@xbbg/core 1.1.2 → 1.1.3

package/index.d.ts

@@ -1,792 +0,0 @@
-/// <reference types="node" />
-
-import type { Table } from 'apache-arrow';
-
-export interface StringPair {
-  key: string;
-  value: string;
-}
-
-export interface ServerAddress {
-  host: string;
-  port: number;
-}
-
-export type AuthConfig =
-  | { method: 'user' }
-  | { method: 'app'; appName: string }
-  | { method: 'userapp'; appName: string }
-  | { method: 'dir' | 'directory'; dirProperty: string }
-  | { method: 'manual'; appName: string; userId: string; ipAddress: string }
-  | { method: 'token'; token: string };
-
-export interface TlsConfig {
-  clientCredentials?: string;
-  clientCredentialsPassword?: string;
-  trustMaterial?: string;
-  handshakeTimeoutMs?: number;
-  crlFetchTimeoutMs?: number;
-}
-
-export interface RetryPolicy {
-  maxRetries?: number;
-  initialDelayMs?: number;
-  backoffFactor?: number;
-  maxDelayMs?: number;
-}
-
-export interface Socks5Config {
-  host: string;
-  port: number;
-}
-
-export interface EngineConfig {
-  host?: string;
-  port?: number;
-  servers?: ServerAddress[];
-  zfpRemote?: '8194' | '8196';
-  requestPoolSize?: number;
-  subscriptionPoolSize?: number;
-  validationMode?: string;
-  subscriptionFlushThreshold?: number;
-  maxEventQueueSize?: number;
-  commandQueueSize?: number;
-  subscriptionStreamCapacity?: number;
-  overflowPolicy?: string;
-  warmupServices?: string[];
-  fieldCachePath?: string;
-  auth?: AuthConfig;
-  tls?: TlsConfig;
-  numStartAttempts?: number;
-  autoRestartOnDisconnection?: boolean;
-  retryPolicy?: RetryPolicy;
-  /** Hard per-request timeout in ms; 0 disables. Default 60000. */
-  requestTimeoutMs?: number;
-  /**
-   * Warn threshold for a subscription's streams staying deactivated, in ms.
-   * 0 disables. Default 30000.
-   */
-  streamsDeactivatedWarnMs?: number;
-  /** Enable BLPAPI keep-alive pings. SDK default: true. */
-  keepAliveEnabled?: boolean;
-  /** Milliseconds of inactivity before keep-alive ping is sent. SDK default: 20000. */
-  keepAliveInactivityMs?: number;
-  /** Milliseconds to wait for a keep-alive response. SDK default: 10000. */
-  keepAliveResponseTimeoutMs?: number;
-  /** Slow-consumer hi water mark as fraction of maxEventQueueSize. SDK default: 0.75. */
-  slowConsumerHiWaterMark?: number;
-  /** Slow-consumer lo water mark as fraction of maxEventQueueSize. SDK default: 0.5. */
-  slowConsumerLoWaterMark?: number;
-  sdkLogLevel?: string;
-  socks5?: Socks5Config;
-}
-
-export interface RequestInput {
-  service: string;
-  operation: string;
-  requestOperation?: string;
-  requestId?: string;
-  extractor?: string;
-  securities?: string[];
-  security?: string;
-  fields?: string[];
-  overrides?: StringPair[];
-  elements?: StringPair[];
-  kwargs?: StringPair[];
-  jsonElements?: string;
-  startDate?: string;
-  endDate?: string;
-  startDatetime?: string;
-  endDatetime?: string;
-  requestTz?: string;
-  outputTz?: string;
-  eventType?: string;
-  eventTypes?: string[];
-  interval?: number;
-  options?: StringPair[];
-  fieldTypes?: StringPair[];
-  includeSecurityErrors?: boolean;
-  validateFields?: boolean;
-  searchSpec?: string;
-  fieldIds?: string[];
-  format?: string;
-}
-
-export interface SubscriptionStats {
-  messagesReceived: number;
-  droppedBatches: number;
-  batchesSent: number;
-  slowConsumer: boolean;
-}
-
-export interface FieldInfo {
-  fieldId: string;
-  arrowType: string;
-  description: string;
-  category: string;
-}
-
-export interface BdpOptions {
-  overrides?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-  includeSecurityErrors?: boolean;
-}
-
-export interface BdhOptions {
-  start?: string;
-  end?: string;
-  overrides?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-
-export interface BdibOptions {
-  start?: string;
-  end?: string;
-  eventType?: string;
-  interval?: number;
-  kwargs?: Record<string, string | number | boolean>;
-  backend?: string;
-}
-
-export interface BdtickOptions {
-  start?: string;
-  end?: string;
-  eventTypes?: string[];
-  kwargs?: Record<string, string | number | boolean>;
-  backend?: string;
-}
-
-export interface CdxOptions extends BdpOptions {
-  recoveryRate?: number;
-  recovery_rate?: number;
-}
-
-export class BlpError extends Error {
-  readonly name: string;
-}
-export class BlpSessionError extends BlpError {}
-export class BlpRequestError extends BlpError {
-  readonly service?: string;
-  readonly operation?: string;
-  readonly request_id?: string;
-  readonly code?: string;
-}
-export class BlpValidationError extends BlpError {
-  readonly element?: string;
-  readonly suggestion?: string;
-}
-export class BlpTimeoutError extends BlpError {}
-export class BlpInternalError extends BlpError {}
-export function wrapError(napiError: Error): BlpError;
-
-export declare const Backend: Readonly<{
-  ARROW: 'arrow';
-  JSON: 'json';
-  POLARS: 'polars';
-}>;
-export declare const Format: Readonly<{
-  LONG: 'long';
-  LONG_TYPED: 'long_typed';
-  LONG_WITH_METADATA: 'long_with_metadata';
-  SEMI_LONG: 'semi_long';
-}>;
-
-export interface BqlOptions {
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface BeqsOptions {
-  asof?: string;
-  screenType?: string;
-  group?: string;
-  overrides?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface BsrchOptions {
-  overrides?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface BtaOptions {
-  studyParams?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  startDate?: string;
-  endDate?: string;
-  periodicity?: string;
-  interval?: number;
-  format?: string;
-  backend?: string;
-}
-export interface BfldsOptions {
-  fields?: string | string[];
-  searchSpec?: string;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface BlkpOptions {
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface BqrOptions {
-  startDatetime?: string;
-  endDatetime?: string;
-  eventTypes?: string[];
-  includeBrokerCodes?: boolean;
-  backend?: string;
-}
-export interface YasOptions {
-  settleDt?: string;
-  yieldType?: number;
-  spread?: number;
-  yieldVal?: number;
-  price?: number;
-  benchmark?: string;
-  backend?: string;
-}
-export interface PreferredsOptions {
-  fields?: string[];
-  backend?: string;
-}
-export interface CorporateBondsOptions {
-  ccy?: string;
-  fields?: string[];
-  activeOnly?: boolean;
-  backend?: string;
-}
-export interface FuturesResolveOptions {
-  freq?: string;
-  backend?: string;
-}
-export interface ActiveCdxOptions {
-  lookbackDays?: number;
-  backend?: string;
-}
-export interface DividendOptions {
-  dvdType?: string;
-  backend?: string;
-}
-export interface TurnoverOptions {
-  ccy?: string;
-  factor?: number;
-  backend?: string;
-}
-export interface EtfHoldingsOptions {
-  fields?: string[];
-  backend?: string;
-}
-export interface RecipeBackendOptions {
-  backend?: string;
-}
-export interface RequestOptions {
-  overrides?: Record<string, string | number | boolean>;
-  kwargs?: Record<string, string | number | boolean>;
-  format?: string;
-  backend?: string;
-}
-export interface StreamOptions {
-  options?: string[];
-  flushThreshold?: number;
-  overflowPolicy?: string;
-  streamCapacity?: number;
-}
-
-export class Subscription implements AsyncIterator<Table> {
-  next(): Promise<IteratorResult<Table>>;
-  add(tickers: string[]): Promise<void>;
-  remove(tickers: string[]): Promise<void>;
-  unsubscribe(drain?: boolean): Promise<Table[]>;
-  readonly tickers: string[];
-  readonly fields: string[];
-  readonly isActive: boolean;
-  readonly stats: SubscriptionStats;
-  [Symbol.asyncIterator](): AsyncIterator<Table>;
-}
-
-export class Engine {
-  constructor(host?: string, port?: number);
-  static withConfig(config?: EngineConfig): Engine;
-  request(params: RequestInput): Promise<Table>;
-  requestRaw(params: RequestInput): Promise<Buffer>;
-  bdp(
-    tickers: string[],
-    fields: string[],
-    options?: BdpOptions,
-  ): Promise<Table>;
-  bds(
-    tickers: string[],
-    fields: string[],
-    options?: BdpOptions,
-  ): Promise<Table>;
-  bdh(
-    tickers: string[],
-    fields: string[],
-    options?: BdhOptions,
-  ): Promise<Table>;
-  bdib(ticker: string, options?: BdibOptions): Promise<Table>;
-  bdtick(ticker: string, options?: BdtickOptions): Promise<Table>;
-  resolveFieldTypes(
-    fields: string[],
-    overrides?: Record<string, string | number | boolean>,
-    defaultType?: string,
-  ): Promise<Record<string, string>>;
-  getFieldInfo(field: string): FieldInfo | null;
-  clearFieldCache(): void;
-  saveFieldCache(): void;
-  validateFields(fields: string[]): Promise<string[]>;
-  isFieldValidationEnabled(): boolean;
-  getSchema(service: string): Promise<unknown>;
-  getOperation(service: string, operation: string): Promise<unknown>;
-  listOperations(service: string): Promise<string[]>;
-  getCachedSchema(service: string): unknown | null;
-  invalidateSchema(service: string): void;
-  clearSchemaCache(): void;
-  listCachedSchemas(): string[];
-  getEnumValues(
-    service: string,
-    operation: string,
-    element: string,
-  ): Promise<string[] | null>;
-  listValidElements(
-    service: string,
-    operation: string,
-  ): Promise<string[] | null>;
-  subscribe(tickers: string[], fields: string[]): Promise<Subscription>;
-  subscribeWithOptions(
-    service: string,
-    tickers: string[],
-    fields: string[],
-    options?: string[],
-    flushThreshold?: number,
-    overflowPolicy?: string,
-    streamCapacity?: number,
-  ): Promise<Subscription>;
-  signalShutdown(): void;
-  isAvailable(): boolean;
-  bql(query: string, options?: BqlOptions): Promise<Table>;
-  beqs(screen: string, options?: BeqsOptions): Promise<Table>;
-  bsrch(searchSpec: string, options?: BsrchOptions): Promise<Table>;
-  bta(
-    ticker: string,
-    study: string | Record<string, unknown>,
-    options?: BtaOptions,
-  ): Promise<Table>;
-  bflds(options: BfldsOptions): Promise<Table>;
-  blkp(query: string, options?: BlkpOptions): Promise<Table>;
-  bport(
-    portfolio: string,
-    fields: string | string[],
-    options?: RequestOptions,
-  ): Promise<Table>;
-  bcurves(ticker: string, options?: RequestOptions): Promise<Table>;
-  bgovts(ticker: string, options?: RequestOptions): Promise<Table>;
-  stream(
-    tickers: string[],
-    fields: string[],
-    options?: StreamOptions,
-  ): Promise<Subscription>;
-  vwap(
-    tickers: string[],
-    fields: string[],
-    options?: StreamOptions,
-  ): Promise<Subscription>;
-  mktbar(ticker: string, options?: StreamOptions): Promise<Subscription>;
-  depth(ticker: string, options?: StreamOptions): Promise<Subscription>;
-  chains(ticker: string, options?: StreamOptions): Promise<Subscription>;
-  bops(service: string): Promise<string[]>;
-  bschema(service: string, operation?: string): Promise<unknown>;
-  fieldInfo(fields: string | string[], options?: BfldsOptions): Promise<Table>;
-  fieldSearch(searchSpec: string, options?: BfldsOptions): Promise<Table>;
-  bqr(ticker: string, options?: BqrOptions): Promise<Table>;
-  yas(
-    tickers: string | string[],
-    fields: string | string[],
-    options?: YasOptions,
-  ): Promise<Table>;
-  preferreds(equityTicker: string, options?: PreferredsOptions): Promise<Table>;
-  corporateBonds(
-    ticker: string,
-    options?: CorporateBondsOptions,
-  ): Promise<Table>;
-  futTicker(
-    genTicker: string,
-    dt: string,
-    options?: FuturesResolveOptions,
-  ): Promise<Table>;
-  activeFutures(
-    genTicker: string,
-    dt: string,
-    options?: FuturesResolveOptions,
-  ): Promise<Table>;
-  cdxTicker(
-    genTicker: string,
-    dt: string,
-    options?: RecipeBackendOptions,
-  ): Promise<Table>;
-  activeCdx(
-    genTicker: string,
-    dt: string,
-    options?: ActiveCdxOptions,
-  ): Promise<Table>;
-  dividend(
-    tickers: string | string[],
-    startDate: string,
-    endDate: string,
-    options?: DividendOptions,
-  ): Promise<Table>;
-  turnover(
-    tickers: string | string[],
-    startDate: string,
-    endDate: string,
-    options?: TurnoverOptions,
-  ): Promise<Table>;
-  etfHoldings(etfTicker: string, options?: EtfHoldingsOptions): Promise<Table>;
-  currencyConversion(
-    ticker: string,
-    targetCcy: string,
-    startDate: string,
-    endDate: string,
-    options?: RecipeBackendOptions,
-  ): Promise<Table>;
-}
-
-export interface BlpNamespace {
-  bdp(
-    tickers: string | string[],
-    fields: string | string[],
-    options?: BdpOptions,
-  ): Promise<Table>;
-  bdh(
-    tickers: string | string[],
-    fields: string | string[],
-    options?: BdhOptions,
-  ): Promise<Table>;
-  bds(
-    tickers: string | string[],
-    fields: string | string[],
-    options?: BdpOptions,
-  ): Promise<Table>;
-  bdib(ticker: string, options?: BdibOptions): Promise<Table>;
-  bdtick(ticker: string, options?: BdtickOptions): Promise<Table>;
-  subscribe(
-    tickers: string | string[],
-    fields: string | string[],
-  ): Promise<Subscription>;
-  abdp(
-    tickers: string | string[],
-    fields: string | string[],
-    options?: BdpOptions,
-  ): Promise<Table>;
-  abdh(
-    tickers: string | string[],
-    fields: string | string[],
-    start?: string,
-    end?: string,
-    options?: BdhOptions,
-  ): Promise<Table>;
-  abds(
-    tickers: string | string[],
-    fields: string | string[],
-    overrides?: Record<string, string | number | boolean>,
-    options?: BdpOptions,
-  ): Promise<Table>;
-  abdib(
-    ticker: string,
-    dt?: string,
-    interval?: number,
-    options?: BdibOptions,
-  ): Promise<Table>;
-  abdtick(
-    ticker: string,
-    start: string,
-    end: string,
-    options?: BdtickOptions,
-  ): Promise<Table>;
-  asubscribe(
-    tickers: string | string[],
-    fields: string | string[],
-  ): Promise<Subscription>;
-}
-
-export interface CdxNamespace {
-  acdx_info(ticker: string, options?: BdpOptions): Promise<Table>;
-  acdx_pricing(ticker: string, options?: CdxOptions): Promise<Table>;
-  acdx_risk(ticker: string, options?: CdxOptions): Promise<Table>;
-}
-
-export interface TimeRange {
-  start: string;
-  end: string;
-}
-
-export interface TickerParts {
-  prefix: string;
-  index: number;
-  asset: string;
-  exchange?: string;
-}
-
-export interface FuturesCandidate {
-  ticker: string;
-  year: number;
-  month: number;
-}
-
-export interface CdxTickerInfo {
-  index: string;
-  series: string;
-  tenor: string;
-  asset: string;
-  isGeneric: boolean;
-  seriesNum?: number;
-}
-
-export interface FxPairInfo {
-  fxPair: string;
-  factor: number;
-  fromCcy: string;
-  toCcy: string;
-}
-
-export interface SessionWindowsInfo {
-  day?: TimeRange;
-  allday?: TimeRange;
-  pre?: TimeRange;
-  post?: TimeRange;
-  am?: TimeRange;
-  pm?: TimeRange;
-}
-
-export interface MarketRule {
-  preMinutes: number;
-  postMinutes: number;
-  lunchStartMin?: number;
-  lunchEndMin?: number;
-  isContinuous: boolean;
-}
-
-export interface ExchangeInfoResult {
-  ticker: string;
-  mic?: string;
-  exchCode?: string;
-  timezone: string;
-  utcOffset?: number;
-  source: string;
-  day?: TimeRange;
-  allday?: TimeRange;
-  pre?: TimeRange;
-  post?: TimeRange;
-  am?: TimeRange;
-  pm?: TimeRange;
-}
-
-export interface ExchangeOverrideInput {
-  timezone?: string;
-  mic?: string;
-  exchCode?: string;
-  day?: TimeRange;
-  allday?: TimeRange;
-  pre?: TimeRange;
-  post?: TimeRange;
-  am?: TimeRange;
-  pm?: TimeRange;
-}
-
-export interface ExtNamespace {
-  cdx: CdxNamespace;
-
-  // Date utilities
-  parseDate(dateStr: string): number[];
-  fmtDate(year: number, month: number, day: number, fmt?: string): string;
-
-  // Pivot utilities
-  pivotToWide(ipcBuffer: Buffer): Buffer;
-  isLongFormat(ipcBuffer: Buffer): boolean;
-
-  // Ticker utilities
-  parseTicker(ticker: string): TickerParts;
-  isSpecificContract(ticker: string): boolean;
-  buildFuturesTicker(
-    prefix: string,
-    monthCode: string,
-    year: string,
-    asset: string,
-  ): string;
-  normalizeTickers(tickers: string[]): string[];
-  filterEquityTickers(tickers: string[]): string[];
-
-  // Futures resolution
-  generateFuturesCandidates(
-    genTicker: string,
-    year: number,
-    month: number,
-    day: number,
-    freq?: string,
-    count?: number,
-  ): FuturesCandidate[];
-  validateGenericTicker(ticker: string): void;
-  contractIndex(genTicker: string): number;
-  filterCandidatesByCycle(
-    candidates: FuturesCandidate[],
-    cycle: string,
-  ): FuturesCandidate[];
-  filterValidContracts(
-    contracts: StringPair[],
-    year: number,
-    month: number,
-    day: number,
-  ): string[];
-
-  // CDX resolution
-  parseCdxTicker(ticker: string): CdxTickerInfo;
-  previousCdxSeries(ticker: string): string | null;
-  cdxGenToSpecific(genTicker: string, series: number): string;
-
-  // Currency utilities
-  buildFxPair(fromCcy: string, toCcy: string): FxPairInfo;
-  sameCurrency(ccy1: string, ccy2: string): boolean;
-  currenciesNeedingConversion(currencies: string[], target: string): string[];
-
-  // Column renaming
-  renameDividendColumns(columns: string[]): StringPair[];
-  renameEtfColumns(columns: string[]): StringPair[];
-
-  // Constants
-  getMonthCode(monthName: string): string | null;
-  getMonthName(code: string): string | null;
-  getFuturesMonths(): StringPair[];
-  getDvdType(typ: string): string | null;
-  getDvdTypes(): StringPair[];
-  getDvdCols(): StringPair[];
-  getEtfCols(): StringPair[];
-
-  // Fixed income / YAS
-  buildYasOverrides(
-    settleDt?: string,
-    yieldType?: number,
-    spread?: number,
-    yieldVal?: number,
-    price?: number,
-    benchmark?: string,
-  ): StringPair[];
-
-  // Earnings utilities
-  buildEarningHeaderRename(
-    headerRow: StringPair[],
-    dataColumns: string[],
-  ): StringPair[];
-  calculateLevelPercentages(
-    values: (number | null)[],
-    levels: (number | null)[],
-  ): (number | null)[];
-
-  // BQL query builders
-  buildPreferredsQuery(equityTicker: string, extraFields?: string[]): string;
-  buildCorporateBondsQuery(
-    ticker: string,
-    ccy?: string,
-    extraFields?: string[],
-    activeOnly?: boolean,
-  ): string;
-  buildEtfHoldingsQuery(etfTicker: string, extraFields?: string[]): string;
-
-  // DateTime defaults
-  defaultTurnoverDates(startDate?: string, endDate?: string): TimeRange;
-  defaultBqrDatetimes(startDatetime?: string, endDatetime?: string): TimeRange;
-
-  // Markets -- sessions & timezone
-  deriveSessions(
-    dayStart: string,
-    dayEnd: string,
-    mic?: string,
-    exchCode?: string,
-  ): SessionWindowsInfo;
-  getMarketRule(mic?: string, exchCode?: string): MarketRule | null;
-  inferTimezone(countryIso: string): string | null;
-  setExchangeOverride(ticker: string, input: ExchangeOverrideInput): void;
-  getExchangeOverride(ticker: string): ExchangeInfoResult | null;
-  clearExchangeOverride(ticker?: string): void;
-  listExchangeOverrides(): ExchangeInfoResult[];
-  sessionTimesToUtc(
-    startTime: string,
-    endTime: string,
-    exchangeTz: string,
-    date: string,
-  ): TimeRange;
-}
-
-export function connect(config?: EngineConfig): Promise<Engine>;
-export function configure(config?: EngineConfig): EngineConfig | undefined;
-export function configure(
-  host?: string,
-  port?: number,
-): EngineConfig | undefined;
-export function bdp(
-  tickers: string | string[],
-  fields: string | string[],
-  options?: BdpOptions,
-): Promise<Table>;
-export function bdh(
-  tickers: string | string[],
-  fields: string | string[],
-  options?: BdhOptions,
-): Promise<Table>;
-export function bds(
-  tickers: string | string[],
-  fields: string | string[],
-  options?: BdpOptions,
-): Promise<Table>;
-export function bdib(ticker: string, options?: BdibOptions): Promise<Table>;
-export function bdtick(ticker: string, options?: BdtickOptions): Promise<Table>;
-export function subscribe(
-  tickers: string | string[],
-  fields: string | string[],
-): Promise<Subscription>;
-export function abdp(
-  tickers: string | string[],
-  fields: string | string[],
-  options?: BdpOptions,
-): Promise<Table>;
-export function abdh(
-  tickers: string | string[],
-  fields: string | string[],
-  start?: string,
-  end?: string,
-  options?: BdhOptions,
-): Promise<Table>;
-export function abds(
-  tickers: string | string[],
-  fields: string | string[],
-  overrides?: Record<string, string | number | boolean>,
-  options?: BdpOptions,
-): Promise<Table>;
-export function abdib(
-  ticker: string,
-  dt?: string,
-  interval?: number,
-  options?: BdibOptions,
-): Promise<Table>;
-export function abdtick(
-  ticker: string,
-  start: string,
-  end: string,
-  options?: BdtickOptions,
-): Promise<Table>;
-export function asubscribe(
-  tickers: string | string[],
-  fields: string | string[],
-): Promise<Subscription>;
-export const blp: BlpNamespace;
-export const ext: ExtNamespace;
-export function version(): string;
-export function setLogLevel(level: string): void;
-export function getLogLevel(): string;