@luxalgo/vela 0.6.9 → 0.6.10

package/dist/{DataProvider-8Z95Q-RJ.d.cts → DataProvider-CWmp31dA.d.ts}

@@ -1,4 +1,4 @@
-import { M as MarketConfig, O as OHLCV, U as Unsubscribe } from './options-FM0peknS.cjs';
+import { M as MarketConfig, O as OHLCV, U as Unsubscribe } from './options-DSqHsQyN.js';
 
 /**
  * Symbol metadata an engine may need (e.g. Pine `syminfo.*`). Free-form beyond
@@ -36,6 +36,16 @@ interface BarRange {
 interface MarketDataFeed {
     /** Load the initial history (from a provider or the offline `data` array). */
     load(cfg: MarketConfig): Promise<OHLCV[]>;
+    /**
+     * Progressive load: emit growing snapshots while the source heals a cold symbol,
+     * resolve with the final answer — `DataProvider.getBarsProgressive` semantics
+     * (cumulative, confirmed-from-the-newest-bar snapshots; each extends the last).
+     * Resolves NULL when the resolved source lacks the capability — the caller then
+     * runs its non-progressive paths (single load, deep head + backfill) untouched.
+     */
+    loadProgressive?(cfg: MarketConfig, onBatch: (bars: OHLCV[]) => void, opts?: {
+        signal?: AbortSignal;
+    }): Promise<OHLCV[] | null>;
     /** Subscribe to live forming-candle ticks. Returns an unsubscribe fn. */
     subscribe(cfg: MarketConfig, onBar: (bar: OHLCV) => void): Unsubscribe;
     /** Optional symbol metadata for engines that need it; absent/undefined ≡ engine synthesizes. */
@@ -70,6 +80,26 @@ interface SymbolDescriptor {
     description?: string;
     /** Instrument class, free-form (e.g. `crypto`, `futures`, `stock`). */
     type?: string;
+    /**
+     * The GROUP this row belongs to (futures: the product root — `ES1!` and `ES2!`
+     * carry `group: "ES"`). The group's own row repeats the value in `ticker` with a
+     * distinguishing `type` and is NOT directly loadable — pickers fold members under
+     * it and load the member marked {@link default} when the group itself is picked.
+     */
+    group?: string;
+    /**
+     * The member a picker loads when its whole GROUP is picked. At most one per group;
+     * the agreed fallback for zero-or-many is the group's FIRST listed member, so
+     * providers emit members in deliberate order.
+     */
+    default?: boolean;
+    /**
+     * The provider-side market (product class) serving this symbol, on providers whose
+     * markets differ in session shape (futures: index, grains, energy… hours differ on
+     * one source). Consumers resolving per-market vocabulary (session template,
+     * calendar windows) key on it; absent where the market is unambiguous.
+     */
+    market?: string;
     /**
      * The instrument's LISTING-venue prefix (`NASDAQ`, `NYSE`, `AMEX`) — a property of the
      * SYMBOL, not of the provider: AAPL is Nasdaq-listed and IBM NYSE-listed even when one
@@ -121,6 +151,24 @@ interface DataProvider {
      * sorted + de-duplicated by open-time.
      */
     getBars(ticker: string, timeframe: string, range: BarRange): Promise<OHLCV[]>;
+    /**
+     * Progressive variant of {@link getBars}, for sources that HEAL a cold symbol while
+     * answering: instead of holding the load until the whole depth converged, the
+     * provider emits growing snapshots as history lands and the chart paints each one.
+     * Every `onBatch` list (and the resolved final list) is the WHOLE answer so far —
+     * ascending, and CONFIRMED from its newest bar backward: a snapshot is cut at the
+     * newest stretch the SOURCE still owes (its own accounting of unanswered work,
+     * oldest-last), NEVER inferred from bar-time gaps — markets hold real empty
+     * stretches (holidays, quiet sessions) that must flow through immediately. Bars
+     * never move or vanish between snapshots; each extends the previous one. The
+     * resolved value is the final answer. `opts.signal` aborts the stream — the chart
+     * switched away: stop polling PROMPTLY and resolve with whatever is confirmed
+     * (an abandoned load left polling starves the browser's per-host connection pool
+     * and the next symbol with it). Absent ≡ single-answer `getBars` semantics.
+     */
+    getBarsProgressive?(ticker: string, timeframe: string, range: BarRange, onBatch: (bars: OHLCV[]) => void, opts?: {
+        signal?: AbortSignal;
+    }): Promise<OHLCV[]>;
     /** Provider metadata. Absent ⇒ the registry synthesizes a record from the methods present. */
     info?(): ProviderInfo;
     /**

package/dist/{DataProvider-DExJrfut.d.ts → DataProvider-l_eLMly_.d.cts}

@@ -1,4 +1,4 @@
-import { M as MarketConfig, O as OHLCV, U as Unsubscribe } from './options-FM0peknS.js';
+import { M as MarketConfig, O as OHLCV, U as Unsubscribe } from './options-DSqHsQyN.cjs';
 
 /**
  * Symbol metadata an engine may need (e.g. Pine `syminfo.*`). Free-form beyond
@@ -36,6 +36,16 @@ interface BarRange {
 interface MarketDataFeed {
     /** Load the initial history (from a provider or the offline `data` array). */
     load(cfg: MarketConfig): Promise<OHLCV[]>;
+    /**
+     * Progressive load: emit growing snapshots while the source heals a cold symbol,
+     * resolve with the final answer — `DataProvider.getBarsProgressive` semantics
+     * (cumulative, confirmed-from-the-newest-bar snapshots; each extends the last).
+     * Resolves NULL when the resolved source lacks the capability — the caller then
+     * runs its non-progressive paths (single load, deep head + backfill) untouched.
+     */
+    loadProgressive?(cfg: MarketConfig, onBatch: (bars: OHLCV[]) => void, opts?: {
+        signal?: AbortSignal;
+    }): Promise<OHLCV[] | null>;
     /** Subscribe to live forming-candle ticks. Returns an unsubscribe fn. */
     subscribe(cfg: MarketConfig, onBar: (bar: OHLCV) => void): Unsubscribe;
     /** Optional symbol metadata for engines that need it; absent/undefined ≡ engine synthesizes. */
@@ -70,6 +80,26 @@ interface SymbolDescriptor {
     description?: string;
     /** Instrument class, free-form (e.g. `crypto`, `futures`, `stock`). */
     type?: string;
+    /**
+     * The GROUP this row belongs to (futures: the product root — `ES1!` and `ES2!`
+     * carry `group: "ES"`). The group's own row repeats the value in `ticker` with a
+     * distinguishing `type` and is NOT directly loadable — pickers fold members under
+     * it and load the member marked {@link default} when the group itself is picked.
+     */
+    group?: string;
+    /**
+     * The member a picker loads when its whole GROUP is picked. At most one per group;
+     * the agreed fallback for zero-or-many is the group's FIRST listed member, so
+     * providers emit members in deliberate order.
+     */
+    default?: boolean;
+    /**
+     * The provider-side market (product class) serving this symbol, on providers whose
+     * markets differ in session shape (futures: index, grains, energy… hours differ on
+     * one source). Consumers resolving per-market vocabulary (session template,
+     * calendar windows) key on it; absent where the market is unambiguous.
+     */
+    market?: string;
     /**
      * The instrument's LISTING-venue prefix (`NASDAQ`, `NYSE`, `AMEX`) — a property of the
      * SYMBOL, not of the provider: AAPL is Nasdaq-listed and IBM NYSE-listed even when one
@@ -121,6 +151,24 @@ interface DataProvider {
      * sorted + de-duplicated by open-time.
      */
     getBars(ticker: string, timeframe: string, range: BarRange): Promise<OHLCV[]>;
+    /**
+     * Progressive variant of {@link getBars}, for sources that HEAL a cold symbol while
+     * answering: instead of holding the load until the whole depth converged, the
+     * provider emits growing snapshots as history lands and the chart paints each one.
+     * Every `onBatch` list (and the resolved final list) is the WHOLE answer so far —
+     * ascending, and CONFIRMED from its newest bar backward: a snapshot is cut at the
+     * newest stretch the SOURCE still owes (its own accounting of unanswered work,
+     * oldest-last), NEVER inferred from bar-time gaps — markets hold real empty
+     * stretches (holidays, quiet sessions) that must flow through immediately. Bars
+     * never move or vanish between snapshots; each extends the previous one. The
+     * resolved value is the final answer. `opts.signal` aborts the stream — the chart
+     * switched away: stop polling PROMPTLY and resolve with whatever is confirmed
+     * (an abandoned load left polling starves the browser's per-host connection pool
+     * and the next symbol with it). Absent ≡ single-answer `getBars` semantics.
+     */
+    getBarsProgressive?(ticker: string, timeframe: string, range: BarRange, onBatch: (bars: OHLCV[]) => void, opts?: {
+        signal?: AbortSignal;
+    }): Promise<OHLCV[]>;
     /** Provider metadata. Absent ⇒ the registry synthesizes a record from the methods present. */
     info?(): ProviderInfo;
     /**

package/dist/{chunk-EQCHJZOT.js → chunk-4KZVZ7QQ.js}

@@ -1,4 +1,4 @@
-import { svg24, NEUTRAL, BEARISH, WARNING, BULLISH, INFO, ACCENT_BRIGHT, VALID, INVALID, MARKER, ACCENT, injectStyles, iconEl } from './chunk-WFSZBX3R.js';
+import { svg24, NEUTRAL, BEARISH, WARNING, BULLISH, INFO, ACCENT_BRIGHT, VALID, INVALID, MARKER, ACCENT, injectStyles, iconEl } from './chunk-KG4YT3TI.js';
 
 // src/core/native-indicators/NativeIndicator.ts
 var REGISTRY = /* @__PURE__ */ new Map();