@wicklib/pro 0.0.0-stage → 0.12.0

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package/LICENSE ADDED
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+ WICKLIB COMMERCIAL LICENSE AGREEMENT
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+
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+ Version 1.0 — Phase 1 template. Have legal counsel review before selling.
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+
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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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+
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+ 1. DEFINITIONS
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+
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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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+
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+ 2. GRANT OF LICENSE
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+
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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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+
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+ 3. LICENSE KEYS
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+
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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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+
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+ 4. RESTRICTIONS
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+
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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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+
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+ 5. OWNERSHIP
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+
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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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+
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+ 6. SUPPORT AND UPDATES
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+
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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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+
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+ 7. FEES AND TERM
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+
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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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+
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+ 8. TERMINATION
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+
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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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+
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+ 9. WARRANTY DISCLAIMER
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+
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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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+
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+ 10. LIMITATION OF LIABILITY
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+
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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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+
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+ 11. GOVERNING LAW
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+
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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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+
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+ 12. CONTACT
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+
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+ Licensing enquiries: licensing@wicklib.com
package/README.md CHANGED
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- # Temporary Holding Version
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+ # @wicklib/pro
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- This version is a temporary placeholder for this package. An operational version to replace this has been submitted for review and is awaiting a staged release.
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+ Wicklib's commercial add-on. Requires a valid license key at runtime.
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+
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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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+
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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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+
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+ ## Volume profile
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+
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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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+
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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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+
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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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+
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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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+
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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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+
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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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+
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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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+
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+ ## License
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+
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+ Proprietary. See [LICENSE](../../LICENSE).
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+
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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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+
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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`.