@deeptick/client 0.1.0

package/README.md

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+# DeepTick TypeScript SDK
+
+```ts
+import { CachedClient } from "@deeptick/client";
+
+const client = new CachedClient("dtk_your_key", "https://deeptick.dev");
+const trades = await client.loadTrades("lighter", "BTC-USD", "2026-07-08", "2026-07-08");
+```
+
+`loadTrades` returns daily Parquet payloads as `Uint8Array` values. Use an Arrow
+or Parquet reader of your choice to decode them.
+
+Surface:
+
+- `new DeepTickClient(apiKey, baseUrl)`
+- `loadTrades(exchange, symbol, start, end)` and `load_trades(...)`
+- `download(exchange, dataType, symbol, date, dest?)`
+- `entitlements()` and `catalog(exchange?)`
+- `CachedClient` adds local Parquet payload caching under `~/.deeptick/cache`

package/dist/index.d.ts

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+export declare const DEFAULT_BASE_URL = "https://deeptick.dev";
+export type DataFormat = "parquet" | "csv";
+export type JsonObject = Record<string, unknown>;
+export type FetchLike = (input: string, init?: RequestInit) => Promise<Response>;
+export interface ClientOptions {
+    fetch?: FetchLike;
+    timeoutMs?: number;
+}
+export interface DownloadOptions {
+    columns?: string[];
+    format?: DataFormat;
+}
+export interface CacheStats {
+    cacheDir: string;
+    cacheHits: number;
+    cacheMisses: number;
+    hitRatePct: number;
+    bytesDownloaded: number;
+    bytesFromCache: number;
+}
+export interface CachedClientOptions extends ClientOptions {
+    cacheDir?: string;
+    maxConcurrency?: number;
+}
+export declare class DeepTickError extends Error {
+    readonly status: number;
+    constructor(status: number, message: string);
+}
+export declare class DeepTickClient {
+    readonly apiKey: string;
+    readonly baseUrl: string;
+    protected readonly fetchImpl: FetchLike;
+    protected readonly timeoutMs: number;
+    constructor(apiKey?: string, baseUrl?: string, options?: ClientOptions);
+    entitlements(): Promise<JsonObject>;
+    catalog(exchange?: string): Promise<JsonObject>;
+    download(exchange: string, dataType: string, symbol: string, date: string | Date, dest?: string, options?: DownloadOptions): Promise<Uint8Array>;
+    loadTrades(exchange: string, symbol: string, start: string | Date, end?: string | Date, options?: DownloadOptions): Promise<Uint8Array[]>;
+    load_trades(exchange: string, symbol: string, start: string | Date, end?: string | Date, options?: DownloadOptions): Promise<Uint8Array[]>;
+    load(dataType: string, exchange: string, symbol: string, start: string | Date, end?: string | Date, options?: DownloadOptions): Promise<Uint8Array[]>;
+    protected json(path: string, params?: Record<string, string>): Promise<JsonObject>;
+    protected bytes(path: string, params?: Record<string, string>): Promise<Uint8Array>;
+    protected request(path: string, params?: Record<string, string>): Promise<Response>;
+    protected headers(): HeadersInit;
+}
+export declare class CachedClient extends DeepTickClient {
+    readonly cacheDir: string;
+    readonly maxConcurrency: number;
+    cacheHits: number;
+    cacheMisses: number;
+    bytesDownloaded: number;
+    bytesFromCache: number;
+    constructor(apiKey?: string, baseUrl?: string, options?: CachedClientOptions);
+    load(dataType: string, exchange: string, symbol: string, start: string | Date, end?: string | Date, options?: DownloadOptions): Promise<Uint8Array[]>;
+    getStats(): CacheStats;
+    clearCache(): Promise<void>;
+    private downloadCached;
+}
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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package/dist/index.js

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+import { createHash } from "node:crypto";
+import { mkdir, readFile, rm, stat, writeFile } from "node:fs/promises";
+import { homedir } from "node:os";
+import { dirname, join } from "node:path";
+export const DEFAULT_BASE_URL = "https://deeptick.dev";
+const USER_AGENT = "deeptick-typescript/0.1.0";
+export class DeepTickError extends Error {
+    constructor(status, message) {
+        super(`DeepTick API returned HTTP ${status}: ${message}`);
+        this.name = "DeepTickError";
+        this.status = status;
+    }
+}
+export class DeepTickClient {
+    constructor(apiKey = process.env.DEEPTICK_API_KEY ?? "", baseUrl = DEFAULT_BASE_URL, options = {}) {
+        this.apiKey = apiKey;
+        this.baseUrl = normalizeBaseUrl(baseUrl);
+        this.fetchImpl = options.fetch ?? globalThis.fetch.bind(globalThis);
+        this.timeoutMs = options.timeoutMs ?? 120_000;
+    }
+    async entitlements() {
+        return this.json("/v1/entitlements");
+    }
+    async catalog(exchange) {
+        const params = exchange ? { exchange } : undefined;
+        return this.json("/v1/catalog", params);
+    }
+    async download(exchange, dataType, symbol, date, dest, options = {}) {
+        const body = await this.bytes(dataPath(exchange, dataType, symbol, date), dataParams(options));
+        if (dest) {
+            await mkdir(dirname(dest), { recursive: true });
+            await writeFile(dest, body);
+        }
+        return body;
+    }
+    async loadTrades(exchange, symbol, start, end, options = {}) {
+        return this.load("trades", exchange, symbol, start, end, options);
+    }
+    async load_trades(exchange, symbol, start, end, options = {}) {
+        return this.loadTrades(exchange, symbol, start, end, options);
+    }
+    async load(dataType, exchange, symbol, start, end, options = {}) {
+        const out = [];
+        for (const day of dateRange(start, end)) {
+            try {
+                out.push(await this.download(exchange, dataType, symbol, day, undefined, options));
+            }
+            catch (error) {
+                if (error instanceof DeepTickError && error.status === 404) {
+                    continue;
+                }
+                throw error;
+            }
+        }
+        return out;
+    }
+    async json(path, params) {
+        const response = await this.request(path, params);
+        if (!response.ok) {
+            throw await toDeepTickError(response);
+        }
+        const value = (await response.json());
+        if (value === null || typeof value !== "object" || Array.isArray(value)) {
+            throw new Error(`Expected object response from ${path}`);
+        }
+        return value;
+    }
+    async bytes(path, params) {
+        const response = await this.request(path, params);
+        if (!response.ok) {
+            throw await toDeepTickError(response);
+        }
+        return Buffer.from(await response.arrayBuffer());
+    }
+    async request(path, params) {
+        const controller = new AbortController();
+        const timeout = setTimeout(() => controller.abort(), this.timeoutMs);
+        try {
+            return await this.fetchImpl(urlWithParams(`${this.baseUrl}${path}`, params), {
+                headers: this.headers(),
+                signal: controller.signal,
+            });
+        }
+        finally {
+            clearTimeout(timeout);
+        }
+    }
+    headers() {
+        const headers = { "User-Agent": USER_AGENT };
+        if (this.apiKey) {
+            headers["X-API-Key"] = this.apiKey;
+        }
+        return headers;
+    }
+}
+export class CachedClient extends DeepTickClient {
+    constructor(apiKey = process.env.DEEPTICK_API_KEY ?? "", baseUrl = DEFAULT_BASE_URL, options = {}) {
+        super(resolveCachedClientArgs(apiKey, baseUrl).apiKey, resolveCachedClientArgs(apiKey, baseUrl).baseUrl, options);
+        this.cacheHits = 0;
+        this.cacheMisses = 0;
+        this.bytesDownloaded = 0;
+        this.bytesFromCache = 0;
+        this.cacheDir = options.cacheDir ?? join(homedir(), ".deeptick", "cache");
+        this.maxConcurrency = options.maxConcurrency ?? 8;
+    }
+    async load(dataType, exchange, symbol, start, end, options = {}) {
+        const days = dateRange(start, end);
+        const results = [];
+        for (let offset = 0; offset < days.length; offset += this.maxConcurrency) {
+            const batch = days.slice(offset, offset + this.maxConcurrency);
+            const downloaded = await Promise.all(batch.map(async (day) => {
+                try {
+                    return await this.downloadCached(exchange, dataType, symbol, day, options);
+                }
+                catch (error) {
+                    if (error instanceof DeepTickError && error.status === 404) {
+                        return undefined;
+                    }
+                    throw error;
+                }
+            }));
+            for (const item of downloaded) {
+                if (item) {
+                    results.push(item);
+                }
+            }
+        }
+        return results;
+    }
+    getStats() {
+        const requests = this.cacheHits + this.cacheMisses;
+        return {
+            cacheDir: this.cacheDir,
+            cacheHits: this.cacheHits,
+            cacheMisses: this.cacheMisses,
+            hitRatePct: requests === 0 ? 0 : Math.round((this.cacheHits / requests) * 1000) / 10,
+            bytesDownloaded: this.bytesDownloaded,
+            bytesFromCache: this.bytesFromCache,
+        };
+    }
+    async clearCache() {
+        await rm(this.cacheDir, { recursive: true, force: true });
+        await mkdir(this.cacheDir, { recursive: true });
+    }
+    async downloadCached(exchange, dataType, symbol, date, options) {
+        const cacheFile = cachePath(this.cacheDir, exchange, dataType, symbol, date, options.columns);
+        try {
+            const cached = await readFile(cacheFile);
+            this.cacheHits += 1;
+            this.bytesFromCache += (await stat(cacheFile)).size;
+            return cached;
+        }
+        catch {
+            this.cacheMisses += 1;
+        }
+        const body = await this.download(exchange, dataType, symbol, date, undefined, options);
+        await mkdir(dirname(cacheFile), { recursive: true });
+        await writeFile(cacheFile, body);
+        this.bytesDownloaded += body.byteLength;
+        return body;
+    }
+}
+function normalizeBaseUrl(baseUrl) {
+    let value = (baseUrl || DEFAULT_BASE_URL).replace(/\/+$/, "");
+    if (value.endsWith("/v1")) {
+        value = value.slice(0, -3);
+    }
+    return value.replace(/\/+$/, "");
+}
+function looksLikeUrl(value) {
+    return value.startsWith("http://") || value.startsWith("https://");
+}
+function resolveCachedClientArgs(apiKey, baseUrl) {
+    if (looksLikeUrl(apiKey)) {
+        if (baseUrl === DEFAULT_BASE_URL) {
+            return { apiKey: process.env.DEEPTICK_API_KEY ?? "", baseUrl: apiKey };
+        }
+        return { apiKey: baseUrl, baseUrl: apiKey };
+    }
+    return { apiKey, baseUrl };
+}
+function dataPath(exchange, dataType, symbol, date) {
+    return [
+        "/v1/data",
+        encodeURIComponent(exchange),
+        encodeURIComponent(dataType),
+        encodeURIComponent(symbol),
+        encodeURIComponent(toDateString(date)),
+    ].join("/");
+}
+function dataParams(options) {
+    const params = { format: options.format ?? "parquet" };
+    if (options.columns && options.columns.length > 0) {
+        params.columns = options.columns.join(",");
+    }
+    return params;
+}
+function cachePath(cacheDir, exchange, dataType, symbol, date, columns) {
+    const safeSymbol = symbol.replace(/[/:]/g, "-");
+    const suffix = columns && columns.length > 0
+        ? `_${createHash("md5").update([...columns].sort().join(",")).digest("hex").slice(0, 8)}`
+        : "";
+    return join(cacheDir, exchange, dataType, safeSymbol, `${date}${suffix}.parquet`);
+}
+function dateRange(start, end) {
+    const first = asUtcDate(start);
+    const last = asUtcDate(end ?? start);
+    if (last.getTime() < first.getTime()) {
+        throw new Error("end date must be on or after start date");
+    }
+    const days = [];
+    const current = new Date(first);
+    while (current.getTime() <= last.getTime()) {
+        days.push(current.toISOString().slice(0, 10));
+        current.setUTCDate(current.getUTCDate() + 1);
+    }
+    return days;
+}
+function asUtcDate(value) {
+    if (value instanceof Date) {
+        return new Date(Date.UTC(value.getUTCFullYear(), value.getUTCMonth(), value.getUTCDate()));
+    }
+    if (!/^\d{4}-\d{2}-\d{2}$/.test(value)) {
+        throw new Error(`expected date as YYYY-MM-DD, got ${value}`);
+    }
+    return new Date(`${value}T00:00:00.000Z`);
+}
+function toDateString(value) {
+    return asUtcDate(value).toISOString().slice(0, 10);
+}
+function urlWithParams(url, params) {
+    const out = new URL(url);
+    for (const [key, value] of Object.entries(params ?? {})) {
+        out.searchParams.set(key, value);
+    }
+    return out.toString();
+}
+async function toDeepTickError(response) {
+    let message = response.statusText;
+    try {
+        const text = await response.text();
+        if (text) {
+            message = text.slice(0, 500);
+        }
+    }
+    catch {
+        // Keep the status text if the body has already been consumed.
+    }
+    return new DeepTickError(response.status, message);
+}
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -0,0 +1,44 @@
+{
+  "name": "@deeptick/client",
+  "version": "0.1.0",
+  "description": "DeepTick TypeScript SDK for authenticated market data downloads",
+  "type": "module",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    }
+  },
+  "files": [
+    "dist",
+    "README.md"
+  ],
+  "scripts": {
+    "build": "tsc -p tsconfig.json",
+    "test": "npm run build && node --test test/*.test.mjs",
+    "prepack": "npm run build"
+  },
+  "engines": {
+    "node": ">=18"
+  },
+  "devDependencies": {
+    "@types/node": "^22.0.0",
+    "typescript": "^5.5.0"
+  },
+  "keywords": [
+    "deeptick",
+    "market-data",
+    "crypto",
+    "parquet",
+    "fetch"
+  ],
+  "license": "MIT",
+  "author": "DeepTick",
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/deeptick/deeptick"
+  }
+}
+