adding data-services

libs/shared-types/README.md

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+# Shared Types Library
+
+This library contains domain-specific TypeScript type definitions used across the stock-bot project.
+
+## Directory Structure
+
+- `market/` - Market data structures (OHLCV, OrderBook, etc.)
+- `trading/` - Trading types (Orders, Positions, etc.)
+- `strategy/` - Strategy and signal types
+- `events/` - Event definitions for the event bus
+- `api/` - Common API request/response types
+- `config/` - Configuration type definitions
+
+## Usage
+
+```typescript
+import { OHLCV, MarketData } from '@stock-bot/shared-types';
+
+// Use the types
+const marketData: MarketData = {
+  symbol: 'AAPL',
+  price: 150.25,
+  bid: 150.20,
+  ask: 150.30,
+  volume: 1000000,
+  timestamp: new Date()
+};
+```

libs/shared-types/package.json

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+{
+  "name": "@stock-bot/shared-types",
+  "version": "1.0.0",
+  "description": "Domain-specific 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"
+    }
+  }
+}

libs/shared-types/src/api/api.ts

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+// 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;
+}
+
+// HTTP Response standards
+export interface ErrorResponse {
+  status: number;
+  code: string;
+  message: string;
+  details?: any;
+}
+
+export interface SuccessResponse<T> {
+  status: number;
+  data: T;
+}

libs/shared-types/src/config/config.ts

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+// 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;
+  };
+  mongodb?: {
+    uri: string;
+    database: string;
+  };
+}
+
+export interface BrokerConfig {
+  name: string;
+  apiKey: string;
+  secretKey: string;
+  baseUrl: string;
+  sandbox: boolean;
+  rateLimit?: {
+    maxRequestsPerSecond: number;
+    maxRequestsPerMinute: number;
+  };
+}
+
+export interface DataProviderConfig {
+  name: string;
+  apiKey: string;
+  baseUrl: string;
+  rateLimits: {
+    requestsPerSecond: number;
+    requestsPerDay: number;
+  };
+}
+
+export interface LoggingConfig {
+  level: 'debug' | 'info' | 'warn' | 'error';
+  format: 'json' | 'text';
+  destination: 'console' | 'file' | 'both';
+  filePath?: string;
+}
+
+export interface SystemConfig {
+  databases: DatabaseConfig;
+  brokers: BrokerConfig[];
+  dataProviders: DataProviderConfig[];
+  logging: LoggingConfig;
+  services: {
+    [key: string]: ServiceConfig;
+  };
+}
+
+interface ServiceConfig {
+  port: number;
+  host: string;
+  dependencies: string[];
+}

libs/shared-types/src/events/events.ts

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+import { MarketData } from '../market/market-data';
+import { Order } from '../trading/orders';
+import { TradingSignal } from '../strategy/strategy';
+
+// 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;
+}
+
+// Define more specific events
+export interface RiskAlertEvent {
+  type: 'RISK_ALERT';
+  alertLevel: 'LOW' | 'MEDIUM' | 'HIGH' | 'CRITICAL';
+  message: string;
+  portfolioId?: string;
+  strategyId?: string;
+  timestamp: Date;
+}
+
+export interface SystemEvent {
+  type: 'SYSTEM_STARTUP' | 'SYSTEM_SHUTDOWN' | 'SERVICE_ERROR';
+  serviceName: string;
+  message?: string;
+  timestamp: Date;
+}
+
+export type TradingEvent = MarketDataEvent | OrderEvent | SignalEvent;
+export type Event = TradingEvent | RiskAlertEvent | SystemEvent;

libs/shared-types/src/index.ts

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+// Export all types from their respective domains
+
+// Market Data Types
+export * from './market/market-data';
+
+// Trading Types
+export * from './trading/orders';
+
+// Strategy Types
+export * from './strategy/strategy';
+export * from './strategy/backtest';
+
+// Events
+export * from './events/events';
+
+// API Types
+export * from './api/api';
+
+// Configuration Types
+export * from './config/config';

libs/shared-types/src/market/market-data.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;
+}
+
+// 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;
+}

libs/shared-types/src/strategy/backtest.ts

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+// Trading Signal Types
+import { SignalType } from './strategy';
+
+export interface Signal {
+  symbol: string;
+  type: SignalType;
+  strength: number; // 0-1
+  price: number;
+  timestamp: Date;
+  strategyId: string;
+  metadata?: Record<string, any>;
+}
+
+export interface BacktestConfig {
+  strategyId: string;
+  startDate: Date;
+  endDate: Date;
+  symbols: string[];
+  initialCapital: number;
+  parameters: Record<string, any>;
+}
+
+export interface BacktestResult {
+  id: string;
+  strategyId: string;
+  startDate: Date;
+  endDate: Date;
+  symbols: string[];
+  initialCapital: number;
+  finalCapital: number;
+  totalReturn: number;
+  annualizedReturn: number;
+  maxDrawdown: number;
+  sharpeRatio: number;
+  trades: BacktestTrade[];
+  dailyPerformance: DailyPerformance[];
+}
+
+export interface BacktestTrade {
+  symbol: string;
+  side: 'BUY' | 'SELL';
+  quantity: number;
+  price: number;
+  timestamp: Date;
+  pnl?: number;
+}
+
+export interface DailyPerformance {
+  date: Date;
+  portfolioValue: number;
+  dailyPnL: number;
+  dailyReturn: number;
+}

libs/shared-types/src/strategy/strategy.ts

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+// 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[];
+}

libs/shared-types/src/trading/orders.ts

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+// 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;
+}

libs/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"]
+}