streams/base-stream.d.ts.map +0 -1
- package/dist/types/alpaca/streams/crypto-stream.d.ts +0 -173
- package/dist/types/alpaca/streams/crypto-stream.d.ts.map +0 -1
- package/dist/types/alpaca/streams/index.d.ts +0 -54
- package/dist/types/alpaca/streams/index.d.ts.map +0 -1
- package/dist/types/alpaca/streams/option-stream.d.ts +0 -167
- package/dist/types/alpaca/streams/option-stream.d.ts.map +0 -1
- package/dist/types/alpaca/streams/stock-stream.d.ts +0 -176
- package/dist/types/alpaca/streams/stock-stream.d.ts.map +0 -1
- package/dist/types/alpaca/streams/stream-manager.d.ts +0 -277
- package/dist/types/alpaca/streams/stream-manager.d.ts.map +0 -1
- package/dist/types/alpaca/streams/trading-stream.d.ts +0 -186
- package/dist/types/alpaca/streams/trading-stream.d.ts.map +0 -1
- package/dist/types/alpaca/streams.d.ts +0 -88
- package/dist/types/alpaca/streams.d.ts.map +0 -1
- package/dist/types/alpaca/test-imports.d.ts +0 -7
- package/dist/types/alpaca/test-imports.d.ts.map +0 -1
- package/dist/types/alpaca/trading/account.d.ts +0 -198
- package/dist/types/alpaca/trading/account.d.ts.map +0 -1
- package/dist/types/alpaca/trading/bracket-orders.d.ts +0 -162
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +0 -1
- package/dist/types/alpaca/trading/clock.d.ts +0 -99
- package/dist/types/alpaca/trading/clock.d.ts.map +0 -1
- package/dist/types/alpaca/trading/index.d.ts +0 -15
- package/dist/types/alpaca/trading/index.d.ts.map +0 -1
- package/dist/types/alpaca/trading/oco-orders.d.ts +0 -203
- package/dist/types/alpaca/trading/oco-orders.d.ts.map +0 -1
- package/dist/types/alpaca/trading/order-utils.d.ts +0 -404
- package/dist/types/alpaca/trading/order-utils.d.ts.map +0 -1
- package/dist/types/alpaca/trading/orders.d.ts +0 -199
- package/dist/types/alpaca/trading/orders.d.ts.map +0 -1
- package/dist/types/alpaca/trading/oto-orders.d.ts +0 -282
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +0 -1
- package/dist/types/alpaca/trading/positions.d.ts +0 -389
- package/dist/types/alpaca/trading/positions.d.ts.map +0 -1
- package/dist/types/alpaca/trading/smart-orders.d.ts +0 -301
- package/dist/types/alpaca/trading/smart-orders.d.ts.map +0 -1
- package/dist/types/alpaca/trading/trailing-stops.d.ts +0 -240
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +0 -1
- package/dist/types/config/api-endpoints.d.ts +0 -94
- package/dist/types/config/api-endpoints.d.ts.map +0 -1
- package/dist/types/errors/index.d.ts +0 -130
- package/dist/types/errors/index.d.ts.map +0 -1
- package/dist/types/examples/rate-limiter-example.d.ts +0 -7
- package/dist/types/examples/rate-limiter-example.d.ts.map +0 -1
- package/dist/types/http-timeout.d.ts +0 -37
- package/dist/types/http-timeout.d.ts.map +0 -1
- package/dist/types/logger.d.ts +0 -56
- package/dist/types/logger.d.ts.map +0 -1
- package/dist/types/rate-limiter.d.ts +0 -171
- package/dist/types/rate-limiter.d.ts.map +0 -1
- package/dist/types/schemas/alpaca-schemas.d.ts +0 -779
- package/dist/types/schemas/alpaca-schemas.d.ts.map +0 -1
- package/dist/types/schemas/alphavantage-schemas.d.ts +0 -255
- package/dist/types/schemas/alphavantage-schemas.d.ts.map +0 -1
- package/dist/types/schemas/index.d.ts +0 -21
- package/dist/types/schemas/index.d.ts.map +0 -1
- package/dist/types/schemas/polygon-schemas.d.ts +0 -551
- package/dist/types/schemas/polygon-schemas.d.ts.map +0 -1
- package/dist/types/schemas/validate-response.d.ts +0 -88
- package/dist/types/schemas/validate-response.d.ts.map +0 -1
- package/dist/types/utils/auth-validator.d.ts +0 -32
- package/dist/types/utils/auth-validator.d.ts.map +0 -1
- package/dist/types/utils/http-keep-alive.d.ts +0 -110
- package/dist/types/utils/http-keep-alive.d.ts.map +0 -1
- package/dist/types/utils/paginator.d.ts +0 -154
- package/dist/types/utils/paginator.d.ts.map +0 -1
- package/dist/types/utils/retry.d.ts +0 -78
- package/dist/types/utils/retry.d.ts.map +0 -1
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/**
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* Bars Module
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* Historical and real-time OHLCV data using Alpaca SDK
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*/
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import { AlpacaClient } from "../client";
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import { Bar, TimeFrame } from "../../types/alpaca-types";
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/**
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* Error thrown when bar operations fail
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*/
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export declare class BarError extends Error {
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code: string;
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symbol?: string | undefined;
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details?: unknown | undefined;
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constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
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}
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/**
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* Parameters for fetching bars
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*/
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export interface GetBarsParams {
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/** Symbols to fetch bars for */
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symbols: string[];
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/** Bar timeframe (e.g., '1Min', '5Min', '1Hour', '1Day') */
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timeframe: TimeFrame;
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/** Start date/time for the data range */
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start?: Date | string;
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end?: Date | string;
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/** Maximum number of bars to return per symbol */
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limit?: number;
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adjustment?: "raw" | "split" | "dividend" | "all";
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/** Data feed (sip for premium, iex for free tier) */
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feed?: "sip" | "iex";
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}
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/**
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* Bar analysis summary
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*/
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export interface BarAnalysis {
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/** Opening price of the period */
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open: number;
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/** Highest price during the period */
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high: number;
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/** Lowest price during the period */
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low: number;
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/** Closing price of the period */
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close: number;
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/** Total volume traded */
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volume: number;
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/** Volume-weighted average price */
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vwap: number;
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/** Price change (close - open) */
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change: number;
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/** Price change as percentage */
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changePercent: number;
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/** Number of bars analyzed */
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barCount: number;
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/** Total number of trades */
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totalTrades: number;
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}
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/**
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* Get historical bars with automatic pagination
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export declare function getBars(client: AlpacaClient, params: GetBarsParams): Promise<Map<string, Bar[]>>;
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/**
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* Get latest bars for symbols
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export declare function getLatestBars(client: AlpacaClient, symbols: string[]): Promise<Map<string, Bar>>;
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* Get daily prices for a symbol
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export declare function getDailyPrices(client: AlpacaClient, symbol: string, days: number): Promise<Bar[]>;
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* Get intraday prices for a symbol
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export declare function getIntradayPrices(client: AlpacaClient, symbol: string, timeframe: TimeFrame, start: Date, end?: Date): Promise<Bar[]>;
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export declare function analyzeBars(bars: Bar[]): BarAnalysis;
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export declare function getPriceRange(client: AlpacaClient, symbol: string, days: number): Promise<BarAnalysis>;
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* Calculate average daily volume for a symbol
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export declare function getAverageDailyVolume(client: AlpacaClient, symbol: string, days?: number): Promise<number>;
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/**
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*/
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export declare function hasSufficientVolume(client: AlpacaClient, symbol: string, minAvgVolume?: number, days?: number): Promise<boolean>;
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declare const _default: {
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getBars: typeof getBars;
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getLatestBars: typeof getLatestBars;
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getDailyPrices: typeof getDailyPrices;
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getIntradayPrices: typeof getIntradayPrices;
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getPreviousClose: typeof getPreviousClose;
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analyzeBars: typeof analyzeBars;
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getPriceRange: typeof getPriceRange;
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getAverageDailyVolume: typeof getAverageDailyVolume;
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hasSufficientVolume: typeof hasSufficientVolume;
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};
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export default _default;
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{"version":3,"file":"bars.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/bars.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAAE,GAAG,EAAE,SAAS,EAAwB,MAAM,0BAA0B,CAAC;AAQhF;;GAEG;AACH,qBAAa,QAAS,SAAQ,KAAK;IAGxB,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,aAAa;IAC5B,gCAAgC;IAChC,OAAO,EAAE,MAAM,EAAE,CAAC;IAClB,4DAA4D;IAC5D,SAAS,EAAE,SAAS,CAAC;IACrB,yCAAyC;IACzC,KAAK,CAAC,EAAE,IAAI,GAAG,MAAM,CAAC;IACtB,uCAAuC;IACvC,GAAG,CAAC,EAAE,IAAI,GAAG,MAAM,CAAC;IACpB,kDAAkD;IAClD,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4BAA4B;IAC5B,UAAU,CAAC,EAAE,KAAK,GAAG,OAAO,GAAG,UAAU,GAAG,KAAK,CAAC;IAClD,qDAAqD;IACrD,IAAI,CAAC,EAAE,KAAK,GAAG,KAAK,CAAC;CACtB;AAED;;GAEG;AACH,MAAM,WAAW,WAAW;IAC1B,kCAAkC;IAClC,IAAI,EAAE,MAAM,CAAC;IACb,sCAAsC;IACtC,IAAI,EAAE,MAAM,CAAC;IACb,qCAAqC;IACrC,GAAG,EAAE,MAAM,CAAC;IACZ,kCAAkC;IAClC,KAAK,EAAE,MAAM,CAAC;IACd,0BAA0B;IAC1B,MAAM,EAAE,MAAM,CAAC;IACf,oCAAoC;IACpC,IAAI,EAAE,MAAM,CAAC;IACb,kCAAkC;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,iCAAiC;IACjC,aAAa,EAAE,MAAM,CAAC;IACtB,8BAA8B;IAC9B,QAAQ,EAAE,MAAM,CAAC;IACjB,6BAA6B;IAC7B,WAAW,EAAE,MAAM,CAAC;CACrB;AAYD;;;;;GAKG;AACH,wBAAsB,OAAO,CAC3B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,aAAa,GACpB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAwG7B;AAED;;;;;GAKG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,GAAG,CAAC,CAAC,CAqE3B;AAED;;;;;;GAMG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,OAAO,CAAC,GAAG,EAAE,CAAC,CAoChB;AAED;;;;;;;;GAQG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,SAAS,EAAE,SAAS,EACpB,KAAK,EAAE,IAAI,EACX,GAAG,CAAC,EAAE,IAAI,GACT,OAAO,CAAC,GAAG,EAAE,CAAC,CAmBhB;AAED;;;;;GAKG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,CA0BjB;AAED;;;;GAIG;AACH,wBAAgB,WAAW,CAAC,IAAI,EAAE,GAAG,EAAE,GAAG,WAAW,CAuDpD;AAED;;;;;;GAMG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,EAAE,MAAM,GACX,OAAO,CAAC,WAAW,CAAC,CAGtB;AAED;;;;;;GAMG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,GAAE,MAAW,GAChB,OAAO,CAAC,MAAM,CAAC,CASjB;AAED;;;;;;;GAOG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,YAAY,GAAE,MAAe,EAC7B,IAAI,GAAE,MAAW,GAChB,OAAO,CAAC,OAAO,CAAC,CAUlB;;;;;;;;;;;;AAED,wBAUE"}
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1
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/**
|
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2
|
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* Market Data Module
|
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3
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* Exports quotes, bars, trades, and news functionality for market data access
|
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4
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*/
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export { getLatestQuote, getLatestQuotes, getSpread, getSpreads, hasGoodLiquidity, QuoteError, } from "./quotes";
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export type { SpreadInfo } from "./quotes";
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export { getBars, getLatestBars, getDailyPrices, getIntradayPrices, getPreviousClose, analyzeBars, getPriceRange, getAverageDailyVolume, hasSufficientVolume, BarError, } from "./bars";
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export type { GetBarsParams, BarAnalysis } from "./bars";
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export { getLatestTrade, getLatestTrades, getHistoricalTrades, getCurrentPrice, getCurrentPrices, getTradeVolume, TradeError, } from "./trades";
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export type { GetHistoricalTradesParams } from "./trades";
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export { getNews, getLatestNews, searchNews, getNewsForSymbols, getSymbolSentiment, NewsError, } from "./news";
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export type { GetNewsParams } from "./news";
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//# sourceMappingURL=index.d.ts.map
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/index.ts"],"names":[],"mappings":"AAAA;;;GAGG;AAGH,OAAO,EACL,cAAc,EACd,eAAe,EACf,SAAS,EACT,UAAU,EACV,gBAAgB,EAChB,UAAU,GACX,MAAM,UAAU,CAAC;AAElB,YAAY,EAAE,UAAU,EAAE,MAAM,UAAU,CAAC;AAG3C,OAAO,EACL,OAAO,EACP,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,gBAAgB,EAChB,WAAW,EACX,aAAa,EACb,qBAAqB,EACrB,mBAAmB,EACnB,QAAQ,GACT,MAAM,QAAQ,CAAC;AAEhB,YAAY,EAAE,aAAa,EAAE,WAAW,EAAE,MAAM,QAAQ,CAAC;AAGzD,OAAO,EACL,cAAc,EACd,eAAe,EACf,mBAAmB,EACnB,eAAe,EACf,gBAAgB,EAChB,cAAc,EACd,UAAU,GACX,MAAM,UAAU,CAAC;AAElB,YAAY,EAAE,yBAAyB,EAAE,MAAM,UAAU,CAAC;AAG1D,OAAO,EACL,OAAO,EACP,aAAa,EACb,UAAU,EACV,iBAAiB,EACjB,kBAAkB,EAClB,SAAS,GACV,MAAM,QAAQ,CAAC;AAEhB,YAAY,EAAE,aAAa,EAAE,MAAM,QAAQ,CAAC"}
|
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/**
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* News Module
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* Market news and analysis using Alpaca SDK
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*/
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import { AlpacaClient } from "../client";
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import { SimpleNews } from "../../types/alpaca-types";
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/**
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* Error thrown when news operations fail
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*/
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export declare class NewsError extends Error {
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code: string;
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symbol?: string | undefined;
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details?: unknown | undefined;
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constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
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}
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/**
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* Parameters for fetching news
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*/
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export interface GetNewsParams {
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/** Symbols to filter news by */
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symbols?: string[];
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/** Start date/time for the news range */
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start?: Date;
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/** End date/time for the news range */
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end?: Date;
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/** Maximum number of articles to return (default 10, max 50) */
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limit?: number;
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/** Sort order: 'asc' for oldest first, 'desc' for newest first (default) */
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sort?: "asc" | "desc";
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/** Include full article content (default false) */
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includeContent?: boolean;
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}
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/**
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* Get news articles with optional filtering
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* @param client - AlpacaClient instance
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* @param params - Parameters for fetching news
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* @returns Array of simplified news articles
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* @throws NewsError if the request fails
|
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*/
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export declare function getNews(client: AlpacaClient, params?: GetNewsParams): Promise<SimpleNews[]>;
|
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/**
|
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* Get latest news for a specific symbol
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* @param client - AlpacaClient instance
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* @param symbol - Stock symbol to get news for
|
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* @param limit - Maximum number of articles (default 10)
|
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* @returns Array of simplified news articles
|
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* @throws NewsError if the request fails
|
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*/
|
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|
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export declare function getLatestNews(client: AlpacaClient, symbol: string, limit?: number): Promise<SimpleNews[]>;
|
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|
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/**
|
|
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|
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* Search news by keyword in headlines and summaries
|
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* Note: This performs client-side filtering since Alpaca API doesn't support keyword search
|
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* @param client - AlpacaClient instance
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* @param query - Search query (case-insensitive)
|
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* @param limit - Maximum number of articles (default 10)
|
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* @returns Array of simplified news articles matching the query
|
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* @throws NewsError if the request fails
|
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|
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*/
|
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|
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export declare function searchNews(client: AlpacaClient, query: string, limit?: number): Promise<SimpleNews[]>;
|
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/**
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|
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* Get news for multiple symbols
|
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* @param client - AlpacaClient instance
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* @param symbols - Array of stock symbols
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|
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* @param limit - Maximum number of articles per symbol (default 5)
|
|
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|
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* @returns Map of symbol to news articles
|
|
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|
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*/
|
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|
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export declare function getNewsForSymbols(client: AlpacaClient, symbols: string[], limit?: number): Promise<Map<string, SimpleNews[]>>;
|
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|
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/**
|
|
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|
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* Get average sentiment for a symbol based on recent news
|
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* @param client - AlpacaClient instance
|
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* @param symbol - Stock symbol
|
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|
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* @param limit - Number of articles to analyze (default 10)
|
|
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|
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* @returns Average sentiment score between -1 and 1
|
|
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|
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*/
|
|
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|
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export declare function getSymbolSentiment(client: AlpacaClient, symbol: string, limit?: number): Promise<{
|
|
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|
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sentiment: number;
|
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|
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articleCount: number;
|
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}>;
|
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|
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declare const _default: {
|
|
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|
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getNews: typeof getNews;
|
|
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|
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getLatestNews: typeof getLatestNews;
|
|
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|
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searchNews: typeof searchNews;
|
|
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|
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getNewsForSymbols: typeof getNewsForSymbols;
|
|
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|
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getSymbolSentiment: typeof getSymbolSentiment;
|
|
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|
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};
|
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|
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export default _default;
|
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//# sourceMappingURL=news.d.ts.map
|
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{"version":3,"file":"news.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/news.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EAEL,UAAU,EAEX,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,qBAAa,SAAU,SAAQ,KAAK;IAGzB,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,aAAa;IAC5B,gCAAgC;IAChC,OAAO,CAAC,EAAE,MAAM,EAAE,CAAC;IACnB,yCAAyC;IACzC,KAAK,CAAC,EAAE,IAAI,CAAC;IACb,uCAAuC;IACvC,GAAG,CAAC,EAAE,IAAI,CAAC;IACX,gEAAgE;IAChE,KAAK,CAAC,EAAE,MAAM,CAAC;IACf,4EAA4E;IAC5E,IAAI,CAAC,EAAE,KAAK,GAAG,MAAM,CAAC;IACtB,mDAAmD;IACnD,cAAc,CAAC,EAAE,OAAO,CAAC;CAC1B;AAkPD;;;;;;GAMG;AACH,wBAAsB,OAAO,CAC3B,MAAM,EAAE,YAAY,EACpB,MAAM,GAAE,aAAkB,GACzB,OAAO,CAAC,UAAU,EAAE,CAAC,CA4HvB;AAED;;;;;;;GAOG;AACH,wBAAsB,aAAa,CACjC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC,UAAU,EAAE,CAAC,CAcvB;AAED;;;;;;;;GAQG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,KAAK,EAAE,MAAM,EACb,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC,UAAU,EAAE,CAAC,CAsDvB;AAED;;;;;;GAMG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,KAAK,GAAE,MAAU,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,UAAU,EAAE,CAAC,CAAC,CAmDpC;AAED;;;;;;GAMG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,KAAK,GAAE,MAAW,GACjB,OAAO,CAAC;IAAE,SAAS,EAAE,MAAM,CAAC;IAAC,YAAY,EAAE,MAAM,CAAA;CAAE,CAAC,CAyBtD;;;;;;;;AAED,wBAME"}
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|
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/**
|
|
2
|
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* Quotes Module
|
|
3
|
-
* Real-time and snapshot quote data using Alpaca SDK
|
|
4
|
-
*/
|
|
5
|
-
import { AlpacaClient } from "../client";
|
|
6
|
-
import { AlpacaQuote, LatestQuotesResponse, DataFeed } from "../../types/alpaca-types";
|
|
7
|
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/**
|
|
8
|
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* Error thrown when quote operations fail
|
|
9
|
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*/
|
|
10
|
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export declare class QuoteError extends Error {
|
|
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|
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code: string;
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12
|
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symbol?: string | undefined;
|
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13
|
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details?: unknown | undefined;
|
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|
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constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
|
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|
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}
|
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/**
|
|
17
|
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* Spread information for a symbol
|
|
18
|
-
*/
|
|
19
|
-
export interface SpreadInfo {
|
|
20
|
-
/** Bid price */
|
|
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|
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bid: number;
|
|
22
|
-
/** Ask price */
|
|
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|
-
ask: number;
|
|
24
|
-
/** Absolute spread (ask - bid) */
|
|
25
|
-
spread: number;
|
|
26
|
-
/** Spread as percentage of mid price */
|
|
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|
-
spreadPercent: number;
|
|
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|
-
/** Mid price ((bid + ask) / 2) */
|
|
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|
-
midPrice: number;
|
|
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|
-
/** Bid size */
|
|
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|
-
bidSize: number;
|
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|
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/** Ask size */
|
|
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|
-
askSize: number;
|
|
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|
-
}
|
|
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|
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/**
|
|
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|
-
* Get latest quote for a single symbol
|
|
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|
-
* @param client - AlpacaClient instance
|
|
38
|
-
* @param symbol - Stock symbol to get quote for
|
|
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|
-
* @param feed - Optional data feed (sip, iex, delayed_sip)
|
|
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|
-
* @returns Latest quote for the symbol
|
|
41
|
-
* @throws QuoteError if the request fails
|
|
42
|
-
*/
|
|
43
|
-
export declare function getLatestQuote(client: AlpacaClient, symbol: string, feed?: DataFeed): Promise<AlpacaQuote>;
|
|
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|
-
/**
|
|
45
|
-
* Get latest quotes for multiple symbols
|
|
46
|
-
* @param client - AlpacaClient instance
|
|
47
|
-
* @param symbols - Array of stock symbols
|
|
48
|
-
* @param feed - Optional data feed (sip, iex, delayed_sip)
|
|
49
|
-
* @returns Object containing quotes for all requested symbols
|
|
50
|
-
* @throws QuoteError if the request fails
|
|
51
|
-
*/
|
|
52
|
-
export declare function getLatestQuotes(client: AlpacaClient, symbols: string[], feed?: DataFeed): Promise<LatestQuotesResponse>;
|
|
53
|
-
/**
|
|
54
|
-
* Get bid/ask spread for a symbol
|
|
55
|
-
* Useful for evaluating liquidity and trading costs
|
|
56
|
-
* @param client - AlpacaClient instance
|
|
57
|
-
* @param symbol - Stock symbol
|
|
58
|
-
* @returns Spread information including bid, ask, spread, and percentage
|
|
59
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*/
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export declare function getSpread(client: AlpacaClient, symbol: string): Promise<SpreadInfo>;
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/**
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export declare function getSpreads(client: AlpacaClient, symbols: string[]): Promise<Map<string, SpreadInfo>>;
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/**
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* Check if a symbol has good liquidity based on spread
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*/
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export declare function hasGoodLiquidity(client: AlpacaClient, symbol: string, maxSpreadPercent?: number): Promise<boolean>;
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declare const _default: {
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getLatestQuote: typeof getLatestQuote;
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getLatestQuotes: typeof getLatestQuotes;
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getSpread: typeof getSpread;
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getSpreads: typeof getSpreads;
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hasGoodLiquidity: typeof hasGoodLiquidity;
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};
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export default _default;
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//# sourceMappingURL=quotes.d.ts.map
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{"version":3,"file":"quotes.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/market-data/quotes.ts"],"names":[],"mappings":"AAAA;;;GAGG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,oBAAoB,EACpB,QAAQ,EAET,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,qBAAa,UAAW,SAAQ,KAAK;IAG1B,IAAI,EAAE,MAAM;IACZ,MAAM,CAAC,EAAE,MAAM;IACf,OAAO,CAAC,EAAE,OAAO;gBAHxB,OAAO,EAAE,MAAM,EACR,IAAI,EAAE,MAAM,EACZ,MAAM,CAAC,EAAE,MAAM,YAAA,EACf,OAAO,CAAC,EAAE,OAAO,YAAA;CAK3B;AAED;;GAEG;AACH,MAAM,WAAW,UAAU;IACzB,gBAAgB;IAChB,GAAG,EAAE,MAAM,CAAC;IACZ,gBAAgB;IAChB,GAAG,EAAE,MAAM,CAAC;IACZ,kCAAkC;IAClC,MAAM,EAAE,MAAM,CAAC;IACf,wCAAwC;IACxC,aAAa,EAAE,MAAM,CAAC;IACtB,kCAAkC;IAClC,QAAQ,EAAE,MAAM,CAAC;IACjB,eAAe;IACf,OAAO,EAAE,MAAM,CAAC;IAChB,eAAe;IACf,OAAO,EAAE,MAAM,CAAC;CACjB;AAED;;;;;;;GAOG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,WAAW,CAAC,CA8DtB;AAED;;;;;;;GAOG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,EACjB,IAAI,CAAC,EAAE,QAAQ,GACd,OAAO,CAAC,oBAAoB,CAAC,CAqF/B;AAED;;;;;;;GAOG;AACH,wBAAsB,SAAS,CAC7B,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,UAAU,CAAC,CAuCrB;AAED;;;;;GAKG;AACH,wBAAsB,UAAU,CAC9B,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EAAE,GAChB,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,UAAU,CAAC,CAAC,CA0BlC;AAED;;;;;;GAMG;AACH,wBAAsB,gBAAgB,CACpC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,gBAAgB,GAAE,MAAY,GAC7B,OAAO,CAAC,OAAO,CAAC,CAWlB;;;;;;;;AAED,wBAME"}
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/**
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* Trades Module
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* Real-time and historical trade data using Alpaca SDK
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*/
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import { AlpacaClient } from "../client";
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import { AlpacaTrade, LatestTradesResponse, DataFeed } from "../../types/alpaca-types";
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/**
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* Error thrown when trade operations fail
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*/
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export declare class TradeError extends Error {
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code: string;
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symbol?: string | undefined;
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details?: unknown | undefined;
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constructor(message: string, code: string, symbol?: string | undefined, details?: unknown | undefined);
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}
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/**
|
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* Parameters for fetching historical trades
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|
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*/
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|
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export interface GetHistoricalTradesParams {
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/** Stock symbol */
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symbol: string;
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/** Start date/time for the data range */
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start: Date;
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/** End date/time for the data range (defaults to now) */
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end?: Date;
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/** Maximum number of trades to return */
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limit?: number;
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/** Data feed (sip for premium, iex for free tier) */
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feed?: DataFeed;
|
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}
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/**
|
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* Get latest trade for a single symbol
|
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* @param client - AlpacaClient instance
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* @param symbol - Stock symbol to get trade for
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* @param feed - Optional data feed (sip, iex, delayed_sip)
|
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* @returns Latest trade for the symbol
|
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* @throws TradeError if the request fails
|
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*/
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export declare function getLatestTrade(client: AlpacaClient, symbol: string, feed?: DataFeed): Promise<AlpacaTrade>;
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/**
|
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* Get latest trades for multiple symbols
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* @param client - AlpacaClient instance
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* @param symbols - Array of stock symbols
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* @param feed - Optional data feed (sip, iex, delayed_sip)
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* @returns Object containing trades for all requested symbols
|
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46
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* @throws TradeError if the request fails
|
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47
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*/
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48
|
-
export declare function getLatestTrades(client: AlpacaClient, symbols: string[], feed?: DataFeed): Promise<LatestTradesResponse>;
|
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|
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/**
|
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50
|
-
* Get historical trades with automatic pagination
|
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* @param client - AlpacaClient instance
|
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52
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-
* @param params - Parameters for fetching historical trades
|
|
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* @returns Array of trades for the symbol
|
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54
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* @throws TradeError if the request fails
|
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55
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-
*/
|
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|
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export declare function getHistoricalTrades(client: AlpacaClient, params: GetHistoricalTradesParams): Promise<AlpacaTrade[]>;
|
|
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|
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/**
|
|
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|
-
* Get current price for a symbol
|
|
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|
-
* Uses mid-point of latest quote if available, otherwise falls back to last trade price
|
|
60
|
-
* @param client - AlpacaClient instance
|
|
61
|
-
* @param symbol - Stock symbol
|
|
62
|
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* @param feed - Optional data feed (sip, iex, delayed_sip)
|
|
63
|
-
* @returns Current price for the symbol
|
|
64
|
-
* @throws TradeError if unable to get price
|
|
65
|
-
*/
|
|
66
|
-
export declare function getCurrentPrice(client: AlpacaClient, symbol: string, feed?: DataFeed): Promise<number>;
|
|
67
|
-
/**
|
|
68
|
-
* Get current prices for multiple symbols
|
|
69
|
-
* Uses mid-point of latest quote if available, otherwise falls back to last trade price
|
|
70
|
-
* @param client - AlpacaClient instance
|
|
71
|
-
* @param symbols - Array of stock symbols
|
|
72
|
-
* @param feed - Optional data feed (sip, iex, delayed_sip)
|
|
73
|
-
* @returns Map of symbol to current price
|
|
74
|
-
*/
|
|
75
|
-
export declare function getCurrentPrices(client: AlpacaClient, symbols: string[], feed?: DataFeed): Promise<Map<string, number>>;
|
|
76
|
-
/**
|
|
77
|
-
* Get trade volume summary for a symbol over a time period
|
|
78
|
-
* @param client - AlpacaClient instance
|
|
79
|
-
* @param symbol - Stock symbol
|
|
80
|
-
* @param start - Start date/time
|
|
81
|
-
* @param end - End date/time (defaults to now)
|
|
82
|
-
* @returns Total volume and trade count for the period
|
|
83
|
-
*/
|
|
84
|
-
export declare function getTradeVolume(client: AlpacaClient, symbol: string, start: Date, end?: Date): Promise<{
|
|
85
|
-
totalVolume: number;
|
|
86
|
-
tradeCount: number;
|
|
87
|
-
avgTradeSize: number;
|
|
88
|
-
}>;
|
|
89
|
-
declare const _default: {
|
|
90
|
-
getLatestTrade: typeof getLatestTrade;
|
|
91
|
-
getLatestTrades: typeof getLatestTrades;
|
|
92
|
-
getHistoricalTrades: typeof getHistoricalTrades;
|
|
93
|
-
getCurrentPrice: typeof getCurrentPrice;
|
|
94
|
-
getCurrentPrices: typeof getCurrentPrices;
|
|
95
|
-
getTradeVolume: typeof getTradeVolume;
|
|
96
|
-
};
|
|
97
|
-
export default _default;
|
|
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|
-
//# sourceMappingURL=trades.d.ts.map
|
|
@@ -1 +0,0 @@
|
|
|
1
|
-
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|