@discomedia/utils 1.0.56 → 1.0.57

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package/dist/test.js CHANGED
@@ -11,7 +11,6 @@ import require$$0$1 from 'buffer';
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  import require$$0$4 from 'fs';
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  import require$$1$1 from 'path';
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  import require$$2$1 from 'os';
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- import 'console';
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  /**
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  * Logs a message to the console.
@@ -147,18 +146,12 @@ const marketEarlyCloses = {
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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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  /**
@@ -226,33 +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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- /**
249
- * 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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  // Market calendar logic
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  /**
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  * Market calendar logic for holidays, weekends, and market days.
@@ -348,82 +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);
360
- 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();
370
- 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);
384
- }
385
- 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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- /**
395
- * 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'
398
- * @returns true if within hours, false otherwise
399
- */
400
- function isWithinMarketHours(date, intradayReporting = 'market_hours') {
401
- const calendar = new MarketCalendar();
402
- if (!calendar.isMarketDay(date))
403
- return false;
404
- const nyDate = toNYTime(date);
405
- const minutes = nyDate.getUTCHours() * 60 + nyDate.getUTCMinutes();
406
- switch (intradayReporting) {
407
- case 'extended_hours': {
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- let endMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
409
- if (calendar.isEarlyCloseDay(date)) {
410
- endMinutes = MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
411
- }
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- const startMinutes = MARKET_CONFIG.TIMES.EXTENDED_START.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_START.minute;
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- return minutes >= startMinutes && minutes <= endMinutes;
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- }
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- case 'continuous':
416
- return true;
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- default: {
418
- let endMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
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- if (calendar.isEarlyCloseDay(date)) {
420
- endMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
421
- }
422
- const startMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
423
- return minutes >= startMinutes && minutes <= endMinutes;
424
- }
425
- }
426
- }
427
317
  // Get last full trading date
428
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  /**
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  * Returns the last full trading date (market close) for a given date.
@@ -464,244 +354,6 @@ function getLastFullTradingDateImpl(currentDate = new Date()) {
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  const closeMinute = marketCloseMinutes % 60;
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  return fromNYTime(new Date(Date.UTC(year, month, day, closeHour, closeMinute, 0, 0)));
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  }
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- // Get day boundaries
468
- /**
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- * Returns the start and end boundaries for a market day, extended hours, or continuous.
470
- * @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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- */
474
- function getDayBoundaries(date, intradayReporting = 'market_hours') {
475
- const calendar = new MarketCalendar();
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- const nyDate = toNYTime(date);
477
- const year = nyDate.getUTCFullYear();
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- const month = nyDate.getUTCMonth();
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- const day = nyDate.getUTCDate();
480
- function buildNYTime(hour, minute, sec = 0, ms = 0) {
481
- const d = new Date(Date.UTC(year, month, day, hour, minute, sec, ms));
482
- return fromNYTime(d);
483
- }
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- let start;
485
- let end;
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- switch (intradayReporting) {
487
- case 'extended_hours':
488
- 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 };
507
- }
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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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- */
515
- function calculatePeriodStartDate(endDate, period) {
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- const calendar = new MarketCalendar();
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- let startDate;
518
- switch (period) {
519
- case 'YTD':
520
- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), 0, 1));
521
- break;
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- case '1D':
523
- 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':
529
- startDate = new Date(endDate.getTime() - 7 * 24 * 60 * 60 * 1000);
530
- break;
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- case '2W':
532
- startDate = new Date(endDate.getTime() - 14 * 24 * 60 * 60 * 1000);
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- break;
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- case '1M':
535
- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 1, endDate.getUTCDate()));
536
- break;
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- case '3M':
538
- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 3, endDate.getUTCDate()));
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- break;
540
- case '6M':
541
- startDate = new Date(Date.UTC(endDate.getUTCFullYear(), endDate.getUTCMonth() - 6, endDate.getUTCDate()));
542
- break;
543
- case '1Y':
544
- startDate = new Date(Date.UTC(endDate.getUTCFullYear() - 1, endDate.getUTCMonth(), endDate.getUTCDate()));
545
- break;
546
- default:
547
- throw new Error(`Invalid period: ${period}`);
548
- }
549
- // Ensure start date is a market day
550
- while (!calendar.isMarketDay(startDate)) {
551
- startDate = calendar.getNextMarketDay(startDate);
552
- }
553
- return startDate;
554
- }
555
- // Get market time period
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- /**
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- * Returns the start and end dates for a market time period.
558
- * @param params - MarketTimeParams
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- * @returns PeriodDates object
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- */
561
- function getMarketTimePeriod(params) {
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- const { period, end = new Date(), intraday_reporting = 'market_hours', outputFormat = 'iso' } = params;
563
- if (!period)
564
- throw new Error('Period is required');
565
- const calendar = new MarketCalendar();
566
- const nyEndDate = toNYTime(end);
567
- let endDate;
568
- const isCurrentMarketDay = calendar.isMarketDay(end);
569
- const isWithinHours = isWithinMarketHours(end, intraday_reporting);
570
- const minutes = nyEndDate.getUTCHours() * 60 + nyEndDate.getUTCMinutes();
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- const marketStartMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
572
- if (isCurrentMarketDay) {
573
- if (minutes < marketStartMinutes) {
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- // Before market open - use previous day's close
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- const lastMarketDay = calendar.getPreviousMarketDay(end);
576
- const { end: dayEnd } = getDayBoundaries(lastMarketDay, intraday_reporting);
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- endDate = dayEnd;
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- }
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- else if (isWithinHours) {
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- // During market hours - use current time
581
- endDate = end;
582
- }
583
- else {
584
- // After market close - use today's close
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- const { end: dayEnd } = getDayBoundaries(end, intraday_reporting);
586
- endDate = dayEnd;
587
- }
588
- }
589
- else {
590
- // Not a market day - use previous market day's close
591
- const lastMarketDay = calendar.getPreviousMarketDay(end);
592
- const { end: dayEnd } = getDayBoundaries(lastMarketDay, intraday_reporting);
593
- endDate = dayEnd;
594
- }
595
- // Calculate start date
596
- const periodStartDate = calculatePeriodStartDate(endDate, period);
597
- const { start: dayStart } = getDayBoundaries(periodStartDate, intraday_reporting);
598
- if (endDate.getTime() < dayStart.getTime()) {
599
- throw new Error('Start date cannot be after end date');
600
- }
601
- return {
602
- start: formatDate(dayStart, outputFormat),
603
- end: formatDate(endDate, outputFormat),
604
- };
605
- }
606
- // Market status
607
- /**
608
- * Returns the current market status for a given date.
609
- * @param date - Date object (default: now)
610
- * @returns MarketStatus object
611
- */
612
- function getMarketStatusImpl(date = new Date()) {
613
- const calendar = new MarketCalendar();
614
- const nyDate = toNYTime(date);
615
- const minutes = nyDate.getUTCHours() * 60 + nyDate.getUTCMinutes();
616
- const isMarketDay = calendar.isMarketDay(date);
617
- const isEarlyCloseDay = calendar.isEarlyCloseDay(date);
618
- const extendedStartMinutes = MARKET_CONFIG.TIMES.EXTENDED_START.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_START.minute;
619
- const marketStartMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
620
- const earlyMarketEndMinutes = MARKET_CONFIG.TIMES.EARLY_MARKET_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_MARKET_END.minute;
621
- let marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
622
- let extendedEndMinutes = MARKET_CONFIG.TIMES.EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EXTENDED_END.minute;
623
- if (isEarlyCloseDay) {
624
- marketCloseMinutes = MARKET_CONFIG.TIMES.EARLY_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.EARLY_CLOSE.minute;
625
- extendedEndMinutes =
626
- MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.hour * 60 + MARKET_CONFIG.TIMES.EARLY_EXTENDED_END.minute;
627
- }
628
- let status;
629
- let nextStatus;
630
- let nextStatusTime;
631
- let marketPeriod;
632
- if (!isMarketDay) {
633
- status = 'closed';
634
- nextStatus = 'extended hours';
635
- marketPeriod = 'closed';
636
- const nextMarketDay = calendar.getNextMarketDay(date);
637
- nextStatusTime = getDayBoundaries(nextMarketDay, 'extended_hours').start;
638
- }
639
- else if (minutes < extendedStartMinutes) {
640
- status = 'closed';
641
- nextStatus = 'extended hours';
642
- marketPeriod = 'closed';
643
- nextStatusTime = getDayBoundaries(date, 'extended_hours').start;
644
- }
645
- else if (minutes < marketStartMinutes) {
646
- status = 'extended hours';
647
- nextStatus = 'open';
648
- marketPeriod = 'preMarket';
649
- nextStatusTime = getDayBoundaries(date, 'market_hours').start;
650
- }
651
- else if (minutes < marketCloseMinutes) {
652
- status = 'open';
653
- nextStatus = 'extended hours';
654
- marketPeriod = minutes < earlyMarketEndMinutes ? 'earlyMarket' : 'regularMarket';
655
- nextStatusTime = getDayBoundaries(date, 'market_hours').end;
656
- }
657
- else if (minutes < extendedEndMinutes) {
658
- status = 'extended hours';
659
- nextStatus = 'closed';
660
- marketPeriod = 'afterMarket';
661
- nextStatusTime = getDayBoundaries(date, 'extended_hours').end;
662
- }
663
- else {
664
- status = 'closed';
665
- nextStatus = 'extended hours';
666
- marketPeriod = 'closed';
667
- const nextMarketDay = calendar.getNextMarketDay(date);
668
- nextStatusTime = getDayBoundaries(nextMarketDay, 'extended_hours').start;
669
- }
670
- // I think using nyDate here may be wrong - should use current time? i.e. date.getTime()
671
- const nextStatusTimeDifference = nextStatusTime.getTime() - date.getTime();
672
- return {
673
- time: date,
674
- timeString: formatNYLocale(nyDate),
675
- status,
676
- nextStatus,
677
- marketPeriod,
678
- nextStatusTime,
679
- nextStatusTimeDifference,
680
- nextStatusTimeString: formatNYLocale(nextStatusTime),
681
- };
682
- }
683
- // API exports
684
- /**
685
- * Returns market open/close times for a given date.
686
- * @param options - { date?: Date }
687
- * @returns MarketOpenCloseResult
688
- */
689
- function getMarketOpenClose(options = {}) {
690
- const { date = new Date() } = options;
691
- return getMarketTimes(date);
692
- }
693
- /**
694
- * Returns the start and end dates for a market time period as Date objects.
695
- * @param params - MarketTimeParams
696
- * @returns Object with start and end Date
697
- */
698
- function getStartAndEndDates(params = {}) {
699
- const { start, end } = getMarketTimePeriod(params);
700
- return {
701
- start: typeof start === 'string' || typeof start === 'number' ? new Date(start) : start,
702
- end: typeof end === 'string' || typeof end === 'number' ? new Date(end) : end,
703
- };
704
- }
705
357
  /**
706
358
  * Returns the last full trading date as a Date object.
707
359
  */
@@ -713,43 +365,6 @@ function getStartAndEndDates(params = {}) {
713
365
  function getLastFullTradingDate(currentDate = new Date()) {
714
366
  return getLastFullTradingDateImpl(currentDate);
715
367
  }
716
- /**
717
- * Returns the next market day after the reference date.
718
- * @param referenceDate - Date object (default: now)
719
- * @returns Object with date, yyyymmdd string, and ISO string
720
- */
721
- function getNextMarketDay({ referenceDate } = {}) {
722
- const calendar = new MarketCalendar();
723
- const startDate = referenceDate ?? new Date();
724
- // Find the next trading day (UTC Date object)
725
- const nextDate = calendar.getNextMarketDay(startDate);
726
- // Convert to NY time before extracting Y-M-D parts
727
- const nyNext = toNYTime(nextDate);
728
- const yyyymmdd = `${nyNext.getUTCFullYear()}-${String(nyNext.getUTCMonth() + 1).padStart(2, '0')}-${String(nyNext.getUTCDate()).padStart(2, '0')}`;
729
- return {
730
- date: nextDate, // raw Date, unchanged
731
- yyyymmdd, // correct trading date string
732
- dateISOString: nextDate.toISOString(),
733
- };
734
- }
735
- /**
736
- * Returns the previous market day before the reference date.
737
- * @param referenceDate - Date object (default: now)
738
- * @returns Object with date, yyyymmdd string, and ISO string
739
- */
740
- function getPreviousMarketDay({ referenceDate } = {}) {
741
- const calendar = new MarketCalendar();
742
- const startDate = referenceDate || new Date();
743
- const prevDate = calendar.getPreviousMarketDay(startDate);
744
- // convert to NY time first
745
- const nyPrev = toNYTime(prevDate); // ← already in this file
746
- const yyyymmdd = `${nyPrev.getUTCFullYear()}-${String(nyPrev.getUTCMonth() + 1).padStart(2, '0')}-${String(nyPrev.getUTCDate()).padStart(2, '0')}`;
747
- return {
748
- date: prevDate,
749
- yyyymmdd,
750
- dateISOString: prevDate.toISOString(),
751
- };
752
- }
753
368
  /**
754
369
  * Returns the trading date for a given time. Note: Just trims the date string; does not validate if the date is a market day.
755
370
  * @param time - a string, number (unix timestamp), or Date object representing the time
@@ -765,296 +380,6 @@ function getTradingDate(time) {
765
380
  const nyDate = toNYTime(date);
766
381
  return `${nyDate.getUTCFullYear()}-${String(nyDate.getUTCMonth() + 1).padStart(2, '0')}-${String(nyDate.getUTCDate()).padStart(2, '0')}`;
767
382
  }
768
- /**
769
- * Returns the NY timezone offset string for a given date.
770
- * @param date - Date object (default: now)
771
- * @returns '-04:00' for EDT, '-05:00' for EST
772
- */
773
- function getNYTimeZone(date) {
774
- const offset = getNYOffset(date || new Date());
775
- return offset === -4 ? '-04:00' : '-05:00';
776
- }
777
- /**
778
- * Returns the regular market open and close Date objects for a given trading day string in the
779
- * America/New_York timezone (NYSE/NASDAQ calendar).
780
- *
781
- * This helper is convenient when you have a calendar date like '2025-10-03' and want the precise
782
- * open and close Date values for that day. It internally:
783
- * - Determines the NY offset for the day using `getNYTimeZone()`.
784
- * - Anchors a noon-time Date on that day in NY time to avoid DST edge cases.
785
- * - Verifies the day is a market day via `isMarketDay()`.
786
- * - Fetches the open/close times via `getMarketOpenClose()`.
787
- *
788
- * Throws if the provided day is not a market day or if open/close times are unavailable.
789
- *
790
- * See also:
791
- * - `getNYTimeZone(date?: Date)`
792
- * - `isMarketDay(date: Date)`
793
- * - `getMarketOpenClose(options?: { date?: Date })`
794
- *
795
- * @param dateStr - Trading day string in 'YYYY-MM-DD' format (Eastern Time date)
796
- * @returns An object containing `{ open: Date; close: Date }`
797
- * @example
798
- * ```ts
799
- * const { open, close } = disco.time.getOpenCloseForTradingDay('2025-10-03');
800
- * ```
801
- */
802
- function getOpenCloseForTradingDay(dateStr) {
803
- // Build a UTC midnight anchor for the date, then derive the NY offset for that day.
804
- const utcAnchor = new Date(`${dateStr}T00:00:00Z`);
805
- const nyOffset = getNYTimeZone(utcAnchor); // '-04:00' | '-05:00'
806
- // Create a NY-local noon date to avoid DST midnight transitions.
807
- const nyNoon = new Date(`${dateStr}T12:00:00${nyOffset}`);
808
- if (!isMarketDay(nyNoon)) {
809
- throw new Error(`Not a market day in ET: ${dateStr}`);
810
- }
811
- const { open, close } = getMarketOpenClose({ date: nyNoon });
812
- if (!open || !close) {
813
- throw new Error(`No market times available for ${dateStr}`);
814
- }
815
- return { open, close };
816
- }
817
- /**
818
- * Converts any date to the market time zone (America/New_York, Eastern Time).
819
- * Returns a new Date object representing the same moment in time but adjusted to NY/Eastern timezone.
820
- * Automatically handles daylight saving time transitions (EST/EDT).
821
- *
822
- * @param date - Date object to convert to market time zone
823
- * @returns Date object in NY/Eastern time zone
824
- * @example
825
- * ```typescript
826
- * const utcDate = new Date('2024-01-15T15:30:00Z'); // 3:30 PM UTC
827
- * const nyDate = convertDateToMarketTimeZone(utcDate); // 10:30 AM EST (winter) or 11:30 AM EDT (summer)
828
- * ```
829
- */
830
- function convertDateToMarketTimeZone(date) {
831
- return toNYTime(date);
832
- }
833
- /**
834
- * Returns the current market status for a given date.
835
- * @param options - { date?: Date }
836
- * @returns MarketStatus object
837
- */
838
- function getMarketStatus(options = {}) {
839
- const { date = new Date() } = options;
840
- return getMarketStatusImpl(date);
841
- }
842
- /**
843
- * Checks if a date is a market day.
844
- * @param date - Date object
845
- * @returns true if market day, false otherwise
846
- */
847
- function isMarketDay(date) {
848
- const calendar = new MarketCalendar();
849
- return calendar.isMarketDay(date);
850
- }
851
- /**
852
- * Returns full trading days from market open to market close.
853
- * endDate is always the most recent market close (previous day's close if before open, today's close if after open).
854
- * days: 1 or not specified = that day's open; 2 = previous market day's open, etc.
855
- */
856
- /**
857
- * Returns full trading days from market open to market close.
858
- * @param options - { endDate?: Date, days?: number }
859
- * @returns Object with startDate and endDate
860
- */
861
- function getTradingStartAndEndDates(options = {}) {
862
- const { endDate = new Date(), days = 1 } = options;
863
- const calendar = new MarketCalendar();
864
- // Find the most recent market close
865
- let endMarketDay = endDate;
866
- const nyEnd = toNYTime(endDate);
867
- const marketOpenMinutes = MARKET_CONFIG.TIMES.MARKET_OPEN.hour * 60 + MARKET_CONFIG.TIMES.MARKET_OPEN.minute;
868
- const marketCloseMinutes = MARKET_CONFIG.TIMES.MARKET_CLOSE.hour * 60 + MARKET_CONFIG.TIMES.MARKET_CLOSE.minute;
869
- const minutes = nyEnd.getUTCHours() * 60 + nyEnd.getUTCMinutes();
870
- if (!calendar.isMarketDay(endDate) ||
871
- minutes < marketOpenMinutes ||
872
- (minutes >= marketOpenMinutes && minutes < marketCloseMinutes)) {
873
- // Before market open, not a market day, or during market hours: use previous market day
874
- endMarketDay = calendar.getPreviousMarketDay(endDate);
875
- }
876
- else {
877
- // After market close: use today
878
- endMarketDay = endDate;
879
- }
880
- // Get market close for endMarketDay
881
- const endClose = getMarketOpenClose({ date: endMarketDay }).close;
882
- // Find start market day by iterating back over market days
883
- let startMarketDay = endMarketDay;
884
- let count = Math.max(1, days);
885
- for (let i = 1; i < count; i++) {
886
- startMarketDay = calendar.getPreviousMarketDay(startMarketDay);
887
- }
888
- // If days > 1, we need to go back (days-1) market days from endMarketDay
889
- if (days > 1) {
890
- startMarketDay = endMarketDay;
891
- for (let i = 1; i < days; i++) {
892
- startMarketDay = calendar.getPreviousMarketDay(startMarketDay);
893
- }
894
- }
895
- const startOpen = getMarketOpenClose({ date: startMarketDay }).open;
896
- return { startDate: startOpen, endDate: endClose };
897
- }
898
- /**
899
- * 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.
900
- *
901
- * This function calculates the actual trading time between two dates by:
902
- * 1. Iterating through each calendar day between startDate and endDate (inclusive)
903
- * 2. For each day that is a market day (not weekend/holiday), getting market open/close times
904
- * 3. Calculating the overlap between the time range and market hours for that day
905
- * 4. Summing up all the trading minutes across all days
906
- *
907
- * The function automatically handles:
908
- * - Weekends (Saturday/Sunday) - skipped entirely
909
- * - Market holidays - skipped entirely
910
- * - Early close days (e.g. day before holidays) - uses early close time
911
- * - Times outside market hours - only counts time within 9:30am-4pm ET (or early close)
912
- *
913
- * Examples:
914
- * - 12pm to 3:30pm same day = 3.5 hours = 210 minutes = 0.54 days
915
- * - 9:30am to 4pm same day = 6.5 hours = 390 minutes = 1 day
916
- * - Friday 2pm to Monday 2pm = 6.5 hours (Friday 2pm-4pm + Monday 9:30am-2pm)
917
- *
918
- * @param startDate - Start date/time
919
- * @param endDate - End date/time (default: now)
920
- * @returns Object containing:
921
- * - days: Trading time as fraction of full trading days (6.5 hours = 1 day)
922
- * - hours: Trading time in hours
923
- * - minutes: Trading time in minutes
924
- */
925
- function countTradingDays(startDate, endDate = new Date()) {
926
- const calendar = new MarketCalendar();
927
- // Ensure start is before end
928
- if (startDate.getTime() > endDate.getTime()) {
929
- throw new Error('Start date must be before end date');
930
- }
931
- let totalMinutes = 0;
932
- // Get the NY dates for iteration
933
- const startNY = toNYTime(startDate);
934
- const endNY = toNYTime(endDate);
935
- // Create date at start of first day (in NY time)
936
- const currentNY = new Date(Date.UTC(startNY.getUTCFullYear(), startNY.getUTCMonth(), startNY.getUTCDate(), 0, 0, 0, 0));
937
- // Iterate through each calendar day
938
- while (currentNY.getTime() <= endNY.getTime()) {
939
- const currentUTC = fromNYTime(currentNY);
940
- // Check if this is a market day
941
- if (calendar.isMarketDay(currentUTC)) {
942
- // Get market hours for this day
943
- const marketTimes = getMarketTimes(currentUTC);
944
- if (marketTimes.marketOpen && marketTimes.open && marketTimes.close) {
945
- // Calculate the overlap between our time range and market hours
946
- const dayStart = Math.max(startDate.getTime(), marketTimes.open.getTime());
947
- const dayEnd = Math.min(endDate.getTime(), marketTimes.close.getTime());
948
- // Only count if there's actual overlap
949
- if (dayStart < dayEnd) {
950
- totalMinutes += (dayEnd - dayStart) / (1000 * 60);
951
- }
952
- }
953
- }
954
- // Move to next day
955
- currentNY.setUTCDate(currentNY.getUTCDate() + 1);
956
- }
957
- // Convert to days, hours, minutes
958
- const MINUTES_PER_TRADING_DAY = 390; // 6.5 hours
959
- const days = totalMinutes / MINUTES_PER_TRADING_DAY;
960
- const hours = totalMinutes / 60;
961
- const minutes = totalMinutes;
962
- return {
963
- days: Math.round(days * 1000) / 1000, // Round to 3 decimal places
964
- hours: Math.round(hours * 100) / 100, // Round to 2 decimal places
965
- minutes: Math.round(minutes),
966
- };
967
- }
968
- /**
969
- * Returns the trading day N days back from a reference date, along with its market open time.
970
- * Trading days are counted as full or half trading days (days that end count as 1 full trading day).
971
- * By default, the most recent completed trading day counts as day 1.
972
- * Set includeMostRecentFullDay to false to count strictly before that day.
973
- *
974
- * @param options - Object with:
975
- * - referenceDate: Date to count back from (default: now)
976
- * - days: Number of trading days to go back (must be an integer >= 1)
977
- * - includeMostRecentFullDay: Whether to include the most recent completed trading day (default: true)
978
- * @returns Object containing:
979
- * - date: Trading date in YYYY-MM-DD format
980
- * - marketOpenISO: Market open time as ISO string (e.g., "2025-11-15T13:30:00.000Z")
981
- * - unixTimestamp: Market open time as Unix timestamp in seconds
982
- * @example
983
- * ```typescript
984
- * // Get the trading day 1 day back (most recent full trading day)
985
- * const result = getTradingDaysBack({ days: 1 });
986
- * console.log(result.date); // "2025-11-01"
987
- * console.log(result.marketOpenISO); // "2025-11-01T13:30:00.000Z"
988
- * console.log(result.unixTimestamp); // 1730466600
989
- *
990
- * // Get the trading day 5 days back from a specific date
991
- * const result2 = getTradingDaysBack({
992
- * referenceDate: new Date('2025-11-15T12:00:00-05:00'),
993
- * days: 5
994
- * });
995
- * ```
996
- */
997
- function getTradingDaysBack(options) {
998
- const calendar = new MarketCalendar();
999
- const { referenceDate, days, includeMostRecentFullDay = true } = options;
1000
- const refDate = referenceDate || new Date();
1001
- const daysBack = days;
1002
- if (!Number.isInteger(daysBack) || daysBack < 1) {
1003
- throw new Error('days must be an integer >= 1');
1004
- }
1005
- // Start from the last full trading date relative to reference
1006
- let targetDate = getLastFullTradingDateImpl(refDate);
1007
- if (!includeMostRecentFullDay) {
1008
- targetDate = calendar.getPreviousMarketDay(targetDate);
1009
- }
1010
- // Go back the specified number of days (we're already at day 1, so go back days-1 more)
1011
- for (let i = 1; i < daysBack; i++) {
1012
- targetDate = calendar.getPreviousMarketDay(targetDate);
1013
- }
1014
- // Get market open time for this date
1015
- const marketTimes = getMarketTimes(targetDate);
1016
- if (!marketTimes.open) {
1017
- throw new Error(`No market open time for target date`);
1018
- }
1019
- // Format the date string (YYYY-MM-DD) in NY time
1020
- const nyDate = toNYTime(marketTimes.open);
1021
- const dateStr = `${nyDate.getUTCFullYear()}-${String(nyDate.getUTCMonth() + 1).padStart(2, '0')}-${String(nyDate.getUTCDate()).padStart(2, '0')}`;
1022
- const marketOpenISO = marketTimes.open.toISOString();
1023
- const unixTimestamp = Math.floor(marketTimes.open.getTime() / 1000);
1024
- return {
1025
- date: dateStr,
1026
- marketOpenISO,
1027
- unixTimestamp,
1028
- };
1029
- }
1030
- // Export MARKET_TIMES for compatibility
1031
- const MARKET_TIMES = {
1032
- TIMEZONE: MARKET_CONFIG.TIMEZONE,
1033
- PRE: {
1034
- START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
1035
- END: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
1036
- },
1037
- EARLY_MORNING: {
1038
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
1039
- END: { HOUR: 10, MINUTE: 0, MINUTES: 600 },
1040
- },
1041
- EARLY_CLOSE_BEFORE_HOLIDAY: {
1042
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
1043
- END: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
1044
- },
1045
- EARLY_EXTENDED_BEFORE_HOLIDAY: {
1046
- START: { HOUR: 13, MINUTE: 0, MINUTES: 780 },
1047
- END: { HOUR: 17, MINUTE: 0, MINUTES: 1020 },
1048
- },
1049
- REGULAR: {
1050
- START: { HOUR: 9, MINUTE: 30, MINUTES: 570 },
1051
- END: { HOUR: 16, MINUTE: 0, MINUTES: 960 },
1052
- },
1053
- EXTENDED: {
1054
- START: { HOUR: 4, MINUTE: 0, MINUTES: 240 },
1055
- END: { HOUR: 20, MINUTE: 0, MINUTES: 1200 },
1056
- },
1057
- };
1058
383
 
1059
384
  /*
1060
385
  How it works:
@@ -15190,132 +14515,1774 @@ class AlpacaMarketDataAPI extends EventEmitter {
15190
14515
  }
15191
14516
  }
15192
14517
  // Export the singleton instance
15193
- AlpacaMarketDataAPI.getInstance();
15194
-
15195
- const disco = {
15196
- time: {
15197
- convertDateToMarketTimeZone: convertDateToMarketTimeZone,
15198
- getStartAndEndDates: getStartAndEndDates,
15199
- getMarketOpenClose: getMarketOpenClose,
15200
- getOpenCloseForTradingDay: getOpenCloseForTradingDay,
15201
- getLastFullTradingDate: getLastFullTradingDate,
15202
- getNextMarketDay: getNextMarketDay,
15203
- getPreviousMarketDay: getPreviousMarketDay,
15204
- getMarketTimePeriod: getMarketTimePeriod,
15205
- getMarketStatus: getMarketStatus,
15206
- getNYTimeZone: getNYTimeZone,
15207
- getTradingDate: getTradingDate,
15208
- getTradingStartAndEndDates: getTradingStartAndEndDates,
15209
- getTradingDaysBack: getTradingDaysBack,
15210
- isMarketDay: isMarketDay,
15211
- isWithinMarketHours: isWithinMarketHours,
15212
- countTradingDays: countTradingDays,
15213
- MARKET_TIMES: MARKET_TIMES,
15214
- }};
14518
+ const marketDataAPI = AlpacaMarketDataAPI.getInstance();
15215
14519
 
15216
- // Test file for context functionality
15217
- //testGetMarketStatus();
15218
- // Test getTradingDate for grouping data
15219
- function testGetTradingDate() {
15220
- const testCases = [
15221
- {
15222
- label: 'Market day (regular)',
15223
- input: '2025-07-10T10:00:00-04:00',
15224
- expected: '2025-07-10',
15225
- },
15226
- {
15227
- label: 'Weekend (Saturday, should return it anyway )',
15228
- input: '2025-07-12T12:00:00-04:00',
15229
- expected: '2025-07-12',
15230
- },
15231
- {
15232
- label: 'Holiday (Independence Day, should return it anyway)',
15233
- input: '2025-07-04T12:00:00-04:00',
15234
- expected: '2025-07-04',
15235
- },
15236
- {
15237
- label: 'Input as Date object',
15238
- input: new Date('2025-07-10T10:00:00-04:00'),
15239
- expected: '2025-07-10',
15240
- },
15241
- {
15242
- label: 'Input as timestamp (number)',
15243
- input: new Date('2025-07-10T10:00:00-04:00').getTime(),
15244
- expected: '2025-07-10',
15245
- },
15246
- {
15247
- label: 'Input as ISO string',
15248
- input: '2025-07-10T10:00:00-04:00',
15249
- expected: '2025-07-10',
15250
- },
15251
- {
15252
- label: 'Edge case (Jan 24, 2026, early morning EST)',
15253
- input: '2026-01-24T00:30:00-05:00',
15254
- expected: '2026-01-24',
15255
- },
15256
- {
15257
- label: 'Edge case (Jan 24, 2026, late night EST)',
15258
- input: '2026-01-24T23:59:59-05:00',
15259
- expected: '2026-01-24',
15260
- },
15261
- {
15262
- label: 'Edge case (Jan 25, 2026, start of day EST)',
15263
- input: '2026-01-25T00:00:00-05:00',
15264
- expected: '2026-01-25',
15265
- },
15266
- {
15267
- label: 'Edge case (Jan 25, 2026, late night EST)',
15268
- input: '2026-01-25T23:59:59-05:00',
15269
- expected: '2026-01-25',
15270
- },
15271
- {
15272
- label: 'Edge case (Jan 26, 2026, start of day EST)',
15273
- input: '2026-01-26T00:00:00-05:00',
15274
- expected: '2026-01-26',
15275
- },
15276
- {
15277
- label: 'Edge case (Jan 26, 2026, 02:00Z = Jan 25, 21:00 EST)',
15278
- input: '2026-01-26T02:00:00Z',
15279
- expected: '2026-01-25',
15280
- },
15281
- {
15282
- label: 'Edge case (Jan 26, 2026, 04:59:59Z = Jan 25, 23:59:59 EST)',
15283
- input: '2026-01-26T04:59:59Z',
15284
- expected: '2026-01-25',
15285
- },
15286
- {
15287
- label: 'Edge case (Jan 26, 2026, 05:00:00Z = Jan 26, 00:00:00 EST)',
15288
- input: '2026-01-26T05:00:00Z',
15289
- expected: '2026-01-26',
15290
- },
15291
- {
15292
- label: 'Edge case (Jan 24, 2026, timestamp input EST)',
15293
- input: new Date('2026-01-24T12:00:00-05:00').getTime(),
15294
- expected: '2026-01-24',
15295
- },
15296
- ];
15297
- for (const { label, input, expected } of testCases) {
15298
- const result = disco.time.getTradingDate(input);
15299
- const pass = result === expected;
15300
- console.log(`\nTest: ${label}`);
15301
- console.log(` Input: ${input instanceof Date ? input.toISOString() : input}`);
15302
- console.log(` Result: ${result} ${pass ? '✓' : `✗ (expected ${expected})`}`);
15303
- if (!pass) {
15304
- console.error(` FAILED: Expected ${expected}, got ${result}`);
14520
+ const limitPriceSlippagePercent100 = 0.1; // 0.1%
14521
+ /**
14522
+ Websocket example
14523
+ const alpacaAPI = createAlpacaTradingAPI(credentials); // type AlpacaCredentials
14524
+ alpacaAPI.onTradeUpdate((update: TradeUpdate) => {
14525
+ this.log(`Received trade update: event ${update.event} for an order to ${update.order.side} ${update.order.qty} of ${update.order.symbol}`);
14526
+ });
14527
+ alpacaAPI.connectWebsocket(); // necessary to connect to the WebSocket
14528
+
14529
+ Portfolio History examples
14530
+ // Get standard portfolio history
14531
+ const portfolioHistory = await alpacaAPI.getPortfolioHistory({
14532
+ timeframe: '1D',
14533
+ period: '1M'
14534
+ });
14535
+
14536
+ // Get daily portfolio history with current day included (if available from hourly data)
14537
+ const dailyHistory = await alpacaAPI.getPortfolioDailyHistory({
14538
+ period: '1M'
14539
+ });
14540
+ */
14541
+ class AlpacaTradingAPI {
14542
+ static new(credentials) {
14543
+ return new AlpacaTradingAPI(credentials);
14544
+ }
14545
+ static getInstance(credentials) {
14546
+ return new AlpacaTradingAPI(credentials);
14547
+ }
14548
+ ws = null;
14549
+ headers;
14550
+ tradeUpdateCallback = null;
14551
+ credentials;
14552
+ apiBaseUrl;
14553
+ wsUrl;
14554
+ authenticated = false;
14555
+ connecting = false;
14556
+ reconnectDelay = 10000; // 10 seconds between reconnection attempts
14557
+ reconnectTimeout = null;
14558
+ messageHandlers = new Map();
14559
+ debugLogging = false;
14560
+ manualDisconnect = false;
14561
+ /**
14562
+ * Constructor for AlpacaTradingAPI
14563
+ * @param credentials - Alpaca credentials,
14564
+ * accountName: string; // The account identifier used inthis.logs and tracking
14565
+ * apiKey: string; // Alpaca API key
14566
+ * apiSecret: string; // Alpaca API secret
14567
+ * type: AlpacaAccountType;
14568
+ * orderType: AlpacaOrderType;
14569
+ * @param options - Optional options
14570
+ * debugLogging: boolean; // Whether to log messages of type 'debug'
14571
+ */
14572
+ constructor(credentials, options) {
14573
+ this.credentials = credentials;
14574
+ // Set URLs based on account type
14575
+ this.apiBaseUrl =
14576
+ credentials.type === 'PAPER' ? 'https://paper-api.alpaca.markets/v2' : 'https://api.alpaca.markets/v2';
14577
+ this.wsUrl =
14578
+ credentials.type === 'PAPER' ? 'wss://paper-api.alpaca.markets/stream' : 'wss://api.alpaca.markets/stream';
14579
+ this.headers = {
14580
+ 'APCA-API-KEY-ID': credentials.apiKey,
14581
+ 'APCA-API-SECRET-KEY': credentials.apiSecret,
14582
+ 'Content-Type': 'application/json',
14583
+ };
14584
+ // Initialize message handlers
14585
+ this.messageHandlers.set('authorization', this.handleAuthMessage.bind(this));
14586
+ this.messageHandlers.set('listening', this.handleListenMessage.bind(this));
14587
+ this.messageHandlers.set('trade_updates', this.handleTradeUpdate.bind(this));
14588
+ this.debugLogging = options?.debugLogging || false;
14589
+ }
14590
+ log(message, options = { type: 'info' }) {
14591
+ if (this.debugLogging && options.type === 'debug') {
14592
+ return;
15305
14593
  }
14594
+ log$1(message, { ...options, source: 'AlpacaTradingAPI', account: this.credentials.accountName });
15306
14595
  }
15307
- }
15308
- // testGetPortfolioDailyHistory();
15309
- // testWebSocketConnectAndDisconnect();
15310
- // testGetAssetsShortableFilter();
15311
- // testLLM();
15312
- // testImageModelDefaults();
15313
- // testGetTradingDaysBack();
15314
- // testMOOAndMOCOrders();
15315
- // testMarketDataAPI();
15316
- // Test market data subscription with a real symbol or FAKEPACA
15317
- // Uncomment one of the following to test:
15318
- // testMarketDataSubscription('SPY');
15319
- // testMarketDataSubscription('FAKEPACA');
15320
- testGetTradingDate();
14596
+ /**
14597
+ * Round a price to the nearest 2 decimal places for Alpaca, or 4 decimal places for prices less than $1
14598
+ * @param price - The price to round
14599
+ * @returns The rounded price
14600
+ */
14601
+ roundPriceForAlpaca = (price) => {
14602
+ return price >= 1 ? Math.round(price * 100) / 100 : Math.round(price * 10000) / 10000;
14603
+ };
14604
+ handleAuthMessage(data) {
14605
+ if (data.status === 'authorized') {
14606
+ this.authenticated = true;
14607
+ this.log('WebSocket authenticated');
14608
+ }
14609
+ else {
14610
+ this.log(`Authentication failed: ${data.message || 'Unknown error'}`, {
14611
+ type: 'error',
14612
+ });
14613
+ }
14614
+ }
14615
+ handleListenMessage(data) {
14616
+ if (data.streams?.includes('trade_updates')) {
14617
+ this.log('Successfully subscribed to trade updates');
14618
+ }
14619
+ }
14620
+ handleTradeUpdate(data) {
14621
+ if (this.tradeUpdateCallback) {
14622
+ this.log(`Trade update: ${data.event} to ${data.order.side} ${data.order.qty} shares${data.event === 'partial_fill' ? ` (filled shares: ${data.order.filled_qty})` : ''}, type ${data.order.type}`, {
14623
+ symbol: data.order.symbol,
14624
+ type: 'debug',
14625
+ });
14626
+ this.tradeUpdateCallback(data);
14627
+ }
14628
+ }
14629
+ handleMessage(message) {
14630
+ try {
14631
+ const data = JSON.parse(message);
14632
+ const handler = this.messageHandlers.get(data.stream);
14633
+ if (handler) {
14634
+ handler(data.data);
14635
+ }
14636
+ else {
14637
+ this.log(`Received message for unknown stream: ${data.stream}`, {
14638
+ type: 'warn',
14639
+ });
14640
+ }
14641
+ }
14642
+ catch (error) {
14643
+ this.log('Failed to parse WebSocket message', {
14644
+ type: 'error',
14645
+ metadata: { error: error instanceof Error ? error.message : 'Unknown error' },
14646
+ });
14647
+ }
14648
+ }
14649
+ connectWebsocket() {
14650
+ // Reset manual disconnect flag to allow reconnection logic
14651
+ this.manualDisconnect = false;
14652
+ if (this.connecting) {
14653
+ this.log('Connection attempt skipped - already connecting');
14654
+ return;
14655
+ }
14656
+ if (this.ws?.readyState === WebSocket.OPEN) {
14657
+ this.log('Connection attempt skipped - already connected');
14658
+ return;
14659
+ }
14660
+ this.connecting = true;
14661
+ if (this.ws) {
14662
+ this.ws.removeAllListeners();
14663
+ this.ws.terminate();
14664
+ this.ws = null;
14665
+ }
14666
+ this.log(`Connecting to WebSocket at ${this.wsUrl}...`);
14667
+ this.ws = new WebSocket(this.wsUrl);
14668
+ this.ws.on('open', async () => {
14669
+ try {
14670
+ this.log('WebSocket connected');
14671
+ await this.authenticate();
14672
+ await this.subscribeToTradeUpdates();
14673
+ this.connecting = false;
14674
+ }
14675
+ catch (error) {
14676
+ this.log('Failed to setup WebSocket connection', {
14677
+ type: 'error',
14678
+ metadata: { error: error instanceof Error ? error.message : 'Unknown error' },
14679
+ });
14680
+ this.ws?.close();
14681
+ }
14682
+ });
14683
+ this.ws.on('message', (data) => {
14684
+ this.handleMessage(data.toString());
14685
+ });
14686
+ this.ws.on('error', (error) => {
14687
+ this.log('WebSocket error', {
14688
+ type: 'error',
14689
+ metadata: { error: error instanceof Error ? error.message : 'Unknown error' },
14690
+ });
14691
+ this.connecting = false;
14692
+ });
14693
+ this.ws.on('close', () => {
14694
+ this.log('WebSocket connection closed');
14695
+ this.authenticated = false;
14696
+ this.connecting = false;
14697
+ // Clear any existing reconnect timeout
14698
+ if (this.reconnectTimeout) {
14699
+ clearTimeout(this.reconnectTimeout);
14700
+ this.reconnectTimeout = null;
14701
+ }
14702
+ // Schedule reconnection unless this was a manual disconnect
14703
+ if (!this.manualDisconnect) {
14704
+ this.reconnectTimeout = setTimeout(() => {
14705
+ this.log('Attempting to reconnect...');
14706
+ this.connectWebsocket();
14707
+ }, this.reconnectDelay);
14708
+ }
14709
+ });
14710
+ }
14711
+ /**
14712
+ * Cleanly disconnect from the WebSocket and stop auto-reconnects
14713
+ */
14714
+ disconnect() {
14715
+ // Prevent auto-reconnect scheduling
14716
+ this.manualDisconnect = true;
14717
+ // Clear any scheduled reconnect
14718
+ if (this.reconnectTimeout) {
14719
+ clearTimeout(this.reconnectTimeout);
14720
+ this.reconnectTimeout = null;
14721
+ }
14722
+ if (this.ws) {
14723
+ this.log('Disconnecting WebSocket...');
14724
+ // Remove listeners first to avoid duplicate handlers after reconnects
14725
+ this.ws.removeAllListeners();
14726
+ try {
14727
+ // Attempt graceful close
14728
+ if (this.ws.readyState === WebSocket.OPEN || this.ws.readyState === WebSocket.CONNECTING) {
14729
+ this.ws.close(1000, 'Client disconnect');
14730
+ }
14731
+ else {
14732
+ this.ws.terminate();
14733
+ }
14734
+ }
14735
+ catch {
14736
+ // Fallback terminate on any error
14737
+ try {
14738
+ this.ws.terminate();
14739
+ }
14740
+ catch {
14741
+ /* no-op */
14742
+ }
14743
+ }
14744
+ this.ws = null;
14745
+ }
14746
+ this.authenticated = false;
14747
+ this.connecting = false;
14748
+ this.log('WebSocket disconnected');
14749
+ }
14750
+ async authenticate() {
14751
+ if (!this.ws || this.ws.readyState !== WebSocket.OPEN) {
14752
+ throw new Error('WebSocket not ready for authentication');
14753
+ }
14754
+ const authMessage = {
14755
+ action: 'auth',
14756
+ key: this.credentials.apiKey,
14757
+ secret: this.credentials.apiSecret,
14758
+ };
14759
+ this.ws.send(JSON.stringify(authMessage));
14760
+ return new Promise((resolve, reject) => {
14761
+ const authTimeout = setTimeout(() => {
14762
+ this.log('Authentication timeout', { type: 'error' });
14763
+ reject(new Error('Authentication timed out'));
14764
+ }, 10000);
14765
+ const handleAuthResponse = (data) => {
14766
+ try {
14767
+ const message = JSON.parse(data.toString());
14768
+ if (message.stream === 'authorization') {
14769
+ this.ws?.removeListener('message', handleAuthResponse);
14770
+ clearTimeout(authTimeout);
14771
+ if (message.data?.status === 'authorized') {
14772
+ this.authenticated = true;
14773
+ resolve();
14774
+ }
14775
+ else {
14776
+ const error = `Authentication failed: ${message.data?.message || 'Unknown error'}`;
14777
+ this.log(error, { type: 'error' });
14778
+ reject(new Error(error));
14779
+ }
14780
+ }
14781
+ }
14782
+ catch (error) {
14783
+ this.log('Failed to parse auth response', {
14784
+ type: 'error',
14785
+ metadata: { error: error instanceof Error ? error.message : 'Unknown error' },
14786
+ });
14787
+ }
14788
+ };
14789
+ this.ws?.on('message', handleAuthResponse);
14790
+ });
14791
+ }
14792
+ async subscribeToTradeUpdates() {
14793
+ if (!this.ws || this.ws.readyState !== WebSocket.OPEN || !this.authenticated) {
14794
+ throw new Error('WebSocket not ready for subscription');
14795
+ }
14796
+ const listenMessage = {
14797
+ action: 'listen',
14798
+ data: {
14799
+ streams: ['trade_updates'],
14800
+ },
14801
+ };
14802
+ this.ws.send(JSON.stringify(listenMessage));
14803
+ return new Promise((resolve, reject) => {
14804
+ const listenTimeout = setTimeout(() => {
14805
+ reject(new Error('Subscribe timeout'));
14806
+ }, 10000);
14807
+ const handleListenResponse = (data) => {
14808
+ try {
14809
+ const message = JSON.parse(data.toString());
14810
+ if (message.stream === 'listening') {
14811
+ this.ws?.removeListener('message', handleListenResponse);
14812
+ clearTimeout(listenTimeout);
14813
+ if (message.data?.streams?.includes('trade_updates')) {
14814
+ resolve();
14815
+ }
14816
+ else {
14817
+ reject(new Error('Failed to subscribe to trade updates'));
14818
+ }
14819
+ }
14820
+ }
14821
+ catch (error) {
14822
+ this.log('Failed to parse listen response', {
14823
+ type: 'error',
14824
+ metadata: { error: error instanceof Error ? error.message : 'Unknown error' },
14825
+ });
14826
+ }
14827
+ };
14828
+ this.ws?.on('message', handleListenResponse);
14829
+ });
14830
+ }
14831
+ async makeRequest(endpoint, method = 'GET', body, queryString = '') {
14832
+ const url = `${this.apiBaseUrl}${endpoint}${queryString}`;
14833
+ try {
14834
+ const response = await fetch(url, {
14835
+ method,
14836
+ headers: this.headers,
14837
+ body: body ? JSON.stringify(body) : undefined,
14838
+ });
14839
+ if (!response.ok) {
14840
+ const errorText = await response.text();
14841
+ this.log(`Alpaca API error (${response.status}): ${errorText}`, { type: 'error' });
14842
+ throw new Error(`Alpaca API error (${response.status}): ${errorText}`);
14843
+ }
14844
+ // Handle responses with no content (e.g., 204 No Content)
14845
+ if (response.status === 204 || response.headers.get('content-length') === '0') {
14846
+ return null;
14847
+ }
14848
+ const contentType = response.headers.get('content-type');
14849
+ if (contentType && contentType.includes('application/json')) {
14850
+ return await response.json();
14851
+ }
14852
+ // For non-JSON responses, return the text content
14853
+ const textContent = await response.text();
14854
+ return textContent || null;
14855
+ }
14856
+ catch (err) {
14857
+ const error = err;
14858
+ this.log(`Error in makeRequest: ${error.message}. Url: ${url}`, {
14859
+ source: 'AlpacaAPI',
14860
+ type: 'error',
14861
+ });
14862
+ throw error;
14863
+ }
14864
+ }
14865
+ async getPositions(assetClass) {
14866
+ const positions = (await this.makeRequest('/positions'));
14867
+ if (assetClass) {
14868
+ return positions.filter((position) => position.asset_class === assetClass);
14869
+ }
14870
+ return positions;
14871
+ }
14872
+ /**
14873
+ * Get all orders
14874
+ * @param params (GetOrdersParams) - optional parameters to filter the orders
14875
+ * - status: 'open' | 'closed' | 'all'
14876
+ * - limit: number
14877
+ * - after: string
14878
+ * - until: string
14879
+ * - direction: 'asc' | 'desc'
14880
+ * - nested: boolean
14881
+ * - symbols: string[], an array of all the symbols
14882
+ * - side: 'buy' | 'sell'
14883
+ * @returns all orders
14884
+ */
14885
+ async getOrders(params = {}) {
14886
+ const queryParams = new URLSearchParams();
14887
+ if (params.status)
14888
+ queryParams.append('status', params.status);
14889
+ if (params.limit)
14890
+ queryParams.append('limit', params.limit.toString());
14891
+ if (params.after)
14892
+ queryParams.append('after', params.after);
14893
+ if (params.until)
14894
+ queryParams.append('until', params.until);
14895
+ if (params.direction)
14896
+ queryParams.append('direction', params.direction);
14897
+ if (params.nested)
14898
+ queryParams.append('nested', params.nested.toString());
14899
+ if (params.symbols)
14900
+ queryParams.append('symbols', params.symbols.join(','));
14901
+ if (params.side)
14902
+ queryParams.append('side', params.side);
14903
+ const endpoint = `/orders${queryParams.toString() ? `?${queryParams.toString()}` : ''}`;
14904
+ try {
14905
+ return await this.makeRequest(endpoint);
14906
+ }
14907
+ catch (error) {
14908
+ this.log(`Error getting orders: ${error}`, { type: 'error' });
14909
+ throw error;
14910
+ }
14911
+ }
14912
+ async getAccountDetails() {
14913
+ try {
14914
+ return await this.makeRequest('/account');
14915
+ }
14916
+ catch (error) {
14917
+ this.log(`Error getting account details: ${error}`, { type: 'error' });
14918
+ throw error;
14919
+ }
14920
+ }
14921
+ /**
14922
+ * Create a trailing stop order
14923
+ * @param symbol (string) - the symbol of the order
14924
+ * @param qty (number) - the quantity of the order
14925
+ * @param side (string) - the side of the order
14926
+ * @param trailPercent100 (number) - the trail percent of the order (scale 100, i.e. 0.5 = 0.5%)
14927
+ * @param position_intent (string) - the position intent of the order
14928
+ * @param client_order_id (string) - optional client order id
14929
+ * @returns The created trailing stop order
14930
+ */
14931
+ async createTrailingStop(symbol, qty, side, trailPercent100, position_intent, client_order_id) {
14932
+ this.log(`Creating trailing stop ${side.toUpperCase()} ${qty} shares for ${symbol} with trail percent ${trailPercent100}%`, {
14933
+ symbol,
14934
+ });
14935
+ const body = {
14936
+ symbol,
14937
+ qty: Math.abs(qty),
14938
+ side,
14939
+ position_intent,
14940
+ order_class: 'simple',
14941
+ type: 'trailing_stop',
14942
+ trail_percent: trailPercent100, // Already in decimal form (e.g., 4 for 4%)
14943
+ time_in_force: 'gtc',
14944
+ };
14945
+ if (client_order_id !== undefined) {
14946
+ body.client_order_id = client_order_id;
14947
+ }
14948
+ try {
14949
+ return await this.makeRequest(`/orders`, 'POST', body);
14950
+ }
14951
+ catch (error) {
14952
+ this.log(`Error creating trailing stop: ${error}`, {
14953
+ symbol,
14954
+ type: 'error',
14955
+ });
14956
+ throw error;
14957
+ }
14958
+ }
14959
+ /**
14960
+ * Create a stop order (stop or stop-limit)
14961
+ * @param symbol (string) - the symbol of the order
14962
+ * @param qty (number) - the quantity of the order
14963
+ * @param side (string) - the side of the order
14964
+ * @param stopPrice (number) - the stop price that triggers the order
14965
+ * @param position_intent (string) - the position intent of the order
14966
+ * @param limitPrice (number) - optional limit price (if provided, creates a stop-limit order)
14967
+ * @param client_order_id (string) - optional client order id
14968
+ * @returns The created stop order
14969
+ */
14970
+ async createStopOrder(symbol, qty, side, stopPrice, position_intent, limitPrice, client_order_id) {
14971
+ const isStopLimit = limitPrice !== undefined;
14972
+ const orderType = isStopLimit ? 'stop-limit' : 'stop';
14973
+ this.log(`Creating ${orderType} ${side.toUpperCase()} ${qty} shares for ${symbol} with stop price ${stopPrice}${isStopLimit ? ` and limit price ${limitPrice}` : ''}`, {
14974
+ symbol,
14975
+ });
14976
+ const body = {
14977
+ symbol,
14978
+ qty: Math.abs(qty).toString(),
14979
+ side,
14980
+ position_intent,
14981
+ order_class: 'simple',
14982
+ type: isStopLimit ? 'stop_limit' : 'stop',
14983
+ stop_price: this.roundPriceForAlpaca(stopPrice),
14984
+ time_in_force: 'gtc',
14985
+ };
14986
+ if (isStopLimit) {
14987
+ body.limit_price = this.roundPriceForAlpaca(limitPrice);
14988
+ }
14989
+ if (client_order_id !== undefined) {
14990
+ body.client_order_id = client_order_id;
14991
+ }
14992
+ try {
14993
+ return await this.makeRequest(`/orders`, 'POST', body);
14994
+ }
14995
+ catch (error) {
14996
+ this.log(`Error creating ${orderType} order: ${error}`, {
14997
+ symbol,
14998
+ type: 'error',
14999
+ });
15000
+ throw error;
15001
+ }
15002
+ }
15003
+ /**
15004
+ * Create a market order
15005
+ * @param symbol (string) - the symbol of the order
15006
+ * @param qty (number) - the quantity of the order
15007
+ * @param side (string) - the side of the order
15008
+ * @param position_intent (string) - the position intent of the order. Important for knowing if a position needs a trailing stop.
15009
+ * @param client_order_id (string) - optional client order id
15010
+ */
15011
+ async createMarketOrder(symbol, qty, side, position_intent, client_order_id) {
15012
+ this.log(`Creating market order for ${symbol}: ${side} ${qty} shares (${position_intent})`, {
15013
+ symbol,
15014
+ });
15015
+ const body = {
15016
+ symbol,
15017
+ qty: Math.abs(qty).toString(),
15018
+ side,
15019
+ position_intent,
15020
+ type: 'market',
15021
+ time_in_force: 'day',
15022
+ order_class: 'simple',
15023
+ };
15024
+ if (client_order_id !== undefined) {
15025
+ body.client_order_id = client_order_id;
15026
+ }
15027
+ try {
15028
+ return await this.makeRequest('/orders', 'POST', body);
15029
+ }
15030
+ catch (error) {
15031
+ this.log(`Error creating market order: ${error}`, { type: 'error' });
15032
+ throw error;
15033
+ }
15034
+ }
15035
+ /**
15036
+ * Create a Market on Open (MOO) order - executes in the opening auction
15037
+ *
15038
+ * IMPORTANT TIMING CONSTRAINTS:
15039
+ * - Valid submission window: After 7:00pm ET and before 9:28am ET
15040
+ * - Orders submitted between 9:28am and 7:00pm ET will be REJECTED
15041
+ * - Orders submitted after 7:00pm ET are queued for the next trading day's opening auction
15042
+ * - Example: An order at 8:00pm Monday will execute at Tuesday's market open (9:30am)
15043
+ *
15044
+ * @param symbol - The symbol of the order
15045
+ * @param qty - The quantity of shares
15046
+ * @param side - Buy or sell
15047
+ * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
15048
+ * @param client_order_id - Optional client order id
15049
+ * @returns The created order
15050
+ */
15051
+ async createMOOOrder(symbol, qty, side, position_intent, client_order_id) {
15052
+ this.log(`Creating Market on Open order for ${symbol}: ${side} ${qty} shares (${position_intent})`, {
15053
+ symbol,
15054
+ });
15055
+ const body = {
15056
+ symbol,
15057
+ qty: Math.abs(qty).toString(),
15058
+ side,
15059
+ position_intent,
15060
+ type: 'market',
15061
+ time_in_force: 'opg',
15062
+ order_class: 'simple',
15063
+ };
15064
+ if (client_order_id !== undefined) {
15065
+ body.client_order_id = client_order_id;
15066
+ }
15067
+ try {
15068
+ return await this.makeRequest('/orders', 'POST', body);
15069
+ }
15070
+ catch (error) {
15071
+ this.log(`Error creating MOO order: ${error}`, { type: 'error' });
15072
+ throw error;
15073
+ }
15074
+ }
15075
+ /**
15076
+ * Create a Market on Close (MOC) order - executes in the closing auction
15077
+ *
15078
+ * IMPORTANT TIMING CONSTRAINTS:
15079
+ * - Valid submission window: After 7:00pm ET (previous day) and before 3:50pm ET (same day)
15080
+ * - Orders submitted between 3:50pm and 7:00pm ET will be REJECTED
15081
+ * - Orders submitted after 7:00pm ET are queued for the next trading day's closing auction
15082
+ * - Example: An order at 8:00pm Monday will execute at Tuesday's market close (4:00pm)
15083
+ *
15084
+ * @param symbol - The symbol of the order
15085
+ * @param qty - The quantity of shares
15086
+ * @param side - Buy or sell
15087
+ * @param position_intent - The position intent (buy_to_open, sell_to_close, etc.)
15088
+ * @param client_order_id - Optional client order id
15089
+ * @returns The created order
15090
+ */
15091
+ async createMOCOrder(symbol, qty, side, position_intent, client_order_id) {
15092
+ this.log(`Creating Market on Close order for ${symbol}: ${side} ${qty} shares (${position_intent})`, {
15093
+ symbol,
15094
+ });
15095
+ const body = {
15096
+ symbol,
15097
+ qty: Math.abs(qty).toString(),
15098
+ side,
15099
+ position_intent,
15100
+ type: 'market',
15101
+ time_in_force: 'cls',
15102
+ order_class: 'simple',
15103
+ };
15104
+ if (client_order_id !== undefined) {
15105
+ body.client_order_id = client_order_id;
15106
+ }
15107
+ try {
15108
+ return await this.makeRequest('/orders', 'POST', body);
15109
+ }
15110
+ catch (error) {
15111
+ this.log(`Error creating MOC order: ${error}`, { type: 'error' });
15112
+ throw error;
15113
+ }
15114
+ }
15115
+ /**
15116
+ * Create an OCO (One-Cancels-Other) order with take profit and stop loss
15117
+ * @param symbol (string) - the symbol of the order
15118
+ * @param qty (number) - the quantity of the order
15119
+ * @param side (string) - the side of the order (buy or sell)
15120
+ * @param position_intent (string) - the position intent of the order
15121
+ * @param limitPrice (number) - the limit price for the entry order (OCO orders must be limit orders)
15122
+ * @param takeProfitPrice (number) - the take profit price
15123
+ * @param stopLossPrice (number) - the stop loss price
15124
+ * @param stopLossLimitPrice (number) - optional limit price for stop loss (creates stop-limit instead of stop)
15125
+ * @param client_order_id (string) - optional client order id
15126
+ * @returns The created OCO order
15127
+ */
15128
+ async createOCOOrder(symbol, qty, side, position_intent, limitPrice, takeProfitPrice, stopLossPrice, stopLossLimitPrice, client_order_id) {
15129
+ this.log(`Creating OCO order ${side.toUpperCase()} ${qty} shares for ${symbol} at limit ${limitPrice} with take profit ${takeProfitPrice} and stop loss ${stopLossPrice}`, {
15130
+ symbol,
15131
+ });
15132
+ const body = {
15133
+ symbol,
15134
+ qty: Math.abs(qty).toString(),
15135
+ side,
15136
+ position_intent,
15137
+ order_class: 'oco',
15138
+ type: 'limit',
15139
+ limit_price: this.roundPriceForAlpaca(limitPrice),
15140
+ time_in_force: 'gtc',
15141
+ take_profit: {
15142
+ limit_price: this.roundPriceForAlpaca(takeProfitPrice),
15143
+ },
15144
+ stop_loss: {
15145
+ stop_price: this.roundPriceForAlpaca(stopLossPrice),
15146
+ },
15147
+ };
15148
+ // If stop loss limit price is provided, create stop-limit order
15149
+ if (stopLossLimitPrice !== undefined) {
15150
+ body.stop_loss.limit_price = this.roundPriceForAlpaca(stopLossLimitPrice);
15151
+ }
15152
+ if (client_order_id !== undefined) {
15153
+ body.client_order_id = client_order_id;
15154
+ }
15155
+ try {
15156
+ return await this.makeRequest(`/orders`, 'POST', body);
15157
+ }
15158
+ catch (error) {
15159
+ this.log(`Error creating OCO order: ${error}`, {
15160
+ symbol,
15161
+ type: 'error',
15162
+ });
15163
+ throw error;
15164
+ }
15165
+ }
15166
+ /**
15167
+ * 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.
15168
+ * @param symbol (string) - the symbol of the order
15169
+ * @returns the current trail percent
15170
+ */
15171
+ async getCurrentTrailPercent(symbol) {
15172
+ try {
15173
+ const orders = await this.getOrders({
15174
+ status: 'open',
15175
+ symbols: [symbol],
15176
+ });
15177
+ const trailingStopOrder = orders.find((order) => order.type === 'trailing_stop' &&
15178
+ (order.position_intent === 'sell_to_close' || order.position_intent === 'buy_to_close'));
15179
+ if (!trailingStopOrder) {
15180
+ this.log(`No closing trailing stop order found for ${symbol}`, {
15181
+ symbol,
15182
+ });
15183
+ return null;
15184
+ }
15185
+ if (!trailingStopOrder.trail_percent) {
15186
+ this.log(`Trailing stop order found for ${symbol} but no trail_percent value`, {
15187
+ symbol,
15188
+ });
15189
+ return null;
15190
+ }
15191
+ const trailPercent = parseFloat(trailingStopOrder.trail_percent);
15192
+ return trailPercent;
15193
+ }
15194
+ catch (error) {
15195
+ this.log(`Error getting current trail percent: ${error}`, {
15196
+ symbol,
15197
+ type: 'error',
15198
+ });
15199
+ throw error;
15200
+ }
15201
+ }
15202
+ /**
15203
+ * Update the trail percent for a trailing stop order
15204
+ * @param symbol (string) - the symbol of the order
15205
+ * @param trailPercent100 (number) - the trail percent of the order (scale 100, i.e. 0.5 = 0.5%)
15206
+ */
15207
+ async updateTrailingStop(symbol, trailPercent100) {
15208
+ // First get all open orders for this symbol
15209
+ const orders = await this.getOrders({
15210
+ status: 'open',
15211
+ symbols: [symbol],
15212
+ });
15213
+ // Find the trailing stop order
15214
+ const trailingStopOrder = orders.find((order) => order.type === 'trailing_stop');
15215
+ if (!trailingStopOrder) {
15216
+ this.log(`No open trailing stop order found for ${symbol}`, { type: 'error', symbol });
15217
+ return;
15218
+ }
15219
+ // Check if the trail_percent is already set to the desired value
15220
+ const currentTrailPercent = trailingStopOrder.trail_percent ? parseFloat(trailingStopOrder.trail_percent) : null;
15221
+ // Compare with a small epsilon to handle floating point precision
15222
+ const epsilon = 0.0001;
15223
+ if (currentTrailPercent !== null && Math.abs(currentTrailPercent - trailPercent100) < epsilon) {
15224
+ this.log(`Trailing stop for ${symbol} already set to ${trailPercent100}% (current: ${currentTrailPercent}%), skipping update`, {
15225
+ symbol,
15226
+ });
15227
+ return;
15228
+ }
15229
+ this.log(`Updating trailing stop for ${symbol} from ${currentTrailPercent}% to ${trailPercent100}%`, {
15230
+ symbol,
15231
+ });
15232
+ try {
15233
+ await this.makeRequest(`/orders/${trailingStopOrder.id}`, 'PATCH', {
15234
+ trail: trailPercent100.toString(), // Changed from trail_percent to trail
15235
+ });
15236
+ }
15237
+ catch (error) {
15238
+ this.log(`Error updating trailing stop: ${error}`, {
15239
+ symbol,
15240
+ type: 'error',
15241
+ });
15242
+ throw error;
15243
+ }
15244
+ }
15245
+ /**
15246
+ * Cancel all open orders
15247
+ */
15248
+ async cancelAllOrders() {
15249
+ this.log(`Canceling all open orders`);
15250
+ try {
15251
+ await this.makeRequest('/orders', 'DELETE');
15252
+ }
15253
+ catch (error) {
15254
+ this.log(`Error canceling all orders: ${error}`, { type: 'error' });
15255
+ }
15256
+ }
15257
+ /**
15258
+ * Cancel a specific order by its ID
15259
+ * @param orderId The id of the order to cancel
15260
+ * @throws Error if the order is not cancelable (status 422) or if the order doesn't exist
15261
+ * @returns Promise that resolves when the order is successfully canceled
15262
+ */
15263
+ async cancelOrder(orderId) {
15264
+ this.log(`Attempting to cancel order ${orderId}`);
15265
+ try {
15266
+ await this.makeRequest(`/orders/${orderId}`, 'DELETE');
15267
+ this.log(`Successfully canceled order ${orderId}`);
15268
+ }
15269
+ catch (error) {
15270
+ // If the error is a 422, it means the order is not cancelable
15271
+ if (error instanceof Error && error.message.includes('422')) {
15272
+ this.log(`Order ${orderId} is not cancelable`, {
15273
+ type: 'error',
15274
+ });
15275
+ throw new Error(`Order ${orderId} is not cancelable`);
15276
+ }
15277
+ // Re-throw other errors
15278
+ throw error;
15279
+ }
15280
+ }
15281
+ /**
15282
+ * Create a limit order
15283
+ * @param symbol (string) - the symbol of the order
15284
+ * @param qty (number) - the quantity of the order
15285
+ * @param side (string) - the side of the order
15286
+ * @param limitPrice (number) - the limit price of the order
15287
+ * @param position_intent (string) - the position intent of the order
15288
+ * @param extended_hours (boolean) - whether the order is in extended hours
15289
+ * @param client_order_id (string) - the client order id of the order
15290
+ */
15291
+ async createLimitOrder(symbol, qty, side, limitPrice, position_intent, extended_hours = false, client_order_id) {
15292
+ this.log(`Creating limit order for ${symbol}: ${side} ${qty} shares at $${limitPrice.toFixed(2)} (${position_intent})`, {
15293
+ symbol,
15294
+ });
15295
+ const body = {
15296
+ symbol,
15297
+ qty: Math.abs(qty).toString(),
15298
+ side,
15299
+ position_intent,
15300
+ type: 'limit',
15301
+ limit_price: this.roundPriceForAlpaca(limitPrice).toString(),
15302
+ time_in_force: 'day',
15303
+ order_class: 'simple',
15304
+ extended_hours,
15305
+ };
15306
+ if (client_order_id !== undefined) {
15307
+ body.client_order_id = client_order_id;
15308
+ }
15309
+ try {
15310
+ return await this.makeRequest('/orders', 'POST', body);
15311
+ }
15312
+ catch (error) {
15313
+ this.log(`Error creating limit order: ${error}`, { type: 'error' });
15314
+ throw error;
15315
+ }
15316
+ }
15317
+ /**
15318
+ * Close all equities positions
15319
+ * @param options (object) - the options for closing the positions
15320
+ * - cancel_orders (boolean) - whether to cancel related orders
15321
+ * - useLimitOrders (boolean) - whether to use limit orders to close the positions
15322
+ */
15323
+ async closeAllPositions(options = { cancel_orders: true, useLimitOrders: false }) {
15324
+ this.log(`Closing all positions${options.useLimitOrders ? ' using limit orders' : ''}${options.cancel_orders ? ' and canceling open orders' : ''}`);
15325
+ if (options.useLimitOrders) {
15326
+ // Get all positions
15327
+ const positions = await this.getPositions('us_equity');
15328
+ if (positions.length === 0) {
15329
+ this.log('No positions to close');
15330
+ return;
15331
+ }
15332
+ this.log(`Found ${positions.length} positions to close`);
15333
+ // Get latest quotes for all positions
15334
+ const symbols = positions.map((position) => position.symbol);
15335
+ const quotesResponse = await marketDataAPI.getLatestQuotes(symbols);
15336
+ const lengthOfQuotes = Object.keys(quotesResponse.quotes).length;
15337
+ if (lengthOfQuotes === 0) {
15338
+ this.log('No quotes available for positions, received 0 quotes', {
15339
+ type: 'error',
15340
+ });
15341
+ return;
15342
+ }
15343
+ if (lengthOfQuotes !== positions.length) {
15344
+ this.log(`Received ${lengthOfQuotes} quotes for ${positions.length} positions, expected ${positions.length} quotes`, { type: 'warn' });
15345
+ return;
15346
+ }
15347
+ // Create limit orders to close each position
15348
+ for (const position of positions) {
15349
+ const quote = quotesResponse.quotes[position.symbol];
15350
+ if (!quote) {
15351
+ this.log(`No quote available for ${position.symbol}, skipping limit order`, {
15352
+ symbol: position.symbol,
15353
+ type: 'warn',
15354
+ });
15355
+ continue;
15356
+ }
15357
+ const qty = Math.abs(parseFloat(position.qty));
15358
+ const side = position.side === 'long' ? 'sell' : 'buy';
15359
+ const positionIntent = side === 'sell' ? 'sell_to_close' : 'buy_to_close';
15360
+ // Get the current price from the quote
15361
+ const currentPrice = side === 'sell' ? quote.bp : quote.ap; // Use bid for sells, ask for buys
15362
+ if (!currentPrice) {
15363
+ this.log(`No valid price available for ${position.symbol}, skipping limit order`, {
15364
+ symbol: position.symbol,
15365
+ type: 'warn',
15366
+ });
15367
+ continue;
15368
+ }
15369
+ // Apply slippage from config
15370
+ const limitSlippagePercent1 = limitPriceSlippagePercent100 / 100;
15371
+ const limitPrice = side === 'sell'
15372
+ ? this.roundPriceForAlpaca(currentPrice * (1 - limitSlippagePercent1)) // Sell slightly lower
15373
+ : this.roundPriceForAlpaca(currentPrice * (1 + limitSlippagePercent1)); // Buy slightly higher
15374
+ this.log(`Creating limit order to close ${position.symbol} position: ${side} ${qty} shares at $${limitPrice.toFixed(2)}`, {
15375
+ symbol: position.symbol,
15376
+ });
15377
+ await this.createLimitOrder(position.symbol, qty, side, limitPrice, positionIntent);
15378
+ }
15379
+ }
15380
+ else {
15381
+ await this.makeRequest('/positions', 'DELETE', undefined, options.cancel_orders ? '?cancel_orders=true' : '');
15382
+ }
15383
+ }
15384
+ /**
15385
+ * Close all equities positions using limit orders during extended hours trading
15386
+ * @param cancelOrders Whether to cancel related orders (default: true)
15387
+ * @returns Promise that resolves when all positions are closed
15388
+ */
15389
+ async closeAllPositionsAfterHours() {
15390
+ this.log('Closing all positions using limit orders during extended hours trading');
15391
+ // Get all positions
15392
+ const positions = await this.getPositions();
15393
+ this.log(`Found ${positions.length} positions to close`);
15394
+ if (positions.length === 0) {
15395
+ this.log('No positions to close');
15396
+ return;
15397
+ }
15398
+ await this.cancelAllOrders();
15399
+ this.log(`Cancelled all open orders`);
15400
+ // Get latest quotes for all positions
15401
+ const symbols = positions.map((position) => position.symbol);
15402
+ const quotesResponse = await marketDataAPI.getLatestQuotes(symbols);
15403
+ // Create limit orders to close each position
15404
+ for (const position of positions) {
15405
+ const quote = quotesResponse.quotes[position.symbol];
15406
+ if (!quote) {
15407
+ this.log(`No quote available for ${position.symbol}, skipping limit order`, {
15408
+ symbol: position.symbol,
15409
+ type: 'warn',
15410
+ });
15411
+ continue;
15412
+ }
15413
+ const qty = Math.abs(parseFloat(position.qty));
15414
+ const side = position.side === 'long' ? 'sell' : 'buy';
15415
+ const positionIntent = side === 'sell' ? 'sell_to_close' : 'buy_to_close';
15416
+ // Get the current price from the quote
15417
+ const currentPrice = side === 'sell' ? quote.bp : quote.ap; // Use bid for sells, ask for buys
15418
+ if (!currentPrice) {
15419
+ this.log(`No valid price available for ${position.symbol}, skipping limit order`, {
15420
+ symbol: position.symbol,
15421
+ type: 'warn',
15422
+ });
15423
+ continue;
15424
+ }
15425
+ // Apply slippage from config
15426
+ const limitSlippagePercent1 = limitPriceSlippagePercent100 / 100;
15427
+ const limitPrice = side === 'sell'
15428
+ ? this.roundPriceForAlpaca(currentPrice * (1 - limitSlippagePercent1)) // Sell slightly lower
15429
+ : this.roundPriceForAlpaca(currentPrice * (1 + limitSlippagePercent1)); // Buy slightly higher
15430
+ this.log(`Creating extended hours limit order to close ${position.symbol} position: ${side} ${qty} shares at $${limitPrice.toFixed(2)}`, {
15431
+ symbol: position.symbol,
15432
+ });
15433
+ await this.createLimitOrder(position.symbol, qty, side, limitPrice, positionIntent, true // Enable extended hours trading
15434
+ );
15435
+ }
15436
+ this.log(`All positions closed: ${positions.map((p) => p.symbol).join(', ')}`);
15437
+ }
15438
+ onTradeUpdate(callback) {
15439
+ this.tradeUpdateCallback = callback;
15440
+ }
15441
+ /**
15442
+ * Get portfolio history for the account
15443
+ * @param params Parameters for the portfolio history request
15444
+ * @returns Portfolio history data
15445
+ */
15446
+ async getPortfolioHistory(params) {
15447
+ const queryParams = new URLSearchParams();
15448
+ if (params.timeframe)
15449
+ queryParams.append('timeframe', params.timeframe);
15450
+ if (params.period)
15451
+ queryParams.append('period', params.period);
15452
+ if (params.extended_hours !== undefined)
15453
+ queryParams.append('extended_hours', params.extended_hours.toString());
15454
+ if (params.start)
15455
+ queryParams.append('start', params.start);
15456
+ if (params.end)
15457
+ queryParams.append('end', params.end);
15458
+ if (params.date_end)
15459
+ queryParams.append('date_end', params.date_end);
15460
+ const response = await this.makeRequest(`/account/portfolio/history?${queryParams.toString()}`);
15461
+ return response;
15462
+ }
15463
+ /**
15464
+ * Get portfolio daily history for the account, ensuring the most recent day is included
15465
+ * by combining daily and hourly history if needed.
15466
+ *
15467
+ * This function performs two API calls:
15468
+ * 1. Retrieves daily portfolio history
15469
+ * 2. Retrieves hourly portfolio history to check for more recent data
15470
+ *
15471
+ * If hourly history has timestamps more recent than the last timestamp in daily history,
15472
+ * it appends one additional day to the daily history using the most recent hourly values.
15473
+ *
15474
+ * @param params Parameters for the portfolio history request (same as getPortfolioHistory except timeframe is forced to '1D')
15475
+ * @returns Portfolio history data with daily timeframe, including the most recent day if available from hourly data
15476
+ */
15477
+ async getPortfolioDailyHistory(params) {
15478
+ // Get daily and hourly history in parallel
15479
+ const dailyParams = { ...params, timeframe: '1D' };
15480
+ const hourlyParams = { timeframe: '1Min', period: '1D' };
15481
+ const [dailyHistory, hourlyHistory] = await Promise.all([
15482
+ this.getPortfolioHistory(dailyParams),
15483
+ this.getPortfolioHistory(hourlyParams),
15484
+ ]);
15485
+ // If no hourly history, return daily as-is
15486
+ if (!hourlyHistory.timestamp || hourlyHistory.timestamp.length === 0) {
15487
+ return dailyHistory;
15488
+ }
15489
+ // Get the last timestamp from daily history
15490
+ const lastDailyTimestamp = dailyHistory.timestamp[dailyHistory.timestamp.length - 1];
15491
+ // Check if hourly history has more recent data
15492
+ const recentHourlyData = hourlyHistory.timestamp
15493
+ .map((timestamp, index) => ({ timestamp, index }))
15494
+ .filter(({ timestamp }) => timestamp > lastDailyTimestamp);
15495
+ // If no more recent hourly data, return daily history as-is
15496
+ if (recentHourlyData.length === 0) {
15497
+ return dailyHistory;
15498
+ }
15499
+ // Get the most recent hourly data point
15500
+ const mostRecentHourly = recentHourlyData[recentHourlyData.length - 1];
15501
+ const mostRecentIndex = mostRecentHourly.index;
15502
+ // Calculate the timestamp for the new daily entry.
15503
+ // Alpaca's daily history timestamps are at 00:00:00Z for the calendar day
15504
+ // following the NY trading date. Derive the trading date in NY time from the
15505
+ // most recent intraday timestamp, then set the new daily timestamp to
15506
+ // midnight UTC of the next calendar day.
15507
+ const mostRecentMs = mostRecentHourly.timestamp * 1000; // hourly timestamps are seconds
15508
+ const tradingDateStr = getTradingDate(new Date(mostRecentMs)); // e.g., '2025-09-05' (NY trading date)
15509
+ const [yearStr, monthStr, dayStr] = tradingDateStr.split('-');
15510
+ const year = Number(yearStr);
15511
+ const month = Number(monthStr); // 1-based
15512
+ const day = Number(dayStr);
15513
+ const newDailyTimestamp = Math.floor(Date.UTC(year, month - 1, day + 1, 0, 0, 0, 0) / 1000);
15514
+ // Create a new daily history entry with the most recent hourly values
15515
+ const updatedDailyHistory = {
15516
+ ...dailyHistory,
15517
+ timestamp: [...dailyHistory.timestamp, newDailyTimestamp],
15518
+ equity: [...dailyHistory.equity, hourlyHistory.equity[mostRecentIndex]],
15519
+ profit_loss: [...dailyHistory.profit_loss, hourlyHistory.profit_loss[mostRecentIndex]],
15520
+ profit_loss_pct: [...dailyHistory.profit_loss_pct, hourlyHistory.profit_loss_pct[mostRecentIndex]],
15521
+ };
15522
+ return updatedDailyHistory;
15523
+ }
15524
+ /**
15525
+ * Get option contracts based on specified parameters
15526
+ * @param params Parameters to filter option contracts
15527
+ * @returns Option contracts matching the criteria
15528
+ */
15529
+ async getOptionContracts(params) {
15530
+ const queryParams = new URLSearchParams();
15531
+ queryParams.append('underlying_symbols', params.underlying_symbols.join(','));
15532
+ if (params.expiration_date_gte)
15533
+ queryParams.append('expiration_date_gte', params.expiration_date_gte);
15534
+ if (params.expiration_date_lte)
15535
+ queryParams.append('expiration_date_lte', params.expiration_date_lte);
15536
+ if (params.strike_price_gte)
15537
+ queryParams.append('strike_price_gte', params.strike_price_gte);
15538
+ if (params.strike_price_lte)
15539
+ queryParams.append('strike_price_lte', params.strike_price_lte);
15540
+ if (params.type)
15541
+ queryParams.append('type', params.type);
15542
+ if (params.status)
15543
+ queryParams.append('status', params.status);
15544
+ if (params.limit)
15545
+ queryParams.append('limit', params.limit.toString());
15546
+ if (params.page_token)
15547
+ queryParams.append('page_token', params.page_token);
15548
+ this.log(`Fetching option contracts for ${params.underlying_symbols.join(', ')}`, {
15549
+ symbol: params.underlying_symbols.join(', '),
15550
+ });
15551
+ const response = (await this.makeRequest(`/options/contracts?${queryParams.toString()}`));
15552
+ this.log(`Found ${response.option_contracts.length} option contracts`, {
15553
+ symbol: params.underlying_symbols.join(', '),
15554
+ });
15555
+ return response;
15556
+ }
15557
+ /**
15558
+ * Get a specific option contract by symbol or ID
15559
+ * @param symbolOrId The symbol or ID of the option contract
15560
+ * @returns The option contract details
15561
+ */
15562
+ async getOptionContract(symbolOrId) {
15563
+ this.log(`Fetching option contract details for ${symbolOrId}`, {
15564
+ symbol: symbolOrId,
15565
+ });
15566
+ const response = (await this.makeRequest(`/options/contracts/${symbolOrId}`));
15567
+ this.log(`Found option contract details for ${symbolOrId}: ${response.name}`, {
15568
+ symbol: symbolOrId,
15569
+ });
15570
+ return response;
15571
+ }
15572
+ /**
15573
+ * Create a simple option order (market or limit)
15574
+ * @param symbol Option contract symbol
15575
+ * @param qty Quantity of contracts (must be a whole number)
15576
+ * @param side Buy or sell
15577
+ * @param position_intent Position intent (buy_to_open, buy_to_close, sell_to_open, sell_to_close)
15578
+ * @param type Order type (market or limit)
15579
+ * @param limitPrice Limit price (required for limit orders)
15580
+ * @returns The created order
15581
+ */
15582
+ async createOptionOrder(symbol, qty, side, position_intent, type, limitPrice) {
15583
+ if (!Number.isInteger(qty) || qty <= 0) {
15584
+ this.log('Quantity must be a positive whole number for option orders', { type: 'error' });
15585
+ }
15586
+ if (type === 'limit' && limitPrice === undefined) {
15587
+ this.log('Limit price is required for limit orders', { type: 'error' });
15588
+ }
15589
+ this.log(`Creating ${type} option order for ${symbol}: ${side} ${qty} contracts (${position_intent})${type === 'limit' ? ` at $${limitPrice?.toFixed(2)}` : ''}`, {
15590
+ symbol,
15591
+ });
15592
+ const orderData = {
15593
+ symbol,
15594
+ qty: qty.toString(),
15595
+ side,
15596
+ position_intent,
15597
+ type,
15598
+ time_in_force: 'day',
15599
+ order_class: 'simple',
15600
+ extended_hours: false,
15601
+ };
15602
+ if (type === 'limit' && limitPrice !== undefined) {
15603
+ orderData.limit_price = this.roundPriceForAlpaca(limitPrice).toString();
15604
+ }
15605
+ return this.makeRequest('/orders', 'POST', orderData);
15606
+ }
15607
+ /**
15608
+ * Create a multi-leg option order
15609
+ * @param legs Array of order legs
15610
+ * @param qty Quantity of the multi-leg order (must be a whole number)
15611
+ * @param type Order type (market or limit)
15612
+ * @param limitPrice Limit price (required for limit orders)
15613
+ * @returns The created multi-leg order
15614
+ */
15615
+ async createMultiLegOptionOrder(legs, qty, type, limitPrice) {
15616
+ if (!Number.isInteger(qty) || qty <= 0) {
15617
+ this.log('Quantity must be a positive whole number for option orders', { type: 'error' });
15618
+ }
15619
+ if (type === 'limit' && limitPrice === undefined) {
15620
+ this.log('Limit price is required for limit orders', { type: 'error' });
15621
+ }
15622
+ if (legs.length < 2) {
15623
+ this.log('Multi-leg orders require at least 2 legs', { type: 'error' });
15624
+ }
15625
+ const legSymbols = legs.map((leg) => leg.symbol).join(', ');
15626
+ this.log(`Creating multi-leg ${type} option order with ${legs.length} legs (${legSymbols})${type === 'limit' ? ` at $${limitPrice?.toFixed(2)}` : ''}`, {
15627
+ symbol: legSymbols,
15628
+ });
15629
+ const orderData = {
15630
+ order_class: 'mleg',
15631
+ qty: qty.toString(),
15632
+ type,
15633
+ time_in_force: 'day',
15634
+ legs,
15635
+ };
15636
+ if (type === 'limit' && limitPrice !== undefined) {
15637
+ orderData.limit_price = this.roundPriceForAlpaca(limitPrice).toString();
15638
+ }
15639
+ return this.makeRequest('/orders', 'POST', orderData);
15640
+ }
15641
+ /**
15642
+ * Exercise an option contract
15643
+ * @param symbolOrContractId The symbol or ID of the option contract to exercise
15644
+ * @returns Response from the exercise request
15645
+ */
15646
+ async exerciseOption(symbolOrContractId) {
15647
+ this.log(`Exercising option contract ${symbolOrContractId}`, {
15648
+ symbol: symbolOrContractId,
15649
+ });
15650
+ return this.makeRequest(`/positions/${symbolOrContractId}/exercise`, 'POST');
15651
+ }
15652
+ /**
15653
+ * Get option positions
15654
+ * @returns Array of option positions
15655
+ */
15656
+ async getOptionPositions() {
15657
+ this.log('Fetching option positions');
15658
+ const positions = await this.getPositions('us_option');
15659
+ return positions;
15660
+ }
15661
+ async getOptionsOpenSpreadTrades() {
15662
+ this.log('Fetching option open trades');
15663
+ // this function will get all open positions, extract the symbol and see when they were created.
15664
+ // figures out when the earliest date was (should be today)
15665
+ // then it pulls all orders after the earliest date that were closed and that were of class 'mleg'
15666
+ // Each of these contains two orders. they look like this:
15667
+ }
15668
+ /**
15669
+ * Get option account activities (exercises, assignments, expirations)
15670
+ * @param activityType Type of option activity to filter by
15671
+ * @param date Date to filter activities (YYYY-MM-DD format)
15672
+ * @returns Array of option account activities
15673
+ */
15674
+ async getOptionActivities(activityType, date) {
15675
+ const queryParams = new URLSearchParams();
15676
+ if (activityType) {
15677
+ queryParams.append('activity_types', activityType);
15678
+ }
15679
+ else {
15680
+ queryParams.append('activity_types', 'OPEXC,OPASN,OPEXP');
15681
+ }
15682
+ if (date) {
15683
+ queryParams.append('date', date);
15684
+ }
15685
+ this.log(`Fetching option activities${activityType ? ` of type ${activityType}` : ''}${date ? ` for date ${date}` : ''}`);
15686
+ return this.makeRequest(`/account/activities?${queryParams.toString()}`);
15687
+ }
15688
+ /**
15689
+ * Create a long call spread (buy lower strike call, sell higher strike call)
15690
+ * @param lowerStrikeCallSymbol Symbol of the lower strike call option
15691
+ * @param higherStrikeCallSymbol Symbol of the higher strike call option
15692
+ * @param qty Quantity of spreads to create (must be a whole number)
15693
+ * @param limitPrice Limit price for the spread
15694
+ * @returns The created multi-leg order
15695
+ */
15696
+ async createLongCallSpread(lowerStrikeCallSymbol, higherStrikeCallSymbol, qty, limitPrice) {
15697
+ this.log(`Creating long call spread: Buy ${lowerStrikeCallSymbol}, Sell ${higherStrikeCallSymbol}, Qty: ${qty}, Price: $${limitPrice.toFixed(2)}`, {
15698
+ symbol: `${lowerStrikeCallSymbol},${higherStrikeCallSymbol}`,
15699
+ });
15700
+ const legs = [
15701
+ {
15702
+ symbol: lowerStrikeCallSymbol,
15703
+ ratio_qty: '1',
15704
+ side: 'buy',
15705
+ position_intent: 'buy_to_open',
15706
+ },
15707
+ {
15708
+ symbol: higherStrikeCallSymbol,
15709
+ ratio_qty: '1',
15710
+ side: 'sell',
15711
+ position_intent: 'sell_to_open',
15712
+ },
15713
+ ];
15714
+ return this.createMultiLegOptionOrder(legs, qty, 'limit', limitPrice);
15715
+ }
15716
+ /**
15717
+ * Create a long put spread (buy higher strike put, sell lower strike put)
15718
+ * @param higherStrikePutSymbol Symbol of the higher strike put option
15719
+ * @param lowerStrikePutSymbol Symbol of the lower strike put option
15720
+ * @param qty Quantity of spreads to create (must be a whole number)
15721
+ * @param limitPrice Limit price for the spread
15722
+ * @returns The created multi-leg order
15723
+ */
15724
+ async createLongPutSpread(higherStrikePutSymbol, lowerStrikePutSymbol, qty, limitPrice) {
15725
+ this.log(`Creating long put spread: Buy ${higherStrikePutSymbol}, Sell ${lowerStrikePutSymbol}, Qty: ${qty}, Price: $${limitPrice.toFixed(2)}`, {
15726
+ symbol: `${higherStrikePutSymbol},${lowerStrikePutSymbol}`,
15727
+ });
15728
+ const legs = [
15729
+ {
15730
+ symbol: higherStrikePutSymbol,
15731
+ ratio_qty: '1',
15732
+ side: 'buy',
15733
+ position_intent: 'buy_to_open',
15734
+ },
15735
+ {
15736
+ symbol: lowerStrikePutSymbol,
15737
+ ratio_qty: '1',
15738
+ side: 'sell',
15739
+ position_intent: 'sell_to_open',
15740
+ },
15741
+ ];
15742
+ return this.createMultiLegOptionOrder(legs, qty, 'limit', limitPrice);
15743
+ }
15744
+ /**
15745
+ * Create an iron condor (sell call spread and put spread)
15746
+ * @param longPutSymbol Symbol of the lower strike put (long)
15747
+ * @param shortPutSymbol Symbol of the higher strike put (short)
15748
+ * @param shortCallSymbol Symbol of the lower strike call (short)
15749
+ * @param longCallSymbol Symbol of the higher strike call (long)
15750
+ * @param qty Quantity of iron condors to create (must be a whole number)
15751
+ * @param limitPrice Limit price for the iron condor (credit)
15752
+ * @returns The created multi-leg order
15753
+ */
15754
+ async createIronCondor(longPutSymbol, shortPutSymbol, shortCallSymbol, longCallSymbol, qty, limitPrice) {
15755
+ this.log(`Creating iron condor with ${qty} contracts at $${limitPrice.toFixed(2)}`, {
15756
+ symbol: `${longPutSymbol},${shortPutSymbol},${shortCallSymbol},${longCallSymbol}`,
15757
+ });
15758
+ const legs = [
15759
+ {
15760
+ symbol: longPutSymbol,
15761
+ ratio_qty: '1',
15762
+ side: 'buy',
15763
+ position_intent: 'buy_to_open',
15764
+ },
15765
+ {
15766
+ symbol: shortPutSymbol,
15767
+ ratio_qty: '1',
15768
+ side: 'sell',
15769
+ position_intent: 'sell_to_open',
15770
+ },
15771
+ {
15772
+ symbol: shortCallSymbol,
15773
+ ratio_qty: '1',
15774
+ side: 'sell',
15775
+ position_intent: 'sell_to_open',
15776
+ },
15777
+ {
15778
+ symbol: longCallSymbol,
15779
+ ratio_qty: '1',
15780
+ side: 'buy',
15781
+ position_intent: 'buy_to_open',
15782
+ },
15783
+ ];
15784
+ try {
15785
+ return await this.createMultiLegOptionOrder(legs, qty, 'limit', limitPrice);
15786
+ }
15787
+ catch (error) {
15788
+ this.log(`Error creating iron condor: ${error}`, { type: 'error' });
15789
+ throw error;
15790
+ }
15791
+ }
15792
+ /**
15793
+ * Create a covered call (sell call option against owned stock)
15794
+ * @param stockSymbol Symbol of the underlying stock
15795
+ * @param callOptionSymbol Symbol of the call option to sell
15796
+ * @param qty Quantity of covered calls to create (must be a whole number)
15797
+ * @param limitPrice Limit price for the call option
15798
+ * @returns The created order
15799
+ */
15800
+ async createCoveredCall(stockSymbol, callOptionSymbol, qty, limitPrice) {
15801
+ this.log(`Creating covered call: Sell ${callOptionSymbol} against ${stockSymbol}, Qty: ${qty}, Price: $${limitPrice.toFixed(2)}`, {
15802
+ symbol: `${stockSymbol},${callOptionSymbol}`,
15803
+ });
15804
+ // For covered calls, we don't need to include the stock leg if we already own the shares
15805
+ // We just create a simple sell order for the call option
15806
+ try {
15807
+ return await this.createOptionOrder(callOptionSymbol, qty, 'sell', 'sell_to_open', 'limit', limitPrice);
15808
+ }
15809
+ catch (error) {
15810
+ this.log(`Error creating covered call: ${error}`, { type: 'error' });
15811
+ throw error;
15812
+ }
15813
+ }
15814
+ /**
15815
+ * Roll an option position to a new expiration or strike
15816
+ * @param currentOptionSymbol Symbol of the current option position
15817
+ * @param newOptionSymbol Symbol of the new option to roll to
15818
+ * @param qty Quantity of options to roll (must be a whole number)
15819
+ * @param currentPositionSide Side of the current position ('buy' or 'sell')
15820
+ * @param limitPrice Net limit price for the roll
15821
+ * @returns The created multi-leg order
15822
+ */
15823
+ async rollOptionPosition(currentOptionSymbol, newOptionSymbol, qty, currentPositionSide, limitPrice) {
15824
+ this.log(`Rolling ${qty} ${currentOptionSymbol} to ${newOptionSymbol} at net price $${limitPrice.toFixed(2)}`, {
15825
+ symbol: `${currentOptionSymbol},${newOptionSymbol}`,
15826
+ });
15827
+ // If current position is long, we need to sell to close and buy to open
15828
+ // If current position is short, we need to buy to close and sell to open
15829
+ const closePositionSide = currentPositionSide === 'buy' ? 'sell' : 'buy';
15830
+ const openPositionSide = currentPositionSide;
15831
+ const closePositionIntent = closePositionSide === 'buy' ? 'buy_to_close' : 'sell_to_close';
15832
+ const openPositionIntent = openPositionSide === 'buy' ? 'buy_to_open' : 'sell_to_open';
15833
+ const legs = [
15834
+ {
15835
+ symbol: currentOptionSymbol,
15836
+ ratio_qty: '1',
15837
+ side: closePositionSide,
15838
+ position_intent: closePositionIntent,
15839
+ },
15840
+ {
15841
+ symbol: newOptionSymbol,
15842
+ ratio_qty: '1',
15843
+ side: openPositionSide,
15844
+ position_intent: openPositionIntent,
15845
+ },
15846
+ ];
15847
+ try {
15848
+ return await this.createMultiLegOptionOrder(legs, qty, 'limit', limitPrice);
15849
+ }
15850
+ catch (error) {
15851
+ this.log(`Error rolling option position: ${error}`, { type: 'error' });
15852
+ throw error;
15853
+ }
15854
+ }
15855
+ /**
15856
+ * Get option chain for a specific underlying symbol and expiration date
15857
+ * @param underlyingSymbol The underlying stock symbol
15858
+ * @param expirationDate The expiration date (YYYY-MM-DD format)
15859
+ * @returns Option contracts for the specified symbol and expiration date
15860
+ */
15861
+ async getOptionChain(underlyingSymbol, expirationDate) {
15862
+ this.log(`Fetching option chain for ${underlyingSymbol} with expiration date ${expirationDate}`, {
15863
+ symbol: underlyingSymbol,
15864
+ });
15865
+ try {
15866
+ const params = {
15867
+ underlying_symbols: [underlyingSymbol],
15868
+ expiration_date_gte: expirationDate,
15869
+ expiration_date_lte: expirationDate,
15870
+ status: 'active',
15871
+ limit: 500, // Get a large number to ensure we get all strikes
15872
+ };
15873
+ const response = await this.getOptionContracts(params);
15874
+ return response.option_contracts || [];
15875
+ }
15876
+ catch (error) {
15877
+ this.log(`Failed to fetch option chain for ${underlyingSymbol}: ${error instanceof Error ? error.message : 'Unknown error'}`, {
15878
+ type: 'error',
15879
+ symbol: underlyingSymbol,
15880
+ });
15881
+ return [];
15882
+ }
15883
+ }
15884
+ /**
15885
+ * Get all available expiration dates for a specific underlying symbol
15886
+ * @param underlyingSymbol The underlying stock symbol
15887
+ * @returns Array of available expiration dates
15888
+ */
15889
+ async getOptionExpirationDates(underlyingSymbol) {
15890
+ this.log(`Fetching available expiration dates for ${underlyingSymbol}`, {
15891
+ symbol: underlyingSymbol,
15892
+ });
15893
+ try {
15894
+ const params = {
15895
+ underlying_symbols: [underlyingSymbol],
15896
+ status: 'active',
15897
+ limit: 1000, // Get a large number to ensure we get contracts with all expiration dates
15898
+ };
15899
+ const response = await this.getOptionContracts(params);
15900
+ // Extract unique expiration dates
15901
+ const expirationDates = new Set();
15902
+ if (response.option_contracts) {
15903
+ response.option_contracts.forEach((contract) => {
15904
+ expirationDates.add(contract.expiration_date);
15905
+ });
15906
+ }
15907
+ // Convert to array and sort
15908
+ return Array.from(expirationDates).sort();
15909
+ }
15910
+ catch (error) {
15911
+ this.log(`Failed to fetch expiration dates for ${underlyingSymbol}: ${error instanceof Error ? error.message : 'Unknown error'}`, {
15912
+ type: 'error',
15913
+ symbol: underlyingSymbol,
15914
+ });
15915
+ return [];
15916
+ }
15917
+ }
15918
+ /**
15919
+ * Get the current options trading level for the account
15920
+ * @returns The options trading level (0-3)
15921
+ */
15922
+ async getOptionsTradingLevel() {
15923
+ this.log('Fetching options trading level');
15924
+ const accountDetails = await this.getAccountDetails();
15925
+ return accountDetails.options_trading_level || 0;
15926
+ }
15927
+ /**
15928
+ * Check if the account has options trading enabled
15929
+ * @returns Boolean indicating if options trading is enabled
15930
+ */
15931
+ async isOptionsEnabled() {
15932
+ this.log('Checking if options trading is enabled');
15933
+ const accountDetails = await this.getAccountDetails();
15934
+ // Check if options trading level is 2 or higher (Level 2+ allows buying calls/puts)
15935
+ // Level 0: Options disabled
15936
+ // Level 1: Only covered calls and cash-secured puts
15937
+ // Level 2+: Can buy calls and puts (required for executeOptionsOrder)
15938
+ const optionsLevel = accountDetails.options_trading_level || 0;
15939
+ const isEnabled = optionsLevel >= 2;
15940
+ this.log(`Options trading level: ${optionsLevel}, enabled: ${isEnabled}`);
15941
+ return isEnabled;
15942
+ }
15943
+ /**
15944
+ * Close all option positions
15945
+ * @param cancelOrders Whether to cancel related orders (default: true)
15946
+ * @returns Response from the close positions request
15947
+ */
15948
+ async closeAllOptionPositions(cancelOrders = true) {
15949
+ this.log(`Closing all option positions${cancelOrders ? ' and canceling related orders' : ''}`);
15950
+ const optionPositions = await this.getOptionPositions();
15951
+ if (optionPositions.length === 0) {
15952
+ this.log('No option positions to close');
15953
+ return;
15954
+ }
15955
+ // Create market orders to close each position
15956
+ for (const position of optionPositions) {
15957
+ const side = position.side === 'long' ? 'sell' : 'buy';
15958
+ const positionIntent = side === 'sell' ? 'sell_to_close' : 'buy_to_close';
15959
+ this.log(`Closing ${position.side} position of ${position.qty} contracts for ${position.symbol}`, {
15960
+ symbol: position.symbol,
15961
+ });
15962
+ await this.createOptionOrder(position.symbol, parseInt(position.qty), side, positionIntent, 'market');
15963
+ }
15964
+ if (cancelOrders) {
15965
+ // Get all open option orders
15966
+ const orders = await this.getOrders({ status: 'open' });
15967
+ const optionOrders = orders.filter((order) => order.asset_class === 'us_option');
15968
+ // Cancel each open option order
15969
+ for (const order of optionOrders) {
15970
+ this.log(`Canceling open order for ${order.symbol}`, {
15971
+ symbol: order.symbol,
15972
+ });
15973
+ await this.makeRequest(`/orders/${order.id}`, 'DELETE');
15974
+ }
15975
+ }
15976
+ }
15977
+ /**
15978
+ * Close a specific option position
15979
+ * @param symbol The option contract symbol
15980
+ * @param qty Optional quantity to close (defaults to entire position)
15981
+ * @returns The created order
15982
+ */
15983
+ async closeOptionPosition(symbol, qty) {
15984
+ this.log(`Closing option position for ${symbol}${qty ? ` (${qty} contracts)` : ''}`, {
15985
+ symbol,
15986
+ });
15987
+ // Get the position details
15988
+ const positions = await this.getOptionPositions();
15989
+ const position = positions.find((p) => p.symbol === symbol);
15990
+ if (!position) {
15991
+ throw new Error(`No position found for option contract ${symbol}`);
15992
+ }
15993
+ const quantityToClose = qty || parseInt(position.qty);
15994
+ const side = position.side === 'long' ? 'sell' : 'buy';
15995
+ const positionIntent = side === 'sell' ? 'sell_to_close' : 'buy_to_close';
15996
+ try {
15997
+ return await this.createOptionOrder(symbol, quantityToClose, side, positionIntent, 'market');
15998
+ }
15999
+ catch (error) {
16000
+ this.log(`Error closing option position: ${error}`, { type: 'error' });
16001
+ throw error;
16002
+ }
16003
+ }
16004
+ /**
16005
+ * Create a complete equities trade with optional stop loss and take profit
16006
+ * @param params Trade parameters including symbol, qty, side, and optional referencePrice
16007
+ * @param options Trade options including order type, extended hours, stop loss, and take profit settings
16008
+ * @returns The created order
16009
+ */
16010
+ async createEquitiesTrade(params, options) {
16011
+ const { symbol, qty, side, referencePrice } = params;
16012
+ const { type = 'market', limitPrice, extendedHours = false, useStopLoss = false, stopPrice, stopPercent100, useTakeProfit = false, takeProfitPrice, takeProfitPercent100, clientOrderId, } = options || {};
16013
+ // Validation: Extended hours + market order is not allowed
16014
+ if (extendedHours && type === 'market') {
16015
+ this.log('Cannot create market order with extended hours enabled', {
16016
+ symbol,
16017
+ type: 'error',
16018
+ });
16019
+ throw new Error('Cannot create market order with extended hours enabled');
16020
+ }
16021
+ // Validation: Limit orders require limit price
16022
+ if (type === 'limit' && limitPrice === undefined) {
16023
+ this.log('Limit price is required for limit orders', {
16024
+ symbol,
16025
+ type: 'error',
16026
+ });
16027
+ throw new Error('Limit price is required for limit orders');
16028
+ }
16029
+ let calculatedStopPrice;
16030
+ let calculatedTakeProfitPrice;
16031
+ // Handle stop loss validation and calculation
16032
+ if (useStopLoss) {
16033
+ if (stopPrice === undefined && stopPercent100 === undefined) {
16034
+ this.log('Either stopPrice or stopPercent100 must be provided when useStopLoss is true', {
16035
+ symbol,
16036
+ type: 'error',
16037
+ });
16038
+ throw new Error('Either stopPrice or stopPercent100 must be provided when useStopLoss is true');
16039
+ }
16040
+ if (stopPercent100 !== undefined) {
16041
+ if (referencePrice === undefined) {
16042
+ this.log('referencePrice is required when using stopPercent100', {
16043
+ symbol,
16044
+ type: 'error',
16045
+ });
16046
+ throw new Error('referencePrice is required when using stopPercent100');
16047
+ }
16048
+ // Calculate stop price based on percentage and side
16049
+ const stopPercentDecimal = stopPercent100 / 100;
16050
+ if (side === 'buy') {
16051
+ // For buy orders, stop loss is below the reference price
16052
+ calculatedStopPrice = referencePrice * (1 - stopPercentDecimal);
16053
+ }
16054
+ else {
16055
+ // For sell orders, stop loss is above the reference price
16056
+ calculatedStopPrice = referencePrice * (1 + stopPercentDecimal);
16057
+ }
16058
+ }
16059
+ else {
16060
+ calculatedStopPrice = stopPrice;
16061
+ }
16062
+ }
16063
+ // Handle take profit validation and calculation
16064
+ if (useTakeProfit) {
16065
+ if (takeProfitPrice === undefined && takeProfitPercent100 === undefined) {
16066
+ this.log('Either takeProfitPrice or takeProfitPercent100 must be provided when useTakeProfit is true', {
16067
+ symbol,
16068
+ type: 'error',
16069
+ });
16070
+ throw new Error('Either takeProfitPrice or takeProfitPercent100 must be provided when useTakeProfit is true');
16071
+ }
16072
+ if (takeProfitPercent100 !== undefined) {
16073
+ if (referencePrice === undefined) {
16074
+ this.log('referencePrice is required when using takeProfitPercent100', {
16075
+ symbol,
16076
+ type: 'error',
16077
+ });
16078
+ throw new Error('referencePrice is required when using takeProfitPercent100');
16079
+ }
16080
+ // Calculate take profit price based on percentage and side
16081
+ const takeProfitPercentDecimal = takeProfitPercent100 / 100;
16082
+ if (side === 'buy') {
16083
+ // For buy orders, take profit is above the reference price
16084
+ calculatedTakeProfitPrice = referencePrice * (1 + takeProfitPercentDecimal);
16085
+ }
16086
+ else {
16087
+ // For sell orders, take profit is below the reference price
16088
+ calculatedTakeProfitPrice = referencePrice * (1 - takeProfitPercentDecimal);
16089
+ }
16090
+ }
16091
+ else {
16092
+ calculatedTakeProfitPrice = takeProfitPrice;
16093
+ }
16094
+ }
16095
+ // Determine order class based on what's enabled
16096
+ let orderClass = 'simple';
16097
+ if (useStopLoss && useTakeProfit) {
16098
+ orderClass = 'bracket';
16099
+ }
16100
+ else if (useStopLoss || useTakeProfit) {
16101
+ orderClass = 'oto';
16102
+ }
16103
+ // Build the order request
16104
+ const orderData = {
16105
+ symbol,
16106
+ qty: Math.abs(qty).toString(),
16107
+ side,
16108
+ type,
16109
+ time_in_force: 'day',
16110
+ order_class: orderClass,
16111
+ extended_hours: extendedHours,
16112
+ position_intent: side === 'buy' ? 'buy_to_open' : 'sell_to_open',
16113
+ };
16114
+ if (clientOrderId) {
16115
+ orderData.client_order_id = clientOrderId;
16116
+ }
16117
+ // Add limit price for limit orders
16118
+ if (type === 'limit' && limitPrice !== undefined) {
16119
+ orderData.limit_price = this.roundPriceForAlpaca(limitPrice).toString();
16120
+ }
16121
+ // Add stop loss if enabled
16122
+ if (useStopLoss && calculatedStopPrice !== undefined) {
16123
+ orderData.stop_loss = {
16124
+ stop_price: this.roundPriceForAlpaca(calculatedStopPrice).toString(),
16125
+ };
16126
+ }
16127
+ // Add take profit if enabled
16128
+ if (useTakeProfit && calculatedTakeProfitPrice !== undefined) {
16129
+ orderData.take_profit = {
16130
+ limit_price: this.roundPriceForAlpaca(calculatedTakeProfitPrice).toString(),
16131
+ };
16132
+ }
16133
+ const logMessage = `Creating ${orderClass} ${type} ${side} order for ${symbol}: ${qty} shares${type === 'limit' ? ` at $${limitPrice?.toFixed(2)}` : ''}${useStopLoss ? ` with stop loss at $${calculatedStopPrice?.toFixed(2)}` : ''}${useTakeProfit ? ` with take profit at $${calculatedTakeProfitPrice?.toFixed(2)}` : ''}${extendedHours ? ' (extended hours)' : ''}`;
16134
+ this.log(logMessage, {
16135
+ symbol,
16136
+ });
16137
+ try {
16138
+ return await this.makeRequest('/orders', 'POST', orderData);
16139
+ }
16140
+ catch (error) {
16141
+ this.log(`Error creating equities trade: ${error}`, {
16142
+ symbol,
16143
+ type: 'error',
16144
+ });
16145
+ throw error;
16146
+ }
16147
+ }
16148
+ }
16149
+
16150
+ // Test file for context functionality
16151
+ // testGetPortfolioDailyHistory();
16152
+ // testWebSocketConnectAndDisconnect();
16153
+ // testGetAssetsShortableFilter();
16154
+ // testLLM();
16155
+ // testImageModelDefaults();
16156
+ // testGetTradingDaysBack();
16157
+ // testMOOAndMOCOrders();
16158
+ // testMarketDataAPI();
16159
+ // Test market data subscription with a real symbol or FAKEPACA
16160
+ // Uncomment one of the following to test:
16161
+ // testMarketDataSubscription('SPY');
16162
+ // testMarketDataSubscription('FAKEPACA');
16163
+ // testGetTradingDate();
16164
+ // Test new order functions
16165
+ testStopAndOCOOrders();
16166
+ /**
16167
+ * Test the createStopOrder and createOCOOrder functions
16168
+ */
16169
+ async function testStopAndOCOOrders() {
16170
+ const log = (message, options = { type: 'info' }) => {
16171
+ log$1(message, { ...options, source: 'Test' });
16172
+ };
16173
+ log('=== Testing Stop and OCO Orders ===');
16174
+ const credentials = {
16175
+ accountName: 'Paper',
16176
+ apiKey: process.env.ALPACA_TRADING_API_KEY || '',
16177
+ apiSecret: process.env.ALPACA_TRADING_SECRET_KEY || '',
16178
+ type: 'PAPER',
16179
+ orderType: 'market',
16180
+ engine: 'brain',
16181
+ };
16182
+ if (!credentials.apiKey || !credentials.apiSecret) {
16183
+ log('Missing Alpaca credentials in environment variables', { type: 'error' });
16184
+ return;
16185
+ }
16186
+ const tradingAPI = AlpacaTradingAPI.getInstance(credentials);
16187
+ try {
16188
+ const timestamp = Date.now();
16189
+ // Test 1: Create a simple stop order
16190
+ log('Test 1: Creating stop order for AAPL');
16191
+ const stopOrder = await tradingAPI.createStopOrder('AAPL', 1, 'sell', 145.00, 'sell_to_open' // Use sell_to_open since we don't have a position
16192
+ );
16193
+ log(`✓ Stop order created: ${stopOrder.id}, type: ${stopOrder.type}, stop_price: ${stopOrder.stop_price}`);
16194
+ // Test 2: Create a stop-limit order
16195
+ log('Test 2: Creating stop-limit order for TSLA');
16196
+ const stopLimitOrder = await tradingAPI.createStopOrder('TSLA', 1, 'sell', 200.00, 'sell_to_open', // Use sell_to_open since we don't have a position
16197
+ 199.50, `test-stop-limit-${timestamp}`);
16198
+ log(`✓ Stop-limit order created: ${stopLimitOrder.id}, type: ${stopLimitOrder.type}, stop_price: ${stopLimitOrder.stop_price}, limit_price: ${stopLimitOrder.limit_price}`);
16199
+ // Test 3: Create an OCO order (must be an exit order, so we first need to buy shares)
16200
+ log('Test 3: Creating position in MSFT and then OCO order to exit');
16201
+ // First check if there's an existing position and close it
16202
+ const existingPositions = await tradingAPI.getPositions();
16203
+ const msftPosition = existingPositions.find(p => p.symbol === 'MSFT');
16204
+ if (msftPosition) {
16205
+ log(' Closing existing MSFT position...');
16206
+ await tradingAPI.closeAllPositions({ cancel_orders: true, useLimitOrders: false });
16207
+ await new Promise(resolve => setTimeout(resolve, 2000));
16208
+ }
16209
+ // Buy shares to create a position
16210
+ log(' 3a: Buying 1 share of MSFT to create position...');
16211
+ const msftEntry = await tradingAPI.createMarketOrder('MSFT', 1, 'buy', 'buy_to_open');
16212
+ log(` ✓ Entry order created: ${msftEntry.id}`);
16213
+ // Wait for order to fill (paper trading should be instant but let's be safe)
16214
+ await new Promise(resolve => setTimeout(resolve, 3000));
16215
+ // Verify position exists
16216
+ const positions = await tradingAPI.getPositions();
16217
+ const newMsftPosition = positions.find(p => p.symbol === 'MSFT');
16218
+ if (!newMsftPosition) {
16219
+ log(' Warning: MSFT position not found, skipping OCO test', { type: 'error' });
16220
+ }
16221
+ else {
16222
+ log(` ✓ MSFT position confirmed: ${newMsftPosition.qty} shares`);
16223
+ // Now create OCO to exit the position
16224
+ log(' 3b: Creating OCO order to exit MSFT position...');
16225
+ const ocoOrder = await tradingAPI.createOCOOrder('MSFT', 1, 'sell', // sell to exit the long position
16226
+ 'sell_to_close', // must be sell_to_close since we're exiting
16227
+ 420.00, // limit price for exit order
16228
+ 425.00, // take profit (sell at or above this)
16229
+ 415.00 // stop loss (sell if price drops to this)
16230
+ );
16231
+ log(`✓ OCO order created: ${ocoOrder.id}, order_class: ${ocoOrder.order_class}`);
16232
+ if (ocoOrder.legs && ocoOrder.legs.length > 0) {
16233
+ log(` - Legs: ${ocoOrder.legs.length} orders`);
16234
+ ocoOrder.legs.forEach((leg, index) => {
16235
+ log(` Leg ${index + 1}: type=${leg.type}, limit_price=${leg.limit_price}, stop_price=${leg.stop_price}`);
16236
+ });
16237
+ }
16238
+ }
16239
+ // Test 4: Create another OCO order with stop-limit
16240
+ log('Test 4: Creating position in QQQ and OCO order with stop-limit');
16241
+ // Check existing QQQ position
16242
+ const qqqExistingPosition = existingPositions.find(p => p.symbol === 'QQQ');
16243
+ if (qqqExistingPosition) {
16244
+ log(' Found existing QQQ position, skipping position creation');
16245
+ }
16246
+ else {
16247
+ log(' 4a: Buying 1 share of QQQ to create position...');
16248
+ const qqqEntry = await tradingAPI.createMarketOrder('QQQ', 1, 'buy', 'buy_to_open');
16249
+ log(` ✓ Entry order created: ${qqqEntry.id}`);
16250
+ // Wait for order to fill
16251
+ await new Promise(resolve => setTimeout(resolve, 3000));
16252
+ }
16253
+ // Verify position exists
16254
+ const updatedPositions = await tradingAPI.getPositions();
16255
+ const qqqPosition = updatedPositions.find(p => p.symbol === 'QQQ');
16256
+ if (!qqqPosition) {
16257
+ log(' Warning: QQQ position not found, skipping OCO test', { type: 'error' });
16258
+ }
16259
+ else {
16260
+ log(` ✓ QQQ position confirmed: ${qqqPosition.qty} shares`);
16261
+ log(' 4b: Creating OCO order with stop-limit for QQQ...');
16262
+ const ocoLimitOrder = await tradingAPI.createOCOOrder('QQQ', 1, 'sell', // sell to exit the long position
16263
+ 'sell_to_close', // must be sell_to_close since we're exiting
16264
+ 480.00, // limit price for exit order
16265
+ 490.00, // take profit (sell at or above this)
16266
+ 470.00, // stop loss
16267
+ 470.50, // stop loss limit
16268
+ `test-oco-limit-${timestamp}`);
16269
+ log(`✓ OCO limit order created: ${ocoLimitOrder.id}, order_class: ${ocoLimitOrder.order_class}`);
16270
+ if (ocoLimitOrder.legs && ocoLimitOrder.legs.length > 0) {
16271
+ log(` - Legs: ${ocoLimitOrder.legs.length} orders`);
16272
+ ocoLimitOrder.legs.forEach((leg, index) => {
16273
+ log(` Leg ${index + 1}: type=${leg.type}, limit_price=${leg.limit_price}, stop_price=${leg.stop_price}`);
16274
+ });
16275
+ }
16276
+ }
16277
+ // Clean up: Cancel all test orders
16278
+ log('Cleaning up: Canceling all test orders...');
16279
+ await tradingAPI.cancelAllOrders();
16280
+ log('✓ All test orders canceled');
16281
+ log('=== All Stop and OCO Order Tests Passed ===');
16282
+ }
16283
+ catch (error) {
16284
+ log(`Error during tests: ${error}`, { type: 'error' });
16285
+ throw error;
16286
+ }
16287
+ }
15321
16288
  //# sourceMappingURL=test.js.map