@typedtrader/exchange

Utilities for handling trading exchange data with proper type safety and aggregation.

Features

• Candle Batching: Aggregates multiple exchange candles into larger timeframes
• Type Safety: Zod schemas for runtime validation of exchange data
• High Precision: Uses big.js for arbitrary-precision decimal arithmetic
• Event-Driven: Built-in EventEmitter for streaming candle updates
• Flexible Intervals: Timeframes using human-readable strings (e.g., "1h", "5m")

Design Decisions

The Broker interface is intentionally kept generic so that any broker can implement it. This means:

• Bring your own broker. Alpaca and Trading212 are first-class, but the package is built to be extended.
• Extend the abstract Broker class and your integration plugs straight into the trading-strategies package's TradingSession for live strategies and BacktestExecutor for backtesting — both for free, with no extra wiring. See BROKER_TEMPLATE.md for the conventions every integration follows.
• Extend MarketDataSource to add live-streaming candles for your strategies. If your broker has no market-data API, plug in an existing source (e.g. Alpaca) instead — execution and market data are deliberately separated so they can be mixed and matched.

Alpaca

This package includes a first-class Alpaca implementation.

import {getAlpacaClient} from '@typedtrader/exchange';

const exchange = getAlpacaClient({
  apiKey: process.env.ALPACA_API_KEY,
  apiSecret: process.env.ALPACA_API_SECRET,
  usePaperTrading: true,
});

Why Alpaca:

• Commission-free US stocks and ETFs, with fractional shares.
• Add funds commission-free with Revolut, avoiding the transfer fees most banks charge.
• Free paper trading that mirrors the live API, so strategies can be validated without risking capital.
• Free market data via the IEX feed, including WebSocket-streamed minute bars (the source this package pairs with other brokers).
• Crypto trades 24/7 alongside equities.
• 24/5 trading of US stocks via an overnight session, so positions can be opened or closed from Sunday evening through Friday evening.

Resources:

• Alpaca API Reference
• Alpaca OpenAPI Files
• 24/5 Trading

Trading212

Trading212 is supported as a broker.

Why Trading212:

• Commission-free investing in 13,000+ stocks and ETFs, with fractional shares from £1/€1.
• Broad UK, European, and US coverage.
• Multi-currency accounts for depositing and investing in 13 currencies.
• Tax-advantaged Stocks & Shares ISA (and Cash ISA) for UK residents, with no account fees.
• Daily interest paid on uninvested cash.

Its API has no historical bars and no WebSocket, so Trading212Broker requires an external MarketDataSource for candle methods.

The package separates execution (Broker) from market data (MarketDataSource) so any data provider can be paired with any broker. For US equities, Alpaca's market-data feed is the natural pairing as it is free, works with a paper account, and supports WebSocket-streamed minute bars:

import {AlpacaMarketData, getTrading212Client, TradingPair} from '@typedtrader/exchange';

// 1. Construct an Alpaca-backed market-data source.
const marketData = new AlpacaMarketData({
  apiKey: 'ALPACA_API_KEY',
  apiSecret: 'ALPACA_API_SECRET',
  usePaperTrading: false, // read-only; doesn't place orders
});

// 2. Wire it into the Trading212 broker.
const broker = getTrading212Client({
  apiKey: 'TRADING212_API_KEY',
  apiSecret: 'TRADING212_API_SECRET',
  usePaperTrading: true,
  marketData, // required — Trading212 has no candles of its own
});

// 3. Use the broker as if it provided everything natively. Symbol mapping is automatic:
// Trading212's `AAPL_US_EQ` is stripped to Alpaca's `AAPL` behind the scenes.
const pair = new TradingPair('AAPL_US_EQ', 'USD');
const latest = await broker.getLatestCandle(pair, 60_000); // → from Alpaca's WebSocket
await broker.placeLimitOrder(pair, {side: 'BUY', size: '1', price: latest.close}); // → Trading212

Caveats:

• Coverage mismatch. Alpaca's free IEX feed covers US equities (and crypto). Trading212's universe includes European and UK instruments that Alpaca doesn't have data for; those tickers will fail at getCandles even though Trading212 can trade them. Pair with a different data source (Bloomberg, Polygon, EODHD, Twelve Data) for non-US coverage.
• Cross-currency fees. Trading212 debits a currency-conversion fee on cross-currency trades (e.g. a EUR account buying USD instruments) at ~0.15% per leg. Trading212Broker.getFeeRates() surfaces this as CURRENCY_CONVERSION_FEE; estimateFee() includes it in the total so strategies can subtract round-trip costs before deciding to enter.
• No order-stream WebSocket. watchOrders is implemented by polling /api/v0/equity/history/orders once per minute (matching Trading212's documented rate limit). Latency therefore equals the poll interval; fills arrive within ~60 seconds rather than push-style.

Resources:

• Trading212 API Documentation
• Trading212 Help Centre — Fees