@solncebro/market-data-feeder-lib 0.1.0

package/CHANGELOG.md

@@ -0,0 +1,10 @@
+# Changelog
+
+## 0.1.0
+
+- Initial release: library half of `market-data-feeder` extracted into its own package —
+  `domain/` (types, constants, `FeederSource`/`StreamLiveness`/`ManagedSource`/`SymbolLoadOutcome`
+  contracts), `protocol/` (codec, message types, client message validation), `source/` (kline
+  collection core), `client/` (`MarketDataClient`, mirror, staleness), `embedded/` (in-process
+  source), `utils/` (`startIntervalScheduler`, `withTimeout`).
+- The feeder server keeps its own repository (`market-data-feeder`) and depends on this package.

package/README.md

@@ -0,0 +1,60 @@
+# @solncebro/market-data-feeder-lib
+
+Market-data feeder library: the kline collection core (`MarketDataManager`), the embedded
+in-process source (`createEmbeddedMarketDataSource`), the WebSocket client (`MarketDataClient`)
+and the shared wire protocol (codec, message types, client message validation).
+
+The standalone feeder **server** lives in the `market-data-feeder` repository and builds on this
+package. Consumers embed this library into their own process, so the shared engines
+(`@solncebro/trade-engine`, `@solncebro/websocket-engine`) are peer dependencies — the host
+process owns the single installed copy.
+
+Peer floors (`trade-engine >=3.16.0`, `websocket-engine >=0.3.0`) cover every real consumer tree.
+The client path is verified down to those floors (volume-breaker / ma-chaser); the collection
+core and the embedded source are developed and exercised against `trade-engine ^3.21` /
+`websocket-engine 0.6` (feeder server, rubber) — on older engines the undergrown-backfill anchor
+(`launchTimestamp`) may be absent and that self-heal quietly stands down (guarded, not a crash).
+
+## Use from a strategy app
+
+```ts
+import { MarketDataClient } from '@solncebro/market-data-feeder-lib';
+import type { MarketDataSource } from '@solncebro/market-data-feeder-lib';
+
+const client = new MarketDataClient({
+  url: 'ws://127.0.0.1:7070',
+  interval: '30m',
+  scope: { kind: 'all' },
+  events: ['klineClosed', 'klineUpdated', 'klineUpdatedTick'],
+  wantMa: true,
+  logger,
+});
+
+await client.waitUntilReady();
+// client.getKlineList / getMaValues / getVolume24h ... + client.on('klineClosed', ...)
+```
+
+Create one `MarketDataClient` per interval the app needs (e.g. the chaser app: 30m + 5m + 4h; the breaker and rubber: 30m only).
+
+## Embed in a single-consumer app
+
+When an app is the **only** market-data consumer on its machine, a separate feeder process just doubles the RAM (server buffer + client mirror hold the same klines). `createEmbeddedMarketDataSource` runs the feeder core in-process instead: same `MarketDataSource` read API + events served straight from the single kline store — no WS hop, no mirror, no second Node process, no Telegram/health-monitor stack.
+
+```ts
+import { createEmbeddedMarketDataSource } from '@solncebro/market-data-feeder-lib';
+
+const source = await createEmbeddedMarketDataSource({
+  exchangeName: 'bybit',
+  exchangeApiKey,
+  exchangeSecret,
+  interval: '30m',
+  onNotify: (message) => notifier.sendMessage(message),
+});
+
+await source.waitUntilReady(180_000);
+// source.getKlineList / getVolume24h ... + source.on('klineClosed', ...)
+// on teardown: await source.shutdown()  (stops watchdogs, unsubscribes, closes its own connector)
+```
+
+The factory creates its **own** `ExchangeConnector` (kline watchdog tuned like the standalone feeder) so market-data traffic never shares a connector with the host's order path. Exchange-stream silence maps to `connectionLost`/`connectionRestored`, `isStale()` flips after 45s of silence, and the hourly listing/delisting sync runs inside the adapter. The standalone server topology is untouched — pick per machine: shared feeder process for many consumers, embedded core for one.
+

package/dist/client/dataStaleness.d.ts

@@ -0,0 +1,18 @@
+import type { FeedEventName } from '../domain/subscription.types.js';
+interface DataStalenessArgs {
+    isSnapshotComplete: boolean;
+    lastDataMessageMs: number;
+    nowMs: number;
+    thresholdMs: number;
+}
+interface ResolveDataStaleThresholdArgs {
+    intervalMs: number;
+    events: FeedEventName[];
+    baseThresholdMs: number;
+}
+declare function isDataStale(args: DataStalenessArgs): boolean;
+declare function isDataFreshnessMessage(messageType: string): boolean;
+declare function resolveDataStaleThresholdMs(args: ResolveDataStaleThresholdArgs): number;
+export { isDataFreshnessMessage, isDataStale, resolveDataStaleThresholdMs };
+export type { DataStalenessArgs, ResolveDataStaleThresholdArgs };
+//# sourceMappingURL=dataStaleness.d.ts.map

package/dist/client/dataStaleness.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"dataStaleness.d.ts","sourceRoot":"","sources":["../../src/client/dataStaleness.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,iCAAiC,CAAC;AAErE,UAAU,iBAAiB;IACzB,kBAAkB,EAAE,OAAO,CAAC;IAC5B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,KAAK,EAAE,MAAM,CAAC;IACd,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,UAAU,6BAA6B;IACrC,UAAU,EAAE,MAAM,CAAC;IACnB,MAAM,EAAE,aAAa,EAAE,CAAC;IACxB,eAAe,EAAE,MAAM,CAAC;CACzB;AAED,iBAAS,WAAW,CAAC,IAAI,EAAE,iBAAiB,GAAG,OAAO,CAMrD;AAED,iBAAS,sBAAsB,CAAC,WAAW,EAAE,MAAM,GAAG,OAAO,CAE5D;AAOD,iBAAS,2BAA2B,CAAC,IAAI,EAAE,6BAA6B,GAAG,MAAM,CAQhF;AAED,OAAO,EAAE,sBAAsB,EAAE,WAAW,EAAE,2BAA2B,EAAE,CAAC;AAC5E,YAAY,EAAE,iBAAiB,EAAE,6BAA6B,EAAE,CAAC"}

package/dist/client/dataStaleness.js

@@ -0,0 +1,23 @@
+function isDataStale(args) {
+    if (!args.isSnapshotComplete) {
+        return true;
+    }
+    return args.nowMs - args.lastDataMessageMs > args.thresholdMs;
+}
+function isDataFreshnessMessage(messageType) {
+    return messageType !== 'heartbeat';
+}
+// The staleness window must match how often this subscription actually receives data. A subscription
+// with a high-frequency event (klineUpdated/klineUpdatedTick) gets messages within seconds, so the base
+// threshold is right. A closed-only subscription gets a message just once per interval — one full
+// interval can legitimately pass between klines — so the threshold must exceed an interval (plus base
+// grace); otherwise the channel reads STALE for most of every interval even while the feeder is healthy.
+function resolveDataStaleThresholdMs(args) {
+    const hasHighFrequencyEvent = args.events.some((event) => event === 'klineUpdated' || event === 'klineUpdatedTick');
+    if (hasHighFrequencyEvent) {
+        return args.baseThresholdMs;
+    }
+    return args.intervalMs + args.baseThresholdMs;
+}
+export { isDataFreshnessMessage, isDataStale, resolveDataStaleThresholdMs };
+//# sourceMappingURL=dataStaleness.js.map

package/dist/client/dataStaleness.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"dataStaleness.js","sourceRoot":"","sources":["../../src/client/dataStaleness.ts"],"names":[],"mappings":"AAeA,SAAS,WAAW,CAAC,IAAuB;IAC1C,IAAI,CAAC,IAAI,CAAC,kBAAkB,EAAE,CAAC;QAC7B,OAAO,IAAI,CAAC;IACd,CAAC;IAED,OAAO,IAAI,CAAC,KAAK,GAAG,IAAI,CAAC,iBAAiB,GAAG,IAAI,CAAC,WAAW,CAAC;AAChE,CAAC;AAED,SAAS,sBAAsB,CAAC,WAAmB;IACjD,OAAO,WAAW,KAAK,WAAW,CAAC;AACrC,CAAC;AAED,qGAAqG;AACrG,wGAAwG;AACxG,kGAAkG;AAClG,sGAAsG;AACtG,yGAAyG;AACzG,SAAS,2BAA2B,CAAC,IAAmC;IACtE,MAAM,qBAAqB,GAAG,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,KAAK,cAAc,IAAI,KAAK,KAAK,kBAAkB,CAAC,CAAC;IAEpH,IAAI,qBAAqB,EAAE,CAAC;QAC1B,OAAO,IAAI,CAAC,eAAe,CAAC;IAC9B,CAAC;IAED,OAAO,IAAI,CAAC,UAAU,GAAG,IAAI,CAAC,eAAe,CAAC;AAChD,CAAC;AAED,OAAO,EAAE,sBAAsB,EAAE,WAAW,EAAE,2BAA2B,EAAE,CAAC"}

package/dist/client/marketDataClient.d.ts

@@ -0,0 +1,47 @@
+import { EventEmitter } from 'node:events';
+import type { Kline, KlineInterval, MaValues, StaleSymbolInfo } from '../domain/marketData.types.js';
+import type { MarketDataSource } from './marketDataSource.types.js';
+import type { MarketDataClientArgs } from './marketDataClient.types.js';
+declare class MarketDataClient extends EventEmitter implements MarketDataSource {
+    private readonly url;
+    private readonly logger;
+    private readonly interval;
+    private readonly intervalMs;
+    private readonly dataStaleThresholdMs;
+    private readonly forceReconnectStaleMs;
+    private readonly subscribeMessage;
+    private readonly mirror;
+    private readonly lastUpdateMsBySymbol;
+    private socket;
+    private staleCheckTimer;
+    private staleSinceMs;
+    private snapshotSymbolSet;
+    private isSnapshotComplete;
+    private isConnectionLost;
+    private isClosed;
+    private lastDataMessageMs;
+    private resolveReady;
+    constructor(args: MarketDataClientArgs);
+    private createSocket;
+    private markConnectionLost;
+    private startStaleSelfHealCheck;
+    private evaluateStaleSelfHeal;
+    waitUntilReady(timeoutMs?: number): Promise<void>;
+    close(): void;
+    shutdown(): Promise<void>;
+    getInterval(): KlineInterval;
+    getIntervalMs(): number;
+    getMaValues(symbol: string): MaValues;
+    getKlineList(symbol: string): Kline[];
+    getCurrentKline(symbol: string): Kline | undefined;
+    getSymbolList(): string[];
+    getLastKlineOpenTimestamp(symbol: string): number | undefined;
+    getLastUpdateTimestamp(symbol: string): number | undefined;
+    getVolume24h(symbol: string): number;
+    isStale(): boolean;
+    getStaleSymbolList(): StaleSymbolInfo[];
+    private handleMessage;
+    private markReady;
+}
+export { MarketDataClient };
+//# sourceMappingURL=marketDataClient.d.ts.map

package/dist/client/marketDataClient.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataClient.d.ts","sourceRoot":"","sources":["../../src/client/marketDataClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAI3C,OAAO,KAAK,EAAE,KAAK,EAAE,aAAa,EAAE,QAAQ,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAMrG,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,6BAA6B,CAAC;AACpE,OAAO,KAAK,EAAE,oBAAoB,EAAE,MAAM,6BAA6B,CAAC;AAgBxE,cAAM,gBAAiB,SAAQ,YAAa,YAAW,gBAAgB;IACrE,OAAO,CAAC,QAAQ,CAAC,GAAG,CAAS;IAC7B,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAiC;IACxD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAgB;IACzC,OAAO,CAAC,QAAQ,CAAC,UAAU,CAAS;IACpC,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAS;IAC9C,OAAO,CAAC,QAAQ,CAAC,qBAAqB,CAAS;IAC/C,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAmB;IACpD,OAAO,CAAC,QAAQ,CAAC,MAAM,CAAc;IACrC,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAkC;IACvE,OAAO,CAAC,MAAM,CAA0C;IACxD,OAAO,CAAC,eAAe,CAA+C;IACtE,OAAO,CAAC,YAAY,CAAuB;IAC3C,OAAO,CAAC,iBAAiB,CAA0B;IACnD,OAAO,CAAC,kBAAkB,CAAkB;IAC5C,OAAO,CAAC,gBAAgB,CAAkB;IAC1C,OAAO,CAAC,QAAQ,CAAkB;IAClC,OAAO,CAAC,iBAAiB,CAAa;IACtC,OAAO,CAAC,YAAY,CAA6B;gBAErC,IAAI,EAAE,oBAAoB;IActC,OAAO,CAAC,YAAY;IAqBpB,OAAO,CAAC,kBAAkB;IAS1B,OAAO,CAAC,uBAAuB;IAO/B,OAAO,CAAC,qBAAqB;IAkCvB,cAAc,CAAC,SAAS,GAAE,MAAqC,GAAG,OAAO,CAAC,IAAI,CAAC;IAkBrF,KAAK,IAAI,IAAI;IAWP,QAAQ,IAAI,OAAO,CAAC,IAAI,CAAC;IAI/B,WAAW,IAAI,aAAa;IAI5B,aAAa,IAAI,MAAM;IAIvB,WAAW,CAAC,MAAM,EAAE,MAAM,GAAG,QAAQ;IAIrC,YAAY,CAAC,MAAM,EAAE,MAAM,GAAG,KAAK,EAAE;IAIrC,eAAe,CAAC,MAAM,EAAE,MAAM,GAAG,KAAK,GAAG,SAAS;IAIlD,aAAa,IAAI,MAAM,EAAE;IAIzB,yBAAyB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS;IAI7D,sBAAsB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS;IAI1D,YAAY,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM;IAIpC,OAAO,IAAI,OAAO;IASlB,kBAAkB,IAAI,eAAe,EAAE;IA0BvC,OAAO,CAAC,aAAa;IA6ErB,OAAO,CAAC,SAAS;CAclB;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/client/marketDataClient.js

@@ -0,0 +1,262 @@
+import { EventEmitter } from 'node:events';
+import { ReliableWebSocket } from '@solncebro/websocket-engine';
+import { KLINE_BUFFER_SIZE, STALENESS_THRESHOLD_MULTIPLIER, resolveIntervalMs } from '../domain/constants.js';
+import { decodeMessage, encodeMessage } from '../protocol/codec.js';
+import { MirrorStore } from './mirrorStore.js';
+import { isDataFreshnessMessage, isDataStale, resolveDataStaleThresholdMs } from './dataStaleness.js';
+const DEFAULT_SUBSCRIBE_TIMEOUT_MS = 30_000;
+const CLIENT_STALE_THRESHOLD_MS = 45_000;
+const CLIENT_STALE_CHECK_INTERVAL_MS = 15_000;
+// Self-healing: data staleness persisting past this multiple of the stale threshold means the
+// subscription is silently gone (the socket may still be OPEN receiving heartbeats) — recreate the
+// transport and re-subscribe. Recreation also resurrects a transport that exhausted its retry
+// budget and parked itself in a terminal FAILED state during a long feeder outage.
+const CLIENT_FORCE_RECONNECT_STALE_MULTIPLIER = 2;
+// Before the FIRST final snapshot the mirror is legitimately stale for as long as the feeder's
+// bulk backfill takes (a Binance cold start pushes ~1600 requests through a 16 req/s pacer —
+// minutes, not seconds), so the pre-ready self-heal uses this much larger floor. A genuinely
+// failed subscribe is covered separately: the server closes the socket with code 4001.
+const CLIENT_PRE_READY_FORCE_RECONNECT_MS = 300_000;
+class MarketDataClient extends EventEmitter {
+    url;
+    logger;
+    interval;
+    intervalMs;
+    dataStaleThresholdMs;
+    forceReconnectStaleMs;
+    subscribeMessage;
+    mirror;
+    lastUpdateMsBySymbol = new Map();
+    socket;
+    staleCheckTimer = null;
+    staleSinceMs = null;
+    snapshotSymbolSet = new Set();
+    isSnapshotComplete = false;
+    isConnectionLost = false;
+    isClosed = false;
+    lastDataMessageMs = 0;
+    resolveReady = null;
+    constructor(args) {
+        super();
+        this.url = args.url;
+        this.logger = args.logger;
+        this.interval = args.interval;
+        this.intervalMs = resolveIntervalMs(args.interval);
+        this.dataStaleThresholdMs = resolveDataStaleThresholdMs({ intervalMs: this.intervalMs, events: args.events, baseThresholdMs: args.staleThresholdMs ?? CLIENT_STALE_THRESHOLD_MS });
+        this.forceReconnectStaleMs = this.dataStaleThresholdMs * CLIENT_FORCE_RECONNECT_STALE_MULTIPLIER;
+        this.subscribeMessage = { type: 'subscribe', interval: args.interval, scope: args.scope, events: args.events, wantMa: args.wantMa };
+        this.mirror = new MirrorStore(KLINE_BUFFER_SIZE);
+        this.socket = this.createSocket();
+        this.startStaleSelfHealCheck(args.staleCheckIntervalMs ?? CLIENT_STALE_CHECK_INTERVAL_MS);
+    }
+    createSocket() {
+        return new ReliableWebSocket({
+            url: this.url,
+            label: `market-data-${this.interval}`,
+            logger: this.logger,
+            parseMessage: (rawData) => decodeMessage(rawData.toString()),
+            onMessage: (message) => {
+                this.handleMessage(message);
+            },
+            onOpen: async (context) => {
+                this.isSnapshotComplete = false;
+                this.snapshotSymbolSet = new Set();
+                this.staleSinceMs = null;
+                context.send(encodeMessage(this.subscribeMessage));
+            },
+            onNotify: (reason) => {
+                this.markConnectionLost(reason);
+            },
+        });
+    }
+    markConnectionLost(reason) {
+        if (this.isConnectionLost) {
+            return;
+        }
+        this.isConnectionLost = true;
+        this.emit('connectionLost', reason);
+    }
+    startStaleSelfHealCheck(checkIntervalMs) {
+        this.staleCheckTimer = setInterval(() => {
+            this.evaluateStaleSelfHeal();
+        }, checkIntervalMs);
+        this.staleCheckTimer.unref();
+    }
+    evaluateStaleSelfHeal() {
+        if (this.isClosed) {
+            return;
+        }
+        if (!this.isStale()) {
+            this.staleSinceMs = null;
+            return;
+        }
+        const nowMs = Date.now();
+        if (this.staleSinceMs === null) {
+            this.staleSinceMs = nowMs;
+            return;
+        }
+        const forceReconnectMs = this.isSnapshotComplete
+            ? this.forceReconnectStaleMs
+            : Math.max(this.forceReconnectStaleMs, CLIENT_PRE_READY_FORCE_RECONNECT_MS);
+        if (nowMs - this.staleSinceMs < forceReconnectMs) {
+            return;
+        }
+        this.staleSinceMs = null;
+        this.logger.warn(`[market-data-${this.interval}] data stale for over ${Math.round(this.forceReconnectStaleMs / 1000)}s — forcing a reconnect to re-subscribe`);
+        this.markConnectionLost('stale data — forcing reconnect');
+        this.socket.close();
+        this.socket = this.createSocket();
+    }
+    async waitUntilReady(timeoutMs = DEFAULT_SUBSCRIBE_TIMEOUT_MS) {
+        if (this.isSnapshotComplete) {
+            return;
+        }
+        await new Promise((resolve, reject) => {
+            const timeoutHandle = setTimeout(() => {
+                this.resolveReady = null;
+                reject(new Error(`Snapshot not received within ${timeoutMs}ms for ${this.interval}`));
+            }, timeoutMs);
+            this.resolveReady = () => {
+                clearTimeout(timeoutHandle);
+                resolve();
+            };
+        });
+    }
+    close() {
+        this.isClosed = true;
+        if (this.staleCheckTimer !== null) {
+            clearInterval(this.staleCheckTimer);
+            this.staleCheckTimer = null;
+        }
+        this.socket.close();
+    }
+    async shutdown() {
+        this.close();
+    }
+    getInterval() {
+        return this.interval;
+    }
+    getIntervalMs() {
+        return this.intervalMs;
+    }
+    getMaValues(symbol) {
+        return this.mirror.getMaValues(symbol);
+    }
+    getKlineList(symbol) {
+        return this.mirror.getKlineList(symbol);
+    }
+    getCurrentKline(symbol) {
+        return this.mirror.getCurrentKline(symbol);
+    }
+    getSymbolList() {
+        return this.mirror.getSymbolList();
+    }
+    getLastKlineOpenTimestamp(symbol) {
+        return this.mirror.getLastKlineOpenTimestamp(symbol);
+    }
+    getLastUpdateTimestamp(symbol) {
+        return this.lastUpdateMsBySymbol.get(symbol);
+    }
+    getVolume24h(symbol) {
+        return this.mirror.getVolume24h(symbol);
+    }
+    isStale() {
+        return isDataStale({
+            isSnapshotComplete: this.isSnapshotComplete,
+            lastDataMessageMs: this.lastDataMessageMs,
+            nowMs: Date.now(),
+            thresholdMs: this.dataStaleThresholdMs,
+        });
+    }
+    getStaleSymbolList() {
+        const thresholdMs = STALENESS_THRESHOLD_MULTIPLIER * this.intervalMs;
+        const nowMs = Date.now();
+        const staleSymbolList = [];
+        for (const symbol of this.mirror.getSymbolList()) {
+            const klineList = this.mirror.getKlineList(symbol);
+            if (klineList.length === 0) {
+                continue;
+            }
+            const lastKline = klineList[klineList.length - 1];
+            const referenceTimestamp = lastKline.closeTimestamp > 0 ? lastKline.closeTimestamp : lastKline.openTimestamp + this.intervalMs;
+            const ageMs = nowMs - referenceTimestamp;
+            if (ageMs > thresholdMs) {
+                staleSymbolList.push({ symbol, ageMs });
+            }
+        }
+        staleSymbolList.sort((first, second) => second.ageMs - first.ageMs);
+        return staleSymbolList;
+    }
+    handleMessage(message) {
+        if (message === null) {
+            return;
+        }
+        if (isDataFreshnessMessage(message.type)) {
+            this.lastDataMessageMs = Date.now();
+        }
+        if (message.type === 'snapshot') {
+            this.mirror.applySnapshot({ entryList: message.entryList });
+            for (const entry of message.entryList) {
+                this.snapshotSymbolSet.add(entry.symbol);
+            }
+            if (message.isFinal) {
+                this.mirror.retainSymbols(this.snapshotSymbolSet);
+                for (const symbol of this.lastUpdateMsBySymbol.keys()) {
+                    if (!this.snapshotSymbolSet.has(symbol)) {
+                        this.lastUpdateMsBySymbol.delete(symbol);
+                    }
+                }
+                this.snapshotSymbolSet = new Set();
+                this.markReady();
+            }
+            return;
+        }
+        if (message.type === 'klineClosed') {
+            this.mirror.applyKlineClosed({ symbol: message.symbol, kline: message.kline, maValues: message.maValues });
+            this.lastUpdateMsBySymbol.set(message.symbol, Date.now());
+            this.emit('klineClosed', message.symbol, message.kline, message.maValues);
+            return;
+        }
+        if (message.type === 'klineUpdated') {
+            this.mirror.applyKlineUpdated({ symbol: message.symbol, kline: message.kline, maValues: message.maValues });
+            this.lastUpdateMsBySymbol.set(message.symbol, Date.now());
+            this.emit('klineUpdated', message.symbol, message.kline, message.maValues);
+            return;
+        }
+        if (message.type === 'klineUpdatedTick') {
+            this.mirror.applyKlineTick({ symbol: message.symbol, kline: message.kline });
+            this.lastUpdateMsBySymbol.set(message.symbol, Date.now());
+            this.emit('klineUpdatedTick', message.symbol, message.kline);
+            return;
+        }
+        if (message.type === 'symbolAdded') {
+            this.mirror.applySymbolAdded(message.entry);
+            this.lastUpdateMsBySymbol.set(message.entry.symbol, Date.now());
+            this.emit('symbolAdded', message.entry.symbol);
+            return;
+        }
+        if (message.type === 'symbolRemoved') {
+            this.mirror.applySymbolRemoved(message.symbol);
+            this.lastUpdateMsBySymbol.delete(message.symbol);
+            this.emit('symbolRemoved', message.symbol);
+            return;
+        }
+        if (message.type === 'volume24h') {
+            this.mirror.applyVolume24h({ symbol: message.symbol, volume24hUsdt: message.volume24hUsdt });
+        }
+    }
+    markReady() {
+        this.isSnapshotComplete = true;
+        if (this.isConnectionLost) {
+            this.isConnectionLost = false;
+            this.emit('connectionRestored');
+        }
+        if (this.resolveReady !== null) {
+            const resolve = this.resolveReady;
+            this.resolveReady = null;
+            resolve();
+        }
+    }
+}
+export { MarketDataClient };
+//# sourceMappingURL=marketDataClient.js.map

package/dist/client/marketDataClient.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataClient.js","sourceRoot":"","sources":["../../src/client/marketDataClient.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAE3C,OAAO,EAAE,iBAAiB,EAAE,MAAM,6BAA6B,CAAC;AAGhE,OAAO,EAAE,iBAAiB,EAAE,8BAA8B,EAAE,iBAAiB,EAAE,MAAM,wBAAwB,CAAC;AAE9G,OAAO,EAAE,aAAa,EAAE,aAAa,EAAE,MAAM,sBAAsB,CAAC;AACpE,OAAO,EAAE,WAAW,EAAE,MAAM,kBAAkB,CAAC;AAC/C,OAAO,EAAE,sBAAsB,EAAE,WAAW,EAAE,2BAA2B,EAAE,MAAM,oBAAoB,CAAC;AAItG,MAAM,4BAA4B,GAAG,MAAM,CAAC;AAC5C,MAAM,yBAAyB,GAAG,MAAM,CAAC;AACzC,MAAM,8BAA8B,GAAG,MAAM,CAAC;AAC9C,8FAA8F;AAC9F,mGAAmG;AACnG,8FAA8F;AAC9F,mFAAmF;AACnF,MAAM,uCAAuC,GAAG,CAAC,CAAC;AAClD,+FAA+F;AAC/F,6FAA6F;AAC7F,6FAA6F;AAC7F,uFAAuF;AACvF,MAAM,mCAAmC,GAAG,OAAO,CAAC;AAEpD,MAAM,gBAAiB,SAAQ,YAAY;IACxB,GAAG,CAAS;IACZ,MAAM,CAAiC;IACvC,QAAQ,CAAgB;IACxB,UAAU,CAAS;IACnB,oBAAoB,CAAS;IAC7B,qBAAqB,CAAS;IAC9B,gBAAgB,CAAmB;IACnC,MAAM,CAAc;IACpB,oBAAoB,GAAwB,IAAI,GAAG,EAAE,CAAC;IAC/D,MAAM,CAA0C;IAChD,eAAe,GAA0C,IAAI,CAAC;IAC9D,YAAY,GAAkB,IAAI,CAAC;IACnC,iBAAiB,GAAgB,IAAI,GAAG,EAAE,CAAC;IAC3C,kBAAkB,GAAY,KAAK,CAAC;IACpC,gBAAgB,GAAY,KAAK,CAAC;IAClC,QAAQ,GAAY,KAAK,CAAC;IAC1B,iBAAiB,GAAW,CAAC,CAAC;IAC9B,YAAY,GAAwB,IAAI,CAAC;IAEjD,YAAY,IAA0B;QACpC,KAAK,EAAE,CAAC;QACR,IAAI,CAAC,GAAG,GAAG,IAAI,CAAC,GAAG,CAAC;QACpB,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,MAAM,CAAC;QAC1B,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC,QAAQ,CAAC;QAC9B,IAAI,CAAC,UAAU,GAAG,iBAAiB,CAAC,IAAI,CAAC,QAAQ,CAAC,CAAC;QACnD,IAAI,CAAC,oBAAoB,GAAG,2BAA2B,CAAC,EAAE,UAAU,EAAE,IAAI,CAAC,UAAU,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,eAAe,EAAE,IAAI,CAAC,gBAAgB,IAAI,yBAAyB,EAAE,CAAC,CAAC;QACnL,IAAI,CAAC,qBAAqB,GAAG,IAAI,CAAC,oBAAoB,GAAG,uCAAuC,CAAC;QACjG,IAAI,CAAC,gBAAgB,GAAG,EAAE,IAAI,EAAE,WAAW,EAAE,QAAQ,EAAE,IAAI,CAAC,QAAQ,EAAE,KAAK,EAAE,IAAI,CAAC,KAAK,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,MAAM,EAAE,IAAI,CAAC,MAAM,EAAE,CAAC;QACpI,IAAI,CAAC,MAAM,GAAG,IAAI,WAAW,CAAC,iBAAiB,CAAC,CAAC;QACjD,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,YAAY,EAAE,CAAC;QAClC,IAAI,CAAC,uBAAuB,CAAC,IAAI,CAAC,oBAAoB,IAAI,8BAA8B,CAAC,CAAC;IAC5F,CAAC;IAEO,YAAY;QAClB,OAAO,IAAI,iBAAiB,CAAuB;YACjD,GAAG,EAAE,IAAI,CAAC,GAAG;YACb,KAAK,EAAE,eAAe,IAAI,CAAC,QAAQ,EAAE;YACrC,MAAM,EAAE,IAAI,CAAC,MAAM;YACnB,YAAY,EAAE,CAAC,OAAO,EAAE,EAAE,CAAC,aAAa,CAAC,OAAO,CAAC,QAAQ,EAAE,CAAC;YAC5D,SAAS,EAAE,CAAC,OAAO,EAAE,EAAE;gBACrB,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC,CAAC;YAC9B,CAAC;YACD,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,EAAE;gBACxB,IAAI,CAAC,kBAAkB,GAAG,KAAK,CAAC;gBAChC,IAAI,CAAC,iBAAiB,GAAG,IAAI,GAAG,EAAE,CAAC;gBACnC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;gBACzB,OAAO,CAAC,IAAI,CAAC,aAAa,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAC,CAAC;YACrD,CAAC;YACD,QAAQ,EAAE,CAAC,MAAc,EAAE,EAAE;gBAC3B,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,CAAC;YAClC,CAAC;SACF,CAAC,CAAC;IACL,CAAC;IAEO,kBAAkB,CAAC,MAAc;QACvC,IAAI,IAAI,CAAC,gBAAgB,EAAE,CAAC;YAC1B,OAAO;QACT,CAAC;QAED,IAAI,CAAC,gBAAgB,GAAG,IAAI,CAAC;QAC7B,IAAI,CAAC,IAAI,CAAC,gBAAgB,EAAE,MAAM,CAAC,CAAC;IACtC,CAAC;IAEO,uBAAuB,CAAC,eAAuB;QACrD,IAAI,CAAC,eAAe,GAAG,WAAW,CAAC,GAAG,EAAE;YACtC,IAAI,CAAC,qBAAqB,EAAE,CAAC;QAC/B,CAAC,EAAE,eAAe,CAAC,CAAC;QACpB,IAAI,CAAC,eAAe,CAAC,KAAK,EAAE,CAAC;IAC/B,CAAC;IAEO,qBAAqB;QAC3B,IAAI,IAAI,CAAC,QAAQ,EAAE,CAAC;YAClB,OAAO;QACT,CAAC;QAED,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,CAAC;YACpB,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;YAEzB,OAAO;QACT,CAAC;QAED,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QAEzB,IAAI,IAAI,CAAC,YAAY,KAAK,IAAI,EAAE,CAAC;YAC/B,IAAI,CAAC,YAAY,GAAG,KAAK,CAAC;YAE1B,OAAO;QACT,CAAC;QAED,MAAM,gBAAgB,GAAG,IAAI,CAAC,kBAAkB;YAC9C,CAAC,CAAC,IAAI,CAAC,qBAAqB;YAC5B,CAAC,CAAC,IAAI,CAAC,GAAG,CAAC,IAAI,CAAC,qBAAqB,EAAE,mCAAmC,CAAC,CAAC;QAE9E,IAAI,KAAK,GAAG,IAAI,CAAC,YAAY,GAAG,gBAAgB,EAAE,CAAC;YACjD,OAAO;QACT,CAAC;QAED,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;QACzB,IAAI,CAAC,MAAM,CAAC,IAAI,CAAC,gBAAgB,IAAI,CAAC,QAAQ,yBAAyB,IAAI,CAAC,KAAK,CAAC,IAAI,CAAC,qBAAqB,GAAG,IAAI,CAAC,yCAAyC,CAAC,CAAC;QAC/J,IAAI,CAAC,kBAAkB,CAAC,gCAAgC,CAAC,CAAC;QAC1D,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;QACpB,IAAI,CAAC,MAAM,GAAG,IAAI,CAAC,YAAY,EAAE,CAAC;IACpC,CAAC;IAED,KAAK,CAAC,cAAc,CAAC,YAAoB,4BAA4B;QACnE,IAAI,IAAI,CAAC,kBAAkB,EAAE,CAAC;YAC5B,OAAO;QACT,CAAC;QAED,MAAM,IAAI,OAAO,CAAO,CAAC,OAAO,EAAE,MAAM,EAAE,EAAE;YAC1C,MAAM,aAAa,GAAG,UAAU,CAAC,GAAG,EAAE;gBACpC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;gBACzB,MAAM,CAAC,IAAI,KAAK,CAAC,gCAAgC,SAAS,UAAU,IAAI,CAAC,QAAQ,EAAE,CAAC,CAAC,CAAC;YACxF,CAAC,EAAE,SAAS,CAAC,CAAC;YAEd,IAAI,CAAC,YAAY,GAAG,GAAG,EAAE;gBACvB,YAAY,CAAC,aAAa,CAAC,CAAC;gBAC5B,OAAO,EAAE,CAAC;YACZ,CAAC,CAAC;QACJ,CAAC,CAAC,CAAC;IACL,CAAC;IAED,KAAK;QACH,IAAI,CAAC,QAAQ,GAAG,IAAI,CAAC;QAErB,IAAI,IAAI,CAAC,eAAe,KAAK,IAAI,EAAE,CAAC;YAClC,aAAa,CAAC,IAAI,CAAC,eAAe,CAAC,CAAC;YACpC,IAAI,CAAC,eAAe,GAAG,IAAI,CAAC;QAC9B,CAAC;QAED,IAAI,CAAC,MAAM,CAAC,KAAK,EAAE,CAAC;IACtB,CAAC;IAED,KAAK,CAAC,QAAQ;QACZ,IAAI,CAAC,KAAK,EAAE,CAAC;IACf,CAAC;IAED,WAAW;QACT,OAAO,IAAI,CAAC,QAAQ,CAAC;IACvB,CAAC;IAED,aAAa;QACX,OAAO,IAAI,CAAC,UAAU,CAAC;IACzB,CAAC;IAED,WAAW,CAAC,MAAc;QACxB,OAAO,IAAI,CAAC,MAAM,CAAC,WAAW,CAAC,MAAM,CAAC,CAAC;IACzC,CAAC;IAED,YAAY,CAAC,MAAc;QACzB,OAAO,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC;IAC1C,CAAC;IAED,eAAe,CAAC,MAAc;QAC5B,OAAO,IAAI,CAAC,MAAM,CAAC,eAAe,CAAC,MAAM,CAAC,CAAC;IAC7C,CAAC;IAED,aAAa;QACX,OAAO,IAAI,CAAC,MAAM,CAAC,aAAa,EAAE,CAAC;IACrC,CAAC;IAED,yBAAyB,CAAC,MAAc;QACtC,OAAO,IAAI,CAAC,MAAM,CAAC,yBAAyB,CAAC,MAAM,CAAC,CAAC;IACvD,CAAC;IAED,sBAAsB,CAAC,MAAc;QACnC,OAAO,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC;IAC/C,CAAC;IAED,YAAY,CAAC,MAAc;QACzB,OAAO,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC;IAC1C,CAAC;IAED,OAAO;QACL,OAAO,WAAW,CAAC;YACjB,kBAAkB,EAAE,IAAI,CAAC,kBAAkB;YAC3C,iBAAiB,EAAE,IAAI,CAAC,iBAAiB;YACzC,KAAK,EAAE,IAAI,CAAC,GAAG,EAAE;YACjB,WAAW,EAAE,IAAI,CAAC,oBAAoB;SACvC,CAAC,CAAC;IACL,CAAC;IAED,kBAAkB;QAChB,MAAM,WAAW,GAAG,8BAA8B,GAAG,IAAI,CAAC,UAAU,CAAC;QACrE,MAAM,KAAK,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QACzB,MAAM,eAAe,GAAsB,EAAE,CAAC;QAE9C,KAAK,MAAM,MAAM,IAAI,IAAI,CAAC,MAAM,CAAC,aAAa,EAAE,EAAE,CAAC;YACjD,MAAM,SAAS,GAAG,IAAI,CAAC,MAAM,CAAC,YAAY,CAAC,MAAM,CAAC,CAAC;YAEnD,IAAI,SAAS,CAAC,MAAM,KAAK,CAAC,EAAE,CAAC;gBAC3B,SAAS;YACX,CAAC;YAED,MAAM,SAAS,GAAG,SAAS,CAAC,SAAS,CAAC,MAAM,GAAG,CAAC,CAAC,CAAC;YAClD,MAAM,kBAAkB,GAAG,SAAS,CAAC,cAAc,GAAG,CAAC,CAAC,CAAC,CAAC,SAAS,CAAC,cAAc,CAAC,CAAC,CAAC,SAAS,CAAC,aAAa,GAAG,IAAI,CAAC,UAAU,CAAC;YAC/H,MAAM,KAAK,GAAG,KAAK,GAAG,kBAAkB,CAAC;YAEzC,IAAI,KAAK,GAAG,WAAW,EAAE,CAAC;gBACxB,eAAe,CAAC,IAAI,CAAC,EAAE,MAAM,EAAE,KAAK,EAAE,CAAC,CAAC;YAC1C,CAAC;QACH,CAAC;QAED,eAAe,CAAC,IAAI,CAAC,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE,CAAC,MAAM,CAAC,KAAK,GAAG,KAAK,CAAC,KAAK,CAAC,CAAC;QAEpE,OAAO,eAAe,CAAC;IACzB,CAAC;IAEO,aAAa,CAAC,OAA6B;QACjD,IAAI,OAAO,KAAK,IAAI,EAAE,CAAC;YACrB,OAAO;QACT,CAAC;QAED,IAAI,sBAAsB,CAAC,OAAO,CAAC,IAAI,CAAC,EAAE,CAAC;YACzC,IAAI,CAAC,iBAAiB,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QACtC,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,UAAU,EAAE,CAAC;YAChC,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,EAAE,SAAS,EAAE,OAAO,CAAC,SAAS,EAAE,CAAC,CAAC;YAE5D,KAAK,MAAM,KAAK,IAAI,OAAO,CAAC,SAAS,EAAE,CAAC;gBACtC,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;YAC3C,CAAC;YAED,IAAI,OAAO,CAAC,OAAO,EAAE,CAAC;gBACpB,IAAI,CAAC,MAAM,CAAC,aAAa,CAAC,IAAI,CAAC,iBAAiB,CAAC,CAAC;gBAElD,KAAK,MAAM,MAAM,IAAI,IAAI,CAAC,oBAAoB,CAAC,IAAI,EAAE,EAAE,CAAC;oBACtD,IAAI,CAAC,IAAI,CAAC,iBAAiB,CAAC,GAAG,CAAC,MAAM,CAAC,EAAE,CAAC;wBACxC,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;oBAC3C,CAAC;gBACH,CAAC;gBAED,IAAI,CAAC,iBAAiB,GAAG,IAAI,GAAG,EAAE,CAAC;gBACnC,IAAI,CAAC,SAAS,EAAE,CAAC;YACnB,CAAC;YAED,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,EAAE,CAAC;YACnC,IAAI,CAAC,MAAM,CAAC,gBAAgB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,KAAK,EAAE,QAAQ,EAAE,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC3G,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;YAC1D,IAAI,CAAC,IAAI,CAAC,aAAa,EAAE,OAAO,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,EAAE,OAAO,CAAC,QAAQ,CAAC,CAAC;YAE1E,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,cAAc,EAAE,CAAC;YACpC,IAAI,CAAC,MAAM,CAAC,iBAAiB,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,KAAK,EAAE,QAAQ,EAAE,OAAO,CAAC,QAAQ,EAAE,CAAC,CAAC;YAC5G,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;YAC1D,IAAI,CAAC,IAAI,CAAC,cAAc,EAAE,OAAO,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,EAAE,OAAO,CAAC,QAAQ,CAAC,CAAC;YAE3E,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,kBAAkB,EAAE,CAAC;YACxC,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,MAAM,EAAE,KAAK,EAAE,OAAO,CAAC,KAAK,EAAE,CAAC,CAAC;YAC7E,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;YAC1D,IAAI,CAAC,IAAI,CAAC,kBAAkB,EAAE,OAAO,CAAC,MAAM,EAAE,OAAO,CAAC,KAAK,CAAC,CAAC;YAE7D,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,aAAa,EAAE,CAAC;YACnC,IAAI,CAAC,MAAM,CAAC,gBAAgB,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;YAC5C,IAAI,CAAC,oBAAoB,CAAC,GAAG,CAAC,OAAO,CAAC,KAAK,CAAC,MAAM,EAAE,IAAI,CAAC,GAAG,EAAE,CAAC,CAAC;YAChE,IAAI,CAAC,IAAI,CAAC,aAAa,EAAE,OAAO,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC;YAE/C,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,eAAe,EAAE,CAAC;YACrC,IAAI,CAAC,MAAM,CAAC,kBAAkB,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;YAC/C,IAAI,CAAC,oBAAoB,CAAC,MAAM,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC;YACjD,IAAI,CAAC,IAAI,CAAC,eAAe,EAAE,OAAO,CAAC,MAAM,CAAC,CAAC;YAE3C,OAAO;QACT,CAAC;QAED,IAAI,OAAO,CAAC,IAAI,KAAK,WAAW,EAAE,CAAC;YACjC,IAAI,CAAC,MAAM,CAAC,cAAc,CAAC,EAAE,MAAM,EAAE,OAAO,CAAC,MAAM,EAAE,aAAa,EAAE,OAAO,CAAC,aAAa,EAAE,CAAC,CAAC;QAC/F,CAAC;IACH,CAAC;IAEO,SAAS;QACf,IAAI,CAAC,kBAAkB,GAAG,IAAI,CAAC;QAE/B,IAAI,IAAI,CAAC,gBAAgB,EAAE,CAAC;YAC1B,IAAI,CAAC,gBAAgB,GAAG,KAAK,CAAC;YAC9B,IAAI,CAAC,IAAI,CAAC,oBAAoB,CAAC,CAAC;QAClC,CAAC;QAED,IAAI,IAAI,CAAC,YAAY,KAAK,IAAI,EAAE,CAAC;YAC/B,MAAM,OAAO,GAAG,IAAI,CAAC,YAAY,CAAC;YAClC,IAAI,CAAC,YAAY,GAAG,IAAI,CAAC;YACzB,OAAO,EAAE,CAAC;QACZ,CAAC;IACH,CAAC;CACF;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/client/marketDataClient.types.d.ts

@@ -0,0 +1,15 @@
+import type { WebSocketLogger } from '@solncebro/websocket-engine';
+import type { KlineInterval } from '../domain/marketData.types.js';
+import type { FeedEventName, SubscriptionScope } from '../domain/subscription.types.js';
+interface MarketDataClientArgs {
+    url: string;
+    interval: KlineInterval;
+    scope: SubscriptionScope;
+    events: FeedEventName[];
+    wantMa: boolean;
+    logger: WebSocketLogger;
+    staleThresholdMs?: number;
+    staleCheckIntervalMs?: number;
+}
+export type { MarketDataClientArgs };
+//# sourceMappingURL=marketDataClient.types.d.ts.map

package/dist/client/marketDataClient.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataClient.types.d.ts","sourceRoot":"","sources":["../../src/client/marketDataClient.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,eAAe,EAAE,MAAM,6BAA6B,CAAC;AAEnE,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,+BAA+B,CAAC;AACnE,OAAO,KAAK,EAAE,aAAa,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAC;AAExF,UAAU,oBAAoB;IAC5B,GAAG,EAAE,MAAM,CAAC;IACZ,QAAQ,EAAE,aAAa,CAAC;IACxB,KAAK,EAAE,iBAAiB,CAAC;IACzB,MAAM,EAAE,aAAa,EAAE,CAAC;IACxB,MAAM,EAAE,OAAO,CAAC;IAChB,MAAM,EAAE,eAAe,CAAC;IAExB,gBAAgB,CAAC,EAAE,MAAM,CAAC;IAC1B,oBAAoB,CAAC,EAAE,MAAM,CAAC;CAC/B;AAED,YAAY,EAAE,oBAAoB,EAAE,CAAC"}

package/dist/client/marketDataClient.types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=marketDataClient.types.js.map

package/dist/client/marketDataClient.types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataClient.types.js","sourceRoot":"","sources":["../../src/client/marketDataClient.types.ts"],"names":[],"mappings":""}

package/dist/client/marketDataSource.types.d.ts

@@ -0,0 +1,27 @@
+import type { Kline, KlineInterval, MaValues, StaleSymbolInfo } from '../domain/marketData.types.js';
+import type { ConnectionLostListener, ConnectionRestoredListener, KlineTickListener, KlineWithMaListener, SymbolNameListener } from '../domain/events.types.js';
+interface MarketDataSource {
+    getInterval: () => KlineInterval;
+    getIntervalMs: () => number;
+    getMaValues: (symbol: string) => MaValues;
+    getKlineList: (symbol: string) => Kline[];
+    getCurrentKline: (symbol: string) => Kline | undefined;
+    getSymbolList: () => string[];
+    getLastKlineOpenTimestamp: (symbol: string) => number | undefined;
+    getLastUpdateTimestamp: (symbol: string) => number | undefined;
+    getVolume24h: (symbol: string) => number;
+    isStale: () => boolean;
+    getStaleSymbolList: () => StaleSymbolInfo[];
+    on(eventName: 'klineClosed' | 'klineUpdated', listener: KlineWithMaListener): this;
+    on(eventName: 'klineUpdatedTick', listener: KlineTickListener): this;
+    on(eventName: 'symbolAdded' | 'symbolRemoved', listener: SymbolNameListener): this;
+    on(eventName: 'connectionLost', listener: ConnectionLostListener): this;
+    on(eventName: 'connectionRestored', listener: ConnectionRestoredListener): this;
+    off(eventName: 'klineClosed' | 'klineUpdated', listener: KlineWithMaListener): this;
+    off(eventName: 'klineUpdatedTick', listener: KlineTickListener): this;
+    off(eventName: 'symbolAdded' | 'symbolRemoved', listener: SymbolNameListener): this;
+    off(eventName: 'connectionLost', listener: ConnectionLostListener): this;
+    off(eventName: 'connectionRestored', listener: ConnectionRestoredListener): this;
+}
+export type { MarketDataSource };
+//# sourceMappingURL=marketDataSource.types.d.ts.map

package/dist/client/marketDataSource.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataSource.types.d.ts","sourceRoot":"","sources":["../../src/client/marketDataSource.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,aAAa,EAAE,QAAQ,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AACrG,OAAO,KAAK,EAAE,sBAAsB,EAAE,0BAA0B,EAAE,iBAAiB,EAAE,mBAAmB,EAAE,kBAAkB,EAAE,MAAM,2BAA2B,CAAC;AAEhK,UAAU,gBAAgB;IACxB,WAAW,EAAE,MAAM,aAAa,CAAC;IACjC,aAAa,EAAE,MAAM,MAAM,CAAC;IAC5B,WAAW,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,QAAQ,CAAC;IAC1C,YAAY,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,KAAK,EAAE,CAAC;IAC1C,eAAe,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,KAAK,GAAG,SAAS,CAAC;IACvD,aAAa,EAAE,MAAM,MAAM,EAAE,CAAC;IAC9B,yBAAyB,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,MAAM,GAAG,SAAS,CAAC;IAClE,sBAAsB,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,MAAM,GAAG,SAAS,CAAC;IAC/D,YAAY,EAAE,CAAC,MAAM,EAAE,MAAM,KAAK,MAAM,CAAC;IACzC,OAAO,EAAE,MAAM,OAAO,CAAC;IACvB,kBAAkB,EAAE,MAAM,eAAe,EAAE,CAAC;IAC5C,EAAE,CAAC,SAAS,EAAE,aAAa,GAAG,cAAc,EAAE,QAAQ,EAAE,mBAAmB,GAAG,IAAI,CAAC;IACnF,EAAE,CAAC,SAAS,EAAE,kBAAkB,EAAE,QAAQ,EAAE,iBAAiB,GAAG,IAAI,CAAC;IACrE,EAAE,CAAC,SAAS,EAAE,aAAa,GAAG,eAAe,EAAE,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IACnF,EAAE,CAAC,SAAS,EAAE,gBAAgB,EAAE,QAAQ,EAAE,sBAAsB,GAAG,IAAI,CAAC;IACxE,EAAE,CAAC,SAAS,EAAE,oBAAoB,EAAE,QAAQ,EAAE,0BAA0B,GAAG,IAAI,CAAC;IAChF,GAAG,CAAC,SAAS,EAAE,aAAa,GAAG,cAAc,EAAE,QAAQ,EAAE,mBAAmB,GAAG,IAAI,CAAC;IACpF,GAAG,CAAC,SAAS,EAAE,kBAAkB,EAAE,QAAQ,EAAE,iBAAiB,GAAG,IAAI,CAAC;IACtE,GAAG,CAAC,SAAS,EAAE,aAAa,GAAG,eAAe,EAAE,QAAQ,EAAE,kBAAkB,GAAG,IAAI,CAAC;IACpF,GAAG,CAAC,SAAS,EAAE,gBAAgB,EAAE,QAAQ,EAAE,sBAAsB,GAAG,IAAI,CAAC;IACzE,GAAG,CAAC,SAAS,EAAE,oBAAoB,EAAE,QAAQ,EAAE,0BAA0B,GAAG,IAAI,CAAC;CAClF;AAED,YAAY,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/client/marketDataSource.types.js

@@ -0,0 +1,2 @@
+export {};
+//# sourceMappingURL=marketDataSource.types.js.map

package/dist/client/marketDataSource.types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataSource.types.js","sourceRoot":"","sources":["../../src/client/marketDataSource.types.ts"],"names":[],"mappings":""}

package/dist/client/mirrorStore.d.ts

@@ -0,0 +1,29 @@
+import type { Kline, MaValues } from '../domain/marketData.types.js';
+import type { MarketDataSnapshotEntry } from '../domain/snapshot.types.js';
+import type { ApplyKlineArgs, ApplyKlineWithMaArgs, ApplySnapshotArgs, ApplyVolume24hArgs } from './mirrorStore.types.js';
+declare class MirrorStore {
+    private readonly maxBufferSize;
+    private readonly klineListBySymbol;
+    private readonly maValuesBySymbol;
+    private readonly currentKlineBySymbol;
+    private readonly volume24hBySymbol;
+    constructor(maxBufferSize: number);
+    applySnapshot(args: ApplySnapshotArgs): void;
+    applySymbolAdded(entry: MarketDataSnapshotEntry): void;
+    applySymbolRemoved(symbol: string): void;
+    retainSymbols(symbolSet: Set<string>): void;
+    applyKlineClosed(args: ApplyKlineWithMaArgs): void;
+    applyKlineUpdated(args: ApplyKlineWithMaArgs): void;
+    applyKlineTick(args: ApplyKlineArgs): void;
+    applyVolume24h(args: ApplyVolume24hArgs): void;
+    getKlineList(symbol: string): Kline[];
+    getMaValues(symbol: string): MaValues;
+    getCurrentKline(symbol: string): Kline | undefined;
+    getSymbolList(): string[];
+    getLastKlineOpenTimestamp(symbol: string): number | undefined;
+    getVolume24h(symbol: string): number;
+    private seedSymbol;
+    private applyKlineToBuffer;
+}
+export { MirrorStore };
+//# sourceMappingURL=mirrorStore.d.ts.map

package/dist/client/mirrorStore.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"mirrorStore.d.ts","sourceRoot":"","sources":["../../src/client/mirrorStore.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,+BAA+B,CAAC;AACrE,OAAO,KAAK,EAAE,uBAAuB,EAAE,MAAM,6BAA6B,CAAC;AAC3E,OAAO,KAAK,EACV,cAAc,EACd,oBAAoB,EACpB,iBAAiB,EACjB,kBAAkB,EACnB,MAAM,wBAAwB,CAAC;AAIhC,cAAM,WAAW;IACf,OAAO,CAAC,QAAQ,CAAC,aAAa,CAAS;IACvC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAmC;IACrE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAoC;IACrE,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAiC;IACtE,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAkC;gBAExD,aAAa,EAAE,MAAM;IAIjC,aAAa,CAAC,IAAI,EAAE,iBAAiB,GAAG,IAAI;IAM5C,gBAAgB,CAAC,KAAK,EAAE,uBAAuB,GAAG,IAAI;IAItD,kBAAkB,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI;IAOxC,aAAa,CAAC,SAAS,EAAE,GAAG,CAAC,MAAM,CAAC,GAAG,IAAI;IAQ3C,gBAAgB,CAAC,IAAI,EAAE,oBAAoB,GAAG,IAAI;IAWlD,iBAAiB,CAAC,IAAI,EAAE,oBAAoB,GAAG,IAAI;IAWnD,cAAc,CAAC,IAAI,EAAE,cAAc,GAAG,IAAI;IAU1C,cAAc,CAAC,IAAI,EAAE,kBAAkB,GAAG,IAAI;IAI9C,YAAY,CAAC,MAAM,EAAE,MAAM,GAAG,KAAK,EAAE;IAIrC,WAAW,CAAC,MAAM,EAAE,MAAM,GAAG,QAAQ;IAIrC,eAAe,CAAC,MAAM,EAAE,MAAM,GAAG,KAAK,GAAG,SAAS;IAIlD,aAAa,IAAI,MAAM,EAAE;IAIzB,yBAAyB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS;IAU7D,YAAY,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM;IAIpC,OAAO,CAAC,UAAU;IAelB,OAAO,CAAC,kBAAkB;CAkC3B;AAED,OAAO,EAAE,WAAW,EAAE,CAAC"}