@xbbg/core 1.1.2 → 1.1.3

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package/README.md CHANGED
@@ -1,25 +1,36 @@
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  # @xbbg/core
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2
 
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- Bloomberg data API for Node.js powered by Rust.
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+ Node.js Bloomberg API bindings backed by the Rust `xbbg` engine and a native N-API addon.
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  ## Status
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6
 
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- 🚧 **Experimental alpha** — native N-API bindings are implemented, high-level API is in active development.
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+ **Experimental alpha** — native N-API bindings are implemented, and the high-level API is still in active development. Expect API changes before production-stable releases.
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8
 
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  ## Install
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10
 
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- Supported prebuilt addon targets:
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- - macOS arm64
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- - Linux x64
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- - Windows x64
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+ Install the wrapper package with your package manager:
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  ```bash
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- bun add @xbbg/core
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- # or
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  npm install @xbbg/core
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+ # or
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+ bun add @xbbg/core
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  ```
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18
 
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- `@xbbg/core` loads a packaged native `napi_xbbg.node` addon via platform-specific optional dependencies on supported targets. If no packaged addon is available for your platform, build from source locally instead.
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+ `@xbbg/core` uses optional dependencies to load a packaged native `napi_xbbg.node` addon for supported targets:
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+
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+ - `@xbbg/core-darwin-arm64` — macOS arm64
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+ - `@xbbg/core-linux-x64` — Linux x64
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+ - `@xbbg/core-win32-x64` — Windows x64
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+
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+ If no packaged addon is available for your platform, build from source locally instead.
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+
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+ ## Runtime prerequisites
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+
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+ Using the API requires Bloomberg Terminal, B-PIPE, or ZFP access and Bloomberg SDK runtime libraries available on the target system. Configure Bloomberg connectivity and credentials according to your Bloomberg deployment before making requests.
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+
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+ ## Release integrity
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+
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+ Packages are intended to be published from GitHub Actions using npm trusted publishing with provenance, backed by GitHub OIDC at publish time. No npm token or local `.npmrc` credential is required in this repository.
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  ## Local Development
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@@ -39,6 +50,52 @@ npm test
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  The JS package automatically loads a local `js-xbbg/napi_xbbg.node` addon first, then falls back to packaged optional native dependencies for supported platforms.
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+ `bdp()` / `bds()` / `bdh()` forward `validateFields` for per-request field validation. `bdib()` and `bdtick()` forward `requestTz` / `outputTz`; `bdtick()` also exposes common include-code request flags such as `includeConditionCodes` and `includeExchangeCodes` as typed options while still accepting raw Bloomberg request kwargs.
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+
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+ ### Date and datetime input (#317)
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+
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+ Every API surface that takes a date or datetime accepts a wide input set:
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+
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+ - `Date` (JavaScript)
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+ - ISO 8601 `string` (`"2023-01-17"`, `"2023-01-17T10:30:00"`, `"2023-01-17T10:30:00-05:00"`)
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+ - Bloomberg-native `string` (`"20230117"`)
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+ - Epoch milliseconds `number`
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+ - Duck-typed Luxon `DateTime` — anything implementing `toJSDate(): Date`
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+
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+ Ambiguous formats like `"01/17/2023"` are rejected with a clear `TypeError`. Naive ISO datetime strings without a tz suffix are passed through to the Rust engine so `requestTz` semantics still apply; tz-aware strings are preserved end-to-end. The helpers `formatDate` and `formatDateTime` plus the `DateLike` / `DateTimeLike` types are re-exported from `@xbbg/core` if you want to apply them yourself.
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+
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+ ```ts
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+ import { bdh, bdtick } from '@xbbg/core';
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+
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+ await bdh('AAPL US Equity', 'PX_LAST', { start: new Date('2024-01-01'), end: '20240630' });
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+ await bdtick('AAPL US Equity', new Date('2024-12-01T09:30Z'), Date.UTC(2024, 11, 1, 16, 0));
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+ ```
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+
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+ Subscriptions use a NAPI Arrow zero-copy transfer path for supported primitive/string/time/timestamp columns, constructing Apache Arrow JS tables directly from native Arrow buffers instead of serializing every update through Arrow IPC. Unsupported or sliced Arrow subscription schemas now fail fast with a column-level diagnostic so schema gaps are visible instead of silently switching transport paths.
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+ Pass `{ allFields: true }` to `stream()` / `subscribe()` / service stream helpers to expose every top-level scalar field Bloomberg sends, matching Python's `all_fields=True`. The default remains filtered mode: requested fields plus `MKTDATA_EVENT_TYPE` and `MKTDATA_EVENT_SUBTYPE`.
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+
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+ ### Subscription replay benchmark
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+
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+ `npm run bench:subscription-replay` is a JS-only benchmark for one-update-at-a-time subscription processing. It does not change the production streaming API and does not batch updates by default. Use `--path legacy` for the original encode+decode measurement, `--path arrow-decode-only` to exclude benchmark-only IPC encoding from timed results, and `--path subscription-wrapper` to time the current JS `Subscription.next()` wrapper with fake native zero-copy descriptors. `--consume rows|vector|schema|none` controls how much decoded output is touched; `rows` remains the default for continuity with prior results. Use `--warmup-iterations N` for untimed replay warmup. Live capture exercises the default native subscription path and prints `sub.stats` telemetry; unsupported-schema diagnostics are surfaced when the native stream returns a schema the zero-copy bridge cannot describe.
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+
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+ ```bash
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+ # Synthetic one-update replay, no Bloomberg connection needed; row materialization is the default
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+ npm run bench:subscription-replay -- --rows 100000 --iterations 3
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+
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+ # Time JS Arrow decode only, with IPC buffers precomputed outside the timed loop
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+ npm run bench:subscription-replay -- --path arrow-decode-only --rows 100000 --iterations 3
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+
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+ # Time the current JS Subscription wrapper around fake native zero-copy descriptors
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+ npm run build:ts
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+ npm run bench:subscription-replay -- --path subscription-wrapper --rows 100000 --iterations 3
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+
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+ # Capture real XBTUSD ticks to JSONL, printing existing sub.stats telemetry
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+ npm run bench:subscription-replay -- --capture-live "XBTUSD Curncy" --capture-ms 10000 --out tmp/xbtusd-ticks.jsonl
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+
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+ # Replay captured ticks one update at a time with schema-only consumption after one warmup iteration
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+ npm run bench:subscription-replay -- --fixture tmp/xbtusd-ticks.jsonl --iterations 10 --warmup-iterations 1 --consume schema
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+ ```
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+
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  ## Planned Usage
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  ```typescript
@@ -49,8 +106,8 @@ xbbg.configure({
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  port: 8194,
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  });
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- // BPIPE / leased-line capable session config
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- const engine = await xbbg.connect({
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+ // Direct B-PIPE / leased-line hosts with ordered failover
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+ const bpipeEngine = await xbbg.connect({
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  servers: [
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  { host: 'bpipe-primary.example.com', port: 8194 },
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  { host: 'bpipe-secondary.example.com', port: 8196 },
@@ -61,7 +118,16 @@ const engine = await xbbg.connect({
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  clientCredentialsPassword: process.env.BPIPE_TLS_PASSWORD,
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  trustMaterial: '/secure/trust.p7',
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  },
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+ });
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+
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+ // ZFP over leased lines: Bloomberg supplies endpoints via zfpRemote
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+ const zfpEngine = await xbbg.connect({
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  zfpRemote: '8194',
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+ tls: {
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+ clientCredentials: '/secure/client.p12',
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+ clientCredentialsPassword: process.env.BPIPE_TLS_PASSWORD,
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+ trustMaterial: '/secure/trust.p7',
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+ },
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  });
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  // Python-style blp namespace
@@ -127,14 +193,15 @@ const px = await engine.currencyConversion('700 HK Equity', 'USD', '20240101', '
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  `connect()` and `configure()` accept a structured `EngineConfig` object. The most important connection controls are:
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195
 
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- - `host` / `port` for a single Bloomberg session endpoint
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- - `servers` for ordered failover across multiple Bloomberg hosts
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+ - `host` / `port` for a single Bloomberg Terminal or direct B-PIPE endpoint
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+ - `servers` for ordered failover across multiple direct Bloomberg hosts
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  - `auth` for Bloomberg session identity auth: `user`, `app`, `userapp`, `dir`, `manual`, or `token`
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- - `tls` plus `zfpRemote` for leased-line / BPIPE-style sessions
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- - `socks5` for proxied Bloomberg connectivity
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+ - `tls` for encrypted B-PIPE/direct sessions and as a required input for ZFP
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+ - `zfpRemote` (`'8194'` or `'8196'`) for Bloomberg ZFP over leased lines; do not combine it with `host`/`port`/`servers`/`socks5` because Bloomberg supplies the endpoints
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+ - `socks5` for proxied direct Bloomberg connectivity
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202
  - `retryPolicy`, `numStartAttempts`, and recovery settings for reconnect behavior
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203
 
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- The JS binding now forwards these fields directly to the Rust engine, so Node can configure the same auth and transport features already available in the core runtime.
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+ The JS binding forwards these fields directly to the Rust engine, so Node can configure the same auth and transport features already available in the core runtime. Invalid transport combinations such as `zfpRemote` plus direct hosts fail during configuration instead of silently connecting to `localhost:8194`.
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205
 
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  ## Features (planned)
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