@tradejs/cli 2.0.18 → 2.0.19

package/dist/lib/binanceMarketContextBackfill.js

@@ -47,7 +47,8 @@ var import_chalk = __toESM(require("chalk"));
 var import_connectors = require("@tradejs/connectors");
 var import_connectors2 = require("@tradejs/node/connectors");
 var import_strategies = require("@tradejs/node/strategies");
-var import_timescale = require("@tradejs/infra/timescale");
+var import_marketContext = require("@tradejs/infra/timescale/marketContext");
+var import_client = require("@tradejs/infra/timescale/client");
 
 // src/lib/binanceMarketData.ts
 var MARKET_FEATURE_INTERVAL_MS = {
@@ -555,7 +556,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
   if (endMs <= Math.min(breadthStartMs, tradeFlowStartMs)) {
     return skippedBackfillResult();
   }
-  await (0, import_timescale.waitForDbReady)();
+  await (0, import_client.waitForDbReady)();
   const connector = await getBinanceConnector({
     projectRoot: params.projectRoot,
     userName: params.userName
@@ -601,7 +602,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
     )
   );
   if (includeTradeFlow && referenceSymbols.length) {
-    const coverage = await (0, import_timescale.getMarketTradeFlowCoverage)({
+    const coverage = await (0, import_marketContext.getMarketTradeFlowCoverage)({
       symbols: referenceSymbols,
       interval,
       startMs: tradeFlowStartMs,
@@ -685,7 +686,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
           const ts = row.ts.getTime();
           return ts >= chunk.startMs && ts <= chunk.endMs;
         });
-        await (0, import_timescale.upsertMarketTradeFlowRows)(boundedRows);
+        await (0, import_marketContext.upsertMarketTradeFlowRows)(boundedRows);
         tradeFlowRows += boundedRows.length;
         chunkBar?.tick(1, {
           rows: tradeFlowRows,
@@ -713,7 +714,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
     });
     const plans = await Promise.all(
       breadthUniverses.map(async (definition) => {
-        const coverage = await (0, import_timescale.getMarketBreadthCoverage)({
+        const coverage = await (0, import_marketContext.getMarketBreadthCoverage)({
           universe: definition.universe,
           interval,
           startMs: breadthStartMs,
@@ -814,7 +815,7 @@ var backfillBinanceMarketContext = async (params, enabled) => {
           const ts = row.ts.getTime();
           return ts >= chunk.startMs && ts <= chunk.endMs;
         });
-        await (0, import_timescale.upsertMarketBreadthRows)(rows);
+        await (0, import_marketContext.upsertMarketBreadthRows)(rows);
         breadthRows += rows.length;
       }
     }

package/dist/lib/coinMarketCapContextBackfill.js

@@ -49,7 +49,8 @@ __export(coinMarketCapContextBackfill_exports, {
 module.exports = __toCommonJS(coinMarketCapContextBackfill_exports);
 var import_chalk = __toESM(require("chalk"));
 var import_async = require("@tradejs/core/async");
-var import_timescale = require("@tradejs/infra/timescale");
+var import_marketContext = require("@tradejs/infra/timescale/marketContext");
+var import_client = require("@tradejs/infra/timescale/client");
 var import_userSettings = require("@tradejs/infra/userSettings");
 var DAY_MS = 864e5;
 var DEFAULT_CONTEXT_MAX_AGE_MS = 48 * 60 * 6e4;
@@ -313,7 +314,7 @@ var logBackfillSourceDone = (params) => {
     )
   );
 };
-var markBackfillCoverage = (rows) => (0, import_timescale.upsertMarketContextBackfillCoverage)(rows);
+var markBackfillCoverage = (rows) => (0, import_marketContext.upsertMarketContextBackfillCoverage)(rows);
 var coinMarketCapFetch = async (params) => {
   const url = new URL(`${getBaseUrl()}${params.path}`);
   for (const [key, value] of Object.entries(params.searchParams)) {
@@ -642,7 +643,7 @@ var backfillCoinMarketCapContext = async (params) => {
   if (toMs <= fromMs) return skippedResult();
   const exchangeLiquidityEnabled = isExchangeLiquidityBackfillEnabled();
   const fearGreedEnabled = isFearGreedBackfillEnabled();
-  await (0, import_timescale.waitForDbReady)();
+  await (0, import_client.waitForDbReady)();
   const [
     globalDailyCoverage,
     referenceDailyCoverage,
@@ -655,66 +656,66 @@ var backfillCoinMarketCapContext = async (params) => {
     fearGreedBackfillCoverage,
     indexBackfillCoverage
   ] = await Promise.all([
-    (0, import_timescale.getMarketGlobalContextCoverage)({
+    (0, import_marketContext.getMarketGlobalContextCoverage)({
       source: SOURCE_GLOBAL_DAILY,
       startMs: fromMs,
       endMs: toMs
     }),
-    (0, import_timescale.getMarketReferenceAssetContextCoverage)({
+    (0, import_marketContext.getMarketReferenceAssetContextCoverage)({
       source: SOURCE_REFERENCE,
       symbols: REFERENCE_ASSETS.map((item) => item.symbol),
       interval: "1d",
       startMs: fromMs,
       endMs: toMs
     }),
-    exchangeLiquidityEnabled ? (0, import_timescale.getMarketCmcExchangeLiquidityContextCoverage)({
+    exchangeLiquidityEnabled ? (0, import_marketContext.getMarketCmcExchangeLiquidityContextCoverage)({
       source: SOURCE_EXCHANGE_LIQUIDITY,
       interval: "1d",
       startMs: fromMs,
       endMs: toMs
     }) : Promise.resolve(null),
-    fearGreedEnabled ? (0, import_timescale.getMarketCmcFearGreedContextCoverage)({
+    fearGreedEnabled ? (0, import_marketContext.getMarketCmcFearGreedContextCoverage)({
       source: SOURCE_FEAR_GREED,
       interval: "1d",
       startMs: fromMs,
       endMs: toMs
     }) : Promise.resolve(null),
-    (0, import_timescale.getMarketCmcIndexContextCoverage)({
+    (0, import_marketContext.getMarketCmcIndexContextCoverage)({
       source: SOURCE_INDEX,
       indexSlugs: CMC_INDEXES.map((index) => index.slug),
       interval: "1d",
       startMs: fromMs,
       endMs: toMs
     }),
-    (0, import_timescale.getMarketContextBackfillCoverage)({
+    (0, import_marketContext.getMarketContextBackfillCoverage)({
       source: SOURCE_GLOBAL_DAILY,
       scopes: [COVERAGE_SCOPE_ALL],
       interval: "1d",
       fromMs,
       toMs
     }),
-    (0, import_timescale.getMarketContextBackfillCoverage)({
+    (0, import_marketContext.getMarketContextBackfillCoverage)({
       source: SOURCE_REFERENCE,
       scopes: REFERENCE_ASSETS.map((item) => item.symbol),
       interval: "1d",
       fromMs,
       toMs
     }),
-    exchangeLiquidityEnabled ? (0, import_timescale.getMarketContextBackfillCoverage)({
+    exchangeLiquidityEnabled ? (0, import_marketContext.getMarketContextBackfillCoverage)({
       source: SOURCE_EXCHANGE_LIQUIDITY,
       scopes: [COVERAGE_SCOPE_ALL],
       interval: "1d",
       fromMs,
       toMs
     }) : Promise.resolve([]),
-    fearGreedEnabled ? (0, import_timescale.getMarketContextBackfillCoverage)({
+    fearGreedEnabled ? (0, import_marketContext.getMarketContextBackfillCoverage)({
       source: SOURCE_FEAR_GREED,
       scopes: [COVERAGE_SCOPE_ALL],
       interval: "1d",
       fromMs,
       toMs
     }) : Promise.resolve([]),
-    (0, import_timescale.getMarketContextBackfillCoverage)({
+    (0, import_marketContext.getMarketContextBackfillCoverage)({
       source: SOURCE_INDEX,
       scopes: CMC_INDEXES.map((index) => index.slug),
       interval: "1d",
@@ -905,7 +906,7 @@ var backfillCoinMarketCapContext = async (params) => {
       }
     });
     const rows = coinMarketCapGlobalPayloadToRows(payload, SOURCE_GLOBAL_DAILY);
-    await (0, import_timescale.upsertMarketGlobalContextRows)(rows);
+    await (0, import_marketContext.upsertMarketGlobalContextRows)(rows);
     await markBackfillCoverage([
       {
         source: SOURCE_GLOBAL_DAILY,
@@ -939,7 +940,7 @@ var backfillCoinMarketCapContext = async (params) => {
       }
     });
     const rows = coinMarketCapHistoricalQuotesPayloadToRows(payload, "1d");
-    await (0, import_timescale.upsertMarketReferenceAssetContextRows)(rows);
+    await (0, import_marketContext.upsertMarketReferenceAssetContextRows)(rows);
     await markBackfillCoverage(
       REFERENCE_ASSETS.map((asset) => ({
         source: SOURCE_REFERENCE,
@@ -978,7 +979,7 @@ var backfillCoinMarketCapContext = async (params) => {
       payload,
       "1d"
     );
-    await (0, import_timescale.upsertMarketCmcExchangeLiquidityContextRows)(rows);
+    await (0, import_marketContext.upsertMarketCmcExchangeLiquidityContextRows)(rows);
     await markBackfillCoverage([
       {
         source: SOURCE_EXCHANGE_LIQUIDITY,
@@ -1023,7 +1024,7 @@ var backfillCoinMarketCapContext = async (params) => {
       const oldestPageTs = Math.min(...pageRows.map((row) => row.ts.getTime()));
       if (oldestPageTs < fromMs || pageRows.length < pageSize) break;
     }
-    await (0, import_timescale.upsertMarketCmcFearGreedContextRows)(rows);
+    await (0, import_marketContext.upsertMarketCmcFearGreedContextRows)(rows);
     await markBackfillCoverage([
       {
         source: SOURCE_FEAR_GREED,
@@ -1057,7 +1058,7 @@ var backfillCoinMarketCapContext = async (params) => {
       }))
     );
     const rows = rowsByIndex.flatMap((item) => item.result.rows);
-    await (0, import_timescale.upsertMarketCmcIndexContextRows)(rows);
+    await (0, import_marketContext.upsertMarketCmcIndexContextRows)(rows);
     await markBackfillCoverage(
       rowsByIndex.map(({ index, result }) => ({
         source: SOURCE_INDEX,

package/dist/lib/derivativesContextBackfill.js

@@ -57,7 +57,8 @@ var import_progress = __toESM(require("progress"));
 var import_async = require("@tradejs/core/async");
 var import_constants = require("@tradejs/core/constants");
 var import_indicators = require("@tradejs/core/indicators");
-var import_timescale = require("@tradejs/infra/timescale");
+var import_derivatives = require("@tradejs/infra/timescale/derivatives");
+var import_client = require("@tradejs/infra/timescale/client");
 var import_userSettings = require("@tradejs/infra/userSettings");
 var HOUR_MS = 60 * 60 * 1e3;
 var DAY_MS = 24 * HOUR_MS;
@@ -573,13 +574,13 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
   if (!intervalWindows.length) {
     return skippedBackfillResult();
   }
-  await (0, import_timescale.waitForDbReady)();
+  await (0, import_client.waitForDbReady)();
   const edgesByInterval = /* @__PURE__ */ new Map();
   await Promise.all(
     intervalWindows.map(async ({ interval }) => {
       edgesByInterval.set(
         interval,
-        await (0, import_timescale.getDerivativesDataEdgesForSymbols)(symbols, interval)
+        await (0, import_derivatives.getDerivativesDataEdgesForSymbols)(symbols, interval)
       );
     })
   );
@@ -596,14 +597,14 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
         nowMs: coverageNowMs
       });
       const [coverageRows, liquidationCoverageRows] = await Promise.all([
-        (0, import_timescale.getDerivativesBackfillCoverage)({
+        (0, import_derivatives.getDerivativesBackfillCoverage)({
           source: "coinalyze",
           symbols,
           interval: window.interval,
           fromMs: window.fromMs,
           toMs: window.toMs
         }),
-        confirmedLiquidationWindow ? (0, import_timescale.getDerivativesMetricCoverage)({
+        confirmedLiquidationWindow ? (0, import_derivatives.getDerivativesMetricCoverage)({
           source: "coinalyze",
           metric: "liquidation",
           symbols,
@@ -774,7 +775,7 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
   );
   for (const window of intervalWindows) {
     const { interval, intervalMs } = window;
-    const edgesBySymbol = edgesByInterval.get(interval) ?? await (0, import_timescale.getDerivativesDataEdgesForSymbols)(
+    const edgesBySymbol = edgesByInterval.get(interval) ?? await (0, import_derivatives.getDerivativesDataEdgesForSymbols)(
       matches.map((item) => item.symbol),
       interval
     );
@@ -897,7 +898,7 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
                 );
               }
               if (rows.length) {
-                await (0, import_timescale.upsertDerivatives)(rows);
+                await (0, import_derivatives.upsertDerivatives)(rows);
                 totalRows += rows.length;
               }
               const confirmedLiquidationWindow = (0, import_indicators.resolveCoinalyzeConfirmedIntradayCoverage)({
@@ -925,7 +926,7 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
                     eventRowsCount
                   };
                 });
-                await (0, import_timescale.applyDerivativesMetricCoverage)(metricCoverageRows);
+                await (0, import_derivatives.applyDerivativesMetricCoverage)(metricCoverageRows);
                 for (const coverageRow of metricCoverageRows) {
                   const symbol = coverageRow.symbol.toUpperCase();
                   const ranges = liquidationCoverageRangesBySymbol.get(symbol) ?? [];
@@ -957,7 +958,7 @@ var backfillDerivativesContext = async (params, enabled, mode) => {
                     rowsCount
                   };
                 });
-                await (0, import_timescale.upsertDerivativesBackfillCoverage)(coverageRows);
+                await (0, import_derivatives.upsertDerivativesBackfillCoverage)(coverageRows);
                 for (const coverageRow of coverageRows) {
                   const symbol = coverageRow.symbol.toUpperCase();
                   edgesBySymbol.set(

package/dist/lib/hyperliquidWhaleBackfill.js

@@ -35,7 +35,7 @@ __export(hyperliquidWhaleBackfill_exports, {
 });
 module.exports = __toCommonJS(hyperliquidWhaleBackfill_exports);
 var import_progress = __toESM(require("progress"));
-var import_timescale = require("@tradejs/infra/timescale");
+var import_hyperliquidWhales = require("@tradejs/infra/timescale/hyperliquidWhales");
 var import_strategies = require("@tradejs/node/strategies");
 
 // src/lib/hyperliquidWhaleData.ts
@@ -290,7 +290,7 @@ var backfillHyperliquidWhaleContext = async (params) => {
   };
   const fromMs = Math.floor(params.startMs / HYPERLIQUID_WHALE_BUCKET_MS) * HYPERLIQUID_WHALE_BUCKET_MS;
   const toMs = minuteCeil(params.endMs);
-  const cached = await (0, import_timescale.hasHyperliquidWhaleBackfillCoverage)({
+  const cached = await (0, import_hyperliquidWhales.hasHyperliquidWhaleBackfillCoverage)({
     fromMs,
     toMs,
     ...identity
@@ -339,7 +339,7 @@ var backfillHyperliquidWhaleContext = async (params) => {
     items: whales.addresses,
     concurrency,
     worker: async (address) => {
-      const previous = await (0, import_timescale.getHyperliquidWhaleWalletCoverage)({
+      const previous = await (0, import_hyperliquidWhales.getHyperliquidWhaleWalletCoverage)({
         address,
         fromMs,
         toMs,
@@ -366,8 +366,8 @@ var backfillHyperliquidWhaleContext = async (params) => {
               identity
             })
           ).filter((row) => row != null);
-          await (0, import_timescale.upsertHyperliquidWhaleTradeEvents)(addressEvents);
-          await (0, import_timescale.upsertHyperliquidWhaleWalletCoverage)({
+          await (0, import_hyperliquidWhales.upsertHyperliquidWhaleTradeEvents)(addressEvents);
+          await (0, import_hyperliquidWhales.upsertHyperliquidWhaleWalletCoverage)({
             address,
             fromMs,
             toMs,
@@ -385,7 +385,7 @@ var backfillHyperliquidWhaleContext = async (params) => {
           const normalizedError = error instanceof Error ? error : new Error(String(error));
           failures.push(normalizedError);
           failedWallets += 1;
-          await (0, import_timescale.upsertHyperliquidWhaleWalletCoverage)({
+          await (0, import_hyperliquidWhales.upsertHyperliquidWhaleWalletCoverage)({
             address,
             fromMs,
             toMs,
@@ -404,7 +404,7 @@ var backfillHyperliquidWhaleContext = async (params) => {
       );
     }
   });
-  const buckets = await (0, import_timescale.rebuildHyperliquidWhaleFlowRows)({
+  const buckets = await (0, import_hyperliquidWhales.rebuildHyperliquidWhaleFlowRows)({
     fromMs,
     toMs,
     ...identity
@@ -420,7 +420,7 @@ var backfillHyperliquidWhaleContext = async (params) => {
     }
   );
   let displayedCoverageBuckets = 0;
-  const coverageBuckets = await (0, import_timescale.rebuildHyperliquidWhaleCoverageRows)({
+  const coverageBuckets = await (0, import_hyperliquidWhales.rebuildHyperliquidWhaleCoverageRows)({
     fromMs,
     toMs,
     expectedWhales: whales.addresses.length,

package/dist/lib/hyperliquidWhaleStream.js

@@ -26,7 +26,7 @@ __export(hyperliquidWhaleStream_exports, {
 });
 module.exports = __toCommonJS(hyperliquidWhaleStream_exports);
 var import_ws = require("ws");
-var import_timescale = require("@tradejs/infra/timescale");
+var import_hyperliquidWhales = require("@tradejs/infra/timescale/hyperliquidWhales");
 var import_strategies = require("@tradejs/node/strategies");
 
 // src/lib/hyperliquidWhaleData.ts
@@ -194,7 +194,7 @@ var runHyperliquidWhaleStream = async (params) => {
   const flush = () => {
     if (!buffer.length) return writes;
     const batch = buffer.splice(0, buffer.length);
-    writes = writes.then(() => (0, import_timescale.upsertHyperliquidWhaleTradeEvents)(batch));
+    writes = writes.then(() => (0, import_hyperliquidWhales.upsertHyperliquidWhaleTradeEvents)(batch));
     return writes;
   };
   const recordStreamCoverage = (toMs) => {
@@ -213,7 +213,7 @@ var runHyperliquidWhaleStream = async (params) => {
       })
     );
     streamCoverageToMs = toMs;
-    writes = writes.then(() => (0, import_timescale.upsertHyperliquidWhaleCoverageRows)(rows));
+    writes = writes.then(() => (0, import_hyperliquidWhales.upsertHyperliquidWhaleCoverageRows)(rows));
     return writes;
   };
   const finalize = () => {
@@ -221,7 +221,7 @@ var runHyperliquidWhaleStream = async (params) => {
     const fromMs = Math.max(0, toMs - REBUILD_LOOKBACK_MS);
     recordStreamCoverage(toMs);
     writes = writes.then(
-      () => (0, import_timescale.rebuildHyperliquidWhaleFlowRows)({
+      () => (0, import_hyperliquidWhales.rebuildHyperliquidWhaleFlowRows)({
         fromMs,
         toMs,
         deleteEventsBeforeMs: toMs - RAW_EVENT_RETENTION_MS,