@solncebro/market-data-feeder-lib

Market-data feeder library: the kline collection core (MarketDataManager), the embedded in-process source (createEmbeddedMarketDataSource), the WebSocket client (MarketDataClient) and the shared wire protocol (codec, message types, client message validation).

The standalone feeder server lives in the market-data-feeder repository and builds on this package. Consumers embed this library into their own process, so the shared engines (@solncebro/trade-engine, @solncebro/websocket-engine) are peer dependencies — the host process owns the single installed copy.

Peer floors (trade-engine >=3.16.0, websocket-engine >=0.3.0) cover every real consumer tree. The client path is verified down to those floors (volume-breaker / ma-chaser); the collection core and the embedded source are developed and exercised against trade-engine ^3.21 / websocket-engine 0.6 (feeder server, rubber) — on older engines the undergrown-backfill anchor (launchTimestamp) may be absent and that self-heal quietly stands down (guarded, not a crash).

Use from a strategy app

import { MarketDataClient } from '@solncebro/market-data-feeder-lib';
import type { MarketDataSource } from '@solncebro/market-data-feeder-lib';

const client = new MarketDataClient({
  url: 'ws://127.0.0.1:7070',
  interval: '30m',
  scope: { kind: 'all' },
  events: ['klineClosed', 'klineUpdated', 'klineUpdatedTick'],
  wantMa: true,
  logger,
});

await client.waitUntilReady();
// client.getKlineList / getMaValues / getVolume24h ... + client.on('klineClosed', ...)

Create one MarketDataClient per interval the app needs (e.g. the chaser app: 30m + 5m + 4h; the breaker and rubber: 30m only).

Embed in a single-consumer app

When an app is the only market-data consumer on its machine, a separate feeder process just doubles the RAM (server buffer + client mirror hold the same klines). createEmbeddedMarketDataSource runs the feeder core in-process instead: same MarketDataSource read API + events served straight from the single kline store — no WS hop, no mirror, no second Node process, no Telegram/health-monitor stack.

import { createEmbeddedMarketDataSource } from '@solncebro/market-data-feeder-lib';

const source = await createEmbeddedMarketDataSource({
  exchangeName: 'bybit',
  exchangeApiKey,
  exchangeSecret,
  interval: '30m',
  onNotify: (message) => notifier.sendMessage(message),
});

await source.waitUntilReady(180_000);
// source.getKlineList / getVolume24h ... + source.on('klineClosed', ...)
// on teardown: await source.shutdown()  (stops watchdogs, unsubscribes, closes its own connector)

The factory creates its own ExchangeConnector (kline watchdog tuned like the standalone feeder) so market-data traffic never shares a connector with the host's order path. Exchange-stream silence maps to connectionLost/connectionRestored, isStale() flips after 45s of silence, and the hourly listing/delisting sync runs inside the adapter. The standalone server topology is untouched — pick per machine: shared feeder process for many consumers, embedded core for one.