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changed types around

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This commit is contained in:
Bojan Kucera 2025-06-03 17:52:02 -04:00
parent 24e82bbb78
commit f61d1aa0c3
75 changed files with 3625 additions and 34314 deletions
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2
apps/core-services/market-data-gateway/package.json
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@ -30,7 +30,7 @@
"dotenv": "^16.3.0",
"@stock-bot/http-client": "*",
"@stock-bot/config": "*",
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*"
},

2
apps/core-services/market-data-gateway/src/services/EventPublisher.ts
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@ -1,6 +1,6 @@
import Redis from 'ioredis';
import { databaseConfig } from '@stock-bot/config';
import type { MarketDataEvent, SignalEvent, TradingEvent } from '@stock-bot/shared-types';
import type { MarketDataEvent, SignalEvent, TradingEvent } from '@stock-bot/types';
export class EventPublisher {
private dragonfly: Redis;

2
apps/core-services/market-data-gateway/src/services/MarketDataService.ts
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@ -1,4 +1,4 @@
import type { MarketData, OHLCV, MarketDataEvent } from '@stock-bot/shared-types';
import type { MarketData, OHLCV, MarketDataEvent } from '@stock-bot/types';
import { dataProviderConfigs } from '@stock-bot/config';
import { EventPublisher } from './EventPublisher';
import { DataNormalizer } from './DataNormalizer';

224
apps/core-services/market-data-gateway/src/types/MarketDataGateway.ts
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@ -1,3 +1,5 @@
// Market Data Gateway Types - Consolidated and organized
// Market Data Types
export interface MarketDataTick {
symbol: string;
@ -34,6 +36,18 @@ export interface MarketDataCandle {
trades?: number;
}
export interface MarketDataTrade {
id: string;
symbol: string;
timestamp: number;
price: number;
size: number;
side: 'buy' | 'sell';
source: string;
exchange?: string;
conditions?: string[];
}
export interface MarketDataOrder {
id: string;
symbol: string;
@ -47,18 +61,6 @@ export interface MarketDataOrder {
level?: number;
}
export interface MarketDataTrade {
id: string;
symbol: string;
timestamp: number;
price: number;
size: number;
side: 'buy' | 'sell';
source: string;
exchange?: string;
conditions?: string[];
}
// Data Source Configuration
export interface DataSourceConfig {
id: string;
@ -129,6 +131,36 @@ export interface ProcessingPipeline {
};
}
// Data Processing Pipeline
export interface DataProcessor {
id: string;
name: string;
type: 'enrichment' | 'validation' | 'normalization' | 'aggregation' | 'filter';
enabled: boolean;
priority: number;
config: Record<string, any>;
process(data: MarketDataTick | MarketDataCandle | MarketDataTrade): Promise<any>;
}
export interface ProcessingPipeline {
id: string;
name: string;
processors: DataProcessor[];
inputFilter: {
symbols?: string[];
sources?: string[];
dataTypes?: string[];
};
outputTargets: {
eventBus?: boolean;
database?: boolean;
cache?: boolean;
websocket?: boolean;
dataProcessor?: boolean;
featureStore?: boolean;
};
}
// Subscription Management
export interface SubscriptionRequest {
id: string;
@ -200,94 +232,29 @@ export interface GatewayConfig {
monitoring: {
metrics: {
enabled: boolean;
port: number;
path: string;
};
logging: {
level: 'debug' | 'info' | 'warn' | 'error';
format: 'json' | 'text';
outputs: ('console' | 'file' | 'elasticsearch')[];
intervalMs: number;
retention: string;
};
alerts: {
enabled: boolean;
thresholds: {
latencyMs: number;
errorRate: number;
latency: number;
connectionLoss: number;
};
};
};
}
// WebSocket Message Types
export interface WebSocketMessage {
type: 'subscribe' | 'unsubscribe' | 'data' | 'error' | 'heartbeat' | 'status';
id?: string;
timestamp: number;
payload: any;
}
export interface WebSocketSubscribeMessage extends WebSocketMessage {
type: 'subscribe';
payload: {
symbols: string[];
dataTypes: string[];
filters?: Record<string, any>;
};
}
export interface WebSocketDataMessage extends WebSocketMessage {
type: 'data';
payload: {
dataType: string;
data: MarketDataTick | MarketDataCandle | MarketDataTrade | MarketDataOrder;
};
}
// Error Handling
export interface DataSourceError {
sourceId: string;
timestamp: Date;
type: 'connection' | 'authentication' | 'ratelimit' | 'data' | 'timeout';
message: string;
details?: Record<string, any>;
severity: 'low' | 'medium' | 'high' | 'critical';
}
export interface ProcessingError {
processorId: string;
pipelineId: string;
timestamp: Date;
data: any;
error: string;
stackTrace?: string;
}
// Metrics and Monitoring
export interface DataSourceMetrics {
sourceId: string;
timestamp: Date;
connections: {
active: number;
total: number;
failed: number;
};
messages: {
received: number;
processed: number;
errors: number;
dropped: number;
};
latency: {
avgMs: number;
p50Ms: number;
p95Ms: number;
p99Ms: number;
};
bandwidth: {
inboundBytesPerSecond: number;
outboundBytesPerSecond: number;
};
status: 'connected' | 'disconnected' | 'error';
messagesReceived: number;
bytesReceived: number;
latencyMs: number;
errorCount: number;
lastUpdate: Date;
}
export interface GatewayMetrics {
@ -316,52 +283,6 @@ export interface GatewayMetrics {
};
}
// Service Integration
export interface ServiceIntegration {
serviceName: string;
endpoint: string;
healthCheck: string;
authentication?: {
type: 'apikey' | 'jwt' | 'basic';
credentials: Record<string, string>;
};
retryPolicy: {
maxRetries: number;
backoffMs: number;
};
}
export interface DataProcessorIntegration extends ServiceIntegration {
serviceName: 'data-processor';
supportedOperations: ('ingest' | 'transform' | 'validate' | 'quality')[];
}
export interface FeatureStoreIntegration extends ServiceIntegration {
serviceName: 'feature-store';
supportedOperations: ('compute' | 'store' | 'retrieve')[];
}
export interface DataCatalogIntegration extends ServiceIntegration {
serviceName: 'data-catalog';
supportedOperations: ('register' | 'lineage' | 'quality' | 'governance')[];
}
// Event Bus Integration
export interface EventBusMessage {
id: string;
type: string;
source: string;
timestamp: Date;
data: any;
metadata?: Record<string, any>;
}
export interface MarketDataEvent extends EventBusMessage {
type: 'market.tick' | 'market.trade' | 'market.candle' | 'market.orderbook';
source: 'market-data-gateway';
data: MarketDataTick | MarketDataTrade | MarketDataCandle | MarketDataOrder;
}
// Health Check
export interface HealthStatus {
service: string;
@ -382,3 +303,42 @@ export interface HealthStatus {
avgLatencyMs: number;
};
}
// WebSocket Types
export interface WebSocketMessage {
type: string;
payload: any;
timestamp: number;
id?: string;
}
export interface WebSocketSubscribeMessage extends WebSocketMessage {
type: 'subscribe';
payload: SubscriptionRequest;
}
export interface WebSocketDataMessage extends WebSocketMessage {
type: 'data';
payload: MarketDataTick | MarketDataTrade | MarketDataCandle | MarketDataOrder;
}
// Error Types
export interface DataSourceError {
sourceId: string;
timestamp: Date;
type: 'connection' | 'authentication' | 'ratelimit' | 'data' | 'timeout';
message: string;
details?: Record<string, any>;
severity: 'low' | 'medium' | 'high' | 'critical';
recoverable: boolean;
}
// Event Types
export interface MarketDataEvent {
id: string;
type: 'market.tick' | 'market.trade' | 'market.candle' | 'market.orderbook';
source: 'market-data-gateway';
timestamp: Date;
data: MarketDataTick | MarketDataTrade | MarketDataCandle | MarketDataOrder;
metadata?: Record<string, any>;
}

2
apps/core-services/risk-guardian/package.json
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@ -12,7 +12,7 @@
"hono": "^4.6.3",
"ioredis": "^5.4.1",
"@stock-bot/config": "*",
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"ws": "^8.18.0"
},
"devDependencies": {

2
apps/data-services/data-catalog/package.json
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@ -13,7 +13,7 @@
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "workspace:*",
"@stock-bot/types": "workspace:*",
"@stock-bot/utils": "workspace:*",
"@stock-bot/event-bus": "workspace:*",
"@stock-bot/api-client": "workspace:*",

2
apps/data-services/data-processor/package.json
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@ -12,7 +12,7 @@
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*",
"@stock-bot/api-client": "*",

2
apps/data-services/feature-store/package.json
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@ -12,7 +12,7 @@
"type-check": "tsc --noEmit"
},
"dependencies": {
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"@stock-bot/event-bus": "*",
"@stock-bot/utils": "*",
"@stock-bot/api-client": "*",

2
apps/intelligence-services/backtest-engine/package.json
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@ -10,7 +10,7 @@
"test:watch": "bun test --watch src/tests/**/*.test.ts"
}, "dependencies": {
"hono": "^4.6.3",
"@stock-bot/shared-types": "workspace:*",
"@stock-bot/types": "workspace:*",
"@stock-bot/utils": "workspace:*",
"@stock-bot/event-bus": "workspace:*",
"@stock-bot/api-client": "workspace:*",

6
apps/intelligence-services/backtest-engine/src/core/BacktestEngine.ts
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@ -1,12 +1,12 @@
import { EventEmitter } from 'events';
import { OHLCV } from '@stock-bot/shared-types';
import { Order, Position } from '@stock-bot/shared-types';
import { OHLCV } from '@stock-bot/types';
import { Order, Position } from '@stock-bot/types';
import { createLogger } from '@stock-bot/utils';
import { financialUtils } from '@stock-bot/utils';
const logger = createLogger('backtest-engine');
// Use OHLCV from shared-types as BarData equivalent
// Use OHLCV from types as BarData equivalent
export type BarData = OHLCV;
// Strategy interface to match existing pattern

2
apps/intelligence-services/signal-engine/package.json
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@ -12,7 +12,7 @@
"dependencies": {
"hono": "^4.6.3",
"@stock-bot/config": "*",
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"ws": "^8.18.0"
},
"devDependencies": {

2
apps/intelligence-services/strategy-orchestrator/package.json
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@ -11,7 +11,7 @@
"hono": "^4.6.3",
"ioredis": "^5.4.1",
"@stock-bot/config": "*",
"@stock-bot/shared-types": "*",
"@stock-bot/types": "*",
"ws": "^8.18.0",
"node-cron": "^3.0.3",
"axios": "^1.6.2"