@tradejs/infra 2.0.17 → 2.0.19

package/dist/timescale/marketContext.mjs

@@ -0,0 +1,60 @@
+import {
+  cleanupDeprecatedMarketContext,
+  getLatestMarketBreadth,
+  getLatestMarketCmcExchangeLiquidityContext,
+  getLatestMarketCmcFearGreedContext,
+  getLatestMarketCmcIndexContexts,
+  getLatestMarketGlobalContext,
+  getLatestMarketReferenceAssetContexts,
+  getLatestMarketTradeFlow,
+  getMarketBreadthCoverage,
+  getMarketCmcExchangeLiquidityContextCoverage,
+  getMarketCmcFearGreedContextCoverage,
+  getMarketCmcIndexContextCoverage,
+  getMarketContextBackfillCoverage,
+  getMarketGlobalContextCoverage,
+  getMarketReferenceAssetContextCoverage,
+  getMarketTradeFlowCoverage,
+  upsertMarketBreadthRows,
+  upsertMarketCmcExchangeLiquidityContextRows,
+  upsertMarketCmcFearGreedContextRows,
+  upsertMarketCmcIndexContextRows,
+  upsertMarketContextBackfillCoverage,
+  upsertMarketGlobalContextRows,
+  upsertMarketReferenceAssetContextRows,
+  upsertMarketTradeFlowRows
+} from "../chunk-DFMKDB2R.mjs";
+import {
+  ensureBinanceMarketSchema,
+  ensureCoinMarketCapContextSchema,
+  ensureMarketContextSchemas
+} from "../chunk-I2J6YDBD.mjs";
+export {
+  cleanupDeprecatedMarketContext,
+  ensureBinanceMarketSchema,
+  ensureCoinMarketCapContextSchema,
+  ensureMarketContextSchemas,
+  getLatestMarketBreadth,
+  getLatestMarketCmcExchangeLiquidityContext,
+  getLatestMarketCmcFearGreedContext,
+  getLatestMarketCmcIndexContexts,
+  getLatestMarketGlobalContext,
+  getLatestMarketReferenceAssetContexts,
+  getLatestMarketTradeFlow,
+  getMarketBreadthCoverage,
+  getMarketCmcExchangeLiquidityContextCoverage,
+  getMarketCmcFearGreedContextCoverage,
+  getMarketCmcIndexContextCoverage,
+  getMarketContextBackfillCoverage,
+  getMarketGlobalContextCoverage,
+  getMarketReferenceAssetContextCoverage,
+  getMarketTradeFlowCoverage,
+  upsertMarketBreadthRows,
+  upsertMarketCmcExchangeLiquidityContextRows,
+  upsertMarketCmcFearGreedContextRows,
+  upsertMarketCmcIndexContextRows,
+  upsertMarketContextBackfillCoverage,
+  upsertMarketGlobalContextRows,
+  upsertMarketReferenceAssetContextRows,
+  upsertMarketTradeFlowRows
+};

package/dist/timescale/spread.d.mts

@@ -0,0 +1,11 @@
+import { DerivativesInterval, SpreadRow } from '@tradejs/types';
+
+declare function upsertSpreadRows(rows: SpreadRow[]): Promise<void>;
+declare function getSpreadRangeForSymbols(symbols: string[], interval: DerivativesInterval, startMs: number, endMs: number): Promise<any[]>;
+declare function getSpreadSummary(hours?: number, limit?: number): Promise<{
+    rows: any[];
+    aggregates: any[];
+    hours: number;
+}>;
+
+export { getSpreadRangeForSymbols, getSpreadSummary, upsertSpreadRows };

package/dist/timescale/spread.d.ts

@@ -0,0 +1,11 @@
+import { DerivativesInterval, SpreadRow } from '@tradejs/types';
+
+declare function upsertSpreadRows(rows: SpreadRow[]): Promise<void>;
+declare function getSpreadRangeForSymbols(symbols: string[], interval: DerivativesInterval, startMs: number, endMs: number): Promise<any[]>;
+declare function getSpreadSummary(hours?: number, limit?: number): Promise<{
+    rows: any[];
+    aggregates: any[];
+    hours: number;
+}>;
+
+export { getSpreadRangeForSymbols, getSpreadSummary, upsertSpreadRows };

package/dist/timescale/spread.js

@@ -0,0 +1,215 @@
+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/timescale/spread.ts
+var spread_exports = {};
+__export(spread_exports, {
+  getSpreadRangeForSymbols: () => getSpreadRangeForSymbols,
+  getSpreadSummary: () => getSpreadSummary,
+  upsertSpreadRows: () => upsertSpreadRows
+});
+module.exports = __toCommonJS(spread_exports);
+
+// src/timescale/pool.ts
+var import_pg = require("pg");
+var getPool = () => {
+  if (!global.__pgPool__) {
+    const max = Number(process.env.PG_POOL_MAX ?? 10);
+    const connectionTimeoutMillis = Number(
+      process.env.PG_CONNECTION_TIMEOUT_MS ?? 3e4
+    );
+    global.__pgPool__ = new import_pg.Pool({
+      host: process.env.PG_HOST || "127.0.0.1",
+      port: Number(process.env.PG_PORT ?? 5432),
+      user: process.env.PG_USER || "app",
+      password: String(process.env.PG_PASSWORD ?? "app"),
+      database: process.env.PG_DATABASE || process.env.PG_DB || "app",
+      max: Number.isFinite(max) && max > 0 ? Math.floor(max) : 10,
+      idleTimeoutMillis: 3e4,
+      connectionTimeoutMillis: Number.isFinite(connectionTimeoutMillis) && connectionTimeoutMillis > 0 ? Math.floor(connectionTimeoutMillis) : 3e4
+    });
+  }
+  return global.__pgPool__;
+};
+
+// src/timescale/internal.ts
+var spreadSchemaReady = false;
+var spreadSchemaReadyPromise = null;
+var SPREAD_SCHEMA_LOCK_KEY = 610002;
+var withSchemaLock = async (lockKey, work) => {
+  const pool = getPool();
+  await pool.query("SELECT pg_advisory_lock($1)", [lockKey]);
+  try {
+    await work();
+  } finally {
+    await pool.query("SELECT pg_advisory_unlock($1)", [lockKey]);
+  }
+};
+var ensureSpreadSchema = async () => {
+  if (spreadSchemaReady) return;
+  if (spreadSchemaReadyPromise) {
+    await spreadSchemaReadyPromise;
+    return;
+  }
+  const pool = getPool();
+  spreadSchemaReadyPromise = withSchemaLock(
+    SPREAD_SCHEMA_LOCK_KEY,
+    async () => {
+      if (spreadSchemaReady) return;
+      await pool.query("CREATE EXTENSION IF NOT EXISTS timescaledb");
+      await pool.query(`
+      CREATE TABLE IF NOT EXISTS market_spread (
+        symbol text NOT NULL,
+        interval text NOT NULL,
+        ts timestamptz NOT NULL,
+        binance_price double precision,
+        coinbase_price double precision,
+        spread double precision,
+        source text,
+        ingested_at timestamptz NOT NULL DEFAULT now(),
+        PRIMARY KEY (symbol, interval, ts)
+      )
+    `);
+      await pool.query(`
+      SELECT create_hypertable(
+        'market_spread',
+        'ts',
+        if_not_exists => TRUE,
+        chunk_time_interval => interval '14 days'
+      )
+    `);
+      await pool.query(`
+      CREATE INDEX IF NOT EXISTS market_spread_symbol_tf_ts_idx
+      ON market_spread (symbol, interval, ts DESC)
+    `);
+      spreadSchemaReady = true;
+    }
+  ).finally(() => {
+    spreadSchemaReadyPromise = null;
+  });
+  await spreadSchemaReadyPromise;
+};
+
+// src/timescale/spread.ts
+async function upsertSpreadRows(rows) {
+  if (!rows.length) return;
+  await ensureSpreadSchema();
+  const pool = getPool();
+  const cols = [
+    "symbol",
+    "interval",
+    "ts",
+    "binance_price",
+    "coinbase_price",
+    "spread",
+    "source"
+  ];
+  const maxRows = Math.floor(65535 / cols.length);
+  if (rows.length > maxRows) {
+    for (let i = 0; i < rows.length; i += maxRows) {
+      await upsertSpreadRows(rows.slice(i, i + maxRows));
+    }
+    return;
+  }
+  const valuesSql = rows.map(
+    (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
+  ).join(",");
+  const flat = rows.flatMap((row) => [
+    row.symbol,
+    row.interval,
+    row.ts,
+    row.binancePrice ?? null,
+    row.coinbasePrice ?? null,
+    row.spread ?? null,
+    row.source ?? null
+  ]);
+  const sql = `
+    INSERT INTO market_spread (${cols.join(",")})
+    VALUES ${valuesSql}
+    ON CONFLICT (symbol, interval, ts) DO UPDATE SET
+      binance_price = COALESCE(EXCLUDED.binance_price, market_spread.binance_price),
+      coinbase_price = COALESCE(EXCLUDED.coinbase_price, market_spread.coinbase_price),
+      spread = COALESCE(EXCLUDED.spread, market_spread.spread),
+      source = COALESCE(EXCLUDED.source, market_spread.source),
+      ingested_at = now()
+  `;
+  await pool.query(sql, flat);
+}
+async function getSpreadRangeForSymbols(symbols, interval, startMs, endMs) {
+  if (!symbols.length) {
+    return [];
+  }
+  await ensureSpreadSchema();
+  const pool = getPool();
+  const sql = `
+    SELECT symbol, interval, ts, binance_price, coinbase_price, spread
+    FROM market_spread
+    WHERE symbol = ANY($1)
+      AND interval = $2
+      AND ts >= to_timestamp($3/1000.0)
+      AND ts <= to_timestamp($4/1000.0)
+    ORDER BY symbol ASC, ts ASC
+  `;
+  const res = await pool.query(sql, [symbols, interval, startMs, endMs]);
+  return res.rows;
+}
+async function getSpreadSummary(hours = 24, limit = 500) {
+  await ensureSpreadSchema();
+  const pool = getPool();
+  const cappedHours = Math.max(1, Math.min(24 * 30, hours));
+  const cappedLimit = Math.max(50, Math.min(5e3, limit));
+  const rowsQ = await pool.query(
+    `
+      SELECT symbol, interval, ts, binance_price, coinbase_price, spread
+      FROM market_spread
+      WHERE ts >= now() - ($1 || ' hours')::interval
+      ORDER BY ts DESC
+      LIMIT $2
+    `,
+    [String(cappedHours), cappedLimit]
+  );
+  const aggQ = await pool.query(
+    `
+      SELECT
+        symbol,
+        interval,
+        COUNT(*)::int AS points,
+        MAX(ts) AS last_ts,
+        AVG(spread) AS avg_spread,
+        STDDEV_POP(spread) AS std_spread
+      FROM market_spread
+      WHERE ts >= now() - ($1 || ' hours')::interval
+      GROUP BY symbol, interval
+      ORDER BY points DESC, symbol ASC
+      LIMIT 500
+    `,
+    [String(cappedHours)]
+  );
+  return {
+    rows: rowsQ.rows,
+    aggregates: aggQ.rows,
+    hours: cappedHours
+  };
+}
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  getSpreadRangeForSymbols,
+  getSpreadSummary,
+  upsertSpreadRows
+});

package/dist/timescale/spread.mjs

@@ -0,0 +1,11 @@
+import {
+  getSpreadRangeForSymbols,
+  getSpreadSummary,
+  upsertSpreadRows
+} from "../chunk-2CZREG43.mjs";
+import "../chunk-I2J6YDBD.mjs";
+export {
+  getSpreadRangeForSymbols,
+  getSpreadSummary,
+  upsertSpreadRows
+};