@adaptic/utils 0.1.47 → 0.1.49

package/dist/types/index.d.ts

@@ -20,6 +20,8 @@ export * as tradingPolicy from "./trading-policy";
 export { DEFAULT_TRADING_POLICY, DEFAULT_TRADING_POLICY_UTILS_TUNED, getUtilsTunedTradingPolicy, type TradingPolicyJson, } from "./trading-policy";
 export { AlpacaTradingAPI } from "./alpaca-trading-api";
 export { AlpacaMarketDataAPI } from "./alpaca-market-data-api";
+export { validateAlpacaCredentials, validateMassiveApiKey, validateAlphaVantageApiKey, } from "./utils/auth-validator";
+export { KEEP_ALIVE_DEFAULTS, httpAgent, httpsAgent, getAgentPoolStatus, verifyFetchKeepAlive, type ConnectionPoolStatus, } from "./utils/http-keep-alive";
 export declare const createAlpacaTradingAPI: (credentials: Types.AlpacaCredentials) => Types.AlpacaTradingAPI;
 export declare const createAlpacaMarketDataAPI: () => Types.AlpacaMarketDataAPI;
 export type { TokenProvider } from "./adaptic";

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

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package/dist/types/types/index.d.ts

@@ -7,6 +7,8 @@ export * from "./alphavantage-types";
 export * from "./adaptic-types";
 export * from "./ta-types";
 export * from "./metrics-types";
+export * from "./massive-types";
+export * from "./massive-indices-types";
 export interface EquityPoint {
     time: Time;
     value: number;

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

@@ -1 +1 @@
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package/dist/types/types/massive-indices-types.d.ts

@@ -0,0 +1,190 @@
+/**
+ * Types for Massive Indices API
+ */
+/**
+ * Base response interface for Massive API responses
+ */
+export interface MassiveIndicesBaseResponse {
+    /** The status of the response. */
+    status: string;
+    /** The request ID. */
+    request_id: string;
+}
+/**
+ * Error response from Massive Indices API
+ */
+export interface MassiveIndicesErrorResponse extends MassiveIndicesBaseResponse {
+    /** The status of the error response. */
+    status: "ERROR" | "NOT_AUTHORIZED" | string;
+    /** The error message. */
+    message: string;
+}
+/**
+ * Represents a single bar/aggregate data point for an index
+ */
+export interface MassiveIndicesBar {
+    /** The close value for the index in the given time period. */
+    c: number;
+    /** The highest value for the index in the given time period. */
+    h: number;
+    /** The lowest value for the index in the given time period. */
+    l: number;
+    /** The open value for the index in the given time period. */
+    o: number;
+    /** The Unix Msec timestamp for the start of the aggregate window. */
+    t: number;
+}
+/**
+ * Response for the aggregates (bars) endpoint
+ */
+export interface MassiveIndicesAggregatesResponse extends MassiveIndicesBaseResponse {
+    /** The ticker symbol of the index. */
+    ticker: string;
+    /** The number of aggregates used to generate the response. */
+    queryCount: number;
+    /** The total number of results for this request. */
+    resultsCount?: number;
+    /** The count of results returned. */
+    count?: number;
+    /** The array of aggregate results. */
+    results: MassiveIndicesBar[];
+}
+/**
+ * Represents a previous close result for an index
+ */
+export interface MassiveIndicesPrevCloseResult {
+    /** The ticker symbol. */
+    T: string;
+    /** The close value for the index in the given time period. */
+    c: number;
+    /** The highest value for the index in the given time period. */
+    h: number;
+    /** The lowest value for the index in the given time period. */
+    l: number;
+    /** The open value for the index in the given time period. */
+    o: number;
+    /** The Unix Msec timestamp for the start of the aggregate window. */
+    t: number;
+}
+/**
+ * Response for the previous close endpoint
+ */
+export interface MassiveIndicesPrevCloseResponse extends MassiveIndicesBaseResponse {
+    /** The ticker symbol of the index. */
+    ticker: string;
+    /** The number of aggregates used to generate the response. */
+    queryCount: number;
+    /** The total number of results for this request. */
+    resultsCount: number;
+    /** The array of previous close results. */
+    results: MassiveIndicesPrevCloseResult[];
+}
+/**
+ * Response for the daily open/close endpoint
+ */
+export interface MassiveIndicesDailyOpenCloseResponse {
+    /** The after-hours value of the index, if available. */
+    afterHours?: number;
+    /** The close value for the index. */
+    close: number;
+    /** The date of the data in ISO format. */
+    from: string;
+    /** The highest value for the index during the day. */
+    high: number;
+    /** The lowest value for the index during the day. */
+    low: number;
+    /** The open value for the index. */
+    open: number;
+    /** The pre-market value of the index, if available. */
+    preMarket?: number;
+    /** The status of the response. */
+    status: string;
+    /** The ticker symbol of the index. */
+    symbol: string;
+}
+/**
+ * Represents a session data for an index in the snapshot
+ */
+export interface MassiveIndicesSession {
+    /** The value of the change for the index from the previous trading day. */
+    change: number;
+    /** The percent of the change for the index from the previous trading day. */
+    change_percent: number;
+    /** The closing value for the index of the day. */
+    close: number;
+    /** The highest value for the index of the day. */
+    high: number;
+    /** The lowest value for the index of the day. */
+    low: number;
+    /** The open value for the index of the day. */
+    open: number;
+    /** The closing value for the index of previous trading day. */
+    previous_close: number;
+}
+/**
+ * Represents a single index result in the snapshot response
+ */
+export interface MassiveIndicesSnapshotResult {
+    /** The nanosecond timestamp of when this information was updated. */
+    last_updated?: number;
+    /** The market status for the market that trades this index. */
+    market_status?: string;
+    /** Name of the index. */
+    name?: string;
+    /** Session data for the index. */
+    session?: MassiveIndicesSession;
+    /** Ticker of the index. */
+    ticker: string;
+    /** The time relevance of the data. */
+    timeframe?: "DELAYED" | "REAL-TIME";
+    /** The type of the asset. */
+    type?: "indices";
+    /** Value of the index. */
+    value?: number;
+    /** Error message if there was an issue with this ticker. */
+    error?: string;
+    /** Error message details. */
+    message?: string;
+}
+/**
+ * Response for the indices snapshot endpoint
+ */
+export interface MassiveIndicesSnapshotResponse extends MassiveIndicesBaseResponse {
+    /** URL for the next page of results, if available. */
+    next_url?: string;
+    /** The array of index snapshot results. */
+    results: MassiveIndicesSnapshotResult[];
+}
+/**
+ * Parameters for fetching aggregates (bars) for an index
+ */
+export interface MassiveIndicesAggregatesParams {
+    /** The ticker symbol of the index. */
+    indicesTicker: string;
+    /** The size of the timespan multiplier. */
+    multiplier: number;
+    /** The size of the time window (minute, hour, day, week, month, quarter, year). */
+    timespan: "minute" | "hour" | "day" | "week" | "month" | "quarter" | "year";
+    /** The start of the aggregate time window (YYYY-MM-DD or millisecond timestamp). */
+    from: string | number;
+    /** The end of the aggregate time window (YYYY-MM-DD or millisecond timestamp). */
+    to: string | number;
+    /** Sort the results by timestamp (asc or desc). */
+    sort?: "asc" | "desc";
+    /** Limits the number of base aggregates queried. */
+    limit?: number;
+}
+/**
+ * Parameters for fetching indices snapshot
+ */
+export interface MassiveIndicesSnapshotParams {
+    /** Comma separated list of tickers. */
+    tickers?: string[];
+    /** Order results based on the sort field. */
+    order?: "asc" | "desc";
+    /** Limit the number of results returned. */
+    limit?: number;
+    /** Sort field used for ordering. */
+    sort?: string;
+}
+//# sourceMappingURL=massive-indices-types.d.ts.map

package/dist/types/types/massive-indices-types.d.ts.map

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

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+/**
+ * Freshness metadata attached to Massive responses so consumers can distinguish
+ * real-time data ("OK") from delayed-feed data ("DELAYED", e.g. free-tier
+ * plans). Producers should set this whenever they have observed the upstream
+ * `status` field; consumers can branch on `status` to gate latency-sensitive
+ * decisions (e.g. trade execution should refuse DELAYED quotes).
+ *
+ * DE-006: previously the DELAYED status was only emitted as a throttled INFO
+ * log inside `fetchPrices`, which made it impossible for downstream callers to
+ * tell whether a price was live or delayed. The flag is exposed on every
+ * returned bar (and surfaced as the discriminator on {@link MassiveResult}).
+ */
+export interface MassiveFreshness {
+    /** Upstream status as reported by the Massive API. */
+    status: "OK" | "DELAYED";
+    /** Wall-clock time the response was received by this process. */
+    receivedAt: Date;
+    /**
+     * Best-effort time at which the upstream feed first started reporting
+     * DELAYED. May be `null` when not known (the Massive HTTP API does not
+     * currently return this; reserved for future enhancement).
+     */
+    delayedSince?: Date | null;
+}
+/**
+ * Discriminated wrapper that lets new consumers branch on freshness without
+ * inspecting the bar payload. Existing callers that consume
+ * {@link MassivePriceData} arrays directly are unaffected — see
+ * {@link MassivePriceData._freshness} for the non-breaking augmentation that
+ * propagates the same information.
+ */
+export type MassiveResult<T> = {
+    status: "OK";
+    data: T;
+    receivedAt: Date;
+} | {
+    status: "DELAYED";
+    data: T;
+    receivedAt: Date;
+    delayedSince: Date | null;
+};
+/**
+ * Represents a unit of price data for a specific symbol on a given date.
+ */
+export type MassivePriceData = {
+    /** The symbol of the asset. */
+    symbol: string;
+    /** The date of the price data. */
+    date: string;
+    /** The timestamp of the price data. */
+    timeStamp: number;
+    /** The opening price. */
+    open: number;
+    /** The highest price during the period. */
+    high: number;
+    /** The lowest price during the period. */
+    low: number;
+    /** The closing price. */
+    close: number;
+    /** The volume of trades. */
+    vol: number;
+    /** The volume-weighted average price. */
+    vwap: number;
+    /** The number of trades. */
+    trades: number;
+    /**
+     * Optional freshness flag indicating whether the upstream feed reported the
+     * data as live ("OK") or delayed ("DELAYED"). Present when the response
+     * originated from an API endpoint that exposes a `status` field
+     * (e.g. `fetchPrices`, `fetchGroupedDaily`). Absent for legacy/hand-built
+     * fixtures and for endpoints that do not surface the status.
+     *
+     * @see MassiveFreshness
+     */
+    _freshness?: MassiveFreshness;
+};
+/**
+ * Represents a quote for a specific asset.
+ */
+export type MassiveQuote = {
+    /** The price of the asset. */
+    price: number;
+    /** The volume of the asset. */
+    vol: number;
+    /** The time of the quote. */
+    time: Date;
+};
+/**
+ * The Massive API response for grouped daily data.
+ */
+export type MassiveGroupedDailyResponse = {
+    /** Indicates if the data is adjusted. */
+    adjusted: boolean;
+    /** The count of queries made. */
+    queryCount: number;
+    /** The request ID. */
+    request_id: string;
+    /** The count of results returned. */
+    resultsCount: number;
+    /** The status of the response. */
+    status: string;
+    /** The array of price data results. */
+    results: MassivePriceData[];
+};
+/**
+ * Represents raw price data from Massive.
+ */
+export interface RawMassivePriceData {
+    /** The ticker symbol. */
+    T: string;
+    /** The closing price. */
+    c: number;
+    /** The highest price. */
+    h: number;
+    /** The lowest price. */
+    l: number;
+    /** The number of trades. */
+    n: number;
+    /** The opening price. */
+    o: number;
+    /** The timestamp. */
+    t: number;
+    /** The volume. */
+    v: number;
+    /** The volume-weighted average price. */
+    vw: number;
+}
+/**
+ * Represents information about a ticker including its name, market cap, and outstanding shares.
+ */
+export interface MassiveTickerInfo {
+    /** Indicates if the ticker is active. */
+    active: boolean;
+    /** The name of the currency. */
+    currency_name: string;
+    /** The UTC time when the ticker was delisted, if applicable. */
+    delisted_utc?: string;
+    /** A description of the ticker. */
+    description: string;
+    /** The locale of the ticker. */
+    locale: string;
+    /** The market in which the ticker operates. */
+    market: "stocks" | "crypto" | "indices" | "fx" | "otc";
+    /** The market capitalization. */
+    market_cap: number;
+    /** The name of the ticker. */
+    name: string;
+    /** The primary exchange for the ticker. */
+    primary_exchange: string;
+    /** The number of shares outstanding. */
+    share_class_shares_outstanding?: number | null;
+    /** The ticker symbol. */
+    ticker: string;
+    /** The type of asset - CS, PFD, ETF, etc. */
+    type: string;
+}
+/**
+ * Represents the Massive API response for ticker information.
+ */
+export interface MassiveTickerResponse {
+    /** The count of tickers returned. */
+    count: number;
+    /** The next URL for pagination, if applicable. */
+    next_url: string | null;
+    /** The request ID. */
+    request_id: string;
+    /** The array of ticker information results. */
+    results: MassiveTickerInfo[];
+    /** The status of the response. */
+    status: string;
+}
+/**
+ * Represents daily open and close data for a ticker for grouped daily data.
+ */
+export interface MassiveDailyOpenClose {
+    /** The after-hours price, if applicable. */
+    afterHours?: number;
+    /** The closing price. */
+    close: number;
+    /** The date from which the data is taken. */
+    from: string;
+    /** The highest price during the day. */
+    high: number;
+    /** The lowest price during the day. */
+    low: number;
+    /** The opening price. */
+    open: number;
+    /** The pre-market price, if applicable. */
+    preMarket?: number;
+    /** The status of the market. */
+    status: string;
+    /** The symbol of the asset. */
+    symbol: string;
+    /** The volume of trades. */
+    volume: number;
+}
+/**
+ * Represents a trade in the Massive system.
+ */
+export interface MassiveTrade {
+    /** The conditions of the trade. */
+    conditions: number[];
+    /** The correction status, if applicable. */
+    correction?: number;
+    /** The exchange where the trade occurred. */
+    exchange: number;
+    /** The unique identifier for the trade. */
+    id: string;
+    /** The timestamp of the participant. */
+    participant_timestamp: number;
+    /** The price of the trade. */
+    price: number;
+    /** The sequence number of the trade. */
+    sequence_number: number;
+    /** The timestamp from the SIP. */
+    sip_timestamp: number;
+    /** The size of the trade. */
+    size: number;
+    /** The tape number, if applicable. */
+    tape?: number;
+    /** The transfer ID, if applicable. */
+    trf_id?: number;
+    /** The timestamp of the transfer, if applicable. */
+    trf_timestamp?: number;
+}
+/**
+ * Represents an NBBO (National Best Bid and Offer) quote from Massive v3 API.
+ */
+export interface MassiveNBBOQuote {
+    /** The ask price. */
+    ask_price: number;
+    /** The ask size (number of round lots). */
+    ask_size: number;
+    /** The ask exchange ID. */
+    ask_exchange: number;
+    /** The bid price. */
+    bid_price: number;
+    /** The bid size (number of round lots). */
+    bid_size: number;
+    /** The bid exchange ID. */
+    bid_exchange: number;
+    /** The conditions of the quote. */
+    conditions?: number[];
+    /** The timestamp from the SIP in nanoseconds. */
+    sip_timestamp: number;
+    /** The timestamp of the participant in nanoseconds. */
+    participant_timestamp: number;
+    /** The sequence number. */
+    sequence_number: number;
+    /** The tape number. */
+    tape?: number;
+}
+/**
+ * Processed quote data with computed spread metrics.
+ */
+export interface MassiveSpreadInfo {
+    /** The bid price. */
+    bid: number;
+    /** The ask price. */
+    ask: number;
+    /** The spread in dollars (ask - bid). */
+    spread: number;
+    /** The spread as a percentage of the mid price. */
+    spreadPercent: number;
+    /** The mid price ((bid + ask) / 2). */
+    midPrice: number;
+    /** The bid size in round lots. */
+    bidSize: number;
+    /** The ask size in round lots. */
+    askSize: number;
+    /** The timestamp of the quote. */
+    time: Date;
+}
+/**
+ * Represents the base response structure from Massive.
+ */
+export interface MassiveBaseResponse {
+    /** The status of the response. */
+    status: string;
+    /** The request ID. */
+    request_id: string;
+}
+/**
+ * Represents the response for trades from Massive.
+ */
+export interface MassiveTradesResponse extends MassiveBaseResponse {
+    /** The status of the response, which should be 'OK'. */
+    status: "OK";
+    /** The next URL for pagination, if applicable. */
+    next_url?: string;
+    /** The array of trade results. */
+    results: MassiveTrade[];
+}
+/**
+ * Represents the response for quotes from Massive v3 API.
+ */
+export interface MassiveQuotesResponse extends MassiveBaseResponse {
+    /** The status of the response, which should be 'OK'. */
+    status: "OK";
+    /** The next URL for pagination, if applicable. */
+    next_url?: string;
+    /** The array of NBBO quote results. */
+    results: MassiveNBBOQuote[];
+}
+/**
+ * Represents an error response from Massive.
+ */
+export interface MassiveErrorResponse extends MassiveBaseResponse {
+    /** The status of the error response. */
+    status: "ERROR" | "NOT_AUTHORIZED" | string;
+    /** The error message. */
+    message: string;
+}
+//# sourceMappingURL=massive-types.d.ts.map

package/dist/types/types/massive-types.d.ts.map

@@ -0,0 +1 @@
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package/dist/types/utils/auth-validator.d.ts

@@ -0,0 +1,32 @@
+/**
+ * API credential validation utilities
+ * Provides fast, synchronous validation of API credentials before making requests
+ */
+/**
+ * Validates Alpaca API credentials
+ * @param auth - Authentication object containing API key and secret
+ * @param options - Validation options
+ * @param options.throwOnMissing - If false, missing credentials will log a warning instead of throwing (default: true)
+ * @throws {Error} If credentials are invalid (when throwOnMissing is true)
+ * @returns {boolean} True if credentials are valid, false if missing (when throwOnMissing is false)
+ */
+export declare function validateAlpacaCredentials(auth: {
+    apiKey?: string;
+    apiSecret?: string;
+    isPaper?: boolean;
+}, options?: {
+    throwOnMissing?: boolean;
+}): boolean;
+/**
+ * Validates Massive API key
+ * @param apiKey - Massive API key
+ * @throws {Error} If API key is invalid or missing
+ */
+export declare function validateMassiveApiKey(apiKey: string): void;
+/**
+ * Validates Alpha Vantage API key
+ * @param apiKey - Alpha Vantage API key
+ * @throws {Error} If API key is invalid or missing
+ */
+export declare function validateAlphaVantageApiKey(apiKey: string): void;
+//# sourceMappingURL=auth-validator.d.ts.map

package/dist/types/utils/auth-validator.d.ts.map

@@ -0,0 +1 @@
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