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Installation

This guide will help you install the Market Data JavaScript SDK and configure it for your needs.

Prerequisites​

  • Node.js >= 20
  • A package manager: pnpm (used by the SDK itself), npm, or yarn

Basic Installation​

pnpm add @marketdata/sdk

TypeScript Support​

The SDK is written in TypeScript and ships first-class type definitions. No @types/* package is needed. The SDK builds to both ESM and CommonJS, so it works with either module system.

  • ESM: import { MarketDataClient } from "@marketdata/sdk";
  • CommonJS: const { MarketDataClient } = require("@marketdata/sdk");

Local Development Installation​

For local development, clone the repository and install from the project directory:

# Clone the repository
git clone https://github.com/MarketDataApp/sdk-js.git
cd sdk-js

# Install dependencies
pnpm install

# Run the test suite (all mocked, no API calls)
pnpm test

# Build the dual CJS+ESM bundle
pnpm build

The project uses Corepack to pin the pnpm version. If pnpm is not available, enable Corepack first:

corepack enable

Core Dependencies​

The SDK includes the following core dependencies (installed automatically):

  • dotenv: Loads environment variables from a .env file
  • neverthrow: Functional Result type used internally for error composition. The public API surfaces standard Promises — see client error handling.
  • p-limit: Concurrency pool for fan-out requests
  • p-retry: Retry logic with exponential backoff
  • zod: Runtime schema validation and type inference

Next Steps​

After installation, you'll need to:

  1. Set up your authentication token
  2. Learn about the client and how to make your first API requests
  3. Configure settings to customize output format, date format, and other universal parameters