@dsh-stack/trading-market-data 0.0.0-stage → 0.1.1

package/README.md

@@ -1,3 +1,3 @@
-# Temporary Holding Version
+# trading-market-data
 
-This version is a temporary placeholder for this package. An operational version to replace this has been submitted for review and is awaiting a staged release.
+Market data models and ingestion utilities for Stack trading tooling.

package/lib/index.d.ts

@@ -0,0 +1,52 @@
+import type { Candle } from "@dsh-stack/trading-research";
+export interface MarketDataQuery {
+    readonly symbol: string;
+    readonly start?: number;
+    readonly end?: number;
+    readonly limit?: number;
+}
+export interface MarketDataProvider {
+    readonly id: string;
+    listSymbols(): Promise<readonly string[]>;
+    getCandles(query: MarketDataQuery): Promise<readonly Candle[]>;
+}
+export declare class MarketDataRegistry {
+    private readonly providers;
+    /**
+     * Registers a new market data provider.
+     *
+     * @param provider - The MarketDataProvider to register.
+     * @throws Will throw an error if a provider with the same ID is already registered.
+     * @returns Nothing.
+     */
+    register(provider: MarketDataProvider): void;
+    /**
+     * Retrieves the market data provider associated with the given ID.
+     * @param id - The ID of the market data provider to retrieve.
+     * @returns The MarketDataProvider associated with the ID, or undefined if not found.
+     * @throws Will throw an error if the ID is not found.
+     */
+    get(id: string): MarketDataProvider | undefined;
+    /**
+     * Lists all registered market data providers.
+     * @returns An array of MarketDataProvider instances, representing all registered providers.
+     * @throws Will throw an error if there are no providers registered.
+     */
+    list(): readonly MarketDataProvider[];
+}
+export declare class MemoryMarketDataProvider implements MarketDataProvider {
+    readonly id: string;
+    private readonly symbols;
+    /** Constructs an instance. */
+    constructor(id?: string);
+    /** seed implementation. */
+    seed(symbol: string, candles: readonly Candle[]): void;
+    /** listSymbols implementation. */
+    listSymbols(): Promise<readonly string[]>;
+    /**
+     * Returns a sorted list of symbols for which candle data is available.
+     * @returns A sorted array of symbol names.
+     * @throws Will throw an error if no symbols have been seeded with candle data.
+     */
+    getCandles(query: MarketDataQuery): Promise<readonly Candle[]>;
+}

package/lib/index.js

@@ -0,0 +1,65 @@
+export class MarketDataRegistry {
+    providers = new Map();
+    /**
+     * Registers a new market data provider.
+     *
+     * @param provider - The MarketDataProvider to register.
+     * @throws Will throw an error if a provider with the same ID is already registered.
+     * @returns Nothing.
+     */
+    register(provider) {
+        if (this.providers.has(provider.id))
+            throw new Error(`Market-data provider already registered: ${provider.id}`);
+        this.providers.set(provider.id, provider);
+    }
+    /**
+     * Retrieves the market data provider associated with the given ID.
+     * @param id - The ID of the market data provider to retrieve.
+     * @returns The MarketDataProvider associated with the ID, or undefined if not found.
+     * @throws Will throw an error if the ID is not found.
+     */
+    get(id) {
+        return this.providers.get(id);
+    }
+    /**
+     * Lists all registered market data providers.
+     * @returns An array of MarketDataProvider instances, representing all registered providers.
+     * @throws Will throw an error if there are no providers registered.
+     */
+    list() {
+        return [...this.providers.values()];
+    }
+}
+export class MemoryMarketDataProvider {
+    id;
+    symbols = new Map();
+    /** Constructs an instance. */
+    constructor(id = "memory") {
+        this.id = id;
+    }
+    /** seed implementation. */
+    seed(symbol, candles) {
+        const normalized = [...candles].sort((a, b) => a.time - b.time);
+        this.symbols.set(symbol, normalized);
+    }
+    /** listSymbols implementation. */
+    async listSymbols() {
+        return [...this.symbols.keys()].sort();
+    }
+    /**
+     * Returns a sorted list of symbols for which candle data is available.
+     * @returns A sorted array of symbol names.
+     * @throws Will throw an error if no symbols have been seeded with candle data.
+     */
+    async getCandles(query) {
+        const data = this.symbols.get(query.symbol) ?? [];
+        const filtered = data.filter((candle) => {
+            if (query.start !== undefined && candle.time < query.start)
+                return false;
+            if (query.end !== undefined && candle.time > query.end)
+                return false;
+            return true;
+        });
+        return query.limit === undefined ? filtered : filtered.slice(-Math.max(0, query.limit));
+    }
+}

package/package.json

@@ -1,6 +1,40 @@
 {
   "name": "@dsh-stack/trading-market-data",
-  "version": "0.0.0-stage",
-  "stub": true,
-  "description": "Temporary package placeholder for staged publishing"
-}
+  "version": "0.1.1",
+  "type": "module",
+  "main": "lib/index.js",
+  "types": "lib/index.d.ts",
+  "exports": {
+    ".": {
+      "types": "./lib/index.d.ts",
+      "default": "./lib/index.js"
+    }
+  },
+  "scripts": {
+    "build": "tsc -p tsconfig.json",
+    "typecheck": "tsc -p tsconfig.typecheck.json --noEmit",
+    "verify": "node verify.mjs"
+  },
+  "dependencies": {
+    "@dsh-stack/trading-research": "0.1.1"
+  },
+  "devDependencies": {
+    "typescript": "^6.0.3"
+  },
+  "stack": {
+    "kind": "plugin",
+    "id": "stack.trading.market-data"
+  },
+  "publishConfig": {
+    "access": "public"
+  },
+  "files": [
+    "lib",
+    "README.md"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/marius-patrik/dsh-stack.git",
+    "directory": "plugins/trading-market-data"
+  }
+}