@r2wa-org/eden 0.0.51 → 0.0.54

package/dist/src/market-data/cron.d.ts

@@ -0,0 +1,57 @@
+import { Elysia } from "elysia";
+/**
+ * 行情聚合任务
+ * 每分钟第5秒聚合上一分钟K线
+ */
+export declare const marketDataCronJobs: Elysia<"", {
+    decorator: {};
+    store: {
+        cron: Record<`${string}-market-data-aggregate-1m`, import("croner").Cron>;
+    };
+    derive: {};
+    resolve: {};
+}, {
+    typebox: {};
+    error: {};
+} & {
+    typebox: {};
+    error: {};
+}, {
+    schema: {};
+    standaloneSchema: {};
+    macro: {};
+    macroFn: {};
+    parser: {};
+    response: {};
+} & {
+    schema: {};
+    standaloneSchema: {};
+    macro: {};
+    macroFn: {};
+    parser: {};
+    response: {};
+}, {}, {
+    derive: {};
+    resolve: {};
+    schema: {};
+    standaloneSchema: {};
+    response: {};
+} & {
+    derive: {};
+    resolve: {};
+    schema: {};
+    standaloneSchema: {};
+    response: {};
+}, {
+    derive: {};
+    resolve: {};
+    schema: {};
+    standaloneSchema: {};
+    response: {};
+} & {
+    derive: {};
+    resolve: {};
+    schema: {};
+    standaloneSchema: {};
+    response: {};
+}>;

package/dist/src/market-data/db.schemas.d.ts

@@ -0,0 +1,516 @@
+export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").BuildSchema<"select", {
+    createdAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "created_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    updatedAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "updated_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    id: import("drizzle-orm/pg-core").PgColumn<{
+        name: "id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: true;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    baseAssetId: import("drizzle-orm/pg-core").PgColumn<{
+        name: "base_asset_id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    baseAsset: import("drizzle-orm/pg-core").PgColumn<{
+        name: "base_asset";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    quoteAssetId: import("drizzle-orm/pg-core").PgColumn<{
+        name: "quote_asset_id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    quoteAsset: import("drizzle-orm/pg-core").PgColumn<{
+        name: "quote_asset";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    source: import("drizzle-orm/pg-core").PgColumn<{
+        name: "source";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    bucketAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "bucket_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    open: import("drizzle-orm/pg-core").PgColumn<{
+        name: "open";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    high: import("drizzle-orm/pg-core").PgColumn<{
+        name: "high";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    low: import("drizzle-orm/pg-core").PgColumn<{
+        name: "low";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    close: import("drizzle-orm/pg-core").PgColumn<{
+        name: "close";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    tickCount: import("drizzle-orm/pg-core").PgColumn<{
+        name: "tick_count";
+        tableName: "market_data_kline_1m";
+        dataType: "number";
+        columnType: "PgInteger";
+        data: number;
+        driverParam: string | number;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    volume: import("drizzle-orm/pg-core").PgColumn<{
+        name: "volume";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+}, undefined>;
+export type MarketDataKline1mSelectSchemaType = typeof marketDataKline1mSelectSchema.static;
+export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").BuildSchema<"insert", {
+    createdAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "created_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    updatedAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "updated_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    id: import("drizzle-orm/pg-core").PgColumn<{
+        name: "id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: true;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    baseAssetId: import("drizzle-orm/pg-core").PgColumn<{
+        name: "base_asset_id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    baseAsset: import("drizzle-orm/pg-core").PgColumn<{
+        name: "base_asset";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    quoteAssetId: import("drizzle-orm/pg-core").PgColumn<{
+        name: "quote_asset_id";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgUUID";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    quoteAsset: import("drizzle-orm/pg-core").PgColumn<{
+        name: "quote_asset";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    source: import("drizzle-orm/pg-core").PgColumn<{
+        name: "source";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgText";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: [string, ...string[]];
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    bucketAt: import("drizzle-orm/pg-core").PgColumn<{
+        name: "bucket_at";
+        tableName: "market_data_kline_1m";
+        dataType: "date";
+        columnType: "PgTimestamp";
+        data: Date;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    open: import("drizzle-orm/pg-core").PgColumn<{
+        name: "open";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    high: import("drizzle-orm/pg-core").PgColumn<{
+        name: "high";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    low: import("drizzle-orm/pg-core").PgColumn<{
+        name: "low";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    close: import("drizzle-orm/pg-core").PgColumn<{
+        name: "close";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: false;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    tickCount: import("drizzle-orm/pg-core").PgColumn<{
+        name: "tick_count";
+        tableName: "market_data_kline_1m";
+        dataType: "number";
+        columnType: "PgInteger";
+        data: number;
+        driverParam: string | number;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+    volume: import("drizzle-orm/pg-core").PgColumn<{
+        name: "volume";
+        tableName: "market_data_kline_1m";
+        dataType: "string";
+        columnType: "PgNumeric";
+        data: string;
+        driverParam: string;
+        notNull: true;
+        hasDefault: true;
+        isPrimaryKey: false;
+        isAutoincrement: false;
+        hasRuntimeDefault: false;
+        enumValues: undefined;
+        baseColumn: never;
+        identity: undefined;
+        generated: undefined;
+    }, {}, {}>;
+}, undefined>;
+export type MarketDataKline1mInsertSchemaType = typeof marketDataKline1mInsertSchema.static;

package/dist/src/market-data/errors/index.d.ts

@@ -0,0 +1,12 @@
+export * from "./locales/zh";
+export declare const MarketDataErrorCodes: {
+    readonly MARKET_DATA_ASSET_NOT_FOUND: "MARKET_DATA_ASSET_NOT_FOUND";
+    readonly MARKET_DATA_PAIR_INVALID: "MARKET_DATA_PAIR_INVALID";
+    readonly MARKET_DATA_KLINE_TIME_RANGE_INVALID: "MARKET_DATA_KLINE_TIME_RANGE_INVALID";
+};
+type MarketDataErrorCodesType = typeof MarketDataErrorCodes;
+export type MarketDataErrorCode = keyof MarketDataErrorCodesType;
+declare module "../../error/errorcode" {
+    interface ErrorCodeRegistry extends MarketDataErrorCodesType {
+    }
+}

package/dist/src/market-data/errors/locales/zh.d.ts

@@ -0,0 +1,11 @@
+export declare const zh: {
+    MARKET_DATA_ASSET_NOT_FOUND: string;
+    MARKET_DATA_PAIR_INVALID: string;
+    MARKET_DATA_KLINE_TIME_RANGE_INVALID: string;
+};
+type ZHType = typeof zh;
+declare module "../../../error/messages" {
+    interface ErrorMessageRegistry extends ZHType {
+    }
+}
+export {};

package/dist/src/market-data/index.d.ts

@@ -0,0 +1,8 @@
+export * from "./admin/service";
+export * from "./db.schemas";
+export * from "./errors";
+export * from "./internal/service";
+export * from "./permissions";
+export * from "./schema";
+export { marketDataRouter } from "./user/router";
+export * from "./user/service";

package/dist/src/market-data/internal/service.d.ts

@@ -0,0 +1,77 @@
+import { assetPrice } from "../../asset-price/schema";
+interface PairAsset {
+    id: string;
+    code: string;
+}
+export declare abstract class BaseMarketDataService {
+    protected static normalizeMinuteBucket(date: Date): Date;
+    protected static getNextMinute(date: Date): Date;
+    protected static getPairByCode(baseAsset: string, quoteAsset: string): Promise<{
+        base: PairAsset;
+        quote: PairAsset;
+    }>;
+    protected static assertKlineTimeRange(startDate?: Date, endDate?: Date): void;
+    protected static buildKlineByTicks(ticks: Array<typeof assetPrice.$inferSelect>): {
+        open: string;
+        high: string;
+        low: string;
+        close: string;
+        tickCount: number;
+    } | null;
+}
+export declare abstract class InternalMarketDataService extends BaseMarketDataService {
+    static getLatestTicker(baseAsset: string, quoteAsset: string, source?: string): Promise<{
+        baseAssetId: string;
+        baseAsset: string;
+        quoteAssetId: string;
+        quoteAsset: string;
+        source: string;
+        latestPrice: string;
+        effectiveAt: Date;
+    }>;
+    static listKline1mByCode(baseAsset: string, quoteAsset: string, query?: {
+        source?: string;
+        startDate?: Date;
+        endDate?: Date;
+        limit?: number;
+    }): Promise<{
+        id: string;
+        createdAt: Date;
+        updatedAt: Date;
+        baseAssetId: string;
+        baseAsset: string;
+        quoteAssetId: string;
+        quoteAsset: string;
+        source: string;
+        low: string;
+        high: string;
+        bucketAt: Date;
+        open: string;
+        close: string;
+        tickCount: number;
+        volume: string;
+    }[]>;
+    static aggregateMinuteKlineByPairIds(baseAssetId: string, quoteAssetId: string, source: string, bucketAt: Date): Promise<{
+        id: string;
+        createdAt: Date;
+        updatedAt: Date;
+        baseAssetId: string;
+        baseAsset: string;
+        quoteAssetId: string;
+        quoteAsset: string;
+        source: string;
+        low: string;
+        high: string;
+        bucketAt: Date;
+        open: string;
+        close: string;
+        tickCount: number;
+        volume: string;
+    } | null>;
+    static runAggregateForEnabledPricingStrategies(runAt?: Date): Promise<{
+        successCount: number;
+        failedPairs: string[];
+        bucketAt: Date;
+    }>;
+}
+export {};

package/dist/src/market-data/permissions.d.ts

@@ -0,0 +1,6 @@
+export declare const marketDataPermissions: {
+    readonly "market_data:ticker": readonly ["read", "latest"];
+    readonly "market_data:kline": readonly ["read", "list"];
+    readonly "market_data:admin": readonly ["read", "list", "run"];
+};
+export type MarketDataPermission = keyof typeof marketDataPermissions;