@nadohq/engine-client 0.19.1 → 0.21.0

package/src/types/clientQueryTypes.ts

@@ -307,3 +307,57 @@ export interface NlpPool {
 export interface GetEngineNlpPoolInfoResponse {
   nlpPools: NlpPool[];
 }
+
+/**
+ * Params for the cached (`edge`) market prices query. Unlike the live
+ * {@link GetEngineMarketPricesParams}, `productIds` is optional — omit it to return every
+ * product currently in the cache.
+ */
+export interface GetEngineCachedMarketPricesParams {
+  productIds?: number[];
+}
+
+export interface GetEngineCachedBboHistoryParams {
+  productIds?: number[];
+  // Down-sampling stride in ms. Default 500, must be >= 500, rounded up to a multiple of 500
+  intervalMs?: number;
+  // Upper time bound (epoch ms). Omit for the most recent samples
+  maxTimeMs?: number;
+  // Max samples per product. Default 500, capped at 3600
+  limit?: number;
+}
+
+export interface EngineBboHistorySample {
+  productId: number;
+  // Sample time, epoch milliseconds
+  timestamp: number;
+  bid: BigNumber;
+  ask: BigNumber;
+}
+
+export interface GetEngineCachedBboHistoryResponse {
+  // The effective (normalized) sampling stride applied
+  intervalMs: number;
+  // The effective per-product sample cap applied
+  limit: number;
+  // Samples sorted ascending by (timestamp, productId)
+  history: EngineBboHistorySample[];
+}
+
+export interface EnginePingParams {
+  id?: number;
+  // If provided, echoed back so the caller can measure round-trip latency / clock offset
+  clientTime?: number;
+}
+
+export interface EnginePingResponse {
+  id?: number;
+  // Epoch ms
+  serverTime: number;
+  // Epoch ms, echoed from the request (only present when provided in the request)
+  clientTime?: number;
+}
+
+export interface EngineCachedTimeParams {
+  id?: number;
+}

package/src/types/index.ts

@@ -1,6 +1,7 @@
 export * from './clientExecuteTypes';
 export * from './clientQueryTypes';
 export * from './EngineServerFailureError';
+export * from './serverEdgeQueryTypes';
 export * from './serverExecuteTypes';
 export * from './serverQueryModelTypes';
 export * from './serverQueryTypes';

package/src/types/serverEdgeQueryTypes.ts

@@ -0,0 +1,153 @@
+import {
+  EngineServerAllProductsResponse,
+  EngineServerContractsResponse,
+  EngineServerEdgeAllProductsResponse,
+  EngineServerHealthGroupsResponse,
+  EngineServerMarketPricesQueryParams,
+  EngineServerMarketPricesResponse,
+  EngineServerNlpPoolInfoResponse,
+  EngineServerQueryFailureResponse,
+  EngineServerStatusResponse,
+  EngineServerSymbolsQueryParams,
+  EngineServerSymbolsResponse,
+} from './serverQueryTypes';
+
+/**
+ * "Edge" queries are fast, read-only market-data lookups served straight from the gateway's
+ * in-memory cache (no round-trip to the matching engine). They share a single endpoint
+ * (`/edge/query`), distinguished by the `type` field, and are eventually consistent — not
+ * suitable for order, margin, or settlement decisions.
+ *
+ * The cached data queries (`cached_*`) mirror their live counterparts, so their request/response
+ * types are reused here. Only `cached_bbo_history` is genuinely new.
+ *
+ * @see https://docs.nado.xyz/developer-resources/api/gateway/edge
+ */
+
+export interface EngineServerCachedBboHistoryQueryParams {
+  product_ids?: number[];
+  // Down-sampling stride. Default 500, must be >= 500, rounded up to the nearest multiple of 500
+  interval_ms?: number;
+  // Upper time bound (epoch ms). Omit for the most recent samples
+  max_time_ms?: number;
+  // Max samples per product. Default 500, capped at 3600
+  limit?: number;
+}
+
+export interface EngineServerCachedQueryRequestByType {
+  // Unlike the live `market_prices` query, `product_ids` is optional — omit to return every
+  // product currently in the cache
+  cached_prices: Partial<EngineServerMarketPricesQueryParams>;
+  cached_symbols: EngineServerSymbolsQueryParams;
+  cached_contracts: Record<string, never>;
+  cached_status: Record<string, never>;
+  cached_all_products: Record<string, never>;
+  cached_edge_all_products: Record<string, never>;
+  cached_health_groups: Record<string, never>;
+  cached_nlp_pool_info: Record<string, never>;
+  cached_bbo_history: EngineServerCachedBboHistoryQueryParams;
+}
+
+export type EngineServerCachedQueryRequestType =
+  keyof EngineServerCachedQueryRequestByType;
+
+export type EngineServerCachedQueryRequest<
+  TRequestType extends EngineServerCachedQueryRequestType,
+> = {
+  type: TRequestType;
+} & EngineServerCachedQueryRequestByType[TRequestType];
+
+export interface EngineServerCachedBboHistorySample {
+  product_id: number;
+  // Sample time, epoch milliseconds
+  timestamp: string;
+  // Best bid at that sample, scaled by 10^18
+  bid: string;
+  // Best ask at that sample, scaled by 10^18
+  ask: string;
+}
+
+export interface EngineServerCachedBboHistoryResponse {
+  // The effective (normalized) sampling stride applied
+  interval_ms: number;
+  // The effective per-product sample cap applied
+  limit: number;
+  // Flat list of samples, sorted ascending by (timestamp, product_id)
+  history: EngineServerCachedBboHistorySample[];
+}
+
+export interface EngineServerCachedQueryResponseByType {
+  cached_prices: EngineServerMarketPricesResponse;
+  cached_symbols: EngineServerSymbolsResponse;
+  cached_contracts: EngineServerContractsResponse;
+  cached_status: EngineServerStatusResponse;
+  cached_all_products: EngineServerAllProductsResponse;
+  cached_edge_all_products: EngineServerEdgeAllProductsResponse;
+  cached_health_groups: EngineServerHealthGroupsResponse;
+  cached_nlp_pool_info: EngineServerNlpPoolInfoResponse;
+  cached_bbo_history: EngineServerCachedBboHistoryResponse;
+}
+
+export interface EngineServerCachedQuerySuccessResponse<
+  TQueryType extends keyof EngineServerCachedQueryResponseByType =
+    EngineServerCachedQueryRequestType,
+> {
+  status: 'success';
+  data: EngineServerCachedQueryResponseByType[TQueryType];
+  request_type: TQueryType;
+}
+
+export type EngineServerCachedQueryResponse<
+  TQueryType extends keyof EngineServerCachedQueryResponseByType =
+    EngineServerCachedQueryRequestType,
+> =
+  | EngineServerCachedQuerySuccessResponse<TQueryType>
+  // The failure envelope is identical to the live query failure response
+  | EngineServerQueryFailureResponse;
+
+/**
+ * `ping` / `time` control messages. These share the `/edge/query` endpoint but return immediately
+ * from the server clock and use a different envelope than the cached data queries (no `data`
+ * field).
+ */
+
+export interface EngineServerPingQueryParams {
+  id?: number;
+  // Echoed back so the caller can measure round-trip latency / clock offset. Epoch ms
+  client_time?: string;
+}
+
+export interface EngineServerTimeQueryParams {
+  id?: number;
+}
+
+export interface EngineServerEdgeControlRequestByType {
+  ping: EngineServerPingQueryParams;
+  time: EngineServerTimeQueryParams;
+}
+
+export type EngineServerEdgeControlRequestType =
+  keyof EngineServerEdgeControlRequestByType;
+
+export interface EngineServerPingResponse {
+  status: 'success';
+  method: 'pong';
+  id?: number;
+  // Epoch ms
+  server_time: string;
+  // Echoed from the request, only present when the request provided it
+  client_time?: string;
+}
+
+export interface EngineServerControlTimeResponse {
+  status: 'success';
+  method: 'time';
+  id?: number;
+  // Epoch ms
+  server_time: string;
+}
+
+export interface EngineServerEdgeControlResponseByType {
+  ping: EngineServerPingResponse;
+  time: EngineServerControlTimeResponse;
+}

package/src/utils/queryDataMappers.ts

@@ -16,6 +16,7 @@ import {
   EngineNlpLockedBalance,
   EngineOrder,
   EnginePriceTickLiquidity,
+  EngineServerCachedBboHistoryResponse,
   EngineServerIsolatedPositionsResponse,
   EngineServerMarketPrice,
   EngineServerNlpLockedBalancesResponse,
@@ -30,6 +31,7 @@ import {
   EngineServerSymbolsResponse,
   EngineSymbol,
   EngineSymbolsResponse,
+  GetEngineCachedBboHistoryResponse,
   GetEngineIsolatedPositionsResponse,
   GetEngineNlpLockedBalancesResponse,
   GetEngineNlpPoolInfoResponse,
@@ -317,6 +319,21 @@ export function mapEngineMarketPrice(
   };
 }
 
+export function mapEngineBboHistory(
+  baseResponse: EngineServerCachedBboHistoryResponse,
+): GetEngineCachedBboHistoryResponse {
+  return {
+    intervalMs: baseResponse.interval_ms,
+    limit: baseResponse.limit,
+    history: baseResponse.history.map((item) => ({
+      productId: item.product_id,
+      timestamp: Number(item.timestamp),
+      bid: removeDecimals(item.bid),
+      ask: removeDecimals(item.ask),
+    })),
+  };
+}
+
 export function mapEngineServerNlpLockedBalances(
   baseResponse: EngineServerNlpLockedBalancesResponse,
 ): GetEngineNlpLockedBalancesResponse {

package/dist/EngineBaseClient-DOOXIhnZ.d.ts.map

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package/dist/EngineBaseClient-L1ue7jBx.d.cts.map

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package/dist/EngineBaseClient-Uc1D8ftx.cjs.map

@@ -1 +0,0 @@
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package/dist/queryDataMappers-BguxA579.d.ts.map

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