@tradejs/infra 1.0.8 → 1.0.10

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
@@ -7,23 +7,88 @@ var getPool = () => {
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  const user = process.env.PG_USER || "app";
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  const password = String(process.env.PG_PASSWORD ?? "app");
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  const database = process.env.PG_DATABASE || process.env.PG_DB || "app";
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+ const max = Number(process.env.PG_POOL_MAX ?? 10);
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+ const connectionTimeoutMillis = Number(
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+ process.env.PG_CONNECTION_TIMEOUT_MS ?? 3e4
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+ );
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  global.__pgPool__ = new Pool({
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  host,
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  port,
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  user,
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  password,
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  database,
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- max: 10,
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+ max: Number.isFinite(max) && max > 0 ? Math.floor(max) : 10,
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  idleTimeoutMillis: 3e4,
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- connectionTimeoutMillis: 5e3
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+ connectionTimeoutMillis: Number.isFinite(connectionTimeoutMillis) && connectionTimeoutMillis > 0 ? Math.floor(connectionTimeoutMillis) : 3e4
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  });
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  }
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  return global.__pgPool__;
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  };
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+ var candlesSchemaReady = false;
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  var derivativesSchemaReady = false;
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  var spreadSchemaReady = false;
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+ var binanceMarketSchemaReady = false;
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+ var candlesSchemaReadyPromise = null;
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+ var derivativesSchemaReadyPromise = null;
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+ var spreadSchemaReadyPromise = null;
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+ var binanceMarketSchemaReadyPromise = null;
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+ var closeTimescalePool = async () => {
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+ const pool = global.__pgPool__;
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+ if (!pool) {
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+ return;
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+ }
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+ global.__pgPool__ = void 0;
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+ candlesSchemaReady = false;
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+ derivativesSchemaReady = false;
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+ spreadSchemaReady = false;
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+ binanceMarketSchemaReady = false;
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+ candlesSchemaReadyPromise = null;
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+ derivativesSchemaReadyPromise = null;
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+ spreadSchemaReadyPromise = null;
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+ binanceMarketSchemaReadyPromise = null;
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+ await pool.end();
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+ };
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+ var CANDLES_SCHEMA_LOCK_KEY = 61e4;
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+ var DERIVATIVES_SCHEMA_LOCK_KEY = 610001;
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+ var SPREAD_SCHEMA_LOCK_KEY = 610002;
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+ var BINANCE_MARKET_SCHEMA_LOCK_KEY = 610003;
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+ var PG_SAFE_MAX_BIND_PARAMS = 3e4;
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  var normalizeCandleProvider = (provider) => String(provider || "").trim().toLowerCase();
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  var normalizeCandleSymbol = (symbol) => String(symbol || "").trim().toUpperCase();
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+ var getSafeBulkInsertRows = (columnsCount) => Math.max(1, Math.floor(PG_SAFE_MAX_BIND_PARAMS / columnsCount));
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+ var withSchemaLock = async (lockKey, work) => {
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+ const pool = getPool();
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+ await pool.query("SELECT pg_advisory_lock($1)", [lockKey]);
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+ try {
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+ await work();
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+ } finally {
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+ await pool.query("SELECT pg_advisory_unlock($1)", [lockKey]);
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+ }
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+ };
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+ var ensureCandlesSchema = async () => {
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+ if (candlesSchemaReady) return;
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+ if (candlesSchemaReadyPromise) {
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+ await candlesSchemaReadyPromise;
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+ return;
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+ }
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+ candlesSchemaReadyPromise = withSchemaLock(
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+ CANDLES_SCHEMA_LOCK_KEY,
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+ async () => {
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+ const pool = getPool();
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+ await pool.query(`
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+ ALTER TABLE candles
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+ ADD COLUMN IF NOT EXISTS taker_buy_base_volume double precision,
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+ ADD COLUMN IF NOT EXISTS taker_buy_quote_volume double precision,
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+ ADD COLUMN IF NOT EXISTS taker_sell_base_volume double precision,
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+ ADD COLUMN IF NOT EXISTS taker_sell_quote_volume double precision
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+ `);
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+ candlesSchemaReady = true;
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+ }
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+ ).finally(() => {
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+ candlesSchemaReadyPromise = null;
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+ });
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+ await candlesSchemaReadyPromise;
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+ };
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  var toRows = (provider, symbol, interval, data) => {
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  const normalizedProvider = normalizeCandleProvider(provider);
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  if (!normalizedProvider) {
@@ -41,11 +106,16 @@ var toRows = (provider, symbol, interval, data) => {
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  low: i.low,
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  close: i.close,
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  volume: i.volume ?? null,
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- turnover: i.turnover ?? null
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+ turnover: i.turnover ?? null,
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+ takerBuyBaseVolume: i.takerBuyBaseVolume ?? null,
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+ takerBuyQuoteVolume: i.takerBuyQuoteVolume ?? null,
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+ takerSellBaseVolume: i.takerSellBaseVolume ?? null,
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+ takerSellQuoteVolume: i.takerSellQuoteVolume ?? null
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  }));
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  };
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  async function upsertCandles(rows) {
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  if (!rows.length) return;
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+ await ensureCandlesSchema();
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  const pool = getPool();
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  const cols = [
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  "provider",
@@ -57,7 +127,11 @@ async function upsertCandles(rows) {
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  "low",
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  "close",
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  "volume",
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- "turnover"
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+ "turnover",
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+ "taker_buy_base_volume",
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+ "taker_buy_quote_volume",
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+ "taker_sell_base_volume",
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+ "taker_sell_quote_volume"
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  ];
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  const maxRows = Math.floor(65535 / cols.length);
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  if (rows.length > maxRows) {
@@ -79,7 +153,11 @@ async function upsertCandles(rows) {
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  r.low,
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  r.close,
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  r.volume ?? null,
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- r.turnover ?? null
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+ r.turnover ?? null,
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+ r.takerBuyBaseVolume ?? null,
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+ r.takerBuyQuoteVolume ?? null,
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+ r.takerSellBaseVolume ?? null,
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+ r.takerSellQuoteVolume ?? null
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  ]);
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  const sql = `
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  INSERT INTO candles (${cols.join(",")})
@@ -90,7 +168,11 @@ async function upsertCandles(rows) {
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  low = EXCLUDED.low,
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  close = EXCLUDED.close,
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  volume = COALESCE(EXCLUDED.volume, candles.volume),
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- turnover = COALESCE(EXCLUDED.turnover, candles.turnover)
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+ turnover = COALESCE(EXCLUDED.turnover, candles.turnover),
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+ taker_buy_base_volume = COALESCE(EXCLUDED.taker_buy_base_volume, candles.taker_buy_base_volume),
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+ taker_buy_quote_volume = COALESCE(EXCLUDED.taker_buy_quote_volume, candles.taker_buy_quote_volume),
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+ taker_sell_base_volume = COALESCE(EXCLUDED.taker_sell_base_volume, candles.taker_sell_base_volume),
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+ taker_sell_quote_volume = COALESCE(EXCLUDED.taker_sell_quote_volume, candles.taker_sell_quote_volume)
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  `;
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  const client = await pool.connect();
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  try {
@@ -106,67 +188,389 @@ async function upsertCandles(rows) {
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  }
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  var ensureDerivativesSchema = async () => {
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  if (derivativesSchemaReady) return;
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+ if (derivativesSchemaReadyPromise) {
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+ await derivativesSchemaReadyPromise;
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+ return;
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+ }
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  const pool = getPool();
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- await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
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- await pool.query(`
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- CREATE TABLE IF NOT EXISTS derivatives_market (
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- symbol text NOT NULL,
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- interval text NOT NULL,
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- ts timestamptz NOT NULL,
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- open_interest double precision,
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- funding_rate double precision,
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- liq_long double precision,
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- liq_short double precision,
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- liq_total double precision,
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- source text,
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- ingested_at timestamptz NOT NULL DEFAULT now(),
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- PRIMARY KEY (symbol, interval, ts)
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- )
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- `);
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- await pool.query(`
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- SELECT create_hypertable(
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- 'derivatives_market',
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- 'ts',
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- if_not_exists => TRUE,
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- chunk_time_interval => interval '14 days'
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- )
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- `);
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- await pool.query(`
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- CREATE INDEX IF NOT EXISTS derivatives_market_symbol_tf_ts_idx
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- ON derivatives_market (symbol, interval, ts DESC)
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- `);
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- derivativesSchemaReady = true;
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+ derivativesSchemaReadyPromise = withSchemaLock(
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+ DERIVATIVES_SCHEMA_LOCK_KEY,
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+ async () => {
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+ if (derivativesSchemaReady) return;
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+ await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
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+ await pool.query(`
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+ CREATE TABLE IF NOT EXISTS derivatives_market (
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+ symbol text NOT NULL,
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+ interval text NOT NULL,
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+ ts timestamptz NOT NULL,
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+ open_interest double precision,
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+ funding_rate double precision,
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+ liq_long double precision,
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+ liq_short double precision,
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+ liq_total double precision,
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+ source text,
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+ ingested_at timestamptz NOT NULL DEFAULT now(),
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+ PRIMARY KEY (symbol, interval, ts)
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+ )
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+ `);
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+ await pool.query(`
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+ SELECT create_hypertable(
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+ 'derivatives_market',
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+ 'ts',
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+ if_not_exists => TRUE,
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+ chunk_time_interval => interval '14 days'
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+ )
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+ `);
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+ await pool.query(`
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+ CREATE INDEX IF NOT EXISTS derivatives_market_symbol_tf_ts_idx
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+ ON derivatives_market (symbol, interval, ts DESC)
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+ `);
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+ await pool.query(`
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+ CREATE TABLE IF NOT EXISTS derivatives_backfill_coverage (
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+ source text NOT NULL,
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+ symbol text NOT NULL,
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+ interval text NOT NULL,
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+ from_ts timestamptz NOT NULL,
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+ to_ts timestamptz NOT NULL,
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+ rows_count integer NOT NULL DEFAULT 0,
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+ checked_at timestamptz NOT NULL DEFAULT now(),
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+ PRIMARY KEY (source, symbol, interval, from_ts, to_ts)
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+ )
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+ `);
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+ await pool.query(`
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+ CREATE INDEX IF NOT EXISTS derivatives_backfill_coverage_lookup_idx
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+ ON derivatives_backfill_coverage (source, symbol, interval, from_ts, to_ts)
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+ `);
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+ derivativesSchemaReady = true;
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+ }
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+ ).finally(() => {
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+ derivativesSchemaReadyPromise = null;
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+ });
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+ await derivativesSchemaReadyPromise;
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  };
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  var ensureSpreadSchema = async () => {
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  if (spreadSchemaReady) return;
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+ if (spreadSchemaReadyPromise) {
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+ await spreadSchemaReadyPromise;
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+ return;
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+ }
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  const pool = getPool();
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- await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
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- await pool.query(`
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- CREATE TABLE IF NOT EXISTS market_spread (
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- symbol text NOT NULL,
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- interval text NOT NULL,
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- ts timestamptz NOT NULL,
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- binance_price double precision,
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- coinbase_price double precision,
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- spread double precision,
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- source text,
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- ingested_at timestamptz NOT NULL DEFAULT now(),
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- PRIMARY KEY (symbol, interval, ts)
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- )
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- `);
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- await pool.query(`
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- SELECT create_hypertable(
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- 'market_spread',
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- 'ts',
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- if_not_exists => TRUE,
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- chunk_time_interval => interval '14 days'
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- )
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- `);
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- await pool.query(`
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- CREATE INDEX IF NOT EXISTS market_spread_symbol_tf_ts_idx
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- ON market_spread (symbol, interval, ts DESC)
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- `);
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- spreadSchemaReady = true;
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+ spreadSchemaReadyPromise = withSchemaLock(
259
+ SPREAD_SCHEMA_LOCK_KEY,
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+ async () => {
261
+ if (spreadSchemaReady) return;
262
+ await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
263
+ await pool.query(`
264
+ CREATE TABLE IF NOT EXISTS market_spread (
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+ symbol text NOT NULL,
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+ interval text NOT NULL,
267
+ ts timestamptz NOT NULL,
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+ binance_price double precision,
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+ coinbase_price double precision,
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+ spread double precision,
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+ source text,
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+ ingested_at timestamptz NOT NULL DEFAULT now(),
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+ PRIMARY KEY (symbol, interval, ts)
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+ )
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+ `);
276
+ await pool.query(`
277
+ SELECT create_hypertable(
278
+ 'market_spread',
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+ 'ts',
280
+ if_not_exists => TRUE,
281
+ chunk_time_interval => interval '14 days'
282
+ )
283
+ `);
284
+ await pool.query(`
285
+ CREATE INDEX IF NOT EXISTS market_spread_symbol_tf_ts_idx
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+ ON market_spread (symbol, interval, ts DESC)
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+ `);
288
+ spreadSchemaReady = true;
289
+ }
290
+ ).finally(() => {
291
+ spreadSchemaReadyPromise = null;
292
+ });
293
+ await spreadSchemaReadyPromise;
294
+ };
295
+ var ensureBinanceMarketSchema = async () => {
296
+ if (binanceMarketSchemaReady) return;
297
+ if (binanceMarketSchemaReadyPromise) {
298
+ await binanceMarketSchemaReadyPromise;
299
+ return;
300
+ }
301
+ const pool = getPool();
302
+ binanceMarketSchemaReadyPromise = withSchemaLock(
303
+ BINANCE_MARKET_SCHEMA_LOCK_KEY,
304
+ async () => {
305
+ if (binanceMarketSchemaReady) return;
306
+ await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
307
+ await pool.query(`
308
+ CREATE TABLE IF NOT EXISTS market_trade_flow (
309
+ symbol text NOT NULL,
310
+ interval text NOT NULL,
311
+ ts timestamptz NOT NULL,
312
+ trades integer NOT NULL,
313
+ buy_base_volume double precision,
314
+ sell_base_volume double precision,
315
+ buy_quote_volume double precision,
316
+ sell_quote_volume double precision,
317
+ net_base_delta double precision,
318
+ net_quote_delta double precision,
319
+ buy_pressure_pct double precision,
320
+ source text,
321
+ ingested_at timestamptz NOT NULL DEFAULT now(),
322
+ PRIMARY KEY (symbol, interval, ts)
323
+ )
324
+ `);
325
+ await pool.query(`
326
+ SELECT create_hypertable(
327
+ 'market_trade_flow',
328
+ 'ts',
329
+ if_not_exists => TRUE,
330
+ chunk_time_interval => interval '7 days'
331
+ )
332
+ `);
333
+ await pool.query(`
334
+ CREATE INDEX IF NOT EXISTS market_trade_flow_symbol_tf_ts_idx
335
+ ON market_trade_flow (symbol, interval, ts DESC)
336
+ `);
337
+ await pool.query(`
338
+ CREATE TABLE IF NOT EXISTS market_breadth (
339
+ universe text NOT NULL,
340
+ interval text NOT NULL,
341
+ ts timestamptz NOT NULL,
342
+ symbols_count integer NOT NULL,
343
+ advancers integer NOT NULL,
344
+ decliners integer NOT NULL,
345
+ unchanged integer NOT NULL,
346
+ advance_decline_ratio double precision,
347
+ pct_above_ma20 double precision,
348
+ pct_above_ma50 double precision,
349
+ equal_weighted_return double precision,
350
+ volume_weighted_return double precision,
351
+ dispersion double precision,
352
+ btc_return_1h double precision,
353
+ btc_return_4h double precision,
354
+ btc_return_24h double precision,
355
+ alt_basket_return_1h double precision,
356
+ alt_basket_return_4h double precision,
357
+ alt_basket_return_24h double precision,
358
+ btc_vs_alt_return_1h double precision,
359
+ btc_vs_alt_return_4h double precision,
360
+ btc_vs_alt_return_24h double precision,
361
+ btc_turnover_share_1h double precision,
362
+ btc_turnover_share_24h double precision,
363
+ btc_turnover_share_change_24h double precision,
364
+ alt_vol_to_btc_vol_24h double precision,
365
+ alt_dispersion_24h double precision,
366
+ btc_alt_regime text,
367
+ source text,
368
+ ingested_at timestamptz NOT NULL DEFAULT now(),
369
+ PRIMARY KEY (universe, interval, ts)
370
+ )
371
+ `);
372
+ await pool.query(`
373
+ ALTER TABLE market_breadth
374
+ ADD COLUMN IF NOT EXISTS btc_return_1h double precision,
375
+ ADD COLUMN IF NOT EXISTS btc_return_4h double precision,
376
+ ADD COLUMN IF NOT EXISTS btc_return_24h double precision,
377
+ ADD COLUMN IF NOT EXISTS alt_basket_return_1h double precision,
378
+ ADD COLUMN IF NOT EXISTS alt_basket_return_4h double precision,
379
+ ADD COLUMN IF NOT EXISTS alt_basket_return_24h double precision,
380
+ ADD COLUMN IF NOT EXISTS btc_vs_alt_return_1h double precision,
381
+ ADD COLUMN IF NOT EXISTS btc_vs_alt_return_4h double precision,
382
+ ADD COLUMN IF NOT EXISTS btc_vs_alt_return_24h double precision,
383
+ ADD COLUMN IF NOT EXISTS btc_turnover_share_1h double precision,
384
+ ADD COLUMN IF NOT EXISTS btc_turnover_share_24h double precision,
385
+ ADD COLUMN IF NOT EXISTS btc_turnover_share_change_24h double precision,
386
+ ADD COLUMN IF NOT EXISTS alt_vol_to_btc_vol_24h double precision,
387
+ ADD COLUMN IF NOT EXISTS alt_dispersion_24h double precision,
388
+ ADD COLUMN IF NOT EXISTS btc_alt_regime text
389
+ `);
390
+ await pool.query(`
391
+ SELECT create_hypertable(
392
+ 'market_breadth',
393
+ 'ts',
394
+ if_not_exists => TRUE,
395
+ chunk_time_interval => interval '14 days'
396
+ )
397
+ `);
398
+ await pool.query(`
399
+ CREATE INDEX IF NOT EXISTS market_breadth_universe_tf_ts_idx
400
+ ON market_breadth (universe, interval, ts DESC)
401
+ `);
402
+ await pool.query(`
403
+ CREATE TABLE IF NOT EXISTS market_global_context (
404
+ source text NOT NULL,
405
+ ts timestamptz NOT NULL,
406
+ updated_at_ts timestamptz,
407
+ active_cryptocurrencies integer,
408
+ active_exchanges integer,
409
+ active_market_pairs integer,
410
+ markets integer,
411
+ total_market_cap_usd double precision,
412
+ total_volume_usd double precision,
413
+ total_volume_reported_usd double precision,
414
+ btc_dominance_pct double precision,
415
+ eth_dominance_pct double precision,
416
+ alt_market_cap_usd double precision,
417
+ alt_volume_usd double precision,
418
+ alt_volume_reported_usd double precision,
419
+ btc_to_alt_market_cap_ratio double precision,
420
+ market_cap_change_pct_24h_usd double precision,
421
+ ingested_at timestamptz NOT NULL DEFAULT now(),
422
+ PRIMARY KEY (source, ts)
423
+ )
424
+ `);
425
+ await pool.query(`
426
+ SELECT create_hypertable(
427
+ 'market_global_context',
428
+ 'ts',
429
+ if_not_exists => TRUE,
430
+ chunk_time_interval => interval '30 days'
431
+ )
432
+ `);
433
+ await pool.query(`
434
+ CREATE INDEX IF NOT EXISTS market_global_context_source_ts_idx
435
+ ON market_global_context (source, ts DESC)
436
+ `);
437
+ await pool.query(`
438
+ ALTER TABLE market_global_context
439
+ ADD COLUMN IF NOT EXISTS active_exchanges integer,
440
+ ADD COLUMN IF NOT EXISTS active_market_pairs integer,
441
+ ADD COLUMN IF NOT EXISTS total_volume_reported_usd double precision,
442
+ ADD COLUMN IF NOT EXISTS alt_volume_usd double precision,
443
+ ADD COLUMN IF NOT EXISTS alt_volume_reported_usd double precision
444
+ `);
445
+ await pool.query(`
446
+ CREATE TABLE IF NOT EXISTS market_reference_asset_context (
447
+ source text NOT NULL,
448
+ symbol text NOT NULL,
449
+ cmc_id integer NOT NULL,
450
+ interval text NOT NULL,
451
+ ts timestamptz NOT NULL,
452
+ open_usd double precision,
453
+ high_usd double precision,
454
+ low_usd double precision,
455
+ close_usd double precision,
456
+ volume_usd double precision,
457
+ market_cap_usd double precision,
458
+ ingested_at timestamptz NOT NULL DEFAULT now(),
459
+ PRIMARY KEY (source, symbol, interval, ts)
460
+ )
461
+ `);
462
+ await pool.query(`
463
+ SELECT create_hypertable(
464
+ 'market_reference_asset_context',
465
+ 'ts',
466
+ if_not_exists => TRUE,
467
+ chunk_time_interval => interval '30 days'
468
+ )
469
+ `);
470
+ await pool.query(`
471
+ CREATE INDEX IF NOT EXISTS market_reference_asset_context_lookup_idx
472
+ ON market_reference_asset_context (source, symbol, interval, ts DESC)
473
+ `);
474
+ await pool.query(`
475
+ CREATE TABLE IF NOT EXISTS market_cmc_exchange_liquidity_context (
476
+ source text NOT NULL,
477
+ interval text NOT NULL,
478
+ ts timestamptz NOT NULL,
479
+ exchanges_count integer NOT NULL,
480
+ total_volume_usd double precision,
481
+ binance_volume_usd double precision,
482
+ binance_volume_share double precision,
483
+ top_exchange_volume_share double precision,
484
+ liquidity_regime text,
485
+ ingested_at timestamptz NOT NULL DEFAULT now(),
486
+ PRIMARY KEY (source, interval, ts)
487
+ )
488
+ `);
489
+ await pool.query(`
490
+ SELECT create_hypertable(
491
+ 'market_cmc_exchange_liquidity_context',
492
+ 'ts',
493
+ if_not_exists => TRUE,
494
+ chunk_time_interval => interval '30 days'
495
+ )
496
+ `);
497
+ await pool.query(`
498
+ CREATE INDEX IF NOT EXISTS market_cmc_exchange_liquidity_context_lookup_idx
499
+ ON market_cmc_exchange_liquidity_context (source, interval, ts DESC)
500
+ `);
501
+ await pool.query(`
502
+ CREATE TABLE IF NOT EXISTS market_cmc_fear_greed_context (
503
+ source text NOT NULL,
504
+ interval text NOT NULL,
505
+ ts timestamptz NOT NULL,
506
+ value integer NOT NULL,
507
+ classification text NOT NULL,
508
+ sentiment_regime text NOT NULL,
509
+ ingested_at timestamptz NOT NULL DEFAULT now(),
510
+ PRIMARY KEY (source, interval, ts)
511
+ )
512
+ `);
513
+ await pool.query(`
514
+ SELECT create_hypertable(
515
+ 'market_cmc_fear_greed_context',
516
+ 'ts',
517
+ if_not_exists => TRUE,
518
+ chunk_time_interval => interval '30 days'
519
+ )
520
+ `);
521
+ await pool.query(`
522
+ CREATE INDEX IF NOT EXISTS market_cmc_fear_greed_context_lookup_idx
523
+ ON market_cmc_fear_greed_context (source, interval, ts DESC)
524
+ `);
525
+ await pool.query(`
526
+ CREATE TABLE IF NOT EXISTS market_cmc_index_context (
527
+ source text NOT NULL,
528
+ index_slug text NOT NULL,
529
+ interval text NOT NULL,
530
+ ts timestamptz NOT NULL,
531
+ value double precision NOT NULL,
532
+ constituents_count integer,
533
+ top_constituent_symbol text,
534
+ top_constituent_weight_pct double precision,
535
+ constituents jsonb,
536
+ ingested_at timestamptz NOT NULL DEFAULT now(),
537
+ PRIMARY KEY (source, index_slug, interval, ts)
538
+ )
539
+ `);
540
+ await pool.query(`
541
+ SELECT create_hypertable(
542
+ 'market_cmc_index_context',
543
+ 'ts',
544
+ if_not_exists => TRUE,
545
+ chunk_time_interval => interval '30 days'
546
+ )
547
+ `);
548
+ await pool.query(`
549
+ CREATE INDEX IF NOT EXISTS market_cmc_index_context_lookup_idx
550
+ ON market_cmc_index_context (source, index_slug, interval, ts DESC)
551
+ `);
552
+ await pool.query(`
553
+ CREATE TABLE IF NOT EXISTS market_context_backfill_coverage (
554
+ source text NOT NULL,
555
+ scope text NOT NULL,
556
+ interval text NOT NULL,
557
+ from_ts timestamptz NOT NULL,
558
+ to_ts timestamptz NOT NULL,
559
+ rows_count integer NOT NULL DEFAULT 0,
560
+ checked_at timestamptz NOT NULL DEFAULT now(),
561
+ PRIMARY KEY (source, scope, interval, from_ts, to_ts)
562
+ )
563
+ `);
564
+ await pool.query(`
565
+ CREATE INDEX IF NOT EXISTS market_context_backfill_coverage_lookup_idx
566
+ ON market_context_backfill_coverage (source, scope, interval, from_ts, to_ts)
567
+ `);
568
+ binanceMarketSchemaReady = true;
569
+ }
570
+ ).finally(() => {
571
+ binanceMarketSchemaReadyPromise = null;
572
+ });
573
+ await binanceMarketSchemaReadyPromise;
170
574
  };
171
575
  async function upsertDerivatives(rows) {
172
576
  if (!rows.length) return;
@@ -268,6 +672,85 @@ async function getDerivativesDataEdgesForSymbols(symbols, interval) {
268
672
  }
269
673
  return edges;
270
674
  }
675
+ async function getDerivativesBackfillCoverage(params) {
676
+ const normalizedSource = String(params.source || "").trim().toLowerCase();
677
+ const normalizedSymbols = [
678
+ ...new Set(
679
+ params.symbols.map(
680
+ (symbol) => String(symbol || "").trim().toUpperCase()
681
+ ).filter(Boolean)
682
+ )
683
+ ];
684
+ if (!normalizedSource || !normalizedSymbols.length) {
685
+ return [];
686
+ }
687
+ await ensureDerivativesSchema();
688
+ const pool = getPool();
689
+ const res = await pool.query(
690
+ `
691
+ SELECT
692
+ symbol,
693
+ interval,
694
+ extract(epoch from from_ts)*1000 AS from_ms,
695
+ extract(epoch from to_ts)*1000 AS to_ms,
696
+ rows_count
697
+ FROM derivatives_backfill_coverage
698
+ WHERE source = $1
699
+ AND symbol = ANY($2)
700
+ AND interval = $3
701
+ AND from_ts <= to_timestamp($5/1000.0)
702
+ AND to_ts >= to_timestamp($4/1000.0)
703
+ `,
704
+ [
705
+ normalizedSource,
706
+ normalizedSymbols,
707
+ params.interval,
708
+ params.fromMs,
709
+ params.toMs
710
+ ]
711
+ );
712
+ return res.rows.map((row) => ({
713
+ symbol: String(row.symbol).toUpperCase(),
714
+ interval: row.interval,
715
+ fromMs: Number(row.from_ms),
716
+ toMs: Number(row.to_ms),
717
+ rowsCount: Number(row.rows_count ?? 0)
718
+ }));
719
+ }
720
+ async function upsertDerivativesBackfillCoverage(rows) {
721
+ if (!rows.length) return;
722
+ await ensureDerivativesSchema();
723
+ const pool = getPool();
724
+ const cols = [
725
+ "source",
726
+ "symbol",
727
+ "interval",
728
+ "from_ts",
729
+ "to_ts",
730
+ "rows_count"
731
+ ];
732
+ const valuesSql = rows.map(
733
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
734
+ ).join(",");
735
+ const flat = rows.flatMap((row) => [
736
+ String(row.source || "").trim().toLowerCase(),
737
+ String(row.symbol || "").trim().toUpperCase(),
738
+ row.interval,
739
+ new Date(row.fromMs),
740
+ new Date(row.toMs),
741
+ Math.max(0, Math.trunc(row.rowsCount))
742
+ ]);
743
+ await pool.query(
744
+ `
745
+ INSERT INTO derivatives_backfill_coverage (${cols.join(",")})
746
+ VALUES ${valuesSql}
747
+ ON CONFLICT (source, symbol, interval, from_ts, to_ts) DO UPDATE SET
748
+ rows_count = EXCLUDED.rows_count,
749
+ checked_at = now()
750
+ `,
751
+ flat
752
+ );
753
+ }
271
754
  async function getDerivativesWindow(params) {
272
755
  const { symbol, intervals, endMs, lookbackMs } = params;
273
756
  const normalizedSymbol = String(symbol || "").trim().toUpperCase();
@@ -311,43 +794,114 @@ async function getDerivativesWindow(params) {
311
794
  }
312
795
  return rowsByInterval;
313
796
  }
314
- async function getDerivativesSummary(hours = 24, limit = 500) {
797
+ async function getDerivativesSummary(hours = 24, limit = 500, symbols) {
315
798
  await ensureDerivativesSchema();
316
799
  const pool = getPool();
317
- const cappedHours = Math.max(1, Math.min(24 * 30, hours));
318
- const cappedLimit = Math.max(50, Math.min(5e3, limit));
319
- const rowsQ = await pool.query(
320
- `
321
- SELECT symbol, interval, ts, open_interest, funding_rate, liq_long, liq_short, liq_total
322
- FROM derivatives_market
323
- WHERE ts >= now() - ($1 || ' hours')::interval
324
- ORDER BY ts DESC
325
- LIMIT $2
326
- `,
327
- [String(cappedHours), cappedLimit]
328
- );
329
- const aggQ = await pool.query(
800
+ const cappedHours = Math.max(1, Math.min(24 * 90, hours));
801
+ const cappedLimit = Math.max(10, Math.min(1e3, limit));
802
+ const normalizedSymbols = Array.isArray(symbols) ? [...new Set(symbols.map(normalizeCandleSymbol).filter(Boolean))] : [];
803
+ const symbolsFilterSql = normalizedSymbols.length ? "AND symbol = ANY($3)" : "";
804
+ const summaryQ = await pool.query(
330
805
  `
806
+ WITH filtered AS (
807
+ SELECT
808
+ symbol,
809
+ interval,
810
+ ts,
811
+ open_interest,
812
+ funding_rate,
813
+ liq_long,
814
+ liq_short,
815
+ liq_total
816
+ FROM derivatives_market
817
+ WHERE ts >= now() - ($1 || ' hours')::interval
818
+ ${symbolsFilterSql}
819
+ ),
820
+ latest AS (
821
+ SELECT DISTINCT ON (symbol, interval)
822
+ symbol,
823
+ interval,
824
+ ts AS last_ts,
825
+ open_interest AS latest_open_interest,
826
+ funding_rate AS latest_funding_rate
827
+ FROM filtered
828
+ ORDER BY symbol ASC, interval ASC, ts DESC
829
+ ),
830
+ first AS (
831
+ SELECT DISTINCT ON (symbol, interval)
832
+ symbol,
833
+ interval,
834
+ ts AS first_ts,
835
+ open_interest AS first_open_interest,
836
+ funding_rate AS first_funding_rate
837
+ FROM filtered
838
+ ORDER BY symbol ASC, interval ASC, ts ASC
839
+ ),
840
+ aggregated AS (
841
+ SELECT
842
+ symbol,
843
+ interval,
844
+ COUNT(*)::int AS points,
845
+ SUM(COALESCE(liq_long, 0)) AS sum_liq_long,
846
+ SUM(COALESCE(liq_short, 0)) AS sum_liq_short,
847
+ SUM(COALESCE(liq_total, 0)) AS sum_liq_total
848
+ FROM filtered
849
+ GROUP BY symbol, interval
850
+ )
331
851
  SELECT
332
- symbol,
333
- interval,
334
- COUNT(*)::int AS points,
335
- MAX(ts) AS last_ts,
336
- AVG(open_interest) AS avg_open_interest,
337
- AVG(funding_rate) AS avg_funding_rate,
338
- SUM(COALESCE(liq_total, 0)) AS sum_liq_total
339
- FROM derivatives_market
340
- WHERE ts >= now() - ($1 || ' hours')::interval
341
- GROUP BY symbol, interval
342
- ORDER BY points DESC, symbol ASC
343
- LIMIT 500
852
+ aggregated.symbol,
853
+ aggregated.interval,
854
+ aggregated.points,
855
+ latest.last_ts,
856
+ first.first_ts,
857
+ latest.latest_open_interest,
858
+ first.first_open_interest,
859
+ latest.latest_funding_rate,
860
+ first.first_funding_rate,
861
+ aggregated.sum_liq_long,
862
+ aggregated.sum_liq_short,
863
+ aggregated.sum_liq_total
864
+ FROM aggregated
865
+ JOIN latest
866
+ ON latest.symbol = aggregated.symbol
867
+ AND latest.interval = aggregated.interval
868
+ JOIN first
869
+ ON first.symbol = aggregated.symbol
870
+ AND first.interval = aggregated.interval
871
+ ORDER BY aggregated.sum_liq_total DESC, aggregated.symbol ASC
872
+ LIMIT $2
344
873
  `,
345
- [String(cappedHours)]
874
+ normalizedSymbols.length ? [String(cappedHours), cappedLimit, normalizedSymbols] : [String(cappedHours), cappedLimit]
346
875
  );
876
+ const items = summaryQ.rows.map((row) => {
877
+ const latestOpenInterest = row.latest_open_interest == null ? null : Number(row.latest_open_interest);
878
+ const firstOpenInterest = row.first_open_interest == null ? null : Number(row.first_open_interest);
879
+ const latestFundingRate = row.latest_funding_rate == null ? null : Number(row.latest_funding_rate);
880
+ const firstFundingRate = row.first_funding_rate == null ? null : Number(row.first_funding_rate);
881
+ const oiChange = latestOpenInterest != null && firstOpenInterest != null ? latestOpenInterest - firstOpenInterest : null;
882
+ const oiChangePct = oiChange != null && firstOpenInterest != null && Number.isFinite(firstOpenInterest) && Math.abs(firstOpenInterest) > 0 ? oiChange / Math.abs(firstOpenInterest) * 100 : null;
883
+ const fundingChange = latestFundingRate != null && firstFundingRate != null ? latestFundingRate - firstFundingRate : null;
884
+ return {
885
+ symbol: row.symbol,
886
+ interval: row.interval,
887
+ points: Number(row.points || 0),
888
+ last_ts: row.last_ts,
889
+ first_ts: row.first_ts,
890
+ latest_open_interest: latestOpenInterest,
891
+ first_open_interest: firstOpenInterest,
892
+ oi_change: oiChange,
893
+ oi_change_pct: oiChangePct,
894
+ latest_funding_rate: latestFundingRate,
895
+ first_funding_rate: firstFundingRate,
896
+ funding_change: fundingChange,
897
+ sum_liq_long: row.sum_liq_long == null ? null : Number(row.sum_liq_long),
898
+ sum_liq_short: row.sum_liq_short == null ? null : Number(row.sum_liq_short),
899
+ sum_liq_total: row.sum_liq_total == null ? null : Number(row.sum_liq_total)
900
+ };
901
+ });
347
902
  return {
348
- rows: rowsQ.rows,
349
- aggregates: aggQ.rows,
350
- hours: cappedHours
903
+ hours: cappedHours,
904
+ items
351
905
  };
352
906
  }
353
907
  async function upsertSpreadRows(rows) {
@@ -394,6 +948,1229 @@ async function upsertSpreadRows(rows) {
394
948
  `;
395
949
  await pool.query(sql, flat);
396
950
  }
951
+ async function upsertMarketTradeFlowRows(rows) {
952
+ if (!rows.length) return;
953
+ await ensureBinanceMarketSchema();
954
+ const pool = getPool();
955
+ const cols = [
956
+ "symbol",
957
+ "interval",
958
+ "ts",
959
+ "trades",
960
+ "buy_base_volume",
961
+ "sell_base_volume",
962
+ "buy_quote_volume",
963
+ "sell_quote_volume",
964
+ "net_base_delta",
965
+ "net_quote_delta",
966
+ "buy_pressure_pct",
967
+ "source"
968
+ ];
969
+ const maxRows = getSafeBulkInsertRows(cols.length);
970
+ if (rows.length > maxRows) {
971
+ for (let i = 0; i < rows.length; i += maxRows) {
972
+ await upsertMarketTradeFlowRows(rows.slice(i, i + maxRows));
973
+ }
974
+ return;
975
+ }
976
+ const valuesSql = rows.map(
977
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
978
+ ).join(",");
979
+ const flat = rows.flatMap((row) => [
980
+ row.symbol,
981
+ row.interval,
982
+ row.ts,
983
+ row.trades,
984
+ row.buyBaseVolume ?? null,
985
+ row.sellBaseVolume ?? null,
986
+ row.buyQuoteVolume ?? null,
987
+ row.sellQuoteVolume ?? null,
988
+ row.netBaseDelta ?? null,
989
+ row.netQuoteDelta ?? null,
990
+ row.buyPressurePct ?? null,
991
+ row.source ?? null
992
+ ]);
993
+ await pool.query(
994
+ `
995
+ INSERT INTO market_trade_flow (${cols.join(",")})
996
+ VALUES ${valuesSql}
997
+ ON CONFLICT (symbol, interval, ts) DO UPDATE SET
998
+ trades = EXCLUDED.trades,
999
+ buy_base_volume = COALESCE(EXCLUDED.buy_base_volume, market_trade_flow.buy_base_volume),
1000
+ sell_base_volume = COALESCE(EXCLUDED.sell_base_volume, market_trade_flow.sell_base_volume),
1001
+ buy_quote_volume = COALESCE(EXCLUDED.buy_quote_volume, market_trade_flow.buy_quote_volume),
1002
+ sell_quote_volume = COALESCE(EXCLUDED.sell_quote_volume, market_trade_flow.sell_quote_volume),
1003
+ net_base_delta = COALESCE(EXCLUDED.net_base_delta, market_trade_flow.net_base_delta),
1004
+ net_quote_delta = COALESCE(EXCLUDED.net_quote_delta, market_trade_flow.net_quote_delta),
1005
+ buy_pressure_pct = COALESCE(EXCLUDED.buy_pressure_pct, market_trade_flow.buy_pressure_pct),
1006
+ source = COALESCE(EXCLUDED.source, market_trade_flow.source),
1007
+ ingested_at = now()
1008
+ `,
1009
+ flat
1010
+ );
1011
+ }
1012
+ async function upsertMarketBreadthRows(rows) {
1013
+ if (!rows.length) return;
1014
+ await ensureBinanceMarketSchema();
1015
+ const pool = getPool();
1016
+ const cols = [
1017
+ "universe",
1018
+ "interval",
1019
+ "ts",
1020
+ "symbols_count",
1021
+ "advancers",
1022
+ "decliners",
1023
+ "unchanged",
1024
+ "advance_decline_ratio",
1025
+ "pct_above_ma20",
1026
+ "pct_above_ma50",
1027
+ "equal_weighted_return",
1028
+ "volume_weighted_return",
1029
+ "dispersion",
1030
+ "btc_return_1h",
1031
+ "btc_return_4h",
1032
+ "btc_return_24h",
1033
+ "alt_basket_return_1h",
1034
+ "alt_basket_return_4h",
1035
+ "alt_basket_return_24h",
1036
+ "btc_vs_alt_return_1h",
1037
+ "btc_vs_alt_return_4h",
1038
+ "btc_vs_alt_return_24h",
1039
+ "btc_turnover_share_1h",
1040
+ "btc_turnover_share_24h",
1041
+ "btc_turnover_share_change_24h",
1042
+ "alt_vol_to_btc_vol_24h",
1043
+ "alt_dispersion_24h",
1044
+ "btc_alt_regime",
1045
+ "source"
1046
+ ];
1047
+ const maxRows = getSafeBulkInsertRows(cols.length);
1048
+ if (rows.length > maxRows) {
1049
+ for (let i = 0; i < rows.length; i += maxRows) {
1050
+ await upsertMarketBreadthRows(rows.slice(i, i + maxRows));
1051
+ }
1052
+ return;
1053
+ }
1054
+ const valuesSql = rows.map(
1055
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1056
+ ).join(",");
1057
+ const flat = rows.flatMap((row) => [
1058
+ row.universe,
1059
+ row.interval,
1060
+ row.ts,
1061
+ row.symbolsCount,
1062
+ row.advancers,
1063
+ row.decliners,
1064
+ row.unchanged,
1065
+ row.advanceDeclineRatio ?? null,
1066
+ row.pctAboveMa20 ?? null,
1067
+ row.pctAboveMa50 ?? null,
1068
+ row.equalWeightedReturn ?? null,
1069
+ row.volumeWeightedReturn ?? null,
1070
+ row.dispersion ?? null,
1071
+ row.btcReturn1h ?? null,
1072
+ row.btcReturn4h ?? null,
1073
+ row.btcReturn24h ?? null,
1074
+ row.altBasketReturn1h ?? null,
1075
+ row.altBasketReturn4h ?? null,
1076
+ row.altBasketReturn24h ?? null,
1077
+ row.btcVsAltReturn1h ?? null,
1078
+ row.btcVsAltReturn4h ?? null,
1079
+ row.btcVsAltReturn24h ?? null,
1080
+ row.btcTurnoverShare1h ?? null,
1081
+ row.btcTurnoverShare24h ?? null,
1082
+ row.btcTurnoverShareChange24h ?? null,
1083
+ row.altVolToBtcVol24h ?? null,
1084
+ row.altDispersion24h ?? null,
1085
+ row.btcAltRegime ?? null,
1086
+ row.source ?? null
1087
+ ]);
1088
+ await pool.query(
1089
+ `
1090
+ INSERT INTO market_breadth (${cols.join(",")})
1091
+ VALUES ${valuesSql}
1092
+ ON CONFLICT (universe, interval, ts) DO UPDATE SET
1093
+ symbols_count = EXCLUDED.symbols_count,
1094
+ advancers = EXCLUDED.advancers,
1095
+ decliners = EXCLUDED.decliners,
1096
+ unchanged = EXCLUDED.unchanged,
1097
+ advance_decline_ratio = COALESCE(EXCLUDED.advance_decline_ratio, market_breadth.advance_decline_ratio),
1098
+ pct_above_ma20 = COALESCE(EXCLUDED.pct_above_ma20, market_breadth.pct_above_ma20),
1099
+ pct_above_ma50 = COALESCE(EXCLUDED.pct_above_ma50, market_breadth.pct_above_ma50),
1100
+ equal_weighted_return = COALESCE(EXCLUDED.equal_weighted_return, market_breadth.equal_weighted_return),
1101
+ volume_weighted_return = COALESCE(EXCLUDED.volume_weighted_return, market_breadth.volume_weighted_return),
1102
+ dispersion = COALESCE(EXCLUDED.dispersion, market_breadth.dispersion),
1103
+ btc_return_1h = COALESCE(EXCLUDED.btc_return_1h, market_breadth.btc_return_1h),
1104
+ btc_return_4h = COALESCE(EXCLUDED.btc_return_4h, market_breadth.btc_return_4h),
1105
+ btc_return_24h = COALESCE(EXCLUDED.btc_return_24h, market_breadth.btc_return_24h),
1106
+ alt_basket_return_1h = COALESCE(EXCLUDED.alt_basket_return_1h, market_breadth.alt_basket_return_1h),
1107
+ alt_basket_return_4h = COALESCE(EXCLUDED.alt_basket_return_4h, market_breadth.alt_basket_return_4h),
1108
+ alt_basket_return_24h = COALESCE(EXCLUDED.alt_basket_return_24h, market_breadth.alt_basket_return_24h),
1109
+ btc_vs_alt_return_1h = COALESCE(EXCLUDED.btc_vs_alt_return_1h, market_breadth.btc_vs_alt_return_1h),
1110
+ btc_vs_alt_return_4h = COALESCE(EXCLUDED.btc_vs_alt_return_4h, market_breadth.btc_vs_alt_return_4h),
1111
+ btc_vs_alt_return_24h = COALESCE(EXCLUDED.btc_vs_alt_return_24h, market_breadth.btc_vs_alt_return_24h),
1112
+ btc_turnover_share_1h = COALESCE(EXCLUDED.btc_turnover_share_1h, market_breadth.btc_turnover_share_1h),
1113
+ btc_turnover_share_24h = COALESCE(EXCLUDED.btc_turnover_share_24h, market_breadth.btc_turnover_share_24h),
1114
+ btc_turnover_share_change_24h = COALESCE(EXCLUDED.btc_turnover_share_change_24h, market_breadth.btc_turnover_share_change_24h),
1115
+ alt_vol_to_btc_vol_24h = COALESCE(EXCLUDED.alt_vol_to_btc_vol_24h, market_breadth.alt_vol_to_btc_vol_24h),
1116
+ alt_dispersion_24h = COALESCE(EXCLUDED.alt_dispersion_24h, market_breadth.alt_dispersion_24h),
1117
+ btc_alt_regime = COALESCE(EXCLUDED.btc_alt_regime, market_breadth.btc_alt_regime),
1118
+ source = COALESCE(EXCLUDED.source, market_breadth.source),
1119
+ ingested_at = now()
1120
+ `,
1121
+ flat
1122
+ );
1123
+ }
1124
+ async function upsertMarketGlobalContextRows(rows) {
1125
+ if (!rows.length) return;
1126
+ await ensureBinanceMarketSchema();
1127
+ const pool = getPool();
1128
+ const cols = [
1129
+ "source",
1130
+ "ts",
1131
+ "updated_at_ts",
1132
+ "active_cryptocurrencies",
1133
+ "active_exchanges",
1134
+ "active_market_pairs",
1135
+ "markets",
1136
+ "total_market_cap_usd",
1137
+ "total_volume_usd",
1138
+ "total_volume_reported_usd",
1139
+ "btc_dominance_pct",
1140
+ "eth_dominance_pct",
1141
+ "alt_market_cap_usd",
1142
+ "alt_volume_usd",
1143
+ "alt_volume_reported_usd",
1144
+ "btc_to_alt_market_cap_ratio",
1145
+ "market_cap_change_pct_24h_usd"
1146
+ ];
1147
+ const maxRows = getSafeBulkInsertRows(cols.length);
1148
+ if (rows.length > maxRows) {
1149
+ for (let i = 0; i < rows.length; i += maxRows) {
1150
+ await upsertMarketGlobalContextRows(rows.slice(i, i + maxRows));
1151
+ }
1152
+ return;
1153
+ }
1154
+ const valuesSql = rows.map(
1155
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1156
+ ).join(",");
1157
+ const flat = rows.flatMap((row) => [
1158
+ row.source,
1159
+ row.ts,
1160
+ row.updatedAt ?? null,
1161
+ row.activeCryptocurrencies ?? null,
1162
+ row.activeExchanges ?? null,
1163
+ row.activeMarketPairs ?? null,
1164
+ row.markets ?? null,
1165
+ row.totalMarketCapUsd ?? null,
1166
+ row.totalVolumeUsd ?? null,
1167
+ row.totalVolumeReportedUsd ?? null,
1168
+ row.btcDominancePct ?? null,
1169
+ row.ethDominancePct ?? null,
1170
+ row.altMarketCapUsd ?? null,
1171
+ row.altVolumeUsd ?? null,
1172
+ row.altVolumeReportedUsd ?? null,
1173
+ row.btcToAltMarketCapRatio ?? null,
1174
+ row.marketCapChangePct24hUsd ?? null
1175
+ ]);
1176
+ await pool.query(
1177
+ `
1178
+ INSERT INTO market_global_context (${cols.join(",")})
1179
+ VALUES ${valuesSql}
1180
+ ON CONFLICT (source, ts) DO UPDATE SET
1181
+ updated_at_ts = COALESCE(EXCLUDED.updated_at_ts, market_global_context.updated_at_ts),
1182
+ active_cryptocurrencies = COALESCE(EXCLUDED.active_cryptocurrencies, market_global_context.active_cryptocurrencies),
1183
+ active_exchanges = COALESCE(EXCLUDED.active_exchanges, market_global_context.active_exchanges),
1184
+ active_market_pairs = COALESCE(EXCLUDED.active_market_pairs, market_global_context.active_market_pairs),
1185
+ markets = COALESCE(EXCLUDED.markets, market_global_context.markets),
1186
+ total_market_cap_usd = COALESCE(EXCLUDED.total_market_cap_usd, market_global_context.total_market_cap_usd),
1187
+ total_volume_usd = COALESCE(EXCLUDED.total_volume_usd, market_global_context.total_volume_usd),
1188
+ total_volume_reported_usd = COALESCE(EXCLUDED.total_volume_reported_usd, market_global_context.total_volume_reported_usd),
1189
+ btc_dominance_pct = COALESCE(EXCLUDED.btc_dominance_pct, market_global_context.btc_dominance_pct),
1190
+ eth_dominance_pct = COALESCE(EXCLUDED.eth_dominance_pct, market_global_context.eth_dominance_pct),
1191
+ alt_market_cap_usd = COALESCE(EXCLUDED.alt_market_cap_usd, market_global_context.alt_market_cap_usd),
1192
+ alt_volume_usd = COALESCE(EXCLUDED.alt_volume_usd, market_global_context.alt_volume_usd),
1193
+ alt_volume_reported_usd = COALESCE(EXCLUDED.alt_volume_reported_usd, market_global_context.alt_volume_reported_usd),
1194
+ btc_to_alt_market_cap_ratio = COALESCE(EXCLUDED.btc_to_alt_market_cap_ratio, market_global_context.btc_to_alt_market_cap_ratio),
1195
+ market_cap_change_pct_24h_usd = COALESCE(EXCLUDED.market_cap_change_pct_24h_usd, market_global_context.market_cap_change_pct_24h_usd),
1196
+ ingested_at = now()
1197
+ `,
1198
+ flat
1199
+ );
1200
+ }
1201
+ async function upsertMarketReferenceAssetContextRows(rows) {
1202
+ if (!rows.length) return;
1203
+ await ensureBinanceMarketSchema();
1204
+ const pool = getPool();
1205
+ const cols = [
1206
+ "source",
1207
+ "symbol",
1208
+ "cmc_id",
1209
+ "interval",
1210
+ "ts",
1211
+ "open_usd",
1212
+ "high_usd",
1213
+ "low_usd",
1214
+ "close_usd",
1215
+ "volume_usd",
1216
+ "market_cap_usd"
1217
+ ];
1218
+ const maxRows = getSafeBulkInsertRows(cols.length);
1219
+ if (rows.length > maxRows) {
1220
+ for (let i = 0; i < rows.length; i += maxRows) {
1221
+ await upsertMarketReferenceAssetContextRows(rows.slice(i, i + maxRows));
1222
+ }
1223
+ return;
1224
+ }
1225
+ const valuesSql = rows.map(
1226
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1227
+ ).join(",");
1228
+ const flat = rows.flatMap((row) => [
1229
+ row.source,
1230
+ row.symbol.trim().toUpperCase(),
1231
+ Math.trunc(row.cmcId),
1232
+ row.interval,
1233
+ row.ts,
1234
+ row.openUsd ?? null,
1235
+ row.highUsd ?? null,
1236
+ row.lowUsd ?? null,
1237
+ row.closeUsd ?? null,
1238
+ row.volumeUsd ?? null,
1239
+ row.marketCapUsd ?? null
1240
+ ]);
1241
+ await pool.query(
1242
+ `
1243
+ INSERT INTO market_reference_asset_context (${cols.join(",")})
1244
+ VALUES ${valuesSql}
1245
+ ON CONFLICT (source, symbol, interval, ts) DO UPDATE SET
1246
+ cmc_id = EXCLUDED.cmc_id,
1247
+ open_usd = COALESCE(EXCLUDED.open_usd, market_reference_asset_context.open_usd),
1248
+ high_usd = COALESCE(EXCLUDED.high_usd, market_reference_asset_context.high_usd),
1249
+ low_usd = COALESCE(EXCLUDED.low_usd, market_reference_asset_context.low_usd),
1250
+ close_usd = COALESCE(EXCLUDED.close_usd, market_reference_asset_context.close_usd),
1251
+ volume_usd = COALESCE(EXCLUDED.volume_usd, market_reference_asset_context.volume_usd),
1252
+ market_cap_usd = COALESCE(EXCLUDED.market_cap_usd, market_reference_asset_context.market_cap_usd),
1253
+ ingested_at = now()
1254
+ `,
1255
+ flat
1256
+ );
1257
+ }
1258
+ async function upsertMarketCmcExchangeLiquidityContextRows(rows) {
1259
+ if (!rows.length) return;
1260
+ await ensureBinanceMarketSchema();
1261
+ const pool = getPool();
1262
+ const cols = [
1263
+ "source",
1264
+ "interval",
1265
+ "ts",
1266
+ "exchanges_count",
1267
+ "total_volume_usd",
1268
+ "binance_volume_usd",
1269
+ "binance_volume_share",
1270
+ "top_exchange_volume_share",
1271
+ "liquidity_regime"
1272
+ ];
1273
+ const maxRows = getSafeBulkInsertRows(cols.length);
1274
+ if (rows.length > maxRows) {
1275
+ for (let i = 0; i < rows.length; i += maxRows) {
1276
+ await upsertMarketCmcExchangeLiquidityContextRows(
1277
+ rows.slice(i, i + maxRows)
1278
+ );
1279
+ }
1280
+ return;
1281
+ }
1282
+ const valuesSql = rows.map(
1283
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1284
+ ).join(",");
1285
+ const flat = rows.flatMap((row) => [
1286
+ row.source,
1287
+ row.interval,
1288
+ row.ts,
1289
+ Math.trunc(row.exchangesCount),
1290
+ row.totalVolumeUsd ?? null,
1291
+ row.binanceVolumeUsd ?? null,
1292
+ row.binanceVolumeShare ?? null,
1293
+ row.topExchangeVolumeShare ?? null,
1294
+ row.liquidityRegime ?? null
1295
+ ]);
1296
+ await pool.query(
1297
+ `
1298
+ INSERT INTO market_cmc_exchange_liquidity_context (${cols.join(",")})
1299
+ VALUES ${valuesSql}
1300
+ ON CONFLICT (source, interval, ts) DO UPDATE SET
1301
+ exchanges_count = EXCLUDED.exchanges_count,
1302
+ total_volume_usd = COALESCE(EXCLUDED.total_volume_usd, market_cmc_exchange_liquidity_context.total_volume_usd),
1303
+ binance_volume_usd = COALESCE(EXCLUDED.binance_volume_usd, market_cmc_exchange_liquidity_context.binance_volume_usd),
1304
+ binance_volume_share = COALESCE(EXCLUDED.binance_volume_share, market_cmc_exchange_liquidity_context.binance_volume_share),
1305
+ top_exchange_volume_share = COALESCE(EXCLUDED.top_exchange_volume_share, market_cmc_exchange_liquidity_context.top_exchange_volume_share),
1306
+ liquidity_regime = COALESCE(EXCLUDED.liquidity_regime, market_cmc_exchange_liquidity_context.liquidity_regime),
1307
+ ingested_at = now()
1308
+ `,
1309
+ flat
1310
+ );
1311
+ }
1312
+ async function upsertMarketCmcFearGreedContextRows(rows) {
1313
+ if (!rows.length) return;
1314
+ await ensureBinanceMarketSchema();
1315
+ const pool = getPool();
1316
+ const cols = [
1317
+ "source",
1318
+ "interval",
1319
+ "ts",
1320
+ "value",
1321
+ "classification",
1322
+ "sentiment_regime"
1323
+ ];
1324
+ const maxRows = getSafeBulkInsertRows(cols.length);
1325
+ if (rows.length > maxRows) {
1326
+ for (let i = 0; i < rows.length; i += maxRows) {
1327
+ await upsertMarketCmcFearGreedContextRows(rows.slice(i, i + maxRows));
1328
+ }
1329
+ return;
1330
+ }
1331
+ const valuesSql = rows.map(
1332
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1333
+ ).join(",");
1334
+ const flat = rows.flatMap((row) => [
1335
+ row.source,
1336
+ row.interval,
1337
+ row.ts,
1338
+ Math.trunc(row.value),
1339
+ row.classification,
1340
+ row.sentimentRegime
1341
+ ]);
1342
+ await pool.query(
1343
+ `
1344
+ INSERT INTO market_cmc_fear_greed_context (${cols.join(",")})
1345
+ VALUES ${valuesSql}
1346
+ ON CONFLICT (source, interval, ts) DO UPDATE SET
1347
+ value = EXCLUDED.value,
1348
+ classification = EXCLUDED.classification,
1349
+ sentiment_regime = EXCLUDED.sentiment_regime,
1350
+ ingested_at = now()
1351
+ `,
1352
+ flat
1353
+ );
1354
+ }
1355
+ async function upsertMarketCmcIndexContextRows(rows) {
1356
+ if (!rows.length) return;
1357
+ await ensureBinanceMarketSchema();
1358
+ const pool = getPool();
1359
+ const cols = [
1360
+ "source",
1361
+ "index_slug",
1362
+ "interval",
1363
+ "ts",
1364
+ "value",
1365
+ "constituents_count",
1366
+ "top_constituent_symbol",
1367
+ "top_constituent_weight_pct",
1368
+ "constituents"
1369
+ ];
1370
+ const maxRows = getSafeBulkInsertRows(cols.length);
1371
+ if (rows.length > maxRows) {
1372
+ for (let i = 0; i < rows.length; i += maxRows) {
1373
+ await upsertMarketCmcIndexContextRows(rows.slice(i, i + maxRows));
1374
+ }
1375
+ return;
1376
+ }
1377
+ const valuesSql = rows.map(
1378
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1379
+ ).join(",");
1380
+ const flat = rows.flatMap((row) => [
1381
+ row.source,
1382
+ row.indexSlug,
1383
+ row.interval,
1384
+ row.ts,
1385
+ row.value,
1386
+ row.constituentsCount ?? null,
1387
+ row.topConstituentSymbol ?? null,
1388
+ row.topConstituentWeightPct ?? null,
1389
+ row.constituents ? JSON.stringify(row.constituents) : null
1390
+ ]);
1391
+ await pool.query(
1392
+ `
1393
+ INSERT INTO market_cmc_index_context (${cols.join(",")})
1394
+ VALUES ${valuesSql}
1395
+ ON CONFLICT (source, index_slug, interval, ts) DO UPDATE SET
1396
+ value = EXCLUDED.value,
1397
+ constituents_count = COALESCE(EXCLUDED.constituents_count, market_cmc_index_context.constituents_count),
1398
+ top_constituent_symbol = COALESCE(EXCLUDED.top_constituent_symbol, market_cmc_index_context.top_constituent_symbol),
1399
+ top_constituent_weight_pct = COALESCE(EXCLUDED.top_constituent_weight_pct, market_cmc_index_context.top_constituent_weight_pct),
1400
+ constituents = COALESCE(EXCLUDED.constituents, market_cmc_index_context.constituents),
1401
+ ingested_at = now()
1402
+ `,
1403
+ flat
1404
+ );
1405
+ }
1406
+ async function getMarketContextBackfillCoverage(params) {
1407
+ const source = String(params.source || "").trim().toLowerCase();
1408
+ const scopes = [
1409
+ ...new Set(
1410
+ params.scopes.map(
1411
+ (scope) => String(scope || "").trim().toLowerCase()
1412
+ ).filter(Boolean)
1413
+ )
1414
+ ];
1415
+ const interval = String(params.interval || "").trim().toLowerCase();
1416
+ if (!source || !scopes.length || !interval) return [];
1417
+ await ensureBinanceMarketSchema();
1418
+ const pool = getPool();
1419
+ const res = await pool.query(
1420
+ `
1421
+ SELECT
1422
+ source,
1423
+ scope,
1424
+ interval,
1425
+ extract(epoch from from_ts)*1000 AS from_ms,
1426
+ extract(epoch from to_ts)*1000 AS to_ms,
1427
+ rows_count
1428
+ FROM market_context_backfill_coverage
1429
+ WHERE source = $1
1430
+ AND scope = ANY($2)
1431
+ AND interval = $3
1432
+ AND from_ts >= to_timestamp($4/1000.0)
1433
+ AND to_ts <= to_timestamp($5/1000.0)
1434
+ `,
1435
+ [source, scopes, interval, params.fromMs, params.toMs]
1436
+ );
1437
+ return res.rows.map((row) => ({
1438
+ source: String(row.source).toLowerCase(),
1439
+ scope: String(row.scope).toLowerCase(),
1440
+ interval: String(row.interval).toLowerCase(),
1441
+ fromMs: Number(row.from_ms),
1442
+ toMs: Number(row.to_ms),
1443
+ rowsCount: Number(row.rows_count ?? 0)
1444
+ }));
1445
+ }
1446
+ async function upsertMarketContextBackfillCoverage(rows) {
1447
+ const normalizedRows = rows.map((row) => ({
1448
+ source: String(row.source || "").trim().toLowerCase(),
1449
+ scope: String(row.scope || "").trim().toLowerCase(),
1450
+ interval: String(row.interval || "").trim().toLowerCase(),
1451
+ fromMs: Math.trunc(row.fromMs),
1452
+ toMs: Math.trunc(row.toMs),
1453
+ rowsCount: Math.max(0, Math.trunc(row.rowsCount))
1454
+ })).filter(
1455
+ (row) => row.source && row.scope && row.interval && Number.isFinite(row.fromMs) && Number.isFinite(row.toMs) && row.toMs >= row.fromMs
1456
+ );
1457
+ if (!normalizedRows.length) return;
1458
+ await ensureBinanceMarketSchema();
1459
+ const pool = getPool();
1460
+ const cols = [
1461
+ "source",
1462
+ "scope",
1463
+ "interval",
1464
+ "from_ts",
1465
+ "to_ts",
1466
+ "rows_count"
1467
+ ];
1468
+ const valuesSql = normalizedRows.map(
1469
+ (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
1470
+ ).join(",");
1471
+ const flat = normalizedRows.flatMap((row) => [
1472
+ row.source,
1473
+ row.scope,
1474
+ row.interval,
1475
+ new Date(row.fromMs),
1476
+ new Date(row.toMs),
1477
+ row.rowsCount
1478
+ ]);
1479
+ await pool.query(
1480
+ `
1481
+ INSERT INTO market_context_backfill_coverage (${cols.join(",")})
1482
+ VALUES ${valuesSql}
1483
+ ON CONFLICT (source, scope, interval, from_ts, to_ts) DO UPDATE SET
1484
+ rows_count = EXCLUDED.rows_count,
1485
+ checked_at = now()
1486
+ `,
1487
+ flat
1488
+ );
1489
+ }
1490
+ var toMarketFeatureAge = (rowTs, atMs) => {
1491
+ const ageMs = atMs - rowTs.getTime();
1492
+ return Number.isFinite(ageMs) ? ageMs : null;
1493
+ };
1494
+ async function getLatestMarketTradeFlow(params) {
1495
+ await ensureBinanceMarketSchema();
1496
+ const pool = getPool();
1497
+ const res = await pool.query(
1498
+ `
1499
+ SELECT
1500
+ symbol,
1501
+ interval,
1502
+ ts,
1503
+ trades::int AS trades,
1504
+ buy_base_volume AS "buyBaseVolume",
1505
+ sell_base_volume AS "sellBaseVolume",
1506
+ buy_quote_volume AS "buyQuoteVolume",
1507
+ sell_quote_volume AS "sellQuoteVolume",
1508
+ net_base_delta AS "netBaseDelta",
1509
+ net_quote_delta AS "netQuoteDelta",
1510
+ buy_pressure_pct AS "buyPressurePct",
1511
+ source
1512
+ FROM market_trade_flow
1513
+ WHERE symbol = $1
1514
+ AND interval = $2
1515
+ AND ts <= to_timestamp($3/1000.0)
1516
+ ORDER BY ts DESC
1517
+ LIMIT 1
1518
+ `,
1519
+ [params.symbol.toUpperCase(), params.interval, params.atMs]
1520
+ );
1521
+ const row = res.rows[0];
1522
+ if (!row) return null;
1523
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1524
+ return {
1525
+ ...row,
1526
+ ageMs,
1527
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
1528
+ };
1529
+ }
1530
+ async function getLatestMarketBreadth(params) {
1531
+ await ensureBinanceMarketSchema();
1532
+ const pool = getPool();
1533
+ const res = await pool.query(
1534
+ `
1535
+ SELECT
1536
+ universe,
1537
+ interval,
1538
+ ts,
1539
+ symbols_count::int AS "symbolsCount",
1540
+ advancers::int AS advancers,
1541
+ decliners::int AS decliners,
1542
+ unchanged::int AS unchanged,
1543
+ advance_decline_ratio AS "advanceDeclineRatio",
1544
+ pct_above_ma20 AS "pctAboveMa20",
1545
+ pct_above_ma50 AS "pctAboveMa50",
1546
+ equal_weighted_return AS "equalWeightedReturn",
1547
+ volume_weighted_return AS "volumeWeightedReturn",
1548
+ dispersion,
1549
+ btc_return_1h AS "btcReturn1h",
1550
+ btc_return_4h AS "btcReturn4h",
1551
+ btc_return_24h AS "btcReturn24h",
1552
+ alt_basket_return_1h AS "altBasketReturn1h",
1553
+ alt_basket_return_4h AS "altBasketReturn4h",
1554
+ alt_basket_return_24h AS "altBasketReturn24h",
1555
+ btc_vs_alt_return_1h AS "btcVsAltReturn1h",
1556
+ btc_vs_alt_return_4h AS "btcVsAltReturn4h",
1557
+ btc_vs_alt_return_24h AS "btcVsAltReturn24h",
1558
+ btc_turnover_share_1h AS "btcTurnoverShare1h",
1559
+ btc_turnover_share_24h AS "btcTurnoverShare24h",
1560
+ btc_turnover_share_change_24h AS "btcTurnoverShareChange24h",
1561
+ alt_vol_to_btc_vol_24h AS "altVolToBtcVol24h",
1562
+ alt_dispersion_24h AS "altDispersion24h",
1563
+ btc_alt_regime AS "btcAltRegime",
1564
+ source
1565
+ FROM market_breadth
1566
+ WHERE universe = $1
1567
+ AND interval = $2
1568
+ AND ts <= to_timestamp($3/1000.0)
1569
+ ORDER BY ts DESC
1570
+ LIMIT 1
1571
+ `,
1572
+ [params.universe, params.interval, params.atMs]
1573
+ );
1574
+ const row = res.rows[0];
1575
+ if (!row) return null;
1576
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1577
+ return {
1578
+ ...row,
1579
+ ageMs,
1580
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
1581
+ };
1582
+ }
1583
+ async function getLatestMarketGlobalContext(params) {
1584
+ await ensureBinanceMarketSchema();
1585
+ const pool = getPool();
1586
+ const source = params.source ?? "coinmarketcap_global";
1587
+ const res = await pool.query(
1588
+ `
1589
+ SELECT
1590
+ source,
1591
+ ts,
1592
+ updated_at_ts AS "updatedAt",
1593
+ active_cryptocurrencies::int AS "activeCryptocurrencies",
1594
+ active_exchanges::int AS "activeExchanges",
1595
+ active_market_pairs::int AS "activeMarketPairs",
1596
+ markets::int AS markets,
1597
+ total_market_cap_usd AS "totalMarketCapUsd",
1598
+ total_volume_usd AS "totalVolumeUsd",
1599
+ total_volume_reported_usd AS "totalVolumeReportedUsd",
1600
+ btc_dominance_pct AS "btcDominancePct",
1601
+ eth_dominance_pct AS "ethDominancePct",
1602
+ alt_market_cap_usd AS "altMarketCapUsd",
1603
+ alt_volume_usd AS "altVolumeUsd",
1604
+ alt_volume_reported_usd AS "altVolumeReportedUsd",
1605
+ btc_to_alt_market_cap_ratio AS "btcToAltMarketCapRatio",
1606
+ market_cap_change_pct_24h_usd AS "marketCapChangePct24hUsd"
1607
+ FROM market_global_context
1608
+ WHERE source = $1
1609
+ AND ts <= to_timestamp($2/1000.0)
1610
+ ORDER BY ts DESC
1611
+ LIMIT 1
1612
+ `,
1613
+ [source, params.atMs]
1614
+ );
1615
+ const row = res.rows[0];
1616
+ if (!row) return null;
1617
+ const previousRes = await pool.query(
1618
+ `
1619
+ SELECT
1620
+ btc_dominance_pct AS "btcDominancePct",
1621
+ eth_dominance_pct AS "ethDominancePct",
1622
+ alt_market_cap_usd AS "altMarketCapUsd",
1623
+ alt_volume_usd AS "altVolumeUsd"
1624
+ FROM market_global_context
1625
+ WHERE source = $1
1626
+ AND ts <= $2::timestamptz - interval '24 hours'
1627
+ ORDER BY ts DESC
1628
+ LIMIT 1
1629
+ `,
1630
+ [source, row.ts]
1631
+ );
1632
+ const previousDominance = previousRes.rows[0]?.btcDominancePct == null ? null : Number(previousRes.rows[0].btcDominancePct);
1633
+ const previousEthDominance = previousRes.rows[0]?.ethDominancePct == null ? null : Number(previousRes.rows[0].ethDominancePct);
1634
+ const previousAltMarketCap = previousRes.rows[0]?.altMarketCapUsd == null ? null : Number(previousRes.rows[0].altMarketCapUsd);
1635
+ const previousAltVolume = previousRes.rows[0]?.altVolumeUsd == null ? null : Number(previousRes.rows[0].altVolumeUsd);
1636
+ const currentDominance = row.btcDominancePct == null ? null : Number(row.btcDominancePct);
1637
+ const currentEthDominance = row.ethDominancePct == null ? null : Number(row.ethDominancePct);
1638
+ const currentAltMarketCap = row.altMarketCapUsd == null ? null : Number(row.altMarketCapUsd);
1639
+ const currentAltVolume = row.altVolumeUsd == null ? null : Number(row.altVolumeUsd);
1640
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1641
+ return {
1642
+ ...row,
1643
+ ageMs,
1644
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs,
1645
+ btcDominanceChange24hPct: currentDominance != null && previousDominance != null ? currentDominance - previousDominance : null,
1646
+ ethDominanceChange24hPct: currentEthDominance != null && previousEthDominance != null ? currentEthDominance - previousEthDominance : null,
1647
+ altMarketCapChange24hPct: currentAltMarketCap != null && previousAltMarketCap != null && previousAltMarketCap > 0 ? (currentAltMarketCap - previousAltMarketCap) / previousAltMarketCap : null,
1648
+ altVolumeChange24hPct: currentAltVolume != null && previousAltVolume != null && previousAltVolume > 0 ? (currentAltVolume - previousAltVolume) / previousAltVolume : null
1649
+ };
1650
+ }
1651
+ async function getMarketGlobalContextCoverage(params) {
1652
+ await ensureBinanceMarketSchema();
1653
+ const pool = getPool();
1654
+ const res = await pool.query(
1655
+ `
1656
+ SELECT
1657
+ extract(epoch from MIN(ts))*1000 AS first_ms,
1658
+ extract(epoch from MAX(ts))*1000 AS last_ms,
1659
+ COUNT(*)::int AS rows
1660
+ FROM market_global_context
1661
+ WHERE source = $1
1662
+ AND ts >= to_timestamp($2/1000.0)
1663
+ AND ts <= to_timestamp($3/1000.0)
1664
+ `,
1665
+ [params.source, params.startMs, params.endMs]
1666
+ );
1667
+ const row = res.rows[0];
1668
+ const rows = Number(row?.rows ?? 0);
1669
+ const firstMs = Number(row?.first_ms);
1670
+ const lastMs = Number(row?.last_ms);
1671
+ if (!rows || !Number.isFinite(firstMs) || !Number.isFinite(lastMs)) {
1672
+ return null;
1673
+ }
1674
+ return { firstMs, lastMs, rows };
1675
+ }
1676
+ async function getMarketReferenceAssetContextCoverage(params) {
1677
+ const symbols = [
1678
+ ...new Set(
1679
+ params.symbols.map((symbol) => symbol.trim().toUpperCase()).filter(Boolean)
1680
+ )
1681
+ ];
1682
+ const coverage = /* @__PURE__ */ new Map();
1683
+ if (!symbols.length) return coverage;
1684
+ await ensureBinanceMarketSchema();
1685
+ const pool = getPool();
1686
+ const res = await pool.query(
1687
+ `
1688
+ SELECT
1689
+ symbol,
1690
+ extract(epoch from MIN(ts))*1000 AS first_ms,
1691
+ extract(epoch from MAX(ts))*1000 AS last_ms,
1692
+ COUNT(*)::int AS rows
1693
+ FROM market_reference_asset_context
1694
+ WHERE source = $1
1695
+ AND symbol = ANY($2)
1696
+ AND interval = $3
1697
+ AND ts >= to_timestamp($4/1000.0)
1698
+ AND ts <= to_timestamp($5/1000.0)
1699
+ GROUP BY symbol
1700
+ `,
1701
+ [params.source, symbols, params.interval, params.startMs, params.endMs]
1702
+ );
1703
+ for (const row of res.rows) {
1704
+ const firstMs = Number(row.first_ms);
1705
+ const lastMs = Number(row.last_ms);
1706
+ const rows = Number(row.rows);
1707
+ if (Number.isFinite(firstMs) && Number.isFinite(lastMs) && rows > 0) {
1708
+ coverage.set(row.symbol.toUpperCase(), { firstMs, lastMs, rows });
1709
+ }
1710
+ }
1711
+ return coverage;
1712
+ }
1713
+ async function getLatestMarketReferenceAssetContexts(params) {
1714
+ const source = params.source ?? "coinmarketcap_reference_asset";
1715
+ const interval = params.interval ?? "1d";
1716
+ const symbols = [
1717
+ ...new Set(
1718
+ params.symbols.map((symbol) => symbol.trim().toUpperCase()).filter(Boolean)
1719
+ )
1720
+ ];
1721
+ const rows = /* @__PURE__ */ new Map();
1722
+ if (!symbols.length) return rows;
1723
+ await ensureBinanceMarketSchema();
1724
+ const pool = getPool();
1725
+ const res = await pool.query(
1726
+ `
1727
+ SELECT DISTINCT ON (symbol)
1728
+ source,
1729
+ symbol,
1730
+ cmc_id AS "cmcId",
1731
+ interval,
1732
+ ts,
1733
+ open_usd AS "openUsd",
1734
+ high_usd AS "highUsd",
1735
+ low_usd AS "lowUsd",
1736
+ close_usd AS "closeUsd",
1737
+ volume_usd AS "volumeUsd",
1738
+ market_cap_usd AS "marketCapUsd"
1739
+ FROM market_reference_asset_context
1740
+ WHERE source = $1
1741
+ AND symbol = ANY($2)
1742
+ AND interval = $3
1743
+ AND ts <= to_timestamp($4/1000.0)
1744
+ ORDER BY symbol ASC, ts DESC
1745
+ `,
1746
+ [source, symbols, interval, params.atMs]
1747
+ );
1748
+ for (const row of res.rows) {
1749
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1750
+ rows.set(row.symbol.toUpperCase(), {
1751
+ ...row,
1752
+ ageMs,
1753
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
1754
+ });
1755
+ }
1756
+ return rows;
1757
+ }
1758
+ async function getLatestMarketCmcExchangeLiquidityContext(params) {
1759
+ await ensureBinanceMarketSchema();
1760
+ const pool = getPool();
1761
+ const source = params.source ?? "coinmarketcap_exchange_liquidity";
1762
+ const interval = params.interval ?? "1d";
1763
+ const res = await pool.query(
1764
+ `
1765
+ SELECT
1766
+ source,
1767
+ interval,
1768
+ ts,
1769
+ exchanges_count::int AS "exchangesCount",
1770
+ total_volume_usd AS "totalVolumeUsd",
1771
+ binance_volume_usd AS "binanceVolumeUsd",
1772
+ binance_volume_share AS "binanceVolumeShare",
1773
+ top_exchange_volume_share AS "topExchangeVolumeShare",
1774
+ liquidity_regime AS "liquidityRegime"
1775
+ FROM market_cmc_exchange_liquidity_context
1776
+ WHERE source = $1
1777
+ AND interval = $2
1778
+ AND ts <= to_timestamp($3/1000.0)
1779
+ ORDER BY ts DESC
1780
+ LIMIT 1
1781
+ `,
1782
+ [source, interval, params.atMs]
1783
+ );
1784
+ const row = res.rows[0];
1785
+ if (!row) return null;
1786
+ const previousRes = await pool.query(
1787
+ `
1788
+ SELECT total_volume_usd AS "totalVolumeUsd"
1789
+ FROM market_cmc_exchange_liquidity_context
1790
+ WHERE source = $1
1791
+ AND interval = $2
1792
+ AND ts <= $3::timestamptz - interval '24 hours'
1793
+ ORDER BY ts DESC
1794
+ LIMIT 1
1795
+ `,
1796
+ [source, interval, row.ts]
1797
+ );
1798
+ const currentTotal = row.totalVolumeUsd == null ? null : Number(row.totalVolumeUsd);
1799
+ const previousTotal = previousRes.rows[0]?.totalVolumeUsd == null ? null : Number(previousRes.rows[0].totalVolumeUsd);
1800
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1801
+ return {
1802
+ ...row,
1803
+ ageMs,
1804
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs,
1805
+ totalVolumeChange24hPct: currentTotal != null && previousTotal != null && previousTotal > 0 ? (currentTotal - previousTotal) / previousTotal : null
1806
+ };
1807
+ }
1808
+ async function getLatestMarketCmcIndexContexts(params) {
1809
+ const source = params.source ?? "coinmarketcap_index";
1810
+ const interval = params.interval ?? "1d";
1811
+ const indexSlugs = [
1812
+ ...new Set(
1813
+ params.indexSlugs.map((slug) => slug.trim().toLowerCase()).filter(
1814
+ (slug) => ["cmc100", "cmc20"].includes(slug)
1815
+ )
1816
+ )
1817
+ ];
1818
+ const rows = /* @__PURE__ */ new Map();
1819
+ if (!indexSlugs.length) return rows;
1820
+ await ensureBinanceMarketSchema();
1821
+ const pool = getPool();
1822
+ const res = await pool.query(
1823
+ `
1824
+ SELECT DISTINCT ON (index_slug)
1825
+ source,
1826
+ index_slug AS "indexSlug",
1827
+ interval,
1828
+ ts,
1829
+ value,
1830
+ constituents_count::int AS "constituentsCount",
1831
+ top_constituent_symbol AS "topConstituentSymbol",
1832
+ top_constituent_weight_pct AS "topConstituentWeightPct",
1833
+ constituents
1834
+ FROM market_cmc_index_context
1835
+ WHERE source = $1
1836
+ AND index_slug = ANY($2)
1837
+ AND interval = $3
1838
+ AND ts <= to_timestamp($4/1000.0)
1839
+ ORDER BY index_slug ASC, ts DESC
1840
+ `,
1841
+ [source, indexSlugs, interval, params.atMs]
1842
+ );
1843
+ for (const row of res.rows) {
1844
+ const previousRes = await pool.query(
1845
+ `
1846
+ SELECT value
1847
+ FROM market_cmc_index_context
1848
+ WHERE source = $1
1849
+ AND index_slug = $2
1850
+ AND interval = $3
1851
+ AND ts <= $4::timestamptz - interval '24 hours'
1852
+ ORDER BY ts DESC
1853
+ LIMIT 1
1854
+ `,
1855
+ [source, row.indexSlug, interval, row.ts]
1856
+ );
1857
+ const currentValue = row.value == null ? null : Number(row.value);
1858
+ const previousValue = previousRes.rows[0]?.value == null ? null : Number(previousRes.rows[0].value);
1859
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1860
+ rows.set(row.indexSlug, {
1861
+ ...row,
1862
+ ageMs,
1863
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs,
1864
+ valueChange24hPct: currentValue != null && previousValue != null && previousValue > 0 ? (currentValue - previousValue) / previousValue : null
1865
+ });
1866
+ }
1867
+ return rows;
1868
+ }
1869
+ async function getLatestMarketCmcFearGreedContext(params) {
1870
+ await ensureBinanceMarketSchema();
1871
+ const pool = getPool();
1872
+ const source = params.source ?? "coinmarketcap_fear_greed";
1873
+ const interval = params.interval ?? "1d";
1874
+ const res = await pool.query(
1875
+ `
1876
+ SELECT
1877
+ source,
1878
+ interval,
1879
+ ts,
1880
+ value::int AS value,
1881
+ classification,
1882
+ sentiment_regime AS "sentimentRegime"
1883
+ FROM market_cmc_fear_greed_context
1884
+ WHERE source = $1
1885
+ AND interval = $2
1886
+ AND ts <= to_timestamp($3/1000.0)
1887
+ ORDER BY ts DESC
1888
+ LIMIT 1
1889
+ `,
1890
+ [source, interval, params.atMs]
1891
+ );
1892
+ const row = res.rows[0];
1893
+ if (!row) return null;
1894
+ const previousRes = await pool.query(
1895
+ `
1896
+ SELECT
1897
+ value::int AS value,
1898
+ '24h' AS bucket
1899
+ FROM market_cmc_fear_greed_context
1900
+ WHERE source = $1
1901
+ AND interval = $2
1902
+ AND ts <= $3::timestamptz - interval '24 hours'
1903
+ ORDER BY ts DESC
1904
+ LIMIT 1
1905
+ `,
1906
+ [source, interval, row.ts]
1907
+ );
1908
+ const previous7dRes = await pool.query(
1909
+ `
1910
+ SELECT value::int AS value
1911
+ FROM market_cmc_fear_greed_context
1912
+ WHERE source = $1
1913
+ AND interval = $2
1914
+ AND ts <= $3::timestamptz - interval '7 days'
1915
+ ORDER BY ts DESC
1916
+ LIMIT 1
1917
+ `,
1918
+ [source, interval, row.ts]
1919
+ );
1920
+ const previousValue = previousRes.rows[0]?.value == null ? null : Number(previousRes.rows[0].value);
1921
+ const previous7dValue = previous7dRes.rows[0]?.value == null ? null : Number(previous7dRes.rows[0].value);
1922
+ const ageMs = toMarketFeatureAge(row.ts, params.atMs);
1923
+ return {
1924
+ ...row,
1925
+ ageMs,
1926
+ stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs,
1927
+ valueChange24h: previousValue == null ? null : row.value - previousValue,
1928
+ valueChange7d: previous7dValue == null ? null : row.value - previous7dValue
1929
+ };
1930
+ }
1931
+ async function getMarketCmcFearGreedContextCoverage(params) {
1932
+ await ensureBinanceMarketSchema();
1933
+ const pool = getPool();
1934
+ const res = await pool.query(
1935
+ `
1936
+ SELECT
1937
+ extract(epoch from MIN(ts))*1000 AS first_ms,
1938
+ extract(epoch from MAX(ts))*1000 AS last_ms,
1939
+ COUNT(*)::int AS rows
1940
+ FROM market_cmc_fear_greed_context
1941
+ WHERE source = $1
1942
+ AND interval = $2
1943
+ AND ts >= to_timestamp($3/1000.0)
1944
+ AND ts <= to_timestamp($4/1000.0)
1945
+ `,
1946
+ [params.source, params.interval, params.startMs, params.endMs]
1947
+ );
1948
+ const rows = Number(res.rows[0]?.rows ?? 0);
1949
+ const firstMs = Number(res.rows[0]?.first_ms);
1950
+ const lastMs = Number(res.rows[0]?.last_ms);
1951
+ if (!rows || !Number.isFinite(firstMs) || !Number.isFinite(lastMs)) {
1952
+ return null;
1953
+ }
1954
+ return { firstMs, lastMs, rows };
1955
+ }
1956
+ async function getMarketCmcExchangeLiquidityContextCoverage(params) {
1957
+ await ensureBinanceMarketSchema();
1958
+ const pool = getPool();
1959
+ const res = await pool.query(
1960
+ `
1961
+ SELECT
1962
+ extract(epoch from MIN(ts))*1000 AS first_ms,
1963
+ extract(epoch from MAX(ts))*1000 AS last_ms,
1964
+ COUNT(*)::int AS rows
1965
+ FROM market_cmc_exchange_liquidity_context
1966
+ WHERE source = $1
1967
+ AND interval = $2
1968
+ AND ts >= to_timestamp($3/1000.0)
1969
+ AND ts <= to_timestamp($4/1000.0)
1970
+ `,
1971
+ [params.source, params.interval, params.startMs, params.endMs]
1972
+ );
1973
+ const rows = Number(res.rows[0]?.rows ?? 0);
1974
+ const firstMs = Number(res.rows[0]?.first_ms);
1975
+ const lastMs = Number(res.rows[0]?.last_ms);
1976
+ if (!rows || !Number.isFinite(firstMs) || !Number.isFinite(lastMs)) {
1977
+ return null;
1978
+ }
1979
+ return { firstMs, lastMs, rows };
1980
+ }
1981
+ async function getMarketCmcIndexContextCoverage(params) {
1982
+ const indexSlugs = [
1983
+ ...new Set(
1984
+ params.indexSlugs.map((slug) => slug.trim().toLowerCase()).filter(
1985
+ (slug) => ["cmc100", "cmc20"].includes(slug)
1986
+ )
1987
+ )
1988
+ ];
1989
+ const coverage = /* @__PURE__ */ new Map();
1990
+ if (!indexSlugs.length) return coverage;
1991
+ await ensureBinanceMarketSchema();
1992
+ const pool = getPool();
1993
+ const res = await pool.query(
1994
+ `
1995
+ SELECT
1996
+ index_slug,
1997
+ extract(epoch from MIN(ts))*1000 AS first_ms,
1998
+ extract(epoch from MAX(ts))*1000 AS last_ms,
1999
+ COUNT(*)::int AS rows
2000
+ FROM market_cmc_index_context
2001
+ WHERE source = $1
2002
+ AND index_slug = ANY($2)
2003
+ AND interval = $3
2004
+ AND ts >= to_timestamp($4/1000.0)
2005
+ AND ts <= to_timestamp($5/1000.0)
2006
+ GROUP BY index_slug
2007
+ `,
2008
+ [params.source, indexSlugs, params.interval, params.startMs, params.endMs]
2009
+ );
2010
+ for (const row of res.rows) {
2011
+ const indexSlug = row.index_slug;
2012
+ const firstMs = Number(row.first_ms);
2013
+ const lastMs = Number(row.last_ms);
2014
+ const rows = Number(row.rows);
2015
+ if (Number.isFinite(firstMs) && Number.isFinite(lastMs) && rows > 0) {
2016
+ coverage.set(indexSlug, { firstMs, lastMs, rows });
2017
+ }
2018
+ }
2019
+ return coverage;
2020
+ }
2021
+ async function getMarketTradeFlowCoverage(params) {
2022
+ const symbols = [
2023
+ ...new Set(params.symbols.map((item) => item.toUpperCase()))
2024
+ ];
2025
+ if (!symbols.length) return /* @__PURE__ */ new Map();
2026
+ await ensureBinanceMarketSchema();
2027
+ const pool = getPool();
2028
+ const res = await pool.query(
2029
+ `
2030
+ SELECT
2031
+ symbol,
2032
+ MIN(ts) AS first_ts,
2033
+ MAX(ts) AS last_ts,
2034
+ COUNT(*)::int AS rows
2035
+ FROM market_trade_flow
2036
+ WHERE symbol = ANY($1)
2037
+ AND interval = $2
2038
+ AND ts >= to_timestamp($3/1000.0)
2039
+ AND ts <= to_timestamp($4/1000.0)
2040
+ GROUP BY symbol
2041
+ `,
2042
+ [symbols, params.interval, params.startMs, params.endMs]
2043
+ );
2044
+ return new Map(
2045
+ res.rows.map((row) => [
2046
+ String(row.symbol).toUpperCase(),
2047
+ {
2048
+ firstMs: new Date(row.first_ts).getTime(),
2049
+ lastMs: new Date(row.last_ts).getTime(),
2050
+ rows: Number(row.rows) || 0
2051
+ }
2052
+ ])
2053
+ );
2054
+ }
2055
+ var getTableRowCountIfExists = async (tableName) => {
2056
+ const pool = getPool();
2057
+ const exists = await pool.query("SELECT to_regclass($1) AS name", [
2058
+ tableName
2059
+ ]);
2060
+ if (!exists.rows[0]?.name) return null;
2061
+ const count = await pool.query(
2062
+ `SELECT COUNT(*)::int AS rows FROM ${tableName}`
2063
+ );
2064
+ return Number(count.rows[0]?.rows ?? 0);
2065
+ };
2066
+ async function cleanupDeprecatedMarketContext(params = {}) {
2067
+ const apply = Boolean(params.apply);
2068
+ const pool = getPool();
2069
+ const items = [];
2070
+ const cleanupRows = async ({
2071
+ tableName,
2072
+ whereSql,
2073
+ name
2074
+ }) => {
2075
+ const tableRows = await getTableRowCountIfExists(tableName);
2076
+ if (tableRows == null) return;
2077
+ const count = await pool.query(
2078
+ `
2079
+ SELECT COUNT(*)::int AS rows
2080
+ FROM ${tableName}
2081
+ WHERE ${whereSql}
2082
+ `
2083
+ );
2084
+ const rows = Number(count.rows[0]?.rows ?? 0);
2085
+ if (rows <= 0) return;
2086
+ if (apply) {
2087
+ await pool.query(
2088
+ `
2089
+ DELETE FROM ${tableName}
2090
+ WHERE ${whereSql}
2091
+ `
2092
+ );
2093
+ }
2094
+ items.push({
2095
+ kind: "rows",
2096
+ name,
2097
+ rows,
2098
+ action: "delete_rows",
2099
+ applied: apply
2100
+ });
2101
+ };
2102
+ for (const tableName of ["market_order_book_depth", "onchain_flow_context"]) {
2103
+ const rows = await getTableRowCountIfExists(tableName);
2104
+ if (rows == null) continue;
2105
+ if (apply) {
2106
+ await pool.query(`DROP TABLE IF EXISTS ${tableName}`);
2107
+ }
2108
+ items.push({
2109
+ kind: "table",
2110
+ name: tableName,
2111
+ rows,
2112
+ action: "drop_table",
2113
+ applied: apply
2114
+ });
2115
+ }
2116
+ await cleanupRows({
2117
+ tableName: "market_global_context",
2118
+ whereSql: "source = 'coingecko_global'",
2119
+ name: "market_global_context/source=coingecko_global"
2120
+ });
2121
+ await cleanupRows({
2122
+ tableName: "market_global_context",
2123
+ whereSql: "source = 'coinmarketcap_global_hourly'",
2124
+ name: "market_global_context/source=coinmarketcap_global_hourly"
2125
+ });
2126
+ await cleanupRows({
2127
+ tableName: "market_reference_asset_context",
2128
+ whereSql: "source = 'coinmarketcap_reference_asset' AND interval = '1h'",
2129
+ name: "market_reference_asset_context/source=coinmarketcap_reference_asset/interval=1h"
2130
+ });
2131
+ await cleanupRows({
2132
+ tableName: "market_cmc_breadth_context",
2133
+ whereSql: "source = 'coinmarketcap_market_breadth'",
2134
+ name: "market_cmc_breadth_context/source=coinmarketcap_market_breadth"
2135
+ });
2136
+ await cleanupRows({
2137
+ tableName: "market_context_backfill_coverage",
2138
+ whereSql: "(source IN ('coinmarketcap_global_hourly', 'coinmarketcap_market_breadth') OR (source = 'coinmarketcap_reference_asset' AND interval = '1h'))",
2139
+ name: "market_context_backfill_coverage/deprecated_cmc_sources"
2140
+ });
2141
+ return items;
2142
+ }
2143
+ async function getMarketBreadthCoverage(params) {
2144
+ await ensureBinanceMarketSchema();
2145
+ const pool = getPool();
2146
+ const res = await pool.query(
2147
+ `
2148
+ SELECT
2149
+ MIN(ts) AS first_ts,
2150
+ MAX(ts) AS last_ts,
2151
+ COUNT(*)::int AS rows,
2152
+ COUNT(*) FILTER (
2153
+ WHERE btc_alt_regime IS NOT NULL
2154
+ AND btc_return_24h IS NOT NULL
2155
+ AND alt_basket_return_24h IS NOT NULL
2156
+ )::int AS btc_alt_metrics_rows
2157
+ FROM market_breadth
2158
+ WHERE universe = $1
2159
+ AND interval = $2
2160
+ AND ts >= to_timestamp($3/1000.0)
2161
+ AND ts <= to_timestamp($4/1000.0)
2162
+ `,
2163
+ [params.universe, params.interval, params.startMs, params.endMs]
2164
+ );
2165
+ const row = res.rows[0];
2166
+ if (!row?.first_ts || !row?.last_ts) return null;
2167
+ return {
2168
+ firstMs: new Date(row.first_ts).getTime(),
2169
+ lastMs: new Date(row.last_ts).getTime(),
2170
+ rows: Number(row.rows) || 0,
2171
+ btcAltMetricsRows: Number(row.btc_alt_metrics_rows) || 0
2172
+ };
2173
+ }
397
2174
  async function getSpreadRangeForSymbols(symbols, interval, startMs, endMs) {
398
2175
  if (!symbols.length) {
399
2176
  return [];
@@ -451,12 +2228,17 @@ async function getSpreadSummary(hours = 24, limit = 500) {
451
2228
  };
452
2229
  }
453
2230
  async function getCandlesRange(provider, symbol, interval, startMs, endMs) {
2231
+ await ensureCandlesSchema();
454
2232
  const pool = getPool();
455
2233
  const normalizedProvider = normalizeCandleProvider(provider);
456
2234
  const normalizedSymbol = normalizeCandleSymbol(symbol);
457
2235
  const sql = `
458
2236
  SELECT symbol, interval, ts,
459
- open, high, low, close, volume, turnover
2237
+ open, high, low, close, volume, turnover,
2238
+ taker_buy_base_volume AS "takerBuyBaseVolume",
2239
+ taker_buy_quote_volume AS "takerBuyQuoteVolume",
2240
+ taker_sell_base_volume AS "takerSellBaseVolume",
2241
+ taker_sell_quote_volume AS "takerSellQuoteVolume"
460
2242
  FROM candles
461
2243
  WHERE provider = $1 AND symbol = $2 AND interval = $3
462
2244
  AND ts >= to_timestamp($4/1000.0)
@@ -500,6 +2282,58 @@ async function getDataEdges(provider, symbol, interval) {
500
2282
  const max = Number.isFinite(Number(maxRaw)) ? Number(maxRaw) : void 0;
501
2283
  return { min, max };
502
2284
  }
2285
+ async function getDataEdgesForSymbols(provider, symbols, interval) {
2286
+ const normalizedSymbols = [
2287
+ ...new Set(symbols.map(normalizeCandleSymbol).filter(Boolean))
2288
+ ];
2289
+ const result = /* @__PURE__ */ new Map();
2290
+ for (const symbol of normalizedSymbols) {
2291
+ result.set(symbol, {});
2292
+ }
2293
+ if (!normalizedSymbols.length) {
2294
+ return result;
2295
+ }
2296
+ const pool = getPool();
2297
+ const normalizedProvider = normalizeCandleProvider(provider);
2298
+ const sql = `
2299
+ WITH requested(symbol) AS (
2300
+ SELECT unnest($2::text[])
2301
+ )
2302
+ SELECT
2303
+ r.symbol,
2304
+ (
2305
+ SELECT extract(epoch from c.ts)*1000
2306
+ FROM candles c
2307
+ WHERE c.provider = $1 AND c.symbol = r.symbol AND c.interval = $3
2308
+ ORDER BY c.ts ASC
2309
+ LIMIT 1
2310
+ ) AS min_ms,
2311
+ (
2312
+ SELECT extract(epoch from c.ts)*1000
2313
+ FROM candles c
2314
+ WHERE c.provider = $1 AND c.symbol = r.symbol AND c.interval = $3
2315
+ ORDER BY c.ts DESC
2316
+ LIMIT 1
2317
+ ) AS max_ms
2318
+ FROM requested r
2319
+ `;
2320
+ const response = await pool.query(sql, [
2321
+ normalizedProvider,
2322
+ normalizedSymbols,
2323
+ interval
2324
+ ]);
2325
+ for (const row of response.rows) {
2326
+ const symbol = normalizeCandleSymbol(String(row.symbol || ""));
2327
+ if (!symbol) continue;
2328
+ const min = row.min_ms == null ? NaN : Number(row.min_ms);
2329
+ const max = row.max_ms == null ? NaN : Number(row.max_ms);
2330
+ result.set(symbol, {
2331
+ ...Number.isFinite(min) ? { min } : {},
2332
+ ...Number.isFinite(max) ? { max } : {}
2333
+ });
2334
+ }
2335
+ return result;
2336
+ }
503
2337
  async function waitForDbReady(attempts = 20, delayMs = 1e3) {
504
2338
  const pool = getPool();
505
2339
  let lastError;
@@ -562,19 +2396,47 @@ async function findContinuityGap(provider, symbol, interval) {
562
2396
  };
563
2397
  }
564
2398
  export {
2399
+ cleanupDeprecatedMarketContext,
2400
+ closeTimescalePool,
565
2401
  deleteCandles,
566
2402
  findContinuityGap,
567
2403
  getCandlesRange,
568
2404
  getDataEdges,
2405
+ getDataEdgesForSymbols,
2406
+ getDerivativesBackfillCoverage,
569
2407
  getDerivativesDataEdgesForSymbols,
570
2408
  getDerivativesRangeForSymbols,
571
2409
  getDerivativesSummary,
572
2410
  getDerivativesWindow,
2411
+ getLatestMarketBreadth,
2412
+ getLatestMarketCmcExchangeLiquidityContext,
2413
+ getLatestMarketCmcFearGreedContext,
2414
+ getLatestMarketCmcIndexContexts,
2415
+ getLatestMarketGlobalContext,
2416
+ getLatestMarketReferenceAssetContexts,
2417
+ getLatestMarketTradeFlow,
2418
+ getMarketBreadthCoverage,
2419
+ getMarketCmcExchangeLiquidityContextCoverage,
2420
+ getMarketCmcFearGreedContextCoverage,
2421
+ getMarketCmcIndexContextCoverage,
2422
+ getMarketContextBackfillCoverage,
2423
+ getMarketGlobalContextCoverage,
2424
+ getMarketReferenceAssetContextCoverage,
2425
+ getMarketTradeFlowCoverage,
573
2426
  getSpreadRangeForSymbols,
574
2427
  getSpreadSummary,
575
2428
  toRows,
576
2429
  upsertCandles,
577
2430
  upsertDerivatives,
2431
+ upsertDerivativesBackfillCoverage,
2432
+ upsertMarketBreadthRows,
2433
+ upsertMarketCmcExchangeLiquidityContextRows,
2434
+ upsertMarketCmcFearGreedContextRows,
2435
+ upsertMarketCmcIndexContextRows,
2436
+ upsertMarketContextBackfillCoverage,
2437
+ upsertMarketGlobalContextRows,
2438
+ upsertMarketReferenceAssetContextRows,
2439
+ upsertMarketTradeFlowRows,
578
2440
  upsertSpreadRows,
579
2441
  waitForDbReady
580
2442
  };