exchange

@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 Exchange interface is intentionally kept generic so that any exchange can implement it. This means:

• No exchange-specific order types. Features like stop_limit or trailing_stop are available on some exchanges (e.g. Alpaca) but not others. Instead of leaking exchange-specific concepts into the shared interface, these behaviors should be replicated in the trading-strategy layer. This keeps the boundary clean and portable.
• No order modification (patch/replace). Some exchanges support modifying an existing order in-place. This can always be substituted with a cancellation followed by a new order placement, which works universally across all exchanges.
• Only MARKET and LIMIT order types. These are the two primitives supported by virtually every exchange, making them the right abstraction level for this package.

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,
});

Resources:

• Alpaca API Reference
• Alpaca OpenAPI Files