@tradejs/infra 1.0.6 → 1.0.9

package/dist/ml.mjs

@@ -425,6 +425,44 @@ var INDICATOR_TIMEFRAMES = [
   { label: "TF4H", suffix: "4h" },
   { label: "TF1D", suffix: "1d" }
 ];
+var DERIVATIVES_INTERVALS = [
+  { label: "15M", key: "15m" },
+  { label: "1H", key: "1h" }
+];
+var DERIVATIVES_PRESSURES = [
+  "neutral",
+  "crowded_long",
+  "crowded_short",
+  "long_flush",
+  "short_flush"
+];
+var DERIVATIVES_PRESSURE_LABELS = {
+  neutral: "Neutral",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  long_flush: "LongFlush",
+  short_flush: "ShortFlush"
+};
+var DERIVATIVES_RISK_FLAGS = [
+  "missing_derivatives",
+  "stale_derivatives",
+  "crowded_long",
+  "crowded_short",
+  "oi_falling",
+  "oi_not_confirming",
+  "long_liquidation_spike",
+  "short_liquidation_spike"
+];
+var DERIVATIVES_RISK_FLAG_LABELS = {
+  missing_derivatives: "Missing",
+  stale_derivatives: "Stale",
+  crowded_long: "CrowdedLong",
+  crowded_short: "CrowdedShort",
+  oi_falling: "OiFalling",
+  oi_not_confirming: "OiNotConfirming",
+  long_liquidation_spike: "LongLiqSpike",
+  short_liquidation_spike: "ShortLiqSpike"
+};
 var toNumber = (value, fallback = 0) => {
   if (typeof value === "number") {
     return Number.isFinite(value) ? value : fallback;
@@ -545,6 +583,7 @@ var sliceWindow = (values, endIndex, windowSize) => {
   return values.slice(start, endIndex + 1);
 };
 var asArray = (value) => Array.isArray(value) ? value : [];
+var asRecord = (value) => value && typeof value === "object" && !Array.isArray(value) ? value : null;
 var dropLastFromIndicatorSeries = (indicators) => {
   if (!ML_WINDOW_POLICY.dropLastIndicatorElement) {
     return indicators;
@@ -1266,6 +1305,85 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
       row.TrendLine_Slope = null;
     }
   };
+  const applyDerivativesPhase = () => {
+    const context2 = asRecord(signal?.additionalIndicators?.derivativesContext);
+    const summary = asRecord(context2?.summary);
+    const intervals = asRecord(context2?.intervals);
+    const pressure = typeof summary?.pressure === "string" ? summary.pressure : "";
+    const riskFlags = new Set(
+      asArray(summary?.riskFlags).map((flag) => String(flag))
+    );
+    row.Deriv_HasContext = context2 ? 1 : 0;
+    row.Deriv_Source_Coinalyze = context2?.source === "coinalyze" ? 1 : 0;
+    row.Deriv_DirectionAligned = summary?.directionAligned === true ? 1 : summary?.directionAligned === false ? -1 : 0;
+    for (const pressureName of DERIVATIVES_PRESSURES) {
+      row[`Deriv_Pressure_${DERIVATIVES_PRESSURE_LABELS[pressureName]}`] = pressure === pressureName ? 1 : 0;
+    }
+    for (const riskFlag of DERIVATIVES_RISK_FLAGS) {
+      row[`Deriv_Flag_${DERIVATIVES_RISK_FLAG_LABELS[riskFlag]}`] = riskFlags.has(riskFlag) ? 1 : 0;
+    }
+    for (const { label, key: intervalKey } of DERIVATIVES_INTERVALS) {
+      const intervalContext = asRecord(intervals?.[intervalKey]);
+      const prefix = `Deriv_${label}`;
+      const asOfTs = toNumber(intervalContext?.asOfTs, entryTimestamp);
+      const ageHours = intervalContext ? Math.max(0, safeDiv2(entryTimestamp - asOfTs, 60 * 60 * 1e3)) : 0;
+      row[`${prefix}_Present`] = intervalContext ? 1 : 0;
+      row[`${prefix}_Stale`] = intervalContext?.stale === true ? 1 : 0;
+      row[`${prefix}_AgeHours_Log`] = safeLog1pPositive(ageHours);
+      row[`${prefix}_Points_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.points, 0)
+      );
+      row[`${prefix}_OpenInterest_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.openInterest, 0)
+      );
+      row[`${prefix}_OiChange1h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct1h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange4h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct4h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_OiChange24h`] = clamp2(
+        toNumber(intervalContext?.oiChangePct24h, 0) / 100,
+        -5,
+        5
+      );
+      row[`${prefix}_FundingBps`] = clamp2(
+        toNumber(intervalContext?.fundingRate, 0) * 1e4,
+        -100,
+        100
+      );
+      row[`${prefix}_FundingZ`] = clamp2(
+        toNumber(intervalContext?.fundingZScore, 0),
+        -8,
+        8
+      );
+      row[`${prefix}_LiqLong_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqLong, 0)
+      );
+      row[`${prefix}_LiqShort_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqShort, 0)
+      );
+      row[`${prefix}_LiqTotal_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqTotal, 0)
+      );
+      row[`${prefix}_LiqImbalance`] = clamp2(
+        toNumber(intervalContext?.liqImbalance, 0),
+        -1,
+        1
+      );
+      row[`${prefix}_LiqSpike_Log`] = safeLog1pPositive(
+        toNumber(intervalContext?.liqSpikeRatio, 0)
+      );
+      row[`${prefix}_LiqSpike_Squashed`] = squash(
+        toNumber(intervalContext?.liqSpikeRatio, 0),
+        3
+      );
+    }
+  };
   const applyLabelPhase = () => {
     const profit = toNumber(resultRecord?.profit, NaN);
     row.label = Number.isFinite(profit) ? profit > 0 ? 1 : 0 : null;
@@ -1275,6 +1393,7 @@ var buildMlTrainingRow = (signalRecord, resultRecord) => {
   applyRegimePhase();
   applySeriesAnalysisPhase();
   applyTrendlinePhase();
+  applyDerivativesPhase();
   applyLabelPhase();
   return row;
 };

package/dist/redis.d.mts

@@ -17,6 +17,12 @@ declare class RedisWriteBlockedError extends Error {
 }
 declare const delKeyWithOptions: (key: string, options?: DelKeyOptions) => Promise<boolean>;
 declare const setData: <T>(key: string, data: T, options?: Options) => Promise<void>;
+declare const setHashJsonField: <T>(key: string, field: string, data: T, options?: Options) => Promise<void>;
+declare const getHashJsonValues: <T>(key: string) => Promise<T[]>;
+declare const incrHashFields: (key: string, increments: Record<string, number>, options?: Options) => Promise<void>;
+declare const getHashData: (key: string) => Promise<Record<string, string>>;
+declare const createScreenshotSessionToken: (userName: string) => Promise<string | null>;
+declare const consumeScreenshotSessionToken: (token: string) => Promise<string | null>;
 declare const redisKeys: {
     users: () => string;
     user: (userName: string) => string;
@@ -31,14 +37,34 @@ declare const redisKeys: {
     testOrders: (userName: string, strategyName: string, testName: string) => string;
     testConfig: (userName: string, strategyName: string, testName: string) => string;
     testStat: (userName: string, strategyName: string, testName: string) => string;
+    testSummaries: (userName: string) => string;
     cacheChunk: (userName: string, chunkId: string) => string;
     cacheOrders: (userName: string, orderLogId: string) => string;
     cachePositions: (userName: string, orderLogId: string) => string;
     signal: (symbol: string, signalId: string) => string;
     signalsBySymbol: (symbol: string) => string;
     storeSignal: (symbol: string, signalId: string) => string;
+    runtimeSignals: (userName: string) => string;
+    runtimeSignal: (userName: string, signalId: string) => string;
+    runtimeSignalBuckets: (userName: string) => string;
+    runtimeSignalBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeSignalEvaluations: (userName: string) => string;
+    runtimeSignalEvaluation: (userName: string, evaluationId: string) => string;
+    runtimeSignalEvaluationBuckets: (userName: string) => string;
+    runtimeSignalEvaluationBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeSignalEvaluationStatsBuckets: (userName: string) => string;
+    runtimeSignalEvaluationStatsBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeTrades: (userName: string) => string;
+    runtimeTrade: (userName: string, orderId: string) => string;
+    runtimeActiveTrades: (userName: string) => string;
+    runtimeActiveTrade: (userName: string, symbol: string) => string;
+    aiChatHistory: (userName: string, symbolKey: string) => string;
     analysis: (symbol: string, signalId: string) => string;
+    screenshotSessionToken: (token: string) => string;
     backtestResults: (userName: string, config: string, timestamp: string) => string;
+    researchRuns: (userName: string) => string;
+    researchRun: (userName: string, runId: string) => string;
+    researchLatestRun: (userName: string, strategyName: string) => string;
     mlSignalsByStrategy: (strategyName: string) => string;
     mlSignals: () => string;
     mlSignal: (strategyName: string, signalId: string) => string;
@@ -47,4 +73,4 @@ declare const redisKeys: {
     mlResult: (strategyName: string, signalId: string) => string;
 };
 
-export { RedisWriteBlockedError, delKey, delKeyWithOptions, getData, getKeys, redisKeys, setData };
+export { RedisWriteBlockedError, consumeScreenshotSessionToken, createScreenshotSessionToken, delKey, delKeyWithOptions, getData, getHashData, getHashJsonValues, getKeys, incrHashFields, redisKeys, setData, setHashJsonField };

package/dist/redis.d.ts

@@ -17,6 +17,12 @@ declare class RedisWriteBlockedError extends Error {
 }
 declare const delKeyWithOptions: (key: string, options?: DelKeyOptions) => Promise<boolean>;
 declare const setData: <T>(key: string, data: T, options?: Options) => Promise<void>;
+declare const setHashJsonField: <T>(key: string, field: string, data: T, options?: Options) => Promise<void>;
+declare const getHashJsonValues: <T>(key: string) => Promise<T[]>;
+declare const incrHashFields: (key: string, increments: Record<string, number>, options?: Options) => Promise<void>;
+declare const getHashData: (key: string) => Promise<Record<string, string>>;
+declare const createScreenshotSessionToken: (userName: string) => Promise<string | null>;
+declare const consumeScreenshotSessionToken: (token: string) => Promise<string | null>;
 declare const redisKeys: {
     users: () => string;
     user: (userName: string) => string;
@@ -31,14 +37,34 @@ declare const redisKeys: {
     testOrders: (userName: string, strategyName: string, testName: string) => string;
     testConfig: (userName: string, strategyName: string, testName: string) => string;
     testStat: (userName: string, strategyName: string, testName: string) => string;
+    testSummaries: (userName: string) => string;
     cacheChunk: (userName: string, chunkId: string) => string;
     cacheOrders: (userName: string, orderLogId: string) => string;
     cachePositions: (userName: string, orderLogId: string) => string;
     signal: (symbol: string, signalId: string) => string;
     signalsBySymbol: (symbol: string) => string;
     storeSignal: (symbol: string, signalId: string) => string;
+    runtimeSignals: (userName: string) => string;
+    runtimeSignal: (userName: string, signalId: string) => string;
+    runtimeSignalBuckets: (userName: string) => string;
+    runtimeSignalBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeSignalEvaluations: (userName: string) => string;
+    runtimeSignalEvaluation: (userName: string, evaluationId: string) => string;
+    runtimeSignalEvaluationBuckets: (userName: string) => string;
+    runtimeSignalEvaluationBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeSignalEvaluationStatsBuckets: (userName: string) => string;
+    runtimeSignalEvaluationStatsBucket: (userName: string, dayKey: string, strategyName: string) => string;
+    runtimeTrades: (userName: string) => string;
+    runtimeTrade: (userName: string, orderId: string) => string;
+    runtimeActiveTrades: (userName: string) => string;
+    runtimeActiveTrade: (userName: string, symbol: string) => string;
+    aiChatHistory: (userName: string, symbolKey: string) => string;
     analysis: (symbol: string, signalId: string) => string;
+    screenshotSessionToken: (token: string) => string;
     backtestResults: (userName: string, config: string, timestamp: string) => string;
+    researchRuns: (userName: string) => string;
+    researchRun: (userName: string, runId: string) => string;
+    researchLatestRun: (userName: string, strategyName: string) => string;
     mlSignalsByStrategy: (strategyName: string) => string;
     mlSignals: () => string;
     mlSignal: (strategyName: string, signalId: string) => string;
@@ -47,4 +73,4 @@ declare const redisKeys: {
     mlResult: (strategyName: string, signalId: string) => string;
 };
 
-export { RedisWriteBlockedError, delKey, delKeyWithOptions, getData, getKeys, redisKeys, setData };
+export { RedisWriteBlockedError, consumeScreenshotSessionToken, createScreenshotSessionToken, delKey, delKeyWithOptions, getData, getHashData, getHashJsonValues, getKeys, incrHashFields, redisKeys, setData, setHashJsonField };

package/dist/redis.js

@@ -31,16 +31,24 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 var redis_exports = {};
 __export(redis_exports, {
   RedisWriteBlockedError: () => RedisWriteBlockedError,
+  consumeScreenshotSessionToken: () => consumeScreenshotSessionToken,
+  createScreenshotSessionToken: () => createScreenshotSessionToken,
   delKey: () => delKey,
   delKeyWithOptions: () => delKeyWithOptions,
   getData: () => getData,
+  getHashData: () => getHashData,
+  getHashJsonValues: () => getHashJsonValues,
   getKeys: () => getKeys,
+  incrHashFields: () => incrHashFields,
   redisKeys: () => redisKeys,
-  setData: () => setData
+  setData: () => setData,
+  setHashJsonField: () => setHashJsonField
 });
 module.exports = __toCommonJS(redis_exports);
+var import_crypto = require("crypto");
 var import_ioredis = __toESM(require("ioredis"));
 var TTL_1D = 86400;
+var SCREENSHOT_TOKEN_TTL_SECONDS = 15 * 60;
 var toJson = (value) => JSON.stringify(value);
 var logger = {
   log: (level, message, ...args) => {
@@ -160,6 +168,31 @@ var parseJsonOrDeleteKey = async (redis, key, raw, fallback) => {
     return fallback;
   }
 };
+var parseHashMap = (value) => {
+  if (!value) {
+    return {};
+  }
+  if (Array.isArray(value)) {
+    const result = {};
+    for (let index = 0; index < value.length; index += 2) {
+      const field = value[index];
+      const fieldValue = value[index + 1];
+      if (field == null || fieldValue == null) {
+        continue;
+      }
+      result[String(field)] = toResultString(fieldValue) ?? "";
+    }
+    return result;
+  }
+  if (typeof value === "object") {
+    return Object.fromEntries(
+      Object.entries(value).map(
+        ([field, fieldValue]) => [field, toResultString(fieldValue) ?? ""]
+      )
+    );
+  }
+  return {};
+};
 var getKeys = async (prefix) => {
   if (redisUnavailable) return [];
   const redis = await getReadyRedis();
@@ -296,6 +329,126 @@ var setData = async (key, data, options = {}) => {
     }
   }
 };
+var setHashJsonField = async (key, field, data, options = {}) => {
+  if (redisUnavailable) return;
+  const { expire } = { ...DEFAULT_OPTIONS, ...options };
+  const redis = await getReadyRedis();
+  if (!redis) return;
+  try {
+    await redis.call("HSET", key, field, toJson(data));
+    if (expire) {
+      await redis.expire(key, expire);
+    }
+  } catch (e) {
+    if (e instanceof Error && isRedisConnectivityError(e)) {
+      markRedisUnavailable(e);
+      return;
+    }
+    logger.log("error", "failed HSET %s[%s]: %s", key, field, String(e));
+  }
+};
+var getHashJsonValues = async (key) => {
+  if (redisUnavailable) return [];
+  const redis = await getReadyRedis();
+  if (!redis) return [];
+  try {
+    const raw = await redis.call("HGETALL", key);
+    const values = Object.values(parseHashMap(raw));
+    const parsed = [];
+    for (const value of values) {
+      if (!value) {
+        continue;
+      }
+      try {
+        parsed.push(JSON.parse(value));
+      } catch (e) {
+        logger.log(
+          "error",
+          "failed JSON.parse(HGETALL %s value): %s",
+          key,
+          String(e)
+        );
+      }
+    }
+    return parsed;
+  } catch (e) {
+    if (e instanceof Error && isRedisConnectivityError(e)) {
+      markRedisUnavailable(e);
+      return [];
+    }
+    logger.log("error", "failed HGETALL %s: %s", key, String(e));
+    return [];
+  }
+};
+var incrHashFields = async (key, increments, options = {}) => {
+  if (redisUnavailable) return;
+  const { expire } = { ...DEFAULT_OPTIONS, ...options };
+  const redis = await getReadyRedis();
+  if (!redis) return;
+  try {
+    for (const [field, increment] of Object.entries(increments)) {
+      if (!Number.isFinite(increment) || increment === 0) {
+        continue;
+      }
+      await redis.call("HINCRBY", key, field, Math.trunc(increment));
+    }
+    if (expire) {
+      await redis.expire(key, expire);
+    }
+  } catch (e) {
+    if (e instanceof Error && isRedisConnectivityError(e)) {
+      markRedisUnavailable(e);
+      return;
+    }
+    logger.log("error", "failed HINCRBY %s: %s", key, String(e));
+  }
+};
+var getHashData = async (key) => {
+  if (redisUnavailable) return {};
+  const redis = await getReadyRedis();
+  if (!redis) return {};
+  try {
+    const raw = await redis.call("HGETALL", key);
+    return parseHashMap(raw);
+  } catch (e) {
+    if (e instanceof Error && isRedisConnectivityError(e)) {
+      markRedisUnavailable(e);
+      return {};
+    }
+    logger.log("error", "failed HGETALL %s: %s", key, String(e));
+    return {};
+  }
+};
+var createScreenshotSessionToken = async (userName) => {
+  const token = (0, import_crypto.randomBytes)(24).toString("hex");
+  await setData(
+    redisKeys.screenshotSessionToken(token),
+    {
+      userName,
+      createdAt: (/* @__PURE__ */ new Date()).toISOString()
+    },
+    {
+      expire: SCREENSHOT_TOKEN_TTL_SECONDS
+    }
+  );
+  return token;
+};
+var consumeScreenshotSessionToken = async (token) => {
+  const normalizedToken = token.trim();
+  if (!normalizedToken) {
+    return null;
+  }
+  const key = redisKeys.screenshotSessionToken(normalizedToken);
+  const payload = await getData(
+    key,
+    null
+  );
+  if (!payload?.userName) {
+    return null;
+  }
+  await delKey(key);
+  return payload.userName;
+};
 var redisKeys = {
   users: () => "users:index:",
   user: (userName) => `users:index:${userName}`,
@@ -310,14 +463,34 @@ var redisKeys = {
   testOrders: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:orders`,
   testConfig: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:config`,
   testStat: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:stat`,
+  testSummaries: (userName) => `users:${userName}:tests:index:summary`,
   cacheChunk: (userName, chunkId) => `users:${userName}:cache:tests:chunks:${chunkId}`,
   cacheOrders: (userName, orderLogId) => `users:${userName}:cache:tests:orders:${orderLogId}`,
   cachePositions: (userName, orderLogId) => `users:${userName}:cache:tests:positions:${orderLogId}`,
   signal: (symbol, signalId) => `signals:${symbol}:${signalId}`,
   signalsBySymbol: (symbol) => `signals:${symbol}:`,
   storeSignal: (symbol, signalId) => `store:signals:${symbol}:${signalId}`,
+  runtimeSignals: (userName) => `users:${userName}:runtime:signals:`,
+  runtimeSignal: (userName, signalId) => `users:${userName}:runtime:signals:${signalId}`,
+  runtimeSignalBuckets: (userName) => `users:${userName}:runtime:signals:days:`,
+  runtimeSignalBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signals:days:${dayKey}:${strategyName}`,
+  runtimeSignalEvaluations: (userName) => `users:${userName}:runtime:signal-evaluations:`,
+  runtimeSignalEvaluation: (userName, evaluationId) => `users:${userName}:runtime:signal-evaluations:${evaluationId}`,
+  runtimeSignalEvaluationBuckets: (userName) => `users:${userName}:runtime:signal-evaluations:days:`,
+  runtimeSignalEvaluationBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signal-evaluations:days:${dayKey}:${strategyName}`,
+  runtimeSignalEvaluationStatsBuckets: (userName) => `users:${userName}:runtime:signal-evaluation-stats:days:`,
+  runtimeSignalEvaluationStatsBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signal-evaluation-stats:days:${dayKey}:${strategyName}`,
+  runtimeTrades: (userName) => `users:${userName}:runtime:trade-records:`,
+  runtimeTrade: (userName, orderId) => `users:${userName}:runtime:trade-records:${orderId}`,
+  runtimeActiveTrades: (userName) => `users:${userName}:runtime:active-trades:`,
+  runtimeActiveTrade: (userName, symbol) => `users:${userName}:runtime:active-trades:${symbol}`,
+  aiChatHistory: (userName, symbolKey) => `users:${userName}:ai:chats:${symbolKey}`,
   analysis: (symbol, signalId) => `analysis:${symbol}:${signalId}`,
+  screenshotSessionToken: (token) => `auth:screenshot:${token}`,
   backtestResults: (userName, config, timestamp) => `users:${userName}:backtests:results:${config}:${timestamp}`,
+  researchRuns: (userName) => `users:${userName}:research:runs:`,
+  researchRun: (userName, runId) => `users:${userName}:research:runs:${runId}`,
+  researchLatestRun: (userName, strategyName) => `users:${userName}:research:latest:${strategyName}`,
   mlSignalsByStrategy: (strategyName) => `ml:${strategyName}:signals:`,
   mlSignals: () => "ml:",
   mlSignal: (strategyName, signalId) => `ml:${strategyName}:signals:${signalId}`,
@@ -328,10 +501,16 @@ var redisKeys = {
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
   RedisWriteBlockedError,
+  consumeScreenshotSessionToken,
+  createScreenshotSessionToken,
   delKey,
   delKeyWithOptions,
   getData,
+  getHashData,
+  getHashJsonValues,
   getKeys,
+  incrHashFields,
   redisKeys,
-  setData
+  setData,
+  setHashJsonField
 });

package/dist/redis.mjs

@@ -1,18 +1,30 @@
 import {
   RedisWriteBlockedError,
+  consumeScreenshotSessionToken,
+  createScreenshotSessionToken,
   delKey,
   delKeyWithOptions,
   getData,
+  getHashData,
+  getHashJsonValues,
   getKeys,
+  incrHashFields,
   redisKeys,
-  setData
-} from "./chunk-EFARW5QE.mjs";
+  setData,
+  setHashJsonField
+} from "./chunk-MLVWC2I2.mjs";
 export {
   RedisWriteBlockedError,
+  consumeScreenshotSessionToken,
+  createScreenshotSessionToken,
   delKey,
   delKeyWithOptions,
   getData,
+  getHashData,
+  getHashJsonValues,
   getKeys,
+  incrHashFields,
   redisKeys,
-  setData
+  setData,
+  setHashJsonField
 };

package/dist/timescale.d.mts

@@ -1,10 +1,11 @@
 import { Pool } from 'pg';
-import { DerivativesInterval, KlineChartData, DerivativesRow, SpreadRow } from '@tradejs/types';
+import { DerivativesInterval, DerivativesRow, KlineChartData, SpreadRow } from '@tradejs/types';
 
 declare global {
     var __pgPool__: Pool | undefined;
 }
 type CandleRow = {
+    provider: string;
     symbol: string;
     interval: number;
     ts: Date;
@@ -15,10 +16,20 @@ type CandleRow = {
     volume?: number | null;
     turnover?: number | null;
 };
-declare const toRows: (symbol: string, interval: number, data: KlineChartData) => CandleRow[];
+declare const toRows: (provider: string, symbol: string, interval: number, data: KlineChartData) => CandleRow[];
 declare function upsertCandles(rows: CandleRow[]): Promise<void>;
 declare function upsertDerivatives(rows: DerivativesRow[]): Promise<void>;
 declare function getDerivativesRangeForSymbols(symbols: string[], interval: DerivativesInterval, startMs: number, endMs: number): Promise<any[]>;
+declare function getDerivativesDataEdgesForSymbols(symbols: string[], interval: DerivativesInterval): Promise<Map<string, {
+    min?: number;
+    max?: number;
+}>>;
+declare function getDerivativesWindow(params: {
+    symbol: string;
+    intervals: DerivativesInterval[];
+    endMs: number;
+    lookbackMs: number;
+}): Promise<Partial<Record<DerivativesInterval, DerivativesRow[]>>>;
 declare function getDerivativesSummary(hours?: number, limit?: number): Promise<{
     rows: any[];
     aggregates: any[];
@@ -31,17 +42,17 @@ declare function getSpreadSummary(hours?: number, limit?: number): Promise<{
     aggregates: any[];
     hours: number;
 }>;
-declare function getCandlesRange(symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
-declare function getDataEdges(symbol: string, interval: number): Promise<{
+declare function getCandlesRange(provider: string, symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
+declare function getDataEdges(provider: string, symbol: string, interval: number): Promise<{
     min: number | undefined;
     max: number | undefined;
 }>;
 declare function waitForDbReady(attempts?: number, delayMs?: number): Promise<void>;
-declare function deleteCandles(symbol: string, interval: number): Promise<void>;
-declare function findContinuityGap(symbol: string, interval: number): Promise<{
+declare function deleteCandles(provider: string, symbol: string, interval: number): Promise<void>;
+declare function findContinuityGap(provider: string, symbol: string, interval: number): Promise<{
     ts: number;
     prevTs: number;
     diffSeconds: number;
 } | null>;
 
-export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDerivativesRangeForSymbols, getDerivativesSummary, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertSpreadRows, waitForDbReady };
+export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDerivativesDataEdgesForSymbols, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertSpreadRows, waitForDbReady };

package/dist/timescale.d.ts

@@ -1,10 +1,11 @@
 import { Pool } from 'pg';
-import { DerivativesInterval, KlineChartData, DerivativesRow, SpreadRow } from '@tradejs/types';
+import { DerivativesInterval, DerivativesRow, KlineChartData, SpreadRow } from '@tradejs/types';
 
 declare global {
     var __pgPool__: Pool | undefined;
 }
 type CandleRow = {
+    provider: string;
     symbol: string;
     interval: number;
     ts: Date;
@@ -15,10 +16,20 @@ type CandleRow = {
     volume?: number | null;
     turnover?: number | null;
 };
-declare const toRows: (symbol: string, interval: number, data: KlineChartData) => CandleRow[];
+declare const toRows: (provider: string, symbol: string, interval: number, data: KlineChartData) => CandleRow[];
 declare function upsertCandles(rows: CandleRow[]): Promise<void>;
 declare function upsertDerivatives(rows: DerivativesRow[]): Promise<void>;
 declare function getDerivativesRangeForSymbols(symbols: string[], interval: DerivativesInterval, startMs: number, endMs: number): Promise<any[]>;
+declare function getDerivativesDataEdgesForSymbols(symbols: string[], interval: DerivativesInterval): Promise<Map<string, {
+    min?: number;
+    max?: number;
+}>>;
+declare function getDerivativesWindow(params: {
+    symbol: string;
+    intervals: DerivativesInterval[];
+    endMs: number;
+    lookbackMs: number;
+}): Promise<Partial<Record<DerivativesInterval, DerivativesRow[]>>>;
 declare function getDerivativesSummary(hours?: number, limit?: number): Promise<{
     rows: any[];
     aggregates: any[];
@@ -31,17 +42,17 @@ declare function getSpreadSummary(hours?: number, limit?: number): Promise<{
     aggregates: any[];
     hours: number;
 }>;
-declare function getCandlesRange(symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
-declare function getDataEdges(symbol: string, interval: number): Promise<{
+declare function getCandlesRange(provider: string, symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
+declare function getDataEdges(provider: string, symbol: string, interval: number): Promise<{
     min: number | undefined;
     max: number | undefined;
 }>;
 declare function waitForDbReady(attempts?: number, delayMs?: number): Promise<void>;
-declare function deleteCandles(symbol: string, interval: number): Promise<void>;
-declare function findContinuityGap(symbol: string, interval: number): Promise<{
+declare function deleteCandles(provider: string, symbol: string, interval: number): Promise<void>;
+declare function findContinuityGap(provider: string, symbol: string, interval: number): Promise<{
     ts: number;
     prevTs: number;
     diffSeconds: number;
 } | null>;
 
-export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDerivativesRangeForSymbols, getDerivativesSummary, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertSpreadRows, waitForDbReady };
+export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDerivativesDataEdgesForSymbols, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertSpreadRows, waitForDbReady };