@discomedia/utils 1.0.51 → 1.0.53

package/dist/types/alpaca-trading-api.d.ts

@@ -99,8 +99,43 @@ export declare class AlpacaTradingAPI {
      * @param qty (number) - the quantity of the order
      * @param side (string) - the side of the order
      * @param position_intent (string) - the position intent of the order. Important for knowing if a position needs a trailing stop.
+     * @param client_order_id (string) - optional client order id
      */
     createMarketOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Create a Market on Open (MOO) order - executes in the opening auction
+     *
+     * IMPORTANT TIMING CONSTRAINTS:
+     * - Valid submission window: After 7:00pm ET and before 9:28am ET
+     * - Orders submitted between 9:28am and 7:00pm ET will be REJECTED
+     * - Orders submitted after 7:00pm ET are queued for the next trading day's opening auction
+     * - Example: An order at 8:00pm Monday will execute at Tuesday's market open (9:30am)
+     *
+     * @param symbol - The symbol of the order
+     * @param qty - The quantity of shares
+     * @param side - Buy or sell
+     * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
+     * @param client_order_id - Optional client order id
+     * @returns The created order
+     */
+    createMOOOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Create a Market on Close (MOC) order - executes in the closing auction
+     *
+     * IMPORTANT TIMING CONSTRAINTS:
+     * - Valid submission window: After 7:00pm ET (previous day) and before 3:50pm ET (same day)
+     * - Orders submitted between 3:50pm and 7:00pm ET will be REJECTED
+     * - Orders submitted after 7:00pm ET are queued for the next trading day's closing auction
+     * - Example: An order at 8:00pm Monday will execute at Tuesday's market close (4:00pm)
+     *
+     * @param symbol - The symbol of the order
+     * @param qty - The quantity of shares
+     * @param side - Buy or sell
+     * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
+     * @param client_order_id - Optional client order id
+     * @returns The created order
+     */
+    createMOCOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
     /**
      * Get the current trail percent for a symbol, assuming that it has an open position and a trailing stop order to close it. Because this relies on an orders request for one symbol, you can't do it too often.
      * @param symbol (string) - the symbol of the order

package/dist/types/alpaca-trading-api.d.ts.map

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package/dist/types/market-time.d.ts

@@ -1,4 +1,4 @@
-import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig } from './types/market-time-types';
+import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig, TradingDaysBackOptions } from './types/market-time-types';
 export declare const MARKET_CONFIG: {
     readonly TIMEZONE: "America/New_York";
     readonly UTC_OFFSET_STANDARD: -5;
@@ -235,10 +235,13 @@ export declare function countTradingDays(startDate: Date, endDate?: Date): {
 /**
  * Returns the trading day N days back from a reference date, along with its market open time.
  * Trading days are counted as full or half trading days (days that end count as 1 full trading day).
+ * By default, the most recent completed trading day counts as day 1.
+ * Set includeMostRecentFullDay to false to count strictly before that day.
  *
  * @param options - Object with:
  *   - referenceDate: Date to count back from (default: now)
- *   - days: Number of trading days to go back (must be >= 1)
+ *   - days: Number of trading days to go back (must be an integer >= 1)
+ *   - includeMostRecentFullDay: Whether to include the most recent completed trading day (default: true)
  * @returns Object containing:
  *   - date: Trading date in YYYY-MM-DD format
  *   - marketOpenISO: Market open time as ISO string (e.g., "2025-11-15T13:30:00.000Z")
@@ -258,10 +261,7 @@ export declare function countTradingDays(startDate: Date, endDate?: Date): {
  * });
  * ```
  */
-export declare function getTradingDaysBack(options: {
-    referenceDate?: Date;
-    days: number;
-}): {
+export declare function getTradingDaysBack(options: TradingDaysBackOptions): {
     date: string;
     marketOpenISO: string;
     unixTimestamp: number;

package/dist/types/market-time.d.ts.map

@@ -1 +1 @@
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package/dist/types/types/alpaca-types.d.ts

@@ -96,6 +96,18 @@ export type OrderSide = 'buy' | 'sell';
 export type OrderType = 'market' | 'limit' | 'stop' | 'stop_limit' | 'trailing_stop';
 /**
  * Represents the time in force for an order.
+ *
+ * Time-In-Force values supported by Alpaca vary based on the order's security type:
+ * - Equity trading: day, gtc, opg, cls, ioc, fok
+ * - Options trading: day
+ * - Crypto trading: gtc, ioc
+ *
+ * @property day - Order is valid only during the trading day. For equities, valid during Regular Trading Hours (9:30am - 4:00pm ET) unless marked for extended hours. Unfilled orders are canceled after the closing auction.
+ * @property gtc - Good-till-canceled. Order remains active until filled or manually canceled. GTC limit orders are subject to price adjustments for corporate actions.
+ * @property opg - Use with market/limit orders to submit "market on open" (MOO) or "limit on open" (LOO) orders. Executes only in the market opening auction. Orders submitted after 9:28am but before 7:00pm ET are rejected. Orders submitted after 7:00pm are queued for the next day's opening auction.
+ * @property cls - Use with market/limit orders to submit "market on close" (MOC) or "limit on close" (LOC) orders. Executes only in the market closing auction. Orders submitted after 3:50pm but before 7:00pm ET are rejected. Orders submitted after 7:00pm are queued for the next day's closing auction.
+ * @property ioc - Immediate-or-cancel. All or part of the order must execute immediately; any unfilled portion is canceled.
+ * @property fok - Fill-or-kill. The entire order must be filled immediately, otherwise the entire order is canceled.
  */
 export type TimeInForce = 'day' | 'gtc' | 'opg' | 'cls' | 'ioc' | 'fok';
 /**

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

@@ -1 +1 @@
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package/dist/types/types/market-time-types.d.ts

@@ -14,6 +14,11 @@ export interface MarketTimeParams {
     intraday_reporting?: IntradayReporting;
     outputFormat?: OutputFormat;
 }
+export interface TradingDaysBackOptions {
+    referenceDate?: Date;
+    days: number;
+    includeMostRecentFullDay?: boolean;
+}
 export type OutputFormat = 'iso' | 'unix-seconds' | 'unix-ms';
 export interface MarketOpenCloseResult {
     marketOpen: boolean;

package/dist/types/types/market-time-types.d.ts.map

@@ -1 +1 @@
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package/dist/types-frontend/alpaca-trading-api.d.ts

@@ -99,8 +99,43 @@ export declare class AlpacaTradingAPI {
      * @param qty (number) - the quantity of the order
      * @param side (string) - the side of the order
      * @param position_intent (string) - the position intent of the order. Important for knowing if a position needs a trailing stop.
+     * @param client_order_id (string) - optional client order id
      */
     createMarketOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Create a Market on Open (MOO) order - executes in the opening auction
+     *
+     * IMPORTANT TIMING CONSTRAINTS:
+     * - Valid submission window: After 7:00pm ET and before 9:28am ET
+     * - Orders submitted between 9:28am and 7:00pm ET will be REJECTED
+     * - Orders submitted after 7:00pm ET are queued for the next trading day's opening auction
+     * - Example: An order at 8:00pm Monday will execute at Tuesday's market open (9:30am)
+     *
+     * @param symbol - The symbol of the order
+     * @param qty - The quantity of shares
+     * @param side - Buy or sell
+     * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
+     * @param client_order_id - Optional client order id
+     * @returns The created order
+     */
+    createMOOOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
+    /**
+     * Create a Market on Close (MOC) order - executes in the closing auction
+     *
+     * IMPORTANT TIMING CONSTRAINTS:
+     * - Valid submission window: After 7:00pm ET (previous day) and before 3:50pm ET (same day)
+     * - Orders submitted between 3:50pm and 7:00pm ET will be REJECTED
+     * - Orders submitted after 7:00pm ET are queued for the next trading day's closing auction
+     * - Example: An order at 8:00pm Monday will execute at Tuesday's market close (4:00pm)
+     *
+     * @param symbol - The symbol of the order
+     * @param qty - The quantity of shares
+     * @param side - Buy or sell
+     * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
+     * @param client_order_id - Optional client order id
+     * @returns The created order
+     */
+    createMOCOrder(symbol: string, qty: number, side: 'buy' | 'sell', position_intent: 'buy_to_open' | 'buy_to_close' | 'sell_to_open' | 'sell_to_close', client_order_id?: string): Promise<AlpacaOrder>;
     /**
      * Get the current trail percent for a symbol, assuming that it has an open position and a trailing stop order to close it. Because this relies on an orders request for one symbol, you can't do it too often.
      * @param symbol (string) - the symbol of the order

package/dist/types-frontend/alpaca-trading-api.d.ts.map

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package/dist/types-frontend/market-time.d.ts

@@ -1,4 +1,4 @@
-import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig } from './types/market-time-types';
+import { IntradayReporting, PeriodDates, MarketTimeParams, MarketOpenCloseResult, MarketStatus, MarketTimesConfig, TradingDaysBackOptions } from './types/market-time-types';
 export declare const MARKET_CONFIG: {
     readonly TIMEZONE: "America/New_York";
     readonly UTC_OFFSET_STANDARD: -5;
@@ -235,10 +235,13 @@ export declare function countTradingDays(startDate: Date, endDate?: Date): {
 /**
  * Returns the trading day N days back from a reference date, along with its market open time.
  * Trading days are counted as full or half trading days (days that end count as 1 full trading day).
+ * By default, the most recent completed trading day counts as day 1.
+ * Set includeMostRecentFullDay to false to count strictly before that day.
  *
  * @param options - Object with:
  *   - referenceDate: Date to count back from (default: now)
- *   - days: Number of trading days to go back (must be >= 1)
+ *   - days: Number of trading days to go back (must be an integer >= 1)
+ *   - includeMostRecentFullDay: Whether to include the most recent completed trading day (default: true)
  * @returns Object containing:
  *   - date: Trading date in YYYY-MM-DD format
  *   - marketOpenISO: Market open time as ISO string (e.g., "2025-11-15T13:30:00.000Z")
@@ -258,10 +261,7 @@ export declare function countTradingDays(startDate: Date, endDate?: Date): {
  * });
  * ```
  */
-export declare function getTradingDaysBack(options: {
-    referenceDate?: Date;
-    days: number;
-}): {
+export declare function getTradingDaysBack(options: TradingDaysBackOptions): {
     date: string;
     marketOpenISO: string;
     unixTimestamp: number;

package/dist/types-frontend/market-time.d.ts.map

@@ -1 +1 @@
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package/dist/types-frontend/types/alpaca-types.d.ts

@@ -96,6 +96,18 @@ export type OrderSide = 'buy' | 'sell';
 export type OrderType = 'market' | 'limit' | 'stop' | 'stop_limit' | 'trailing_stop';
 /**
  * Represents the time in force for an order.
+ *
+ * Time-In-Force values supported by Alpaca vary based on the order's security type:
+ * - Equity trading: day, gtc, opg, cls, ioc, fok
+ * - Options trading: day
+ * - Crypto trading: gtc, ioc
+ *
+ * @property day - Order is valid only during the trading day. For equities, valid during Regular Trading Hours (9:30am - 4:00pm ET) unless marked for extended hours. Unfilled orders are canceled after the closing auction.
+ * @property gtc - Good-till-canceled. Order remains active until filled or manually canceled. GTC limit orders are subject to price adjustments for corporate actions.
+ * @property opg - Use with market/limit orders to submit "market on open" (MOO) or "limit on open" (LOO) orders. Executes only in the market opening auction. Orders submitted after 9:28am but before 7:00pm ET are rejected. Orders submitted after 7:00pm are queued for the next day's opening auction.
+ * @property cls - Use with market/limit orders to submit "market on close" (MOC) or "limit on close" (LOC) orders. Executes only in the market closing auction. Orders submitted after 3:50pm but before 7:00pm ET are rejected. Orders submitted after 7:00pm are queued for the next day's closing auction.
+ * @property ioc - Immediate-or-cancel. All or part of the order must execute immediately; any unfilled portion is canceled.
+ * @property fok - Fill-or-kill. The entire order must be filled immediately, otherwise the entire order is canceled.
  */
 export type TimeInForce = 'day' | 'gtc' | 'opg' | 'cls' | 'ioc' | 'fok';
 /**

package/dist/types-frontend/types/alpaca-types.d.ts.map

@@ -1 +1 @@
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package/dist/types-frontend/types/market-time-types.d.ts

@@ -14,6 +14,11 @@ export interface MarketTimeParams {
     intraday_reporting?: IntradayReporting;
     outputFormat?: OutputFormat;
 }
+export interface TradingDaysBackOptions {
+    referenceDate?: Date;
+    days: number;
+    includeMostRecentFullDay?: boolean;
+}
 export type OutputFormat = 'iso' | 'unix-seconds' | 'unix-ms';
 export interface MarketOpenCloseResult {
     marketOpen: boolean;

package/dist/types-frontend/types/market-time-types.d.ts.map

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

@@ -3,7 +3,7 @@
   "publishConfig": {
     "access": "public"
   },
-  "version": "1.0.51",
+  "version": "1.0.53",
   "author": "Disco Media",
   "description": "Utility functions used in Disco Media apps",
   "always-build-npm": true,
@@ -36,7 +36,7 @@
     "openai": "^6.15.0",
     "p-limit": "^7.2.0",
     "tslib": "^2.8.1",
-    "ws": "^8.18.3"
+    "ws": "^8.19.0"
   },
   "license": "ISC",
   "devDependencies": {
@@ -46,7 +46,7 @@
     "@rollup/plugin-typescript": "^12.3.0",
     "@types/ws": "^8.18.1",
     "lightweight-charts": "^5.1.0",
-    "rollup": "^4.53.5",
+    "rollup": "^4.55.1",
     "typescript": "^5.9.3"
   }
 }