@r2wa-org/eden 0.0.78 → 0.0.80

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

@@ -1,7 +1,7 @@
-export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").BuildSchema<"select", {
+export declare const marketDataKlineSelectSchema: import("drizzle-typebox").BuildSchema<"select", {
     createdAt: import("drizzle-orm/pg-core").PgColumn<{
         name: "created_at";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -18,7 +18,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     updatedAt: import("drizzle-orm/pg-core").PgColumn<{
         name: "updated_at";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -35,7 +35,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     id: import("drizzle-orm/pg-core").PgColumn<{
         name: "id";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgUUID";
         data: string;
@@ -50,60 +50,9 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
         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";
+    symbol: import("drizzle-orm/pg-core").PgColumn<{
+        name: "symbol";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgText";
         data: string;
@@ -118,9 +67,9 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
         identity: undefined;
         generated: undefined;
     }, {}, {}>;
-    source: import("drizzle-orm/pg-core").PgColumn<{
-        name: "source";
-        tableName: "market_data_kline_1m";
+    resolution: import("drizzle-orm/pg-core").PgColumn<{
+        name: "resolution";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgText";
         data: string;
@@ -135,9 +84,9 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
         identity: undefined;
         generated: undefined;
     }, {}, {}>;
-    bucketAt: import("drizzle-orm/pg-core").PgColumn<{
-        name: "bucket_at";
-        tableName: "market_data_kline_1m";
+    openTime: import("drizzle-orm/pg-core").PgColumn<{
+        name: "open_time";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -154,7 +103,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     open: import("drizzle-orm/pg-core").PgColumn<{
         name: "open";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -171,7 +120,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     high: import("drizzle-orm/pg-core").PgColumn<{
         name: "high";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -188,7 +137,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     low: import("drizzle-orm/pg-core").PgColumn<{
         name: "low";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -205,7 +154,7 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     close: import("drizzle-orm/pg-core").PgColumn<{
         name: "close";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -220,32 +169,15 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
         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";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
         driverParam: string;
         notNull: true;
-        hasDefault: true;
+        hasDefault: false;
         isPrimaryKey: false;
         isAutoincrement: false;
         hasRuntimeDefault: false;
@@ -255,11 +187,11 @@ export declare const marketDataKline1mSelectSchema: import("drizzle-typebox").Bu
         generated: undefined;
     }, {}, {}>;
 }, undefined>;
-export type MarketDataKline1mSelectSchemaType = typeof marketDataKline1mSelectSchema.static;
-export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").BuildSchema<"insert", {
+export type MarketDataKlineSelectSchemaType = typeof marketDataKlineSelectSchema.static;
+export declare const marketDataKlineInsertSchema: import("drizzle-typebox").BuildSchema<"insert", {
     createdAt: import("drizzle-orm/pg-core").PgColumn<{
         name: "created_at";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -276,7 +208,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     updatedAt: import("drizzle-orm/pg-core").PgColumn<{
         name: "updated_at";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -293,7 +225,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     id: import("drizzle-orm/pg-core").PgColumn<{
         name: "id";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgUUID";
         data: string;
@@ -308,60 +240,9 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
         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";
+    symbol: import("drizzle-orm/pg-core").PgColumn<{
+        name: "symbol";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgText";
         data: string;
@@ -376,9 +257,9 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
         identity: undefined;
         generated: undefined;
     }, {}, {}>;
-    source: import("drizzle-orm/pg-core").PgColumn<{
-        name: "source";
-        tableName: "market_data_kline_1m";
+    resolution: import("drizzle-orm/pg-core").PgColumn<{
+        name: "resolution";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgText";
         data: string;
@@ -393,9 +274,9 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
         identity: undefined;
         generated: undefined;
     }, {}, {}>;
-    bucketAt: import("drizzle-orm/pg-core").PgColumn<{
-        name: "bucket_at";
-        tableName: "market_data_kline_1m";
+    openTime: import("drizzle-orm/pg-core").PgColumn<{
+        name: "open_time";
+        tableName: "market_data_kline";
         dataType: "date";
         columnType: "PgTimestamp";
         data: Date;
@@ -412,7 +293,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     open: import("drizzle-orm/pg-core").PgColumn<{
         name: "open";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -429,7 +310,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     high: import("drizzle-orm/pg-core").PgColumn<{
         name: "high";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -446,7 +327,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     low: import("drizzle-orm/pg-core").PgColumn<{
         name: "low";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -463,7 +344,7 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
     }, {}, {}>;
     close: import("drizzle-orm/pg-core").PgColumn<{
         name: "close";
-        tableName: "market_data_kline_1m";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
@@ -478,32 +359,15 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
         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";
+        tableName: "market_data_kline";
         dataType: "string";
         columnType: "PgNumeric";
         data: string;
         driverParam: string;
         notNull: true;
-        hasDefault: true;
+        hasDefault: false;
         isPrimaryKey: false;
         isAutoincrement: false;
         hasRuntimeDefault: false;
@@ -513,4 +377,4 @@ export declare const marketDataKline1mInsertSchema: import("drizzle-typebox").Bu
         generated: undefined;
     }, {}, {}>;
 }, undefined>;
-export type MarketDataKline1mInsertSchemaType = typeof marketDataKline1mInsertSchema.static;
+export type MarketDataKlineInsertSchemaType = typeof marketDataKlineInsertSchema.static;

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

@@ -1,77 +1,108 @@
+import type { SupportedResolution } from '../resolutions';
 import { assetPrice } from '../../asset-price/schema';
-interface PairAsset {
-    id: string;
-    code: string;
+interface MarketAggregateTarget {
+    symbol: string;
+    baseAssetId: string;
+    quoteAssetId: string;
+    marketIds: string[];
+}
+interface KlineSnapshot {
+    open: string;
+    high: string;
+    low: string;
+    close: 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 normalizeSymbol(symbol: string): string;
+    protected static normalizeResolution(resolution?: string): SupportedResolution;
+    protected static alignOpenTime(date: Date, resolution: SupportedResolution): Date;
+    protected static getBucketCloseTime(openTime: Date, resolution: SupportedResolution): Date;
+    protected static buildKlineByTicks(ticks: Array<typeof assetPrice.$inferSelect>): KlineSnapshot | null;
     protected static assertKlineTimeRange(startDate?: Date, endDate?: Date): void;
-    protected static buildKlineByTicks(ticks: Array<typeof assetPrice.$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;
+    static listKlines(query: {
+        symbol?: string;
+        resolution?: string;
         startDate?: Date;
         endDate?: Date;
         limit?: number;
+        offset?: number;
+    }): Promise<{
+        items: {
+            symbol: string;
+            id: string;
+            createdAt: Date;
+            updatedAt: Date;
+            low: string;
+            high: string;
+            resolution: string;
+            openTime: Date;
+            open: string;
+            close: string;
+            volume: string;
+        }[];
+        total: number;
+    }>;
+    static getActiveMarketTargets(): Promise<MarketAggregateTarget[]>;
+    static aggregateKlineForTarget(params: {
+        target: MarketAggregateTarget;
+        resolution: SupportedResolution;
+        runAt: Date;
+        openTime?: Date;
+    }): Promise<{
+        symbol: string;
+        id: string;
+        createdAt: Date;
+        updatedAt: Date;
+        low: string;
+        high: string;
+        resolution: string;
+        openTime: Date;
+        open: string;
+        close: string;
+        volume: string;
+    } | null>;
+    static runAggregateForSymbol(params: {
+        symbol: string;
+        resolution?: string;
+        openTime?: Date;
+        runAt?: Date;
     }): Promise<{
+        symbol: string;
         id: string;
         createdAt: Date;
         updatedAt: Date;
-        baseAssetId: string;
-        baseAsset: string;
-        quoteAssetId: string;
-        quoteAsset: string;
-        source: string;
         low: string;
         high: string;
-        bucketAt: Date;
+        resolution: string;
+        openTime: Date;
         open: string;
         close: string;
-        tickCount: number;
         volume: string;
     }[]>;
-    static aggregateMinuteKlineByPairIds(baseAssetId: string, quoteAssetId: string, source: string, bucketAt: Date): Promise<{
+    static runAggregateForTradeMarket(params: {
+        tradeMarketId: string;
+        resolution?: string;
+        openTime?: Date;
+        runAt?: Date;
+    }): Promise<{
+        symbol: string;
         id: string;
         createdAt: Date;
         updatedAt: Date;
-        baseAssetId: string;
-        baseAsset: string;
-        quoteAssetId: string;
-        quoteAsset: string;
-        source: string;
         low: string;
         high: string;
-        bucketAt: Date;
+        resolution: string;
+        openTime: Date;
         open: string;
         close: string;
-        tickCount: number;
         volume: string;
-    } | null>;
-    static runAggregateForEnabledPricingStrategies(runAt?: Date): Promise<{
+    }[]>;
+    static runAggregateForActiveMarkets(runAt?: Date): Promise<{
         successCount: number;
         failedPairs: string[];
-        bucketAt: Date;
+        runAt: Date;
     }>;
 }
 export {};

package/dist/market-data/resolutions.d.ts

@@ -0,0 +1,9 @@
+export declare const supportedResolutions: readonly ["1", "5", "15", "30", "60", "240", "1D", "1W", "1M"];
+export type SupportedResolution = (typeof supportedResolutions)[number];
+export declare const resolutionToMs: Record<SupportedResolution, number>;
+/**
+ * 持久化分辨率列表，超过此范围的分辨率不进行数据库持久化，仅用于内存计算。
+ * 目前仅持久化 1m、1h、1d 三种分辨率
+ * 系统返回也只支持这三种分辨率，其他分辨率暂不开放
+ */
+export declare const persistedResolutions: Set<"1" | "5" | "15" | "30" | "60" | "240" | "1D" | "1W" | "1M">;