@solncebro/market-data-feeder-lib 0.1.0

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

@@ -0,0 +1,17 @@
+import type { ExchangeNameEnum } from '@solncebro/trade-engine';
+import type { KlineInterval } from '../domain/marketData.types.js';
+import type { FeederSource } from '../domain/feederSource.types.js';
+interface EmbeddedMarketDataSourceArgs {
+    source: FeederSource;
+    onNotify?: (message: string) => void;
+    teardownConnection?: () => Promise<void> | void;
+}
+interface CreateEmbeddedMarketDataSourceArgs {
+    exchangeName: ExchangeNameEnum;
+    exchangeApiKey: string;
+    exchangeSecret: string;
+    interval: KlineInterval;
+    onNotify?: (message: string) => void;
+}
+export type { CreateEmbeddedMarketDataSourceArgs, EmbeddedMarketDataSourceArgs };
+//# sourceMappingURL=embeddedMarketDataSource.types.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"embeddedMarketDataSource.types.d.ts","sourceRoot":"","sources":["../../src/embedded/embeddedMarketDataSource.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,gBAAgB,EAAE,MAAM,yBAAyB,CAAC;AAEhE,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,+BAA+B,CAAC;AACnE,OAAO,KAAK,EAAE,YAAY,EAAE,MAAM,iCAAiC,CAAC;AAEpE,UAAU,4BAA4B;IACpC,MAAM,EAAE,YAAY,CAAC;IACrB,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,CAAC;IACrC,kBAAkB,CAAC,EAAE,MAAM,OAAO,CAAC,IAAI,CAAC,GAAG,IAAI,CAAC;CACjD;AAED,UAAU,kCAAkC;IAC1C,YAAY,EAAE,gBAAgB,CAAC;IAC/B,cAAc,EAAE,MAAM,CAAC;IACvB,cAAc,EAAE,MAAM,CAAC;IACvB,QAAQ,EAAE,aAAa,CAAC;IACxB,QAAQ,CAAC,EAAE,CAAC,OAAO,EAAE,MAAM,KAAK,IAAI,CAAC;CACtC;AAED,YAAY,EAAE,kCAAkC,EAAE,4BAA4B,EAAE,CAAC"}

package/dist/embedded/embeddedMarketDataSource.types.js

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

package/dist/embedded/embeddedMarketDataSource.types.js.map

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

package/dist/index.d.ts

@@ -0,0 +1,28 @@
+export * from './domain/constants.js';
+export * from './domain/events.types.js';
+export * from './domain/feederSource.types.js';
+export * from './domain/managedSource.types.js';
+export * from './domain/marketData.types.js';
+export * from './domain/snapshot.types.js';
+export * from './domain/subscription.types.js';
+export * from './protocol/clientMessageValidation.js';
+export * from './protocol/codec.js';
+export * from './protocol/messages.types.js';
+export * from './source/gapRepair.js';
+export * from './source/indicators.js';
+export * from './source/marketDataManager.js';
+export * from './source/massStale.js';
+export * from './source/symbolListDelta.js';
+export * from './source/symbolListDelta.types.js';
+export * from './source/symbolRemovalGuard.js';
+export * from './client/dataStaleness.js';
+export * from './client/marketDataClient.js';
+export * from './client/marketDataClient.types.js';
+export * from './client/marketDataSource.types.js';
+export * from './client/mirrorStore.js';
+export * from './client/mirrorStore.types.js';
+export * from './embedded/embeddedMarketDataSource.js';
+export * from './embedded/embeddedMarketDataSource.types.js';
+export * from './utils/intervalScheduler.js';
+export * from './utils/timeout.js';
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAEA,cAAc,uBAAuB,CAAC;AACtC,cAAc,0BAA0B,CAAC;AACzC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,iCAAiC,CAAC;AAChD,cAAc,8BAA8B,CAAC;AAC7C,cAAc,4BAA4B,CAAC;AAC3C,cAAc,gCAAgC,CAAC;AAC/C,cAAc,uCAAuC,CAAC;AACtD,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,uBAAuB,CAAC;AACtC,cAAc,wBAAwB,CAAC;AACvC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,uBAAuB,CAAC;AACtC,cAAc,6BAA6B,CAAC;AAC5C,cAAc,mCAAmC,CAAC;AAClD,cAAc,gCAAgC,CAAC;AAC/C,cAAc,2BAA2B,CAAC;AAC1C,cAAc,8BAA8B,CAAC;AAC7C,cAAc,oCAAoC,CAAC;AACnD,cAAc,oCAAoC,CAAC;AACnD,cAAc,yBAAyB,CAAC;AACxC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,wCAAwC,CAAC;AACvD,cAAc,8CAA8C,CAAC;AAC7D,cAAc,8BAA8B,CAAC;AAC7C,cAAc,oBAAoB,CAAC"}

package/dist/index.js

@@ -0,0 +1,30 @@
+// Pass-through surface on purpose: the feeder server (market-data-feeder) consumes these modules
+// directly — a hand-picked export list would silently lag behind what it actually needs.
+export * from './domain/constants.js';
+export * from './domain/events.types.js';
+export * from './domain/feederSource.types.js';
+export * from './domain/managedSource.types.js';
+export * from './domain/marketData.types.js';
+export * from './domain/snapshot.types.js';
+export * from './domain/subscription.types.js';
+export * from './protocol/clientMessageValidation.js';
+export * from './protocol/codec.js';
+export * from './protocol/messages.types.js';
+export * from './source/gapRepair.js';
+export * from './source/indicators.js';
+export * from './source/marketDataManager.js';
+export * from './source/massStale.js';
+export * from './source/symbolListDelta.js';
+export * from './source/symbolListDelta.types.js';
+export * from './source/symbolRemovalGuard.js';
+export * from './client/dataStaleness.js';
+export * from './client/marketDataClient.js';
+export * from './client/marketDataClient.types.js';
+export * from './client/marketDataSource.types.js';
+export * from './client/mirrorStore.js';
+export * from './client/mirrorStore.types.js';
+export * from './embedded/embeddedMarketDataSource.js';
+export * from './embedded/embeddedMarketDataSource.types.js';
+export * from './utils/intervalScheduler.js';
+export * from './utils/timeout.js';
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.js","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":"AAAA,iGAAiG;AACjG,yFAAyF;AACzF,cAAc,uBAAuB,CAAC;AACtC,cAAc,0BAA0B,CAAC;AACzC,cAAc,gCAAgC,CAAC;AAC/C,cAAc,iCAAiC,CAAC;AAChD,cAAc,8BAA8B,CAAC;AAC7C,cAAc,4BAA4B,CAAC;AAC3C,cAAc,gCAAgC,CAAC;AAC/C,cAAc,uCAAuC,CAAC;AACtD,cAAc,qBAAqB,CAAC;AACpC,cAAc,8BAA8B,CAAC;AAC7C,cAAc,uBAAuB,CAAC;AACtC,cAAc,wBAAwB,CAAC;AACvC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,uBAAuB,CAAC;AACtC,cAAc,6BAA6B,CAAC;AAC5C,cAAc,mCAAmC,CAAC;AAClD,cAAc,gCAAgC,CAAC;AAC/C,cAAc,2BAA2B,CAAC;AAC1C,cAAc,8BAA8B,CAAC;AAC7C,cAAc,oCAAoC,CAAC;AACnD,cAAc,oCAAoC,CAAC;AACnD,cAAc,yBAAyB,CAAC;AACxC,cAAc,+BAA+B,CAAC;AAC9C,cAAc,wCAAwC,CAAC;AACvD,cAAc,8CAA8C,CAAC;AAC7D,cAAc,8BAA8B,CAAC;AAC7C,cAAc,oBAAoB,CAAC"}

package/dist/protocol/clientMessageValidation.d.ts

@@ -0,0 +1,3 @@
+declare function isValidSubscribe(message: unknown): boolean;
+export { isValidSubscribe };
+//# sourceMappingURL=clientMessageValidation.d.ts.map

package/dist/protocol/clientMessageValidation.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"clientMessageValidation.d.ts","sourceRoot":"","sources":["../../src/protocol/clientMessageValidation.ts"],"names":[],"mappings":"AAiCA,iBAAS,gBAAgB,CAAC,OAAO,EAAE,OAAO,GAAG,OAAO,CAkBnD;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/protocol/clientMessageValidation.js

@@ -0,0 +1,41 @@
+import { isKnownInterval } from '../domain/constants.js';
+const MAX_SUBSCRIBE_SYMBOL_COUNT = 5000;
+const SYMBOL_PATTERN = /^[A-Z0-9]{1,30}$/;
+function isRecord(value) {
+    return typeof value === 'object' && value !== null;
+}
+function isValidSymbol(value) {
+    return typeof value === 'string' && SYMBOL_PATTERN.test(value);
+}
+function isValidScope(scope) {
+    if (!isRecord(scope)) {
+        return false;
+    }
+    if (scope.kind === 'all') {
+        return true;
+    }
+    if (scope.kind !== 'symbols') {
+        return false;
+    }
+    if (!Array.isArray(scope.symbolList) || scope.symbolList.length === 0 || scope.symbolList.length > MAX_SUBSCRIBE_SYMBOL_COUNT) {
+        return false;
+    }
+    return scope.symbolList.every(isValidSymbol);
+}
+function isValidSubscribe(message) {
+    if (!isRecord(message)) {
+        return false;
+    }
+    if (message.type !== 'subscribe') {
+        return false;
+    }
+    if (typeof message.interval !== 'string' || !isKnownInterval(message.interval)) {
+        return false;
+    }
+    if (!Array.isArray(message.events)) {
+        return false;
+    }
+    return isValidScope(message.scope);
+}
+export { isValidSubscribe };
+//# sourceMappingURL=clientMessageValidation.js.map

package/dist/protocol/clientMessageValidation.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"clientMessageValidation.js","sourceRoot":"","sources":["../../src/protocol/clientMessageValidation.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,eAAe,EAAE,MAAM,wBAAwB,CAAC;AAEzD,MAAM,0BAA0B,GAAG,IAAI,CAAC;AACxC,MAAM,cAAc,GAAG,kBAAkB,CAAC;AAE1C,SAAS,QAAQ,CAAC,KAAc;IAC9B,OAAO,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,KAAK,IAAI,CAAC;AACrD,CAAC;AAED,SAAS,aAAa,CAAC,KAAc;IACnC,OAAO,OAAO,KAAK,KAAK,QAAQ,IAAI,cAAc,CAAC,IAAI,CAAC,KAAK,CAAC,CAAC;AACjE,CAAC;AAED,SAAS,YAAY,CAAC,KAAc;IAClC,IAAI,CAAC,QAAQ,CAAC,KAAK,CAAC,EAAE,CAAC;QACrB,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,KAAK,CAAC,IAAI,KAAK,KAAK,EAAE,CAAC;QACzB,OAAO,IAAI,CAAC;IACd,CAAC;IAED,IAAI,KAAK,CAAC,IAAI,KAAK,SAAS,EAAE,CAAC;QAC7B,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,KAAK,CAAC,UAAU,CAAC,IAAI,KAAK,CAAC,UAAU,CAAC,MAAM,KAAK,CAAC,IAAI,KAAK,CAAC,UAAU,CAAC,MAAM,GAAG,0BAA0B,EAAE,CAAC;QAC9H,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,KAAK,CAAC,UAAU,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;AAC/C,CAAC;AAED,SAAS,gBAAgB,CAAC,OAAgB;IACxC,IAAI,CAAC,QAAQ,CAAC,OAAO,CAAC,EAAE,CAAC;QACvB,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,OAAO,CAAC,IAAI,KAAK,WAAW,EAAE,CAAC;QACjC,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,OAAO,OAAO,CAAC,QAAQ,KAAK,QAAQ,IAAI,CAAC,eAAe,CAAC,OAAO,CAAC,QAAQ,CAAC,EAAE,CAAC;QAC/E,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,CAAC,KAAK,CAAC,OAAO,CAAC,OAAO,CAAC,MAAM,CAAC,EAAE,CAAC;QACnC,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,YAAY,CAAC,OAAO,CAAC,KAAK,CAAC,CAAC;AACrC,CAAC;AAED,OAAO,EAAE,gBAAgB,EAAE,CAAC"}

package/dist/protocol/codec.d.ts

@@ -0,0 +1,5 @@
+import type { FeederMessage } from './messages.types.js';
+declare function encodeMessage(message: FeederMessage): string;
+declare function decodeMessage(raw: string): FeederMessage | null;
+export { decodeMessage, encodeMessage };
+//# sourceMappingURL=codec.d.ts.map

package/dist/protocol/codec.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"codec.d.ts","sourceRoot":"","sources":["../../src/protocol/codec.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,aAAa,EAAE,MAAM,qBAAqB,CAAC;AAezD,iBAAS,aAAa,CAAC,OAAO,EAAE,aAAa,GAAG,MAAM,CAErD;AAgBD,iBAAS,aAAa,CAAC,GAAG,EAAE,MAAM,GAAG,aAAa,GAAG,IAAI,CAcxD;AAED,OAAO,EAAE,aAAa,EAAE,aAAa,EAAE,CAAC"}

package/dist/protocol/codec.js

@@ -0,0 +1,40 @@
+const KNOWN_TYPE_SET = new Set([
+    'subscribe',
+    'unsubscribe',
+    'snapshot',
+    'klineClosed',
+    'klineUpdated',
+    'klineUpdatedTick',
+    'symbolAdded',
+    'symbolRemoved',
+    'volume24h',
+    'heartbeat',
+]);
+function encodeMessage(message) {
+    return JSON.stringify(message);
+}
+function isFeederMessage(value) {
+    if (typeof value !== 'object' || value === null) {
+        return false;
+    }
+    if (!('type' in value)) {
+        return false;
+    }
+    const messageType = value.type;
+    return typeof messageType === 'string' && KNOWN_TYPE_SET.has(messageType);
+}
+function decodeMessage(raw) {
+    let parsed;
+    try {
+        parsed = JSON.parse(raw);
+    }
+    catch {
+        return null;
+    }
+    if (!isFeederMessage(parsed)) {
+        return null;
+    }
+    return parsed;
+}
+export { decodeMessage, encodeMessage };
+//# sourceMappingURL=codec.js.map

package/dist/protocol/codec.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"codec.js","sourceRoot":"","sources":["../../src/protocol/codec.ts"],"names":[],"mappings":"AAEA,MAAM,cAAc,GAAwB,IAAI,GAAG,CAAS;IAC1D,WAAW;IACX,aAAa;IACb,UAAU;IACV,aAAa;IACb,cAAc;IACd,kBAAkB;IAClB,aAAa;IACb,eAAe;IACf,WAAW;IACX,WAAW;CACZ,CAAC,CAAC;AAEH,SAAS,aAAa,CAAC,OAAsB;IAC3C,OAAO,IAAI,CAAC,SAAS,CAAC,OAAO,CAAC,CAAC;AACjC,CAAC;AAED,SAAS,eAAe,CAAC,KAAc;IACrC,IAAI,OAAO,KAAK,KAAK,QAAQ,IAAI,KAAK,KAAK,IAAI,EAAE,CAAC;QAChD,OAAO,KAAK,CAAC;IACf,CAAC;IAED,IAAI,CAAC,CAAC,MAAM,IAAI,KAAK,CAAC,EAAE,CAAC;QACvB,OAAO,KAAK,CAAC;IACf,CAAC;IAED,MAAM,WAAW,GAAG,KAAK,CAAC,IAAI,CAAC;IAE/B,OAAO,OAAO,WAAW,KAAK,QAAQ,IAAI,cAAc,CAAC,GAAG,CAAC,WAAW,CAAC,CAAC;AAC5E,CAAC;AAED,SAAS,aAAa,CAAC,GAAW;IAChC,IAAI,MAAe,CAAC;IAEpB,IAAI,CAAC;QACH,MAAM,GAAG,IAAI,CAAC,KAAK,CAAC,GAAG,CAAC,CAAC;IAC3B,CAAC;IAAC,MAAM,CAAC;QACP,OAAO,IAAI,CAAC;IACd,CAAC;IAED,IAAI,CAAC,eAAe,CAAC,MAAM,CAAC,EAAE,CAAC;QAC7B,OAAO,IAAI,CAAC;IACd,CAAC;IAED,OAAO,MAAM,CAAC;AAChB,CAAC;AAED,OAAO,EAAE,aAAa,EAAE,aAAa,EAAE,CAAC"}

package/dist/protocol/messages.types.d.ts

@@ -0,0 +1,65 @@
+import type { Kline, KlineInterval, MaValues } from '../domain/marketData.types.js';
+import type { FeedEventName, SubscriptionScope } from '../domain/subscription.types.js';
+import type { MarketDataSnapshotEntry } from '../domain/snapshot.types.js';
+interface SubscribeMessage {
+    type: 'subscribe';
+    interval: KlineInterval;
+    scope: SubscriptionScope;
+    events: FeedEventName[];
+    wantMa: boolean;
+}
+interface UnsubscribeMessage {
+    type: 'unsubscribe';
+    interval: KlineInterval;
+    scope: SubscriptionScope;
+}
+interface SnapshotMessage {
+    type: 'snapshot';
+    interval: KlineInterval;
+    entryList: MarketDataSnapshotEntry[];
+    isFinal: boolean;
+}
+interface KlineClosedMessage {
+    type: 'klineClosed';
+    interval: KlineInterval;
+    symbol: string;
+    kline: Kline;
+    maValues: MaValues;
+}
+interface KlineUpdatedMessage {
+    type: 'klineUpdated';
+    interval: KlineInterval;
+    symbol: string;
+    kline: Kline;
+    maValues: MaValues;
+}
+interface KlineUpdatedTickMessage {
+    type: 'klineUpdatedTick';
+    interval: KlineInterval;
+    symbol: string;
+    kline: Kline;
+}
+interface SymbolAddedMessage {
+    type: 'symbolAdded';
+    interval: KlineInterval;
+    entry: MarketDataSnapshotEntry;
+}
+interface SymbolRemovedMessage {
+    type: 'symbolRemoved';
+    interval: KlineInterval;
+    symbol: string;
+}
+interface Volume24hMessage {
+    type: 'volume24h';
+    interval: KlineInterval;
+    symbol: string;
+    volume24hUsdt: number;
+}
+interface HeartbeatMessage {
+    type: 'heartbeat';
+}
+type ClientMessage = SubscribeMessage | UnsubscribeMessage;
+type ServerMessage = SnapshotMessage | KlineClosedMessage | KlineUpdatedMessage | KlineUpdatedTickMessage | SymbolAddedMessage | SymbolRemovedMessage | Volume24hMessage | HeartbeatMessage;
+type FeederMessage = ClientMessage | ServerMessage;
+export type { ClientMessage, FeederMessage, HeartbeatMessage, KlineClosedMessage, KlineUpdatedMessage, KlineUpdatedTickMessage, ServerMessage, SnapshotMessage, SubscribeMessage, SymbolAddedMessage, SymbolRemovedMessage, UnsubscribeMessage, Volume24hMessage, };
+//# sourceMappingURL=messages.types.d.ts.map

package/dist/protocol/messages.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"messages.types.d.ts","sourceRoot":"","sources":["../../src/protocol/messages.types.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,aAAa,EAAE,QAAQ,EAAE,MAAM,+BAA+B,CAAC;AACpF,OAAO,KAAK,EAAE,aAAa,EAAE,iBAAiB,EAAE,MAAM,iCAAiC,CAAC;AACxF,OAAO,KAAK,EAAE,uBAAuB,EAAE,MAAM,6BAA6B,CAAC;AAE3E,UAAU,gBAAgB;IACxB,IAAI,EAAE,WAAW,CAAC;IAClB,QAAQ,EAAE,aAAa,CAAC;IACxB,KAAK,EAAE,iBAAiB,CAAC;IACzB,MAAM,EAAE,aAAa,EAAE,CAAC;IACxB,MAAM,EAAE,OAAO,CAAC;CACjB;AAED,UAAU,kBAAkB;IAC1B,IAAI,EAAE,aAAa,CAAC;IACpB,QAAQ,EAAE,aAAa,CAAC;IACxB,KAAK,EAAE,iBAAiB,CAAC;CAC1B;AAED,UAAU,eAAe;IACvB,IAAI,EAAE,UAAU,CAAC;IACjB,QAAQ,EAAE,aAAa,CAAC;IACxB,SAAS,EAAE,uBAAuB,EAAE,CAAC;IACrC,OAAO,EAAE,OAAO,CAAC;CAClB;AAED,UAAU,kBAAkB;IAC1B,IAAI,EAAE,aAAa,CAAC;IACpB,QAAQ,EAAE,aAAa,CAAC;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,KAAK,CAAC;IACb,QAAQ,EAAE,QAAQ,CAAC;CACpB;AAED,UAAU,mBAAmB;IAC3B,IAAI,EAAE,cAAc,CAAC;IACrB,QAAQ,EAAE,aAAa,CAAC;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,KAAK,CAAC;IACb,QAAQ,EAAE,QAAQ,CAAC;CACpB;AAED,UAAU,uBAAuB;IAC/B,IAAI,EAAE,kBAAkB,CAAC;IACzB,QAAQ,EAAE,aAAa,CAAC;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,KAAK,EAAE,KAAK,CAAC;CACd;AAED,UAAU,kBAAkB;IAC1B,IAAI,EAAE,aAAa,CAAC;IACpB,QAAQ,EAAE,aAAa,CAAC;IACxB,KAAK,EAAE,uBAAuB,CAAC;CAChC;AAED,UAAU,oBAAoB;IAC5B,IAAI,EAAE,eAAe,CAAC;IACtB,QAAQ,EAAE,aAAa,CAAC;IACxB,MAAM,EAAE,MAAM,CAAC;CAChB;AAED,UAAU,gBAAgB;IACxB,IAAI,EAAE,WAAW,CAAC;IAClB,QAAQ,EAAE,aAAa,CAAC;IACxB,MAAM,EAAE,MAAM,CAAC;IACf,aAAa,EAAE,MAAM,CAAC;CACvB;AAED,UAAU,gBAAgB;IACxB,IAAI,EAAE,WAAW,CAAC;CACnB;AAED,KAAK,aAAa,GAAG,gBAAgB,GAAG,kBAAkB,CAAC;AAE3D,KAAK,aAAa,GACd,eAAe,GACf,kBAAkB,GAClB,mBAAmB,GACnB,uBAAuB,GACvB,kBAAkB,GAClB,oBAAoB,GACpB,gBAAgB,GAChB,gBAAgB,CAAC;AAErB,KAAK,aAAa,GAAG,aAAa,GAAG,aAAa,CAAC;AAEnD,YAAY,EACV,aAAa,EACb,aAAa,EACb,gBAAgB,EAChB,kBAAkB,EAClB,mBAAmB,EACnB,uBAAuB,EACvB,aAAa,EACb,eAAe,EACf,gBAAgB,EAChB,kBAAkB,EAClB,oBAAoB,EACpB,kBAAkB,EAClB,gBAAgB,GACjB,CAAC"}

package/dist/protocol/messages.types.js

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

package/dist/protocol/messages.types.js.map

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

package/dist/source/gapRepair.d.ts

@@ -0,0 +1,15 @@
+import type { Kline } from '@solncebro/trade-engine';
+interface MergeRepairedKlinesArgs {
+    bufferKlineList: Kline[];
+    fetchedKlineList: Kline[];
+    formingOpenTimestamp: number | null;
+    maxBufferSize: number;
+}
+interface MergeRepairedKlinesResult {
+    mergedKlineList: Kline[];
+    changedCount: number;
+}
+declare function mergeRepairedKlines(args: MergeRepairedKlinesArgs): MergeRepairedKlinesResult;
+export { mergeRepairedKlines };
+export type { MergeRepairedKlinesArgs, MergeRepairedKlinesResult };
+//# sourceMappingURL=gapRepair.d.ts.map

package/dist/source/gapRepair.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"gapRepair.d.ts","sourceRoot":"","sources":["../../src/source/gapRepair.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAErD,UAAU,uBAAuB;IAC/B,eAAe,EAAE,KAAK,EAAE,CAAC;IACzB,gBAAgB,EAAE,KAAK,EAAE,CAAC;IAC1B,oBAAoB,EAAE,MAAM,GAAG,IAAI,CAAC;IACpC,aAAa,EAAE,MAAM,CAAC;CACvB;AAED,UAAU,yBAAyB;IACjC,eAAe,EAAE,KAAK,EAAE,CAAC;IACzB,YAAY,EAAE,MAAM,CAAC;CACtB;AAeD,iBAAS,mBAAmB,CAAC,IAAI,EAAE,uBAAuB,GAAG,yBAAyB,CAkCrF;AAED,OAAO,EAAE,mBAAmB,EAAE,CAAC;AAC/B,YAAY,EAAE,uBAAuB,EAAE,yBAAyB,EAAE,CAAC"}

package/dist/source/gapRepair.js

@@ -0,0 +1,40 @@
+function isSameKline(first, second) {
+    return first.openPrice === second.openPrice
+        && first.highPrice === second.highPrice
+        && first.lowPrice === second.lowPrice
+        && first.closePrice === second.closePrice
+        && first.volume === second.volume
+        && first.isClosed === second.isClosed;
+}
+// Merges a REST-refetched history slice into a live buffer. Only exchange-confirmed CLOSED candles
+// strictly below the live forming candle are merged — the live tail must never be rolled back to an
+// older REST snapshot of itself. Equal-timestamp candles are replaced only when they differ (this
+// is what corrects a locally sealed close price); missing candles are inserted in order.
+function mergeRepairedKlines(args) {
+    const { bufferKlineList, fetchedKlineList, formingOpenTimestamp, maxBufferSize } = args;
+    const klineByOpenTimestamp = new Map();
+    for (const kline of bufferKlineList) {
+        klineByOpenTimestamp.set(kline.openTimestamp, kline);
+    }
+    let changedCount = 0;
+    for (const fetchedKline of fetchedKlineList) {
+        if (fetchedKline.isClosed !== true) {
+            continue;
+        }
+        if (formingOpenTimestamp !== null && fetchedKline.openTimestamp >= formingOpenTimestamp) {
+            continue;
+        }
+        const existingKline = klineByOpenTimestamp.get(fetchedKline.openTimestamp);
+        if (existingKline !== undefined && isSameKline(existingKline, fetchedKline)) {
+            continue;
+        }
+        klineByOpenTimestamp.set(fetchedKline.openTimestamp, fetchedKline);
+        changedCount += 1;
+    }
+    const mergedKlineList = Array.from(klineByOpenTimestamp.values())
+        .sort((first, second) => first.openTimestamp - second.openTimestamp)
+        .slice(-maxBufferSize);
+    return { mergedKlineList, changedCount };
+}
+export { mergeRepairedKlines };
+//# sourceMappingURL=gapRepair.js.map

package/dist/source/gapRepair.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"gapRepair.js","sourceRoot":"","sources":["../../src/source/gapRepair.ts"],"names":[],"mappings":"AAcA,SAAS,WAAW,CAAC,KAAY,EAAE,MAAa;IAC9C,OAAO,KAAK,CAAC,SAAS,KAAK,MAAM,CAAC,SAAS;WACtC,KAAK,CAAC,SAAS,KAAK,MAAM,CAAC,SAAS;WACpC,KAAK,CAAC,QAAQ,KAAK,MAAM,CAAC,QAAQ;WAClC,KAAK,CAAC,UAAU,KAAK,MAAM,CAAC,UAAU;WACtC,KAAK,CAAC,MAAM,KAAK,MAAM,CAAC,MAAM;WAC9B,KAAK,CAAC,QAAQ,KAAK,MAAM,CAAC,QAAQ,CAAC;AAC1C,CAAC;AAED,mGAAmG;AACnG,oGAAoG;AACpG,kGAAkG;AAClG,yFAAyF;AACzF,SAAS,mBAAmB,CAAC,IAA6B;IACxD,MAAM,EAAE,eAAe,EAAE,gBAAgB,EAAE,oBAAoB,EAAE,aAAa,EAAE,GAAG,IAAI,CAAC;IACxF,MAAM,oBAAoB,GAAG,IAAI,GAAG,EAAiB,CAAC;IAEtD,KAAK,MAAM,KAAK,IAAI,eAAe,EAAE,CAAC;QACpC,oBAAoB,CAAC,GAAG,CAAC,KAAK,CAAC,aAAa,EAAE,KAAK,CAAC,CAAC;IACvD,CAAC;IAED,IAAI,YAAY,GAAG,CAAC,CAAC;IAErB,KAAK,MAAM,YAAY,IAAI,gBAAgB,EAAE,CAAC;QAC5C,IAAI,YAAY,CAAC,QAAQ,KAAK,IAAI,EAAE,CAAC;YACnC,SAAS;QACX,CAAC;QAED,IAAI,oBAAoB,KAAK,IAAI,IAAI,YAAY,CAAC,aAAa,IAAI,oBAAoB,EAAE,CAAC;YACxF,SAAS;QACX,CAAC;QAED,MAAM,aAAa,GAAG,oBAAoB,CAAC,GAAG,CAAC,YAAY,CAAC,aAAa,CAAC,CAAC;QAE3E,IAAI,aAAa,KAAK,SAAS,IAAI,WAAW,CAAC,aAAa,EAAE,YAAY,CAAC,EAAE,CAAC;YAC5E,SAAS;QACX,CAAC;QAED,oBAAoB,CAAC,GAAG,CAAC,YAAY,CAAC,aAAa,EAAE,YAAY,CAAC,CAAC;QACnE,YAAY,IAAI,CAAC,CAAC;IACpB,CAAC;IAED,MAAM,eAAe,GAAG,KAAK,CAAC,IAAI,CAAC,oBAAoB,CAAC,MAAM,EAAE,CAAC;SAC9D,IAAI,CAAC,CAAC,KAAK,EAAE,MAAM,EAAE,EAAE,CAAC,KAAK,CAAC,aAAa,GAAG,MAAM,CAAC,aAAa,CAAC;SACnE,KAAK,CAAC,CAAC,aAAa,CAAC,CAAC;IAEzB,OAAO,EAAE,eAAe,EAAE,YAAY,EAAE,CAAC;AAC3C,CAAC;AAED,OAAO,EAAE,mBAAmB,EAAE,CAAC"}

package/dist/source/indicators.d.ts

@@ -0,0 +1,5 @@
+import type { Kline } from '@solncebro/trade-engine';
+import type { MaValues } from '../domain/marketData.types.js';
+declare function calculateAllMaValues(klineList: Kline[]): MaValues;
+export { calculateAllMaValues };
+//# sourceMappingURL=indicators.d.ts.map

package/dist/source/indicators.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"indicators.d.ts","sourceRoot":"","sources":["../../src/source/indicators.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAErD,OAAO,KAAK,EAAE,QAAQ,EAAE,MAAM,+BAA+B,CAAC;AAiB9D,iBAAS,oBAAoB,CAAC,SAAS,EAAE,KAAK,EAAE,GAAG,QAAQ,CAO1D;AAED,OAAO,EAAE,oBAAoB,EAAE,CAAC"}

package/dist/source/indicators.js

@@ -0,0 +1,21 @@
+function calculateSma(klineList, period) {
+    if (klineList.length < period) {
+        return 0;
+    }
+    const periodKlineList = klineList.slice(-period);
+    let sum = 0;
+    for (const kline of periodKlineList) {
+        sum += kline.closePrice;
+    }
+    return sum / period;
+}
+function calculateAllMaValues(klineList) {
+    return {
+        ma25: calculateSma(klineList, 25),
+        ma50: calculateSma(klineList, 50),
+        ma100: calculateSma(klineList, 100),
+        ma200: calculateSma(klineList, 200),
+    };
+}
+export { calculateAllMaValues };
+//# sourceMappingURL=indicators.js.map

package/dist/source/indicators.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"indicators.js","sourceRoot":"","sources":["../../src/source/indicators.ts"],"names":[],"mappings":"AAIA,SAAS,YAAY,CAAC,SAAkB,EAAE,MAAc;IACtD,IAAI,SAAS,CAAC,MAAM,GAAG,MAAM,EAAE,CAAC;QAC9B,OAAO,CAAC,CAAC;IACX,CAAC;IAED,MAAM,eAAe,GAAG,SAAS,CAAC,KAAK,CAAC,CAAC,MAAM,CAAC,CAAC;IACjD,IAAI,GAAG,GAAG,CAAC,CAAC;IAEZ,KAAK,MAAM,KAAK,IAAI,eAAe,EAAE,CAAC;QACpC,GAAG,IAAI,KAAK,CAAC,UAAU,CAAC;IAC1B,CAAC;IAED,OAAO,GAAG,GAAG,MAAM,CAAC;AACtB,CAAC;AAED,SAAS,oBAAoB,CAAC,SAAkB;IAC9C,OAAO;QACL,IAAI,EAAE,YAAY,CAAC,SAAS,EAAE,EAAE,CAAC;QACjC,IAAI,EAAE,YAAY,CAAC,SAAS,EAAE,EAAE,CAAC;QACjC,KAAK,EAAE,YAAY,CAAC,SAAS,EAAE,GAAG,CAAC;QACnC,KAAK,EAAE,YAAY,CAAC,SAAS,EAAE,GAAG,CAAC;KACpC,CAAC;AACJ,CAAC;AAED,OAAO,EAAE,oBAAoB,EAAE,CAAC"}

package/dist/source/marketDataManager.d.ts

@@ -0,0 +1,94 @@
+import { EventEmitter } from 'node:events';
+import { RateLimitedRequestQueue } from '@solncebro/trade-engine';
+import type { ExchangeConnector, Kline } from '@solncebro/trade-engine';
+import type { KlineInterval, MaValues, StaleSymbolInfo } from '../domain/marketData.types.js';
+import type { FeederSource, StreamLiveness } from '../domain/feederSource.types.js';
+import type { SymbolLoadOutcome } from '../domain/managedSource.types.js';
+export declare function markBackfilledHistoryClosed(klineList: Kline[]): void;
+declare class MarketDataManager extends EventEmitter implements FeederSource {
+    private readonly exchangeConnector;
+    private readonly tradifiSymbolGate;
+    private readonly interval;
+    private readonly klineListBySymbol;
+    private readonly maValuesBySymbol;
+    private readonly subscriptionBySymbol;
+    private readonly handlerBySymbol;
+    private readonly currentKlineBySymbol;
+    private readonly lastEmittedUpdateBySymbol;
+    private readonly consecutiveStaleScanCountBySymbol;
+    private readonly persistentStaleEmittedSet;
+    private readonly skippedOlderKlineCountBySymbol;
+    private throttledMaRecomputeCount;
+    private skippedStaleEmitCount;
+    private lastInboundAtMs;
+    private isStreamSilent;
+    private isMassStale;
+    private isShutDown;
+    private pendingRemovalSet;
+    private isSymbolSyncAnomalyActive;
+    private readonly lastGapRepairAtMsBySymbol;
+    private readonly gapRepairInFlightSet;
+    private readonly gapRepairPendingSymbolList;
+    private readonly gapRepairFetchCountBySymbol;
+    private readonly backfillConvergedSet;
+    private readonly pendingBackfillConvergeSet;
+    private readonly convergedReprobeCountBySymbol;
+    private readonly acceptedHistoryStartMsBySymbol;
+    private locallyClosedCandleCount;
+    private stalenessSchedulerHandle;
+    private silenceSchedulerHandle;
+    private volumeSchedulerHandle;
+    private readonly lastEmittedVolumeBySymbol;
+    private readonly backfillQueue;
+    constructor(exchangeConnector: ExchangeConnector, interval: KlineInterval, backfillQueue?: RateLimitedRequestQueue);
+    start(): void;
+    loadAllSymbols(): Promise<void>;
+    getInterval(): KlineInterval;
+    getIntervalMs(): number;
+    getMaValues(symbol: string): MaValues;
+    getKlineList(symbol: string): Kline[];
+    getCurrentKline(symbol: string): Kline | undefined;
+    getSymbolList(): string[];
+    getKlineCount(): number;
+    getLastUpdateTimestamp(symbol: string): number | undefined;
+    getLastKlineOpenTimestamp(symbol: string): number | undefined;
+    getVolume24h(symbol: string): number;
+    getSubscriptionCount(): number;
+    getStreamLiveness(): StreamLiveness;
+    getFreshSymbolCount(): number;
+    getPersistentStaleCount(): number;
+    getStaleSymbolList(): StaleSymbolInfo[];
+    ensureSymbolLoaded(symbol: string): Promise<SymbolLoadOutcome>;
+    releaseSymbol(symbol: string): void;
+    syncAllSymbols(): Promise<void>;
+    private resolveSymbolSyncAnomaly;
+    shutdown(): Promise<void>;
+    private fetchKlinesWithTimeout;
+    private loadKlines;
+    private subscribeToKlines;
+    private handleKline;
+    private recordInboundMessage;
+    private handleKlineUnsafe;
+    private scheduleGapRepair;
+    private drainGapRepairQueue;
+    private runGapRepair;
+    private recalculateAndStoreMa;
+    private isKlineFresh;
+    private emitTickGuarded;
+    private emitGuarded;
+    private startStalenessWatchdog;
+    private startSilenceWatchdog;
+    private silenceScan;
+    private startVolumeRefreshScheduler;
+    private refreshVolumes;
+    private stalenessScan;
+    private scanUndergrownSymbols;
+    private computeExpectedKlineCount;
+    private isSymbolUndergrown;
+    private handleRepairConverged;
+    private recordConvergedReprobe;
+    private evaluateMassStale;
+    private flushSkippedOlderKlineCounters;
+}
+export { MarketDataManager };
+//# sourceMappingURL=marketDataManager.d.ts.map

package/dist/source/marketDataManager.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"marketDataManager.d.ts","sourceRoot":"","sources":["../../src/source/marketDataManager.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAE3C,OAAO,EAAkB,uBAAuB,EAA6B,MAAM,yBAAyB,CAAC;AAC7G,OAAO,KAAK,EAAE,iBAAiB,EAAE,KAAK,EAA4C,MAAM,yBAAyB,CAAC;AAElH,OAAO,KAAK,EAAE,aAAa,EAAE,QAAQ,EAAE,eAAe,EAAE,MAAM,+BAA+B,CAAC;AAU9F,OAAO,KAAK,EAAE,YAAY,EAAE,cAAc,EAAE,MAAM,iCAAiC,CAAC;AACpF,OAAO,KAAK,EAAE,iBAAiB,EAAE,MAAM,kCAAkC,CAAC;AAsD1E,wBAAgB,2BAA2B,CAAC,SAAS,EAAE,KAAK,EAAE,GAAG,IAAI,CAMpE;AAED,cAAM,iBAAkB,SAAQ,YAAa,YAAW,YAAY;IAClE,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAoB;IACtD,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAoB;IACtD,OAAO,CAAC,QAAQ,CAAC,QAAQ,CAAgB;IACzC,OAAO,CAAC,QAAQ,CAAC,iBAAiB,CAAmC;IACrE,OAAO,CAAC,QAAQ,CAAC,gBAAgB,CAAoC;IACrE,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAA+C;IACpF,OAAO,CAAC,QAAQ,CAAC,eAAe,CAAkE;IAClG,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAAiC;IACtE,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAA0E;IACpH,OAAO,CAAC,QAAQ,CAAC,iCAAiC,CAAkC;IACpF,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAA0B;IACpE,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAAkC;IACjF,OAAO,CAAC,yBAAyB,CAAa;IAC9C,OAAO,CAAC,qBAAqB,CAAa;IAC1C,OAAO,CAAC,eAAe,CAAa;IACpC,OAAO,CAAC,cAAc,CAAkB;IACxC,OAAO,CAAC,WAAW,CAAkB;IACrC,OAAO,CAAC,UAAU,CAAkB;IACpC,OAAO,CAAC,iBAAiB,CAA0B;IACnD,OAAO,CAAC,yBAAyB,CAAkB;IACnD,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAAkC;IAC5E,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAA0B;IAC/D,OAAO,CAAC,QAAQ,CAAC,0BAA0B,CAAgB;IAC3D,OAAO,CAAC,QAAQ,CAAC,2BAA2B,CAAkC;IAK9E,OAAO,CAAC,QAAQ,CAAC,oBAAoB,CAA0B;IAK/D,OAAO,CAAC,QAAQ,CAAC,0BAA0B,CAA0B;IAGrE,OAAO,CAAC,QAAQ,CAAC,6BAA6B,CAAkC;IAGhF,OAAO,CAAC,QAAQ,CAAC,8BAA8B,CAAkC;IACjF,OAAO,CAAC,wBAAwB,CAAa;IAC7C,OAAO,CAAC,wBAAwB,CAAwC;IACxE,OAAO,CAAC,sBAAsB,CAAwC;IACtE,OAAO,CAAC,qBAAqB,CAAwC;IACrE,OAAO,CAAC,QAAQ,CAAC,yBAAyB,CAAkC;IAC5E,OAAO,CAAC,QAAQ,CAAC,aAAa,CAA0B;gBAE5C,iBAAiB,EAAE,iBAAiB,EAAE,QAAQ,EAAE,aAAa,EAAE,aAAa,GAAE,uBAAgD;IAQ1I,KAAK,IAAI,IAAI;IAMP,cAAc,IAAI,OAAO,CAAC,IAAI,CAAC;IAuCrC,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,aAAa,IAAI,MAAM;IAUvB,sBAAsB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS;IAI1D,yBAAyB,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM,GAAG,SAAS;IAU7D,YAAY,CAAC,MAAM,EAAE,MAAM,GAAG,MAAM;IAMpC,oBAAoB,IAAI,MAAM;IAI9B,iBAAiB,IAAI,cAAc;IAMnC,mBAAmB,IAAI,MAAM;IAI7B,uBAAuB,IAAI,MAAM;IAIjC,kBAAkB,IAAI,eAAe,EAAE;IAyBjC,kBAAkB,CAAC,MAAM,EAAE,MAAM,GAAG,OAAO,CAAC,iBAAiB,CAAC;IAyEpE,aAAa,CAAC,MAAM,EAAE,MAAM,GAAG,IAAI;IAyC7B,cAAc,IAAI,OAAO,CAAC,IAAI,CAAC;IAqErC,OAAO,CAAC,wBAAwB;IAO1B,QAAQ,IAAI,OAAO,CAAC,IAAI,CAAC;YAkEjB,sBAAsB;YAItB,UAAU;IA4DxB,OAAO,CAAC,iBAAiB;IAgCzB,OAAO,CAAC,WAAW;IAcnB,OAAO,CAAC,oBAAoB;IAa5B,OAAO,CAAC,iBAAiB;IAqGzB,OAAO,CAAC,iBAAiB;IAsBzB,OAAO,CAAC,mBAAmB;YAYb,YAAY;IAsE1B,OAAO,CAAC,qBAAqB;IAO7B,OAAO,CAAC,YAAY;IASpB,OAAO,CAAC,eAAe;IAQvB,OAAO,CAAC,WAAW;IAUnB,OAAO,CAAC,sBAAsB;IAuB9B,OAAO,CAAC,oBAAoB;IAU5B,OAAO,CAAC,WAAW;IAgBnB,OAAO,CAAC,2BAA2B;IAQnC,OAAO,CAAC,cAAc;IAiBtB,OAAO,CAAC,aAAa;IA2CrB,OAAO,CAAC,qBAAqB;IA8C7B,OAAO,CAAC,yBAAyB;IAwBjC,OAAO,CAAC,kBAAkB;IAa1B,OAAO,CAAC,qBAAqB;IAgC7B,OAAO,CAAC,sBAAsB;IAiB9B,OAAO,CAAC,iBAAiB;IAmBzB,OAAO,CAAC,8BAA8B;CAiBvC;AAED,OAAO,EAAE,iBAAiB,EAAE,CAAC"}