@solncebro/market-data-feeder-lib 0.1.0

package/dist/client/mirrorStore.js

@@ -0,0 +1,119 @@
+const ZERO_MA = { ma25: 0, ma50: 0, ma100: 0, ma200: 0 };
+class MirrorStore {
+    maxBufferSize;
+    klineListBySymbol = new Map();
+    maValuesBySymbol = new Map();
+    currentKlineBySymbol = new Map();
+    volume24hBySymbol = new Map();
+    constructor(maxBufferSize) {
+        this.maxBufferSize = maxBufferSize;
+    }
+    applySnapshot(args) {
+        for (const entry of args.entryList) {
+            this.seedSymbol(entry);
+        }
+    }
+    applySymbolAdded(entry) {
+        this.seedSymbol(entry);
+    }
+    applySymbolRemoved(symbol) {
+        this.klineListBySymbol.delete(symbol);
+        this.maValuesBySymbol.delete(symbol);
+        this.currentKlineBySymbol.delete(symbol);
+        this.volume24hBySymbol.delete(symbol);
+    }
+    retainSymbols(symbolSet) {
+        for (const symbol of this.klineListBySymbol.keys()) {
+            if (!symbolSet.has(symbol)) {
+                this.applySymbolRemoved(symbol);
+            }
+        }
+    }
+    applyKlineClosed(args) {
+        const didApply = this.applyKlineToBuffer(args.symbol, args.kline);
+        if (!didApply) {
+            return;
+        }
+        this.maValuesBySymbol.set(args.symbol, args.maValues);
+        this.currentKlineBySymbol.delete(args.symbol);
+    }
+    applyKlineUpdated(args) {
+        const didApply = this.applyKlineToBuffer(args.symbol, args.kline);
+        if (!didApply) {
+            return;
+        }
+        this.maValuesBySymbol.set(args.symbol, args.maValues);
+        this.currentKlineBySymbol.set(args.symbol, args.kline);
+    }
+    applyKlineTick(args) {
+        const didApply = this.applyKlineToBuffer(args.symbol, args.kline);
+        if (!didApply) {
+            return;
+        }
+        this.currentKlineBySymbol.set(args.symbol, args.kline);
+    }
+    applyVolume24h(args) {
+        this.volume24hBySymbol.set(args.symbol, args.volume24hUsdt);
+    }
+    getKlineList(symbol) {
+        return this.klineListBySymbol.get(symbol) ?? [];
+    }
+    getMaValues(symbol) {
+        return this.maValuesBySymbol.get(symbol) ?? ZERO_MA;
+    }
+    getCurrentKline(symbol) {
+        return this.currentKlineBySymbol.get(symbol);
+    }
+    getSymbolList() {
+        return Array.from(this.klineListBySymbol.keys());
+    }
+    getLastKlineOpenTimestamp(symbol) {
+        const klineList = this.klineListBySymbol.get(symbol);
+        if (klineList === undefined || klineList.length === 0) {
+            return undefined;
+        }
+        return klineList[klineList.length - 1].openTimestamp;
+    }
+    getVolume24h(symbol) {
+        return this.volume24hBySymbol.get(symbol) ?? Number.POSITIVE_INFINITY;
+    }
+    seedSymbol(entry) {
+        this.klineListBySymbol.set(entry.symbol, entry.klineList.slice(-this.maxBufferSize));
+        this.maValuesBySymbol.set(entry.symbol, entry.maValues);
+        if (entry.currentKline !== null) {
+            this.currentKlineBySymbol.set(entry.symbol, entry.currentKline);
+        }
+        else {
+            this.currentKlineBySymbol.delete(entry.symbol);
+        }
+        if (entry.volume24hUsdt !== null) {
+            this.volume24hBySymbol.set(entry.symbol, entry.volume24hUsdt);
+        }
+    }
+    applyKlineToBuffer(symbol, kline) {
+        const existingList = this.klineListBySymbol.get(symbol);
+        const klineList = existingList ?? [];
+        if (existingList === undefined) {
+            this.klineListBySymbol.set(symbol, klineList);
+        }
+        if (klineList.length === 0) {
+            klineList.push(kline);
+            return true;
+        }
+        const lastKline = klineList[klineList.length - 1];
+        if (kline.openTimestamp < lastKline.openTimestamp) {
+            return false;
+        }
+        if (kline.openTimestamp === lastKline.openTimestamp) {
+            klineList[klineList.length - 1] = kline;
+            return true;
+        }
+        klineList.push(kline);
+        if (klineList.length > this.maxBufferSize) {
+            klineList.shift();
+        }
+        return true;
+    }
+}
+export { MirrorStore };
+//# sourceMappingURL=mirrorStore.js.map

package/dist/client/mirrorStore.js.map

@@ -0,0 +1 @@
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package/dist/client/mirrorStore.types.d.ts

@@ -0,0 +1,20 @@
+import type { Kline, MaValues } from '../domain/marketData.types.js';
+import type { MarketDataSnapshotEntry } from '../domain/snapshot.types.js';
+interface ApplySnapshotArgs {
+    entryList: MarketDataSnapshotEntry[];
+}
+interface ApplyKlineWithMaArgs {
+    symbol: string;
+    kline: Kline;
+    maValues: MaValues;
+}
+interface ApplyKlineArgs {
+    symbol: string;
+    kline: Kline;
+}
+interface ApplyVolume24hArgs {
+    symbol: string;
+    volume24hUsdt: number;
+}
+export type { ApplyKlineArgs, ApplyKlineWithMaArgs, ApplySnapshotArgs, ApplyVolume24hArgs };
+//# sourceMappingURL=mirrorStore.types.d.ts.map

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

@@ -0,0 +1 @@
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package/dist/client/mirrorStore.types.js

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

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

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

package/dist/domain/constants.d.ts

@@ -0,0 +1,12 @@
+import { ExchangeNameEnum } from '@solncebro/trade-engine';
+import type { KlineInterval } from './marketData.types.js';
+declare const KLINE_BUFFER_SIZE = 499;
+declare const STALENESS_THRESHOLD_MULTIPLIER = 2;
+declare const SYMBOL_LIST_SYNC_INTERVAL_MS = 3600000;
+declare const KLINE_WATCHDOG_GRACE_MS = 180000;
+declare const KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS = 300000;
+declare function resolveIntervalMs(interval: KlineInterval): number;
+declare function resolveBackfillRequestsPerSecond(exchangeName: ExchangeNameEnum): number;
+declare function isKnownInterval(value: string): value is KlineInterval;
+export { KLINE_BUFFER_SIZE, KLINE_WATCHDOG_GRACE_MS, KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS, STALENESS_THRESHOLD_MULTIPLIER, SYMBOL_LIST_SYNC_INTERVAL_MS, isKnownInterval, resolveIntervalMs, resolveBackfillRequestsPerSecond };
+//# sourceMappingURL=constants.d.ts.map

package/dist/domain/constants.d.ts.map

@@ -0,0 +1 @@
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package/dist/domain/constants.js

@@ -0,0 +1,47 @@
+import { ExchangeNameEnum } from '@solncebro/trade-engine';
+const KLINE_BUFFER_SIZE = 499;
+const DEFAULT_INTERVAL_MS = 1_800_000;
+const STALENESS_THRESHOLD_MULTIPLIER = 2;
+// Shared by the standalone FeederServer and the embedded adapter: one listing/delisting discovery
+// cadence and one exchange-stream watchdog tuning regardless of the hosting topology.
+const SYMBOL_LIST_SYNC_INTERVAL_MS = 3_600_000;
+const KLINE_WATCHDOG_GRACE_MS = 180_000;
+const KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS = 300_000;
+// Backfill request rate is per-exchange because the two exchanges enforce REST limits differently.
+// Binance USD-M futures uses a per-IP weight budget: REQUEST_WEIGHT 2400/min (live fapi/v1/exchangeInfo),
+// and a klines call at limit=499 costs weight 2 -> the hard ceiling is 2400/60/2 = 20 req/s. We run 16
+// (16*2*60 = 1920 weight/min) to leave headroom for the 30s ticker poll (~160/min), exchangeInfo and
+// watchdog refetches that share the same per-IP budget. Bybit uses per-endpoint IP limits (not a weight
+// budget), where the proven value is 80 req/s.
+const KLINE_BACKFILL_REQUESTS_PER_SECOND_BINANCE = 16;
+const KLINE_BACKFILL_REQUESTS_PER_SECOND_BYBIT = 80;
+const INTERVAL_MS_BY_KEY = {
+    '1s': 1_000,
+    '1m': 60_000,
+    '3m': 180_000,
+    '5m': 300_000,
+    '15m': 900_000,
+    '30m': 1_800_000,
+    '1h': 3_600_000,
+    '2h': 7_200_000,
+    '4h': 14_400_000,
+    '6h': 21_600_000,
+    '12h': 43_200_000,
+    '1d': 86_400_000,
+    '3d': 259_200_000,
+    '1w': 604_800_000,
+    '1M': 2_592_000_000,
+};
+function resolveIntervalMs(interval) {
+    return INTERVAL_MS_BY_KEY[interval] ?? DEFAULT_INTERVAL_MS;
+}
+function resolveBackfillRequestsPerSecond(exchangeName) {
+    return exchangeName === ExchangeNameEnum.Binance
+        ? KLINE_BACKFILL_REQUESTS_PER_SECOND_BINANCE
+        : KLINE_BACKFILL_REQUESTS_PER_SECOND_BYBIT;
+}
+function isKnownInterval(value) {
+    return Object.prototype.hasOwnProperty.call(INTERVAL_MS_BY_KEY, value);
+}
+export { KLINE_BUFFER_SIZE, KLINE_WATCHDOG_GRACE_MS, KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS, STALENESS_THRESHOLD_MULTIPLIER, SYMBOL_LIST_SYNC_INTERVAL_MS, isKnownInterval, resolveIntervalMs, resolveBackfillRequestsPerSecond };
+//# sourceMappingURL=constants.js.map

package/dist/domain/constants.js.map

@@ -0,0 +1 @@
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package/dist/domain/events.types.d.ts

@@ -0,0 +1,14 @@
+import type { Kline, MaValues } from './marketData.types.js';
+type KlineWithMaListener = (symbol: string, kline: Kline, maValues: MaValues) => void;
+type KlineTickListener = (symbol: string, kline: Kline) => void;
+type SymbolNameListener = (symbol: string) => void;
+type Volume24hListener = (symbol: string, volume24hUsdt: number) => void;
+type StreamSilenceListener = (silenceMs: number) => void;
+type SourceMassStaleListener = (staleCount: number, symbolCount: number) => void;
+type SymbolSyncAnomalyListener = (deferredCount: number, symbolCount: number) => void;
+type SourceLifecycleListener = () => void;
+type IntervalLoadListener = (symbolCount: number) => void;
+type ConnectionLostListener = (reason: string) => void;
+type ConnectionRestoredListener = () => void;
+export type { ConnectionLostListener, ConnectionRestoredListener, IntervalLoadListener, KlineTickListener, KlineWithMaListener, SourceLifecycleListener, SourceMassStaleListener, StreamSilenceListener, SymbolNameListener, SymbolSyncAnomalyListener, Volume24hListener };
+//# sourceMappingURL=events.types.d.ts.map

package/dist/domain/events.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"events.types.d.ts","sourceRoot":"","sources":["../../src/domain/events.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAE7D,KAAK,mBAAmB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,QAAQ,KAAK,IAAI,CAAC;AACtF,KAAK,iBAAiB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,KAAK,EAAE,KAAK,KAAK,IAAI,CAAC;AAChE,KAAK,kBAAkB,GAAG,CAAC,MAAM,EAAE,MAAM,KAAK,IAAI,CAAC;AACnD,KAAK,iBAAiB,GAAG,CAAC,MAAM,EAAE,MAAM,EAAE,aAAa,EAAE,MAAM,KAAK,IAAI,CAAC;AACzE,KAAK,qBAAqB,GAAG,CAAC,SAAS,EAAE,MAAM,KAAK,IAAI,CAAC;AACzD,KAAK,uBAAuB,GAAG,CAAC,UAAU,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,KAAK,IAAI,CAAC;AACjF,KAAK,yBAAyB,GAAG,CAAC,aAAa,EAAE,MAAM,EAAE,WAAW,EAAE,MAAM,KAAK,IAAI,CAAC;AACtF,KAAK,uBAAuB,GAAG,MAAM,IAAI,CAAC;AAC1C,KAAK,oBAAoB,GAAG,CAAC,WAAW,EAAE,MAAM,KAAK,IAAI,CAAC;AAC1D,KAAK,sBAAsB,GAAG,CAAC,MAAM,EAAE,MAAM,KAAK,IAAI,CAAC;AACvD,KAAK,0BAA0B,GAAG,MAAM,IAAI,CAAC;AAE7C,YAAY,EAAE,sBAAsB,EAAE,0BAA0B,EAAE,oBAAoB,EAAE,iBAAiB,EAAE,mBAAmB,EAAE,uBAAuB,EAAE,uBAAuB,EAAE,qBAAqB,EAAE,kBAAkB,EAAE,yBAAyB,EAAE,iBAAiB,EAAE,CAAC"}

package/dist/domain/events.types.js

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

package/dist/domain/events.types.js.map

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

package/dist/domain/feederSource.types.d.ts

@@ -0,0 +1,44 @@
+import type { Kline, MaValues, StaleSymbolInfo } from './marketData.types.js';
+import type { IntervalLoadListener, KlineTickListener, KlineWithMaListener, SourceLifecycleListener, SourceMassStaleListener, StreamSilenceListener, SymbolNameListener, SymbolSyncAnomalyListener, Volume24hListener } from './events.types.js';
+import type { ManagedSource } from './managedSource.types.js';
+interface StreamLiveness {
+    lastInboundAtMs: number;
+    silenceMs: number;
+    isStreamSilent: boolean;
+}
+interface FeederSource extends ManagedSource {
+    getSymbolList: () => string[];
+    getKlineList: (symbol: string) => Kline[];
+    getMaValues: (symbol: string) => MaValues;
+    getCurrentKline: (symbol: string) => Kline | undefined;
+    getVolume24h: (symbol: string) => number;
+    getIntervalMs: () => number;
+    getKlineCount: () => number;
+    getSubscriptionCount: () => number;
+    getStaleSymbolList: () => StaleSymbolInfo[];
+    getLastKlineOpenTimestamp: (symbol: string) => number | undefined;
+    getLastUpdateTimestamp: (symbol: string) => number | undefined;
+    getStreamLiveness: () => StreamLiveness;
+    getFreshSymbolCount: () => number;
+    getPersistentStaleCount: () => number;
+    on(eventName: 'klineClosed' | 'klineUpdated', listener: KlineWithMaListener): this;
+    on(eventName: 'klineUpdatedTick', listener: KlineTickListener): this;
+    on(eventName: 'symbolAdded' | 'symbolRemoved' | 'symbolReseeded' | 'symbolReleased' | 'persistentStaleSymbol' | 'persistentStaleRecovered' | 'symbolLoadCompleted' | 'symbolLoadFailed' | 'symbolBackfillStuck' | 'symbolBackfillRecovered', listener: SymbolNameListener): this;
+    on(eventName: 'sourceShutdown', listener: SourceLifecycleListener): this;
+    on(eventName: 'volume24h', listener: Volume24hListener): this;
+    on(eventName: 'streamSilent' | 'streamResumed', listener: StreamSilenceListener): this;
+    on(eventName: 'sourceMassStale' | 'sourceMassStaleRecovered', listener: SourceMassStaleListener): this;
+    on(eventName: 'symbolSyncAnomaly', listener: SymbolSyncAnomalyListener): this;
+    on(eventName: 'intervalLoadStarted' | 'intervalLoadCompleted', listener: IntervalLoadListener): this;
+    off(eventName: 'klineClosed' | 'klineUpdated', listener: KlineWithMaListener): this;
+    off(eventName: 'klineUpdatedTick', listener: KlineTickListener): this;
+    off(eventName: 'symbolAdded' | 'symbolRemoved' | 'symbolReseeded' | 'symbolReleased' | 'persistentStaleSymbol' | 'persistentStaleRecovered' | 'symbolLoadCompleted' | 'symbolLoadFailed' | 'symbolBackfillStuck' | 'symbolBackfillRecovered', listener: SymbolNameListener): this;
+    off(eventName: 'sourceShutdown', listener: SourceLifecycleListener): this;
+    off(eventName: 'volume24h', listener: Volume24hListener): this;
+    off(eventName: 'streamSilent' | 'streamResumed', listener: StreamSilenceListener): this;
+    off(eventName: 'sourceMassStale' | 'sourceMassStaleRecovered', listener: SourceMassStaleListener): this;
+    off(eventName: 'symbolSyncAnomaly', listener: SymbolSyncAnomalyListener): this;
+    off(eventName: 'intervalLoadStarted' | 'intervalLoadCompleted', listener: IntervalLoadListener): this;
+}
+export type { FeederSource, StreamLiveness };
+//# sourceMappingURL=feederSource.types.d.ts.map

package/dist/domain/feederSource.types.d.ts.map

@@ -0,0 +1 @@
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package/dist/domain/feederSource.types.js

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

package/dist/domain/feederSource.types.js.map

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

package/dist/domain/managedSource.types.d.ts

@@ -0,0 +1,13 @@
+import type { KlineInterval } from './marketData.types.js';
+type SymbolLoadOutcome = 'loaded' | 'alreadyLoaded' | 'notOnExchange' | 'noHistory' | 'aborted';
+interface ManagedSource {
+    start: () => void;
+    loadAllSymbols: () => Promise<void>;
+    ensureSymbolLoaded: (symbol: string) => Promise<SymbolLoadOutcome>;
+    releaseSymbol: (symbol: string) => void;
+    syncAllSymbols: () => Promise<void>;
+    shutdown: () => Promise<void>;
+    getInterval: () => KlineInterval;
+}
+export type { ManagedSource, SymbolLoadOutcome };
+//# sourceMappingURL=managedSource.types.d.ts.map

package/dist/domain/managedSource.types.d.ts.map

@@ -0,0 +1 @@
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package/dist/domain/managedSource.types.js

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

package/dist/domain/managedSource.types.js.map

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

package/dist/domain/marketData.types.d.ts

@@ -0,0 +1,29 @@
+type KlineInterval = '1s' | '1m' | '3m' | '5m' | '15m' | '30m' | '1h' | '2h' | '4h' | '6h' | '12h' | '1d' | '3d' | '1w' | '1M';
+interface Kline {
+    openTimestamp: number;
+    openPrice: number;
+    highPrice: number;
+    lowPrice: number;
+    closePrice: number;
+    volume: number;
+    closeTimestamp: number;
+    quoteAssetVolume: number;
+    numberOfTrades: number;
+    takerBuyBaseAssetVolume: number;
+    takerBuyQuoteAssetVolume: number;
+    isClosed?: boolean;
+}
+interface MaValues {
+    ma25: number;
+    ma50: number;
+    ma100: number;
+    ma200: number;
+    ma99?: number | null;
+    ma1000?: number | null;
+}
+interface StaleSymbolInfo {
+    symbol: string;
+    ageMs: number;
+}
+export type { Kline, KlineInterval, MaValues, StaleSymbolInfo };
+//# sourceMappingURL=marketData.types.d.ts.map

package/dist/domain/marketData.types.d.ts.map

@@ -0,0 +1 @@
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package/dist/domain/marketData.types.js

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

package/dist/domain/marketData.types.js.map

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

package/dist/domain/snapshot.types.d.ts

@@ -0,0 +1,10 @@
+import type { Kline, MaValues } from './marketData.types.js';
+interface MarketDataSnapshotEntry {
+    symbol: string;
+    klineList: Kline[];
+    maValues: MaValues;
+    currentKline: Kline | null;
+    volume24hUsdt: number | null;
+}
+export type { MarketDataSnapshotEntry };
+//# sourceMappingURL=snapshot.types.d.ts.map

package/dist/domain/snapshot.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"snapshot.types.d.ts","sourceRoot":"","sources":["../../src/domain/snapshot.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,QAAQ,EAAE,MAAM,uBAAuB,CAAC;AAE7D,UAAU,uBAAuB;IAC/B,MAAM,EAAE,MAAM,CAAC;IACf,SAAS,EAAE,KAAK,EAAE,CAAC;IACnB,QAAQ,EAAE,QAAQ,CAAC;IACnB,YAAY,EAAE,KAAK,GAAG,IAAI,CAAC;IAC3B,aAAa,EAAE,MAAM,GAAG,IAAI,CAAC;CAC9B;AAED,YAAY,EAAE,uBAAuB,EAAE,CAAC"}

package/dist/domain/snapshot.types.js

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

package/dist/domain/snapshot.types.js.map

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

package/dist/domain/subscription.types.d.ts

@@ -0,0 +1,11 @@
+interface SubscriptionScopeAll {
+    kind: 'all';
+}
+interface SubscriptionScopeSymbols {
+    kind: 'symbols';
+    symbolList: string[];
+}
+type SubscriptionScope = SubscriptionScopeAll | SubscriptionScopeSymbols;
+type FeedEventName = 'klineClosed' | 'klineUpdated' | 'klineUpdatedTick';
+export type { FeedEventName, SubscriptionScope, SubscriptionScopeAll, SubscriptionScopeSymbols };
+//# sourceMappingURL=subscription.types.d.ts.map

package/dist/domain/subscription.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"subscription.types.d.ts","sourceRoot":"","sources":["../../src/domain/subscription.types.ts"],"names":[],"mappings":"AAAA,UAAU,oBAAoB;IAC5B,IAAI,EAAE,KAAK,CAAC;CACb;AAED,UAAU,wBAAwB;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,UAAU,EAAE,MAAM,EAAE,CAAC;CACtB;AAED,KAAK,iBAAiB,GAAG,oBAAoB,GAAG,wBAAwB,CAAC;AAEzE,KAAK,aAAa,GAAG,aAAa,GAAG,cAAc,GAAG,kBAAkB,CAAC;AAEzE,YAAY,EAAE,aAAa,EAAE,iBAAiB,EAAE,oBAAoB,EAAE,wBAAwB,EAAE,CAAC"}

package/dist/domain/subscription.types.js

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

package/dist/domain/subscription.types.js.map

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

package/dist/embedded/embeddedMarketDataSource.d.ts

@@ -0,0 +1,29 @@
+import { EventEmitter } from 'node:events';
+import type { Kline, KlineInterval, MaValues, StaleSymbolInfo } from '../domain/marketData.types.js';
+import type { MarketDataSource } from '../client/marketDataSource.types.js';
+import type { CreateEmbeddedMarketDataSourceArgs, EmbeddedMarketDataSourceArgs } from './embeddedMarketDataSource.types.js';
+declare class EmbeddedMarketDataSource extends EventEmitter implements MarketDataSource {
+    private readonly source;
+    private readonly onNotify;
+    private readonly teardownConnection;
+    private symbolSyncSchedulerHandle;
+    private isShutDown;
+    constructor(args: EmbeddedMarketDataSourceArgs);
+    waitUntilReady(timeoutMs: number): Promise<void>;
+    shutdown(): Promise<void>;
+    isStale(): boolean;
+    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;
+    getStaleSymbolList(): StaleSymbolInfo[];
+    private forwardSourceEvents;
+}
+declare function createEmbeddedMarketDataSource(args: CreateEmbeddedMarketDataSourceArgs): Promise<EmbeddedMarketDataSource>;
+export { EmbeddedMarketDataSource, createEmbeddedMarketDataSource };
+//# sourceMappingURL=embeddedMarketDataSource.d.ts.map

package/dist/embedded/embeddedMarketDataSource.d.ts.map

@@ -0,0 +1 @@
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package/dist/embedded/embeddedMarketDataSource.js

@@ -0,0 +1,121 @@
+import { EventEmitter } from 'node:events';
+import { ExchangeConnector, RateLimitedRequestQueue, logger } from '@solncebro/trade-engine';
+import { KLINE_WATCHDOG_GRACE_MS, KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS, SYMBOL_LIST_SYNC_INTERVAL_MS, resolveBackfillRequestsPerSecond } from '../domain/constants.js';
+import { MarketDataManager } from '../source/marketDataManager.js';
+import { startIntervalScheduler } from '../utils/intervalScheduler.js';
+import { withTimeout } from '../utils/timeout.js';
+// In-process replacement for MarketDataClient: the same MarketDataSource contract served straight
+// from the feeder core, so a single-app host skips the second process, the WS/JSON hop and the
+// client-side mirror copy of every kline buffer.
+class EmbeddedMarketDataSource extends EventEmitter {
+    source;
+    onNotify;
+    teardownConnection;
+    symbolSyncSchedulerHandle = null;
+    isShutDown = false;
+    constructor(args) {
+        super();
+        this.source = args.source;
+        this.onNotify = args.onNotify ?? (() => undefined);
+        this.teardownConnection = args.teardownConnection ?? (() => undefined);
+        this.forwardSourceEvents();
+    }
+    async waitUntilReady(timeoutMs) {
+        this.source.start();
+        await withTimeout(this.source.loadAllSymbols(), timeoutMs, `Embedded market data source failed to load within ${timeoutMs}ms`);
+        // The hourly listing/delisting sync lives in FeederServer for the standalone process; embedded,
+        // the adapter drives it — otherwise the universe would freeze at its startup composition.
+        this.symbolSyncSchedulerHandle = startIntervalScheduler({
+            tickHandler: () => this.source.syncAllSymbols(),
+            intervalMs: SYMBOL_LIST_SYNC_INTERVAL_MS,
+            contextLabel: '[EmbeddedMarketData] symbol list sync failed',
+        });
+    }
+    async shutdown() {
+        if (this.isShutDown) {
+            return;
+        }
+        this.isShutDown = true;
+        if (this.symbolSyncSchedulerHandle !== null) {
+            this.symbolSyncSchedulerHandle.stop();
+            this.symbolSyncSchedulerHandle = null;
+        }
+        await this.source.shutdown();
+        await this.teardownConnection();
+        this.removeAllListeners();
+    }
+    isStale() {
+        return this.source.getStreamLiveness().isStreamSilent;
+    }
+    getInterval() {
+        return this.source.getInterval();
+    }
+    getIntervalMs() {
+        return this.source.getIntervalMs();
+    }
+    getMaValues(symbol) {
+        return this.source.getMaValues(symbol);
+    }
+    getKlineList(symbol) {
+        return this.source.getKlineList(symbol);
+    }
+    getCurrentKline(symbol) {
+        return this.source.getCurrentKline(symbol);
+    }
+    getSymbolList() {
+        return this.source.getSymbolList();
+    }
+    getLastKlineOpenTimestamp(symbol) {
+        return this.source.getLastKlineOpenTimestamp(symbol);
+    }
+    getLastUpdateTimestamp(symbol) {
+        return this.source.getLastUpdateTimestamp(symbol);
+    }
+    getVolume24h(symbol) {
+        return this.source.getVolume24h(symbol);
+    }
+    getStaleSymbolList() {
+        return this.source.getStaleSymbolList();
+    }
+    forwardSourceEvents() {
+        this.source.on('klineClosed', (symbol, kline, maValues) => this.emit('klineClosed', symbol, kline, maValues));
+        this.source.on('klineUpdated', (symbol, kline, maValues) => this.emit('klineUpdated', symbol, kline, maValues));
+        this.source.on('klineUpdatedTick', (symbol, kline) => this.emit('klineUpdatedTick', symbol, kline));
+        this.source.on('symbolAdded', (symbol) => this.emit('symbolAdded', symbol));
+        this.source.on('symbolRemoved', (symbol) => this.emit('symbolRemoved', symbol));
+        // Silence of the exchange kline stream is the embedded counterpart of losing the feeder socket:
+        // both mean "no market data is flowing", and the shared connectionLost contract lets the host's
+        // FeederConnectionGuard freeze trading without knowing which transport it sits on.
+        this.source.on('streamSilent', (silenceMs) => this.emit('connectionLost', `exchange kline stream silent for ${Math.round(silenceMs / 1000)}s`));
+        this.source.on('streamResumed', () => this.emit('connectionRestored'));
+        // Whole-source degradations reach the operator directly (the standalone feeder routes them to
+        // its health monitor + Telegram); per-symbol issues stay in the core's own logs — hundreds of
+        // symbols would spam the notify channel without the monitor's dedup/batching.
+        this.source.on('sourceMassStale', (staleCount, symbolCount) => this.onNotify(`Embedded market data: MASS STALE — ${staleCount}/${symbolCount} symbols without fresh klines`));
+        this.source.on('sourceMassStaleRecovered', (staleCount, symbolCount) => this.onNotify(`Embedded market data: mass stale recovered (${staleCount}/${symbolCount} still stale)`));
+        this.source.on('symbolSyncAnomaly', (deferredCount, symbolCount) => this.onNotify(`Embedded market data: symbol sync anomaly — exchange list dropped ${deferredCount}/${symbolCount} symbols, removals deferred`));
+    }
+}
+async function createEmbeddedMarketDataSource(args) {
+    const exchangeConnector = new ExchangeConnector(args.exchangeName, { apiKey: args.exchangeApiKey, secret: args.exchangeSecret }, (message) => logger.warn({ message }, `[EmbeddedMarketData] transport notify: ${message}`), undefined, {
+        graceMs: KLINE_WATCHDOG_GRACE_MS,
+        recoveryCooldownMs: KLINE_WATCHDOG_RECOVERY_COOLDOWN_MS,
+        onStreamStale: (event) => logger.warn({ event }, `[EmbeddedMarketData] kline stream stale [${args.interval}]`),
+        onStreamRecovered: (event) => logger.info({ event }, `[EmbeddedMarketData] kline stream recovered [${args.interval}]`),
+        onStreamRecoveryFailed: (event) => logger.error({ event }, `[EmbeddedMarketData] kline stream recovery failed [${args.interval}]`),
+    });
+    await exchangeConnector.initialize();
+    const backfillQueue = new RateLimitedRequestQueue({
+        rateLimit: resolveBackfillRequestsPerSecond(args.exchangeName),
+        intervalMs: 1000,
+        loggerLabel: '[EmbeddedMarketData:backfill]',
+    });
+    const source = new MarketDataManager(exchangeConnector, args.interval, backfillQueue);
+    return new EmbeddedMarketDataSource({
+        source,
+        onNotify: args.onNotify,
+        teardownConnection: () => exchangeConnector.disconnect(),
+    });
+}
+export { EmbeddedMarketDataSource, createEmbeddedMarketDataSource };
+//# sourceMappingURL=embeddedMarketDataSource.js.map

package/dist/embedded/embeddedMarketDataSource.js.map

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