initial setup

packages/config/package.json

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+{
+  "name": "@stock-bot/config",
+  "version": "1.0.0",
+  "description": "Shared configuration for the trading bot",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "scripts": {
+    "build": "tsc",
+    "dev": "tsc --watch",
+    "clean": "rm -rf dist",
+    "test": "echo \"No tests yet\""
+  },
+  "dependencies": {
+    "@stock-bot/shared-types": "workspace:*",
+    "dotenv": "^16.4.5"
+  },
+  "devDependencies": {
+    "typescript": "^5.4.5",
+    "@types/node": "^20.12.12"
+  }
+}

packages/config/src/index.ts

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+import { config } from 'dotenv';
+import type { DatabaseConfig, BrokerConfig, DataProviderConfig } from '@stock-bot/shared-types';
+
+// Load environment variables
+config();
+
+export const env = {
+  NODE_ENV: process.env.NODE_ENV || 'development',
+  PORT: parseInt(process.env.PORT || '3000'),
+    // Database URLs
+  QUESTDB_URL: process.env.QUESTDB_URL || 'postgresql://admin:quest@localhost:8812/qdb',
+  POSTGRES_URL: process.env.POSTGRES_URL || 'postgresql://postgres:password@localhost:5432/stockbot',
+  DRAGONFLY_URL: process.env.DRAGONFLY_URL || 'redis://localhost:6379',
+  
+  // API Keys
+  ALPHA_VANTAGE_API_KEY: process.env.ALPHA_VANTAGE_API_KEY || '',
+  ALPACA_API_KEY: process.env.ALPACA_API_KEY || '',
+  ALPACA_SECRET_KEY: process.env.ALPACA_SECRET_KEY || '',
+  
+  // Trading Configuration
+  PAPER_TRADING: process.env.PAPER_TRADING === 'true',
+  MAX_POSITION_SIZE: parseFloat(process.env.MAX_POSITION_SIZE || '0.1'),
+  MAX_DAILY_LOSS: parseFloat(process.env.MAX_DAILY_LOSS || '1000'),
+  
+  // Logging
+  LOG_LEVEL: process.env.LOG_LEVEL || 'info',
+  
+  // Feature Flags
+  ENABLE_ML_SIGNALS: process.env.ENABLE_ML_SIGNALS === 'true',
+  ENABLE_SENTIMENT_ANALYSIS: process.env.ENABLE_SENTIMENT_ANALYSIS === 'true',
+} as const;
+
+export const databaseConfig: DatabaseConfig = {
+  questdb: {
+    host: process.env.QUESTDB_HOST || 'localhost',
+    port: parseInt(process.env.QUESTDB_PORT || '9000'),
+    database: process.env.QUESTDB_DATABASE || 'qdb',
+  },
+  postgres: {
+    host: process.env.POSTGRES_HOST || 'localhost',
+    port: parseInt(process.env.POSTGRES_PORT || '5432'),
+    database: process.env.POSTGRES_DATABASE || 'stockbot',
+    username: process.env.POSTGRES_USERNAME || 'postgres',
+    password: process.env.POSTGRES_PASSWORD || 'password',
+  },  dragonfly: {
+    host: process.env.DRAGONFLY_HOST || 'localhost',
+    port: parseInt(process.env.DRAGONFLY_PORT || '6379'),
+    password: process.env.DRAGONFLY_PASSWORD,
+  },
+};
+
+export const brokerConfigs: Record<string, BrokerConfig> = {
+  alpaca: {
+    name: 'Alpaca',
+    apiKey: env.ALPACA_API_KEY,
+    secretKey: env.ALPACA_SECRET_KEY,
+    baseUrl: env.PAPER_TRADING 
+      ? 'https://paper-api.alpaca.markets'
+      : 'https://api.alpaca.markets',
+    sandbox: env.PAPER_TRADING,
+  },
+};
+
+export const dataProviderConfigs: Record<string, DataProviderConfig> = {
+  alphaVantage: {
+    name: 'Alpha Vantage',
+    apiKey: env.ALPHA_VANTAGE_API_KEY,
+    baseUrl: 'https://www.alphavantage.co',
+    rateLimits: {
+      requestsPerSecond: 5,
+      requestsPerDay: 500,
+    },
+  },
+};
+
+export const serviceDefaults = {
+  healthCheckInterval: 30000, // 30 seconds
+  retryAttempts: 3,
+  requestTimeout: 10000, // 10 seconds
+  circuitBreakerThreshold: 5,
+  circuitBreakerTimeout: 60000, // 1 minute
+};
+
+export const tradingHours = {
+  market: {
+    open: '09:30',
+    close: '16:00',
+    timezone: 'America/New_York',
+  },
+  premarket: {
+    open: '04:00',
+    close: '09:30',
+    timezone: 'America/New_York',
+  },
+  afterHours: {
+    open: '16:00',
+    close: '20:00',
+    timezone: 'America/New_York',
+  },
+};
+
+export const riskDefaults = {
+  maxPositionSize: 0.1, // 10% of portfolio
+  maxDailyLoss: 0.02, // 2% of portfolio
+  maxDrawdown: 0.1, // 10% of portfolio
+  stopLossPercent: 0.05, // 5%
+  takeProfitPercent: 0.15, // 15%
+};
+
+// Environment-specific configurations
+export const getConfig = () => {
+  const base = {
+    env: env.NODE_ENV,
+    port: env.PORT,
+    database: databaseConfig,
+    brokers: brokerConfigs,
+    dataProviders: dataProviderConfigs,
+    services: serviceDefaults,
+    trading: {
+      hours: tradingHours,
+      risk: riskDefaults,
+      paperTrading: env.PAPER_TRADING,
+    },
+  };
+
+  switch (env.NODE_ENV) {
+    case 'development':
+      return {
+        ...base,
+        logging: {
+          level: 'debug',
+          console: true,
+          file: false,
+        },
+        cache: {
+          ttl: 300, // 5 minutes
+        },
+      };
+    
+    case 'production':
+      return {
+        ...base,
+        logging: {
+          level: 'info',
+          console: false,
+          file: true,
+        },
+        cache: {
+          ttl: 60, // 1 minute
+        },
+      };
+    
+    default:
+      return base;
+  }
+};

packages/config/tsconfig.json

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+{
+  "compilerOptions": {
+    "target": "ES2022",
+    "module": "ESNext",
+    "moduleResolution": "bundler",
+    "declaration": true,
+    "outDir": "./dist",
+    "rootDir": "./src",
+    "strict": true,
+    "esModuleInterop": true,
+    "skipLibCheck": true,
+    "forceConsistentCasingInFileNames": true,
+    "allowSyntheticDefaultImports": true,
+    "resolveJsonModule": true
+  },
+  "include": ["src/**/*"],
+  "exclude": ["node_modules", "dist"]
+}

packages/shared-types/package.json

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+{
+  "name": "@stock-bot/shared-types",
+  "version": "1.0.0",
+  "description": "Shared TypeScript definitions for the trading bot",
+  "main": "dist/index.js",
+  "types": "dist/index.d.ts",
+  "scripts": {
+    "build": "tsc",
+    "dev": "tsc --watch",
+    "clean": "rm -rf dist",
+    "test": "echo \"No tests yet\""
+  },
+  "devDependencies": {
+    "typescript": "^5.4.5"
+  },
+  "exports": {
+    ".": {
+      "types": "./dist/index.d.ts",
+      "import": "./dist/index.js",
+      "require": "./dist/index.js"
+    }
+  }
+}

packages/shared-types/src/index.ts

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+// Market Data Types
+export interface OHLCV {
+  symbol: string;
+  timestamp: Date;
+  open: number;
+  high: number;
+  low: number;
+  close: number;
+  volume: number;
+}
+
+export interface MarketData {
+  symbol: string;
+  price: number;
+  bid: number;
+  ask: number;
+  volume: number;
+  timestamp: Date;
+}
+
+export interface OrderBook {
+  symbol: string;
+  bids: [number, number][]; // [price, size]
+  asks: [number, number][]; // [price, size]
+  timestamp: Date;
+}
+
+// Trading Types
+export type OrderSide = 'BUY' | 'SELL';
+export type OrderType = 'MARKET' | 'LIMIT' | 'STOP' | 'STOP_LIMIT';
+export type OrderStatus = 'PENDING' | 'FILLED' | 'PARTIALLY_FILLED' | 'CANCELLED' | 'REJECTED';
+
+export interface Order {
+  id: string;
+  symbol: string;
+  side: OrderSide;
+  type: OrderType;
+  quantity: number;
+  price?: number;
+  stopPrice?: number;
+  status: OrderStatus;
+  timestamp: Date;
+  strategyId: string;
+}
+
+export interface Position {
+  symbol: string;
+  quantity: number;
+  averagePrice: number;
+  marketValue: number;
+  unrealizedPnL: number;
+  timestamp: Date;
+}
+
+export interface Portfolio {
+  cash: number;
+  totalValue: number;
+  positions: Position[];
+  dayPnL: number;
+  totalPnL: number;
+  timestamp: Date;
+}
+
+// Strategy Types
+export type SignalType = 'BUY' | 'SELL' | 'HOLD';
+
+export interface TradingSignal {
+  symbol: string;
+  type: SignalType;
+  strength: number; // 0-1
+  price: number;
+  timestamp: Date;
+  strategyId: string;
+  metadata?: Record<string, any>;
+}
+
+export interface Strategy {
+  id: string;
+  name: string;
+  description: string;
+  isActive: boolean;
+  riskLimits: RiskLimits;
+  parameters: Record<string, any>;
+}
+
+export interface RiskLimits {
+  maxPositionSize: number;
+  maxDailyLoss: number;
+  maxDrawdown: number;
+  allowedSymbols?: string[];
+}
+
+// Event Types
+export interface MarketDataEvent {
+  type: 'MARKET_DATA';
+  data: MarketData;
+  timestamp: Date;
+}
+
+export interface OrderEvent {
+  type: 'ORDER_CREATED' | 'ORDER_FILLED' | 'ORDER_CANCELLED';
+  order: Order;
+  timestamp: Date;
+}
+
+export interface SignalEvent {
+  type: 'SIGNAL_GENERATED';
+  signal: TradingSignal;
+  timestamp: Date;
+}
+
+export type TradingEvent = MarketDataEvent | OrderEvent | SignalEvent;
+
+// Service Types
+export interface ServiceConfig {
+  name: string;
+  version: string;
+  environment: 'development' | 'staging' | 'production';
+  port?: number;
+  dependencies?: string[];
+}
+
+export interface HealthStatus {
+  service: string;
+  status: 'healthy' | 'unhealthy' | 'degraded';
+  timestamp: Date;
+  details?: Record<string, any>;
+}
+
+// API Response Types
+export interface ApiResponse<T> {
+  success: boolean;
+  data?: T;
+  error?: string;
+  timestamp: Date;
+}
+
+export interface PaginatedResponse<T> {
+  data: T[];
+  total: number;
+  page: number;
+  limit: number;
+  hasNext: boolean;
+}
+
+// Fundamental Data Types
+export interface CompanyFundamentals {
+  symbol: string;
+  marketCap: number;
+  peRatio?: number;
+  pbRatio?: number;
+  roe?: number;
+  revenue: number;
+  netIncome: number;
+  lastUpdated: Date;
+}
+
+export interface NewsItem {
+  id: string;
+  headline: string;
+  summary: string;
+  sentiment: number; // -1 to 1
+  symbols: string[];
+  source: string;
+  publishedAt: Date;
+}
+
+// Configuration Types
+export interface DatabaseConfig {
+  questdb: {
+    host: string;
+    port: number;
+    database: string;
+  };
+  postgres: {
+    host: string;
+    port: number;
+    database: string;
+    username: string;
+    password: string;
+  };  dragonfly: {
+    host: string;
+    port: number;
+    password?: string;
+  };
+}
+
+export interface BrokerConfig {
+  name: string;
+  apiKey: string;
+  secretKey: string;
+  baseUrl: string;
+  sandbox: boolean;
+}
+
+export interface DataProviderConfig {
+  name: string;
+  apiKey: string;
+  baseUrl: string;
+  rateLimits: {
+    requestsPerSecond: number;
+    requestsPerDay: number;
+  };
+}

packages/shared-types/tsconfig.json

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+{
+  "compilerOptions": {
+    "target": "ES2022",
+    "module": "ESNext",
+    "moduleResolution": "bundler",
+    "declaration": true,
+    "outDir": "./dist",
+    "rootDir": "./src",
+    "strict": true,
+    "esModuleInterop": true,
+    "skipLibCheck": true,
+    "forceConsistentCasingInFileNames": true,
+    "allowSyntheticDefaultImports": true,
+    "resolveJsonModule": true
+  },
+  "include": ["src/**/*"],
+  "exclude": ["node_modules", "dist"]
+}