@forgecharts/sdk 1.1.23 → 1.1.28

package/src/trading/managed/managedTypes.ts

@@ -1,151 +0,0 @@
-/**
- * managedTypes.ts
- *
- * Input/output types specific to the managed trading flow.
- * These are the shapes that callers pass into ManagedTradingController and
- * that execution providers will eventually consume.
- *
- * Shared overlay types (ChartOrder, ChartPosition, ExecutionFill) are in
- * ../tradingTypes — managed trading WRITES to those shapes, it does not
- * define its own parallel set.
- */
-
-import type { OrderSide } from '../tradingTypes';
-
-// ── Order placement inputs ────────────────────────────────────────────────────
-
-/** Time-in-force policy for managed orders. */
-export type TimeInForce = 'GTC' | 'IOC' | 'FOK' | 'GTD' | 'DAY';
-
-/** Managed order type. */
-export type ManagedOrderType = 'market' | 'limit' | 'stop_market' | 'stop_limit';
-
-/**
- * Input to placeOrder().
- * The controller normalises this into a ChartOrder for the overlay store.
- */
-export interface PlaceOrderInput {
-  /** Symbol / instrument identifier (e.g. 'BTCUSDT', 'ES', 'AAPL'). */
-  symbol: string;
-
-  side: OrderSide;
-
-  type: ManagedOrderType;
-
-  /** Required for limit and stop-limit orders. */
-  limitPrice?: number;
-
-  /** Required for stop-market and stop-limit orders. */
-  stopPrice?: number;
-
-  qty: number;
-
-  timeInForce?: TimeInForce;
-
-  /**
-   * Group identifier for bracket legs.
-   * The SDK does not enforce OCO execution — the execution provider is responsible.
-   */
-  groupId?: string;
-
-  /** Human-readable label shown on the chart overlay. */
-  label?: string;
-
-  /** Arbitrary passthrough metadata forwarded to the execution provider. */
-  meta?: Record<string, unknown>;
-}
-
-/**
- * Input to modifyOrder().
- * Only fields that are explicitly set will be forwarded to the provider.
- */
-export interface ModifyOrderInput {
-  limitPrice?: number;
-  stopPrice?:  number;
-  qty?:        number;
-  label?:      string;
-}
-
-/**
- * Input to placeBracketOrder().
- * Places an entry order plus linked stop-loss and/or take-profit in one call.
- * All three legs share a `groupId` so they are visually associated on the chart.
- */
-export interface PlaceBracketOrderInput {
-  /** The entry leg — type/side/price/qty. Provider may require limit or stop. */
-  entry: PlaceOrderInput;
-
-  /** Stop-loss price. Required field — brackets must have a risk leg. */
-  stopLossPrice: number;
-
-  /**
-   * Take-profit price.
-   * Optional — some workflows only manage downside.
-   */
-  takeProfitPrice?: number;
-}
-
-// ── Provider acknowledgement ──────────────────────────────────────────────────
-
-/**
- * Returned by placeOrder() and placeBracketOrder() once acknowledged by the
- * execution provider (even if not yet filled).
- */
-export interface OrderAck {
-  /** Provider-assigned order id. */
-  orderId: string;
-  /** Optional provider-assigned client order id. */
-  clientOrderId?: string;
-  /** Timestamp (ms) when the ack was received from the provider. */
-  timestamp: number;
-}
-
-/** Returned by placeBracketOrder — one ack per submitted leg. */
-export interface BracketOrderAck {
-  entry:       OrderAck;
-  stopLoss:    OrderAck;
-  takeProfit?: OrderAck;
-  /** Shared group id linking all legs on the chart overlay. */
-  groupId:     string;
-}
-
-// ── Execution provider contract ───────────────────────────────────────────────
-
-/**
- * IExecutionProvider
- *
- * The contract every broker / exchange adapter must implement.
- * ManagedTradingController delegates all actual order routing to whichever
- * provider is registered at runtime.
- *
- * Providers are NOT implemented here — this interface is the extension point.
- */
-export interface IExecutionProvider {
-  /** Unique provider identifier (e.g. 'rithmic', 'binance', 'interactive-brokers'). */
-  readonly providerId: string;
-
-  /**
-   * Submit a new order to the venue.
-   * Must resolve with an OrderAck once the venue acknowledges.
-   */
-  placeOrder(input: PlaceOrderInput): Promise<OrderAck>;
-
-  /**
-   * Cancel a working order by its provider-assigned id.
-   * Must resolve once the cancellation is acknowledged.
-   */
-  cancelOrder(orderId: string): Promise<void>;
-
-  /**
-   * Modify a working order in place.
-   * Partial updates — only fields present in `updates` are changed.
-   */
-  modifyOrder(orderId: string, updates: ModifyOrderInput): Promise<OrderAck>;
-
-  /**
-   * Place a bracket order (entry + stop-loss + optional take-profit).
-   * Providers may implement this as a single atomic request or as multiple
-   * linked orders — the contract is the same from the controller's perspective.
-   */
-  placeBracketOrder(input: PlaceBracketOrderInput): Promise<BracketOrderAck>;
-}

package/src/trading/tradingTypes.ts

@@ -1,135 +0,0 @@
-/**
- * Shared trading overlay types used by both unmanaged and managed modes.
- *
- * These are the canonical data shapes the overlay engine, ingestion layer,
- * and future managed trading service all operate on.
- */
-
-// ── Candle ingestion ──────────────────────────────────────────────────────────
-
-/**
- * Normalised candle data accepted by the unmanaged ingestion API.
- * `time` may be Unix seconds or milliseconds — the engine auto-detects.
- */
-export interface CandleInput {
-  time:    number;
-  open:    number;
-  high:    number;
-  low:     number;
-  close:   number;
-  volume?: number;
-  /** True when the candle is confirmed closed (next candle has opened). */
-  isClosed?: boolean;
-}
-
-// ── Orders ────────────────────────────────────────────────────────────────────
-
-/** Visual role of the order line on the chart. */
-export type OrderRole = 'entry' | 'stop_loss' | 'take_profit' | 'limit' | 'stop' | 'other';
-
-/** Order side. */
-export type OrderSide = 'buy' | 'sell';
-
-/** Lifecycle status of the order. */
-export type OrderStatus =
-  | 'pending'    // not yet acknowledged by the venue
-  | 'open'       // working / resting on the book
-  | 'filled'     // fully executed
-  | 'partial'    // partially filled, still working
-  | 'cancelled'  // cancelled before execution
-  | 'rejected'   // rejected by venue
-  | 'expired';   // expired (GTD, IOC, etc.)
-
-export interface ChartOrder {
-  /** Unique order identifier — used as the primary key for upsert / remove. */
-  id: string;
-
-  /** Visual role — drives line colour and label. */
-  role: OrderRole;
-
-  side: OrderSide;
-  status: OrderStatus;
-
-  /** Limit / trigger price in the chart's native price unit. */
-  price: number;
-
-  /** Order quantity in the instrument's native lot / contract unit. */
-  qty: number;
-
-  /**
-   * Optional group identifier.
-   * Orders sharing a `groupId` are visually associated (e.g. bracket legs).
-   * The SDK does NOT manage execution rules — grouping is visual only.
-   */
-  groupId?: string;
-
-  /** Human-readable label shown next to the order line. */
-  label?: string;
-
-  /** ISO-8601 string or Unix timestamp (ms) when the order was placed. */
-  timestamp?: number | string;
-
-  /** Arbitrary client metadata — not used by the renderer. */
-  meta?: Record<string, unknown>;
-}
-
-// ── Positions ─────────────────────────────────────────────────────────────────
-
-export type PositionSide = 'long' | 'short';
-
-export type PositionStatus = 'open' | 'closed' | 'partial';
-
-export interface ChartPosition {
-  /** Unique position identifier. */
-  id: string;
-
-  side: PositionSide;
-  status: PositionStatus;
-
-  /** Average entry price. */
-  entryPrice: number;
-
-  /** Net open quantity (absolute value; sign is encoded in `side`). */
-  qty: number;
-
-  /** Current mark / last price (used to compute unrealized P&L). */
-  markPrice?: number;
-
-  /** Unrealized P&L in the account's currency. */
-  unrealizedPnl?: number;
-
-  /** Optional: link associated order ids (e.g. stop-loss, take-profit). */
-  linkedOrderIds?: string[];
-
-  /** Human-readable label. */
-  label?: string;
-
-  /** Arbitrary client metadata. */
-  meta?: Record<string, unknown>;
-}
-
-// ── Execution fills ───────────────────────────────────────────────────────────
-
-export type FillSide = 'buy' | 'sell';
-
-export interface ExecutionFill {
-  /** Unique fill / execution identifier. */
-  id: string;
-
-  /** ID of the parent order, if known. */
-  orderId?: string;
-
-  side: FillSide;
-
-  /** Execution price. */
-  price: number;
-
-  /** Filled quantity. */
-  qty: number;
-
-  /** Unix timestamp in milliseconds when the fill was reported. */
-  timestamp: number;
-
-  /** Arbitrary client metadata. */
-  meta?: Record<string, unknown>;
-}

package/src/tscript/TScriptIndicator.ts

@@ -1,54 +0,0 @@
-/**
- * TScriptIndicator — compiles and executes a TScript program, exposing its
- * plot() outputs as IndicatorPoint arrays compatible with the DAG DAGResult format.
- *
- * @example
- * ```ts
- * const ind = new TScriptIndicator(`
- *   indicator("My SMA")
- *   length = input(14)
- *   value = sma(close, length)
- *   plot(value)
- * `);
- *
- * const plots = ind.run(bars);
- * // plots[0] → IndicatorPoint[] for the first plot() call
- * ```
- */
-
-import type { OHLCV } from '@forgecharts/types';
-import { TScriptRuntime } from './runtime';
-import type { IndicatorPoint } from '../core/IndicatorEngine';
-
-export class TScriptIndicator {
-  private readonly _runtime: TScriptRuntime;
-
-  /** Title from the `indicator("...")` declaration, or `'Script'` if absent. */
-  readonly title: string;
-
-  constructor(src: string) {
-    this._runtime = new TScriptRuntime(src);
-    this.title    = this._runtime.title;
-  }
-
-  /**
-   * Execute the script over the full bar history.
-   *
-   * Each call resets internal state and replays every bar from scratch,
-   * ensuring the output is deterministic regardless of prior calls.
-   *
-   * @returns array of plot series — `plots[0]` corresponds to the first
-   *          `plot()` call in source, `plots[1]` to the second, etc.
-   */
-  run(bars: readonly OHLCV[]): IndicatorPoint[][] {
-    return this._runtime.run(bars);
-  }
-
-  /**
-   * Reset all persistent series state (ring buffers) without re-parsing.
-   * Call when the chart symbol or timeframe changes.
-   */
-  reset(): void {
-    this._runtime.reset();
-  }
-}

package/src/tscript/ast.ts

@@ -1,105 +0,0 @@
-/**
- * TScript Abstract Syntax Tree node types.
- *
- * Grammar (simplified):
- *   program       → stmt*
- *   stmt          → indicator_decl | assign | expr_stmt
- *   assign        → IDENT '=' expr
- *   indicator     → 'indicator' '(' STRING ')'
- *   expr          → ternary
- *   ternary       → or ('?' expr ':' expr)?
- *   or            → and ('or' and)*
- *   and           → not ('and' not)*
- *   not           → 'not' comparison | comparison
- *   comparison    → addition (('<'|'>'|'<='|'>='|'=='|'!=') addition)*
- *   addition      → multiplication (('+' | '-') multiplication)*
- *   multiplication→ unary (('*' | '/' | '%') unary)*
- *   unary         → '-' unary | primary
- *   primary       → NUMBER | STRING | BOOL | IDENT ('[' expr ']')? | call | '(' expr ')'
- *   call          → IDENT '(' args ')'
- */
-
-// ─── Literal / leaf nodes ─────────────────────────────────────────────────────
-
-export type NumberLit  = { kind: 'NumberLit';  value: number };
-export type StringLit  = { kind: 'StringLit';  value: string };
-export type BoolLit    = { kind: 'BoolLit';    value: boolean };
-export type Identifier = { kind: 'Identifier'; name: string };
-
-// ─── Expression nodes ─────────────────────────────────────────────────────────
-
-export type IndexExpr = {
-  kind:   'IndexExpr';
-  series: Expr;   // the base series (usually an Identifier)
-  index:  Expr;   // bar-lookback, e.g. close[1]
-};
-
-export type CallExpr = {
-  kind:  'CallExpr';
-  callee: string;
-  args:   Expr[];
-};
-
-export type BinaryExpr = {
-  kind:  'BinaryExpr';
-  op:    '+' | '-' | '*' | '/' | '%' | '<' | '>' | '<=' | '>=' | '==' | '!=';
-  left:  Expr;
-  right: Expr;
-};
-
-export type UnaryExpr = {
-  kind:   'UnaryExpr';
-  op:     '-' | 'not';
-  operand: Expr;
-};
-
-export type TernaryExpr = {
-  kind:       'TernaryExpr';
-  condition:  Expr;
-  consequent: Expr;
-  alternate:  Expr;
-};
-
-export type LogicalExpr = {
-  kind:  'LogicalExpr';
-  op:    'and' | 'or';
-  left:  Expr;
-  right: Expr;
-};
-
-export type Expr =
-  | NumberLit
-  | StringLit
-  | BoolLit
-  | Identifier
-  | IndexExpr
-  | CallExpr
-  | BinaryExpr
-  | UnaryExpr
-  | TernaryExpr
-  | LogicalExpr;
-
-// ─── Statement nodes ──────────────────────────────────────────────────────────
-
-export type IndicatorDecl = {
-  kind:  'IndicatorDecl';
-  title: string;
-};
-
-export type AssignStmt = {
-  kind:  'AssignStmt';
-  name:  string;
-  value: Expr;
-};
-
-export type ExprStmt = {
-  kind: 'ExprStmt';
-  expr: Expr;
-};
-
-export type Stmt = IndicatorDecl | AssignStmt | ExprStmt;
-
-export type Program = {
-  kind:  'Program';
-  stmts: Stmt[];
-};

package/src/tscript/lexer.ts

@@ -1,190 +0,0 @@
-/**
- * TScript Lexer — converts source text into a flat token stream.
- *
- * Token types:
- *  NUMBER  — 42, 3.14, .5
- *  STRING  — "hello" or 'hello'
- *  BOOL    — true / false
- *  IDENT   — identifier or keyword
- *  OP      — single/double-char operator
- *  LPAREN, RPAREN, LBRACKET, RBRACKET, COMMA, EQ, NEWLINE
- *  EOF
- */
-
-export type TokenKind =
-  | 'NUMBER' | 'STRING' | 'BOOL' | 'IDENT'
-  | 'PLUS' | 'MINUS' | 'STAR' | 'SLASH' | 'PERCENT'
-  | 'LT' | 'GT' | 'LTE' | 'GTE' | 'EQEQ' | 'NEQ'
-  | 'QMARK' | 'COLON'
-  | 'LPAREN' | 'RPAREN' | 'LBRACKET' | 'RBRACKET'
-  | 'COMMA' | 'EQ'
-  | 'NEWLINE' | 'EOF';
-
-export type Token = {
-  kind:   TokenKind;
-  value:  string;   // raw matched text
-  line:   number;
-  col:    number;
-};
-
-// Keywords that are NOT identifiers
-const KEYWORDS = new Set(['true', 'false', 'and', 'or', 'not', 'indicator', 'input', 'plot', 'na']);
-
-export class Lexer {
-  private _src:  string;
-  private _pos:  number = 0;
-  private _line: number = 1;
-  private _col:  number = 1;
-
-  constructor(src: string) {
-    this._src = src;
-  }
-
-  tokenize(): Token[] {
-    const tokens: Token[] = [];
-    while (this._pos < this._src.length) {
-      this._skipWhitespaceAndComments();
-      if (this._pos >= this._src.length) break;
-
-      const ch = this._src[this._pos]!;
-
-      // Newline as statement separator
-      if (ch === '\n') {
-        tokens.push(this._make('NEWLINE', '\n'));
-        this._pos++;
-        this._line++;
-        this._col = 1;
-        continue;
-      }
-
-      // Numbers
-      if (ch >= '0' && ch <= '9' || (ch === '.' && this._peek(1) >= '0' && this._peek(1) <= '9')) {
-        tokens.push(this._readNumber());
-        continue;
-      }
-
-      // Strings
-      if (ch === '"' || ch === "'") {
-        tokens.push(this._readString(ch));
-        continue;
-      }
-
-      // Identifiers / keywords
-      if (this._isAlpha(ch)) {
-        tokens.push(this._readIdent());
-        continue;
-      }
-
-      // Two-char operators first
-      const two = this._src.slice(this._pos, this._pos + 2);
-      if (two === '<=' ) { tokens.push(this._make('LTE',  two)); this._pos += 2; this._col += 2; continue; }
-      if (two === '>=' ) { tokens.push(this._make('GTE',  two)); this._pos += 2; this._col += 2; continue; }
-      if (two === '==' ) { tokens.push(this._make('EQEQ', two)); this._pos += 2; this._col += 2; continue; }
-      if (two === '!=' ) { tokens.push(this._make('NEQ',  two)); this._pos += 2; this._col += 2; continue; }
-
-      // Single-char operators
-      const ops: Record<string, TokenKind> = {
-        '+': 'PLUS', '-': 'MINUS', '*': 'STAR', '/': 'SLASH', '%': 'PERCENT',
-        '<': 'LT',   '>': 'GT',
-        '?': 'QMARK', ':': 'COLON',
-        '(': 'LPAREN', ')': 'RPAREN',
-        '[': 'LBRACKET', ']': 'RBRACKET',
-        ',': 'COMMA',
-        '=': 'EQ',
-      };
-      if (ch in ops) {
-        tokens.push(this._make(ops[ch]!, ch));
-        this._pos++;
-        this._col++;
-        continue;
-      }
-
-      throw new SyntaxError(`[TScript] Unexpected character '${ch}' at ${this._line}:${this._col}`);
-    }
-    tokens.push(this._make('EOF', ''));
-    return tokens;
-  }
-
-  // ─── Private helpers ────────────────────────────────────────────────────────
-
-  private _make(kind: TokenKind, value: string): Token {
-    return { kind, value, line: this._line, col: this._col };
-  }
-
-  private _peek(offset: number): string {
-    return this._src[this._pos + offset] ?? '';
-  }
-
-  private _isAlpha(ch: string): boolean {
-    return (ch >= 'a' && ch <= 'z') || (ch >= 'A' && ch <= 'Z') || ch === '_';
-  }
-
-  private _isAlphaNum(ch: string): boolean {
-    return this._isAlpha(ch) || (ch >= '0' && ch <= '9');
-  }
-
-  private _skipWhitespaceAndComments(): void {
-    while (this._pos < this._src.length) {
-      const ch = this._src[this._pos]!;
-      // Skip spaces/tabs/carriage-returns but NOT newlines (they are tokens)
-      if (ch === ' ' || ch === '\t' || ch === '\r') {
-        this._pos++; this._col++;
-        continue;
-      }
-      // Line comment: // ... to end of line
-      if (ch === '/' && this._peek(1) === '/') {
-        while (this._pos < this._src.length && this._src[this._pos] !== '\n') {
-          this._pos++; this._col++;
-        }
-        continue;
-      }
-      break;
-    }
-  }
-
-  private _readNumber(): Token {
-    const start = this._pos;
-    const startCol = this._col;
-    while (this._pos < this._src.length) {
-      const c = this._src[this._pos]!;
-      if ((c >= '0' && c <= '9') || c === '.') { this._pos++; this._col++; }
-      else break;
-    }
-    const raw = this._src.slice(start, this._pos);
-    return { kind: 'NUMBER', value: raw, line: this._line, col: startCol };
-  }
-
-  private _readString(quote: string): Token {
-    const startCol = this._col;
-    this._pos++; this._col++; // skip opening quote
-    let result = '';
-    while (this._pos < this._src.length && this._src[this._pos] !== quote) {
-      if (this._src[this._pos] === '\\') {
-        this._pos++; this._col++;
-        const esc = this._src[this._pos] ?? '';
-        result += esc === 'n' ? '\n' : esc === 't' ? '\t' : esc;
-      } else {
-        result += this._src[this._pos];
-      }
-      this._pos++; this._col++;
-    }
-    this._pos++; this._col++; // skip closing quote
-    return { kind: 'STRING', value: result, line: this._line, col: startCol };
-  }
-
-  private _readIdent(): Token {
-    const start = this._pos;
-    const startCol = this._col;
-    while (this._pos < this._src.length && this._isAlphaNum(this._src[this._pos]!)) {
-      this._pos++; this._col++;
-    }
-    const name = this._src.slice(start, this._pos);
-    if (name === 'true' || name === 'false') {
-      return { kind: 'BOOL', value: name, line: this._line, col: startCol };
-    }
-    // Keywords like 'and', 'or', 'not', 'indicator' stay as IDENT so parser can
-    // recognise them by value rather than needing dedicated token kinds.
-    void KEYWORDS; // referenced for documentation only
-    return { kind: 'IDENT', value: name, line: this._line, col: startCol };
-  }
-}