@tradejs/infra 1.0.6 → 1.0.9

package/dist/timescale.js

@@ -24,8 +24,10 @@ __export(timescale_exports, {
   findContinuityGap: () => findContinuityGap,
   getCandlesRange: () => getCandlesRange,
   getDataEdges: () => getDataEdges,
+  getDerivativesDataEdgesForSymbols: () => getDerivativesDataEdgesForSymbols,
   getDerivativesRangeForSymbols: () => getDerivativesRangeForSymbols,
   getDerivativesSummary: () => getDerivativesSummary,
+  getDerivativesWindow: () => getDerivativesWindow,
   getSpreadRangeForSymbols: () => getSpreadRangeForSymbols,
   getSpreadSummary: () => getSpreadSummary,
   toRows: () => toRows,
@@ -58,22 +60,33 @@ var getPool = () => {
 };
 var derivativesSchemaReady = false;
 var spreadSchemaReady = false;
-var toRows = (symbol, interval, data) => data.map((i) => ({
-  symbol,
-  interval,
-  ts: new Date(i.timestamp),
-  // ms -> Date
-  open: i.open,
-  high: i.high,
-  low: i.low,
-  close: i.close,
-  volume: i.volume ?? null,
-  turnover: i.turnover ?? null
-}));
+var normalizeCandleProvider = (provider) => String(provider || "").trim().toLowerCase();
+var normalizeCandleSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
+var toRows = (provider, symbol, interval, data) => {
+  const normalizedProvider = normalizeCandleProvider(provider);
+  if (!normalizedProvider) {
+    throw new Error("Candle provider is required");
+  }
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  return data.map((i) => ({
+    provider: normalizedProvider,
+    symbol: normalizedSymbol,
+    interval,
+    ts: new Date(i.timestamp),
+    // ms -> Date
+    open: i.open,
+    high: i.high,
+    low: i.low,
+    close: i.close,
+    volume: i.volume ?? null,
+    turnover: i.turnover ?? null
+  }));
+};
 async function upsertCandles(rows) {
   if (!rows.length) return;
   const pool = getPool();
   const cols = [
+    "provider",
     "symbol",
     "interval",
     "ts",
@@ -95,7 +108,8 @@ async function upsertCandles(rows) {
     (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
   ).join(",");
   const flat = rows.flatMap((r) => [
-    r.symbol,
+    normalizeCandleProvider(r.provider),
+    normalizeCandleSymbol(r.symbol),
     r.interval,
     r.ts,
     r.open,
@@ -108,7 +122,7 @@ async function upsertCandles(rows) {
   const sql = `
     INSERT INTO candles (${cols.join(",")})
     VALUES ${valuesSql}
-    ON CONFLICT (symbol, interval, ts) DO UPDATE SET
+    ON CONFLICT (provider, symbol, interval, ts) DO UPDATE SET
       open = EXCLUDED.open,
       high = EXCLUDED.high,
       low  = EXCLUDED.low,
@@ -259,6 +273,82 @@ async function getDerivativesRangeForSymbols(symbols, interval, startMs, endMs)
   const res = await pool.query(sql, [symbols, interval, startMs, endMs]);
   return res.rows;
 }
+async function getDerivativesDataEdgesForSymbols(symbols, interval) {
+  const normalizedSymbols = [
+    ...new Set(
+      symbols.map(
+        (symbol) => String(symbol || "").trim().toUpperCase()
+      ).filter(Boolean)
+    )
+  ];
+  const edges = /* @__PURE__ */ new Map();
+  if (!normalizedSymbols.length) return edges;
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const sql = `
+    SELECT
+      symbol,
+      extract(epoch from MIN(ts))*1000 AS min,
+      extract(epoch from MAX(ts))*1000 AS max
+    FROM derivatives_market
+    WHERE symbol = ANY($1)
+      AND interval = $2
+    GROUP BY symbol
+  `;
+  const res = await pool.query(sql, [normalizedSymbols, interval]);
+  for (const row of res.rows) {
+    const min = Number(row.min);
+    const max = Number(row.max);
+    edges.set(String(row.symbol).toUpperCase(), {
+      min: Number.isFinite(min) ? min : void 0,
+      max: Number.isFinite(max) ? max : void 0
+    });
+  }
+  return edges;
+}
+async function getDerivativesWindow(params) {
+  const { symbol, intervals, endMs, lookbackMs } = params;
+  const normalizedSymbol = String(symbol || "").trim().toUpperCase();
+  const normalizedIntervals = [...new Set(intervals)].filter(Boolean);
+  if (!normalizedSymbol || !normalizedIntervals.length) {
+    return {};
+  }
+  await ensureDerivativesSchema();
+  const startMs = endMs - Math.max(0, lookbackMs);
+  const pool = getPool();
+  const sql = `
+    SELECT symbol, interval, ts, open_interest, funding_rate, liq_long, liq_short, liq_total, source
+    FROM derivatives_market
+    WHERE symbol = $1
+      AND interval = ANY($2)
+      AND ts >= to_timestamp($3/1000.0)
+      AND ts <= to_timestamp($4/1000.0)
+    ORDER BY interval ASC, ts ASC
+  `;
+  const res = await pool.query(sql, [
+    normalizedSymbol,
+    normalizedIntervals,
+    startMs,
+    endMs
+  ]);
+  const rowsByInterval = {};
+  for (const row of res.rows) {
+    const interval = row.interval;
+    rowsByInterval[interval] ??= [];
+    rowsByInterval[interval]?.push({
+      symbol: row.symbol,
+      interval,
+      ts: row.ts,
+      openInterest: row.open_interest,
+      fundingRate: row.funding_rate,
+      liqLong: row.liq_long,
+      liqShort: row.liq_short,
+      liqTotal: row.liq_total,
+      source: row.source
+    });
+  }
+  return rowsByInterval;
+}
 async function getDerivativesSummary(hours = 24, limit = 500) {
   await ensureDerivativesSchema();
   const pool = getPool();
@@ -398,39 +488,49 @@ async function getSpreadSummary(hours = 24, limit = 500) {
     hours: cappedHours
   };
 }
-async function getCandlesRange(symbol, interval, startMs, endMs) {
+async function getCandlesRange(provider, symbol, interval, startMs, endMs) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sql = `
     SELECT symbol, interval, ts,
            open, high, low, close, volume, turnover
     FROM candles
-    WHERE symbol = $1 AND interval = $2
-      AND ts >= to_timestamp($3/1000.0)
-      AND ts <= to_timestamp($4/1000.0)
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
+      AND ts >= to_timestamp($4/1000.0)
+      AND ts <= to_timestamp($5/1000.0)
     ORDER BY ts ASC
   `;
-  const res = await pool.query(sql, [symbol, interval, startMs, endMs]);
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    startMs,
+    endMs
+  ]);
   return res.rows;
 }
-async function getDataEdges(symbol, interval) {
+async function getDataEdges(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sqlMin = `
     SELECT extract(epoch from ts)*1000 AS ms
     FROM candles
-    WHERE symbol=$1 AND interval=$2
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
     ORDER BY ts ASC
     LIMIT 1
   `;
   const sqlMax = `
     SELECT extract(epoch from ts)*1000 AS ms
     FROM candles
-    WHERE symbol=$1 AND interval=$2
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
     ORDER BY ts DESC
     LIMIT 1
   `;
   const [minQ, maxQ] = await Promise.all([
-    pool.query(sqlMin, [symbol, interval]),
-    pool.query(sqlMax, [symbol, interval])
+    pool.query(sqlMin, [normalizedProvider, normalizedSymbol, interval]),
+    pool.query(sqlMax, [normalizedProvider, normalizedSymbol, interval])
   ]);
   const minRaw = minQ.rows[0]?.ms;
   const maxRaw = maxQ.rows[0]?.ms;
@@ -452,16 +552,20 @@ async function waitForDbReady(attempts = 20, delayMs = 1e3) {
   }
   throw lastError;
 }
-async function deleteCandles(symbol, interval) {
+async function deleteCandles(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sql = `
     DELETE FROM candles
-    WHERE symbol = $1 AND interval = $2
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
   `;
-  await pool.query(sql, [symbol, interval]);
+  await pool.query(sql, [normalizedProvider, normalizedSymbol, interval]);
 }
-async function findContinuityGap(symbol, interval) {
+async function findContinuityGap(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const expectedSeconds = interval * 60;
   const sql = `
     WITH ordered AS (
@@ -469,7 +573,7 @@ async function findContinuityGap(symbol, interval) {
         ts,
         LAG(ts) OVER (ORDER BY ts) AS prev_ts
       FROM candles
-      WHERE symbol = $1 AND interval = $2
+      WHERE provider = $1 AND symbol = $2 AND interval = $3
     )
     SELECT
       ts,
@@ -477,11 +581,16 @@ async function findContinuityGap(symbol, interval) {
       EXTRACT(EPOCH FROM (ts - prev_ts))::int AS diff_seconds
     FROM ordered
     WHERE prev_ts IS NOT NULL
-      AND EXTRACT(EPOCH FROM (ts - prev_ts))::int <> $3
+      AND EXTRACT(EPOCH FROM (ts - prev_ts))::int <> $4
     ORDER BY ts ASC
     LIMIT 1
   `;
-  const res = await pool.query(sql, [symbol, interval, expectedSeconds]);
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    expectedSeconds
+  ]);
   const row = res.rows[0];
   if (!row) return null;
   return {
@@ -496,8 +605,10 @@ async function findContinuityGap(symbol, interval) {
   findContinuityGap,
   getCandlesRange,
   getDataEdges,
+  getDerivativesDataEdgesForSymbols,
   getDerivativesRangeForSymbols,
   getDerivativesSummary,
+  getDerivativesWindow,
   getSpreadRangeForSymbols,
   getSpreadSummary,
   toRows,

package/dist/timescale.mjs

@@ -22,22 +22,33 @@ var getPool = () => {
 };
 var derivativesSchemaReady = false;
 var spreadSchemaReady = false;
-var toRows = (symbol, interval, data) => data.map((i) => ({
-  symbol,
-  interval,
-  ts: new Date(i.timestamp),
-  // ms -> Date
-  open: i.open,
-  high: i.high,
-  low: i.low,
-  close: i.close,
-  volume: i.volume ?? null,
-  turnover: i.turnover ?? null
-}));
+var normalizeCandleProvider = (provider) => String(provider || "").trim().toLowerCase();
+var normalizeCandleSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
+var toRows = (provider, symbol, interval, data) => {
+  const normalizedProvider = normalizeCandleProvider(provider);
+  if (!normalizedProvider) {
+    throw new Error("Candle provider is required");
+  }
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  return data.map((i) => ({
+    provider: normalizedProvider,
+    symbol: normalizedSymbol,
+    interval,
+    ts: new Date(i.timestamp),
+    // ms -> Date
+    open: i.open,
+    high: i.high,
+    low: i.low,
+    close: i.close,
+    volume: i.volume ?? null,
+    turnover: i.turnover ?? null
+  }));
+};
 async function upsertCandles(rows) {
   if (!rows.length) return;
   const pool = getPool();
   const cols = [
+    "provider",
     "symbol",
     "interval",
     "ts",
@@ -59,7 +70,8 @@ async function upsertCandles(rows) {
     (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
   ).join(",");
   const flat = rows.flatMap((r) => [
-    r.symbol,
+    normalizeCandleProvider(r.provider),
+    normalizeCandleSymbol(r.symbol),
     r.interval,
     r.ts,
     r.open,
@@ -72,7 +84,7 @@ async function upsertCandles(rows) {
   const sql = `
     INSERT INTO candles (${cols.join(",")})
     VALUES ${valuesSql}
-    ON CONFLICT (symbol, interval, ts) DO UPDATE SET
+    ON CONFLICT (provider, symbol, interval, ts) DO UPDATE SET
       open = EXCLUDED.open,
       high = EXCLUDED.high,
       low  = EXCLUDED.low,
@@ -223,6 +235,82 @@ async function getDerivativesRangeForSymbols(symbols, interval, startMs, endMs)
   const res = await pool.query(sql, [symbols, interval, startMs, endMs]);
   return res.rows;
 }
+async function getDerivativesDataEdgesForSymbols(symbols, interval) {
+  const normalizedSymbols = [
+    ...new Set(
+      symbols.map(
+        (symbol) => String(symbol || "").trim().toUpperCase()
+      ).filter(Boolean)
+    )
+  ];
+  const edges = /* @__PURE__ */ new Map();
+  if (!normalizedSymbols.length) return edges;
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const sql = `
+    SELECT
+      symbol,
+      extract(epoch from MIN(ts))*1000 AS min,
+      extract(epoch from MAX(ts))*1000 AS max
+    FROM derivatives_market
+    WHERE symbol = ANY($1)
+      AND interval = $2
+    GROUP BY symbol
+  `;
+  const res = await pool.query(sql, [normalizedSymbols, interval]);
+  for (const row of res.rows) {
+    const min = Number(row.min);
+    const max = Number(row.max);
+    edges.set(String(row.symbol).toUpperCase(), {
+      min: Number.isFinite(min) ? min : void 0,
+      max: Number.isFinite(max) ? max : void 0
+    });
+  }
+  return edges;
+}
+async function getDerivativesWindow(params) {
+  const { symbol, intervals, endMs, lookbackMs } = params;
+  const normalizedSymbol = String(symbol || "").trim().toUpperCase();
+  const normalizedIntervals = [...new Set(intervals)].filter(Boolean);
+  if (!normalizedSymbol || !normalizedIntervals.length) {
+    return {};
+  }
+  await ensureDerivativesSchema();
+  const startMs = endMs - Math.max(0, lookbackMs);
+  const pool = getPool();
+  const sql = `
+    SELECT symbol, interval, ts, open_interest, funding_rate, liq_long, liq_short, liq_total, source
+    FROM derivatives_market
+    WHERE symbol = $1
+      AND interval = ANY($2)
+      AND ts >= to_timestamp($3/1000.0)
+      AND ts <= to_timestamp($4/1000.0)
+    ORDER BY interval ASC, ts ASC
+  `;
+  const res = await pool.query(sql, [
+    normalizedSymbol,
+    normalizedIntervals,
+    startMs,
+    endMs
+  ]);
+  const rowsByInterval = {};
+  for (const row of res.rows) {
+    const interval = row.interval;
+    rowsByInterval[interval] ??= [];
+    rowsByInterval[interval]?.push({
+      symbol: row.symbol,
+      interval,
+      ts: row.ts,
+      openInterest: row.open_interest,
+      fundingRate: row.funding_rate,
+      liqLong: row.liq_long,
+      liqShort: row.liq_short,
+      liqTotal: row.liq_total,
+      source: row.source
+    });
+  }
+  return rowsByInterval;
+}
 async function getDerivativesSummary(hours = 24, limit = 500) {
   await ensureDerivativesSchema();
   const pool = getPool();
@@ -362,39 +450,49 @@ async function getSpreadSummary(hours = 24, limit = 500) {
     hours: cappedHours
   };
 }
-async function getCandlesRange(symbol, interval, startMs, endMs) {
+async function getCandlesRange(provider, symbol, interval, startMs, endMs) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sql = `
     SELECT symbol, interval, ts,
            open, high, low, close, volume, turnover
     FROM candles
-    WHERE symbol = $1 AND interval = $2
-      AND ts >= to_timestamp($3/1000.0)
-      AND ts <= to_timestamp($4/1000.0)
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
+      AND ts >= to_timestamp($4/1000.0)
+      AND ts <= to_timestamp($5/1000.0)
     ORDER BY ts ASC
   `;
-  const res = await pool.query(sql, [symbol, interval, startMs, endMs]);
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    startMs,
+    endMs
+  ]);
   return res.rows;
 }
-async function getDataEdges(symbol, interval) {
+async function getDataEdges(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sqlMin = `
     SELECT extract(epoch from ts)*1000 AS ms
     FROM candles
-    WHERE symbol=$1 AND interval=$2
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
     ORDER BY ts ASC
     LIMIT 1
   `;
   const sqlMax = `
     SELECT extract(epoch from ts)*1000 AS ms
     FROM candles
-    WHERE symbol=$1 AND interval=$2
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
     ORDER BY ts DESC
     LIMIT 1
   `;
   const [minQ, maxQ] = await Promise.all([
-    pool.query(sqlMin, [symbol, interval]),
-    pool.query(sqlMax, [symbol, interval])
+    pool.query(sqlMin, [normalizedProvider, normalizedSymbol, interval]),
+    pool.query(sqlMax, [normalizedProvider, normalizedSymbol, interval])
   ]);
   const minRaw = minQ.rows[0]?.ms;
   const maxRaw = maxQ.rows[0]?.ms;
@@ -416,16 +514,20 @@ async function waitForDbReady(attempts = 20, delayMs = 1e3) {
   }
   throw lastError;
 }
-async function deleteCandles(symbol, interval) {
+async function deleteCandles(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const sql = `
     DELETE FROM candles
-    WHERE symbol = $1 AND interval = $2
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
   `;
-  await pool.query(sql, [symbol, interval]);
+  await pool.query(sql, [normalizedProvider, normalizedSymbol, interval]);
 }
-async function findContinuityGap(symbol, interval) {
+async function findContinuityGap(provider, symbol, interval) {
   const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
   const expectedSeconds = interval * 60;
   const sql = `
     WITH ordered AS (
@@ -433,7 +535,7 @@ async function findContinuityGap(symbol, interval) {
         ts,
         LAG(ts) OVER (ORDER BY ts) AS prev_ts
       FROM candles
-      WHERE symbol = $1 AND interval = $2
+      WHERE provider = $1 AND symbol = $2 AND interval = $3
     )
     SELECT
       ts,
@@ -441,11 +543,16 @@ async function findContinuityGap(symbol, interval) {
       EXTRACT(EPOCH FROM (ts - prev_ts))::int AS diff_seconds
     FROM ordered
     WHERE prev_ts IS NOT NULL
-      AND EXTRACT(EPOCH FROM (ts - prev_ts))::int <> $3
+      AND EXTRACT(EPOCH FROM (ts - prev_ts))::int <> $4
     ORDER BY ts ASC
     LIMIT 1
   `;
-  const res = await pool.query(sql, [symbol, interval, expectedSeconds]);
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    expectedSeconds
+  ]);
   const row = res.rows[0];
   if (!row) return null;
   return {
@@ -459,8 +566,10 @@ export {
   findContinuityGap,
   getCandlesRange,
   getDataEdges,
+  getDerivativesDataEdgesForSymbols,
   getDerivativesRangeForSymbols,
   getDerivativesSummary,
+  getDerivativesWindow,
   getSpreadRangeForSymbols,
   getSpreadSummary,
   toRows,

package/dist/userSettings.d.mts

@@ -1,12 +1,13 @@
 interface UserRecord extends Record<string, unknown> {
     userName?: string;
     passwordHash?: string;
-    token?: string;
     BYBIT_API_KEY?: string;
     BYBIT_API_SECRET?: string;
     COINALYZE_API_KEY?: string;
-    OPENAI_API_KEY?: string;
-    OPENAI_API_ENDPOINT?: string;
+    AI_API_KEY?: string;
+    AI_API_ENDPOINT?: string;
+    AI_MODEL?: string;
+    AI_RESPONSE_LANGUAGE?: string;
     TG_BOT_TOKEN?: string;
     TG_CHAT_ID?: string;
     updatedAt?: string;
@@ -15,10 +16,11 @@ interface UserSettings {
     userName: string;
     BYBIT_API_KEY: string;
     BYBIT_API_SECRET: string;
-    token: string;
     COINALYZE_API_KEY: string;
-    OPENAI_API_KEY: string;
-    OPENAI_API_ENDPOINT: string;
+    AI_API_KEY: string;
+    AI_API_ENDPOINT: string;
+    AI_MODEL: string;
+    AI_RESPONSE_LANGUAGE: string;
     TG_BOT_TOKEN: string;
     TG_CHAT_ID: string;
 }

package/dist/userSettings.d.ts

@@ -1,12 +1,13 @@
 interface UserRecord extends Record<string, unknown> {
     userName?: string;
     passwordHash?: string;
-    token?: string;
     BYBIT_API_KEY?: string;
     BYBIT_API_SECRET?: string;
     COINALYZE_API_KEY?: string;
-    OPENAI_API_KEY?: string;
-    OPENAI_API_ENDPOINT?: string;
+    AI_API_KEY?: string;
+    AI_API_ENDPOINT?: string;
+    AI_MODEL?: string;
+    AI_RESPONSE_LANGUAGE?: string;
     TG_BOT_TOKEN?: string;
     TG_CHAT_ID?: string;
     updatedAt?: string;
@@ -15,10 +16,11 @@ interface UserSettings {
     userName: string;
     BYBIT_API_KEY: string;
     BYBIT_API_SECRET: string;
-    token: string;
     COINALYZE_API_KEY: string;
-    OPENAI_API_KEY: string;
-    OPENAI_API_ENDPOINT: string;
+    AI_API_KEY: string;
+    AI_API_ENDPOINT: string;
+    AI_MODEL: string;
+    AI_RESPONSE_LANGUAGE: string;
     TG_BOT_TOKEN: string;
     TG_CHAT_ID: string;
 }