@discomedia/utils 1.0.32 → 1.0.33

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package/dist/test.js CHANGED
@@ -146,18 +146,12 @@ const marketEarlyCloses = {
146
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  // Constants for NY market times (Eastern Time)
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  const MARKET_CONFIG = {
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- TIMEZONE: 'America/New_York',
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  UTC_OFFSET_STANDARD: -5, // EST
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  UTC_OFFSET_DST: -4, // EDT
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  TIMES: {
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- EXTENDED_START: { hour: 4, minute: 0 },
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  MARKET_OPEN: { hour: 9, minute: 30 },
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- EARLY_MARKET_END: { hour: 10, minute: 0 },
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  MARKET_CLOSE: { hour: 16, minute: 0 },
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- EARLY_CLOSE: { hour: 13, minute: 0 },
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- EXTENDED_END: { hour: 20, minute: 0 },
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- EARLY_EXTENDED_END: { hour: 17, minute: 0 },
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- },
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+ EARLY_CLOSE: { hour: 13, minute: 0 }},
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  };
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  // Helper: Get NY offset for a given UTC date (DST rules for US)
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  /**
@@ -225,33 +219,6 @@ function fromNYTime(date) {
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  const utcMillis = nyMillis - offset * 60 * 60 * 1000;
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  return new Date(utcMillis);
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  }
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- // Helper: Format date in ISO, unix, etc.
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- /**
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- * Formats a date in ISO, unix-seconds, or unix-ms format.
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- * @param date - Date object
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- * @param outputFormat - Output format ('iso', 'unix-seconds', 'unix-ms')
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- * @returns Formatted date string or number
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- */
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- function formatDate(date, outputFormat = 'iso') {
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- switch (outputFormat) {
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- case 'unix-seconds':
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- return Math.floor(date.getTime() / 1000);
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- case 'unix-ms':
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- return date.getTime();
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- case 'iso':
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- default:
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- return date.toISOString();
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- }
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- }
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- // Helper: Format date in NY locale string
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- /**
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- * Formats a date in NY locale string.
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- * @param date - Date object
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- * @returns NY locale string
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- */
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- function formatNYLocale(date) {
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- return date.toLocaleString('en-US', { timeZone: 'America/New_York' });
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- }
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222
  // Market calendar logic
256
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  /**
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  * Market calendar logic for holidays, weekends, and market days.
@@ -347,82 +314,6 @@ class MarketCalendar {
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  return prevDay;
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  }
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  }
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- // Market open/close times
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- /**
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- * Returns market open/close times for a given date, including extended and early closes.
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- * @param date - Date object
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- * @returns MarketOpenCloseResult
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- */
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- function getMarketTimes(date) {
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- const calendar = new MarketCalendar();
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- const nyDate = toNYTime(date);
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- if (!calendar.isMarketDay(date)) {
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- return {
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- marketOpen: false,
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- open: null,
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- close: null,
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- openExt: null,
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- closeExt: null,
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- };
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- }
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- const year = nyDate.getUTCFullYear();
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- const month = nyDate.getUTCMonth();
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- const day = nyDate.getUTCDate();
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- // Helper to build NY time for a given hour/minute
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- function buildNYTime(hour, minute) {
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- const d = new Date(Date.UTC(year, month, day, hour, minute, 0, 0));
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- return fromNYTime(d);
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- }
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- let open = buildNYTime(MARKET_CONFIG.TIMES.MARKET_OPEN.hour, MARKET_CONFIG.TIMES.MARKET_OPEN.minute);
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- let close = buildNYTime(MARKET_CONFIG.TIMES.MARKET_CLOSE.hour, MARKET_CONFIG.TIMES.MARKET_CLOSE.minute);
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- let openExt = buildNYTime(MARKET_CONFIG.TIMES.EXTENDED_START.hour, MARKET_CONFIG.TIMES.EXTENDED_START.minute);
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- let closeExt = buildNYTime(MARKET_CONFIG.TIMES.EXTENDED_END.hour, MARKET_CONFIG.TIMES.EXTENDED_END.minute);
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- if (calendar.isEarlyCloseDay(date)) {
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- close = buildNYTime(MARKET_CONFIG.TIMES.EARLY_CLOSE.hour, MARKET_CONFIG.TIMES.EARLY_CLOSE.minute);
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- closeExt = buildNYTime(MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour, MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute);
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- }
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- return {
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- marketOpen: true,
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- open,
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- close,
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- openExt,
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- closeExt,
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- };
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- }
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- // Is within market hours
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- /**
394
- * Checks if a date/time is within market hours, extended hours, or continuous.
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- * @param date - Date object
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- * @param intradayReporting - 'market_hours', 'extended_hours', or 'continuous'
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- * @returns true if within hours, false otherwise
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- */
399
- function isWithinMarketHours(date, intradayReporting = 'market_hours') {
400
- const calendar = new MarketCalendar();
401
- if (!calendar.isMarketDay(date))
402
- return false;
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- const nyDate = toNYTime(date);
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- const minutes = nyDate.getUTCHours() * 60 + nyDate.getUTCMinutes();
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- switch (intradayReporting) {
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- case 'extended_hours': {
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- let endMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
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- if (calendar.isEarlyCloseDay(date)) {
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- endMinutes = MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
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- }
411
- const startMinutes = MARKET_CONFIG.TIMES.EXTENDED_START.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_START.minute;
412
- return minutes >= startMinutes && minutes <= endMinutes;
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- }
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- case 'continuous':
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- return true;
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- default: {
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- let endMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
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- if (calendar.isEarlyCloseDay(date)) {
419
- endMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
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- }
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- const startMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
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- return minutes >= startMinutes && minutes <= endMinutes;
423
- }
424
- }
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- }
426
317
  // Get last full trading date
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  /**
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  * Returns the last full trading date (market close) for a given date.
@@ -462,244 +353,6 @@ function getLastFullTradingDateImpl(currentDate = new Date()) {
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  const closeMinute = marketCloseMinutes % 60;
463
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  return fromNYTime(new Date(Date.UTC(year, month, day, closeHour, closeMinute, 0, 0)));
464
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  }
465
- // Get day boundaries
466
- /**
467
- * Returns the start and end boundaries for a market day, extended hours, or continuous.
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- * @param date - Date object
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- * @param intradayReporting - 'market_hours', 'extended_hours', or 'continuous'
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- * @returns Object with start and end Date
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- */
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- function getDayBoundaries(date, intradayReporting = 'market_hours') {
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- const calendar = new MarketCalendar();
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- const nyDate = toNYTime(date);
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- const year = nyDate.getUTCFullYear();
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- const month = nyDate.getUTCMonth();
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- const day = nyDate.getUTCDate();
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- function buildNYTime(hour, minute, sec = 0, ms = 0) {
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- const d = new Date(Date.UTC(year, month, day, hour, minute, sec, ms));
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- return fromNYTime(d);
481
- }
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- let start;
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- let end;
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- switch (intradayReporting) {
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- case 'extended_hours':
486
- start = buildNYTime(MARKET_CONFIG.TIMES.EXTENDED_START.hour, MARKET_CONFIG.TIMES.EXTENDED_START.minute, 0, 0);
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- end = buildNYTime(MARKET_CONFIG.TIMES.EXTENDED_END.hour, MARKET_CONFIG.TIMES.EXTENDED_END.minute, 59, 999);
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- if (calendar.isEarlyCloseDay(date)) {
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- end = buildNYTime(MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour, MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute, 59, 999);
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- }
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- break;
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- case 'continuous':
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- start = new Date(Date.UTC(year, month, day, 0, 0, 0, 0));
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- end = new Date(Date.UTC(year, month, day, 23, 59, 59, 999));
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- break;
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- default:
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- start = buildNYTime(MARKET_CONFIG.TIMES.MARKET_OPEN.hour, MARKET_CONFIG.TIMES.MARKET_OPEN.minute, 0, 0);
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- end = buildNYTime(MARKET_CONFIG.TIMES.MARKET_CLOSE.hour, MARKET_CONFIG.TIMES.MARKET_CLOSE.minute, 59, 999);
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- if (calendar.isEarlyCloseDay(date)) {
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- end = buildNYTime(MARKET_CONFIG.TIMES.EARLY_CLOSE.hour, MARKET_CONFIG.TIMES.EARLY_CLOSE.minute, 59, 999);
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- }
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- break;
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- }
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- return { start, end };
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- }
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- // Period calculator
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- /**
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- * Calculates the start date for a given period ending at endDate.
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- * @param endDate - Date object
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- * @param period - Period string
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- * @returns Date object for period start
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- */
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- function calculatePeriodStartDate(endDate, period) {
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- const calendar = new MarketCalendar();
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- let startDate;
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- switch (period) {
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- case 'YTD':
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- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), 0, 1));
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- break;
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- case '1D':
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- startDate = calendar.getPreviousMarketDay(endDate);
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- break;
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- case '3D':
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- startDate = new Date(endDate.getTime() - 3 * 24 * 60 * 60 * 1000);
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- break;
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- case '1W':
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- startDate = new Date(endDate.getTime() - 7 * 24 * 60 * 60 * 1000);
528
- break;
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- case '2W':
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- startDate = new Date(endDate.getTime() - 14 * 24 * 60 * 60 * 1000);
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- break;
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- case '1M':
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- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 1, endDate.getUTCDate()));
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- break;
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- case '3M':
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- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 3, endDate.getUTCDate()));
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- break;
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- case '6M':
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- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 6, endDate.getUTCDate()));
540
- break;
541
- case '1Y':
542
- startDate = new Date(Date.UTC(endDate.getUTCFullYear() - 1, endDate.getUTCMonth(), endDate.getUTCDate()));
543
- break;
544
- default:
545
- throw new Error(`Invalid period: ${period}`);
546
- }
547
- // Ensure start date is a market day
548
- while (!calendar.isMarketDay(startDate)) {
549
- startDate = calendar.getNextMarketDay(startDate);
550
- }
551
- return startDate;
552
- }
553
- // Get market time period
554
- /**
555
- * Returns the start and end dates for a market time period.
556
- * @param params - MarketTimeParams
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- * @returns PeriodDates object
558
- */
559
- function getMarketTimePeriod(params) {
560
- const { period, end = new Date(), intraday_reporting = 'market_hours', outputFormat = 'iso' } = params;
561
- if (!period)
562
- throw new Error('Period is required');
563
- const calendar = new MarketCalendar();
564
- const nyEndDate = toNYTime(end);
565
- let endDate;
566
- const isCurrentMarketDay = calendar.isMarketDay(end);
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- const isWithinHours = isWithinMarketHours(end, intraday_reporting);
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- const minutes = nyEndDate.getUTCHours() * 60 + nyEndDate.getUTCMinutes();
569
- const marketStartMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
570
- if (isCurrentMarketDay) {
571
- if (minutes < marketStartMinutes) {
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- // Before market open - use previous day's close
573
- const lastMarketDay = calendar.getPreviousMarketDay(end);
574
- const { end: dayEnd } = getDayBoundaries(lastMarketDay, intraday_reporting);
575
- endDate = dayEnd;
576
- }
577
- else if (isWithinHours) {
578
- // During market hours - use current time
579
- endDate = end;
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- }
581
- else {
582
- // After market close - use today's close
583
- const { end: dayEnd } = getDayBoundaries(end, intraday_reporting);
584
- endDate = dayEnd;
585
- }
586
- }
587
- else {
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- // Not a market day - use previous market day's close
589
- const lastMarketDay = calendar.getPreviousMarketDay(end);
590
- const { end: dayEnd } = getDayBoundaries(lastMarketDay, intraday_reporting);
591
- endDate = dayEnd;
592
- }
593
- // Calculate start date
594
- const periodStartDate = calculatePeriodStartDate(endDate, period);
595
- const { start: dayStart } = getDayBoundaries(periodStartDate, intraday_reporting);
596
- if (endDate.getTime() < dayStart.getTime()) {
597
- throw new Error('Start date cannot be after end date');
598
- }
599
- return {
600
- start: formatDate(dayStart, outputFormat),
601
- end: formatDate(endDate, outputFormat),
602
- };
603
- }
604
- // Market status
605
- /**
606
- * Returns the current market status for a given date.
607
- * @param date - Date object (default: now)
608
- * @returns MarketStatus object
609
- */
610
- function getMarketStatusImpl(date = new Date()) {
611
- const calendar = new MarketCalendar();
612
- const nyDate = toNYTime(date);
613
- const minutes = nyDate.getUTCHours() * 60 + nyDate.getUTCMinutes();
614
- const isMarketDay = calendar.isMarketDay(date);
615
- const isEarlyCloseDay = calendar.isEarlyCloseDay(date);
616
- const extendedStartMinutes = MARKET_CONFIG.TIMES.EXTENDED_START.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_START.minute;
617
- const marketStartMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
618
- const earlyMarketEndMinutes = MARKET_CONFIG.TIMES.EARLY_MARKET_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_MARKET_END.minute;
619
- let marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
620
- let extendedEndMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
621
- if (isEarlyCloseDay) {
622
- marketCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
623
- extendedEndMinutes =
624
- MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
625
- }
626
- let status;
627
- let nextStatus;
628
- let nextStatusTime;
629
- let marketPeriod;
630
- if (!isMarketDay) {
631
- status = 'closed';
632
- nextStatus = 'extended hours';
633
- marketPeriod = 'closed';
634
- const nextMarketDay = calendar.getNextMarketDay(date);
635
- nextStatusTime = getDayBoundaries(nextMarketDay, 'extended_hours').start;
636
- }
637
- else if (minutes < extendedStartMinutes) {
638
- status = 'closed';
639
- nextStatus = 'extended hours';
640
- marketPeriod = 'closed';
641
- nextStatusTime = getDayBoundaries(date, 'extended_hours').start;
642
- }
643
- else if (minutes < marketStartMinutes) {
644
- status = 'extended hours';
645
- nextStatus = 'open';
646
- marketPeriod = 'preMarket';
647
- nextStatusTime = getDayBoundaries(date, 'market_hours').start;
648
- }
649
- else if (minutes < marketCloseMinutes) {
650
- status = 'open';
651
- nextStatus = 'extended hours';
652
- marketPeriod = minutes < earlyMarketEndMinutes ? 'earlyMarket' : 'regularMarket';
653
- nextStatusTime = getDayBoundaries(date, 'market_hours').end;
654
- }
655
- else if (minutes < extendedEndMinutes) {
656
- status = 'extended hours';
657
- nextStatus = 'closed';
658
- marketPeriod = 'afterMarket';
659
- nextStatusTime = getDayBoundaries(date, 'extended_hours').end;
660
- }
661
- else {
662
- status = 'closed';
663
- nextStatus = 'extended hours';
664
- marketPeriod = 'closed';
665
- const nextMarketDay = calendar.getNextMarketDay(date);
666
- nextStatusTime = getDayBoundaries(nextMarketDay, 'extended_hours').start;
667
- }
668
- // I think using nyDate here may be wrong - should use current time? i.e. date.getTime()
669
- const nextStatusTimeDifference = nextStatusTime.getTime() - date.getTime();
670
- return {
671
- time: date,
672
- timeString: formatNYLocale(nyDate),
673
- status,
674
- nextStatus,
675
- marketPeriod,
676
- nextStatusTime,
677
- nextStatusTimeDifference,
678
- nextStatusTimeString: formatNYLocale(nextStatusTime),
679
- };
680
- }
681
- // API exports
682
- /**
683
- * Returns market open/close times for a given date.
684
- * @param options - { date?: Date }
685
- * @returns MarketOpenCloseResult
686
- */
687
- function getMarketOpenClose(options = {}) {
688
- const { date = new Date() } = options;
689
- return getMarketTimes(date);
690
- }
691
- /**
692
- * Returns the start and end dates for a market time period as Date objects.
693
- * @param params - MarketTimeParams
694
- * @returns Object with start and end Date
695
- */
696
- function getStartAndEndDates(params = {}) {
697
- const { start, end } = getMarketTimePeriod(params);
698
- return {
699
- start: typeof start === 'string' || typeof start === 'number' ? new Date(start) : start,
700
- end: typeof end === 'string' || typeof end === 'number' ? new Date(end) : end,
701
- };
702
- }
703
356
  /**
704
357
  * Returns the last full trading date as a Date object.
705
358
  */
@@ -711,230 +364,6 @@ function getStartAndEndDates(params = {}) {
711
364
  function getLastFullTradingDate(currentDate = new Date()) {
712
365
  return getLastFullTradingDateImpl(currentDate);
713
366
  }
714
- /**
715
- * Returns the next market day after the reference date.
716
- * @param referenceDate - Date object (default: now)
717
- * @returns Object with date, yyyymmdd string, and ISO string
718
- */
719
- function getNextMarketDay({ referenceDate } = {}) {
720
- const calendar = new MarketCalendar();
721
- const startDate = referenceDate ?? new Date();
722
- // Find the next trading day (UTC Date object)
723
- const nextDate = calendar.getNextMarketDay(startDate);
724
- // Convert to NY time before extracting Y-M-D parts
725
- const nyNext = toNYTime(nextDate);
726
- const yyyymmdd = `${nyNext.getUTCFullYear()}-${String(nyNext.getUTCMonth() + 1).padStart(2, '0')}-${String(nyNext.getUTCDate()).padStart(2, '0')}`;
727
- return {
728
- date: nextDate, // raw Date, unchanged
729
- yyyymmdd, // correct trading date string
730
- dateISOString: nextDate.toISOString(),
731
- };
732
- }
733
- /**
734
- * Returns the previous market day before the reference date.
735
- * @param referenceDate - Date object (default: now)
736
- * @returns Object with date, yyyymmdd string, and ISO string
737
- */
738
- function getPreviousMarketDay({ referenceDate } = {}) {
739
- const calendar = new MarketCalendar();
740
- const startDate = referenceDate || new Date();
741
- const prevDate = calendar.getPreviousMarketDay(startDate);
742
- // convert to NY time first
743
- const nyPrev = toNYTime(prevDate); // ← already in this file
744
- const yyyymmdd = `${nyPrev.getUTCFullYear()}-${String(nyPrev.getUTCMonth() + 1).padStart(2, '0')}-${String(nyPrev.getUTCDate()).padStart(2, '0')}`;
745
- return {
746
- date: prevDate,
747
- yyyymmdd,
748
- dateISOString: prevDate.toISOString(),
749
- };
750
- }
751
- /**
752
- * Returns the trading date for a given time. Note: Just trims the date string; does not validate if the date is a market day.
753
- * @param time - a string, number (unix timestamp), or Date object representing the time
754
- * @returns the trading date as a string in YYYY-MM-DD format
755
- */
756
- /**
757
- * Returns the trading date for a given time in YYYY-MM-DD format (NY time).
758
- * @param time - string, number, or Date
759
- * @returns trading date string
760
- */
761
- function getTradingDate(time) {
762
- const date = typeof time === 'number' ? new Date(time) : typeof time === 'string' ? new Date(time) : time;
763
- const nyDate = toNYTime(date);
764
- return `${nyDate.getUTCFullYear()}-${String(nyDate.getUTCMonth() + 1).padStart(2, '0')}-${String(nyDate.getUTCDate()).padStart(2, '0')}`;
765
- }
766
- /**
767
- * Returns the NY timezone offset string for a given date.
768
- * @param date - Date object (default: now)
769
- * @returns '-04:00' for EDT, '-05:00' for EST
770
- */
771
- function getNYTimeZone(date) {
772
- const offset = getNYOffset(date || new Date());
773
- return offset === -4 ? '-04:00' : '-05:00';
774
- }
775
- /**
776
- * Returns the current market status for a given date.
777
- * @param options - { date?: Date }
778
- * @returns MarketStatus object
779
- */
780
- function getMarketStatus(options = {}) {
781
- const { date = new Date() } = options;
782
- return getMarketStatusImpl(date);
783
- }
784
- /**
785
- * Checks if a date is a market day.
786
- * @param date - Date object
787
- * @returns true if market day, false otherwise
788
- */
789
- function isMarketDay(date) {
790
- const calendar = new MarketCalendar();
791
- return calendar.isMarketDay(date);
792
- }
793
- /**
794
- * Returns full trading days from market open to market close.
795
- * endDate is always the most recent market close (previous day's close if before open, today's close if after open).
796
- * days: 1 or not specified = that day's open; 2 = previous market day's open, etc.
797
- */
798
- /**
799
- * Returns full trading days from market open to market close.
800
- * @param options - { endDate?: Date, days?: number }
801
- * @returns Object with startDate and endDate
802
- */
803
- function getTradingStartAndEndDates(options = {}) {
804
- const { endDate = new Date(), days = 1 } = options;
805
- const calendar = new MarketCalendar();
806
- // Find the most recent market close
807
- let endMarketDay = endDate;
808
- const nyEnd = toNYTime(endDate);
809
- const marketOpenMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
810
- const marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
811
- const minutes = nyEnd.getUTCHours() * 60 + nyEnd.getUTCMinutes();
812
- if (!calendar.isMarketDay(endDate) ||
813
- minutes < marketOpenMinutes ||
814
- (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
815
- // Before market open, not a market day, or during market hours: use previous market day
816
- endMarketDay = calendar.getPreviousMarketDay(endDate);
817
- }
818
- else {
819
- // After market close: use today
820
- endMarketDay = endDate;
821
- }
822
- // Get market close for endMarketDay
823
- const endClose = getMarketOpenClose({ date: endMarketDay }).close;
824
- // Find start market day by iterating back over market days
825
- let startMarketDay = endMarketDay;
826
- let count = Math.max(1, days);
827
- for (let i = 1; i < count; i++) {
828
- startMarketDay = calendar.getPreviousMarketDay(startMarketDay);
829
- }
830
- // If days > 1, we need to go back (days-1) market days from endMarketDay
831
- if (days > 1) {
832
- startMarketDay = endMarketDay;
833
- for (let i = 1; i < days; i++) {
834
- startMarketDay = calendar.getPreviousMarketDay(startMarketDay);
835
- }
836
- }
837
- const startOpen = getMarketOpenClose({ date: startMarketDay }).open;
838
- return { startDate: startOpen, endDate: endClose };
839
- }
840
- /**
841
- * Counts trading time between two dates (passed as standard Date objects), excluding weekends and holidays, and closed market hours, using other functions in this library.
842
- *
843
- * This function calculates the actual trading time between two dates by:
844
- * 1. Iterating through each calendar day between startDate and endDate (inclusive)
845
- * 2. For each day that is a market day (not weekend/holiday), getting market open/close times
846
- * 3. Calculating the overlap between the time range and market hours for that day
847
- * 4. Summing up all the trading minutes across all days
848
- *
849
- * The function automatically handles:
850
- * - Weekends (Saturday/Sunday) - skipped entirely
851
- * - Market holidays - skipped entirely
852
- * - Early close days (e.g. day before holidays) - uses early close time
853
- * - Times outside market hours - only counts time within 9:30am-4pm ET (or early close)
854
- *
855
- * Examples:
856
- * - 12pm to 3:30pm same day = 3.5 hours = 210 minutes = 0.54 days
857
- * - 9:30am to 4pm same day = 6.5 hours = 390 minutes = 1 day
858
- * - Friday 2pm to Monday 2pm = 6.5 hours (Friday 2pm-4pm + Monday 9:30am-2pm)
859
- *
860
- * @param startDate - Start date/time
861
- * @param endDate - End date/time (default: now)
862
- * @returns Object containing:
863
- * - days: Trading time as fraction of full trading days (6.5 hours = 1 day)
864
- * - hours: Trading time in hours
865
- * - minutes: Trading time in minutes
866
- */
867
- function countTradingDays(startDate, endDate = new Date()) {
868
- const calendar = new MarketCalendar();
869
- // Ensure start is before end
870
- if (startDate.getTime() > endDate.getTime()) {
871
- throw new Error('Start date must be before end date');
872
- }
873
- let totalMinutes = 0;
874
- // Get the NY dates for iteration
875
- const startNY = toNYTime(startDate);
876
- const endNY = toNYTime(endDate);
877
- // Create date at start of first day (in NY time)
878
- const currentNY = new Date(Date.UTC(startNY.getUTCFullYear(), startNY.getUTCMonth(), startNY.getUTCDate(), 0, 0, 0, 0));
879
- // Iterate through each calendar day
880
- while (currentNY.getTime() <= endNY.getTime()) {
881
- const currentUTC = fromNYTime(currentNY);
882
- // Check if this is a market day
883
- if (calendar.isMarketDay(currentUTC)) {
884
- // Get market hours for this day
885
- const marketTimes = getMarketTimes(currentUTC);
886
- if (marketTimes.marketOpen && marketTimes.open && marketTimes.close) {
887
- // Calculate the overlap between our time range and market hours
888
- const dayStart = Math.max(startDate.getTime(), marketTimes.open.getTime());
889
- const dayEnd = Math.min(endDate.getTime(), marketTimes.close.getTime());
890
- // Only count if there's actual overlap
891
- if (dayStart < dayEnd) {
892
- totalMinutes += (dayEnd - dayStart) / (1000 * 60);
893
- }
894
- }
895
- }
896
- // Move to next day
897
- currentNY.setUTCDate(currentNY.getUTCDate() + 1);
898
- }
899
- // Convert to days, hours, minutes
900
- const MINUTES_PER_TRADING_DAY = 390; // 6.5 hours
901
- const days = totalMinutes / MINUTES_PER_TRADING_DAY;
902
- const hours = totalMinutes / 60;
903
- const minutes = totalMinutes;
904
- return {
905
- days: Math.round(days * 1000) / 1000, // Round to 3 decimal places
906
- hours: Math.round(hours * 100) / 100, // Round to 2 decimal places
907
- minutes: Math.round(minutes),
908
- };
909
- }
910
- // Export MARKET_TIMES for compatibility
911
- const MARKET_TIMES = {
912
- TIMEZONE: MARKET_CONFIG.TIMEZONE,
913
- PRE: {
914
- START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
915
- END: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
916
- },
917
- EARLY_MORNING: {
918
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
919
- END: { HOUR: 10, MINUTE: 0, MINUTES: 600 },
920
- },
921
- EARLY_CLOSE_BEFORE_HOLIDAY: {
922
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
923
- END: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
924
- },
925
- EARLY_EXTENDED_BEFORE_HOLIDAY: {
926
- START: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
927
- END: { HOUR: 17, MINUTE: 0, MINUTES: 1020 },
928
- },
929
- REGULAR: {
930
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
931
- END: { HOUR: 16, MINUTE: 0, MINUTES: 960 },
932
- },
933
- EXTENDED: {
934
- START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
935
- END: { HOUR: 20, MINUTE: 0, MINUTES: 1200 },
936
- },
937
- };
938
367
 
939
368
  /*
940
369
  How it works:
@@ -13457,6 +12886,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
13457
12886
  dataURL;
13458
12887
  apiURL;
13459
12888
  v1beta1url;
12889
+ v1beta3url;
13460
12890
  stockStreamUrl = 'wss://stream.data.alpaca.markets/v2/sip'; // production values
13461
12891
  optionStreamUrl = 'wss://stream.data.alpaca.markets/v1beta3/options'; // production values
13462
12892
  stockWs = null;
@@ -13499,6 +12929,7 @@ class AlpacaMarketDataAPI extends EventEmitter {
13499
12929
  ? 'https://paper-api.alpaca.markets/v2'
13500
12930
  : 'https://api.alpaca.markets/v2'; // used by some, e.g. getAssets
13501
12931
  this.v1beta1url = 'https://data.alpaca.markets/v1beta1'; // used for options endpoints
12932
+ this.v1beta3url = 'https://data.alpaca.markets/v1beta3'; // used for crypto endpoints
13502
12933
  this.setMode('production'); // sets stockStreamUrl and optionStreamUrl
13503
12934
  this.headers = {
13504
12935
  'APCA-API-KEY-ID': process.env.ALPACA_API_KEY,
@@ -13636,7 +13067,9 @@ class AlpacaMarketDataAPI extends EventEmitter {
13636
13067
  }
13637
13068
  }
13638
13069
  async makeRequest(endpoint, method = 'GET', params, baseUrlName = 'data') {
13639
- const baseUrl = baseUrlName === 'data' ? this.dataURL : baseUrlName === 'api' ? this.apiURL : this.v1beta1url;
13070
+ const baseUrl = baseUrlName === 'data' ? this.dataURL :
13071
+ baseUrlName === 'api' ? this.apiURL :
13072
+ baseUrlName === 'v1beta1' ? this.v1beta1url : this.v1beta3url;
13640
13073
  const url = new URL(`${baseUrl}${endpoint}`);
13641
13074
  try {
13642
13075
  if (params) {
@@ -14344,126 +13777,469 @@ class AlpacaMarketDataAPI extends EventEmitter {
14344
13777
  }
14345
13778
  return newsArticles;
14346
13779
  }
13780
+ // ===== CRYPTO MARKET DATA METHODS =====
13781
+ /**
13782
+ * Get historical OHLCV bars for crypto symbols
13783
+ * Automatically handles pagination to fetch all available data
13784
+ * @param params Parameters for crypto historical bars request
13785
+ * @returns Historical bars data with all pages combined
13786
+ */
13787
+ async getCryptoHistoricalBars(params) {
13788
+ const symbols = params.symbols;
13789
+ const symbolsStr = symbols.join(',');
13790
+ let allBars = {};
13791
+ let pageToken = null;
13792
+ let hasMorePages = true;
13793
+ let totalBarsCount = 0;
13794
+ let pageCount = 0;
13795
+ // Initialize bar arrays for each symbol
13796
+ symbols.forEach((symbol) => {
13797
+ allBars[symbol] = [];
13798
+ });
13799
+ log(`Starting crypto historical bars fetch for ${symbols.length} symbols (${params.timeframe}, ${params.start || 'no start'} to ${params.end || 'no end'})`, { type: 'info' });
13800
+ while (hasMorePages) {
13801
+ pageCount++;
13802
+ const requestParams = {
13803
+ ...params,
13804
+ symbols: symbolsStr,
13805
+ ...(pageToken && { page_token: pageToken }),
13806
+ };
13807
+ const response = await this.makeRequest('/crypto/us/bars', 'GET', requestParams, 'v1beta3');
13808
+ if (!response.bars) {
13809
+ log(`No crypto bars data found in response for ${symbols.length} symbols`, { type: 'warn' });
13810
+ break;
13811
+ }
13812
+ // Combine bars for each symbol
13813
+ let pageBarsCount = 0;
13814
+ Object.entries(response.bars).forEach(([symbol, bars]) => {
13815
+ if (bars && bars.length > 0) {
13816
+ allBars[symbol] = [...allBars[symbol], ...bars];
13817
+ pageBarsCount += bars.length;
13818
+ }
13819
+ });
13820
+ totalBarsCount += pageBarsCount;
13821
+ pageToken = response.next_page_token || null;
13822
+ hasMorePages = !!pageToken;
13823
+ log(`Page ${pageCount}: Fetched ${pageBarsCount.toLocaleString()} crypto bars (total: ${totalBarsCount.toLocaleString()}) for ${symbols.length} symbols${hasMorePages ? ', more pages available' : ', complete'}`);
13824
+ // Prevent infinite loops
13825
+ if (pageCount > 1000) {
13826
+ log(`Stopping crypto bars pagination after ${pageCount} pages to prevent infinite loop`, { type: 'warn' });
13827
+ break;
13828
+ }
13829
+ }
13830
+ log(`Crypto historical bars fetch complete: ${totalBarsCount.toLocaleString()} total bars across ${pageCount} pages`, { type: 'info' });
13831
+ return {
13832
+ bars: allBars,
13833
+ next_page_token: null, // Always null since we fetch all pages
13834
+ };
13835
+ }
13836
+ /**
13837
+ * Get the most recent minute bar for requested crypto symbols
13838
+ * @param symbols Array of crypto symbols to query
13839
+ * @returns Latest bar data for each symbol
13840
+ */
13841
+ async getCryptoLatestBars(symbols) {
13842
+ return this.makeRequest('/crypto/us/latest/bars', 'GET', { symbols: symbols.join(',') }, 'v1beta3');
13843
+ }
13844
+ /**
13845
+ * Get historical quotes for crypto symbols
13846
+ * Automatically handles pagination to fetch all available data
13847
+ * @param params Parameters for crypto historical quotes request
13848
+ * @returns Historical quotes data with all pages combined
13849
+ */
13850
+ async getCryptoHistoricalQuotes(params) {
13851
+ const symbols = params.symbols;
13852
+ const symbolsStr = symbols.join(',');
13853
+ let allQuotes = {};
13854
+ let pageToken = null;
13855
+ let hasMorePages = true;
13856
+ let totalQuotesCount = 0;
13857
+ let pageCount = 0;
13858
+ // Initialize quotes arrays for each symbol
13859
+ symbols.forEach((symbol) => {
13860
+ allQuotes[symbol] = [];
13861
+ });
13862
+ log(`Starting crypto historical quotes fetch for ${symbols.length} symbols (${params.start || 'no start'} to ${params.end || 'no end'})`, { type: 'info' });
13863
+ while (hasMorePages) {
13864
+ pageCount++;
13865
+ const requestParams = {
13866
+ ...params,
13867
+ symbols: symbolsStr,
13868
+ ...(pageToken && { page_token: pageToken }),
13869
+ };
13870
+ const response = await this.makeRequest('/crypto/us/quotes', 'GET', requestParams, 'v1beta3');
13871
+ if (!response.quotes) {
13872
+ log(`No crypto quotes data found in response for ${symbols.length} symbols`, { type: 'warn' });
13873
+ break;
13874
+ }
13875
+ // Combine quotes for each symbol
13876
+ let pageQuotesCount = 0;
13877
+ Object.entries(response.quotes).forEach(([symbol, quotes]) => {
13878
+ if (quotes && quotes.length > 0) {
13879
+ allQuotes[symbol] = [...allQuotes[symbol], ...quotes];
13880
+ pageQuotesCount += quotes.length;
13881
+ }
13882
+ });
13883
+ totalQuotesCount += pageQuotesCount;
13884
+ pageToken = response.next_page_token || null;
13885
+ hasMorePages = !!pageToken;
13886
+ log(`Page ${pageCount}: Fetched ${pageQuotesCount.toLocaleString()} crypto quotes (total: ${totalQuotesCount.toLocaleString()}) for ${symbols.length} symbols${hasMorePages ? ', more pages available' : ', complete'}`);
13887
+ // Prevent infinite loops
13888
+ if (pageCount > 1000) {
13889
+ log(`Stopping crypto quotes pagination after ${pageCount} pages to prevent infinite loop`, { type: 'warn' });
13890
+ break;
13891
+ }
13892
+ }
13893
+ log(`Crypto historical quotes fetch complete: ${totalQuotesCount.toLocaleString()} total quotes across ${pageCount} pages`, { type: 'info' });
13894
+ return {
13895
+ quotes: allQuotes,
13896
+ next_page_token: null, // Always null since we fetch all pages
13897
+ };
13898
+ }
13899
+ /**
13900
+ * Get the most recent quotes for requested crypto symbols
13901
+ * @param symbols Array of crypto symbols to query
13902
+ * @returns Latest quote data for each symbol
13903
+ */
13904
+ async getCryptoLatestQuotes(symbols) {
13905
+ if (!symbols || symbols.length === 0) {
13906
+ log('No symbols provided to getCryptoLatestQuotes, returning empty response', { type: 'warn' });
13907
+ return { quotes: {} };
13908
+ }
13909
+ return this.makeRequest('/crypto/us/latest/quotes', 'GET', { symbols: symbols.join(',') }, 'v1beta3');
13910
+ }
13911
+ /**
13912
+ * Get historical trades for crypto symbols
13913
+ * Automatically handles pagination to fetch all available data
13914
+ * @param params Parameters for crypto historical trades request
13915
+ * @returns Historical trades data with all pages combined
13916
+ */
13917
+ async getCryptoHistoricalTrades(params) {
13918
+ const symbols = params.symbols;
13919
+ const symbolsStr = symbols.join(',');
13920
+ let allTrades = {};
13921
+ let pageToken = null;
13922
+ let hasMorePages = true;
13923
+ let totalTradesCount = 0;
13924
+ let pageCount = 0;
13925
+ // Initialize trades arrays for each symbol
13926
+ symbols.forEach((symbol) => {
13927
+ allTrades[symbol] = [];
13928
+ });
13929
+ log(`Starting crypto historical trades fetch for ${symbols.length} symbols (${params.start || 'no start'} to ${params.end || 'no end'})`, { type: 'info' });
13930
+ while (hasMorePages) {
13931
+ pageCount++;
13932
+ const requestParams = {
13933
+ ...params,
13934
+ symbols: symbolsStr,
13935
+ ...(pageToken && { page_token: pageToken }),
13936
+ };
13937
+ const response = await this.makeRequest('/crypto/us/trades', 'GET', requestParams, 'v1beta3');
13938
+ if (!response.trades) {
13939
+ log(`No crypto trades data found in response for ${symbols.length} symbols`, { type: 'warn' });
13940
+ break;
13941
+ }
13942
+ // Combine trades for each symbol
13943
+ let pageTradesCount = 0;
13944
+ Object.entries(response.trades).forEach(([symbol, trades]) => {
13945
+ if (trades && trades.length > 0) {
13946
+ allTrades[symbol] = [...allTrades[symbol], ...trades];
13947
+ pageTradesCount += trades.length;
13948
+ }
13949
+ });
13950
+ totalTradesCount += pageTradesCount;
13951
+ pageToken = response.next_page_token || null;
13952
+ hasMorePages = !!pageToken;
13953
+ log(`Page ${pageCount}: Fetched ${pageTradesCount.toLocaleString()} crypto trades (total: ${totalTradesCount.toLocaleString()}) for ${symbols.length} symbols${hasMorePages ? ', more pages available' : ', complete'}`);
13954
+ // Prevent infinite loops
13955
+ if (pageCount > 1000) {
13956
+ log(`Stopping crypto trades pagination after ${pageCount} pages to prevent infinite loop`, { type: 'warn' });
13957
+ break;
13958
+ }
13959
+ }
13960
+ log(`Crypto historical trades fetch complete: ${totalTradesCount.toLocaleString()} total trades across ${pageCount} pages`, { type: 'info' });
13961
+ return {
13962
+ trades: allTrades,
13963
+ next_page_token: null, // Always null since we fetch all pages
13964
+ };
13965
+ }
13966
+ /**
13967
+ * Get the most recent trades for requested crypto symbols
13968
+ * @param symbols Array of crypto symbols to query
13969
+ * @returns Latest trade data for each symbol
13970
+ */
13971
+ async getCryptoLatestTrades(symbols) {
13972
+ if (!symbols || symbols.length === 0) {
13973
+ log('No symbols provided to getCryptoLatestTrades, returning empty response', { type: 'warn' });
13974
+ return { trades: {} };
13975
+ }
13976
+ return this.makeRequest('/crypto/us/latest/trades', 'GET', { symbols: symbols.join(',') }, 'v1beta3');
13977
+ }
13978
+ /**
13979
+ * Get snapshots for crypto symbols
13980
+ * Returns the latest trade, latest quote, latest minute bar, latest daily bar, and previous daily bar data
13981
+ * @param symbols Array of crypto symbols to query
13982
+ * @returns Snapshot data for each symbol
13983
+ */
13984
+ async getCryptoSnapshots(symbols) {
13985
+ if (!symbols || symbols.length === 0) {
13986
+ log('No symbols provided to getCryptoSnapshots, returning empty response', { type: 'warn' });
13987
+ return { snapshots: {} };
13988
+ }
13989
+ return this.makeRequest('/crypto/us/snapshots', 'GET', { symbols: symbols.join(',') }, 'v1beta3');
13990
+ }
13991
+ /**
13992
+ * Get the latest orderbook for requested crypto symbols
13993
+ * @param symbols Array of crypto symbols to query
13994
+ * @returns Latest orderbook data for each symbol
13995
+ */
13996
+ async getCryptoLatestOrderbooks(symbols) {
13997
+ if (!symbols || symbols.length === 0) {
13998
+ log('No symbols provided to getCryptoLatestOrderbooks, returning empty response', { type: 'warn' });
13999
+ return { orderbooks: {} };
14000
+ }
14001
+ return this.makeRequest('/crypto/us/latest/orderbooks', 'GET', { symbols: symbols.join(',') }, 'v1beta3');
14002
+ }
14003
+ /**
14004
+ * Analyzes an array of crypto bars and returns a summary string
14005
+ * @param bars Array of crypto bars to analyze
14006
+ * @returns A string summarizing the crypto price data
14007
+ */
14008
+ static analyzeCryptoBars(bars) {
14009
+ if (!bars || bars.length === 0) {
14010
+ return 'No crypto price data available';
14011
+ }
14012
+ const firstBar = bars[0];
14013
+ const lastBar = bars[bars.length - 1];
14014
+ const priceChange = lastBar.c - firstBar.o;
14015
+ const percentChange = (priceChange / firstBar.o) * 100;
14016
+ const volumeChange = lastBar.v - firstBar.v;
14017
+ const percentVolumeChange = firstBar.v > 0 ? (volumeChange / firstBar.v) * 100 : 0;
14018
+ const high = Math.max(...bars.map((bar) => bar.h));
14019
+ const low = Math.min(...bars.map((bar) => bar.l));
14020
+ const totalVolume = bars.reduce((sum, bar) => sum + bar.v, 0);
14021
+ const avgVolume = totalVolume / bars.length;
14022
+ return (`Crypto Price: $${firstBar.o.toFixed(6)} -> $${lastBar.c.toFixed(6)} (${percentChange.toFixed(2)}%), ` +
14023
+ `Volume: ${firstBar.v.toLocaleString()} -> ${lastBar.v.toLocaleString()} (${percentVolumeChange.toFixed(2)}%), ` +
14024
+ `High: $${high.toFixed(6)}, Low: $${low.toFixed(6)}, ` +
14025
+ `Avg Volume: ${avgVolume.toLocaleString()}`);
14026
+ }
14347
14027
  }
14348
14028
  // Export the singleton instance
14349
- AlpacaMarketDataAPI.getInstance();
14350
-
14351
- const disco = {
14352
- time: {
14353
- getStartAndEndDates: getStartAndEndDates,
14354
- getMarketOpenClose: getMarketOpenClose,
14355
- getLastFullTradingDate: getLastFullTradingDate,
14356
- getNextMarketDay: getNextMarketDay,
14357
- getPreviousMarketDay: getPreviousMarketDay,
14358
- getMarketTimePeriod: getMarketTimePeriod,
14359
- getMarketStatus: getMarketStatus,
14360
- getNYTimeZone: getNYTimeZone,
14361
- getTradingDate: getTradingDate,
14362
- getTradingStartAndEndDates: getTradingStartAndEndDates,
14363
- isMarketDay: isMarketDay,
14364
- isWithinMarketHours: isWithinMarketHours,
14365
- countTradingDays: countTradingDays,
14366
- MARKET_TIMES: MARKET_TIMES,
14367
- }};
14029
+ const marketDataAPI = AlpacaMarketDataAPI.getInstance();
14030
+
14031
+ var alpacaMarketDataApi = /*#__PURE__*/Object.freeze({
14032
+ __proto__: null,
14033
+ AlpacaMarketDataAPI: AlpacaMarketDataAPI,
14034
+ marketDataAPI: marketDataAPI
14035
+ });
14368
14036
 
14369
14037
  // Test file for context functionality
14370
- // Test getMarketStatus with various scenarios
14371
- function testGetMarketStatus() {
14372
- const testCases = [
14373
- {
14374
- label: 'Weekend (Saturday, market closed)',
14375
- date: '2025-07-12T12:00:00-04:00',
14376
- expected: {
14377
- status: 'closed',
14378
- nextStatus: 'extended hours',
14379
- marketPeriod: 'closed',
14380
- },
14381
- },
14382
- // do before preMarket
14383
- {
14384
- label: 'Before pre-market (market closed)',
14385
- date: '2025-07-10T03:00:00-04:00',
14386
- expected: {
14387
- status: 'closed',
14388
- nextStatus: 'extended hours',
14389
- marketPeriod: 'closed',
14390
- },
14391
- },
14392
- {
14393
- label: 'Pre-market (before open)',
14394
- date: '2025-07-10T08:00:00-04:00', // 8am EDT
14395
- expected: {
14396
- status: 'extended hours',
14397
- nextStatus: 'open',
14398
- marketPeriod: 'preMarket',
14399
- },
14400
- },
14401
- {
14402
- label: 'Extended hours (pre-market)',
14403
- date: '2025-07-10T05:00:00-04:00',
14404
- expected: {
14405
- status: 'extended hours',
14406
- nextStatus: 'open',
14407
- marketPeriod: 'preMarket',
14408
- },
14409
- },
14410
- {
14411
- label: 'Market open (regular)',
14412
- date: '2025-07-10T10:00:00-04:00',
14413
- expected: {
14414
- status: 'open',
14415
- nextStatus: 'extended hours',
14416
- marketPeriod: 'regularMarket',
14417
- },
14418
- },
14419
- {
14420
- label: 'Market open (early market)',
14421
- date: '2025-07-03T09:45:00-04:00', // Early close day
14422
- expected: {
14423
- status: 'open',
14424
- nextStatus: 'extended hours',
14425
- marketPeriod: 'earlyMarket',
14426
- },
14427
- },
14428
- {
14429
- label: 'After market close (extended hours)',
14430
- date: '2025-07-10T17:00:00-04:00',
14431
- expected: {
14432
- status: 'extended hours',
14433
- nextStatus: 'closed',
14434
- marketPeriod: 'afterMarket',
14435
- },
14436
- },
14437
- {
14438
- label: 'After extended hours (market closed)',
14439
- date: '2025-07-10T21:00:00-04:00',
14440
- expected: {
14441
- status: 'closed',
14442
- nextStatus: 'extended hours',
14443
- marketPeriod: 'closed',
14444
- },
14445
- },
14446
- ];
14447
- for (const { label, date, expected } of testCases) {
14448
- const result = disco.time.getMarketStatus({ date: new Date(date) });
14449
- const pass = result.status === expected.status &&
14450
- result.nextStatus === expected.nextStatus &&
14451
- result.marketPeriod === expected.marketPeriod;
14452
- console.log(`\nTest: ${label}`);
14453
- console.log(` Input date: ${date}`);
14454
- console.log(` Status: ${result.status} ${pass ? '✓' : `✗ (expected ${expected.status})`}`);
14455
- console.log(` NextStatus: ${result.nextStatus} ${pass ? '✓' : `✗ (expected ${expected.nextStatus})`}`);
14456
- console.log(` MarketPeriod: ${result.marketPeriod} ${pass ? '✓' : `✗ (expected ${expected.marketPeriod})`}`);
14457
- const nextStatusTimeDifferenceMs = result.nextStatusTimeDifference;
14458
- // convert that to a string in the form 'xxh xxm'
14459
- const nextStatusTimeDifferenceStr = `${Math.floor(nextStatusTimeDifferenceMs / (1000 * 60 * 60))}h ${Math.floor((nextStatusTimeDifferenceMs % (1000 * 60 * 60)) / (1000 * 60))}m`;
14460
- console.log(` Next market status: ${result.nextStatus} at ${result.nextStatusTime.toLocaleString('en-US', { timeZone: 'America/New_York' })} in ${nextStatusTimeDifferenceStr}`);
14461
- if (!pass) {
14462
- console.error(` FAILED: Expected status=${expected.status}, nextStatus=${expected.nextStatus}, marketPeriod=${expected.marketPeriod}, got status=${result.status}, nextStatus=${result.nextStatus}, marketPeriod=${result.marketPeriod}`);
14038
+ //testGetPortfolioDailyHistory();
14039
+ //testOpenRouter();
14040
+ //testGetMarketStatus();
14041
+ // ===== CRYPTO API TESTS =====
14042
+ async function testCryptoMarketData() {
14043
+ console.log('\n--- Testing Crypto Market Data API ---');
14044
+ const log = (message, options = { type: 'info' }) => {
14045
+ log$1(message, { ...options, source: 'Test' });
14046
+ };
14047
+ if (!process.env.ALPACA_API_KEY || !process.env.ALPACA_SECRET_KEY) {
14048
+ console.log('Skipping Alpaca crypto tests: Missing environment variables (ALPACA_API_KEY, ALPACA_SECRET_KEY)');
14049
+ return;
14050
+ }
14051
+ try {
14052
+ const { marketDataAPI } = await Promise.resolve().then(function () { return alpacaMarketDataApi; });
14053
+ const { ALPACA_CRYPTO_PAIRS } = await import('./alpaca-crypto-pairs-DMOvRyzw.js');
14054
+ // Test symbols - using popular crypto pairs
14055
+ const testSymbols = ['BTC/USD', 'ETH/USD', 'DOGE/USD'];
14056
+ log(`Testing with crypto symbols: ${testSymbols.join(', ')}`);
14057
+ // 1. Test latest crypto bars
14058
+ console.log('\n[Crypto] Testing latest bars...');
14059
+ try {
14060
+ const latestBars = await marketDataAPI.getCryptoLatestBars(testSymbols);
14061
+ console.log(`✓ Retrieved latest bars for ${Object.keys(latestBars.bars).length} symbols`);
14062
+ // Show sample data for first symbol
14063
+ const firstSymbol = Object.keys(latestBars.bars)[0];
14064
+ if (firstSymbol) {
14065
+ const bar = latestBars.bars[firstSymbol];
14066
+ console.log(` ${firstSymbol}: Open=$${bar.o.toFixed(4)}, Close=$${bar.c.toFixed(4)}, Volume=${bar.v.toLocaleString()}`);
14067
+ }
14068
+ }
14069
+ catch (error) {
14070
+ console.error(' Latest bars test failed:', error);
14071
+ }
14072
+ // 2. Test latest crypto quotes
14073
+ console.log('\n[Crypto] Testing latest quotes...');
14074
+ try {
14075
+ const latestQuotes = await marketDataAPI.getCryptoLatestQuotes(testSymbols);
14076
+ console.log(`✓ Retrieved latest quotes for ${Object.keys(latestQuotes.quotes).length} symbols`);
14077
+ // Show sample data for first symbol
14078
+ const firstSymbol = Object.keys(latestQuotes.quotes)[0];
14079
+ if (firstSymbol) {
14080
+ const quote = latestQuotes.quotes[firstSymbol];
14081
+ console.log(` ${firstSymbol}: Bid=$${quote.bp.toFixed(4)}, Ask=$${quote.ap.toFixed(4)}, Spread=$${(quote.ap - quote.bp).toFixed(4)}`);
14082
+ }
14083
+ }
14084
+ catch (error) {
14085
+ console.error('✗ Latest quotes test failed:', error);
14086
+ }
14087
+ // 3. Test latest crypto trades
14088
+ console.log('\n[Crypto] Testing latest trades...');
14089
+ try {
14090
+ const latestTrades = await marketDataAPI.getCryptoLatestTrades(testSymbols);
14091
+ console.log(`✓ Retrieved latest trades for ${Object.keys(latestTrades.trades).length} symbols`);
14092
+ // Show sample data for first symbol
14093
+ const firstSymbol = Object.keys(latestTrades.trades)[0];
14094
+ if (firstSymbol) {
14095
+ const trade = latestTrades.trades[firstSymbol];
14096
+ console.log(` ${firstSymbol}: Price=$${trade.p.toFixed(4)}, Size=${trade.s.toLocaleString()}, Taker=${trade.tks}`);
14097
+ }
14098
+ }
14099
+ catch (error) {
14100
+ console.error(' Latest trades test failed:', error);
14101
+ }
14102
+ // 4. Test crypto snapshots
14103
+ console.log('\n[Crypto] Testing snapshots...');
14104
+ try {
14105
+ const snapshots = await marketDataAPI.getCryptoSnapshots(testSymbols);
14106
+ console.log(`✓ Retrieved snapshots for ${Object.keys(snapshots.snapshots).length} symbols`);
14107
+ // Show sample data for first symbol
14108
+ const firstSymbol = Object.keys(snapshots.snapshots)[0];
14109
+ if (firstSymbol) {
14110
+ const snapshot = snapshots.snapshots[firstSymbol];
14111
+ console.log(` ${firstSymbol} snapshot:`);
14112
+ if (snapshot.latestTrade) {
14113
+ console.log(` Latest trade: $${snapshot.latestTrade.p.toFixed(4)}`);
14114
+ }
14115
+ if (snapshot.latestQuote) {
14116
+ console.log(` Latest quote: $${snapshot.latestQuote.bp.toFixed(4)} x $${snapshot.latestQuote.ap.toFixed(4)}`);
14117
+ }
14118
+ if (snapshot.dailyBar) {
14119
+ console.log(` Daily bar: Open=$${snapshot.dailyBar.o.toFixed(4)}, Close=$${snapshot.dailyBar.c.toFixed(4)}`);
14120
+ }
14121
+ }
14122
+ }
14123
+ catch (error) {
14124
+ console.error('✗ Snapshots test failed:', error);
14125
+ }
14126
+ // 5. Test crypto orderbooks
14127
+ console.log('\n[Crypto] Testing orderbooks...');
14128
+ try {
14129
+ const orderbooks = await marketDataAPI.getCryptoLatestOrderbooks(testSymbols);
14130
+ console.log(`✓ Retrieved orderbooks for ${Object.keys(orderbooks.orderbooks).length} symbols`);
14131
+ // Show sample data for first symbol
14132
+ const firstSymbol = Object.keys(orderbooks.orderbooks)[0];
14133
+ if (firstSymbol) {
14134
+ const orderbook = orderbooks.orderbooks[firstSymbol];
14135
+ console.log(` ${firstSymbol} orderbook:`);
14136
+ console.log(` Best bid: $${orderbook.b[0]?.p.toFixed(4)} (size: ${orderbook.b[0]?.s.toLocaleString()})`);
14137
+ console.log(` Best ask: $${orderbook.a[0]?.p.toFixed(4)} (size: ${orderbook.a[0]?.s.toLocaleString()})`);
14138
+ console.log(` Bid depth: ${orderbook.b.length} levels, Ask depth: ${orderbook.a.length} levels`);
14139
+ }
14140
+ }
14141
+ catch (error) {
14142
+ console.error('✗ Orderbooks test failed:', error);
14143
+ }
14144
+ // 6. Test historical crypto bars (small sample)
14145
+ console.log('\n[Crypto] Testing historical bars...');
14146
+ try {
14147
+ const endDate = new Date();
14148
+ const startDate = new Date(endDate.getTime() - 24 * 60 * 60 * 1000); // 24 hours ago
14149
+ const historicalBars = await marketDataAPI.getCryptoHistoricalBars({
14150
+ symbols: ['BTC/USD'], // Just test one symbol to avoid too much data
14151
+ timeframe: '1Hour',
14152
+ start: startDate.toISOString(),
14153
+ end: endDate.toISOString(),
14154
+ limit: 10
14155
+ });
14156
+ console.log(`✓ Retrieved historical bars for ${Object.keys(historicalBars.bars).length} symbols`);
14157
+ const btcBars = historicalBars.bars['BTC/USD'];
14158
+ if (btcBars && btcBars.length > 0) {
14159
+ console.log(` BTC/USD: ${btcBars.length} bars retrieved`);
14160
+ const { AlpacaMarketDataAPI } = await Promise.resolve().then(function () { return alpacaMarketDataApi; });
14161
+ const analysis = AlpacaMarketDataAPI.analyzeCryptoBars(btcBars);
14162
+ console.log(` Analysis: ${analysis}`);
14163
+ }
14164
+ }
14165
+ catch (error) {
14166
+ console.error('✗ Historical bars test failed:', error);
14167
+ }
14168
+ // 7. Test historical crypto quotes (small sample)
14169
+ console.log('\n[Crypto] Testing historical quotes...');
14170
+ try {
14171
+ const endDate = new Date();
14172
+ const startDate = new Date(endDate.getTime() - 2 * 60 * 60 * 1000); // 2 hours ago
14173
+ const historicalQuotes = await marketDataAPI.getCryptoHistoricalQuotes({
14174
+ symbols: ['ETH/USD'], // Just test one symbol
14175
+ start: startDate.toISOString(),
14176
+ end: endDate.toISOString(),
14177
+ limit: 10
14178
+ });
14179
+ console.log(`✓ Retrieved historical quotes for ${Object.keys(historicalQuotes.quotes).length} symbols`);
14180
+ const ethQuotes = historicalQuotes.quotes['ETH/USD'];
14181
+ if (ethQuotes && ethQuotes.length > 0) {
14182
+ console.log(` ETH/USD: ${ethQuotes.length} quotes retrieved`);
14183
+ const firstQuote = ethQuotes[0];
14184
+ const lastQuote = ethQuotes[ethQuotes.length - 1];
14185
+ console.log(` First quote: Bid=$${firstQuote.bp.toFixed(4)}, Ask=$${firstQuote.ap.toFixed(4)}`);
14186
+ console.log(` Last quote: Bid=$${lastQuote.bp.toFixed(4)}, Ask=$${lastQuote.ap.toFixed(4)}`);
14187
+ }
14188
+ }
14189
+ catch (error) {
14190
+ console.error('✗ Historical quotes test failed:', error);
14191
+ }
14192
+ // 8. Test historical crypto trades (small sample)
14193
+ console.log('\n[Crypto] Testing historical trades...');
14194
+ try {
14195
+ const endDate = new Date();
14196
+ const startDate = new Date(endDate.getTime() - 2 * 60 * 60 * 1000); // 2 hours ago
14197
+ const historicalTrades = await marketDataAPI.getCryptoHistoricalTrades({
14198
+ symbols: ['DOGE/USD'], // Just test one symbol
14199
+ start: startDate.toISOString(),
14200
+ end: endDate.toISOString(),
14201
+ limit: 10
14202
+ });
14203
+ console.log(`✓ Retrieved historical trades for ${Object.keys(historicalTrades.trades).length} symbols`);
14204
+ const dogeTrades = historicalTrades.trades['DOGE/USD'];
14205
+ if (dogeTrades && dogeTrades.length > 0) {
14206
+ console.log(` DOGE/USD: ${dogeTrades.length} trades retrieved`);
14207
+ const totalVolume = dogeTrades.reduce((sum, trade) => sum + trade.s, 0);
14208
+ const avgPrice = dogeTrades.reduce((sum, trade) => sum + trade.p, 0) / dogeTrades.length;
14209
+ console.log(` Total volume: ${totalVolume.toLocaleString()}, Avg price: $${avgPrice.toFixed(6)}`);
14210
+ }
14211
+ }
14212
+ catch (error) {
14213
+ console.error('✗ Historical trades test failed:', error);
14214
+ }
14215
+ // 9. Test with available crypto pairs from our types
14216
+ console.log('\n[Crypto] Testing with available crypto pairs...');
14217
+ try {
14218
+ const availablePairs = ALPACA_CRYPTO_PAIRS.slice(0, 5).map(pair => pair.symbol); // Test first 5 pairs
14219
+ console.log(`Testing with pairs: ${availablePairs.join(', ')}`);
14220
+ const pairsBars = await marketDataAPI.getCryptoLatestBars(availablePairs);
14221
+ console.log(`✓ Retrieved latest bars for ${Object.keys(pairsBars.bars).length} pairs from ALPACA_CRYPTO_PAIRS`);
14222
+ // Show info about each pair
14223
+ availablePairs.forEach(symbol => {
14224
+ const pair = ALPACA_CRYPTO_PAIRS.find(p => p.symbol === symbol);
14225
+ const bar = pairsBars.bars[symbol];
14226
+ if (pair && bar) {
14227
+ console.log(` ${pair.name}: $${bar.c.toFixed(6)} (min order: ${pair.min_order_size})`);
14228
+ }
14229
+ });
14230
+ }
14231
+ catch (error) {
14232
+ console.error('✗ Available crypto pairs test failed:', error);
14233
+ }
14234
+ console.log('\n✓ All crypto market data tests completed!');
14235
+ }
14236
+ catch (error) {
14237
+ console.error('✗ Crypto tests setup failed:', error);
14238
+ if (error instanceof Error) {
14239
+ console.error('Error message:', error.message);
14463
14240
  }
14464
14241
  }
14465
14242
  }
14466
- //testGetPortfolioDailyHistory();
14467
- //testOpenRouter();
14468
- testGetMarketStatus();
14243
+ // Run crypto tests
14244
+ testCryptoMarketData();
14469
14245
  //# sourceMappingURL=test.js.map