@tradejs/infra 2.0.18 → 2.0.19

package/dist/timescale/derivatives.d.ts

@@ -0,0 +1,90 @@
+import { DerivativesInterval, DerivativesRow } from '@tradejs/types';
+export { T as TimescaleMarketContextQueryOptions, f as ensureDerivativesSchema } from '../internal-2coHaaos.js';
+export { M as MarketFeatureAsOf } from '../values-BrvcmnfM.js';
+import 'pg';
+
+declare function upsertDerivatives(rows: DerivativesRow[]): Promise<void>;
+declare function getDerivativesRangeForSymbols(symbols: string[], interval: DerivativesInterval, startMs: number, endMs: number): Promise<any[]>;
+declare function getDerivativesDataEdgesForSymbols(symbols: string[], interval: DerivativesInterval): Promise<Map<string, {
+    min?: number;
+    max?: number;
+}>>;
+declare function getDerivativesBackfillCoverage(params: {
+    source: string;
+    symbols: string[];
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+}): Promise<{
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    toMs: number;
+    rowsCount: number;
+}[]>;
+declare function upsertDerivativesBackfillCoverage(rows: Array<{
+    source: string;
+    symbol: string;
+    interval: DerivativesInterval;
+    fromMs: number;
+    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[];
+    endMs: number;
+    lookbackMs: number;
+    signal?: AbortSignal;
+    timeoutMs?: number;
+}): Promise<Partial<Record<DerivativesInterval, DerivativesRow[]>>>;
+declare function getDerivativesSummary(hours?: number, limit?: number, symbols?: string[]): Promise<{
+    hours: number;
+    items: {
+        symbol: string;
+        interval: string;
+        points: number;
+        last_ts: string | Date;
+        first_ts: string | Date;
+        latest_open_interest: number | null;
+        first_open_interest: number | null;
+        oi_change: number | null;
+        oi_change_pct: number | null;
+        latest_funding_rate: number | null;
+        first_funding_rate: number | null;
+        funding_change: number | null;
+        sum_liq_long: number | null;
+        sum_liq_short: number | null;
+        sum_liq_total: number | null;
+    }[];
+}>;
+
+export { type DerivativesMetricCoverageMetric, applyDerivativesMetricCoverage, getDerivativesBackfillCoverage, getDerivativesDataEdgesForSymbols, getDerivativesMetricCoverage, getDerivativesRangeForSymbols, getDerivativesSummary, getDerivativesWindow, upsertDerivatives, upsertDerivativesBackfillCoverage };