@insightsentry/mcp 1.4.43 → 1.4.44

package/dist/history-merge.js

@@ -0,0 +1,238 @@
+import { createReadStream } from "node:fs";
+import { mkdir, mkdtemp, open, rename, rm, unlink } from "node:fs/promises";
+import path from "node:path";
+import { createInterface } from "node:readline";
+import { escapeCsvCell, readCsvRows } from "./csv.js";
+const RUN_ROWS = 4096;
+const RUN_BYTES = 1024 * 1024;
+const MERGE_FAN_IN = 8;
+class BufferedWriter {
+    file;
+    parts = [];
+    bytes = 0;
+    constructor(file) {
+        this.file = file;
+    }
+    async write(value) {
+        this.parts.push(value);
+        this.bytes += Buffer.byteLength(value);
+        if (this.bytes >= 64 * 1024)
+            await this.flush();
+    }
+    async flush() {
+        if (!this.parts.length)
+            return;
+        await this.file.writeFile(this.parts.join(""), "utf8");
+        this.parts = [];
+        this.bytes = 0;
+    }
+}
+async function writeRows(file, rows, signal) {
+    const handle = await open(file, "wx");
+    try {
+        const writer = new BufferedWriter(handle);
+        for await (const row of rows) {
+            signal?.throwIfAborted();
+            await writer.write(`${JSON.stringify(row)}\n`);
+        }
+        await writer.flush();
+    }
+    finally {
+        await handle.close();
+    }
+}
+async function* readRun(file, signal) {
+    const stream = createReadStream(file, { encoding: "utf8", highWaterMark: 16 * 1024, signal });
+    const lines = createInterface({ input: stream, crlfDelay: Infinity });
+    try {
+        for await (const line of lines) {
+            signal?.throwIfAborted();
+            yield JSON.parse(line);
+        }
+    }
+    finally {
+        lines.close();
+        stream.destroy();
+    }
+}
+async function* mergeRuns(files, compare, signal) {
+    const readers = files.map((file) => readRun(file, signal));
+    const heap = [];
+    const push = (entry) => {
+        let index = heap.length;
+        heap.push(entry);
+        while (index > 0) {
+            const parent = (index - 1) >>> 1;
+            if (compare(heap[parent].row, entry.row) <= 0)
+                break;
+            heap[index] = heap[parent];
+            index = parent;
+        }
+        heap[index] = entry;
+    };
+    const pop = () => {
+        const first = heap[0];
+        const last = heap.pop();
+        if (heap.length && last) {
+            let index = 0;
+            while (index * 2 + 1 < heap.length) {
+                let child = index * 2 + 1;
+                if (child + 1 < heap.length && compare(heap[child + 1].row, heap[child].row) < 0)
+                    child++;
+                if (compare(last.row, heap[child].row) <= 0)
+                    break;
+                heap[index] = heap[child];
+                index = child;
+            }
+            heap[index] = last;
+        }
+        return first;
+    };
+    try {
+        for (let index = 0; index < readers.length; index++) {
+            const item = await readers[index].next();
+            if (!item.done)
+                push({ row: item.value, reader: index });
+        }
+        while (heap.length) {
+            signal?.throwIfAborted();
+            const item = pop();
+            yield item.row;
+            const next = await readers[item.reader].next();
+            if (!next.done)
+                push({ row: next.value, reader: item.reader });
+        }
+    }
+    finally {
+        await Promise.all(readers.map((reader) => reader.return(undefined)));
+    }
+}
+async function* externalSort(source, compare, directory, prefix, signal) {
+    let rows = [];
+    let bytes = 0;
+    let sequence = 0;
+    let files = [];
+    const nextFile = () => path.join(directory, `${prefix}-${sequence++}.ndjson`);
+    const spill = async () => {
+        if (!rows.length)
+            return;
+        rows.sort(compare);
+        const file = nextFile();
+        await writeRows(file, rows, signal);
+        files.push(file);
+        rows = [];
+        bytes = 0;
+    };
+    for await (const row of source) {
+        rows.push(row);
+        bytes += Buffer.byteLength(JSON.stringify(row));
+        if (rows.length >= RUN_ROWS || bytes >= RUN_BYTES)
+            await spill();
+    }
+    await spill();
+    while (files.length > MERGE_FAN_IN) {
+        const next = [];
+        for (let index = 0; index < files.length; index += MERGE_FAN_IN) {
+            const group = files.slice(index, index + MERGE_FAN_IN);
+            if (group.length === 1) {
+                next.push(group[0]);
+                continue;
+            }
+            const file = nextFile();
+            await writeRows(file, mergeRuns(group, compare, signal), signal);
+            for (const old of group)
+                await unlink(old);
+            next.push(file);
+        }
+        files = next;
+    }
+    yield* mergeRuns(files, compare, signal);
+    for (const file of files)
+        await unlink(file);
+}
+export async function mergeCsvFiles(files, outputPath, signal) {
+    signal?.throwIfAborted();
+    await mkdir(path.dirname(outputPath), { recursive: true });
+    const workspace = await mkdtemp(path.join(path.dirname(outputPath), ".insight-merge-"));
+    const headers = [];
+    const positions = new Map();
+    let ordinal = 0;
+    async function* inputRows() {
+        for (const file of files) {
+            let columns;
+            let mapping = [];
+            let keyIndices = [];
+            for await (const values of readCsvRows(file, signal)) {
+                if (!columns) {
+                    columns = values;
+                    keyIndices = ["code", "bar_type", "time"].map((key) => values.indexOf(key));
+                    if (keyIndices.includes(-1))
+                        throw new Error("Merged CSV requires code, bar_type, and time columns for deduplication");
+                    mapping = columns.map((column) => {
+                        let index = positions.get(column);
+                        if (index === undefined) {
+                            index = headers.length;
+                            positions.set(column, index);
+                            headers.push(column);
+                        }
+                        return index;
+                    });
+                    continue;
+                }
+                const projected = [];
+                for (let index = 0; index < mapping.length; index++)
+                    projected[mapping[index]] = values[index] ?? "";
+                yield {
+                    key: JSON.stringify(keyIndices.map((index) => values[index] ?? "")),
+                    first: ordinal,
+                    last: ordinal++,
+                    values: projected,
+                };
+            }
+        }
+    }
+    const byKey = (a, b) => (a.key < b.key ? -1 : a.key > b.key ? 1 : a.last - b.last);
+    async function* deduplicated() {
+        let pending;
+        for await (const row of externalSort(inputRows(), byKey, workspace, "key", signal)) {
+            if (pending?.key === row.key) {
+                pending.last = row.last;
+                pending.values = row.values;
+            }
+            else {
+                if (pending)
+                    yield pending;
+                pending = row;
+            }
+        }
+        if (pending)
+            yield pending;
+    }
+    try {
+        const output = path.join(workspace, "merged.csv");
+        const handle = await open(output, "wx");
+        try {
+            const writer = new BufferedWriter(handle);
+            let wroteHeader = false;
+            for await (const row of externalSort(deduplicated(), (a, b) => a.first - b.first, workspace, "order", signal)) {
+                if (!wroteHeader) {
+                    await writer.write(`${headers.map(escapeCsvCell).join(",")}\n`);
+                    wroteHeader = true;
+                }
+                await writer.write(`${headers.map((_header, index) => escapeCsvCell(row.values[index])).join(",")}\n`);
+            }
+            if (!wroteHeader && headers.length)
+                await writer.write(`${headers.map(escapeCsvCell).join(",")}\n`);
+            await writer.flush();
+        }
+        finally {
+            await handle.close();
+        }
+        signal?.throwIfAborted();
+        await rename(output, outputPath);
+    }
+    finally {
+        await rm(workspace, { recursive: true, force: true });
+    }
+}
+//# sourceMappingURL=history-merge.js.map

package/dist/history-merge.js.map

@@ -0,0 +1 @@
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package/dist/history.d.ts

@@ -1,6 +1,7 @@
+import { type ApiRequestOptions } from "./api-client.js";
 export type HistoryBarType = "second" | "minute" | "hour" | "day" | "week" | "month";
 export type HistoryOutputFormat = "json" | "csv" | "both";
-export type RequestFn = (method: string, pathTemplate: string, params: Record<string, any>) => Promise<any>;
+export type RequestFn = (method: string, pathTemplate: string, params: Record<string, any>, options?: ApiRequestOptions) => Promise<any>;
 export interface DownloadHistoryOptions {
     symbol: string;
     from: string;
@@ -30,6 +31,7 @@ export interface HistoryProgressEvent {
     error?: string;
 }
 export interface DownloadHistoryDeps {
+    signal?: AbortSignal;
     request: RequestFn;
     onProgress?: (event: HistoryProgressEvent) => void;
 }

package/dist/history.d.ts.map

@@ -1 +1 @@
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package/dist/history.js

@@ -2,6 +2,8 @@ import { createHash, randomUUID } from "node:crypto";
 import { mkdir, readdir, readFile, rename, rmdir, unlink, writeFile } from "node:fs/promises";
 import path from "node:path";
 import { isTerminalApiError } from "./api-client.js";
+import { CsvParser, escapeCsvCell } from "./csv.js";
+import { mergeCsvFiles } from "./history-merge.js";
 import { validateHistoryBarInterval } from "./history-validation.js";
 const HISTORY_PATH = "/v3/symbols/{symbol}/history";
 const SERIES_PATH = "/v3/symbols/{symbol}/series";
@@ -24,11 +26,26 @@ export async function planHistoryRequests(options, deps) {
     };
 }
 export async function downloadHistory(options, deps) {
+    deps.signal?.throwIfAborted();
+    const controller = new AbortController();
+    const abort = () => controller.abort(deps.signal?.reason);
+    deps.signal?.addEventListener("abort", abort, { once: true });
+    try {
+        return await downloadHistoryRun(options, { ...deps, signal: controller.signal }, controller);
+    }
+    finally {
+        deps.signal?.removeEventListener("abort", abort);
+    }
+}
+async function downloadHistoryRun(options, deps, controller) {
     const format = options.format ?? "csv";
     const concurrency = normalizeConcurrency(options.concurrency);
     const shouldMergeCsv = options.merge ?? true;
     await validateOutputDirectory(options.output_dir);
-    const plan = await planHistoryRequests(options, deps);
+    const plan = await planHistoryRequests(options, {
+        request: (method, route, params) => deps.request(method, route, params, { signal: deps.signal }),
+    });
+    deps.signal?.throwIfAborted();
     const mergeCsvFilesByRequestIndex = new Map();
     const createdCsvFiles = new Set();
     const result = {
@@ -45,7 +62,7 @@ export async function downloadHistory(options, deps) {
     let nextIndex = 0;
     let terminalError = null;
     async function worker() {
-        while (!terminalError && nextIndex < plan.requests.length) {
+        while (!controller.signal.aborted && nextIndex < plan.requests.length) {
             const requestIndex = nextIndex;
             const request = plan.requests[requestIndex];
             nextIndex += 1;
@@ -53,6 +70,7 @@ export async function downloadHistory(options, deps) {
             const startDate = String(request.params.start_date ?? `${options.from}_${options.to}`);
             const symbol = String(request.params.symbol);
             try {
+                controller.signal.throwIfAborted();
                 const existingTargetFiles = !options.overwrite
                     ? await findExistingTargetFiles(request.outputBasePath, format, request)
                     : null;
@@ -70,7 +88,8 @@ export async function downloadHistory(options, deps) {
                     });
                     continue;
                 }
-                const response = filterResponseForRequest(await deps.request("GET", request.method === "series" ? SERIES_PATH : HISTORY_PATH, request.params), options, request);
+                const response = filterResponseForRequest(await deps.request("GET", request.method === "series" ? SERIES_PATH : HISTORY_PATH, request.params, { signal: controller.signal }), options, request);
+                controller.signal.throwIfAborted();
                 const message = response?.message ?? response?.error;
                 if (message && !Array.isArray(response?.series)) {
                     result.skipped += 1;
@@ -103,6 +122,7 @@ export async function downloadHistory(options, deps) {
                     continue;
                 }
                 for (const filePath of targetFiles) {
+                    controller.signal.throwIfAborted();
                     await removeOutputMarker(filePath);
                     let content;
                     if (filePath.endsWith(".csv")) {
@@ -133,8 +153,11 @@ export async function downloadHistory(options, deps) {
                 });
             }
             catch (error) {
+                if (controller.signal.aborted)
+                    return;
                 if (isTerminalApiError(error)) {
                     terminalError = error;
+                    controller.abort(error);
                     nextIndex = plan.requests.length;
                     throw error;
                 }
@@ -154,19 +177,26 @@ export async function downloadHistory(options, deps) {
             }
         }
     }
-    await Promise.all(Array.from({ length: Math.min(concurrency, plan.requests.length) }, () => worker()));
-    if (shouldMergeCsv && (format === "csv" || format === "both")) {
+    const workers = await Promise.allSettled(Array.from({ length: Math.min(concurrency, plan.requests.length) }, () => worker()));
+    if (terminalError)
+        throw terminalError;
+    for (const worker of workers)
+        if (worker.status === "rejected")
+            throw worker.reason;
+    controller.signal.throwIfAborted();
+    if (result.failed === 0 && shouldMergeCsv && (format === "csv" || format === "both")) {
         const orderedCsvFiles = plan.requests.flatMap((_request, index) => mergeCsvFilesByRequestIndex.get(index) ?? []);
         if (orderedCsvFiles.length > 0) {
             const mergedFile = mergedCsvPath(options, path.basename(path.dirname(orderedCsvFiles[0])));
-            await mergeCsvFiles(orderedCsvFiles, mergedFile);
+            await mergeCsvFiles(orderedCsvFiles, mergedFile, controller.signal);
             await removeLegacyMergedMarker(mergedFile);
             result.merged_file = mergedFile;
             result.files.push(mergedFile);
             if (!options.keep_chunks) {
                 const removableCsvFiles = await filterRemovableChunkFiles(orderedCsvFiles, createdCsvFiles);
                 await removeChunkFilesAndMarkers(removableCsvFiles, options.output_dir);
-                result.files = result.files.filter((filePath) => !removableCsvFiles.includes(filePath));
+                const removedFiles = new Set(removableCsvFiles);
+                result.files = result.files.filter((filePath) => !removedFiles.has(filePath));
             }
         }
     }
@@ -251,6 +281,8 @@ function planRequestsForSymbol(options, symbol, outputSymbol = symbol) {
 async function planFuturesHistoryRequests(options, request) {
     const schedule = await fetchContractSchedule(options.symbol, request);
     const range = monthRangeFor(options.from, options.to);
+    const firstDay = formatDay(parseDay(options.from, "start"));
+    const lastDay = formatDay(parseDay(options.to, "end"));
     const lookback = options.contract_lookback_months ?? DEFAULT_CONTRACT_LOOKBACK_MONTHS;
     const requests = [];
     for (let year = range.start.year; year <= range.end.year + 1; year += 1) {
@@ -267,6 +299,8 @@ async function planFuturesHistoryRequests(options, request) {
                 const symbol = `${schedule.fullBaseCode}${monthCode}${year}`;
                 const startDate = formatMonth(month);
                 for (const archiveDate of expandArchiveStartDates(startDate, options.bar_type)) {
+                    if (options.bar_type === "second" && (archiveDate < firstDay || archiveDate > lastDay))
+                        continue;
                     requests.push({
                         method: "history",
                         params: {
@@ -336,6 +370,9 @@ function validateOptions(options) {
     if (![...HISTORY_BAR_TYPES, ...SERIES_BAR_TYPES].includes(options.bar_type)) {
         throw new Error("bar_type must be second, minute, hour, day, week, or month");
     }
+    if (compareDays(parseDay(options.from, "start"), parseDay(options.to, "end")) > 0) {
+        throw new Error("from must be before or equal to to");
+    }
     normalizeConcurrency(options.concurrency);
     if (options.format && !["json", "csv", "both"].includes(options.format)) {
         throw new Error("format must be json, csv, or both");
@@ -508,47 +545,6 @@ function outputBasePathForResponse(request, response) {
 function mergedCsvPath(options, barTypeLabel) {
     return path.join(path.resolve(options.output_dir), sanitizePathPart(options.symbol), sanitizePathPart(barTypeLabel), "merged.csv");
 }
-async function mergeCsvFiles(files, outputPath) {
-    const headers = [];
-    const headerSet = new Set();
-    const rowsByKey = new Map();
-    for (const file of files) {
-        const content = await readFile(file, "utf8");
-        if (!content.trim())
-            continue;
-        const lines = content.split(/\r?\n/).filter((line) => line.length > 0);
-        if (lines.length === 0)
-            continue;
-        const columns = parseCsvLine(lines[0]);
-        const codeIndex = columns.indexOf("code");
-        const barTypeIndex = columns.indexOf("bar_type");
-        const timeIndex = columns.indexOf("time");
-        if (codeIndex === -1 || barTypeIndex === -1 || timeIndex === -1) {
-            throw new Error("Merged CSV requires code, bar_type, and time columns for deduplication");
-        }
-        for (const column of columns) {
-            if (!headerSet.has(column)) {
-                headerSet.add(column);
-                headers.push(column);
-            }
-        }
-        for (const line of lines.slice(1)) {
-            const values = parseCsvLine(line);
-            const key = [codeIndex, barTypeIndex, timeIndex]
-                .map((index) => values[index] ?? "")
-                .join("\u0000");
-            const row = {};
-            for (let index = 0; index < columns.length; index += 1) {
-                row[columns[index]] = values[index] ?? "";
-            }
-            rowsByKey.set(key, row);
-        }
-    }
-    const rows = Array.from(rowsByKey.values()).map((row) => headers.map((header) => row[header] ?? ""));
-    const content = headers.length > 0 ? serializeCsvRows(headers, rows) : "";
-    await writeFileAtomic(outputPath, content);
-    return content;
-}
 async function allFilesAreResumable(files, request) {
     for (const file of files) {
         if (!(await isExistingOutputFileResumable(file, request))) {
@@ -576,21 +572,22 @@ async function isExistingOutputFileResumable(file, request) {
     }
 }
 function validateCsvContent(content) {
-    if (!content.trim())
-        throw new Error("CSV output is empty");
-    const lines = content.split(/\r?\n/).filter((line) => line.length > 0);
-    if (lines.length < 2)
-        throw new Error("CSV output has no data rows");
-    const columns = parseCsvLine(lines[0]);
-    const required = ["code", "bar_type", "time"];
-    for (const column of required) {
-        if (!columns.includes(column)) {
-            throw new Error(`CSV output is missing ${column} column`);
+    const parser = new CsvParser();
+    let rows = 0;
+    const validate = (row) => {
+        if (rows++ === 0) {
+            for (const column of ["code", "bar_type", "time"]) {
+                if (!row.includes(column))
+                    throw new Error(`CSV output is missing ${column} column`);
+            }
         }
-    }
-    for (const line of lines.slice(1)) {
-        parseCsvLine(line);
-    }
+    };
+    for (const row of parser.push(content))
+        validate(row);
+    for (const row of parser.finish())
+        validate(row);
+    if (rows < 2)
+        throw new Error("CSV output has no data rows");
 }
 function validateJsonContent(content) {
     if (!content.trim())
@@ -772,44 +769,6 @@ function serializeCsvRows(headers, rows) {
     }
     return `${lines.join("\n")}\n`;
 }
-function escapeCsvCell(value) {
-    if (value === undefined || value === null)
-        return "";
-    const text = typeof value === "object" ? JSON.stringify(value) : String(value);
-    if (/[",\n\r]/.test(text)) {
-        return `"${text.replace(/"/g, '""')}"`;
-    }
-    return text;
-}
-function parseCsvLine(line) {
-    const cells = [];
-    let current = "";
-    let inQuotes = false;
-    for (let index = 0; index < line.length; index += 1) {
-        const char = line[index];
-        if (char === '"') {
-            if (inQuotes && line[index + 1] === '"') {
-                current += '"';
-                index += 1;
-            }
-            else {
-                inQuotes = !inQuotes;
-            }
-            continue;
-        }
-        if (char === "," && !inQuotes) {
-            cells.push(current);
-            current = "";
-            continue;
-        }
-        current += char;
-    }
-    if (inQuotes) {
-        throw new Error("CSV line has an unterminated quoted field");
-    }
-    cells.push(current);
-    return cells;
-}
 function parseSettlementMonth(value) {
     const match = /^\d{4}(?<month>\d{2})\d{2}$/.exec(value);
     if (!match?.groups)