@forgecharts/sdk 1.1.28 → 1.1.30

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

@@ -1,300 +0,0 @@
-import { describe, it, expect, vi } from 'vitest';
-import { CandleEngine } from '../CandleEngine';
-import { timeframeToMs, getBucketStart } from '../timeframeUtils';
-import { getMissingBarCount, mergeBars } from '../mergeUtils';
-// ─── Helpers ─────────────────────────────────────────────────────────────────
-/** Build a minimal raw bar with time in seconds. */
-function rawBar(timeSec, open, high, low, close, volume = 1, isClosed = false) {
-    return { time: timeSec, open, high, low, close, volume, isClosed };
-}
-/** Build a raw bar with time in milliseconds. */
-function rawBarMs(timeSec, open, high, low, close) {
-    return { time: timeSec * 1000, open, high, low, close, volume: 1 };
-}
-// 1-minute boundary: 2024-07-03T10:00:00Z = 1719997200 seconds
-const T0 = 1_719_997_200;
-const T1 = T0 + 60;
-const T2 = T0 + 120;
-const T3 = T0 + 180;
-const T4 = T0 + 240;
-// ─── 1. Same-candle update ────────────────────────────────────────────────────
-describe('same-candle update (3 ticks, same bucket)', () => {
-    it('produces exactly one candle with correct O/H/L/C', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        engine.applyLiveUpdate(rawBar(T0, 100, 108, 96, 107)); // high rises, low drops
-        engine.applyLiveUpdate(rawBar(T0, 100, 107, 97, 106)); // high recedes — not applied
-        expect(engine.getBars().length).toBe(1);
-        const bar = engine.getLastBar();
-        expect(bar.open).toBe(100); // open preserved from first tick
-        expect(bar.high).toBe(108); // max of all ticks
-        expect(bar.low).toBe(96); // min of all ticks
-        expect(bar.close).toBe(106); // close from latest tick
-    });
-    it('returns UpdateResult type "update" for same-candle ticks', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        const r1 = engine.applyLiveUpdate(rawBar(T0, 100, 100, 100, 100));
-        const r2 = engine.applyLiveUpdate(rawBar(T0, 100, 110, 90, 105));
-        expect(r1.type).toBe('append'); // first tick is an append
-        expect(r2.type).toBe('update');
-    });
-    it('high can never decrease within a candle', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 50, 120, 40, 100));
-        engine.applyLiveUpdate(rawBar(T0, 50, 80, 60, 90)); // high=80 < 120
-        expect(engine.getLastBar().high).toBe(120);
-    });
-    it('low can never increase within a candle', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 50, 120, 40, 100));
-        engine.applyLiveUpdate(rawBar(T0, 50, 110, 75, 105)); // low=75 > 40
-        expect(engine.getLastBar().low).toBe(40);
-    });
-});
-// ─── 2. New-candle append ─────────────────────────────────────────────────────
-describe('new-candle append (time advances)', () => {
-    it('appends a second candle and marks first as closed', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        const result = engine.applyLiveUpdate(rawBar(T1, 103, 110, 101, 108));
-        expect(result.type).toBe('append');
-        expect(engine.getBars().length).toBe(2);
-        expect(engine.getBars()[0].isClosed).toBe(true);
-        expect(engine.getBars()[1].isClosed).toBe(false);
-    });
-    it('appended candle uses the new tick\'s open price', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        engine.applyLiveUpdate(rawBar(T1, 200, 210, 195, 205));
-        expect(engine.getBars()[1].open).toBe(200);
-    });
-});
-// ─── 3. Out-of-order discard ──────────────────────────────────────────────────
-describe('out-of-order ticks', () => {
-    it('discards ticks older than the current live candle', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T1, 103, 110, 100, 107)); // at T1
-        const result = engine.applyLiveUpdate(rawBar(T0, 100, 120, 95, 115)); // T0 < T1
-        expect(result.type).toBe('ignore');
-        expect(engine.getBars().length).toBe(1);
-        expect(engine.getLastBar().time).toBe(T1);
-    });
-    it('does not change any OHLCV values after discarding', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T1, 103, 110, 100, 107));
-        const snapBefore = { ...engine.getLastBar() };
-        engine.applyLiveUpdate(rawBar(T0, 999, 999, 1, 999));
-        expect(engine.getLastBar().open).toBe(snapBefore.open);
-        expect(engine.getLastBar().high).toBe(snapBefore.high);
-        expect(engine.getLastBar().low).toBe(snapBefore.low);
-        expect(engine.getLastBar().close).toBe(snapBefore.close);
-    });
-});
-// ─── 4. Gap detection ─────────────────────────────────────────────────────────
-describe('gap detection', () => {
-    it('fires onGapDetected when a bucket is skipped', () => {
-        const gaps = [];
-        const engine = new CandleEngine({ onGapDetected: (g) => gaps.push(g) });
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        // Jump 3 minutes — T1 and T2 are missing
-        engine.applyLiveUpdate(rawBar(T3, 110, 115, 108, 113));
-        expect(gaps.length).toBe(1);
-        expect(gaps[0].missingCount).toBe(2);
-        expect(gaps[0].fromTimeMs).toBe(T0 * 1000);
-        expect(gaps[0].toTimeMs).toBe(T3 * 1000);
-    });
-    it('returns UpdateResult type "gap" when a gap occurs', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        const result = engine.applyLiveUpdate(rawBar(T4, 103, 108, 101, 106));
-        expect(result.type).toBe('gap');
-        if (result.type === 'gap') {
-            expect(result.missingCount).toBe(3);
-        }
-    });
-    it('does not fire onGapDetected for consecutive candles', () => {
-        const gapFn = vi.fn();
-        const engine = new CandleEngine({ onGapDetected: gapFn });
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBar(T0, 100, 105, 98, 103));
-        engine.applyLiveUpdate(rawBar(T1, 103, 108, 101, 106));
-        expect(gapFn).not.toHaveBeenCalled();
-    });
-});
-// ─── 5. Reconnect reconciliation ─────────────────────────────────────────────
-describe('handleReconnect', () => {
-    it('deduplicates bars correctly when there is overlap', () => {
-        const engine = new CandleEngine();
-        engine.initialize([
-            rawBar(T0, 100, 105, 98, 103, 10, true),
-            rawBar(T1, 103, 108, 101, 106, 12, true),
-            rawBar(T2, 106, 110, 104, 109, 8, false), // live
-        ], '1m');
-        // Reconnect brings T1 and T2 with corrected values
-        engine.handleReconnect([
-            rawBar(T1, 103, 112, 99, 111, 15, true), // corrected T1
-            rawBar(T2, 106, 111, 103, 110, 9, false), // corrected T2 (live)
-        ]);
-        expect(engine.getBars().length).toBe(3);
-        expect(engine.getBars()[1].high).toBe(112); // T1 updated
-        expect(engine.getBars()[2].high).toBe(111); // T2 updated
-    });
-    it('fires onResync after handleReconnect', () => {
-        const resyncFn = vi.fn();
-        const engine = new CandleEngine({ onResync: resyncFn });
-        engine.initialize([rawBar(T0, 100, 105, 98, 103)], '1m');
-        engine.handleReconnect([rawBar(T0, 100, 107, 96, 104)]);
-        expect(resyncFn).toHaveBeenCalledOnce();
-    });
-});
-// ─── 6. ms → s timestamp conversion ─────────────────────────────────────────
-describe('millisecond vs second timestamp normalisation', () => {
-    it('converts ms timestamps to seconds correctly', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        // T0 in ms
-        engine.applyLiveUpdate(rawBarMs(T0, 100, 105, 98, 103));
-        const bar = engine.getLastBar();
-        expect(bar.time).toBe(T0); // chart field = seconds
-        expect(bar.timeMs).toBe(T0 * 1000); // engine field = ms
-    });
-    it('handles both ms and s inputs in the same session without corruption', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        engine.applyLiveUpdate(rawBarMs(T0, 100, 105, 98, 103)); // ms
-        engine.applyLiveUpdate(rawBar(T0, 100, 110, 95, 108)); // seconds, same bucket
-        expect(engine.getBars().length).toBe(1); // same bucket → still one candle
-        expect(engine.getLastBar().high).toBe(110);
-    });
-    it('floors ms timestamp to candle boundary', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        // T0 + 30s (mid-candle) in ms → should still map to T0 bucket
-        engine.applyLiveUpdate({ time: (T0 + 30) * 1000, open: 100, high: 105, low: 98, close: 103 });
-        expect(engine.getLastBar().time).toBe(T0);
-    });
-});
-// ─── 7. Custom timeframe aggregation (timeframeUtils) ────────────────────────
-describe('timeframeUtils helpers', () => {
-    it('timeframeToMs returns correct durations', () => {
-        expect(timeframeToMs('1m')).toBe(60_000);
-        expect(timeframeToMs('5m')).toBe(300_000);
-        expect(timeframeToMs('1h')).toBe(3_600_000);
-        expect(timeframeToMs('4h')).toBe(14_400_000);
-        expect(timeframeToMs('1d')).toBe(86_400_000);
-        // 1w and 1M are calendar timeframes — no fixed ms duration.
-        // timeframeUtils returns the 60_000 compat fallback so CandleEngine
-        // always receives a finite number (calendar alignment is handled separately).
-        expect(timeframeToMs('1w')).toBe(60_000);
-    });
-    it('timeframeToMs falls back to 60_000 for unknown labels', () => {
-        // '3h' and '8h' are orphaned (excluded from canonical registry) → 60_000 fallback.
-        // '2m' is now registered (120_000) — use genuinely unknown keys here.
-        expect(timeframeToMs('3h')).toBe(60_000);
-        expect(timeframeToMs('')).toBe(60_000);
-    });
-    it('getBucketStart floors to candle boundary', () => {
-        expect(getBucketStart(62_000, 60_000)).toBe(60_000); // 1m01s → 1m00s
-        expect(getBucketStart(3_720_000, 3_600_000)).toBe(3_600_000); // 1h02m → 1h00m
-        expect(getBucketStart(0, 60_000)).toBe(0);
-    });
-    it('5m candle engine buckets a mid-bar tick to the 5m open', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '5m');
-        const T5m = getBucketStart(T0 * 1000, timeframeToMs('5m')); // floor T0 to 5m
-        const mid = T5m / 1000 + 120; // 2 minutes into the 5m bucket
-        engine.applyLiveUpdate({ time: mid, open: 50, high: 55, low: 48, close: 52 });
-        expect(engine.getLastBar().timeMs).toBe(T5m);
-    });
-});
-// ─── 8. mergeUtils helpers ────────────────────────────────────────────────────
-describe('mergeUtils helpers', () => {
-    const makeBar = (timeSec, close, isClosed) => ({
-        timeMs: timeSec * 1000,
-        time: timeSec,
-        open: 100, high: 110, low: 90, close,
-        volume: 1, isClosed,
-    });
-    it('getMissingBarCount returns 0 for consecutive bars', () => {
-        expect(getMissingBarCount(T0 * 1000, T1 * 1000, 60_000)).toBe(0);
-    });
-    it('getMissingBarCount returns correct count for gap', () => {
-        expect(getMissingBarCount(T0 * 1000, T3 * 1000, 60_000)).toBe(2); // T1 and T2
-        expect(getMissingBarCount(T0 * 1000, T4 * 1000, 60_000)).toBe(3); // T1, T2, T3
-    });
-    it('mergeBars deduplicates by timeMs with incoming winning', () => {
-        const existing = [makeBar(T0, 103, true), makeBar(T1, 106, true)];
-        const incoming = [makeBar(T1, 999, true), makeBar(T2, 110, false)]; // T1 override
-        const merged = mergeBars(existing, incoming);
-        expect(merged.length).toBe(3);
-        expect(merged[1].close).toBe(999); // incoming wins for closed bar
-        expect(merged[2].time).toBe(T2);
-    });
-    it('mergeBars preserves existing live candle when incoming is also live and same time', () => {
-        const existing = [makeBar(T0, 103, false)]; // live, close=103
-        const incoming = [makeBar(T0, 107, false)]; // fresher live tick, close=107
-        const merged = mergeBars(existing, incoming);
-        // Live bar: incoming wins because it is the freshest tick
-        expect(merged[0].close).toBe(107);
-    });
-    it('mergeBars sorts output by timeMs', () => {
-        const bars = [makeBar(T2, 100, true), makeBar(T0, 100, true), makeBar(T1, 100, true)];
-        const sorted = mergeBars(bars, []);
-        expect(sorted.map(b => b.time)).toEqual([T0, T1, T2]);
-    });
-});
-// ─── 9. backfillGap ───────────────────────────────────────────────────────────
-describe('backfillGap', () => {
-    it('fills missing buckets and fires onResync', () => {
-        const resyncFn = vi.fn();
-        const engine = new CandleEngine({ onResync: resyncFn });
-        engine.initialize([
-            rawBar(T0, 100, 105, 98, 103),
-            rawBar(T3, 110, 115, 108, 113), // gap: T1, T2 missing
-        ], '1m');
-        engine.backfillGap([
-            rawBar(T1, 103, 108, 101, 106),
-            rawBar(T2, 106, 110, 104, 109),
-        ]);
-        expect(engine.getBars().length).toBe(4);
-        expect(resyncFn).toHaveBeenCalledOnce();
-        const times = engine.getBars().map(b => b.time);
-        expect(times).toEqual([T0, T1, T2, T3]);
-    });
-});
-// ─── 10. CandleEngine lifecycle ──────────────────────────────────────────────
-describe('lifecycle', () => {
-    it('reset() clears all bars', () => {
-        const engine = new CandleEngine();
-        engine.initialize([rawBar(T0, 100, 105, 98, 103)], '1m');
-        engine.reset();
-        expect(engine.getBars().length).toBe(0);
-        expect(engine.getLastBar()).toBeNull();
-    });
-    it('handles initialize() with empty history', () => {
-        const engine = new CandleEngine();
-        engine.initialize([], '1m');
-        expect(engine.getBars().length).toBe(0);
-        expect(engine.getLastBar()).toBeNull();
-    });
-    it('handles duplicate historical bars (keeps last per timeMs)', () => {
-        const engine = new CandleEngine();
-        engine.initialize([
-            rawBar(T0, 100, 105, 98, 103),
-            rawBar(T0, 100, 110, 96, 108), // same time, last should win
-        ], '1m');
-        expect(engine.getBars().length).toBe(1);
-        expect(engine.getLastBar().high).toBe(110);
-    });
-});
-//# sourceMappingURL=CandleEngine.test.js.map

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

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

@@ -1,134 +0,0 @@
-/**
- * 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

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

@@ -1,64 +0,0 @@
-/**
- * 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

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package/dist/engine/timeframeUtils.js

@@ -1,100 +0,0 @@
-/**
- * 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.
- */
-import { getBucketStart as sharedGetBucketStart, timeframeToMs as sharedTimeframeToMs, } from '@forgecharts/shared/time';
-// ─── timeframeToMs ────────────────────────────────────────────────────────────
-/**
- * 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 function timeframeToMs(timeframe) {
-    return sharedTimeframeToMs(timeframe) ?? 60_000;
-}
-// ─── getBucketStart (interval-based) ─────────────────────────────────────────
-/**
- * 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 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:
- *
- *   `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 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`.
- *
- * 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 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');
-    }
-    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

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