@tradejs/infra 2.0.1 → 2.0.2

package/dist/timescale.d.mts

@@ -50,6 +50,34 @@ declare function upsertDerivativesBackfillCoverage(rows: Array<{
     toMs: number;
     rowsCount: number;
 }>): Promise<void>;
+type DerivativesMetricCoverageMetric = 'liquidation';
+declare function getDerivativesMetricCoverage(params: {
+    source: string;
+    metric: DerivativesMetricCoverageMetric;
+    symbols: string[];
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+}): Promise<{
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    eventRowsCount: number;
+    zeroRowsCount: number;
+}[]>;
+declare function applyDerivativesMetricCoverage(rows: Array<{
+    source: string;
+    metric: DerivativesMetricCoverageMetric;
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    eventRowsCount: number;
+}>): Promise<{
+    symbol: string;
+    zeroRowsCount: number;
+}[]>;
 declare function getDerivativesWindow(params: {
     symbol: string;
     intervals: DerivativesInterval[];
@@ -271,4 +299,4 @@ declare function findContinuityGap(provider: string, symbol: string, interval: n
     diffSeconds: number;
 } | null>;
 
-export { type CandleRow, type DeprecatedMarketContextCleanupItem, type MarketFeatureAsOf, cleanupDeprecatedMarketContext, closeTimescalePool, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, getDerivativesBackfillCoverage, getDerivativesDataEdgesForSymbols, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertDerivativesBackfillCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows, upsertSpreadRows, waitForDbReady };
+export { type CandleRow, type DeprecatedMarketContextCleanupItem, type DerivativesMetricCoverageMetric, type MarketFeatureAsOf, applyDerivativesMetricCoverage, cleanupDeprecatedMarketContext, closeTimescalePool, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, getDerivativesBackfillCoverage, getDerivativesDataEdgesForSymbols, getDerivativesMetricCoverage, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertDerivativesBackfillCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows, upsertSpreadRows, waitForDbReady };

package/dist/timescale.d.ts

@@ -50,6 +50,34 @@ declare function upsertDerivativesBackfillCoverage(rows: Array<{
     toMs: number;
     rowsCount: number;
 }>): Promise<void>;
+type DerivativesMetricCoverageMetric = 'liquidation';
+declare function getDerivativesMetricCoverage(params: {
+    source: string;
+    metric: DerivativesMetricCoverageMetric;
+    symbols: string[];
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+}): Promise<{
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    eventRowsCount: number;
+    zeroRowsCount: number;
+}[]>;
+declare function applyDerivativesMetricCoverage(rows: Array<{
+    source: string;
+    metric: DerivativesMetricCoverageMetric;
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    eventRowsCount: number;
+}>): Promise<{
+    symbol: string;
+    zeroRowsCount: number;
+}[]>;
 declare function getDerivativesWindow(params: {
     symbol: string;
     intervals: DerivativesInterval[];
@@ -271,4 +299,4 @@ declare function findContinuityGap(provider: string, symbol: string, interval: n
     diffSeconds: number;
 } | null>;
 
-export { type CandleRow, type DeprecatedMarketContextCleanupItem, type MarketFeatureAsOf, cleanupDeprecatedMarketContext, closeTimescalePool, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, getDerivativesBackfillCoverage, getDerivativesDataEdgesForSymbols, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertDerivativesBackfillCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows, upsertSpreadRows, waitForDbReady };
+export { type CandleRow, type DeprecatedMarketContextCleanupItem, type DerivativesMetricCoverageMetric, type MarketFeatureAsOf, applyDerivativesMetricCoverage, cleanupDeprecatedMarketContext, closeTimescalePool, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, getDerivativesBackfillCoverage, getDerivativesDataEdgesForSymbols, getDerivativesMetricCoverage, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getSpreadRangeForSymbols, getSpreadSummary, toRows, upsertCandles, upsertDerivatives, upsertDerivativesBackfillCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows, upsertSpreadRows, waitForDbReady };

package/dist/timescale.js

@@ -20,6 +20,7 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
 // src/timescale.ts
 var timescale_exports = {};
 __export(timescale_exports, {
+  applyDerivativesMetricCoverage: () => applyDerivativesMetricCoverage,
   cleanupDeprecatedMarketContext: () => cleanupDeprecatedMarketContext,
   closeTimescalePool: () => closeTimescalePool,
   deleteCandles: () => deleteCandles,
@@ -29,6 +30,7 @@ __export(timescale_exports, {
   getDataEdgesForSymbols: () => getDataEdgesForSymbols,
   getDerivativesBackfillCoverage: () => getDerivativesBackfillCoverage,
   getDerivativesDataEdgesForSymbols: () => getDerivativesDataEdgesForSymbols,
+  getDerivativesMetricCoverage: () => getDerivativesMetricCoverage,
   getDerivativesRangeForSymbols: () => getDerivativesRangeForSymbols,
   getDerivativesSummary: () => getDerivativesSummary,
   getDerivativesWindow: () => getDerivativesWindow,
@@ -339,6 +341,31 @@ var ensureDerivativesSchema = async () => {
         CREATE INDEX IF NOT EXISTS derivatives_backfill_coverage_lookup_idx
         ON derivatives_backfill_coverage (source, symbol, interval, from_ts, to_ts)
       `);
+      await pool.query(`
+        CREATE TABLE IF NOT EXISTS derivatives_metric_coverage (
+          source text NOT NULL,
+          metric text NOT NULL,
+          symbol text NOT NULL,
+          interval text NOT NULL,
+          from_ts timestamptz NOT NULL,
+          to_ts timestamptz NOT NULL,
+          event_rows_count integer NOT NULL DEFAULT 0,
+          zero_rows_count integer NOT NULL DEFAULT 0,
+          checked_at timestamptz NOT NULL DEFAULT now(),
+          PRIMARY KEY (source, metric, symbol, interval, from_ts, to_ts)
+        )
+      `);
+      await pool.query(`
+        CREATE INDEX IF NOT EXISTS derivatives_metric_coverage_lookup_idx
+        ON derivatives_metric_coverage (
+          source,
+          metric,
+          symbol,
+          interval,
+          from_ts,
+          to_ts
+        )
+      `);
       derivativesSchemaReady = true;
     }
   ).finally(() => {
@@ -849,6 +876,147 @@ async function upsertDerivativesBackfillCoverage(rows) {
     flat
   );
 }
+async function getDerivativesMetricCoverage(params) {
+  const normalizedSource = String(params.source || "").trim().toLowerCase();
+  const normalizedSymbols = [
+    ...new Set(
+      params.symbols.map(
+        (symbol) => String(symbol || "").trim().toUpperCase()
+      ).filter(Boolean)
+    )
+  ];
+  if (!normalizedSource || !normalizedSymbols.length) {
+    return [];
+  }
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const res = await pool.query(
+    `
+      SELECT
+        symbol,
+        interval,
+        extract(epoch from from_ts)*1000 AS from_ms,
+        extract(epoch from to_ts)*1000 AS to_ms,
+        event_rows_count,
+        zero_rows_count
+      FROM derivatives_metric_coverage
+      WHERE source = $1
+        AND metric = $2
+        AND symbol = ANY($3)
+        AND interval = $4
+        AND from_ts <= to_timestamp($6/1000.0)
+        AND to_ts >= to_timestamp($5/1000.0)
+    `,
+    [
+      normalizedSource,
+      params.metric,
+      normalizedSymbols,
+      params.interval,
+      params.fromMs,
+      params.toMs
+    ]
+  );
+  return res.rows.map((row) => ({
+    symbol: String(row.symbol).toUpperCase(),
+    interval: row.interval,
+    fromMs: Number(row.from_ms),
+    toMs: Number(row.to_ms),
+    eventRowsCount: Number(row.event_rows_count ?? 0),
+    zeroRowsCount: Number(row.zero_rows_count ?? 0)
+  }));
+}
+async function applyDerivativesMetricCoverage(rows) {
+  if (!rows.length)
+    return [];
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const client = await pool.connect();
+  const results = [];
+  try {
+    await client.query("BEGIN");
+    for (const row of rows) {
+      const source = String(row.source || "").trim().toLowerCase();
+      const symbol = String(row.symbol || "").trim().toUpperCase();
+      const fromMs = Math.trunc(row.fromMs);
+      const toMs = Math.trunc(row.toMs);
+      if (!source || !symbol || fromMs > toMs) continue;
+      await client.query(
+        `
+          UPDATE derivatives_market
+          SET
+            liq_long = 0,
+            liq_short = 0,
+            liq_total = 0,
+            ingested_at = now()
+          WHERE symbol = $1
+            AND interval = $2
+            AND ts >= to_timestamp($3/1000.0)
+            AND ts <= to_timestamp($4/1000.0)
+            AND liq_long IS NULL
+            AND liq_short IS NULL
+            AND liq_total IS NULL
+        `,
+        [symbol, row.interval, fromMs, toMs]
+      );
+      const zeroCountResult = await client.query(
+        `
+          SELECT COUNT(*)::integer AS count
+          FROM derivatives_market
+          WHERE symbol = $1
+            AND interval = $2
+            AND ts >= to_timestamp($3/1000.0)
+            AND ts <= to_timestamp($4/1000.0)
+            AND liq_long = 0
+            AND liq_short = 0
+            AND liq_total = 0
+        `,
+        [symbol, row.interval, fromMs, toMs]
+      );
+      const zeroRowsCount = Math.max(
+        0,
+        Number(zeroCountResult.rows[0]?.count ?? 0)
+      );
+      await client.query(
+        `
+          INSERT INTO derivatives_metric_coverage (
+            source,
+            metric,
+            symbol,
+            interval,
+            from_ts,
+            to_ts,
+            event_rows_count,
+            zero_rows_count
+          )
+          VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
+          ON CONFLICT (source, metric, symbol, interval, from_ts, to_ts)
+          DO UPDATE SET
+            event_rows_count = EXCLUDED.event_rows_count,
+            zero_rows_count = EXCLUDED.zero_rows_count,
+            checked_at = now()
+        `,
+        [
+          source,
+          row.metric,
+          symbol,
+          row.interval,
+          new Date(fromMs),
+          new Date(toMs),
+          Math.max(0, Math.trunc(row.eventRowsCount)),
+          zeroRowsCount
+        ]
+      );
+      results.push({ symbol, zeroRowsCount });
+    }
+    await client.query("COMMIT");
+    return results;
+  } catch (error) {
+    await client.query("ROLLBACK");
+    throw error;
+  } finally {
+    client.release();
+  }
+}
 async function getDerivativesWindow(params) {
   const { symbol, intervals, endMs, lookbackMs } = params;
   const normalizedSymbol = String(symbol || "").trim().toUpperCase();
@@ -2502,6 +2670,7 @@ async function findContinuityGap(provider, symbol, interval) {
 }
 // Annotate the CommonJS export names for ESM import in node:
 0 && (module.exports = {
+  applyDerivativesMetricCoverage,
   cleanupDeprecatedMarketContext,
   closeTimescalePool,
   deleteCandles,
@@ -2511,6 +2680,7 @@ async function findContinuityGap(provider, symbol, interval) {
   getDataEdgesForSymbols,
   getDerivativesBackfillCoverage,
   getDerivativesDataEdgesForSymbols,
+  getDerivativesMetricCoverage,
   getDerivativesRangeForSymbols,
   getDerivativesSummary,
   getDerivativesWindow,

package/dist/timescale.mjs

@@ -273,6 +273,31 @@ var ensureDerivativesSchema = async () => {
         CREATE INDEX IF NOT EXISTS derivatives_backfill_coverage_lookup_idx
         ON derivatives_backfill_coverage (source, symbol, interval, from_ts, to_ts)
       `);
+      await pool.query(`
+        CREATE TABLE IF NOT EXISTS derivatives_metric_coverage (
+          source text NOT NULL,
+          metric text NOT NULL,
+          symbol text NOT NULL,
+          interval text NOT NULL,
+          from_ts timestamptz NOT NULL,
+          to_ts timestamptz NOT NULL,
+          event_rows_count integer NOT NULL DEFAULT 0,
+          zero_rows_count integer NOT NULL DEFAULT 0,
+          checked_at timestamptz NOT NULL DEFAULT now(),
+          PRIMARY KEY (source, metric, symbol, interval, from_ts, to_ts)
+        )
+      `);
+      await pool.query(`
+        CREATE INDEX IF NOT EXISTS derivatives_metric_coverage_lookup_idx
+        ON derivatives_metric_coverage (
+          source,
+          metric,
+          symbol,
+          interval,
+          from_ts,
+          to_ts
+        )
+      `);
       derivativesSchemaReady = true;
     }
   ).finally(() => {
@@ -783,6 +808,147 @@ async function upsertDerivativesBackfillCoverage(rows) {
     flat
   );
 }
+async function getDerivativesMetricCoverage(params) {
+  const normalizedSource = String(params.source || "").trim().toLowerCase();
+  const normalizedSymbols = [
+    ...new Set(
+      params.symbols.map(
+        (symbol) => String(symbol || "").trim().toUpperCase()
+      ).filter(Boolean)
+    )
+  ];
+  if (!normalizedSource || !normalizedSymbols.length) {
+    return [];
+  }
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const res = await pool.query(
+    `
+      SELECT
+        symbol,
+        interval,
+        extract(epoch from from_ts)*1000 AS from_ms,
+        extract(epoch from to_ts)*1000 AS to_ms,
+        event_rows_count,
+        zero_rows_count
+      FROM derivatives_metric_coverage
+      WHERE source = $1
+        AND metric = $2
+        AND symbol = ANY($3)
+        AND interval = $4
+        AND from_ts <= to_timestamp($6/1000.0)
+        AND to_ts >= to_timestamp($5/1000.0)
+    `,
+    [
+      normalizedSource,
+      params.metric,
+      normalizedSymbols,
+      params.interval,
+      params.fromMs,
+      params.toMs
+    ]
+  );
+  return res.rows.map((row) => ({
+    symbol: String(row.symbol).toUpperCase(),
+    interval: row.interval,
+    fromMs: Number(row.from_ms),
+    toMs: Number(row.to_ms),
+    eventRowsCount: Number(row.event_rows_count ?? 0),
+    zeroRowsCount: Number(row.zero_rows_count ?? 0)
+  }));
+}
+async function applyDerivativesMetricCoverage(rows) {
+  if (!rows.length)
+    return [];
+  await ensureDerivativesSchema();
+  const pool = getPool();
+  const client = await pool.connect();
+  const results = [];
+  try {
+    await client.query("BEGIN");
+    for (const row of rows) {
+      const source = String(row.source || "").trim().toLowerCase();
+      const symbol = String(row.symbol || "").trim().toUpperCase();
+      const fromMs = Math.trunc(row.fromMs);
+      const toMs = Math.trunc(row.toMs);
+      if (!source || !symbol || fromMs > toMs) continue;
+      await client.query(
+        `
+          UPDATE derivatives_market
+          SET
+            liq_long = 0,
+            liq_short = 0,
+            liq_total = 0,
+            ingested_at = now()
+          WHERE symbol = $1
+            AND interval = $2
+            AND ts >= to_timestamp($3/1000.0)
+            AND ts <= to_timestamp($4/1000.0)
+            AND liq_long IS NULL
+            AND liq_short IS NULL
+            AND liq_total IS NULL
+        `,
+        [symbol, row.interval, fromMs, toMs]
+      );
+      const zeroCountResult = await client.query(
+        `
+          SELECT COUNT(*)::integer AS count
+          FROM derivatives_market
+          WHERE symbol = $1
+            AND interval = $2
+            AND ts >= to_timestamp($3/1000.0)
+            AND ts <= to_timestamp($4/1000.0)
+            AND liq_long = 0
+            AND liq_short = 0
+            AND liq_total = 0
+        `,
+        [symbol, row.interval, fromMs, toMs]
+      );
+      const zeroRowsCount = Math.max(
+        0,
+        Number(zeroCountResult.rows[0]?.count ?? 0)
+      );
+      await client.query(
+        `
+          INSERT INTO derivatives_metric_coverage (
+            source,
+            metric,
+            symbol,
+            interval,
+            from_ts,
+            to_ts,
+            event_rows_count,
+            zero_rows_count
+          )
+          VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
+          ON CONFLICT (source, metric, symbol, interval, from_ts, to_ts)
+          DO UPDATE SET
+            event_rows_count = EXCLUDED.event_rows_count,
+            zero_rows_count = EXCLUDED.zero_rows_count,
+            checked_at = now()
+        `,
+        [
+          source,
+          row.metric,
+          symbol,
+          row.interval,
+          new Date(fromMs),
+          new Date(toMs),
+          Math.max(0, Math.trunc(row.eventRowsCount)),
+          zeroRowsCount
+        ]
+      );
+      results.push({ symbol, zeroRowsCount });
+    }
+    await client.query("COMMIT");
+    return results;
+  } catch (error) {
+    await client.query("ROLLBACK");
+    throw error;
+  } finally {
+    client.release();
+  }
+}
 async function getDerivativesWindow(params) {
   const { symbol, intervals, endMs, lookbackMs } = params;
   const normalizedSymbol = String(symbol || "").trim().toUpperCase();
@@ -2435,6 +2601,7 @@ async function findContinuityGap(provider, symbol, interval) {
   };
 }
 export {
+  applyDerivativesMetricCoverage,
   cleanupDeprecatedMarketContext,
   closeTimescalePool,
   deleteCandles,
@@ -2444,6 +2611,7 @@ export {
   getDataEdgesForSymbols,
   getDerivativesBackfillCoverage,
   getDerivativesDataEdgesForSymbols,
+  getDerivativesMetricCoverage,
   getDerivativesRangeForSymbols,
   getDerivativesSummary,
   getDerivativesWindow,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/infra",
-  "version": "2.0.1",
+  "version": "2.0.2",
   "description": "MIT-licensed server infrastructure adapters for TradeJS: Redis, Timescale, ML, logging, and IO.",
   "keywords": [
     "tradejs",
@@ -93,7 +93,7 @@
   "dependencies": {
     "@grpc/grpc-js": "^1.10.7",
     "@grpc/proto-loader": "^0.8.0",
-    "@tradejs/types": "^2.0.1",
+    "@tradejs/types": "^2.0.2",
     "chalk": "4.1.2",
     "ioredis": "5.8.0",
     "pg": "8.16.3",