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The exchange module bridges the MongoDB candle storage layer and the backtest-kit framework by registering a custom exchange adapter named "mongo-exchange". Once registered, backtest-kit can query UZSE candlestick data stored in the candle-items collection using the same interface it would use against any live exchange — enabling Pine Script strategy backtesting and chart analysis entirely from local data without external API calls.

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addExchangeSchema

addExchangeSchema is the backtest-kit registration function that binds a named exchange to a user-supplied candle-fetching callback. The UZSE app calls it once at module load time with the "mongo-exchange" name and a MongoDB-backed implementation. 
addExchangeSchema({
  exchangeName: string;
  getCandles: (
    symbol: string,
    interval: string,
    since: Date,
    limit: number
  ) => Promise<OHLCV[]>;
})
Imported from: backtest-kit

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Parameters

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exchangeName
string
required
Unique name used to identify this exchange within backtest-kit. All three module entry points register under "mongo-exchange".
​
getCandles
function
required
Async callback invoked by backtest-kit whenever it needs candle data. Receives the four arguments below and must return a Promise that resolves to an array of OHLCV objects.

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getCandles Arguments

​
symbol
string
required
Ticker symbol matching documents in candle-items, e.g. "HMKB". Passed directly as the symbol field in the MongoDB query filter.
​
interval
string
required
One of the eleven supported timeframes ("1m" … "1d"). Passed directly as the interval field in the MongoDB query filter.
​
since
Date
required
Only candles with timestamp >= since.getTime() are returned. Converted to a millisecond integer via .getTime() before being used in the $gte query operator.
​
limit
number
required
Maximum number of candle documents to return. Applied via Mongoose’s .limit() after sorting by timestamp ascending.

​
MongoDB Adapter Implementation

The following is the exact implementation shared by all three module entry points (editor.module.ts, dump.module.ts, pine.module.ts): 
import { addExchangeSchema } from "backtest-kit";
import { CandleModel } from "../schema/Candle.schema";
import "../config/setup";

addExchangeSchema({
  exchangeName: "mongo-exchange",
  getCandles: async (symbol, interval, since, limit) => {
    const candles = await CandleModel.find(
      { symbol, interval, timestamp: { $gte: since.getTime() } },
      { timestamp: 1, open: 1, high: 1, low: 1, close: 1, volume: 1, _id: 0 }
    )
      .sort({ timestamp: 1 })
      .limit(limit)
      .lean();

    return candles.map(({ timestamp, open, high, low, close, volume }) => ({
      timestamp,
      open,
      high,
      low,
      close,
      volume,
    }));
  },
});
The projection { timestamp: 1, open: 1, high: 1, low: 1, close: 1, volume: 1, _id: 0 } ensures that only the OHLCV fields are transferred from MongoDB — Mongoose metadata, symbol, interval, and the auto-timestamp fields are excluded from the returned objects.

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Return Type

Each element of the returned array has the following shape: 
{
  timestamp: number; // Unix milliseconds — start of the candle period
  open: number;      // Opening price in UZS
  high: number;      // Highest price in UZS
  low: number;       // Lowest price in UZS
  close: number;     // Closing price in UZS
  volume: number;    // Units traded (0 for gap-filled candles)
}

​
Module Entry Points

All three module files contain identical addExchangeSchema registrations. They serve as entry points for different backtest-kit execution contexts:
FileContext
editor.module.tsInteractive chart editor (npm start)
dump.module.tsData dump / export pipeline
pine.module.tsPine Script strategy execution
Each file imports "../config/setup" as a side-effect, which initialises the Mongoose connection before CandleModel is used. The setup module reads MONGO_URI from the environment; if unset it defaults to mongodb://localhost:27017/backtest.

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How It Is Loaded

The editor registers the module automatically when the application is started: 
npm start
For Pine Script and dump contexts the respective module file is passed as the entry point to backtest-kit’s runner. The adapter must be registered before any backtest-kit function that requests candle data is called.
Ensure MONGO_URI is set in your environment (or .env file) before importing any of the three module files. The setup side-effect import runs synchronously at module load time, so the connection is established as part of the import chain.

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