npm - @timmeck/trading-brain - Versions diffs - 2.31.20 → 2.31.22 - Mend

@timmeck/trading-brain 2.31.20 → 2.31.22

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (4) hide show

package/dist/paper/price-fetcher.d.ts +6 -4
package/dist/paper/price-fetcher.js +69 -45
package/dist/paper/price-fetcher.js.map +1 -1
package/package.json +1 -1

package/dist/paper/price-fetcher.d.ts CHANGED Viewed

@@ -8,9 +8,10 @@ export declare class PriceFetcher {
     private lastOHLCVFetch;
     private readonly OHLCV_INTERVAL;
     private logger;
-    private consecutiveErrors;
+    private providerErrors;
+    private providerBackoff;
     private readonly MAX_CONSECUTIVE_ERRORS;
-    private backoffMs;
+    private readonly MAX_BACKOFF_MS;
     constructor(config: PaperConfig, repo: PaperRepository);
     /**
      * Fetch all prices (current spot + OHLCV if stale).
@@ -24,7 +25,8 @@ export declare class PriceFetcher {
     private fetchOHLCVData;
     private mergeCandles;
     private delay;
-    private recordError;
-    private recordSuccess;
+    private getBackoff;
+    private recordProviderError;
+    private recordProviderSuccess;
     private loadCacheFromDb;
 }

package/dist/paper/price-fetcher.js CHANGED Viewed

@@ -7,10 +7,11 @@ export class PriceFetcher {
     lastOHLCVFetch = 0;
     OHLCV_INTERVAL = 900_000; // 15 minutes
     logger = getLogger();
-    // Rate limiting
-    consecutiveErrors = 0;
-    MAX_CONSECUTIVE_ERRORS = 5;
-    backoffMs = 0;
+    // Per-provider rate limiting
+    providerErrors = new Map();
+    providerBackoff = new Map();
+    MAX_CONSECUTIVE_ERRORS = 3;
+    MAX_BACKOFF_MS = 30_000;
     constructor(config, repo) {
         this.config = config;
         this.repo = repo;
@@ -46,14 +47,15 @@ export class PriceFetcher {
     async fetchCryptoPrices() {
         if (this.config.cryptoIds.length === 0)
             return;
-        if (this.backoffMs > 0)
-            await this.delay(this.backoffMs);
+        const backoff = this.getBackoff('coingecko');
+        if (backoff > 0)
+            await this.delay(backoff);
         try {
             const ids = this.config.cryptoIds.join(',');
             const url = `https://api.coingecko.com/api/v3/simple/price?ids=${ids}&vs_currencies=usd`;
             const response = await fetch(url);
             if (!response.ok) {
-                this.recordError();
+                this.recordProviderError('coingecko');
                 this.logger.warn(`CoinGecko price fetch failed: ${response.status}`);
                 return;
             }
@@ -63,19 +65,22 @@ export class PriceFetcher {
                     this.priceCache.set(id, priceData.usd);
                 }
             }
-            this.recordSuccess();
+            this.recordProviderSuccess('coingecko');
             this.logger.debug(`Fetched ${Object.keys(data).length} crypto prices`);
         }
         catch (err) {
-            this.recordError();
+            this.recordProviderError('coingecko');
             this.logger.warn(`CoinGecko price error: ${err instanceof Error ? err.message : String(err)}`);
         }
     }
     async fetchStockPrices() {
         if (this.config.stockSymbols.length === 0)
             return;
-        if (this.backoffMs > 0)
-            await this.delay(this.backoffMs);
+        const backoff = this.getBackoff('yahoo');
+        if (backoff > 0)
+            await this.delay(backoff);
+        let successes = 0;
+        let failures = 0;
         for (const symbol of this.config.stockSymbols) {
             try {
                 // Rate limit: 500ms between Yahoo calls
@@ -85,8 +90,8 @@ export class PriceFetcher {
                     headers: { 'User-Agent': 'TradingBrain/1.0' },
                 });
                 if (!response.ok) {
-                    this.recordError();
-                    this.logger.warn(`Yahoo Finance ${symbol}: ${response.status}`);
+                    failures++;
+                    this.logger.debug(`Yahoo Finance ${symbol}: ${response.status}`);
                     continue;
                 }
                 const data = await response.json();
@@ -102,64 +107,74 @@ export class PriceFetcher {
                         }
                     }
                 }
-                this.recordSuccess();
+                successes++;
             }
             catch (err) {
-                this.recordError();
-                this.logger.warn(`Yahoo ${symbol} error: ${err instanceof Error ? err.message : String(err)}`);
+                failures++;
+                this.logger.debug(`Yahoo ${symbol} error: ${err instanceof Error ? err.message : String(err)}`);
             }
         }
-        this.logger.debug(`Fetched stock prices for ${this.config.stockSymbols.length} symbols`);
+        // Track provider-level success/failure (not per-symbol)
+        if (successes > 0) {
+            this.recordProviderSuccess('yahoo');
+        }
+        else if (failures > 0) {
+            this.recordProviderError('yahoo');
+        }
+        this.logger.debug(`Stock prices: ${successes} ok, ${failures} failed`);
     }
     async fetchOHLCVData() {
-        if (this.backoffMs > 0)
-            await this.delay(this.backoffMs);
         // Crypto OHLCV from CoinGecko
+        const cgBackoff = this.getBackoff('coingecko');
+        if (cgBackoff > 0)
+            await this.delay(cgBackoff);
+        let cgOk = 0, cgFail = 0;
         for (const id of this.config.cryptoIds) {
             try {
-                // Rate limit: 1.5s between CoinGecko OHLCV calls
                 await this.delay(1500);
                 const url = `https://api.coingecko.com/api/v3/coins/${id}/ohlc?vs_currency=usd&days=1`;
                 const response = await fetch(url);
                 if (!response.ok) {
-                    this.recordError();
-                    this.logger.warn(`CoinGecko OHLCV ${id}: ${response.status}`);
+                    cgFail++;
+                    this.logger.debug(`CoinGecko OHLCV ${id}: ${response.status}`);
                     continue;
                 }
                 const data = await response.json();
                 if (!Array.isArray(data))
                     continue;
                 const candles = data.map(d => ({
-                    timestamp: d[0],
-                    open: d[1],
-                    high: d[2],
-                    low: d[3],
-                    close: d[4],
-                    volume: 0,
+                    timestamp: d[0], open: d[1], high: d[2], low: d[3], close: d[4], volume: 0,
                 }));
                 if (candles.length > 0) {
                     this.candleCache.set(id, this.mergeCandles(id, candles));
                     this.repo.savePrices(id, candles);
                 }
-                this.recordSuccess();
+                cgOk++;
             }
             catch (err) {
-                this.recordError();
-                this.logger.warn(`CoinGecko OHLCV ${id} error: ${err instanceof Error ? err.message : String(err)}`);
+                cgFail++;
+                this.logger.debug(`CoinGecko OHLCV ${id} error: ${err instanceof Error ? err.message : String(err)}`);
             }
         }
+        if (cgOk > 0)
+            this.recordProviderSuccess('coingecko');
+        else if (cgFail > 0)
+            this.recordProviderError('coingecko');
         // Stock OHLCV from Yahoo
+        const yhBackoff = this.getBackoff('yahoo');
+        if (yhBackoff > 0)
+            await this.delay(yhBackoff);
+        let yhOk = 0, yhFail = 0;
         for (const symbol of this.config.stockSymbols) {
             try {
-                // Rate limit: 500ms between Yahoo calls
                 await this.delay(500);
                 const url = `https://query1.finance.yahoo.com/v8/finance/chart/${symbol}?range=5d&interval=5m`;
                 const response = await fetch(url, {
                     headers: { 'User-Agent': 'TradingBrain/1.0' },
                 });
                 if (!response.ok) {
-                    this.recordError();
-                    this.logger.warn(`Yahoo OHLCV ${symbol}: ${response.status}`);
+                    yhFail++;
+                    this.logger.debug(`Yahoo OHLCV ${symbol}: ${response.status}`);
                     continue;
                 }
                 const data = await response.json();
@@ -187,13 +202,17 @@ export class PriceFetcher {
                     this.candleCache.set(symbol, this.mergeCandles(symbol, candles));
                     this.repo.savePrices(symbol, candles);
                 }
-                this.recordSuccess();
+                yhOk++;
             }
             catch (err) {
-                this.recordError();
-                this.logger.warn(`Yahoo OHLCV ${symbol} error: ${err instanceof Error ? err.message : String(err)}`);
+                yhFail++;
+                this.logger.debug(`Yahoo OHLCV ${symbol} error: ${err instanceof Error ? err.message : String(err)}`);
             }
         }
+        if (yhOk > 0)
+            this.recordProviderSuccess('yahoo');
+        else if (yhFail > 0)
+            this.recordProviderError('yahoo');
         // Prune old cache
         const twoDaysAgo = Date.now() - 2 * 24 * 60 * 60 * 1000;
         this.repo.pruneOldPrices(twoDaysAgo);
@@ -210,16 +229,21 @@ export class PriceFetcher {
     delay(ms) {
         return new Promise(resolve => setTimeout(resolve, ms));
     }
-    recordError() {
-        this.consecutiveErrors++;
-        if (this.consecutiveErrors >= this.MAX_CONSECUTIVE_ERRORS) {
-            this.backoffMs = Math.min(30_000, 2_000 * Math.pow(2, this.consecutiveErrors - this.MAX_CONSECUTIVE_ERRORS));
-            this.logger.warn(`API rate limit backoff: ${this.backoffMs}ms after ${this.consecutiveErrors} consecutive errors`);
+    getBackoff(provider) {
+        return this.providerBackoff.get(provider) ?? 0;
+    }
+    recordProviderError(provider) {
+        const errors = (this.providerErrors.get(provider) ?? 0) + 1;
+        this.providerErrors.set(provider, errors);
+        if (errors >= this.MAX_CONSECUTIVE_ERRORS) {
+            const backoff = Math.min(this.MAX_BACKOFF_MS, 2_000 * Math.pow(2, errors - this.MAX_CONSECUTIVE_ERRORS));
+            this.providerBackoff.set(provider, backoff);
+            this.logger.warn(`${provider} backoff: ${backoff}ms after ${errors} consecutive failures`);
         }
     }
-    recordSuccess() {
-        this.consecutiveErrors = 0;
-        this.backoffMs = 0;
+    recordProviderSuccess(provider) {
+        this.providerErrors.set(provider, 0);
+        this.providerBackoff.set(provider, 0);
     }
     loadCacheFromDb() {
         const allSymbols = this.getAllSymbols();

package/dist/paper/price-fetcher.js.map CHANGED Viewed

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package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "@timmeck/trading-brain",
-  "version": "2.31.20",
+  "version": "2.31.22",
   "description": "Adaptive trading intelligence system with Hebbian synapses, spreading activation, Wilson Score confidence, and adaptive calibration",
   "type": "module",
   "main": "dist/index.js",