backtest-kit 1.11.10 → 1.12.1

package/README.md

@@ -24,7 +24,7 @@ Build reliable trading systems: backtest on historical data, deploy live bots wi
 - 📊 **Reports & Metrics**: Auto Markdown reports with PNL, Sharpe Ratio, win rate, and more.
 - 🛡️ **Risk Management**: Custom rules for position limits, time windows, and multi-strategy coordination.
 - 🔌 **Pluggable**: Custom data sources (CCXT), persistence (file/Redis), and sizing calculators.
-- 🧪 **Tested**: 300+ unit/integration tests for validation, recovery, and events.
+- 🧪 **Tested**: 350+ unit/integration tests for validation, recovery, and events.
 - 🔓 **Self hosted**: Zero dependency on third-party node_modules or platforms; run entirely in your own environment.
 
 ## 📋 Supported Order Types
@@ -38,15 +38,27 @@ Build reliable trading systems: backtest on historical data, deploy live bots wi
 
 ## 🚀 Quick Start
 
-> **Talk is cheap.** Let me show you **the code**
->
-> Link to  👉 [the demo app](https://github.com/tripolskypetr/backtest-kit/tree/master/demo) 👈
+### 🎯 The Fastest Way: Sidekick CLI
+
+> Create a production-ready trading bot in seconds:
+
+```bash
+# Create project with npx (recommended)
+npx -y @backtest-kit/sidekick my-trading-bot
+cd my-trading-bot
+npm start
+```
+
+### 📦 Manual Installation
+
+> **Want to see the code?** 👉 [Demo app](https://github.com/tripolskypetr/backtest-kit/tree/master/demo) 👈
 
-### 📦 Installation
 ```bash
 npm install backtest-kit ccxt ollama uuid
 ```
 
+## 📚 Code Samples
+
 ### ⚙️ Basic Configuration
 ```typescript
 import { setLogger, setConfig } from 'backtest-kit';
@@ -240,6 +252,52 @@ Unlike cloud-based platforms, backtest-kit runs entirely in your environment. Yo
 - Full control over execution and data sources
 - [GUI](https://backtest-kit.github.io/documents/design_30_markdown-report-system.html#method-signatures) for visualization and monitoring
 
+## 🌍 Ecosystem
+
+The `backtest-kit` ecosystem extends beyond the core library, offering complementary packages and tools to enhance your trading system development experience:
+
+### @backtest-kit/signals
+
+> **[Explore on NPM](https://www.npmjs.com/package/@backtest-kit/signals)** 📊
+
+The **@backtest-kit/signals** package is a technical analysis and trading signal generation library designed for AI-powered trading systems. It computes 50+ indicators across 4 timeframes and generates markdown reports optimized for LLM consumption.
+
+#### Key Features
+- 📈 **Multi-Timeframe Analysis**: 1m, 15m, 30m, 1h with synchronized indicator computation
+- 🎯 **50+ Technical Indicators**: RSI, MACD, Bollinger Bands, Stochastic, ADX, ATR, CCI, Fibonacci, Support/Resistance
+- 📊 **Order Book Analysis**: Bid/ask depth, spread, liquidity imbalance, top 20 levels
+- 🤖 **AI-Ready Output**: Markdown reports formatted for LLM context injection
+- ⚡ **Performance Optimized**: Intelligent caching with configurable TTL per timeframe
+
+#### Use Case
+Perfect for injecting comprehensive market context into your LLM-powered strategies. Instead of manually calculating indicators, `@backtest-kit/signals` provides a single function call that adds all technical analysis to your message context. Works seamlessly with `getSignal` function in backtest-kit strategies.
+
+#### Get Started
+```bash
+npm install @backtest-kit/signals backtest-kit
+```
+
+### @backtest-kit/ollama
+
+> **[Explore on NPM](https://www.npmjs.com/package/@backtest-kit/ollama)** 🤖
+
+The **@backtest-kit/ollama** package is a multi-provider LLM inference library that supports 10+ providers including OpenAI, Claude, DeepSeek, Grok, Mistral, Perplexity, Cohere, Alibaba, Hugging Face, and Ollama with unified API and automatic token rotation.
+
+#### Key Features
+- 🔌 **10+ LLM Providers**: OpenAI, Claude, DeepSeek, Grok, Mistral, Perplexity, Cohere, Alibaba, Hugging Face, Ollama
+- 🔄 **Token Rotation**: Automatic API key rotation for Ollama (others throw clear errors)
+- 🎯 **Structured Output**: Enforced JSON schema for trading signals (position, price levels, risk notes)
+- 🔑 **Flexible Auth**: Context-based API keys or environment variables
+- ⚡ **Unified API**: Single interface across all providers
+- 📊 **Trading-First**: Built for backtest-kit with position sizing and risk management
+
+#### Use Case
+Ideal for building multi-provider LLM strategies with fallback chains and ensemble predictions. The package returns structured trading signals with validated TP/SL levels, making it perfect for use in `getSignal` functions. Supports both backtest and live trading modes.
+
+#### Get Started
+```bash
+npm install @backtest-kit/ollama agent-swarm-kit backtest-kit
+```
 
 ## 🤖 Are you a robot?
 
@@ -247,7 +305,7 @@ Unlike cloud-based platforms, backtest-kit runs entirely in your environment. Yo
 
 ## ✅ Tested & Reliable
 
-300+ tests cover validation, recovery, reports, and events.
+350+ tests cover validation, recovery, reports, and events.
 
 ## 🤝 Contribute
 

package/build/index.cjs

@@ -651,7 +651,7 @@ const GET_CANDLES_FN = async (dto, since, self) => {
     let lastError;
     for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
         try {
-            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit);
+            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
             VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
             return result;
         }
@@ -878,7 +878,7 @@ class ClientExchange {
             symbol,
             quantity,
         });
-        return await this.params.formatQuantity(symbol, quantity);
+        return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
     }
     /**
      * Formats price according to exchange-specific rules for the given symbol.
@@ -893,7 +893,7 @@ class ClientExchange {
             symbol,
             price,
         });
-        return await this.params.formatPrice(symbol, price);
+        return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
     }
     /**
      * Fetches order book for a trading pair.
@@ -914,7 +914,7 @@ class ClientExchange {
         });
         const to = new Date(this.params.execution.context.when.getTime());
         const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-        return await this.params.getOrderBook(symbol, depth, from, to);
+        return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
 
@@ -922,21 +922,21 @@ class ClientExchange {
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -947,8 +947,9 @@ const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 /**
@@ -27213,25 +27214,35 @@ const EXCHANGE_METHOD_NAME_GET_AVERAGE_PRICE = "ExchangeUtils.getAveragePrice";
 const EXCHANGE_METHOD_NAME_FORMAT_QUANTITY = "ExchangeUtils.formatQuantity";
 const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
+/**
+ * Gets backtest mode flag from execution context if available.
+ * Returns false if no execution context exists (live mode).
+ */
+const GET_BACKTEST_FN = async () => {
+    if (ExecutionContextService.hasContext()) {
+        return bt.executionContextService.context.backtest;
+    }
+    return false;
+};
 /**
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -27242,8 +27253,9 @@ const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 const INTERVAL_MINUTES$1 = {
@@ -27339,9 +27351,10 @@ class ExchangeInstance {
             if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
                 let remaining = limit;
                 let currentSince = new Date(since.getTime());
+                const isBacktest = await GET_BACKTEST_FN();
                 while (remaining > 0) {
                     const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
-                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit);
+                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit, isBacktest);
                     allData.push(...chunkData);
                     remaining -= chunkLimit;
                     if (remaining > 0) {
@@ -27351,7 +27364,8 @@ class ExchangeInstance {
                 }
             }
             else {
-                allData = await getCandles(symbol, interval, since, limit);
+                const isBacktest = await GET_BACKTEST_FN();
+                allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
             const whenTimestamp = when.getTime();
@@ -27427,7 +27441,8 @@ class ExchangeInstance {
                 symbol,
                 quantity,
             });
-            return await this._methods.formatQuantity(symbol, quantity);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatQuantity(symbol, quantity, isBacktest);
         };
         /**
          * Format price according to exchange precision rules.
@@ -27449,7 +27464,8 @@ class ExchangeInstance {
                 symbol,
                 price,
             });
-            return await this._methods.formatPrice(symbol, price);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatPrice(symbol, price, isBacktest);
         };
         /**
          * Fetch order book for a trading pair.
@@ -27479,7 +27495,8 @@ class ExchangeInstance {
             });
             const to = new Date(Date.now());
             const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-            return await this._methods.getOrderBook(symbol, depth, from, to);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
         const schema = bt.exchangeSchemaService.get(this.exchangeName);
         this._methods = CREATE_EXCHANGE_INSTANCE_FN(schema);

package/build/index.mjs

@@ -631,7 +631,7 @@ const GET_CANDLES_FN = async (dto, since, self) => {
     let lastError;
     for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
         try {
-            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit);
+            const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
             VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
             return result;
         }
@@ -858,7 +858,7 @@ class ClientExchange {
             symbol,
             quantity,
         });
-        return await this.params.formatQuantity(symbol, quantity);
+        return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
     }
     /**
      * Formats price according to exchange-specific rules for the given symbol.
@@ -873,7 +873,7 @@ class ClientExchange {
             symbol,
             price,
         });
-        return await this.params.formatPrice(symbol, price);
+        return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
     }
     /**
      * Fetches order book for a trading pair.
@@ -894,7 +894,7 @@ class ClientExchange {
         });
         const to = new Date(this.params.execution.context.when.getTime());
         const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-        return await this.params.getOrderBook(symbol, depth, from, to);
+        return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
 
@@ -902,21 +902,21 @@ class ClientExchange {
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -927,8 +927,9 @@ const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 /**
@@ -27193,25 +27194,35 @@ const EXCHANGE_METHOD_NAME_GET_AVERAGE_PRICE = "ExchangeUtils.getAveragePrice";
 const EXCHANGE_METHOD_NAME_FORMAT_QUANTITY = "ExchangeUtils.formatQuantity";
 const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
+/**
+ * Gets backtest mode flag from execution context if available.
+ * Returns false if no execution context exists (live mode).
+ */
+const GET_BACKTEST_FN = async () => {
+    if (ExecutionContextService.hasContext()) {
+        return bt.executionContextService.context.backtest;
+    }
+    return false;
+};
 /**
  * Default implementation for getCandles.
  * Throws an error indicating the method is not implemented.
  */
-const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit) => {
+const DEFAULT_GET_CANDLES_FN = async (_symbol, _interval, _since, _limit, _backtest) => {
     throw new Error(`getCandles is not implemented for this exchange`);
 };
 /**
  * Default implementation for formatQuantity.
  * Returns Bitcoin precision on Binance (8 decimal places).
  */
-const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity) => {
+const DEFAULT_FORMAT_QUANTITY_FN = async (_symbol, quantity, _backtest) => {
     return quantity.toFixed(8);
 };
 /**
  * Default implementation for formatPrice.
  * Returns Bitcoin precision on Binance (2 decimal places).
  */
-const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
+const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price, _backtest) => {
     return price.toFixed(2);
 };
 /**
@@ -27222,8 +27233,9 @@ const DEFAULT_FORMAT_PRICE_FN = async (_symbol, price) => {
  * @param _depth - Maximum depth levels (unused)
  * @param _from - Start of time range (unused - can be ignored in live implementations)
  * @param _to - End of time range (unused - can be ignored in live implementations)
+ * @param _backtest - Whether running in backtest mode (unused)
  */
-const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to) => {
+const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest) => {
     throw new Error(`getOrderBook is not implemented for this exchange`);
 };
 const INTERVAL_MINUTES$1 = {
@@ -27319,9 +27331,10 @@ class ExchangeInstance {
             if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
                 let remaining = limit;
                 let currentSince = new Date(since.getTime());
+                const isBacktest = await GET_BACKTEST_FN();
                 while (remaining > 0) {
                     const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
-                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit);
+                    const chunkData = await getCandles(symbol, interval, currentSince, chunkLimit, isBacktest);
                     allData.push(...chunkData);
                     remaining -= chunkLimit;
                     if (remaining > 0) {
@@ -27331,7 +27344,8 @@ class ExchangeInstance {
                 }
             }
             else {
-                allData = await getCandles(symbol, interval, since, limit);
+                const isBacktest = await GET_BACKTEST_FN();
+                allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
             const whenTimestamp = when.getTime();
@@ -27407,7 +27421,8 @@ class ExchangeInstance {
                 symbol,
                 quantity,
             });
-            return await this._methods.formatQuantity(symbol, quantity);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatQuantity(symbol, quantity, isBacktest);
         };
         /**
          * Format price according to exchange precision rules.
@@ -27429,7 +27444,8 @@ class ExchangeInstance {
                 symbol,
                 price,
             });
-            return await this._methods.formatPrice(symbol, price);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.formatPrice(symbol, price, isBacktest);
         };
         /**
          * Fetch order book for a trading pair.
@@ -27459,7 +27475,8 @@ class ExchangeInstance {
             });
             const to = new Date(Date.now());
             const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
-            return await this._methods.getOrderBook(symbol, depth, from, to);
+            const isBacktest = await GET_BACKTEST_FN();
+            return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
         const schema = bt.exchangeSchemaService.get(this.exchangeName);
         this._methods = CREATE_EXCHANGE_INSTANCE_FN(schema);

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.11.10",
+  "version": "1.12.1",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",
@@ -41,9 +41,9 @@
     "build": "rollup -c",
     "test": "npm run build && node ./test/index.mjs",
     "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
-    "docs:gpt": "npm run build && node ./scripts/gpt-docs.mjs",
+    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
     "docs:uml": "npm run build && node ./scripts/uml.mjs",
-    "docs:www": "rimraf docs/wwwroot && typedoc && node ./packages/typedoc-yandex-metrica/index.mjs",
+    "docs:www": "rimraf docs/wwwroot && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
     "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
   },
   "main": "build/index.cjs",
@@ -77,5 +77,8 @@
     "di-scoped": "^1.0.20",
     "functools-kit": "^1.0.95",
     "get-moment-stamp": "^1.1.1"
+  },
+  "publishConfig": {
+    "access": "public"
   }
 }

package/types.d.ts

@@ -454,13 +454,13 @@ interface IExchangeParams extends IExchangeSchema {
     /** Execution context service (symbol, when, backtest flag) */
     execution: TExecutionContextService;
     /** Fetch candles from data source (required, defaults applied) */
-    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number) => Promise<ICandleData[]>;
+    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number, backtest: boolean) => Promise<ICandleData[]>;
     /** Format quantity according to exchange precision rules (required, defaults applied) */
-    formatQuantity: (symbol: string, quantity: number) => Promise<string>;
+    formatQuantity: (symbol: string, quantity: number, backtest: boolean) => Promise<string>;
     /** Format price according to exchange precision rules (required, defaults applied) */
-    formatPrice: (symbol: string, price: number) => Promise<string>;
+    formatPrice: (symbol: string, price: number, backtest: boolean) => Promise<string>;
     /** Fetch order book for a trading pair (required, defaults applied) */
-    getOrderBook: (symbol: string, depth: number, from: Date, to: Date) => Promise<IOrderBookData>;
+    getOrderBook: (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => Promise<IOrderBookData>;
 }
 /**
  * Optional callbacks for exchange data events.
@@ -485,9 +485,10 @@ interface IExchangeSchema {
      * @param interval - Candle time interval (e.g., "1m", "1h")
      * @param since - Start date for candle fetching
      * @param limit - Maximum number of candles to fetch
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to array of OHLCV candle data
      */
-    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number) => Promise<ICandleData[]>;
+    getCandles: (symbol: string, interval: CandleInterval, since: Date, limit: number, backtest: boolean) => Promise<ICandleData[]>;
     /**
      * Format quantity according to exchange precision rules.
      *
@@ -495,9 +496,10 @@ interface IExchangeSchema {
      *
      * @param symbol - Trading pair symbol
      * @param quantity - Raw quantity value
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to formatted quantity string
      */
-    formatQuantity?: (symbol: string, quantity: number) => Promise<string>;
+    formatQuantity?: (symbol: string, quantity: number, backtest: boolean) => Promise<string>;
     /**
      * Format price according to exchange precision rules.
      *
@@ -505,9 +507,10 @@ interface IExchangeSchema {
      *
      * @param symbol - Trading pair symbol
      * @param price - Raw price value
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to formatted price string
      */
-    formatPrice?: (symbol: string, price: number) => Promise<string>;
+    formatPrice?: (symbol: string, price: number, backtest: boolean) => Promise<string>;
     /**
      * Fetch order book for a trading pair.
      *
@@ -517,22 +520,26 @@ interface IExchangeSchema {
      * @param depth - Maximum depth levels for both bids and asks (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
      * @param from - Start of time range (used in backtest for historical data, can be ignored in live)
      * @param to - End of time range (used in backtest for historical data, can be ignored in live)
+     * @param backtest - Whether running in backtest mode
      * @returns Promise resolving to order book data
      *
      * @example
      * ```typescript
      * // Backtest implementation: returns historical order book for the time range
-     * const backtestOrderBook = async (symbol: string, depth: number, from: Date, to: Date) => {
-     *   return await database.getOrderBookSnapshot(symbol, depth, from, to);
+     * const backtestOrderBook = async (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => {
+     *   if (backtest) {
+     *     return await database.getOrderBookSnapshot(symbol, depth, from, to);
+     *   }
+     *   return await exchange.fetchOrderBook(symbol, depth);
      * };
      *
-     * // Live implementation: ignores from/to and returns current snapshot
-     * const liveOrderBook = async (symbol: string, depth: number, _from: Date, _to: Date) => {
+     * // Live implementation: ignores from/to when not in backtest mode
+     * const liveOrderBook = async (symbol: string, depth: number, _from: Date, _to: Date, backtest: boolean) => {
      *   return await exchange.fetchOrderBook(symbol, depth);
      * };
      * ```
      */
-    getOrderBook?: (symbol: string, depth: number, from: Date, to: Date) => Promise<IOrderBookData>;
+    getOrderBook?: (symbol: string, depth: number, from: Date, to: Date, backtest: boolean) => Promise<IOrderBookData>;
     /** Optional lifecycle event callbacks (onCandleData) */
     callbacks?: Partial<IExchangeCallbacks>;
 }