@wicklib/pro 0.0.0-stage → 0.11.0
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.
- package/LICENSE +93 -0
- package/README.md +51 -2
- package/dist/index.cjs +1020 -0
- package/dist/index.cjs.map +1 -0
- package/dist/index.d.cts +593 -0
- package/dist/index.d.ts +593 -0
- package/dist/index.js +974 -0
- package/dist/index.js.map +1 -0
- package/package.json +49 -3
package/LICENSE
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WICKLIB COMMERCIAL LICENSE AGREEMENT
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Version 1.0 — Phase 1 template. Have legal counsel review before selling.
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This Commercial License Agreement ("Agreement") governs use of the Wicklib Pro
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software and associated documentation ("Software") made available by the Licensor.
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By installing, copying, or using the Software, the Licensee agrees to this Agreement.
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1. DEFINITIONS
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"Licensor" means the owner and publisher of Wicklib.
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"Licensee" means the individual or legal entity that has purchased a license.
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"Order Form" means the quotation, invoice, or online checkout that specifies the
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plan, seats, domains, term, and fees.
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"License Key" means the signed token issued by the Licensor that activates the
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Software for the licensed scope.
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"Application" means a software product owned and operated by the Licensee.
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2. GRANT OF LICENSE
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Subject to payment of the applicable fees and compliance with this Agreement, the
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Licensor grants the Licensee a non-exclusive, non-transferable, non-sublicensable,
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worldwide license to install and use the Software solely to build and operate the
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number of Applications permitted by the Order Form, for the number of seats and
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domains stated there.
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3. LICENSE KEYS
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3.1 The Licensee must not circumvent, disable, or alter the license verification
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mechanism.
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3.2 The Licensee must not publish, share, or resell License Keys.
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3.3 The Licensee is responsible for keeping License Keys confidential.
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3.4 A License Key may be validated offline. The Software does not require the
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transmission of usage data to function.
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4. RESTRICTIONS
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The Licensee must not:
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(a) redistribute, sublicense, sell, lease, or otherwise make the Software available
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to third parties, except as embedded in a permitted Application;
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(b) use the Software to build a competing charting library or charting software
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development kit;
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(c) remove or obscure copyright, license, or attribution notices;
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(d) reverse engineer the Software except to the extent permitted by applicable law;
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(e) use the Software after termination of this Agreement.
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5. OWNERSHIP
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The Software is licensed, not sold. The Licensor retains all right, title, and
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interest in the Software, including all intellectual property rights. No rights are
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granted except as expressly stated in this Agreement.
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6. SUPPORT AND UPDATES
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Support and updates are provided only if and to the extent stated in the Order Form.
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The Licensor may publish new versions and may stop supporting older versions after a
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documented deprecation period.
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7. FEES AND TERM
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Fees, term, and renewal terms are stated in the Order Form. Licenses are valid until
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the expiration date encoded in the License Key unless terminated earlier.
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8. TERMINATION
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This Agreement terminates automatically if the Licensee materially breaches it and
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fails to cure the breach within thirty (30) days of notice. On termination, the
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Licensee must stop using the Software and remove all copies. Sections 4, 5, 9, 10,
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and 11 survive termination.
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9. WARRANTY DISCLAIMER
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THE SOFTWARE IS PROVIDED "AS IS" AND "AS AVAILABLE", WITHOUT WARRANTY OF ANY KIND,
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EXPRESS OR IMPLIED, INCLUDING WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR
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PURPOSE, TITLE, AND NON-INFRINGEMENT. THE LICENSOR DOES NOT WARRANT THAT THE SOFTWARE
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WILL BE ERROR-FREE OR UNINTERRUPTED.
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10. LIMITATION OF LIABILITY
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TO THE MAXIMUM EXTENT PERMITTED BY LAW, THE LICENSOR'S TOTAL LIABILITY UNDER THIS
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AGREEMENT WILL NOT EXCEED THE FEES PAID BY THE LICENSEE IN THE TWELVE (12) MONTHS
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PRECEDING THE CLAIM. THE LICENSOR IS NOT LIABLE FOR INDIRECT, INCIDENTAL, SPECIAL,
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CONSEQUENTIAL, OR PUNITIVE DAMAGES, OR FOR LOSS OF PROFITS, DATA, OR BUSINESS.
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11. GOVERNING LAW
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This Agreement is governed by the laws of [JURISDICTION], without regard to conflict
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of law rules. The parties submit to the exclusive jurisdiction of the courts of
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[JURISDICTION].
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12. CONTACT
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Licensing enquiries: licensing@wicklib.com
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package/README.md
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#
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# @wicklib/pro
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Wicklib's commercial add-on. Requires a valid license key at runtime.
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**Status: Phase 3 — analytics.** Licensing and registration are complete. License-gated
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volume-profile calculation/rendering, trade-tick footprint aggregation/streaming, L2 depth
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aggregation, absorption detection, price-alert evaluation, strategy backtesting, and
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script-to-strategy adaptation are implemented.
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The package consumes `@wicklib/core` through its published entrypoint only. The
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`exports` map blocks deep imports, and CI fails if any appear.
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## Volume profile
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`computeVolumeProfile(context, bars, options)` requires the `volume-profile` feature and
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returns price bins, point of control, and value area. It supports uniform or close-based
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volume distribution and fixed/automatic price ranges.
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`addVolumeProfileOverlay(context, chart, bars, options)` computes the profile and registers
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a clipped core overlay. The overlay draws the histogram on the extension layer, below
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drawings and crosshair.
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`computeFootprint(context, trades, options)` aggregates buy/sell trade ticks into time and
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price buckets with per-level delta and imbalance detection.
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`FootprintAggregator` performs the same aggregation incrementally. It enforces non-decreasing
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trade times, updates the active bucket, and supports batch replay or live streaming through
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one state path.
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`computeDepth()` and `DepthAggregator` aggregate complete L2 bid/ask snapshots by price
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bucket, with totals, delta, book imbalance, latest-snapshot lookup, and streaming order
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validation.
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`detectAbsorption()` compares aggressive footprint volume against passive depth at the same
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price level. It reports buys absorbed by ask liquidity and sells absorbed by bid liquidity
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using a configurable aggression-to-depth ratio.
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`AlertEngine` and `evaluateAlerts()` provide offline, deterministic price alerts on closed
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bars. Rules trigger on transitions and support close/high/low sources.
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## License
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Proprietary. See [LICENSE](../../LICENSE).
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`runBacktest()` evaluates a target-position strategy against closed bars. Signals are filled
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at the next bar open, with configurable fees and slippage, fully invested sizing, equity
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marking, and max drawdown. Requires the `strategy` license feature.
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`runScriptBacktest()` adapts a compiled WickScript replay to the strategy engine. Configure a
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signal plot whose values are `-1`, `0`, `1`, or `null`, and receive the backtest plus the
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script's bar-bound alerts. It accepts the compiled script structurally, so Pro has no runtime
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dependency on `@wicklib/script`.
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