opencandle 0.4.0 → 0.6.0

package/dist/infra/rate-limiter.js

@@ -1,3 +1,7 @@
+export const ALPHA_VANTAGE_RATE_LIMIT = {
+    maxTokens: 5,
+    refillRate: 0.083,
+};
 export class RateLimiter {
     buckets = new Map();
     configure(provider, maxTokens, refillRate) {
@@ -11,16 +15,15 @@ export class RateLimiter {
         const bucket = this.buckets.get(provider);
         if (!bucket)
             return; // No limit configured
-        this.refill(bucket);
-        if (bucket.tokens >= 1) {
-            bucket.tokens -= 1;
-            return;
+        while (true) {
+            this.refill(bucket);
+            if (bucket.tokens >= 1) {
+                bucket.tokens -= 1;
+                return;
+            }
+            const waitMs = ((1 - bucket.tokens) / bucket.config.refillRate) * 1000;
+            await new Promise((resolve) => setTimeout(resolve, Math.ceil(waitMs)));
         }
-        // Wait until a token is available
-        const waitMs = ((1 - bucket.tokens) / bucket.config.refillRate) * 1000;
-        await new Promise((resolve) => setTimeout(resolve, Math.ceil(waitMs)));
-        this.refill(bucket);
-        bucket.tokens -= 1;
     }
     refill(bucket) {
         const now = Date.now();
@@ -33,7 +36,7 @@ export class RateLimiter {
 export const rateLimiter = new RateLimiter();
 rateLimiter.configure("yahoo", 5, 5); // 5 req/s
 rateLimiter.configure("coingecko", 10, 0.167); // 10 req/min
-rateLimiter.configure("alphavantage", 5, 0.083); // 5 req/min (free tier)
+rateLimiter.configure("alphavantage", ALPHA_VANTAGE_RATE_LIMIT.maxTokens, ALPHA_VANTAGE_RATE_LIMIT.refillRate); // 5 req/min (free tier)
 rateLimiter.configure("fred", 120, 2); // 120 req/min
 rateLimiter.configure("twitter", 5, 0.167); // 5 req, ~10 req/min
 rateLimiter.configure("reddit", 5, 0.167); // 5 req, ~10 req/min
@@ -42,4 +45,8 @@ rateLimiter.configure("ddg", 3, 0.1); // 3 req, ~6 req/min
 rateLimiter.configure("brave_search", 5, 0.083); // 5 req, ~5 req/min
 rateLimiter.configure("exa", 5, 0.1); // 5 req, ~6 req/min
 rateLimiter.configure("finnhub", 60, 1); // 60 req/min (free tier)
+// TradingView scanner is undocumented; keep usage batch-first and paced.
+rateLimiter.configure("tradingview", 5, 1); // 5 burst, 1 req/s sustained
+// SEC EDGAR fair-access guideline is 10 req/s; stay below it.
+rateLimiter.configure("sec_edgar", 5, 5); // 5 burst, 5 req/s sustained
 //# sourceMappingURL=rate-limiter.js.map

package/dist/infra/rate-limiter.js.map

@@ -1 +1 @@
-{"version":3,"file":"rate-limiter.js","sourceRoot":"","sources":["../../src/infra/rate-limiter.ts"],"names":[],"mappings":"AAWA,MAAM,OAAO,WAAW;IACd,OAAO,GAAG,IAAI,GAAG,EAAkB,CAAC;IAE5C,SAAS,CAAC,QAAgB,EAAE,SAAiB,EAAE,UAAkB;QAC/D,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,EAAE;YACzB,MAAM,EAAE,SAAS;YACjB,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;YACtB,MAAM,EAAE,EAAE,SAAS,EAAE,UAAU,EAAE;SAClC,CAAC,CAAC;IACL,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,QAAgB;QAC5B,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QAC1C,IAAI,CAAC,MAAM;YAAE,OAAO,CAAC,sBAAsB;QAE3C,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QAEpB,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;YACvB,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC;YACnB,OAAO;QACT,CAAC;QAED,kCAAkC;QAClC,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,GAAG,IAAI,CAAC;QACvE,MAAM,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,UAAU,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;QACvE,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;QACpB,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC;IACrB,CAAC;IAEO,MAAM,CAAC,MAAc;QAC3B,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QACvB,MAAM,OAAO,GAAG,CAAC,GAAG,GAAG,MAAM,CAAC,UAAU,CAAC,GAAG,IAAI,CAAC;QACjD,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CACtB,MAAM,CAAC,MAAM,CAAC,SAAS,EACvB,MAAM,CAAC,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,UAAU,CACnD,CAAC;QACF,MAAM,CAAC,UAAU,GAAG,GAAG,CAAC;IAC1B,CAAC;CACF;AAED,+CAA+C;AAC/C,MAAM,CAAC,MAAM,WAAW,GAAG,IAAI,WAAW,EAAE,CAAC;AAC7C,WAAW,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAW,UAAU;AAC1D,WAAW,CAAC,SAAS,CAAC,WAAW,EAAE,EAAE,EAAE,KAAK,CAAC,CAAC,CAAE,aAAa;AAC7D,WAAW,CAAC,SAAS,CAAC,cAAc,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,wBAAwB;AACzE,WAAW,CAAC,SAAS,CAAC,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC,CAAW,cAAc;AAC/D,WAAW,CAAC,SAAS,CAAC,SAAS,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAM,qBAAqB;AACtE,WAAW,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAU,qBAAqB;AACzE,WAAW,CAAC,SAAS,CAAC,iBAAiB,EAAE,EAAE,EAAE,GAAG,CAAC,CAAC,CAAC,sBAAsB;AACzE,WAAW,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,CAAa,oBAAoB;AACtE,WAAW,CAAC,SAAS,CAAC,cAAc,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAE,oBAAoB;AACtE,WAAW,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,CAAc,oBAAoB;AACvE,WAAW,CAAC,SAAS,CAAC,SAAS,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAY,yBAAyB"}
+{"version":3,"file":"rate-limiter.js","sourceRoot":"","sources":["../../src/infra/rate-limiter.ts"],"names":[],"mappings":"AAWA,MAAM,CAAC,MAAM,wBAAwB,GAAG;IACtC,SAAS,EAAE,CAAC;IACZ,UAAU,EAAE,KAAK;CACT,CAAC;AAEX,MAAM,OAAO,WAAW;IACd,OAAO,GAAG,IAAI,GAAG,EAAkB,CAAC;IAE5C,SAAS,CAAC,QAAgB,EAAE,SAAiB,EAAE,UAAkB;QAC/D,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,EAAE;YACzB,MAAM,EAAE,SAAS;YACjB,UAAU,EAAE,IAAI,CAAC,GAAG,EAAE;YACtB,MAAM,EAAE,EAAE,SAAS,EAAE,UAAU,EAAE;SAClC,CAAC,CAAC;IACL,CAAC;IAED,KAAK,CAAC,OAAO,CAAC,QAAgB;QAC5B,MAAM,MAAM,GAAG,IAAI,CAAC,OAAO,CAAC,GAAG,CAAC,QAAQ,CAAC,CAAC;QAC1C,IAAI,CAAC,MAAM;YAAE,OAAO,CAAC,sBAAsB;QAE3C,OAAO,IAAI,EAAE,CAAC;YACZ,IAAI,CAAC,MAAM,CAAC,MAAM,CAAC,CAAC;YAEpB,IAAI,MAAM,CAAC,MAAM,IAAI,CAAC,EAAE,CAAC;gBACvB,MAAM,CAAC,MAAM,IAAI,CAAC,CAAC;gBACnB,OAAO;YACT,CAAC;YAED,MAAM,MAAM,GAAG,CAAC,CAAC,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,CAAC,MAAM,CAAC,UAAU,CAAC,GAAG,IAAI,CAAC;YACvE,MAAM,IAAI,OAAO,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,UAAU,CAAC,OAAO,EAAE,IAAI,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,CAAC,CAAC;QACzE,CAAC;IACH,CAAC;IAEO,MAAM,CAAC,MAAc;QAC3B,MAAM,GAAG,GAAG,IAAI,CAAC,GAAG,EAAE,CAAC;QACvB,MAAM,OAAO,GAAG,CAAC,GAAG,GAAG,MAAM,CAAC,UAAU,CAAC,GAAG,IAAI,CAAC;QACjD,MAAM,CAAC,MAAM,GAAG,IAAI,CAAC,GAAG,CACtB,MAAM,CAAC,MAAM,CAAC,SAAS,EACvB,MAAM,CAAC,MAAM,GAAG,OAAO,GAAG,MAAM,CAAC,MAAM,CAAC,UAAU,CACnD,CAAC;QACF,MAAM,CAAC,UAAU,GAAG,GAAG,CAAC;IAC1B,CAAC;CACF;AAED,+CAA+C;AAC/C,MAAM,CAAC,MAAM,WAAW,GAAG,IAAI,WAAW,EAAE,CAAC;AAC7C,WAAW,CAAC,SAAS,CAAC,OAAO,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,UAAU;AAChD,WAAW,CAAC,SAAS,CAAC,WAAW,EAAE,EAAE,EAAE,KAAK,CAAC,CAAC,CAAC,aAAa;AAC5D,WAAW,CAAC,SAAS,CACnB,cAAc,EACd,wBAAwB,CAAC,SAAS,EAClC,wBAAwB,CAAC,UAAU,CACpC,CAAC,CAAC,wBAAwB;AAC3B,WAAW,CAAC,SAAS,CAAC,MAAM,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC,CAAC,cAAc;AACrD,WAAW,CAAC,SAAS,CAAC,SAAS,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,qBAAqB;AACjE,WAAW,CAAC,SAAS,CAAC,QAAQ,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,qBAAqB;AAChE,WAAW,CAAC,SAAS,CAAC,iBAAiB,EAAE,EAAE,EAAE,GAAG,CAAC,CAAC,CAAC,sBAAsB;AACzE,WAAW,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,oBAAoB;AAC1D,WAAW,CAAC,SAAS,CAAC,cAAc,EAAE,CAAC,EAAE,KAAK,CAAC,CAAC,CAAC,oBAAoB;AACrE,WAAW,CAAC,SAAS,CAAC,KAAK,EAAE,CAAC,EAAE,GAAG,CAAC,CAAC,CAAC,oBAAoB;AAC1D,WAAW,CAAC,SAAS,CAAC,SAAS,EAAE,EAAE,EAAE,CAAC,CAAC,CAAC,CAAC,yBAAyB;AAClE,yEAAyE;AACzE,WAAW,CAAC,SAAS,CAAC,aAAa,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,6BAA6B;AACzE,8DAA8D;AAC9D,WAAW,CAAC,SAAS,CAAC,WAAW,EAAE,CAAC,EAAE,CAAC,CAAC,CAAC,CAAC,6BAA6B"}

package/dist/market-state/alert-conditions.d.ts

@@ -0,0 +1,34 @@
+export declare const ALERT_CONDITION_VERSION = 1;
+export type AlertCondition = ReturnType<typeof priceCrossesAbove> | ReturnType<typeof priceCrossesBelow> | ReturnType<typeof percentMove> | ReturnType<typeof priceCrossesSma> | ReturnType<typeof smaCross> | ReturnType<typeof rsiThreshold> | ReturnType<typeof volumeSpike>;
+export declare function priceCrossesAbove(threshold: number): {
+    threshold: number;
+    field: "last_price";
+};
+export declare function priceCrossesBelow(threshold: number): {
+    threshold: number;
+    field: "last_price";
+};
+export declare function percentMove(direction: "up" | "down", percent: number, window?: string): {
+    direction: "up" | "down";
+    percent: number;
+    window: string;
+};
+export declare function priceCrossesSma(period: number, direction: "above" | "below", priceField?: "close" | "last_price"): {
+    period: number;
+    direction: "above" | "below";
+    price_field: "close" | "last_price";
+};
+export declare function smaCross(fastPeriod: number, slowPeriod: number, direction: "above" | "below"): {
+    fast_period: number;
+    slow_period: number;
+    direction: "above" | "below";
+};
+export declare function rsiThreshold(period: number, threshold: number, direction: "above" | "below"): {
+    period: number;
+    threshold: number;
+    direction: "above" | "below";
+};
+export declare function volumeSpike(lookbackPeriod: number, multiplier: number): {
+    lookback_period: number;
+    multiplier: number;
+};

package/dist/market-state/alert-conditions.js

@@ -0,0 +1,23 @@
+export const ALERT_CONDITION_VERSION = 1;
+export function priceCrossesAbove(threshold) {
+    return { threshold, field: "last_price" };
+}
+export function priceCrossesBelow(threshold) {
+    return { threshold, field: "last_price" };
+}
+export function percentMove(direction, percent, window = "1d") {
+    return { direction, percent, window };
+}
+export function priceCrossesSma(period, direction, priceField = "close") {
+    return { period, direction, price_field: priceField };
+}
+export function smaCross(fastPeriod, slowPeriod, direction) {
+    return { fast_period: fastPeriod, slow_period: slowPeriod, direction };
+}
+export function rsiThreshold(period, threshold, direction) {
+    return { period, threshold, direction };
+}
+export function volumeSpike(lookbackPeriod, multiplier) {
+    return { lookback_period: lookbackPeriod, multiplier };
+}
+//# sourceMappingURL=alert-conditions.js.map

package/dist/market-state/alert-conditions.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"alert-conditions.js","sourceRoot":"","sources":["../../src/market-state/alert-conditions.ts"],"names":[],"mappings":"AAAA,MAAM,CAAC,MAAM,uBAAuB,GAAG,CAAC,CAAC;AAWzC,MAAM,UAAU,iBAAiB,CAAC,SAAiB;IAIjD,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,YAAY,EAAE,CAAC;AAC5C,CAAC;AAED,MAAM,UAAU,iBAAiB,CAAC,SAAiB;IAIjD,OAAO,EAAE,SAAS,EAAE,KAAK,EAAE,YAAY,EAAE,CAAC;AAC5C,CAAC;AAED,MAAM,UAAU,WAAW,CACzB,SAAwB,EACxB,OAAe,EACf,MAAM,GAAG,IAAI;IAMb,OAAO,EAAE,SAAS,EAAE,OAAO,EAAE,MAAM,EAAE,CAAC;AACxC,CAAC;AAED,MAAM,UAAU,eAAe,CAC7B,MAAc,EACd,SAA4B,EAC5B,aAAqC,OAAO;IAM5C,OAAO,EAAE,MAAM,EAAE,SAAS,EAAE,WAAW,EAAE,UAAU,EAAE,CAAC;AACxD,CAAC;AAED,MAAM,UAAU,QAAQ,CACtB,UAAkB,EAClB,UAAkB,EAClB,SAA4B;IAM5B,OAAO,EAAE,WAAW,EAAE,UAAU,EAAE,WAAW,EAAE,UAAU,EAAE,SAAS,EAAE,CAAC;AACzE,CAAC;AAED,MAAM,UAAU,YAAY,CAC1B,MAAc,EACd,SAAiB,EACjB,SAA4B;IAM5B,OAAO,EAAE,MAAM,EAAE,SAAS,EAAE,SAAS,EAAE,CAAC;AAC1C,CAAC;AAED,MAAM,UAAU,WAAW,CACzB,cAAsB,EACtB,UAAkB;IAKlB,OAAO,EAAE,eAAe,EAAE,cAAc,EAAE,UAAU,EAAE,CAAC;AACzD,CAAC"}

package/dist/market-state/alert-runner.d.ts

@@ -0,0 +1,55 @@
+import type { OHLCV } from "../types/market.js";
+import type { MarketStateService } from "./service.js";
+export interface AlertQuoteObservation {
+    symbol: string;
+    value: number;
+    sourceProvider: string;
+    observedAt: string;
+    providerDataAt?: string | null;
+    cacheStatus: "live" | "cached" | "stale";
+    dataDelayMs?: number | null;
+    caveat?: string;
+}
+export interface AlertRunnerProviders {
+    getTradingViewQuotes(symbols: string[]): Promise<AlertQuoteObservation[]>;
+    getYahooQuote(symbol: string): Promise<AlertQuoteObservation>;
+    getHistory(symbol: string, range: string, interval: string): Promise<OHLCV[]>;
+}
+export interface AlertRunnerOptions {
+    ownerId?: string | null;
+    triggerType: "heartbeat" | "manual" | "scheduled" | "resume";
+    now?: string;
+    providers: AlertRunnerProviders;
+    providerBudget?: AlertProviderBudget;
+}
+export interface AlertRunnerResult {
+    checked: number;
+    triggered: number;
+    unavailable: number;
+    runId: number;
+    lines: string[];
+}
+export interface AlertProviderBudgetOptions {
+    failureThreshold?: number;
+    backoffMs?: number;
+}
+export interface AlertProviderBudgetSnapshotEntry {
+    state: "available" | "open";
+    failureCount: number;
+    openUntil?: string;
+    reason?: string;
+}
+export declare class AlertProviderBudget {
+    private readonly state;
+    private readonly failureThreshold;
+    private readonly backoffMs;
+    constructor(options?: AlertProviderBudgetOptions);
+    unavailableReason(provider: string, now: string): string | null;
+    recordSuccess(provider: string): void;
+    recordFailure(provider: string, reason: string, now: string): void;
+    reset(): void;
+    snapshot(now: string): Record<string, AlertProviderBudgetSnapshotEntry>;
+}
+export declare const defaultAlertProviderBudget: AlertProviderBudget;
+export declare const defaultAlertRunnerProviders: AlertRunnerProviders;
+export declare function runAlertChecks(service: MarketStateService, options: AlertRunnerOptions): Promise<AlertRunnerResult>;