@tradejs/core 2.0.0 → 2.0.2

package/dist/{chunk-EQEIRB6P.mjs → chunk-HM7WDSPT.mjs}

@@ -130,6 +130,32 @@ var toFiniteNumber = (value, fallback = 0) => {
 };
 
 // src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+var COINALYZE_MIN_INTRADAY_RETENTION_POINTS = 1500;
+var getLastClosedDerivativesBarStartMs = (timestamp, interval) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[interval];
+  return Math.floor(timestamp / intervalMs) * intervalMs - intervalMs;
+};
+var resolveCoinalyzeConfirmedIntradayCoverage = (params) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[params.interval];
+  const nowMs = params.nowMs ?? Date.now();
+  const lastClosedStartMs = getLastClosedDerivativesBarStartMs(
+    nowMs,
+    params.interval
+  );
+  const guaranteedRetentionFromMs = lastClosedStartMs - (COINALYZE_MIN_INTRADAY_RETENTION_POINTS - 1) * intervalMs;
+  const requestedFromMs = Math.ceil(params.fromMs / intervalMs) * intervalMs;
+  const requestedToMs = Math.floor(params.toMs / intervalMs) * intervalMs;
+  const fromMs = Math.max(requestedFromMs, guaranteedRetentionFromMs);
+  const toMs2 = Math.min(requestedToMs, lastClosedStartMs);
+  return fromMs <= toMs2 ? {
+    fromMs,
+    toMs: toMs2
+  } : null;
+};
 var normalizeCoinalyzeSymbols = (input) => String(input ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
 var normalizeDerivativesIntervals = (input) => parseDerivativesIntervals(input);
 var toCoinalyzeTimestampMs = (value) => {
@@ -210,6 +236,103 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   liqTotal: point.liqTotal ?? null,
   source
 }));
+var sumAvailable = (values) => {
+  const available = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  return available.length ? available.reduce((total, value) => total + value, 0) : null;
+};
+var getLiquidationTotal = (row) => typeof row.liqTotal === "number" && Number.isFinite(row.liqTotal) ? row.liqTotal : sumAvailable([row.liqLong, row.liqShort]);
+var deriveCoinalyzeHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rowsByHour = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    if (row.interval !== "15m") continue;
+    const timestamp = row.ts.getTime();
+    if (!Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    const hourStart = Math.floor(timestamp / hourMs) * hourMs;
+    const hourRows = rowsByHour.get(hourStart) ?? /* @__PURE__ */ new Map();
+    hourRows.set(timestamp, row);
+    rowsByHour.set(hourStart, hourRows);
+  }
+  const hourlyRows = [];
+  for (const [hourStart, hourRows] of [...rowsByHour.entries()].sort(
+    ([left], [right]) => left - right
+  )) {
+    const expectedRows = [0, 1, 2, 3].map(
+      (offset) => hourRows.get(hourStart + offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    hourlyRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(hourStart),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: latest.source ?? null
+    });
+  }
+  return hourlyRows;
+};
+var deriveCoinalyzeRollingHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const rowsByTimestamp = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    const timestamp = row.ts.getTime();
+    if (row.interval !== "15m" || !Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    rowsByTimestamp.set(timestamp, row);
+  }
+  const rollingRows = [];
+  for (const timestamp of [...rowsByTimestamp.keys()].sort(
+    (left, right) => left - right
+  )) {
+    const expectedRows = [3, 2, 1, 0].map(
+      (offset) => rowsByTimestamp.get(timestamp - offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    rollingRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(timestamp),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: `${latest.source ?? "coinalyze"}:rolling_15m`
+    });
+  }
+  return rollingRows;
+};
+var buildCoinalyzeHourlyRowsWithFallback = (params) => {
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rollingRows = deriveCoinalyzeRollingHourlyRowsFrom15m(params.rows15m);
+  const rollingHours = new Set(
+    rollingRows.map((row) => Math.floor(row.ts.getTime() / hourMs) * hourMs)
+  );
+  const fallbackRows = (params.fallbackRows1h ?? []).filter((row) => {
+    const timestamp = row.ts.getTime();
+    return row.interval === "1h" && Number.isFinite(timestamp) && timestamp % hourMs === 0 && !rollingHours.has(timestamp);
+  }).map((row) => ({
+    ...row,
+    source: `${row.source ?? "coinalyze"}:legacy_1h_fallback`
+  }));
+  return [...fallbackRows, ...rollingRows].sort(
+    (left, right) => left.ts.getTime() - right.ts.getTime()
+  );
+};
 
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
@@ -11814,6 +11937,9 @@ export {
   buildReturnsFromCandles,
   calculatePearsonCorrelation,
   calculateCoinBtcCorrelation,
+  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
+  getLastClosedDerivativesBarStartMs,
+  resolveCoinalyzeConfirmedIntradayCoverage,
   normalizeCoinalyzeSymbols,
   normalizeDerivativesIntervals,
   toCoinalyzeTimestampMs,
@@ -11821,6 +11947,9 @@ export {
   toArrayData,
   mergeCoinalyzeMetrics,
   coinalyzePointsToRows,
+  deriveCoinalyzeHourlyRowsFrom15m,
+  deriveCoinalyzeRollingHourlyRowsFrom15m,
+  buildCoinalyzeHourlyRowsWithFallback,
   buildDerivativesContext,
   buildMlCandleIndicators,
   registerIndicatorEntries,

package/dist/indicators.d.mts

@@ -1,4 +1,4 @@
-import { KlineChartItem, DerivativesInterval, DerivativesRow, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, TrendLine, TrendLineOptions } from '@tradejs/types';
+import { KlineChartItem, DerivativesRow, DerivativesInterval, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, TrendLine, TrendLineOptions } from '@tradejs/types';
 export { C as COMPACT_INDICATORS_SNAPSHOT_KEY, c as COMPACT_INDICATORS_SNAPSHOT_SYMBOL, I as IndicatorPeriods, b as IndicatorsControllerCheckpointState, a as IndicatorsControllerRuntimeState, P as PricePoint, S as SpreadSmootherState, d as alignSpreadRows, e as applyIndicatorsToHistory, f as buildMlCandleIndicators, g as buildMlTimeframeIndicators, h as coinbaseProductFromSymbol, i as createIndicators, j as createSerializableSpreadSmoother, k as createSpreadSmoother, l as getRequiredControllerSeedWindow, m as intervalToMs, r as rollingMeanStd, s as smoothSpreadSeries } from './indicators-Da_i06-8.mjs';
 import { KLineData } from 'klinecharts';
 
@@ -37,6 +37,17 @@ type CoinalyzePoint = {
     liqShort?: number | null;
     liqTotal?: number | null;
 };
+declare const COINALYZE_MIN_INTRADAY_RETENTION_POINTS = 1500;
+declare const getLastClosedDerivativesBarStartMs: (timestamp: number, interval: DerivativesInterval) => number;
+declare const resolveCoinalyzeConfirmedIntradayCoverage: (params: {
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    nowMs?: number;
+}) => {
+    fromMs: number;
+    toMs: number;
+} | null;
 declare const normalizeCoinalyzeSymbols: (input: unknown) => string[];
 declare const normalizeDerivativesIntervals: (input: unknown) => DerivativesInterval[];
 declare const toCoinalyzeTimestampMs: (value: unknown) => number | null;
@@ -49,6 +60,12 @@ declare const mergeCoinalyzeMetrics: (params: {
     liqRaw: unknown;
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
+declare const deriveCoinalyzeHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
+declare const deriveCoinalyzeRollingHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
+declare const buildCoinalyzeHourlyRowsWithFallback: (params: {
+    rows15m: DerivativesRow[] | undefined;
+    fallbackRows1h: DerivativesRow[] | undefined;
+}) => DerivativesRow[];
 
 declare const buildDerivativesContext: (params: {
     symbol: string;
@@ -93,4 +110,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { COINALYZE_MIN_INTRADAY_RETENTION_POINTS, type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildCoinalyzeHourlyRowsWithFallback, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, deriveCoinalyzeHourlyRowsFrom15m, deriveCoinalyzeRollingHourlyRowsFrom15m, detectRawSupportResistance, getLastClosedDerivativesBarStartMs, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, resolveCoinalyzeConfirmedIntradayCoverage, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.d.ts

@@ -1,4 +1,4 @@
-import { KlineChartItem, DerivativesInterval, DerivativesRow, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, TrendLine, TrendLineOptions } from '@tradejs/types';
+import { KlineChartItem, DerivativesRow, DerivativesInterval, Direction, DerivativesContext, IndicatorPluginRenderer, Indicator, IndicatorPluginEntry, TrendLine, TrendLineOptions } from '@tradejs/types';
 export { C as COMPACT_INDICATORS_SNAPSHOT_KEY, c as COMPACT_INDICATORS_SNAPSHOT_SYMBOL, I as IndicatorPeriods, b as IndicatorsControllerCheckpointState, a as IndicatorsControllerRuntimeState, P as PricePoint, S as SpreadSmootherState, d as alignSpreadRows, e as applyIndicatorsToHistory, f as buildMlCandleIndicators, g as buildMlTimeframeIndicators, h as coinbaseProductFromSymbol, i as createIndicators, j as createSerializableSpreadSmoother, k as createSpreadSmoother, l as getRequiredControllerSeedWindow, m as intervalToMs, r as rollingMeanStd, s as smoothSpreadSeries } from './indicators-Da_i06-8.js';
 import { KLineData } from 'klinecharts';
 
@@ -37,6 +37,17 @@ type CoinalyzePoint = {
     liqShort?: number | null;
     liqTotal?: number | null;
 };
+declare const COINALYZE_MIN_INTRADAY_RETENTION_POINTS = 1500;
+declare const getLastClosedDerivativesBarStartMs: (timestamp: number, interval: DerivativesInterval) => number;
+declare const resolveCoinalyzeConfirmedIntradayCoverage: (params: {
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    nowMs?: number;
+}) => {
+    fromMs: number;
+    toMs: number;
+} | null;
 declare const normalizeCoinalyzeSymbols: (input: unknown) => string[];
 declare const normalizeDerivativesIntervals: (input: unknown) => DerivativesInterval[];
 declare const toCoinalyzeTimestampMs: (value: unknown) => number | null;
@@ -49,6 +60,12 @@ declare const mergeCoinalyzeMetrics: (params: {
     liqRaw: unknown;
 }) => CoinalyzePoint[];
 declare const coinalyzePointsToRows: (points: CoinalyzePoint[], interval: DerivativesInterval, source: string) => DerivativesRow[];
+declare const deriveCoinalyzeHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
+declare const deriveCoinalyzeRollingHourlyRowsFrom15m: (rows: DerivativesRow[] | undefined) => DerivativesRow[];
+declare const buildCoinalyzeHourlyRowsWithFallback: (params: {
+    rows15m: DerivativesRow[] | undefined;
+    fallbackRows1h: DerivativesRow[] | undefined;
+}) => DerivativesRow[];
 
 declare const buildDerivativesContext: (params: {
     symbol: string;
@@ -93,4 +110,4 @@ type TrendlineEngine = {
 };
 declare const createTrendlineEngine: (initialCandles: KLineData[], options: TrendLineOptions) => TrendlineEngine;
 
-export { type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, detectRawSupportResistance, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };
+export { COINALYZE_MIN_INTRADAY_RETENTION_POINTS, type CoinalyzePoint, type IndicatorRendererDescriptor, type TrendlineEngine, alignSortedCandlesByTimestamp, buildCoinalyzeHourlyRowsWithFallback, buildDerivativesContext, buildReturnsFromCandles, calculateCoinBtcCorrelation, calculatePearsonCorrelation, coinalyzePointsToRows, createTrendlineEngine, deriveCoinalyzeHourlyRowsFrom15m, deriveCoinalyzeRollingHourlyRowsFrom15m, detectRawSupportResistance, getLastClosedDerivativesBarStartMs, getPluginIndicatorCatalog, getPluginIndicatorRenderers, getRegisteredIndicatorEntries, getSupportResistanceLevels, mergeCoinalyzeMetrics, normalizeCoinalyzeSymbols, normalizeDerivativesIntervals, registerIndicatorEntries, resetIndicatorRegistryCache, resolveCoinalyzeConfirmedIntradayCoverage, toArrayData, toCoinalyzeTimestampMs, toFiniteNumber };

package/dist/indicators.js

@@ -30,11 +30,13 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/indicators.ts
 var indicators_exports = {};
 __export(indicators_exports, {
+  COINALYZE_MIN_INTRADAY_RETENTION_POINTS: () => COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
   COMPACT_INDICATORS_SNAPSHOT_KEY: () => COMPACT_INDICATORS_SNAPSHOT_KEY,
   COMPACT_INDICATORS_SNAPSHOT_SYMBOL: () => COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp: () => alignSortedCandlesByTimestamp,
   alignSpreadRows: () => alignSpreadRows,
   applyIndicatorsToHistory: () => applyIndicatorsToHistory,
+  buildCoinalyzeHourlyRowsWithFallback: () => buildCoinalyzeHourlyRowsWithFallback,
   buildDerivativesContext: () => buildDerivativesContext,
   buildMlCandleIndicators: () => buildMlCandleIndicators,
   buildMlTimeframeIndicators: () => buildMlTimeframeIndicators,
@@ -47,7 +49,10 @@ __export(indicators_exports, {
   createSerializableSpreadSmoother: () => createSerializableSpreadSmoother,
   createSpreadSmoother: () => createSpreadSmoother,
   createTrendlineEngine: () => createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m: () => deriveCoinalyzeHourlyRowsFrom15m,
+  deriveCoinalyzeRollingHourlyRowsFrom15m: () => deriveCoinalyzeRollingHourlyRowsFrom15m,
   detectRawSupportResistance: () => detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs: () => getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog: () => getPluginIndicatorCatalog,
   getPluginIndicatorRenderers: () => getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries: () => getRegisteredIndicatorEntries,
@@ -59,6 +64,7 @@ __export(indicators_exports, {
   normalizeDerivativesIntervals: () => normalizeDerivativesIntervals,
   registerIndicatorEntries: () => registerIndicatorEntries,
   resetIndicatorRegistryCache: () => resetIndicatorRegistryCache,
+  resolveCoinalyzeConfirmedIntradayCoverage: () => resolveCoinalyzeConfirmedIntradayCoverage,
   rollingMeanStd: () => rollingMeanStd,
   smoothSpreadSeries: () => smoothSpreadSeries,
   toArrayData: () => toArrayData,
@@ -188,6 +194,32 @@ var toFiniteNumber = (value, fallback = 0) => {
 };
 
 // src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+var COINALYZE_MIN_INTRADAY_RETENTION_POINTS = 1500;
+var getLastClosedDerivativesBarStartMs = (timestamp, interval) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[interval];
+  return Math.floor(timestamp / intervalMs) * intervalMs - intervalMs;
+};
+var resolveCoinalyzeConfirmedIntradayCoverage = (params) => {
+  const intervalMs = DERIVATIVES_INTERVAL_MS[params.interval];
+  const nowMs = params.nowMs ?? Date.now();
+  const lastClosedStartMs = getLastClosedDerivativesBarStartMs(
+    nowMs,
+    params.interval
+  );
+  const guaranteedRetentionFromMs = lastClosedStartMs - (COINALYZE_MIN_INTRADAY_RETENTION_POINTS - 1) * intervalMs;
+  const requestedFromMs = Math.ceil(params.fromMs / intervalMs) * intervalMs;
+  const requestedToMs = Math.floor(params.toMs / intervalMs) * intervalMs;
+  const fromMs = Math.max(requestedFromMs, guaranteedRetentionFromMs);
+  const toMs2 = Math.min(requestedToMs, lastClosedStartMs);
+  return fromMs <= toMs2 ? {
+    fromMs,
+    toMs: toMs2
+  } : null;
+};
 var normalizeCoinalyzeSymbols = (input) => String(input ?? "").split(",").map((item) => item.trim().toUpperCase()).filter(Boolean);
 var normalizeDerivativesIntervals = (input) => parseDerivativesIntervals(input);
 var toCoinalyzeTimestampMs = (value) => {
@@ -268,6 +300,103 @@ var coinalyzePointsToRows = (points, interval, source) => points.map((point) =>
   liqTotal: point.liqTotal ?? null,
   source
 }));
+var sumAvailable = (values) => {
+  const available = values.filter(
+    (value) => typeof value === "number" && Number.isFinite(value)
+  );
+  return available.length ? available.reduce((total, value) => total + value, 0) : null;
+};
+var getLiquidationTotal = (row) => typeof row.liqTotal === "number" && Number.isFinite(row.liqTotal) ? row.liqTotal : sumAvailable([row.liqLong, row.liqShort]);
+var deriveCoinalyzeHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rowsByHour = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    if (row.interval !== "15m") continue;
+    const timestamp = row.ts.getTime();
+    if (!Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    const hourStart = Math.floor(timestamp / hourMs) * hourMs;
+    const hourRows = rowsByHour.get(hourStart) ?? /* @__PURE__ */ new Map();
+    hourRows.set(timestamp, row);
+    rowsByHour.set(hourStart, hourRows);
+  }
+  const hourlyRows = [];
+  for (const [hourStart, hourRows] of [...rowsByHour.entries()].sort(
+    ([left], [right]) => left - right
+  )) {
+    const expectedRows = [0, 1, 2, 3].map(
+      (offset) => hourRows.get(hourStart + offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    hourlyRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(hourStart),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: latest.source ?? null
+    });
+  }
+  return hourlyRows;
+};
+var deriveCoinalyzeRollingHourlyRowsFrom15m = (rows) => {
+  const quarterHourMs = DERIVATIVES_INTERVAL_MS["15m"];
+  const rowsByTimestamp = /* @__PURE__ */ new Map();
+  for (const row of rows ?? []) {
+    const timestamp = row.ts.getTime();
+    if (row.interval !== "15m" || !Number.isFinite(timestamp) || timestamp % quarterHourMs !== 0) {
+      continue;
+    }
+    rowsByTimestamp.set(timestamp, row);
+  }
+  const rollingRows = [];
+  for (const timestamp of [...rowsByTimestamp.keys()].sort(
+    (left, right) => left - right
+  )) {
+    const expectedRows = [3, 2, 1, 0].map(
+      (offset) => rowsByTimestamp.get(timestamp - offset * quarterHourMs)
+    );
+    if (expectedRows.some((row) => row == null)) continue;
+    const completeRows = expectedRows;
+    const latest = completeRows[completeRows.length - 1];
+    rollingRows.push({
+      symbol: latest.symbol,
+      interval: "1h",
+      ts: new Date(timestamp),
+      openInterest: latest.openInterest ?? null,
+      fundingRate: latest.fundingRate ?? null,
+      liqLong: sumAvailable(completeRows.map((row) => row.liqLong)),
+      liqShort: sumAvailable(completeRows.map((row) => row.liqShort)),
+      liqTotal: sumAvailable(completeRows.map(getLiquidationTotal)),
+      source: `${latest.source ?? "coinalyze"}:rolling_15m`
+    });
+  }
+  return rollingRows;
+};
+var buildCoinalyzeHourlyRowsWithFallback = (params) => {
+  const hourMs = DERIVATIVES_INTERVAL_MS["1h"];
+  const rollingRows = deriveCoinalyzeRollingHourlyRowsFrom15m(params.rows15m);
+  const rollingHours = new Set(
+    rollingRows.map((row) => Math.floor(row.ts.getTime() / hourMs) * hourMs)
+  );
+  const fallbackRows = (params.fallbackRows1h ?? []).filter((row) => {
+    const timestamp = row.ts.getTime();
+    return row.interval === "1h" && Number.isFinite(timestamp) && timestamp % hourMs === 0 && !rollingHours.has(timestamp);
+  }).map((row) => ({
+    ...row,
+    source: `${row.source ?? "coinalyze"}:legacy_1h_fallback`
+  }));
+  return [...fallbackRows, ...rollingRows].sort(
+    (left, right) => left.ts.getTime() - right.ts.getTime()
+  );
+};
 
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
@@ -11925,11 +12054,13 @@ var createTrendlineEngine = (initialCandles, options) => {
 };
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
+  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
   COMPACT_INDICATORS_SNAPSHOT_KEY,
   COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildCoinalyzeHourlyRowsWithFallback,
   buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
@@ -11942,7 +12073,10 @@ var createTrendlineEngine = (initialCandles, options) => {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
+  deriveCoinalyzeRollingHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
@@ -11954,6 +12088,7 @@ var createTrendlineEngine = (initialCandles, options) => {
   normalizeDerivativesIntervals,
   registerIndicatorEntries,
   resetIndicatorRegistryCache,
+  resolveCoinalyzeConfirmedIntradayCoverage,
   rollingMeanStd,
   smoothSpreadSeries,
   toArrayData,

package/dist/indicators.mjs

@@ -1,9 +1,11 @@
 import {
+  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
   COMPACT_INDICATORS_SNAPSHOT_KEY,
   COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildCoinalyzeHourlyRowsWithFallback,
   buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
@@ -16,7 +18,10 @@ import {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
+  deriveCoinalyzeRollingHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
@@ -28,22 +33,25 @@ import {
   normalizeDerivativesIntervals,
   registerIndicatorEntries,
   resetIndicatorRegistryCache,
+  resolveCoinalyzeConfirmedIntradayCoverage,
   rollingMeanStd,
   smoothSpreadSeries,
   toArrayData,
   toCoinalyzeTimestampMs,
   toFiniteNumber
-} from "./chunk-EQEIRB6P.mjs";
+} from "./chunk-HM7WDSPT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import "./chunk-BOETNABM.mjs";
 import "./chunk-MKCQSB4H.mjs";
 export {
+  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
   COMPACT_INDICATORS_SNAPSHOT_KEY,
   COMPACT_INDICATORS_SNAPSHOT_SYMBOL,
   alignSortedCandlesByTimestamp,
   alignSpreadRows,
   applyIndicatorsToHistory,
+  buildCoinalyzeHourlyRowsWithFallback,
   buildDerivativesContext,
   buildMlCandleIndicators,
   buildMlTimeframeIndicators,
@@ -56,7 +64,10 @@ export {
   createSerializableSpreadSmoother,
   createSpreadSmoother,
   createTrendlineEngine,
+  deriveCoinalyzeHourlyRowsFrom15m,
+  deriveCoinalyzeRollingHourlyRowsFrom15m,
   detectRawSupportResistance,
+  getLastClosedDerivativesBarStartMs,
   getPluginIndicatorCatalog,
   getPluginIndicatorRenderers,
   getRegisteredIndicatorEntries,
@@ -68,6 +79,7 @@ export {
   normalizeDerivativesIntervals,
   registerIndicatorEntries,
   resetIndicatorRegistryCache,
+  resolveCoinalyzeConfirmedIntradayCoverage,
   rollingMeanStd,
   smoothSpreadSeries,
   toArrayData,

package/dist/strategies.js

@@ -151,6 +151,12 @@ var calculateCoinBtcCorrelation = (coinCandles, btcCandles) => {
   };
 };
 
+// src/utils/derivativesCoinalyze.ts
+var DERIVATIVES_INTERVAL_MS = {
+  "15m": 15 * 60 * 1e3,
+  "1h": 60 * 60 * 1e3
+};
+
 // src/utils/derivativesContext.ts
 var HOUR_MS = 60 * 60 * 1e3;
 var DEFAULT_STALE_AFTER_MS = {

package/dist/strategies.mjs

@@ -1,7 +1,7 @@
 import {
   createIndicators,
   getRequiredControllerSeedWindow
-} from "./chunk-EQEIRB6P.mjs";
+} from "./chunk-HM7WDSPT.mjs";
 import "./chunk-AYC2QVKI.mjs";
 import "./chunk-M7QGVZ3J.mjs";
 import {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "2.0.0",
+  "version": "2.0.2",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -100,7 +100,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^2.0.0",
+    "@tradejs/types": "^2.0.2",
     "date-fns": "^3.3.1",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",