@deeptick/client 0.1.1

package/dist/feed.js

@@ -0,0 +1,232 @@
+/**
+ * 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

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package/dist/index.d.ts

@@ -0,0 +1,24 @@
+/**
+ * @deeptick/client — TypeScript SDK for DeepTick market data
+ *
+ * Three layers:
+ *   1. CachedClient  — Download + cache daily archives
+ *   2. DeepTickStream — Real-time WebSocket streaming
+ *   3. DeepTickFeed   — Unified live/replay feed
+ *   4. derive         — Client-side derived computations
+ *
+ * Usage:
+ *   import { DeepTickStream } from '@deeptick/client';
+ *   import { CachedClient } from '@deeptick/client/cache';
+ *   import { DeepTickFeed } from '@deeptick/client/feed';
+ *   import { derive } from '@deeptick/client/types';
+ */
+export { DeepTickStream } from './streaming.js';
+export type { StreamFrame, StreamTrade, StreamBookTicker, StreamBookDelta, StreamDerivativeTicker, DataCallback, DeepTickStreamOptions, } from './streaming.js';
+export { DeepTickFeed, FeedMode } from './feed.js';
+export type { FeedOptions, FeedStats } from './feed.js';
+export { CachedClient } from './cache.js';
+export type { CacheStats } from './cache.js';
+export { derive, unpackLevels } from './types.js';
+export type { TradeRecord, BookDeltaRecord, BBORecord, CandleRecord, BookSnapshot, VolumeProfileBucket, ImbalanceRecord, FundingCrossRecord, } from './types.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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package/dist/index.js

@@ -0,0 +1,21 @@
+/**
+ * @deeptick/client — TypeScript SDK for DeepTick market data
+ *
+ * Three layers:
+ *   1. CachedClient  — Download + cache daily archives
+ *   2. DeepTickStream — Real-time WebSocket streaming
+ *   3. DeepTickFeed   — Unified live/replay feed
+ *   4. derive         — Client-side derived computations
+ *
+ * Usage:
+ *   import { DeepTickStream } from '@deeptick/client';
+ *   import { CachedClient } from '@deeptick/client/cache';
+ *   import { DeepTickFeed } from '@deeptick/client/feed';
+ *   import { derive } from '@deeptick/client/types';
+ */
+// Re-export everything
+export { DeepTickStream } from './streaming.js';
+export { DeepTickFeed, FeedMode } from './feed.js';
+export { CachedClient } from './cache.js';
+export { derive, unpackLevels } from './types.js';
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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

@@ -0,0 +1,179 @@
+/**
+ * DeepTick TypeScript Client — Real-time Streaming
+ *
+ * Connects to the DeepTick WebSocket endpoint and delivers live market data.
+ * Works in both Node.js (via `ws` package) and browser environments.
+ *
+ * Install:
+ *   npm install @deeptick/client    # includes streaming
+ *   # Node.js also needs: npm install ws
+ *
+ * Usage:
+ *   import { DeepTickStream } from '@deeptick/client';
+ *
+ *   const stream = new DeepTickStream('wss://deeptick.lacertalabs.xyz/v1/stream');
+ *
+ *   stream.onTrade((exchange, symbol, trade) => {
+ *     console.log(`[${exchange}] ${symbol}: ${trade.price} x ${trade.amount}`);
+ *   });
+ *
+ *   stream.onBookTicker((exchange, symbol, ticker) => {
+ *     console.log(`[${exchange}] ${symbol}: ${ticker.bid_price}/${ticker.ask_price}`);
+ *   });
+ *
+ *   await stream.connect();
+ *   await stream.subscribe(['hyperliquid.trades.BTC', '*.book_ticker.*']);
+ */
+/** Wire protocol frame from server */
+export interface StreamFrame {
+    type: 'data' | 'heartbeat' | 'welcome' | 'subscribed' | 'unsubscribed' | 'pong' | 'error';
+    topic?: string;
+    data?: Record<string, any>;
+    ts?: number;
+    connection_id?: string;
+    channels?: string[];
+    message?: string;
+    client_ts?: number;
+}
+/** Trade data from stream */
+export interface StreamTrade {
+    exchange: string;
+    symbol: string;
+    timestamp: number;
+    local_timestamp: number;
+    trade_id: string;
+    price: number;
+    amount: number;
+    side: 'buy' | 'sell';
+    data_type: 'trades';
+}
+/** Native top-of-book ticker data from stream */
+export interface StreamBookTicker {
+    exchange: string;
+    symbol: string;
+    timestamp: number;
+    local_timestamp: number;
+    bid_price: number;
+    bid_amount: number;
+    ask_price: number;
+    ask_amount: number;
+    data_type: 'book_ticker';
+}
+/** Book delta data from stream */
+export interface StreamBookDelta {
+    exchange: string;
+    symbol: string;
+    timestamp: number;
+    local_timestamp: number;
+    is_snapshot: boolean;
+    bids_packed: string;
+    asks_packed: string;
+    data_type: 'book_l2_delta';
+}
+/** Derivative ticker data from stream */
+export interface StreamDerivativeTicker {
+    exchange: string;
+    symbol: string;
+    timestamp: number;
+    local_timestamp: number;
+    funding_timestamp: number | null;
+    funding_rate: number | null;
+    predicted_funding_rate: number | null;
+    open_interest: number | null;
+    last_price: number | null;
+    mark_price: number | null;
+    index_price: number | null;
+    data_type: 'derivative_ticker';
+}
+/** Callback signature for data handlers */
+export type DataCallback<T = Record<string, any>> = (exchange: string, symbol: string, data: T) => void;
+/** Streaming client options */
+export interface DeepTickStreamOptions {
+    /** WebSocket URL (default: wss://deeptick.lacertalabs.xyz/v1/stream) */
+    url?: string;
+    /** Auto-reconnect on disconnect (default: true) */
+    reconnect?: boolean;
+    /** Initial reconnect delay in ms (default: 1000) */
+    reconnectDelay?: number;
+    /** Max reconnect delay in ms (default: 30000) */
+    reconnectMaxDelay?: number;
+    /** Max queued messages before dropping (default: 10000) */
+    maxQueueSize?: number;
+}
+export declare class DeepTickStream {
+    private url;
+    private reconnect;
+    private reconnectDelay;
+    private reconnectMaxDelay;
+    private currentDelay;
+    private maxQueueSize;
+    private ws;
+    private connected;
+    private stopped;
+    private channels;
+    private connectionId;
+    private tradeCallbacks;
+    private bookTickerCallbacks;
+    private bookDeltaCallbacks;
+    private derivativeTickerCallbacks;
+    private liquidationCallbacks;
+    private globalCallbacks;
+    private connectCallbacks;
+    private disconnectCallbacks;
+    private errorCallbacks;
+    messagesReceived: number;
+    reconnectCount: number;
+    lastMessageTime: number;
+    private pendingSubscribe;
+    private pendingConnect;
+    constructor(urlOrOptions?: string | DeepTickStreamOptions);
+    /** Register callback for trade data */
+    onTrade(cb: DataCallback<StreamTrade>): this;
+    /** Register callback for native top-of-book ticker data */
+    onBookTicker(cb: DataCallback<StreamBookTicker>): this;
+    /** Deprecated alias for onBookTicker. */
+    onBBO(cb: DataCallback<StreamBookTicker>): this;
+    /** Register callback for book delta data */
+    onBookDelta(cb: DataCallback<StreamBookDelta>): this;
+    /** Register callback for derivative ticker data */
+    onDerivativeTicker(cb: DataCallback<StreamDerivativeTicker>): this;
+    /** Deprecated alias for onDerivativeTicker. */
+    onFunding(cb: DataCallback<StreamDerivativeTicker>): this;
+    /** Deprecated alias for onDerivativeTicker. */
+    onOpenInterest(cb: DataCallback<StreamDerivativeTicker>): this;
+    /** Register callback for liquidation data */
+    onLiquidation(cb: DataCallback): this;
+    /** Register callback for ALL data types */
+    onData(cb: DataCallback): this;
+    /** Register callback for connection events */
+    onConnect(cb: () => void): this;
+    /** Register callback for disconnection events */
+    onDisconnect(cb: (reason: string) => void): this;
+    /** Register callback for errors */
+    onError(cb: (error: Error) => void): this;
+    /** Connect to the DeepTick streaming endpoint */
+    connect(): Promise<void>;
+    /** Disconnect from the streaming endpoint */
+    disconnect(): void;
+    /** Subscribe to data channels */
+    subscribe(channels: string[]): Promise<void>;
+    /** Unsubscribe from specific channels */
+    unsubscribe(channels: string[]): void;
+    /** Send ping and measure round-trip latency (ms) */
+    ping(): Promise<number>;
+    /** Get streaming client statistics */
+    getStats(): {
+        connected: boolean;
+        connectionId: string | null;
+        url: string;
+        channels: string[];
+        messagesReceived: number;
+        reconnectCount: number;
+        lastMessageAgeMs: number;
+    };
+    private handleMessage;
+    private dispatchData;
+    private scheduleReconnect;
+}
+export type { TradeRecord, BBORecord, BookDeltaRecord, CandleRecord } from './types.js';
+//# sourceMappingURL=streaming.d.ts.map

package/dist/streaming.d.ts.map

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