@pear-protocol/market-sdk 0.1.0 → 0.2.0

package/dist/chart/cache/index.js

@@ -81,7 +81,7 @@ class CandleCache {
     const key = createKey(symbol, interval);
     const tokenData = this.historicalPriceData[key];
     if (!tokenData) return [];
-    return tokenData.candles.filter((candle) => candle.t >= startTime && candle.t < endTime);
+    return tokenData.candles.filter((candle) => candle.T >= startTime && candle.t < endTime);
   }
   getEffectiveBoundary(symbols, interval) {
     if (symbols.length === 0) return null;

package/dist/chart/collector/lighter.js

@@ -1,9 +1,11 @@
 import { getIntervalSeconds } from '../utils';
+import { getWeekStart, aggregateDailyCandlesToWeekly } from '../weekly';
 
 var __defProp = Object.defineProperty;
 var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
 const BASE_URL = "https://mainnet.zklighter.elliot.ai";
 const MAX_LIMIT = 500;
+const DAY_MS = getIntervalSeconds("1d") * 1e3;
 const RESOLUTION_MAP = {
   "1m": "1m",
   "5m": "5m",
@@ -15,6 +17,24 @@ const RESOLUTION_MAP = {
   "1d": "1d"
 };
 async function fetchHistoricalCandles(symbol, startTime, endTime, interval, authToken) {
+  if (interval === "1w") {
+    const dailyCandles = await fetchDailyCandlesChunked(symbol, getWeekStart(startTime), endTime, authToken);
+    return aggregateDailyCandlesToWeekly(dailyCandles);
+  }
+  return fetchResolutionCandles(symbol, startTime, endTime, interval, authToken);
+}
+__name(fetchHistoricalCandles, "fetchHistoricalCandles");
+async function fetchDailyCandlesChunked(symbol, startTime, endTime, authToken) {
+  const chunkMs = MAX_LIMIT * DAY_MS;
+  const chunkStarts = [];
+  for (let chunkStart = startTime; chunkStart < endTime; chunkStart += chunkMs) {
+    chunkStarts.push(chunkStart);
+  }
+  const chunks = await Promise.all(chunkStarts.map((chunkStart) => fetchResolutionCandles(symbol, chunkStart, Math.min(chunkStart + chunkMs, endTime), "1d", authToken)));
+  return chunks.flat();
+}
+__name(fetchDailyCandlesChunked, "fetchDailyCandlesChunked");
+async function fetchResolutionCandles(symbol, startTime, endTime, interval, authToken) {
   const resolution = RESOLUTION_MAP[interval];
   if (!resolution) throw new Error(`Lighter does not support the '${interval}' interval`);
   const intervalMs = getIntervalSeconds(interval) * 1e3;
@@ -43,6 +63,6 @@ async function fetchHistoricalCandles(symbol, startTime, endTime, interval, auth
     c: candle.c ?? 0
   }));
 }
-__name(fetchHistoricalCandles, "fetchHistoricalCandles");
+__name(fetchResolutionCandles, "fetchResolutionCandles");
 
 export { fetchHistoricalCandles };

package/dist/chart/weekly.d.ts

@@ -0,0 +1,20 @@
+import { CandleData } from './types.js';
+import '../transport/index.js';
+import '@pear-protocol/types';
+import '../shared/types.js';
+import '../transport/base-transport.js';
+import 'partysocket';
+
+/** Start (ms epoch, UTC) of the Monday-aligned week containing `timestamp`. */
+declare function getWeekStart(timestamp: number): number;
+/**
+ * Folds one daily candle into its week's running OHLC bar. Extends `existing` when it already
+ * covers the same week (open stays, high/low/close roll forward); otherwise starts a fresh bar.
+ * Shared by the REST batch aggregator below and LighterCandleWs's live incremental merge, so
+ * historical and realtime weekly candles are always built the same way.
+ */
+declare function foldDayIntoWeek(existing: CandleData | undefined, day: CandleData): CandleData;
+/** Reduces a batch of daily candles into one OHLC candle per UTC week, oldest first. */
+declare function aggregateDailyCandlesToWeekly(dailyCandles: CandleData[]): CandleData[];
+
+export { aggregateDailyCandlesToWeekly, foldDayIntoWeek, getWeekStart };

package/dist/chart/weekly.js

@@ -0,0 +1,46 @@
+import { getIntervalSeconds } from './utils';
+
+var __defProp = Object.defineProperty;
+var __name = (target, value) => __defProp(target, "name", { value, configurable: true });
+const WEEK_MS = getIntervalSeconds("1w") * 1e3;
+function getWeekStart(timestamp) {
+  const date = new Date(timestamp);
+  const mondayOffset = (date.getUTCDay() + 6) % 7;
+  const monday = new Date(Date.UTC(date.getUTCFullYear(), date.getUTCMonth(), date.getUTCDate()));
+  monday.setUTCDate(monday.getUTCDate() - mondayOffset);
+  return monday.getTime();
+}
+__name(getWeekStart, "getWeekStart");
+function foldDayIntoWeek(existing, day) {
+  const weekStart = getWeekStart(day.t);
+  if (existing && existing.t === weekStart) {
+    return {
+      ...existing,
+      h: Math.max(existing.h, day.h),
+      l: Math.min(existing.l, day.l),
+      c: day.c
+    };
+  }
+  return {
+    t: weekStart,
+    T: weekStart + WEEK_MS - 1,
+    o: day.o,
+    h: day.h,
+    l: day.l,
+    c: day.c
+  };
+}
+__name(foldDayIntoWeek, "foldDayIntoWeek");
+function aggregateDailyCandlesToWeekly(dailyCandles) {
+  const weeklyByStart = /* @__PURE__ */ new Map();
+  for (const day of [
+    ...dailyCandles
+  ].sort((a, b) => a.t - b.t)) {
+    const folded = foldDayIntoWeek(weeklyByStart.get(getWeekStart(day.t)), day);
+    weeklyByStart.set(folded.t, folded);
+  }
+  return Array.from(weeklyByStart.values()).sort((a, b) => a.t - b.t);
+}
+__name(aggregateDailyCandlesToWeekly, "aggregateDailyCandlesToWeekly");
+
+export { aggregateDailyCandlesToWeekly, foldDayIntoWeek, getWeekStart };

package/dist/chart/ws/lighter.d.ts

@@ -1,5 +1,5 @@
 import { WsMessage } from '../../shared/types.js';
-import { CandleInterval } from '../types.js';
+import { CandleInterval, CandleData } from '../types.js';
 import { BaseCandleWs, ParsedCandle } from './base-candle.js';
 import '../../transport/index.js';
 import '@pear-protocol/types';
@@ -11,13 +11,29 @@ import 'partysocket';
  * them onto CandleData — it never aggregates the trade tape and never seeds itself over REST, because
  * the subscribe acknowledgement already carries the current live candle.
  * Docs: https://apidocs.lighter.xyz/docs/websocket-reference#candlesticks
+ *
+ * Exception: Lighter has no weekly channel. A '1w' subscription rides the native daily channel
+ * instead and this class folds each incoming daily candle into a running weekly bar client-side
+ * (see foldDayIntoWeek in chart/weekly.ts) — still no REST call of its own; the weekly seed comes
+ * from onHistoricalDataFetched, fed by DataCollector's already-synthesized weekly history.
  */
 
 declare class LighterCandleWs extends BaseCandleWs {
+    private weeklyCandles;
+    private weeklyTrackedSymbols;
     /** Subscribes to a market's candle stream; `symbol` is Lighter's numeric market id. */
     protected buildSubscribeMessage(symbol: string, interval: CandleInterval): WsMessage;
     /** Mirrors the subscribe channel — Lighter keys unsubscribes by the same slash-delimited name. */
     protected buildUnsubscribeMessage(symbol: string, interval: CandleInterval): WsMessage;
+    /**
+     * Seeds the running weekly bar from the REST-aggregated weekly history, so the first live
+     * daily tick extends the correct week's open/high/low instead of starting a bar from today.
+     *
+     * DataCollector calls this for every historical fetch, including a backfill for an older
+     * range while a live subscription is already running (e.g. scrolling a chart back in time) —
+     * so a batch's last candle is not necessarily the current live week.
+     */
+    onHistoricalDataFetched(symbol: string, interval: CandleInterval, candles: CandleData[]): void;
     /**
      * Translates one candle message into CandleData, oldest first.
      *
@@ -25,6 +41,8 @@ declare class LighterCandleWs extends BaseCandleWs {
      * followed by the newly opened one — both are emitted so the closed bar keeps its final trades.
      */
     protected parseMessages(data: string): ParsedCandle[];
+    /** Folds one live daily candle into the symbol's running weekly bar and records the result. */
+    private mergeIntoWeeklyCandle;
 }
 
 export { LighterCandleWs };

package/dist/chart/ws/lighter.js

@@ -1,4 +1,5 @@
 import { getIntervalSeconds } from '../utils';
+import { foldDayIntoWeek } from '../weekly';
 import { BaseCandleWs } from './base-candle';
 
 var __defProp = Object.defineProperty;
@@ -17,29 +18,74 @@ class LighterCandleWs extends BaseCandleWs {
   static {
     __name(this, "LighterCandleWs");
   }
+  // Per-symbol running weekly bar, kept only while that symbol is subscribed at the synthesized '1w'.
+  weeklyCandles = /* @__PURE__ */ new Map();
+  weeklyTrackedSymbols = /* @__PURE__ */ new Set();
   /** Subscribes to a market's candle stream; `symbol` is Lighter's numeric market id. */
   buildSubscribeMessage(symbol, interval) {
+    const resolution = interval === "1w" ? "1d" : interval;
+    if (interval === "1w") {
+      this.weeklyTrackedSymbols.add(symbol);
+    }
     const authToken = this.transport.authToken;
     if (!authToken) {
       return {
         type: "subscribe",
-        channel: `candle/${symbol}/${interval}`
+        channel: `candle/${symbol}/${resolution}`
       };
     }
     return {
       type: "subscribe",
-      channel: `candle/${symbol}/${interval}`,
+      channel: `candle/${symbol}/${resolution}`,
       auth: authToken
     };
   }
   /** Mirrors the subscribe channel — Lighter keys unsubscribes by the same slash-delimited name. */
   buildUnsubscribeMessage(symbol, interval) {
+    const resolution = interval === "1w" ? "1d" : interval;
+    if (interval === "1w") {
+      this.weeklyTrackedSymbols.delete(symbol);
+      this.weeklyCandles.delete(symbol);
+    }
     return {
       type: "unsubscribe",
-      channel: `candle/${symbol}/${interval}`
+      channel: `candle/${symbol}/${resolution}`
     };
   }
   /**
+  * Seeds the running weekly bar from the REST-aggregated weekly history, so the first live
+  * daily tick extends the correct week's open/high/low instead of starting a bar from today.
+  *
+  * DataCollector calls this for every historical fetch, including a backfill for an older
+  * range while a live subscription is already running (e.g. scrolling a chart back in time) —
+  * so a batch's last candle is not necessarily the current live week.
+  */
+  onHistoricalDataFetched(symbol, interval, candles) {
+    if (interval !== "1w") {
+      return;
+    }
+    const latest = candles[candles.length - 1];
+    if (!latest) {
+      return;
+    }
+    const tracked = this.weeklyCandles.get(symbol);
+    if (tracked && latest.t < tracked.t) {
+      return;
+    }
+    if (tracked && latest.t === tracked.t) {
+      this.weeklyCandles.set(symbol, {
+        t: tracked.t,
+        T: tracked.T,
+        o: tracked.o,
+        h: Math.max(tracked.h, latest.h),
+        l: Math.min(tracked.l, latest.l),
+        c: tracked.c
+      });
+      return;
+    }
+    this.weeklyCandles.set(symbol, latest);
+  }
+  /**
   * Translates one candle message into CandleData, oldest first.
   *
   * Lighter batches updates every 500ms and, when a period rolls over, sends the just-closed candle
@@ -63,11 +109,18 @@ class LighterCandleWs extends BaseCandleWs {
       return [];
     }
     const intervalMs = getIntervalSeconds(route.interval) * 1e3;
+    const isWeeklyTracked = route.interval === "1d" && this.weeklyTrackedSymbols.has(route.symbol);
     return message.candles.map((candle) => ({
       symbol: route.symbol,
-      candle: toCandleData(candle, intervalMs)
+      candle: isWeeklyTracked ? this.mergeIntoWeeklyCandle(route.symbol, toCandleData(candle, intervalMs)) : toCandleData(candle, intervalMs)
     }));
   }
+  /** Folds one live daily candle into the symbol's running weekly bar and records the result. */
+  mergeIntoWeeklyCandle(symbol, day) {
+    const weekly = foldDayIntoWeek(this.weeklyCandles.get(symbol), day);
+    this.weeklyCandles.set(symbol, weekly);
+    return weekly;
+  }
 }
 function parseChannel(channel) {
   if (!channel) {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@pear-protocol/market-sdk",
-  "version": "0.1.0",
+  "version": "0.2.0",
   "description": "Pear Protocol Market SDK",
   "private": false,
   "type": "module",
@@ -26,7 +26,7 @@
     "typecheck": "tsc --noEmit"
   },
   "dependencies": {
-    "@pear-protocol/types": "^1.28.0",
+    "@pear-protocol/types": "^1.30.0",
     "bignumber.js": "^9.1.2",
     "partysocket": "^1.0.3"
   },