@solncebro/market-data-feeder-lib 0.1.0

package/dist/source/marketDataManager.js.map

@@ -0,0 +1 @@
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package/dist/source/massStale.d.ts

@@ -0,0 +1,10 @@
+interface MassStaleThresholdArgs {
+    staleCount: number;
+    symbolCount: number;
+    ratioThreshold: number;
+    minSymbols: number;
+}
+declare function crossesMassStaleThreshold(args: MassStaleThresholdArgs): boolean;
+export { crossesMassStaleThreshold };
+export type { MassStaleThresholdArgs };
+//# sourceMappingURL=massStale.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"massStale.d.ts","sourceRoot":"","sources":["../../src/source/massStale.ts"],"names":[],"mappings":"AAAA,UAAU,sBAAsB;IAC9B,UAAU,EAAE,MAAM,CAAC;IACnB,WAAW,EAAE,MAAM,CAAC;IACpB,cAAc,EAAE,MAAM,CAAC;IACvB,UAAU,EAAE,MAAM,CAAC;CACpB;AAED,iBAAS,yBAAyB,CAAC,IAAI,EAAE,sBAAsB,GAAG,OAAO,CAMxE;AAED,OAAO,EAAE,yBAAyB,EAAE,CAAC;AACrC,YAAY,EAAE,sBAAsB,EAAE,CAAC"}

package/dist/source/massStale.js

@@ -0,0 +1,8 @@
+function crossesMassStaleThreshold(args) {
+    if (args.symbolCount < args.minSymbols) {
+        return false;
+    }
+    return args.staleCount / args.symbolCount >= args.ratioThreshold;
+}
+export { crossesMassStaleThreshold };
+//# sourceMappingURL=massStale.js.map

package/dist/source/massStale.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"massStale.js","sourceRoot":"","sources":["../../src/source/massStale.ts"],"names":[],"mappings":"AAOA,SAAS,yBAAyB,CAAC,IAA4B;IAC7D,IAAI,IAAI,CAAC,WAAW,GAAG,IAAI,CAAC,UAAU,EAAE,CAAC;QACvC,OAAO,KAAK,CAAC;IACf,CAAC;IAED,OAAO,IAAI,CAAC,UAAU,GAAG,IAAI,CAAC,WAAW,IAAI,IAAI,CAAC,cAAc,CAAC;AACnE,CAAC;AAED,OAAO,EAAE,yBAAyB,EAAE,CAAC"}

package/dist/source/symbolListDelta.d.ts

@@ -0,0 +1,4 @@
+import type { ComputeSymbolListDeltaArgs, SymbolListDelta } from './symbolListDelta.types.js';
+declare function computeSymbolListDelta(args: ComputeSymbolListDeltaArgs): SymbolListDelta;
+export { computeSymbolListDelta };
+//# sourceMappingURL=symbolListDelta.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"symbolListDelta.d.ts","sourceRoot":"","sources":["../../src/source/symbolListDelta.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,EAAE,0BAA0B,EAAE,eAAe,EAAE,MAAM,4BAA4B,CAAC;AAE9F,iBAAS,sBAAsB,CAAC,IAAI,EAAE,0BAA0B,GAAG,eAAe,CAQjF;AAED,OAAO,EAAE,sBAAsB,EAAE,CAAC"}

package/dist/source/symbolListDelta.js

@@ -0,0 +1,9 @@
+function computeSymbolListDelta(args) {
+    const loadedSymbolSet = new Set(args.loadedSymbolList);
+    const exchangeSymbolSet = new Set(args.exchangeSymbolList);
+    const addedSymbolList = args.exchangeSymbolList.filter((symbol) => !loadedSymbolSet.has(symbol));
+    const removedSymbolList = args.loadedSymbolList.filter((symbol) => !exchangeSymbolSet.has(symbol));
+    return { addedSymbolList, removedSymbolList };
+}
+export { computeSymbolListDelta };
+//# sourceMappingURL=symbolListDelta.js.map

package/dist/source/symbolListDelta.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbolListDelta.js","sourceRoot":"","sources":["../../src/source/symbolListDelta.ts"],"names":[],"mappings":"AAEA,SAAS,sBAAsB,CAAC,IAAgC;IAC9D,MAAM,eAAe,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,gBAAgB,CAAC,CAAC;IACvD,MAAM,iBAAiB,GAAG,IAAI,GAAG,CAAC,IAAI,CAAC,kBAAkB,CAAC,CAAC;IAE3D,MAAM,eAAe,GAAG,IAAI,CAAC,kBAAkB,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,eAAe,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;IACjG,MAAM,iBAAiB,GAAG,IAAI,CAAC,gBAAgB,CAAC,MAAM,CAAC,CAAC,MAAM,EAAE,EAAE,CAAC,CAAC,iBAAiB,CAAC,GAAG,CAAC,MAAM,CAAC,CAAC,CAAC;IAEnG,OAAO,EAAE,eAAe,EAAE,iBAAiB,EAAE,CAAC;AAChD,CAAC;AAED,OAAO,EAAE,sBAAsB,EAAE,CAAC"}

package/dist/source/symbolListDelta.types.d.ts

@@ -0,0 +1,10 @@
+interface ComputeSymbolListDeltaArgs {
+    loadedSymbolList: string[];
+    exchangeSymbolList: string[];
+}
+interface SymbolListDelta {
+    addedSymbolList: string[];
+    removedSymbolList: string[];
+}
+export type { ComputeSymbolListDeltaArgs, SymbolListDelta };
+//# sourceMappingURL=symbolListDelta.types.d.ts.map

package/dist/source/symbolListDelta.types.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"symbolListDelta.types.d.ts","sourceRoot":"","sources":["../../src/source/symbolListDelta.types.ts"],"names":[],"mappings":"AAAA,UAAU,0BAA0B;IAClC,gBAAgB,EAAE,MAAM,EAAE,CAAC;IAC3B,kBAAkB,EAAE,MAAM,EAAE,CAAC;CAC9B;AAED,UAAU,eAAe;IACvB,eAAe,EAAE,MAAM,EAAE,CAAC;IAC1B,iBAAiB,EAAE,MAAM,EAAE,CAAC;CAC7B;AAED,YAAY,EAAE,0BAA0B,EAAE,eAAe,EAAE,CAAC"}

package/dist/source/symbolListDelta.types.js

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

package/dist/source/symbolListDelta.types.js.map

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

package/dist/source/symbolRemovalGuard.d.ts

@@ -0,0 +1,14 @@
+interface EvaluateSymbolRemovalArgs {
+    removedSymbolList: string[];
+    loadedSymbolCount: number;
+    pendingRemovalSet: ReadonlySet<string>;
+}
+interface SymbolRemovalDecision {
+    approvedRemovalList: string[];
+    deferredRemovalList: string[];
+    nextPendingRemovalSet: Set<string>;
+}
+declare function evaluateSymbolRemovalList(args: EvaluateSymbolRemovalArgs): SymbolRemovalDecision;
+export { evaluateSymbolRemovalList };
+export type { EvaluateSymbolRemovalArgs, SymbolRemovalDecision };
+//# sourceMappingURL=symbolRemovalGuard.d.ts.map

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

@@ -0,0 +1 @@
+{"version":3,"file":"symbolRemovalGuard.d.ts","sourceRoot":"","sources":["../../src/source/symbolRemovalGuard.ts"],"names":[],"mappings":"AAOA,UAAU,yBAAyB;IACjC,iBAAiB,EAAE,MAAM,EAAE,CAAC;IAC5B,iBAAiB,EAAE,MAAM,CAAC;IAC1B,iBAAiB,EAAE,WAAW,CAAC,MAAM,CAAC,CAAC;CACxC;AAED,UAAU,qBAAqB;IAC7B,mBAAmB,EAAE,MAAM,EAAE,CAAC;IAC9B,mBAAmB,EAAE,MAAM,EAAE,CAAC;IAC9B,qBAAqB,EAAE,GAAG,CAAC,MAAM,CAAC,CAAC;CACpC;AAED,iBAAS,yBAAyB,CAAC,IAAI,EAAE,yBAAyB,GAAG,qBAAqB,CAazF;AAED,OAAO,EAAE,yBAAyB,EAAE,CAAC;AACrC,YAAY,EAAE,yBAAyB,EAAE,qBAAqB,EAAE,CAAC"}

package/dist/source/symbolRemovalGuard.js

@@ -0,0 +1,19 @@
+// Guard against a truncated exchange symbol list masquerading as a mass delisting: a real mass
+// removal must survive two consecutive hourly syncs before it is applied. A transient API glitch
+// differs between syncs and never confirms; a genuine mass delisting persists and applies on the
+// second sync, so the guard always converges.
+const MIN_REMOVED_SYMBOL_COUNT_FOR_GUARD = 10;
+const MAX_REMOVED_SYMBOL_SHARE = 0.2;
+function evaluateSymbolRemovalList(args) {
+    const { loadedSymbolCount, pendingRemovalSet, removedSymbolList } = args;
+    const removedShare = loadedSymbolCount > 0 ? removedSymbolList.length / loadedSymbolCount : 0;
+    const isMassRemoval = removedSymbolList.length >= MIN_REMOVED_SYMBOL_COUNT_FOR_GUARD && removedShare > MAX_REMOVED_SYMBOL_SHARE;
+    if (!isMassRemoval) {
+        return { approvedRemovalList: removedSymbolList, deferredRemovalList: [], nextPendingRemovalSet: new Set() };
+    }
+    const approvedRemovalList = removedSymbolList.filter((symbol) => pendingRemovalSet.has(symbol));
+    const deferredRemovalList = removedSymbolList.filter((symbol) => !pendingRemovalSet.has(symbol));
+    return { approvedRemovalList, deferredRemovalList, nextPendingRemovalSet: new Set(deferredRemovalList) };
+}
+export { evaluateSymbolRemovalList };
+//# sourceMappingURL=symbolRemovalGuard.js.map

package/dist/source/symbolRemovalGuard.js.map

@@ -0,0 +1 @@
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package/dist/utils/intervalScheduler.d.ts

@@ -0,0 +1,16 @@
+interface IntervalSchedulerHandle {
+    stop: () => void;
+}
+interface IntervalSchedulerArgs {
+    tickHandler: () => void | Promise<void>;
+    intervalMs: number;
+    contextLabel: string;
+    heartbeatEveryNTicks?: number;
+    heartbeatHandler?: (tickCount: number) => void;
+    errorHandler?: (error: unknown) => void;
+    runInitialTickSync?: boolean;
+}
+declare function startIntervalScheduler(args: IntervalSchedulerArgs): IntervalSchedulerHandle;
+export { startIntervalScheduler };
+export type { IntervalSchedulerArgs, IntervalSchedulerHandle };
+//# sourceMappingURL=intervalScheduler.d.ts.map

package/dist/utils/intervalScheduler.d.ts.map

@@ -0,0 +1 @@
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package/dist/utils/intervalScheduler.js

@@ -0,0 +1,42 @@
+import { logger } from '@solncebro/trade-engine';
+function startIntervalScheduler(args) {
+    let tickCount = 0;
+    const handleError = (error) => {
+        if (args.errorHandler) {
+            args.errorHandler(error);
+            return;
+        }
+        logger.error({ error }, args.contextLabel);
+    };
+    const runTick = () => {
+        tickCount += 1;
+        try {
+            const result = args.tickHandler();
+            if (result instanceof Promise) {
+                result.catch(handleError);
+            }
+        }
+        catch (error) {
+            handleError(error);
+        }
+        if (args.heartbeatEveryNTicks !== undefined && args.heartbeatHandler !== undefined && tickCount % args.heartbeatEveryNTicks === 0) {
+            try {
+                args.heartbeatHandler(tickCount);
+            }
+            catch (error) {
+                handleError(error);
+            }
+        }
+    };
+    if (args.runInitialTickSync === true) {
+        runTick();
+    }
+    const timer = setInterval(runTick, args.intervalMs);
+    return {
+        stop: () => {
+            clearInterval(timer);
+        },
+    };
+}
+export { startIntervalScheduler };
+//# sourceMappingURL=intervalScheduler.js.map

package/dist/utils/intervalScheduler.js.map

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package/dist/utils/timeout.d.ts

@@ -0,0 +1,3 @@
+declare function withTimeout<T>(promise: Promise<T>, timeoutMs: number, errorMessage: string): Promise<T>;
+export { withTimeout };
+//# sourceMappingURL=timeout.d.ts.map

package/dist/utils/timeout.d.ts.map

@@ -0,0 +1 @@
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package/dist/utils/timeout.js

@@ -0,0 +1,18 @@
+async function withTimeout(promise, timeoutMs, errorMessage) {
+    let timeoutHandle = null;
+    const timeoutPromise = new Promise((_resolve, reject) => {
+        timeoutHandle = setTimeout(() => {
+            reject(new Error(errorMessage));
+        }, timeoutMs);
+    });
+    try {
+        return await Promise.race([promise, timeoutPromise]);
+    }
+    finally {
+        if (timeoutHandle !== null) {
+            clearTimeout(timeoutHandle);
+        }
+    }
+}
+export { withTimeout };
+//# sourceMappingURL=timeout.js.map

package/dist/utils/timeout.js.map

@@ -0,0 +1 @@
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package/package.json

@@ -0,0 +1,37 @@
+{
+  "name": "@solncebro/market-data-feeder-lib",
+  "version": "0.1.0",
+  "description": "Market-data feeder library: kline collection core, embedded in-process source, WebSocket client and the shared wire protocol. The standalone feeder server lives in market-data-feeder and builds on this package",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "license": "MIT",
+  "private": false,
+  "publishConfig": {
+    "access": "public"
+  },
+  "type": "module",
+  "files": [
+    "dist",
+    "README.md",
+    "CHANGELOG.md"
+  ],
+  "scripts": {
+    "build": "yarn lint && yarn test && rm -rf dist && tsc",
+    "lint": "tsc --noEmit",
+    "typecheck": "tsc --noEmit",
+    "test": "vitest run",
+    "test:watch": "vitest",
+    "prepublishOnly": "yarn build"
+  },
+  "peerDependencies": {
+    "@solncebro/trade-engine": ">=3.16.0 <4.0.0",
+    "@solncebro/websocket-engine": ">=0.3.0 <1.0.0"
+  },
+  "devDependencies": {
+    "@solncebro/trade-engine": "^3.21.0",
+    "@solncebro/websocket-engine": ">=0.6.0 <1.0.0",
+    "@types/node": "^22.10.1",
+    "typescript": "^5.7.0",
+    "vitest": "^3.0.0"
+  }
+}