initial setup

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;
+  };
+}