@umerx/alpaca/dist/cjs/parse.cjs

A TypeScript Node.js library for the https://alpaca.markets REST API and WebSocket streams.

"use strict";
Object.defineProperty(exports, "__esModule", { value: true });
function account(rawAccount) {
    if (!rawAccount) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, rawAccount), { raw: () => rawAccount, buying_power: number(rawAccount.buying_power), regt_buying_power: number(rawAccount.regt_buying_power), daytrading_buying_power: number(rawAccount.daytrading_buying_power), cash: number(rawAccount.cash), created_at: new Date(rawAccount.created_at), portfolio_value: number(rawAccount.portfolio_value), multiplier: number(rawAccount.multiplier), equity: number(rawAccount.equity), last_equity: number(rawAccount.last_equity), long_market_value: number(rawAccount.long_market_value), short_market_value: number(rawAccount.short_market_value), initial_margin: number(rawAccount.initial_margin), maintenance_margin: number(rawAccount.maintenance_margin), last_maintenance_margin: number(rawAccount.last_maintenance_margin), sma: number(rawAccount.sma), status: rawAccount.status });
    }
    catch (err) {
        throw new Error(`Account parsing failed. ${err.message}`);
    }
}
function clock(rawClock) {
    if (!rawClock) {
        return undefined;
    }
    try {
        return {
            raw: () => rawClock,
            timestamp: new Date(rawClock.timestamp),
            is_open: rawClock.is_open,
            next_open: new Date(rawClock.next_open),
            next_close: new Date(rawClock.next_close),
        };
    }
    catch (err) {
        throw new Error(`Order parsing failed. ${err.message}`);
    }
}
function latestTrade(raw) {
    if (!raw) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, raw), { raw: () => raw, trade: Object.assign(Object.assign({}, raw.trade), { t: new Date(raw.trade.t) }) });
    }
    catch (err) {
        throw new Error(`Latest trade parsing failed. ${err.message}`);
    }
}
function order(rawOrder) {
    if (!rawOrder) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, rawOrder), { raw: () => rawOrder, created_at: new Date(rawOrder.created_at), updated_at: new Date(rawOrder.updated_at), submitted_at: new Date(rawOrder.submitted_at), filled_at: new Date(rawOrder.filled_at), expired_at: new Date(rawOrder.expired_at), canceled_at: new Date(rawOrder.canceled_at), failed_at: new Date(rawOrder.failed_at), replaced_at: new Date(rawOrder.replaced_at), qty: number(rawOrder.qty), filled_qty: number(rawOrder.filled_qty), type: rawOrder.type, side: rawOrder.side, time_in_force: rawOrder.time_in_force, limit_price: number(rawOrder.limit_price), stop_price: number(rawOrder.stop_price), filled_avg_price: number(rawOrder.filled_avg_price), status: rawOrder.status, legs: orders(rawOrder.legs), trail_price: number(rawOrder.trail_price), trail_percent: number(rawOrder.trail_percent), hwm: number(rawOrder.hwm), order_class: rawOrder.order_class });
    }
    catch (err) {
        throw new Error(`Order parsing failed. ${err.message}`);
    }
}
function orders(rawOrders) {
    return rawOrders ? rawOrders.map((value) => order(value)) : undefined;
}
function canceled_order(input) {
    if (!input) {
        return undefined;
    }
    let order = input.body;
    // we don't want this field anymore
    delete input.body;
    try {
        return Object.assign(Object.assign({}, input), { order: Object.assign(Object.assign({}, order), { raw: () => order, created_at: new Date(order.created_at), updated_at: new Date(order.updated_at), submitted_at: new Date(order.submitted_at), filled_at: new Date(order.filled_at), expired_at: new Date(order.expired_at), canceled_at: new Date(order.canceled_at), failed_at: new Date(order.failed_at), replaced_at: new Date(order.replaced_at), qty: number(order.qty), filled_qty: number(order.filled_qty), type: order.type, side: order.side, time_in_force: order.time_in_force, limit_price: number(order.limit_price), stop_price: number(order.stop_price), filled_avg_price: number(order.filled_avg_price), status: order.status, legs: orders(order.legs), trail_price: number(order.trail_price), trail_percent: number(order.trail_percent), hwm: number(order.hwm), order_class: order.order_class }) });
    }
    catch (err) {
        throw new Error(`Order parsing failed. ${err.message}`);
    }
}
function canceled_orders(rawOrderCancelations) {
    return rawOrderCancelations
        ? rawOrderCancelations.map((value) => canceled_order(value))
        : undefined;
}
function position(rawPosition) {
    if (!rawPosition) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, rawPosition), { raw: () => rawPosition, avg_entry_price: number(rawPosition.avg_entry_price), qty: number(rawPosition.qty), side: rawPosition.side, market_value: number(rawPosition.market_value), cost_basis: number(rawPosition.cost_basis), unrealized_pl: number(rawPosition.unrealized_pl), unrealized_plpc: number(rawPosition.unrealized_plpc), unrealized_intraday_pl: number(rawPosition.unrealized_intraday_pl), unrealized_intraday_plpc: number(rawPosition.unrealized_intraday_plpc), current_price: number(rawPosition.current_price), lastday_price: number(rawPosition.lastday_price), change_today: number(rawPosition.change_today) });
    }
    catch (err) {
        throw new Error(`Position parsing failed. ${err.message}`);
    }
}
function positions(rawPositions) {
    return rawPositions ? rawPositions.map((pos) => position(pos)) : undefined;
}
function tradeActivity(rawTradeActivity) {
    if (!rawTradeActivity) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, rawTradeActivity), { raw: () => rawTradeActivity, cum_qty: number(rawTradeActivity.cum_qty), leaves_qty: number(rawTradeActivity.leaves_qty), price: number(rawTradeActivity.price), qty: number(rawTradeActivity.qty), side: rawTradeActivity.side, type: rawTradeActivity.type });
    }
    catch (err) {
        throw new Error(`TradeActivity parsing failed. ${err.message}`);
    }
}
function nonTradeActivity(rawNonTradeActivity) {
    if (!rawNonTradeActivity) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, rawNonTradeActivity), { raw: () => rawNonTradeActivity, net_amount: number(rawNonTradeActivity.net_amount), qty: number(rawNonTradeActivity.qty), per_share_amount: number(rawNonTradeActivity.per_share_amount) });
    }
    catch (err) {
        throw new Error(`NonTradeActivity parsing failed. ${err.message}`);
    }
}
function activities(rawActivities) {
    if (!rawActivities) {
        return undefined;
    }
    try {
        return rawActivities.map((rawActivity) => rawActivity.activity_type === 'FILL'
            ? tradeActivity(rawActivity)
            : nonTradeActivity(rawActivity));
    }
    catch (err) {
        throw new Error(`Activity parsing failed. ${err.message}`);
    }
}
function pageOfTrades(page) {
    if (!page) {
        return undefined;
    }
    try {
        return {
            raw: () => page,
            trades: (page.trades == null ? [] : page.trades).map((trade) => (Object.assign(Object.assign({ raw: () => trade }, trade), { t: new Date(trade.t) }))),
            symbol: page.symbol,
            next_page_token: page.next_page_token,
        };
    }
    catch (err) {
        throw new Error(`PageOfTrades parsing failed "${err.message}"`);
    }
}
function pageOfQuotes(page) {
    if (!page) {
        return undefined;
    }
    try {
        return {
            raw: () => page,
            quotes: (page.quotes == null ? [] : page.quotes).map((quote) => (Object.assign(Object.assign({ raw: () => quote }, quote), { t: new Date(quote.t) }))),
            symbol: page.symbol,
            next_page_token: page.next_page_token,
        };
    }
    catch (err) {
        throw new Error(`PageOfTrades parsing failed "${err.message}"`);
    }
}
function pageOfBars(page) {
    if (!page) {
        return undefined;
    }
    try {
        return {
            raw: () => page,
            bars: (page.bars == null ? [] : page.bars).map((bar) => (Object.assign(Object.assign({ raw: () => bar }, bar), { t: new Date(bar.t) }))),
            symbol: page.symbol,
            next_page_token: page.next_page_token,
        };
    }
    catch (err) {
        throw new Error(`PageOfTrades parsing failed "${err.message}"`);
    }
}
function snapshot(raw) {
    if (!raw) {
        return undefined;
    }
    try {
        return Object.assign(Object.assign({}, raw), { raw: () => raw, latestTrade: raw.latestTrade
                ? Object.assign(Object.assign({}, raw.latestTrade), { t: new Date(raw.latestTrade.t) }) : null, latestQuote: raw.latestQuote
                ? Object.assign(Object.assign({}, raw.latestQuote), { t: new Date(raw.latestQuote.t) }) : null, minuteBar: raw.minuteBar
                ? Object.assign(Object.assign({}, raw.minuteBar), { t: new Date(raw.minuteBar.t) }) : null, dailyBar: raw.dailyBar
                ? Object.assign(Object.assign({}, raw.dailyBar), { t: new Date(raw.dailyBar.t) }) : null, prevDailyBar: raw.prevDailyBar
                ? Object.assign(Object.assign({}, raw.prevDailyBar), { t: new Date(raw.prevDailyBar.t) }) : null });
    }
    catch (err) {
        throw new Error(`Snapshot parsing failed "${err.message}"`);
    }
}
function snapshots(raw) {
    let parsed = {};
    for (let [key, value] of Object.entries(raw)) {
        parsed[key] = snapshot(value);
    }
    return parsed;
}
function number(numStr) {
    if (typeof numStr === 'undefined' || numStr == null) {
        return numStr;
    }
    const value = parseFloat(numStr);
    if (Number.isNaN(value)) {
        return null;
    }
    return value;
}
function trade_update(rawTradeUpdate) {
    if (!rawTradeUpdate)
        return undefined;
    return Object.assign(Object.assign(Object.assign(Object.assign(Object.assign(Object.assign({ raw: () => rawTradeUpdate, event: rawTradeUpdate.event, execution_id: rawTradeUpdate.execution_id, order: order(rawTradeUpdate.order) }, (rawTradeUpdate.event_id && {
        event_id: number(rawTradeUpdate.event_id),
    })), (rawTradeUpdate.at && { at: new Date(rawTradeUpdate.at) })), (rawTradeUpdate.timestamp && {
        timestamp: new Date(rawTradeUpdate.timestamp),
    })), (rawTradeUpdate.position_qty && {
        position_qty: number(rawTradeUpdate.position_qty),
    })), (rawTradeUpdate.price && { price: number(rawTradeUpdate.price) })), (rawTradeUpdate.qty && { qty: number(rawTradeUpdate.qty) }));
}
exports.default = {
    account,
    activities,
    clock,
    nonTradeActivity,
    order,
    orders,
    canceled_orders,
    position,
    positions,
    tradeActivity,
    pageOfTrades,
    pageOfQuotes,
    pageOfBars,
    snapshot,
    snapshots,
    trade_update,
    latestTrade,
};