@deeptick/client 0.1.1 → 0.2.0

package/package.json

@@ -1,52 +1,38 @@
 {
   "name": "@deeptick/client",
-  "version": "0.1.1",
-  "description": "DeepTick TypeScript SDK — high-frequency crypto market data",
+  "version": "0.2.0",
+  "description": "DeepTick TypeScript SDK for authenticated market data downloads",
   "type": "module",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
   "exports": {
-    ".": "./dist/index.js",
-    "./streaming": "./dist/streaming.js",
-    "./feed": "./dist/feed.js",
-    "./cache": "./dist/cache.js",
-    "./types": "./dist/types.js"
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js"
+    }
   },
   "files": [
     "dist",
-    "src",
     "README.md"
   ],
   "scripts": {
-    "build": "tsc",
-    "dev": "tsc --watch",
-    "clean": "rm -rf dist"
+    "build": "tsc -p tsconfig.json",
+    "test": "npm run build && node --test test/*.test.mjs",
+    "prepack": "npm run build"
   },
-  "dependencies": {
-    "ws": "^8.18.0"
+  "engines": {
+    "node": ">=18"
   },
   "devDependencies": {
-    "typescript": "^5.5.0",
-    "@types/ws": "^8.5.12",
-    "@types/node": "^22.0.0"
-  },
-  "peerDependencies": {
-    "apache-arrow": ">=15.0.0",
-    "parquet-wasm": ">=0.6.0"
-  },
-  "peerDependenciesMeta": {
-    "apache-arrow": { "optional": true },
-    "parquet-wasm": { "optional": true }
+    "@types/node": "^22.0.0",
+    "typescript": "^5.5.0"
   },
   "keywords": [
     "deeptick",
-    "crypto",
     "market-data",
-    "order-book",
-    "websocket",
-    "streaming",
+    "crypto",
     "parquet",
-    "hft"
+    "fetch"
   ],
   "license": "MIT",
   "author": "DeepTick",

package/dist/cache.d.ts

@@ -1,48 +0,0 @@
-/**
- * DeepTick TypeScript Client — Caching + Parallel Downloads.
- *
- * Disk-based cache for downloaded data so repeat queries are instant.
- * Parallel multi-day fetches via Promise.all.
- *
- * Usage:
- *   import { CachedClient } from '@deeptick/client';
- *
- *   const client = new CachedClient('https://deeptick.lacertalabs.xyz');
- *
- *   // First call: downloads from server, caches locally
- *   const trades = await client.loadTrades('hyperliquid', 'BTC', '2026-05-01', '2026-05-07');
- *
- *   // Second call: instant from disk cache
- *   const trades2 = await client.loadTrades('hyperliquid', 'BTC', '2026-05-01', '2026-05-07');
- */
-export interface CacheStats {
-    cacheDir: string;
-    cacheHits: number;
-    cacheMisses: number;
-    hitRatePct: number;
-    bytesDownloaded: number;
-    bytesFromCache: number;
-}
-export declare class CachedClient {
-    private baseUrl;
-    private cacheDir;
-    private maxConcurrency;
-    private apiKey;
-    cacheHits: number;
-    cacheMisses: number;
-    bytesDownloaded: number;
-    bytesFromCache: number;
-    constructor(baseUrl?: string, cacheDir?: string, maxConcurrency?: number, apiKey?: string);
-    private cachePath;
-    private isCached;
-    private downloadDate;
-    private dateRange;
-    load(dataType: string, exchange: string, symbol: string, startDate: string, endDate?: string, columns?: string[]): Promise<string[]>;
-    loadTrades(exchange: string, symbol: string, startDate: string, endDate?: string): Promise<string[]>;
-    loadBookDeltas(exchange: string, symbol: string, startDate: string, endDate?: string): Promise<string[]>;
-    loadDerivativeTicker(exchange: string, symbol: string, startDate: string, endDate?: string): Promise<string[]>;
-    loadFunding(exchange: string, symbol: string, startDate: string, endDate?: string): Promise<string[]>;
-    getStats(): CacheStats;
-    clearCache(): void;
-}
-//# sourceMappingURL=cache.d.ts.map

package/dist/cache.d.ts.map

@@ -1 +0,0 @@
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package/dist/cache.js

@@ -1,140 +0,0 @@
-/**
- * DeepTick TypeScript Client — Caching + Parallel Downloads.
- *
- * Disk-based cache for downloaded data so repeat queries are instant.
- * Parallel multi-day fetches via Promise.all.
- *
- * Usage:
- *   import { CachedClient } from '@deeptick/client';
- *
- *   const client = new CachedClient('https://deeptick.lacertalabs.xyz');
- *
- *   // First call: downloads from server, caches locally
- *   const trades = await client.loadTrades('hyperliquid', 'BTC', '2026-05-01', '2026-05-07');
- *
- *   // Second call: instant from disk cache
- *   const trades2 = await client.loadTrades('hyperliquid', 'BTC', '2026-05-01', '2026-05-07');
- */
-import * as fs from 'fs';
-import * as path from 'path';
-import * as os from 'os';
-import * as crypto from 'crypto';
-export class CachedClient {
-    baseUrl;
-    cacheDir;
-    maxConcurrency;
-    apiKey;
-    cacheHits = 0;
-    cacheMisses = 0;
-    bytesDownloaded = 0;
-    bytesFromCache = 0;
-    constructor(baseUrl = 'https://deeptick.lacertalabs.xyz', cacheDir, maxConcurrency = 8, apiKey = process.env.DEEPTICK_API_KEY ?? '') {
-        this.baseUrl = baseUrl.replace(/\/$/, '');
-        this.cacheDir = cacheDir || path.join(os.homedir(), '.deeptick', 'cache');
-        this.maxConcurrency = maxConcurrency;
-        this.apiKey = apiKey;
-        fs.mkdirSync(this.cacheDir, { recursive: true });
-    }
-    // ─── Cache Key ────────────────────────────────────────────────────
-    cachePath(exchange, dataType, symbol, date, columns) {
-        const safeSymbol = symbol.replace(/\//g, '-').replace(/:/g, '-');
-        let colHash = '';
-        if (columns && columns.length > 0) {
-            const sorted = [...columns].sort().join(',');
-            colHash = '_' + crypto.createHash('md5').update(sorted).digest('hex').slice(0, 8);
-        }
-        return path.join(this.cacheDir, exchange, dataType, safeSymbol, `${date}${colHash}.bin`);
-    }
-    isCached(filePath) {
-        return fs.existsSync(filePath);
-    }
-    // ─── Download ─────────────────────────────────────────────────────
-    async downloadDate(exchange, dataType, symbol, date, columns, format = 'csv') {
-        const cp = this.cachePath(exchange, dataType, symbol, date, columns);
-        if (this.isCached(cp)) {
-            this.cacheHits++;
-            this.bytesFromCache += fs.statSync(cp).size;
-            return fs.readFileSync(cp, 'utf-8');
-        }
-        this.cacheMisses++;
-        let url = `${this.baseUrl}/v1/data/${exchange}/${dataType}/${symbol}/${date}?format=${format}`;
-        if (columns && columns.length > 0) {
-            url += `&columns=${columns.join(',')}`;
-        }
-        try {
-            const headers = {};
-            if (this.apiKey) {
-                headers['X-API-Key'] = this.apiKey;
-            }
-            const resp = await fetch(url, { headers });
-            if (!resp.ok) {
-                if (resp.status === 404)
-                    return null;
-                throw new Error(`HTTP ${resp.status}`);
-            }
-            const data = await resp.text();
-            this.bytesDownloaded += Buffer.byteLength(data);
-            // Cache to disk
-            const dir = path.dirname(cp);
-            fs.mkdirSync(dir, { recursive: true });
-            fs.writeFileSync(cp, data);
-            return data;
-        }
-        catch (err) {
-            console.error(`[cache] Download error for ${exchange}/${dataType}/${symbol}/${date}:`, err);
-            return null;
-        }
-    }
-    // ─── Parallel Multi-Day Loader ────────────────────────────────────
-    dateRange(start, end) {
-        const dates = [];
-        const current = new Date(start + 'T00:00:00Z');
-        const endDate = new Date(end + 'T00:00:00Z');
-        while (current <= endDate) {
-            dates.push(current.toISOString().split('T')[0]);
-            current.setUTCDate(current.getUTCDate() + 1);
-        }
-        return dates;
-    }
-    async load(dataType, exchange, symbol, startDate, endDate, columns) {
-        const end = endDate || startDate;
-        const dates = this.dateRange(startDate, end);
-        // Parallel download with concurrency limit
-        const results = [];
-        for (let i = 0; i < dates.length; i += this.maxConcurrency) {
-            const batch = dates.slice(i, i + this.maxConcurrency);
-            const batchResults = await Promise.all(batch.map(d => this.downloadDate(exchange, dataType, symbol, d, columns)));
-            results.push(...batchResults);
-        }
-        return results.filter((r) => r !== null);
-    }
-    async loadTrades(exchange, symbol, startDate, endDate) {
-        return this.load('trades', exchange, symbol, startDate, endDate);
-    }
-    async loadBookDeltas(exchange, symbol, startDate, endDate) {
-        return this.load('book_l2_delta', exchange, symbol, startDate, endDate);
-    }
-    async loadDerivativeTicker(exchange, symbol, startDate, endDate) {
-        return this.load('derivative_ticker', exchange, symbol, startDate, endDate);
-    }
-    async loadFunding(exchange, symbol, startDate, endDate) {
-        return this.loadDerivativeTicker(exchange, symbol, startDate, endDate);
-    }
-    // ─── Cache Management ────────────────────────────────────────────
-    getStats() {
-        const total = this.cacheHits + this.cacheMisses;
-        return {
-            cacheDir: this.cacheDir,
-            cacheHits: this.cacheHits,
-            cacheMisses: this.cacheMisses,
-            hitRatePct: total > 0 ? Math.round((this.cacheHits / total) * 1000) / 10 : 0,
-            bytesDownloaded: this.bytesDownloaded,
-            bytesFromCache: this.bytesFromCache,
-        };
-    }
-    clearCache() {
-        fs.rmSync(this.cacheDir, { recursive: true, force: true });
-        fs.mkdirSync(this.cacheDir, { recursive: true });
-    }
-}
-//# sourceMappingURL=cache.js.map

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package/dist/feed.d.ts

@@ -1,89 +0,0 @@
-/**
- * DeepTick TypeScript Unified Feed — Seamless Live ↔ Replay switching.
- *
- * Same interface for both live streaming and historical replay.
- * Backtest code = production code.
- *
- * Usage:
- *   import { DeepTickFeed, FeedMode } from '@deeptick/client';
- *
- *   // Live mode
- *   const feed = DeepTickFeed.live('wss://deeptick.lacertalabs.xyz/v1/stream');
- *   feed.onData((topic, data) => console.log(topic, data));
- *   await feed.connect();
- *   await feed.subscribe(['hyperliquid.trades.BTC']);
- *
- *   // Replay mode — same callback, historical data
- *   const feed = DeepTickFeed.replay('wss://deeptick.lacertalabs.xyz/v1/replay/ws', {
- *     sources: ['hyperliquid:trades:BTC'],
- *     from: '2026-05-01',
- *     to: '2026-05-03',
- *     speed: 10,
- *   });
- *   feed.onData((topic, data) => console.log(topic, data)); // Same handler!
- *   await feed.connect();
- *
- *   // Auto mode — replay then switch to live
- *   const feed = DeepTickFeed.auto('wss://deeptick.lacertalabs.xyz', {
- *     sources: ['hyperliquid:trades:BTC'],
- *     from: '2026-05-01',
- *   });
- */
-export declare enum FeedMode {
-    LIVE = "live",
-    REPLAY = "replay",
-    AUTO = "auto"
-}
-export interface FeedOptions {
-    channels?: string[];
-    sources?: string[];
-    from?: string;
-    to?: string;
-    speed?: number;
-    reconnect?: boolean;
-    apiKey?: string;
-}
-export interface FeedStats {
-    mode: FeedMode;
-    currentMode: FeedMode;
-    messagesReceived: number;
-    connected: boolean;
-    url: string;
-}
-type DataCallback = (topic: string, data: Record<string, any>) => void;
-type ReplayEndCallback = (stats: {
-    totalEvents: number;
-    durationS: number;
-}) => void;
-type ModeChangeCallback = (from: FeedMode, to: FeedMode) => void;
-export declare class DeepTickFeed {
-    private mode;
-    private currentMode;
-    private url;
-    private options;
-    private ws;
-    private messagesReceived;
-    private connected;
-    private dataCallbacks;
-    private replayEndCallbacks;
-    private modeChangeCallbacks;
-    private constructor();
-    static live(url?: string, options?: FeedOptions): DeepTickFeed;
-    static replay(url?: string, options?: FeedOptions): DeepTickFeed;
-    static auto(baseUrl?: string, options?: FeedOptions): DeepTickFeed;
-    /** Register a callback for data events (works identically for live and replay) */
-    onData(cb: DataCallback): this;
-    /** Register a callback for replay completion */
-    onReplayEnd(cb: ReplayEndCallback): this;
-    /** Register a callback for mode changes (replay → live in auto mode) */
-    onModeChange(cb: ModeChangeCallback): this;
-    connect(): Promise<void>;
-    disconnect(): Promise<void>;
-    subscribe(channels: string[]): Promise<void>;
-    private startLive;
-    private startReplay;
-    private switchToLive;
-    getStats(): FeedStats;
-}
-export {};
-//# sourceMappingURL=feed.d.ts.map

package/dist/feed.d.ts.map

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package/dist/feed.js

@@ -1,232 +0,0 @@
-/**
- * DeepTick TypeScript Unified Feed — Seamless Live ↔ Replay switching.
- *
- * Same interface for both live streaming and historical replay.
- * Backtest code = production code.
- *
- * Usage:
- *   import { DeepTickFeed, FeedMode } from '@deeptick/client';
- *
- *   // Live mode
- *   const feed = DeepTickFeed.live('wss://deeptick.lacertalabs.xyz/v1/stream');
- *   feed.onData((topic, data) => console.log(topic, data));
- *   await feed.connect();
- *   await feed.subscribe(['hyperliquid.trades.BTC']);
- *
- *   // Replay mode — same callback, historical data
- *   const feed = DeepTickFeed.replay('wss://deeptick.lacertalabs.xyz/v1/replay/ws', {
- *     sources: ['hyperliquid:trades:BTC'],
- *     from: '2026-05-01',
- *     to: '2026-05-03',
- *     speed: 10,
- *   });
- *   feed.onData((topic, data) => console.log(topic, data)); // Same handler!
- *   await feed.connect();
- *
- *   // Auto mode — replay then switch to live
- *   const feed = DeepTickFeed.auto('wss://deeptick.lacertalabs.xyz', {
- *     sources: ['hyperliquid:trades:BTC'],
- *     from: '2026-05-01',
- *   });
- */
-import WebSocket from 'ws';
-export var FeedMode;
-(function (FeedMode) {
-    FeedMode["LIVE"] = "live";
-    FeedMode["REPLAY"] = "replay";
-    FeedMode["AUTO"] = "auto";
-})(FeedMode || (FeedMode = {}));
-export class DeepTickFeed {
-    mode;
-    currentMode;
-    url;
-    options;
-    ws = null;
-    messagesReceived = 0;
-    connected = false;
-    dataCallbacks = [];
-    replayEndCallbacks = [];
-    modeChangeCallbacks = [];
-    constructor(mode, url, options = {}) {
-        this.mode = mode;
-        this.currentMode = mode;
-        this.url = url;
-        this.options = options;
-    }
-    // ─── Factory Methods ─────────────────────────────────────────────
-    static live(url = 'wss://deeptick.lacertalabs.xyz/v1/stream', options = {}) {
-        return new DeepTickFeed(FeedMode.LIVE, url, options);
-    }
-    static replay(url = 'wss://deeptick.lacertalabs.xyz/v1/replay/ws', options = {}) {
-        return new DeepTickFeed(FeedMode.REPLAY, url, options);
-    }
-    static auto(baseUrl = 'wss://deeptick.lacertalabs.xyz', options = {}) {
-        const today = new Date().toISOString().split('T')[0];
-        return new DeepTickFeed(FeedMode.AUTO, `${baseUrl}/v1/replay/ws`, {
-            ...options,
-            to: today,
-        });
-    }
-    // ─── Callbacks ───────────────────────────────────────────────────
-    /** Register a callback for data events (works identically for live and replay) */
-    onData(cb) {
-        this.dataCallbacks.push(cb);
-        return this;
-    }
-    /** Register a callback for replay completion */
-    onReplayEnd(cb) {
-        this.replayEndCallbacks.push(cb);
-        return this;
-    }
-    /** Register a callback for mode changes (replay → live in auto mode) */
-    onModeChange(cb) {
-        this.modeChangeCallbacks.push(cb);
-        return this;
-    }
-    // ─── Connection ──────────────────────────────────────────────────
-    async connect() {
-        return new Promise((resolve, reject) => {
-            const urlWithKey = this.options.apiKey
-                ? `${this.url}?api_key=${this.options.apiKey}`
-                : this.url;
-            this.ws = new WebSocket(urlWithKey);
-            this.ws.on('open', () => {
-                this.connected = true;
-            });
-            this.ws.on('message', (raw) => {
-                const frame = JSON.parse(raw.toString());
-                this.messagesReceived++;
-                switch (frame.type) {
-                    case 'welcome':
-                        // Start feed based on mode
-                        if (this.mode === FeedMode.LIVE) {
-                            this.startLive();
-                        }
-                        else {
-                            this.startReplay();
-                        }
-                        resolve();
-                        break;
-                    case 'data':
-                        for (const cb of this.dataCallbacks) {
-                            cb(frame.topic, frame.data);
-                        }
-                        break;
-                    case 'replay_end':
-                        for (const cb of this.replayEndCallbacks) {
-                            cb({
-                                totalEvents: frame.total_events,
-                                durationS: frame.duration_s,
-                            });
-                        }
-                        if (this.currentMode === FeedMode.AUTO) {
-                            // Switch to live
-                            this.switchToLive();
-                        }
-                        break;
-                    case 'subscribed':
-                    case 'replay_start':
-                    case 'heartbeat':
-                        break;
-                    case 'error':
-                        console.error('[feed] Server error:', frame.message);
-                        break;
-                }
-            });
-            this.ws.on('close', () => {
-                this.connected = false;
-            });
-            this.ws.on('error', (err) => {
-                if (!this.connected) {
-                    reject(err);
-                }
-            });
-        });
-    }
-    async disconnect() {
-        this.connected = false;
-        if (this.ws) {
-            this.ws.close();
-            this.ws = null;
-        }
-    }
-    async subscribe(channels) {
-        this.options.channels = channels;
-        if (this.connected && this.currentMode === FeedMode.LIVE && this.ws) {
-            this.ws.send(JSON.stringify({ action: 'subscribe', channels }));
-        }
-    }
-    // ─── Internal ────────────────────────────────────────────────────
-    startLive() {
-        if (this.options.channels && this.ws) {
-            this.ws.send(JSON.stringify({
-                action: 'subscribe',
-                channels: this.options.channels,
-            }));
-        }
-        this.currentMode = FeedMode.LIVE;
-    }
-    startReplay() {
-        if (this.ws) {
-            this.ws.send(JSON.stringify({
-                action: 'replay',
-                sources: this.options.sources || [],
-                from: this.options.from || '',
-                to: this.options.to || '',
-                speed: this.options.speed || 0,
-            }));
-        }
-        this.currentMode = FeedMode.REPLAY;
-    }
-    async switchToLive() {
-        const oldMode = this.currentMode;
-        // Close replay connection
-        if (this.ws) {
-            this.ws.close();
-        }
-        // Connect to live endpoint
-        const liveUrl = this.url.replace('/v1/replay/ws', '/v1/stream');
-        const urlWithKey = this.options.apiKey
-            ? `${liveUrl}?api_key=${this.options.apiKey}`
-            : liveUrl;
-        return new Promise((resolve) => {
-            this.ws = new WebSocket(urlWithKey);
-            this.ws.on('open', () => {
-                this.connected = true;
-            });
-            this.ws.on('message', (raw) => {
-                const frame = JSON.parse(raw.toString());
-                this.messagesReceived++;
-                if (frame.type === 'welcome') {
-                    // Build channels from sources
-                    if (!this.options.channels && this.options.sources) {
-                        this.options.channels = this.options.sources.map(s => s.replace(/:/g, '.'));
-                    }
-                    this.startLive();
-                    for (const cb of this.modeChangeCallbacks) {
-                        cb(oldMode, FeedMode.LIVE);
-                    }
-                    resolve();
-                }
-                else if (frame.type === 'data') {
-                    for (const cb of this.dataCallbacks) {
-                        cb(frame.topic, frame.data);
-                    }
-                }
-            });
-            this.ws.on('close', () => {
-                this.connected = false;
-            });
-        });
-    }
-    getStats() {
-        return {
-            mode: this.mode,
-            currentMode: this.currentMode,
-            messagesReceived: this.messagesReceived,
-            connected: this.connected,
-            url: this.url,
-        };
-    }
-}
-//# sourceMappingURL=feed.js.map

package/dist/feed.js.map

@@ -1 +0,0 @@
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