@tradejs/cli 2.0.18 → 2.0.20

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/executionCalibration.js

@@ -152,7 +152,8 @@ var extractRuntimeTradeRows = (runtimePayload) => {
     const signal = asRecord(redisValues?.signal) ?? (signalId ? signalsById.get(signalId) ?? null : null) ?? (shapeKey ? signalsByShape.get(shapeKey) ?? null : null);
     return {
       trade,
-      signal
+      signal,
+      runtimeLineage: asRecord(trade.runtimeLineage) ?? null
     };
   }).filter((row) => row != null);
 };
@@ -454,7 +455,8 @@ var buildSample = ({
       direction: direction ?? match?.direction ?? null,
       expectedPrice: match?.backtestPrice ?? null,
       actualPrice: match?.runtimePrice ?? null
-    })
+    }),
+    runtimeLineage: row.runtimeLineage
   };
 };
 var buildReplayOnlySample = (match) => ({
@@ -501,7 +503,8 @@ var buildReplayOnlySample = (match) => ({
     direction: match.direction,
     expectedPrice: match.backtestPrice,
     actualPrice: match.runtimePrice
-  })
+  }),
+  runtimeLineage: null
 });
 var hasTelemetry = (sample) => sample.signalClosePrice != null || sample.arrivalMid != null || sample.orderSubmitTime != null || sample.fillAvgPrice != null || sample.fillTime != null || sample.fee != null;
 var hasFullTelemetry = (sample) => sample.signalClosePrice != null && sample.arrivalMid != null && sample.orderSubmitTime != null && sample.orderAckTime != null && sample.fillAvgPrice != null && sample.fillTime != null;

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,