src/history/index.ts

// History and data for backtests and paper trading: fills (with TWAP slices),
// order grouping, round trips, candles, funding and window cache keys.

export type { FillLike, FillSide, HlCandle, HlFill, PositionSide, TimeWindow } from './types.js';

export {
  DEFAULT_FILLS_PAGE_DELAY_MS,
  USER_FILLS_PAGE_LIMIT,
  coinDex,
  createFillDeduper,
  dedupFills,
  fetchFillsByTime,
  fetchRecentFills,
  fillKey,
  isSpotCoin,
  sortFills,
} from './fills.js';
export type {
  FetchFillsByTimeOptions,
  FetchFillsResult,
  FetchRecentFillsOptions,
  FillDeduper,
  FillDeduperOptions,
  RecentFillsResult,
} from './fills.js';

export {
  TWAP_SLICE_FILLS_LIMIT,
  fetchTwapSliceFills,
  fetchTwapSliceFillsByTime,
  mergeFillsWithTwap,
  parseTwapSliceFills,
} from './twap.js';
export type {
  FetchTwapSliceFillsByTimeOptions,
  FetchTwapSliceFillsOptions,
  MergeFillsWithTwapOptions,
  MergedFill,
  TwapSliceFill,
  TwapSliceFillsResult,
} from './twap.js';

export { groupFillsByOrder, orderGroupKey } from './group.js';
export type { OrderGroup } from './group.js';

export {
  isClosingDir,
  isPositionTradeDir,
  realizedPnlSince,
  reconstructRoundTrips,
} from './roundtrips.js';
export type {
  OpenRoundTrip,
  RealizedPnlQuery,
  RealizedPnlResult,
  RoundTrip,
  RoundTripsResult,
} from './roundtrips.js';

export { summarizePnl } from './stats.js';
export type { PnlSummary } from './stats.js';

export {
  CANDLE_INTERVALS,
  CANDLE_RESPONSE_LIMIT,
  VERIFIED_CANDLE_INTERVALS,
  candleCloseTime,
  candleIntervalMs,
  estimateCandleCount,
  fetchCandles,
  fetchServerTimeMs,
  findCandleGaps,
  isCandleClosed,
  isCandleInterval,
  markCandleClosure,
  nextCandleOpen,
  normalizeCandles,
  sliceCandlesByTime,
  toCandleCoin,
  toOhlcv,
} from './candles.js';
export type { CandleGap, CandleInterval, CandleWithStatus, FetchCandlesParams, FetchCandlesResult } from './candles.js';

export { fetchFundingHistory, fetchUserFunding, fundingPayment, sumFundingUsdc } from './funding.js';
export type { FundingPageResult, FundingPaginationOptions, FundingRateRecord, UserFundingEvent } from './funding.js';

export { DAY_MS, HOUR_MS, candleCacheKey, fillsCacheKey, lookbackWindow, quantizeWindow, utcDayWindow } from './cache.js';
export type { WindowCacheKey } from './cache.js';