@forgecharts/sdk 1.1.23 → 1.1.28

package/dist/engine/__tests__/CandleEngine.test.js.map

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

@@ -0,0 +1,66 @@
+/**
+ * Candle Invariant Guards
+ *
+ * Defensive assertions for the CandleEngine update pipeline.
+ * All guards are no-ops in production (`NODE_ENV === 'production'`).
+ *
+ * Design principles:
+ *   - Each guard checks exactly ONE invariant and logs a descriptive warning.
+ *   - Guards never throw by default — they warn so streaming data is never blocked.
+ *   - Call sites pass a `context` string that identifies where the check ran.
+ *   - A test harness can replace `_reporter` to assert on violations.
+ *
+ * Usage:
+ *   import { assertOhlcRelationships, assertNotFinalized } from './candleInvariants';
+ */
+import type { CandleBar } from './CandleEngine';
+/** Called for every invariant violation.  Replaced in unit tests. */
+export declare let _reporter: (message: string) => void;
+/** Replace the violation reporter (for unit-test assertions). */
+export declare function _setReporter(fn: (message: string) => void): void;
+/** Re-install the default console.warn reporter. */
+export declare function _resetReporter(): void;
+/**
+ * Verify that `high >= open, close, low` and `low <= open, close`.
+ *
+ * Floats from external feeds can occasionally violate these due to rounding.
+ * This guard surfaces them immediately rather than silently corrupting the chart.
+ */
+export declare function assertOhlcRelationships(bar: CandleBar, context: string): void;
+/**
+ * Verify that `bar.timeMs` is exactly equal to the candle-open boundary for the
+ * given timeframe.  If it is not, `normalizeOhlcv` or `getCalendarBucketStart`
+ * has a bug.
+ */
+export declare function assertBucketAlignment(bar: CandleBar, tf: string, context: string): void;
+/**
+ * Verify that we are NOT about to mutate a candle that has already been finalised
+ * (`isClosed === true`).  Mutating a closed candle corrupts the historical record.
+ *
+ * Triggers on: same-bucket update landing on a bar already marked closed.
+ */
+export declare function assertNotFinalized(bar: CandleBar, context: string): void;
+/**
+ * Verify that a same-bucket update did NOT silently overwrite the candle's `open`.
+ *
+ * The first tick's open is authoritative; subsequent updates for the same bucket
+ * must preserve it.  Call this AFTER the in-place mutation with the captured
+ * `prevOpen` value.
+ */
+export declare function assertOpenImmutability(prevOpen: number, bar: CandleBar, context: string): void;
+/**
+ * Verify that a same-bucket update does NOT append a new bar instead of
+ * updating the existing one.
+ *
+ * Call after an in-place update with the pre- and post-update bar counts.
+ */
+export declare function assertNoDuplicateAppend(prevCount: number, nextCount: number, context: string): void;
+/**
+ * Verify that a new-bucket append does NOT reduce the bar count or silently
+ * overwrite a finalized candle (would require bar count to stay the same while
+ * the last bar's timeMs changes, which the engine never does).
+ *
+ * Call after appending a new bar with the previous last bar for comparison.
+ */
+export declare function assertFinalizedUnchanged(prevLastBar: Readonly<CandleBar>, currentBars: readonly CandleBar[], context: string): void;
+//# sourceMappingURL=candleInvariants.d.ts.map

package/dist/engine/candleInvariants.d.ts.map

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package/dist/engine/candleInvariants.js

@@ -0,0 +1,134 @@
+/**
+ * Candle Invariant Guards
+ *
+ * Defensive assertions for the CandleEngine update pipeline.
+ * All guards are no-ops in production (`NODE_ENV === 'production'`).
+ *
+ * Design principles:
+ *   - Each guard checks exactly ONE invariant and logs a descriptive warning.
+ *   - Guards never throw by default — they warn so streaming data is never blocked.
+ *   - Call sites pass a `context` string that identifies where the check ran.
+ *   - A test harness can replace `_reporter` to assert on violations.
+ *
+ * Usage:
+ *   import { assertOhlcRelationships, assertNotFinalized } from './candleInvariants';
+ */
+import { getCalendarBucketStart } from './timeframeUtils';
+// ─── Reporter (swappable in tests) ───────────────────────────────────────────
+/** Called for every invariant violation.  Replaced in unit tests. */
+export let _reporter = (msg) => console.warn(msg);
+/** Replace the violation reporter (for unit-test assertions). */
+export function _setReporter(fn) {
+    _reporter = fn;
+}
+/** Re-install the default console.warn reporter. */
+export function _resetReporter() {
+    _reporter = (msg) => console.warn(msg);
+}
+// ─── Dev guard ───────────────────────────────────────────────────────────────
+function isDevMode() {
+    // Access process via globalThis to avoid relying on @types/node in browser builds
+    const nodeEnv = globalThis
+        .process?.env?.['NODE_ENV'];
+    return nodeEnv !== 'production';
+}
+function violation(context, message) {
+    _reporter(`[CANDLE_INVARIANT] ${context}: ${message}`);
+}
+// ─── Guards ───────────────────────────────────────────────────────────────────
+/**
+ * Verify that `high >= open, close, low` and `low <= open, close`.
+ *
+ * Floats from external feeds can occasionally violate these due to rounding.
+ * This guard surfaces them immediately rather than silently corrupting the chart.
+ */
+export function assertOhlcRelationships(bar, context) {
+    if (!isDevMode())
+        return;
+    const { open, high, low, close, timeMs } = bar;
+    if (high < open)
+        violation(context, `high(${high}) < open(${open})  at timeMs=${timeMs}`);
+    if (high < close)
+        violation(context, `high(${high}) < close(${close}) at timeMs=${timeMs}`);
+    if (high < low)
+        violation(context, `high(${high}) < low(${low})   at timeMs=${timeMs}`);
+    if (low > open)
+        violation(context, `low(${low}) > open(${open})   at timeMs=${timeMs}`);
+    if (low > close)
+        violation(context, `low(${low}) > close(${close}) at timeMs=${timeMs}`);
+}
+/**
+ * Verify that `bar.timeMs` is exactly equal to the candle-open boundary for the
+ * given timeframe.  If it is not, `normalizeOhlcv` or `getCalendarBucketStart`
+ * has a bug.
+ */
+export function assertBucketAlignment(bar, tf, context) {
+    if (!isDevMode())
+        return;
+    const expected = getCalendarBucketStart(bar.timeMs, tf);
+    if (bar.timeMs !== expected) {
+        violation(context, `timeMs(${bar.timeMs}) ≠ bucketStart(${expected}) for tf=${tf} ` +
+            `(delta=${bar.timeMs - expected} ms)`);
+    }
+}
+/**
+ * Verify that we are NOT about to mutate a candle that has already been finalised
+ * (`isClosed === true`).  Mutating a closed candle corrupts the historical record.
+ *
+ * Triggers on: same-bucket update landing on a bar already marked closed.
+ */
+export function assertNotFinalized(bar, context) {
+    if (!isDevMode())
+        return;
+    if (bar.isClosed) {
+        violation(context, `attempted to mutate a finalized (isClosed=true) candle at timeMs=${bar.timeMs}`);
+    }
+}
+/**
+ * Verify that a same-bucket update did NOT silently overwrite the candle's `open`.
+ *
+ * The first tick's open is authoritative; subsequent updates for the same bucket
+ * must preserve it.  Call this AFTER the in-place mutation with the captured
+ * `prevOpen` value.
+ */
+export function assertOpenImmutability(prevOpen, bar, context) {
+    if (!isDevMode())
+        return;
+    if (bar.open !== prevOpen) {
+        violation(context, `open changed from ${prevOpen} → ${bar.open} on same-bucket update ` +
+            `at timeMs=${bar.timeMs} — first-tick open is authoritative`);
+    }
+}
+/**
+ * Verify that a same-bucket update does NOT append a new bar instead of
+ * updating the existing one.
+ *
+ * Call after an in-place update with the pre- and post-update bar counts.
+ */
+export function assertNoDuplicateAppend(prevCount, nextCount, context) {
+    if (!isDevMode())
+        return;
+    if (nextCount > prevCount) {
+        violation(context, `same-bucket update incremented bar count from ${prevCount} → ${nextCount} ` +
+            `(should have updated in-place, not appended)`);
+    }
+}
+/**
+ * Verify that a new-bucket append does NOT reduce the bar count or silently
+ * overwrite a finalized candle (would require bar count to stay the same while
+ * the last bar's timeMs changes, which the engine never does).
+ *
+ * Call after appending a new bar with the previous last bar for comparison.
+ */
+export function assertFinalizedUnchanged(prevLastBar, currentBars, context) {
+    if (!isDevMode())
+        return;
+    const prevIndex = currentBars.findIndex(b => b.timeMs === prevLastBar.timeMs);
+    if (prevIndex === -1)
+        return; // bar may have been legitimately removed by merge
+    const preserved = currentBars[prevIndex];
+    if (!preserved.isClosed) {
+        violation(context, `bar at timeMs=${prevLastBar.timeMs} should be isClosed=true after new-bucket append`);
+    }
+}
+//# sourceMappingURL=candleInvariants.js.map

package/dist/engine/candleInvariants.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"candleInvariants.js","sourceRoot":"","sources":["../../src/engine/candleInvariants.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;GAcG;AAGH,OAAO,EAAE,sBAAsB,EAAE,MAAM,kBAAkB,CAAC;AAE1D,gFAAgF;AAEhF,qEAAqE;AACrE,MAAM,CAAC,IAAI,SAAS,GAA8B,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;AAE7E,iEAAiE;AACjE,MAAM,UAAU,YAAY,CAAC,EAA6B;IACxD,SAAS,GAAG,EAAE,CAAC;AACjB,CAAC;AAED,oDAAoD;AACpD,MAAM,UAAU,cAAc;IAC5B,SAAS,GAAG,CAAC,GAAG,EAAE,EAAE,CAAC,OAAO,CAAC,IAAI,CAAC,GAAG,CAAC,CAAC;AACzC,CAAC;AAED,gFAAgF;AAEhF,SAAS,SAAS;IAChB,kFAAkF;IAClF,MAAM,OAAO,GAAI,UAA4D;SAC1E,OAAO,EAAE,GAAG,EAAE,CAAC,UAAU,CAAC,CAAC;IAC9B,OAAO,OAAO,KAAK,YAAY,CAAC;AAClC,CAAC;AAED,SAAS,SAAS,CAAC,OAAe,EAAE,OAAe;IACjD,SAAS,CAAC,sBAAsB,OAAO,KAAK,OAAO,EAAE,CAAC,CAAC;AACzD,CAAC;AAED,iFAAiF;AAEjF;;;;;GAKG;AACH,MAAM,UAAU,uBAAuB,CAAC,GAAc,EAAE,OAAe;IACrE,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,MAAM,EAAE,IAAI,EAAE,IAAI,EAAE,GAAG,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,GAAG,CAAC;IAE/C,IAAI,IAAI,GAAG,IAAI;QAAG,SAAS,CAAC,OAAO,EAAE,QAAQ,IAAI,YAAY,IAAI,gBAAgB,MAAM,EAAE,CAAC,CAAC;IAC3F,IAAI,IAAI,GAAG,KAAK;QAAE,SAAS,CAAC,OAAO,EAAE,QAAQ,IAAI,aAAa,KAAK,eAAe,MAAM,EAAE,CAAC,CAAC;IAC5F,IAAI,IAAI,GAAG,GAAG;QAAI,SAAS,CAAC,OAAO,EAAE,QAAQ,IAAI,WAAW,GAAG,iBAAiB,MAAM,EAAE,CAAC,CAAC;IAC1F,IAAI,GAAG,GAAI,IAAI;QAAG,SAAS,CAAC,OAAO,EAAE,OAAO,GAAG,YAAY,IAAI,iBAAiB,MAAM,EAAE,CAAC,CAAC;IAC1F,IAAI,GAAG,GAAI,KAAK;QAAE,SAAS,CAAC,OAAO,EAAE,OAAO,GAAG,aAAa,KAAK,eAAe,MAAM,EAAE,CAAC,CAAC;AAC5F,CAAC;AAED;;;;GAIG;AACH,MAAM,UAAU,qBAAqB,CAAC,GAAc,EAAE,EAAU,EAAE,OAAe;IAC/E,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,MAAM,QAAQ,GAAG,sBAAsB,CAAC,GAAG,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC;IACxD,IAAI,GAAG,CAAC,MAAM,KAAK,QAAQ,EAAE,CAAC;QAC5B,SAAS,CACP,OAAO,EACP,UAAU,GAAG,CAAC,MAAM,mBAAmB,QAAQ,YAAY,EAAE,GAAG;YAChE,UAAU,GAAG,CAAC,MAAM,GAAG,QAAQ,MAAM,CACtC,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,kBAAkB,CAAC,GAAc,EAAE,OAAe;IAChE,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,IAAI,GAAG,CAAC,QAAQ,EAAE,CAAC;QACjB,SAAS,CACP,OAAO,EACP,oEAAoE,GAAG,CAAC,MAAM,EAAE,CACjF,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,sBAAsB,CACpC,QAAgB,EAChB,GAAc,EACd,OAAe;IAEf,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,IAAI,GAAG,CAAC,IAAI,KAAK,QAAQ,EAAE,CAAC;QAC1B,SAAS,CACP,OAAO,EACP,qBAAqB,QAAQ,MAAM,GAAG,CAAC,IAAI,yBAAyB;YACpE,aAAa,GAAG,CAAC,MAAM,qCAAqC,CAC7D,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;;GAKG;AACH,MAAM,UAAU,uBAAuB,CACrC,SAAiB,EACjB,SAAiB,EACjB,OAAe;IAEf,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,IAAI,SAAS,GAAG,SAAS,EAAE,CAAC;QAC1B,SAAS,CACP,OAAO,EACP,iDAAiD,SAAS,MAAM,SAAS,GAAG;YAC5E,8CAA8C,CAC/C,CAAC;IACJ,CAAC;AACH,CAAC;AAED;;;;;;GAMG;AACH,MAAM,UAAU,wBAAwB,CACtC,WAAgC,EAChC,WAAiC,EACjC,OAAe;IAEf,IAAI,CAAC,SAAS,EAAE;QAAE,OAAO;IAEzB,MAAM,SAAS,GAAG,WAAW,CAAC,SAAS,CAAC,CAAC,CAAC,EAAE,CAAC,CAAC,CAAC,MAAM,KAAK,WAAW,CAAC,MAAM,CAAC,CAAC;IAC9E,IAAI,SAAS,KAAK,CAAC,CAAC;QAAE,OAAO,CAAC,kDAAkD;IAEhF,MAAM,SAAS,GAAG,WAAW,CAAC,SAAS,CAAE,CAAC;IAC1C,IAAI,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC;QACxB,SAAS,CACP,OAAO,EACP,iBAAiB,WAAW,CAAC,MAAM,kDAAkD,CACtF,CAAC;IACJ,CAAC;AACH,CAAC"}

package/{src/engine/mergeUtils.ts → dist/engine/mergeUtils.d.ts}

@@ -4,25 +4,23 @@
  * These utilities operate on plain data objects and have no side-effects,
  * making them easy to test and reuse.
  */
-
 /**
  * Normalised candle shape.  Defined here so that mergeUtils has no dependency
  * on CandleEngine (avoids circular imports).  CandleEngine re-exports this type.
  */
 export interface CandleBar {
-  /** Candle open-time in milliseconds — the primary bucket key. */
-  timeMs: number;
-  /** Candle open-time in seconds — passed directly to the chart library. */
-  time: number;
-  open: number;
-  high: number;
-  low: number;
-  close: number;
-  volume: number;
-  /** True once the next candle has started and this bar is fully formed. */
-  isClosed: boolean;
+    /** Candle open-time in milliseconds — the primary bucket key. */
+    timeMs: number;
+    /** Candle open-time in seconds — passed directly to the chart library. */
+    time: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    /** True once the next candle has started and this bar is fully formed. */
+    isClosed: boolean;
 }
-
 /**
  * Count the number of missing candle buckets between two consecutive bar times.
  *
@@ -33,14 +31,7 @@ export interface CandleBar {
  * getMissingBarCount(60_000,  240_000, 60_000)  // → 2  (10:01 and 10:02 missing)
  * getMissingBarCount(60_000, 3_660_000, 60_000) // → 59 (whole hour gap)
  */
-export function getMissingBarCount(
-  lastTimeMs: number,
-  nextTimeMs: number,
-  intervalMs: number,
-): number {
-  return Math.max(0, Math.floor((nextTimeMs - lastTimeMs) / intervalMs) - 1);
-}
-
+export declare function getMissingBarCount(lastTimeMs: number, nextTimeMs: number, intervalMs: number): number;
 /**
  * Merge two candle arrays into a single deduplicated, time-sorted array.
  *
@@ -56,38 +47,10 @@ export function getMissingBarCount(
  * @param incoming   New bars to merge in (read-only — not mutated).
  * @returns A new sorted array with duplicates removed.
  */
-export function mergeBars(
-  existing: readonly CandleBar[],
-  incoming: readonly CandleBar[],
-): CandleBar[] {
-  const map = new Map<number, CandleBar>();
-
-  // Load existing bars first
-  for (const bar of existing) {
-    map.set(bar.timeMs, bar);
-  }
-
-  // Incoming bars override based on conflict resolution rules
-  for (const bar of incoming) {
-    const prev = map.get(bar.timeMs);
-    // Incoming wins when:
-    //   a) no previous bar at this time (simple insert)
-    //   b) previous bar is closed — REST data is authoritative for closed candles
-    //   c) incoming bar is open (live) — always prefer the latest live tick
-    if (!prev || prev.isClosed || !bar.isClosed) {
-      map.set(bar.timeMs, bar);
-    }
-  }
-
-  return Array.from(map.values()).sort((a, b) => a.timeMs - b.timeMs);
-}
-
+export declare function mergeBars(existing: readonly CandleBar[], incoming: readonly CandleBar[]): CandleBar[];
 /**
  * Deduplicate a single sorted array by `timeMs`, keeping the last occurrence
  * of any duplicate (latest data wins).
  */
-export function deduplicateBars(bars: CandleBar[]): CandleBar[] {
-  const map = new Map<number, CandleBar>();
-  for (const bar of bars) map.set(bar.timeMs, bar);
-  return Array.from(map.values()).sort((a, b) => a.timeMs - b.timeMs);
-}
+export declare function deduplicateBars(bars: CandleBar[]): CandleBar[];
+//# sourceMappingURL=mergeUtils.d.ts.map

package/dist/engine/mergeUtils.d.ts.map

@@ -0,0 +1 @@
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package/dist/engine/mergeUtils.js

@@ -0,0 +1,64 @@
+/**
+ * Merge / reconciliation helpers for the candle engine.
+ *
+ * These utilities operate on plain data objects and have no side-effects,
+ * making them easy to test and reuse.
+ */
+/**
+ * Count the number of missing candle buckets between two consecutive bar times.
+ *
+ * Returns 0 when bars are adjacent (no gap), ≥1 when candles are missing.
+ *
+ * @example
+ * getMissingBarCount(60_000,  120_000, 60_000)  // → 0  (consecutive 1m bars)
+ * getMissingBarCount(60_000,  240_000, 60_000)  // → 2  (10:01 and 10:02 missing)
+ * getMissingBarCount(60_000, 3_660_000, 60_000) // → 59 (whole hour gap)
+ */
+export function getMissingBarCount(lastTimeMs, nextTimeMs, intervalMs) {
+    return Math.max(0, Math.floor((nextTimeMs - lastTimeMs) / intervalMs) - 1);
+}
+/**
+ * Merge two candle arrays into a single deduplicated, time-sorted array.
+ *
+ * Conflict resolution when both arrays contain a bar with the same `timeMs`:
+ *   - Closed bars from `incoming` always override `existing` candles —
+ *     REST-fetched data is treated as authoritative for finished candles.
+ *   - The live (open) candle: `incoming` also wins — it is the freshest tick.
+ *
+ * This covers both gap backfill (REST data fills missing closed bars) and
+ * reconnect reconciliation (recent REST window corrects stale candles).
+ *
+ * @param existing   Current engine bar array (read-only — not mutated).
+ * @param incoming   New bars to merge in (read-only — not mutated).
+ * @returns A new sorted array with duplicates removed.
+ */
+export function mergeBars(existing, incoming) {
+    const map = new Map();
+    // Load existing bars first
+    for (const bar of existing) {
+        map.set(bar.timeMs, bar);
+    }
+    // Incoming bars override based on conflict resolution rules
+    for (const bar of incoming) {
+        const prev = map.get(bar.timeMs);
+        // Incoming wins when:
+        //   a) no previous bar at this time (simple insert)
+        //   b) previous bar is closed — REST data is authoritative for closed candles
+        //   c) incoming bar is open (live) — always prefer the latest live tick
+        if (!prev || prev.isClosed || !bar.isClosed) {
+            map.set(bar.timeMs, bar);
+        }
+    }
+    return Array.from(map.values()).sort((a, b) => a.timeMs - b.timeMs);
+}
+/**
+ * Deduplicate a single sorted array by `timeMs`, keeping the last occurrence
+ * of any duplicate (latest data wins).
+ */
+export function deduplicateBars(bars) {
+    const map = new Map();
+    for (const bar of bars)
+        map.set(bar.timeMs, bar);
+    return Array.from(map.values()).sort((a, b) => a.timeMs - b.timeMs);
+}
+//# sourceMappingURL=mergeUtils.js.map

package/dist/engine/mergeUtils.js.map

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

@@ -0,0 +1,80 @@
+/**
+ * Timeframe utilities — thin compatibility wrappers over `@forgecharts/shared/time`.
+ *
+ * All bucket-alignment logic now lives in the canonical shared module.
+ * These exports keep the existing `CandleEngine` and `DatafeedConnector` import
+ * surface stable while delegating every calculation to the single source of truth.
+ *
+ * Migration note:
+ *   New code should import directly from `@forgecharts/shared/time`:
+ *     import { getBucketStart, getWeekBucketStart, getMonthBucketStart } from '@forgecharts/shared/time';
+ *
+ *   Legacy imports from this file continue to work unchanged.
+ */
+/**
+ * Convert a timeframe label to its duration in milliseconds.
+ *
+ * Returns `60_000` (1 minute) for calendar timeframes (`1w`, `1M`) and unknown
+ * labels — preserving the previous behaviour that `CandleEngine` depended on.
+ * New code should use `sharedTimeframeToMs` (which returns `null` for those
+ * cases) and handle `null` explicitly.
+ *
+ * @example
+ * timeframeToMs('1m')  // → 60_000
+ * timeframeToMs('4h')  // → 14_400_000
+ * timeframeToMs('1w')  // → 60_000  (calendar — no fixed duration; fallback)
+ */
+export declare function timeframeToMs(timeframe: string): number;
+/**
+ * Floor a millisecond timestamp to the start of its fixed-interval bucket.
+ *
+ * This overload takes an explicit `intervalMs` and is used internally by
+ * `aggregateToBucket` for sub-daily custom timeframe synthesis.
+ *
+ * For timeframe-label–based alignment (including 1w / 1M calendar logic)
+ * use `getCalendarBucketStart` or import `getBucketStart` from `@forgecharts/shared`.
+ *
+ * @example
+ * getBucketStart(62_000,   60_000)       // → 60_000
+ * getBucketStart(3_720_000, 3_600_000)   // → 3_600_000
+ */
+export declare function getBucketStart(timeMs: number, intervalMs: number): number;
+/**
+ * Floor a millisecond timestamp to the candle-open boundary for the given
+ * timeframe label, with correct calendar alignment:
+ *
+ *   `1w` — Monday-aligned week (ISO 8601, UTC) via `getWeekBucketStart`
+ *   `1M` — first of calendar month, UTC via `getMonthBucketStart`
+ *   all others — plain epoch-floor via `getBucketStart`
+ *
+ * Delegates entirely to the canonical shared module.
+ */
+export declare function getCalendarBucketStart(timeMs: number, tf: string): number;
+/**
+ * Build a custom timeframe by aggregating base-timeframe candles into larger buckets.
+ * Returns the aggregated candles for all buckets covered by `subBars`.
+ *
+ * This is the building block for synthesising e.g. 3m from 1m feeds.
+ *
+ * @param subBars    Candles from the base timeframe, sorted ascending by timeMs.
+ * @param targetMs   Target timeframe duration in ms (e.g. 180_000 for 3m).
+ *
+ * @throws {Error} If `targetMs` corresponds to a calendar-irregular timeframe
+ *   (`1w` / `1M`). Use `getCalendarBucketStart` for those directly.
+ */
+export declare function aggregateToBucket(subBars: ReadonlyArray<{
+    timeMs: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}>, targetMs: number): Array<{
+    timeMs: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+}>;
+//# sourceMappingURL=timeframeUtils.d.ts.map

package/dist/engine/timeframeUtils.d.ts.map

@@ -0,0 +1 @@
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package/{src/engine/timeframeUtils.ts → dist/engine/timeframeUtils.js}

@@ -11,14 +11,8 @@
  *
  *   Legacy imports from this file continue to work unchanged.
  */
-
-import {
-  getBucketStart   as sharedGetBucketStart,
-  timeframeToMs    as sharedTimeframeToMs,
-} from '@forgecharts/shared/time';
-
+import { getBucketStart as sharedGetBucketStart, timeframeToMs as sharedTimeframeToMs, } from '@forgecharts/shared/time';
 // ─── timeframeToMs ────────────────────────────────────────────────────────────
-
 /**
  * Convert a timeframe label to its duration in milliseconds.
  *
@@ -32,12 +26,10 @@ import {
  * timeframeToMs('4h')  // → 14_400_000
  * timeframeToMs('1w')  // → 60_000  (calendar — no fixed duration; fallback)
  */
-export function timeframeToMs(timeframe: string): number {
-  return sharedTimeframeToMs(timeframe) ?? 60_000;
+export function timeframeToMs(timeframe) {
+    return sharedTimeframeToMs(timeframe) ?? 60_000;
 }
-
 // ─── getBucketStart (interval-based) ─────────────────────────────────────────
-
 /**
  * Floor a millisecond timestamp to the start of its fixed-interval bucket.
  *
@@ -51,12 +43,10 @@ export function timeframeToMs(timeframe: string): number {
  * getBucketStart(62_000,   60_000)       // → 60_000
  * getBucketStart(3_720_000, 3_600_000)   // → 3_600_000
  */
-export function getBucketStart(timeMs: number, intervalMs: number): number {
-  return Math.floor(timeMs / intervalMs) * intervalMs;
+export function getBucketStart(timeMs, intervalMs) {
+    return Math.floor(timeMs / intervalMs) * intervalMs;
 }
-
 // ─── getCalendarBucketStart ───────────────────────────────────────────────────
-
 /**
  * Floor a millisecond timestamp to the candle-open boundary for the given
  * timeframe label, with correct calendar alignment:
@@ -67,12 +57,10 @@ export function getBucketStart(timeMs: number, intervalMs: number): number {
  *
  * Delegates entirely to the canonical shared module.
  */
-export function getCalendarBucketStart(timeMs: number, tf: string): number {
-  return sharedGetBucketStart(timeMs, tf);
+export function getCalendarBucketStart(timeMs, tf) {
+    return sharedGetBucketStart(timeMs, tf);
 }
-
 // ─── aggregateToBucket ────────────────────────────────────────────────────────
-
 /**
  * Build a custom timeframe by aggregating base-timeframe candles into larger buckets.
  * Returns the aggregated candles for all buckets covered by `subBars`.
@@ -85,34 +73,28 @@ export function getCalendarBucketStart(timeMs: number, tf: string): number {
  * @throws {Error} If `targetMs` corresponds to a calendar-irregular timeframe
  *   (`1w` / `1M`). Use `getCalendarBucketStart` for those directly.
  */
-export function aggregateToBucket(
-  subBars: ReadonlyArray<{
-    timeMs: number; open: number; high: number; low: number; close: number; volume: number;
-  }>,
-  targetMs: number,
-): Array<{ timeMs: number; open: number; high: number; low: number; close: number; volume: number }> {
-  // 1w is 7 days exactly; 1M has no fixed duration and can never equal a targetMs.
-  // Guard prevents accidentally using fixed-interval bucketing for weekly candles
-  // where DST can make weeks slightly unequal (though UTC avoids this).
-  const WEEK_MS = 7 * 24 * 60 * 60 * 1000; // 604_800_000
-  if (targetMs === WEEK_MS) {
-    throw new Error('aggregateToBucket: use getCalendarBucketStart for 1w/1M aggregation');
-  }
-
-  const buckets = new Map<number, { timeMs: number; open: number; high: number; low: number; close: number; volume: number }>();
-
-  for (const bar of subBars) {
-    const bucket = getBucketStart(bar.timeMs, targetMs);
-    const existing = buckets.get(bucket);
-    if (!existing) {
-      buckets.set(bucket, { timeMs: bucket, open: bar.open, high: bar.high, low: bar.low, close: bar.close, volume: bar.volume });
-    } else {
-      existing.high   = Math.max(existing.high, bar.high);
-      existing.low    = Math.min(existing.low,  bar.low);
-      existing.close  = bar.close;
-      existing.volume += bar.volume;
+export function aggregateToBucket(subBars, targetMs) {
+    // 1w is 7 days exactly; 1M has no fixed duration and can never equal a targetMs.
+    // Guard prevents accidentally using fixed-interval bucketing for weekly candles
+    // where DST can make weeks slightly unequal (though UTC avoids this).
+    const WEEK_MS = 7 * 24 * 60 * 60 * 1000; // 604_800_000
+    if (targetMs === WEEK_MS) {
+        throw new Error('aggregateToBucket: use getCalendarBucketStart for 1w/1M aggregation');
     }
-  }
-
-  return Array.from(buckets.values()).sort((a, b) => a.timeMs - b.timeMs);
+    const buckets = new Map();
+    for (const bar of subBars) {
+        const bucket = getBucketStart(bar.timeMs, targetMs);
+        const existing = buckets.get(bucket);
+        if (!existing) {
+            buckets.set(bucket, { timeMs: bucket, open: bar.open, high: bar.high, low: bar.low, close: bar.close, volume: bar.volume });
+        }
+        else {
+            existing.high = Math.max(existing.high, bar.high);
+            existing.low = Math.min(existing.low, bar.low);
+            existing.close = bar.close;
+            existing.volume += bar.volume;
+        }
+    }
+    return Array.from(buckets.values()).sort((a, b) => a.timeMs - b.timeMs);
 }
+//# sourceMappingURL=timeframeUtils.js.map

package/dist/engine/timeframeUtils.js.map

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