@tradejs/infra 2.0.18 → 2.0.19
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.
- package/dist/ai.js +3 -54
- package/dist/ai.mjs +1 -54
- package/dist/chunk-2CZREG43.mjs +112 -0
- package/dist/chunk-DFMKDB2R.mjs +1285 -0
- package/dist/chunk-I2J6YDBD.mjs +910 -0
- package/dist/chunk-NWXFWTWU.mjs +1114 -0
- package/dist/chunk-SZQB7ER5.mjs +492 -0
- package/dist/chunk-YVIHTUV5.mjs +286 -0
- package/dist/internal-2coHaaos.d.mts +26 -0
- package/dist/internal-2coHaaos.d.ts +26 -0
- package/dist/runtimeDeployments.d.mts +10 -0
- package/dist/runtimeDeployments.d.ts +10 -0
- package/dist/runtimeDeployments.js +447 -0
- package/dist/runtimeDeployments.mjs +81 -0
- package/dist/runtimeStrategyConfigs.d.mts +28 -0
- package/dist/runtimeStrategyConfigs.d.ts +28 -0
- package/dist/runtimeStrategyConfigs.js +425 -0
- package/dist/runtimeStrategyConfigs.mjs +89 -0
- package/dist/timescale/candles.d.mts +38 -0
- package/dist/timescale/candles.d.ts +38 -0
- package/dist/timescale/candles.js +408 -0
- package/dist/timescale/candles.mjs +21 -0
- package/dist/timescale/client.d.mts +4 -0
- package/dist/timescale/client.d.ts +4 -0
- package/dist/timescale/client.js +109 -0
- package/dist/timescale/client.mjs +12 -0
- package/dist/timescale/derivatives.d.mts +90 -0
- package/dist/timescale/derivatives.d.ts +90 -0
- package/dist/timescale/derivatives.js +1270 -0
- package/dist/timescale/derivatives.mjs +26 -0
- package/dist/timescale/hyperliquidWhales.d.mts +149 -0
- package/dist/timescale/hyperliquidWhales.d.ts +149 -0
- package/dist/timescale/hyperliquidWhales.js +1893 -0
- package/dist/timescale/hyperliquidWhales.mjs +30 -0
- package/dist/timescale/marketContext.d.mts +188 -0
- package/dist/timescale/marketContext.d.ts +188 -0
- package/dist/timescale/marketContext.js +2091 -0
- package/dist/timescale/marketContext.mjs +60 -0
- package/dist/timescale/spread.d.mts +11 -0
- package/dist/timescale/spread.d.ts +11 -0
- package/dist/timescale/spread.js +215 -0
- package/dist/timescale/spread.mjs +11 -0
- package/dist/timescale.d.mts +9 -476
- package/dist/timescale.d.ts +9 -476
- package/dist/timescale.js +2121 -2112
- package/dist/timescale.mjs +73 -4070
- package/dist/tradingAccounts.d.mts +2 -8
- package/dist/tradingAccounts.d.ts +2 -8
- package/dist/tradingAccounts.js +0 -71
- package/dist/tradingAccounts.mjs +0 -65
- package/dist/values-BrvcmnfM.d.mts +6 -0
- package/dist/values-BrvcmnfM.d.ts +6 -0
- package/package.json +43 -2
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"use strict";
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var __create = Object.create;
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var __defProp = Object.defineProperty;
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var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
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var __getOwnPropNames = Object.getOwnPropertyNames;
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var __getProtoOf = Object.getPrototypeOf;
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var __hasOwnProp = Object.prototype.hasOwnProperty;
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var __export = (target, all) => {
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__defProp(target, name, { get: all[name], enumerable: true });
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__defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
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}
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return to;
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};
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var __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
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// If the importer is in node compatibility mode or this is not an ESM
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// file that has been converted to a CommonJS file using a Babel-
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// compatible transform (i.e. "__esModule" has not been set), then set
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// "default" to the CommonJS "module.exports" for node compatibility.
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isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
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mod
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));
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var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
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// src/runtimeStrategyConfigs.ts
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var runtimeStrategyConfigs_exports = {};
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__export(runtimeStrategyConfigs_exports, {
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getRuntimeStrategyConfig: () => getRuntimeStrategyConfig,
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getRuntimeStrategyConfigKeys: () => getRuntimeStrategyConfigKeys,
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getRuntimeStrategyResultConfig: () => getRuntimeStrategyResultConfig,
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loadRuntimeStrategyConfigs: () => loadRuntimeStrategyConfigs,
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loadRuntimeStrategyNames: () => loadRuntimeStrategyNames,
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resolveStrategyConfigIdentityByKey: () => resolveStrategyConfigIdentityByKey,
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resolveStrategyNameByConfigKey: () => resolveStrategyNameByConfigKey,
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saveRuntimeStrategyConfig: () => saveRuntimeStrategyConfig
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});
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module.exports = __toCommonJS(runtimeStrategyConfigs_exports);
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// src/redis.ts
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var import_ioredis = __toESM(require("ioredis"));
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var TTL_1D = 86400;
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var SCREENSHOT_TOKEN_TTL_SECONDS = 15 * 60;
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var toJson = (value) => JSON.stringify(value);
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var logger = {
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log: (level, message, ...args) => {
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const method = level === "error" ? "error" : level === "warn" ? "warn" : "log";
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console[method](`[infra:redis] ${message}`, ...args);
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}
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};
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var redisConnectionWarningShown = false;
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var redisUnavailable = false;
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var isRedisConnectivityError = (error) => {
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const errorText = [error.name, error.message, String(error)].join(" ");
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return /ECONNREFUSED|ECONNRESET|ECONNABORTED|EPIPE|ENOTFOUND|EAI_AGAIN|ETIMEDOUT|MaxRetriesPerRequestError|Connection is closed|Stream isn't writeable/i.test(
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errorText
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};
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var toNonNegativeInt = (value, fallback) => {
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return Number.isFinite(parsed) && parsed >= 0 ? parsed : fallback;
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var toPositiveInt = (value, fallback) => {
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return Number.isFinite(parsed) && parsed > 0 ? parsed : fallback;
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var markRedisUnavailable = (error) => {
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redisConnectionWarningShown = true;
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logger.log(
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"warn",
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"Redis is unavailable: %s. Cache-dependent features are temporarily disabled.",
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error.message
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};
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var getRedis = () => {
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const host = process.env.REDIS_HOST || "127.0.0.1";
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const port = toPositiveInt(process.env.REDIS_PORT, 6379);
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const connectTimeout = toPositiveInt(
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process.env.REDIS_CONNECT_TIMEOUT_MS,
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3e3
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const maxRetriesPerRequest = toNonNegativeInt(
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process.env.REDIS_MAX_RETRIES_PER_REQUEST,
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global.__redis__ = new import_ioredis.default({
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host,
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port,
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connectTimeout,
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maxRetriesPerRequest,
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enableOfflineQueue: false,
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retryStrategy: (attempt) => Math.min(attempt * 200, 2e3)
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markRedisUnavailable(error);
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return;
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logger.log("error", "Redis client error: %s", String(error));
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}
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return global.__redis__;
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};
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var sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms));
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var getRedisStatus = (redis) => String(redis.status ?? "ready");
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return true;
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const readyTimeoutMs = toPositiveInt(
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process.env.REDIS_READY_TIMEOUT_MS,
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toPositiveInt(process.env.REDIS_CONNECT_TIMEOUT_MS, 3e3)
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}
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const redis = getRedis();
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const ready = await waitForRedisReady(redis);
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return redis;
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new Error(`Redis is not ready (status=${getRedisStatus(redis)})`)
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};
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var toResultString = (result) => {
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return String(result);
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};
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var DEFAULT_OPTIONS = {
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expire: TTL_1D
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do {
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cursor,
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"MATCH",
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`${prefix}*`,
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cursor = nextCursor;
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for (const key of batch) {
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if (key.startsWith(prefix)) {
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}
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} while (cursor !== "0");
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return [];
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logger.log("warn", "failed SCAN for %s: %s", prefix, String(e));
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return [];
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}
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return keys;
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};
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var getData = async (key, fallback = []) => {
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try {
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try {
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var setData = async (key, data, options = {}) => {
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try {
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try {
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return;
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}
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logger.log("error", "failed SET %s: %s", key, String(e2));
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}
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}
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};
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var redisKeys = {
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users: () => "users:index:",
|
|
275
|
+
user: (userName) => `users:index:${userName}`,
|
|
276
|
+
tradingAccounts: (userName) => `users:${userName}:trading-accounts:`,
|
|
277
|
+
tradingAccount: (userName, accountId) => `users:${userName}:trading-accounts:${accountId}`,
|
|
278
|
+
runtimeDeployments: (userName) => `users:${userName}:runtime:deployments:`,
|
|
279
|
+
runtimeDeployment: (userName, deploymentId) => `users:${userName}:runtime:deployments:${deploymentId}`,
|
|
280
|
+
runtimeDeploymentHeartbeat: (userName, deploymentId) => `users:${userName}:runtime:deployments:${deploymentId}:heartbeat`,
|
|
281
|
+
bots: (userName) => `users:${userName}:bots`,
|
|
282
|
+
botsPrefix: () => "users:",
|
|
283
|
+
bot: (userName, botId) => `users:${userName}:bots:${botId}`,
|
|
284
|
+
backtestConfig: (userName, config) => `users:${userName}:backtests:configs:${config}`,
|
|
285
|
+
strategies: (userName) => `users:${userName}:strategies`,
|
|
286
|
+
strategyConfig: (userName, strategyName, configId = "config") => `users:${userName}:strategies:${strategyName}:${configId}`,
|
|
287
|
+
strategyResults: (userName, strategyName) => `users:${userName}:strategies:${strategyName}:results`,
|
|
288
|
+
strategyCharts: (userName, mode) => `users:${userName}:strategies:charts:${mode}`,
|
|
289
|
+
strategyChartCards: (userName, mode) => `users:${userName}:strategies:charts:${mode}:cards:`,
|
|
290
|
+
strategyChartCard: (userName, mode, cardId) => `users:${userName}:strategies:charts:${mode}:cards:${cardId}`,
|
|
291
|
+
tests: (userName, strategyName) => strategyName ? `users:${userName}:tests:${strategyName}` : `users:${userName}:tests:`,
|
|
292
|
+
testOrders: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:orders`,
|
|
293
|
+
testConfig: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:config`,
|
|
294
|
+
testStat: (userName, strategyName, testName) => `users:${userName}:tests:${strategyName}:${testName}:stat`,
|
|
295
|
+
testSummaries: (userName) => `users:${userName}:tests:index:summary`,
|
|
296
|
+
cacheChunk: (userName, chunkId) => `users:${userName}:cache:tests:chunks:${chunkId}`,
|
|
297
|
+
cacheOrders: (userName, orderLogId) => `users:${userName}:cache:tests:orders:${orderLogId}`,
|
|
298
|
+
cachePositions: (userName, orderLogId) => `users:${userName}:cache:tests:positions:${orderLogId}`,
|
|
299
|
+
tickerUniverse: (userName, connectorName, universe, accountId) => universe || accountId ? `users:${userName}:cache:tickers:${connectorName}:${universe ?? "crypto"}:${accountId ?? "default"}` : `users:${userName}:cache:tickers:${connectorName}`,
|
|
300
|
+
signal: (symbol, signalId) => `signals:${symbol}:${signalId}`,
|
|
301
|
+
signalsBySymbol: (symbol) => `signals:${symbol}:`,
|
|
302
|
+
storeSignal: (symbol, signalId) => `store:signals:${symbol}:${signalId}`,
|
|
303
|
+
runtimeSignals: (userName) => `users:${userName}:runtime:signals:`,
|
|
304
|
+
runtimeSignal: (userName, signalId) => `users:${userName}:runtime:signals:${signalId}`,
|
|
305
|
+
runtimeSignalBuckets: (userName) => `users:${userName}:runtime:signals:days:`,
|
|
306
|
+
runtimeSignalBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signals:days:${dayKey}:${strategyName}`,
|
|
307
|
+
runtimeSignalEvaluations: (userName) => `users:${userName}:runtime:signal-evaluations:`,
|
|
308
|
+
runtimeSignalEvaluation: (userName, evaluationId) => `users:${userName}:runtime:signal-evaluations:${evaluationId}`,
|
|
309
|
+
runtimeSignalEvaluationBuckets: (userName) => `users:${userName}:runtime:signal-evaluations:days:`,
|
|
310
|
+
runtimeSignalEvaluationBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signal-evaluations:days:${dayKey}:${strategyName}`,
|
|
311
|
+
runtimeSignalEvaluationStatsBuckets: (userName) => `users:${userName}:runtime:signal-evaluation-stats:days:`,
|
|
312
|
+
runtimeSignalEvaluationStatsBucket: (userName, dayKey, strategyName) => `users:${userName}:runtime:signal-evaluation-stats:days:${dayKey}:${strategyName}`,
|
|
313
|
+
runtimeLineageScopeBucket: (userName, dayKey) => `users:${userName}:runtime:lineage-scopes:days:${dayKey}`,
|
|
314
|
+
runtimeTrades: (userName) => `users:${userName}:runtime:trade-records:`,
|
|
315
|
+
runtimeTrade: (userName, orderId) => `users:${userName}:runtime:trade-records:${orderId}`,
|
|
316
|
+
runtimeTradeBuckets: (userName) => `users:${userName}:runtime:trade-records:days:`,
|
|
317
|
+
runtimeTradeBucket: (userName, dayKey) => `users:${userName}:runtime:trade-records:days:${dayKey}`,
|
|
318
|
+
runtimeClosedTradeBuckets: (userName) => `users:${userName}:runtime:closed-trade-records:days:`,
|
|
319
|
+
runtimeClosedTradeBucket: (userName, dayKey) => `users:${userName}:runtime:closed-trade-records:days:${dayKey}`,
|
|
320
|
+
runtimeActiveTrades: (userName) => `users:${userName}:runtime:active-trades:`,
|
|
321
|
+
runtimeActiveTrade: (userName, symbol, scopeId) => scopeId ? `users:${userName}:runtime:active-trades:${scopeId}:${symbol}` : `users:${userName}:runtime:active-trades:${symbol}`,
|
|
322
|
+
aiChatHistory: (userName, symbolKey) => `users:${userName}:ai:chats:${symbolKey}`,
|
|
323
|
+
analysis: (symbol, signalId) => `analysis:${symbol}:${signalId}`,
|
|
324
|
+
screenshotSessionToken: (token) => `auth:screenshot:${token}`,
|
|
325
|
+
backtestResults: (userName, config, timestamp) => `users:${userName}:backtests:results:${config}:${timestamp}`,
|
|
326
|
+
backtestJobs: (userName) => `users:${userName}:backtests:jobs:`,
|
|
327
|
+
backtestJob: (userName, jobId) => `users:${userName}:backtests:jobs:${jobId}`,
|
|
328
|
+
backtestRuns: (userName) => `users:${userName}:backtests:runs:`,
|
|
329
|
+
backtestRun: (userName, runId) => `users:${userName}:backtests:runs:${runId}`,
|
|
330
|
+
backtestRunResults: (userName, runId) => `users:${userName}:backtests:runs:${runId}:results`,
|
|
331
|
+
backtestLatestRun: (userName, config) => `users:${userName}:backtests:latest:${config}`,
|
|
332
|
+
researchRuns: (userName) => `users:${userName}:research:runs:`,
|
|
333
|
+
researchRun: (userName, runId) => `users:${userName}:research:runs:${runId}`,
|
|
334
|
+
researchLatestRun: (userName, strategyName) => `users:${userName}:research:latest:${strategyName}`,
|
|
335
|
+
mlSignalsByStrategy: (strategyName) => `ml:${strategyName}:signals:`,
|
|
336
|
+
mlSignals: () => "ml:",
|
|
337
|
+
mlSignal: (strategyName, signalId) => `ml:${strategyName}:signals:${signalId}`,
|
|
338
|
+
mlResultsByStrategy: (strategyName) => `ml:${strategyName}:results:`,
|
|
339
|
+
mlResults: () => "ml:",
|
|
340
|
+
mlResult: (strategyName, signalId) => `ml:${strategyName}:results:${signalId}`
|
|
341
|
+
};
|
|
342
|
+
|
|
343
|
+
// src/runtimeStrategyConfigs.ts
|
|
344
|
+
var RESERVED_STRATEGY_NAMES = /* @__PURE__ */ new Set(["charts"]);
|
|
345
|
+
var RESERVED_CONFIG_IDS = /* @__PURE__ */ new Set(["results"]);
|
|
346
|
+
var isStrategyConfig = (value) => Boolean(value && typeof value === "object" && !Array.isArray(value));
|
|
347
|
+
var resolveStrategyConfigIdentityByKey = (userName, key) => {
|
|
348
|
+
const parts = key.split(":");
|
|
349
|
+
if (parts.length !== 5) return null;
|
|
350
|
+
const [users, keyUserName, strategiesKey, strategyName, configId] = parts;
|
|
351
|
+
if (users !== "users" || keyUserName !== userName || strategiesKey !== "strategies" || !strategyName || !configId || RESERVED_STRATEGY_NAMES.has(strategyName) || RESERVED_CONFIG_IDS.has(configId) || !/^[a-zA-Z0-9_-]+$/.test(configId)) {
|
|
352
|
+
return null;
|
|
353
|
+
}
|
|
354
|
+
return { strategyName, configId };
|
|
355
|
+
};
|
|
356
|
+
var resolveStrategyNameByConfigKey = (userName, key) => resolveStrategyConfigIdentityByKey(userName, key)?.strategyName ?? null;
|
|
357
|
+
var getRuntimeStrategyConfigKeys = async (userName) => {
|
|
358
|
+
const keys = await getKeys(`${redisKeys.strategies(userName)}:`);
|
|
359
|
+
return keys.filter((key) => resolveStrategyConfigIdentityByKey(userName, key)).sort((left, right) => left.localeCompare(right));
|
|
360
|
+
};
|
|
361
|
+
var loadRuntimeStrategyConfigs = async (userName, {
|
|
362
|
+
onInvalidConfig
|
|
363
|
+
} = {}) => {
|
|
364
|
+
const configKeys = await getRuntimeStrategyConfigKeys(userName);
|
|
365
|
+
const records = await Promise.all(
|
|
366
|
+
configKeys.map(async (key) => {
|
|
367
|
+
const identity = resolveStrategyConfigIdentityByKey(userName, key);
|
|
368
|
+
if (!identity) return null;
|
|
369
|
+
const strategyConfig = await getData(key, null);
|
|
370
|
+
if (!isStrategyConfig(strategyConfig)) {
|
|
371
|
+
onInvalidConfig?.(key);
|
|
372
|
+
return null;
|
|
373
|
+
}
|
|
374
|
+
return { key, ...identity, strategyConfig };
|
|
375
|
+
})
|
|
376
|
+
);
|
|
377
|
+
return records.filter(
|
|
378
|
+
(record) => record != null
|
|
379
|
+
);
|
|
380
|
+
};
|
|
381
|
+
var loadRuntimeStrategyNames = async (userName) => [
|
|
382
|
+
...new Set(
|
|
383
|
+
(await getRuntimeStrategyConfigKeys(userName)).map(
|
|
384
|
+
(key) => resolveStrategyConfigIdentityByKey(userName, key)?.strategyName
|
|
385
|
+
).filter(
|
|
386
|
+
(strategyName) => Boolean(strategyName)
|
|
387
|
+
)
|
|
388
|
+
)
|
|
389
|
+
].sort((left, right) => left.localeCompare(right));
|
|
390
|
+
var getRuntimeStrategyConfig = async (userName, strategyName, configId = "config") => {
|
|
391
|
+
const value = await getData(
|
|
392
|
+
redisKeys.strategyConfig(userName, strategyName, configId),
|
|
393
|
+
null
|
|
394
|
+
);
|
|
395
|
+
return isStrategyConfig(value) ? value : null;
|
|
396
|
+
};
|
|
397
|
+
var saveRuntimeStrategyConfig = async ({
|
|
398
|
+
userName,
|
|
399
|
+
strategyName,
|
|
400
|
+
configId,
|
|
401
|
+
strategyConfig
|
|
402
|
+
}) => {
|
|
403
|
+
const key = redisKeys.strategyConfig(userName, strategyName, configId);
|
|
404
|
+
await setData(key, strategyConfig, { expire: 0 });
|
|
405
|
+
return { key, strategyName, configId, strategyConfig };
|
|
406
|
+
};
|
|
407
|
+
var getRuntimeStrategyResultConfig = async (userName, strategyName, symbol) => {
|
|
408
|
+
const results = await getData(
|
|
409
|
+
redisKeys.strategyResults(userName, strategyName),
|
|
410
|
+
null
|
|
411
|
+
);
|
|
412
|
+
const config = results?.[symbol]?.config;
|
|
413
|
+
return isStrategyConfig(config) ? config : null;
|
|
414
|
+
};
|
|
415
|
+
// Annotate the CommonJS export names for ESM import in node:
|
|
416
|
+
0 && (module.exports = {
|
|
417
|
+
getRuntimeStrategyConfig,
|
|
418
|
+
getRuntimeStrategyConfigKeys,
|
|
419
|
+
getRuntimeStrategyResultConfig,
|
|
420
|
+
loadRuntimeStrategyConfigs,
|
|
421
|
+
loadRuntimeStrategyNames,
|
|
422
|
+
resolveStrategyConfigIdentityByKey,
|
|
423
|
+
resolveStrategyNameByConfigKey,
|
|
424
|
+
saveRuntimeStrategyConfig
|
|
425
|
+
});
|
|
@@ -0,0 +1,89 @@
|
|
|
1
|
+
import {
|
|
2
|
+
getData,
|
|
3
|
+
getKeys,
|
|
4
|
+
redisKeys,
|
|
5
|
+
setData
|
|
6
|
+
} from "./chunk-6ZKAUA4Q.mjs";
|
|
7
|
+
|
|
8
|
+
// src/runtimeStrategyConfigs.ts
|
|
9
|
+
var RESERVED_STRATEGY_NAMES = /* @__PURE__ */ new Set(["charts"]);
|
|
10
|
+
var RESERVED_CONFIG_IDS = /* @__PURE__ */ new Set(["results"]);
|
|
11
|
+
var isStrategyConfig = (value) => Boolean(value && typeof value === "object" && !Array.isArray(value));
|
|
12
|
+
var resolveStrategyConfigIdentityByKey = (userName, key) => {
|
|
13
|
+
const parts = key.split(":");
|
|
14
|
+
if (parts.length !== 5) return null;
|
|
15
|
+
const [users, keyUserName, strategiesKey, strategyName, configId] = parts;
|
|
16
|
+
if (users !== "users" || keyUserName !== userName || strategiesKey !== "strategies" || !strategyName || !configId || RESERVED_STRATEGY_NAMES.has(strategyName) || RESERVED_CONFIG_IDS.has(configId) || !/^[a-zA-Z0-9_-]+$/.test(configId)) {
|
|
17
|
+
return null;
|
|
18
|
+
}
|
|
19
|
+
return { strategyName, configId };
|
|
20
|
+
};
|
|
21
|
+
var resolveStrategyNameByConfigKey = (userName, key) => resolveStrategyConfigIdentityByKey(userName, key)?.strategyName ?? null;
|
|
22
|
+
var getRuntimeStrategyConfigKeys = async (userName) => {
|
|
23
|
+
const keys = await getKeys(`${redisKeys.strategies(userName)}:`);
|
|
24
|
+
return keys.filter((key) => resolveStrategyConfigIdentityByKey(userName, key)).sort((left, right) => left.localeCompare(right));
|
|
25
|
+
};
|
|
26
|
+
var loadRuntimeStrategyConfigs = async (userName, {
|
|
27
|
+
onInvalidConfig
|
|
28
|
+
} = {}) => {
|
|
29
|
+
const configKeys = await getRuntimeStrategyConfigKeys(userName);
|
|
30
|
+
const records = await Promise.all(
|
|
31
|
+
configKeys.map(async (key) => {
|
|
32
|
+
const identity = resolveStrategyConfigIdentityByKey(userName, key);
|
|
33
|
+
if (!identity) return null;
|
|
34
|
+
const strategyConfig = await getData(key, null);
|
|
35
|
+
if (!isStrategyConfig(strategyConfig)) {
|
|
36
|
+
onInvalidConfig?.(key);
|
|
37
|
+
return null;
|
|
38
|
+
}
|
|
39
|
+
return { key, ...identity, strategyConfig };
|
|
40
|
+
})
|
|
41
|
+
);
|
|
42
|
+
return records.filter(
|
|
43
|
+
(record) => record != null
|
|
44
|
+
);
|
|
45
|
+
};
|
|
46
|
+
var loadRuntimeStrategyNames = async (userName) => [
|
|
47
|
+
...new Set(
|
|
48
|
+
(await getRuntimeStrategyConfigKeys(userName)).map(
|
|
49
|
+
(key) => resolveStrategyConfigIdentityByKey(userName, key)?.strategyName
|
|
50
|
+
).filter(
|
|
51
|
+
(strategyName) => Boolean(strategyName)
|
|
52
|
+
)
|
|
53
|
+
)
|
|
54
|
+
].sort((left, right) => left.localeCompare(right));
|
|
55
|
+
var getRuntimeStrategyConfig = async (userName, strategyName, configId = "config") => {
|
|
56
|
+
const value = await getData(
|
|
57
|
+
redisKeys.strategyConfig(userName, strategyName, configId),
|
|
58
|
+
null
|
|
59
|
+
);
|
|
60
|
+
return isStrategyConfig(value) ? value : null;
|
|
61
|
+
};
|
|
62
|
+
var saveRuntimeStrategyConfig = async ({
|
|
63
|
+
userName,
|
|
64
|
+
strategyName,
|
|
65
|
+
configId,
|
|
66
|
+
strategyConfig
|
|
67
|
+
}) => {
|
|
68
|
+
const key = redisKeys.strategyConfig(userName, strategyName, configId);
|
|
69
|
+
await setData(key, strategyConfig, { expire: 0 });
|
|
70
|
+
return { key, strategyName, configId, strategyConfig };
|
|
71
|
+
};
|
|
72
|
+
var getRuntimeStrategyResultConfig = async (userName, strategyName, symbol) => {
|
|
73
|
+
const results = await getData(
|
|
74
|
+
redisKeys.strategyResults(userName, strategyName),
|
|
75
|
+
null
|
|
76
|
+
);
|
|
77
|
+
const config = results?.[symbol]?.config;
|
|
78
|
+
return isStrategyConfig(config) ? config : null;
|
|
79
|
+
};
|
|
80
|
+
export {
|
|
81
|
+
getRuntimeStrategyConfig,
|
|
82
|
+
getRuntimeStrategyConfigKeys,
|
|
83
|
+
getRuntimeStrategyResultConfig,
|
|
84
|
+
loadRuntimeStrategyConfigs,
|
|
85
|
+
loadRuntimeStrategyNames,
|
|
86
|
+
resolveStrategyConfigIdentityByKey,
|
|
87
|
+
resolveStrategyNameByConfigKey,
|
|
88
|
+
saveRuntimeStrategyConfig
|
|
89
|
+
};
|
|
@@ -0,0 +1,38 @@
|
|
|
1
|
+
import { KlineChartData } from '@tradejs/types';
|
|
2
|
+
|
|
3
|
+
type CandleRow = {
|
|
4
|
+
provider: string;
|
|
5
|
+
symbol: string;
|
|
6
|
+
interval: number;
|
|
7
|
+
ts: Date;
|
|
8
|
+
open: number;
|
|
9
|
+
high: number;
|
|
10
|
+
low: number;
|
|
11
|
+
close: number;
|
|
12
|
+
volume?: number | null;
|
|
13
|
+
turnover?: number | null;
|
|
14
|
+
takerBuyBaseVolume?: number | null;
|
|
15
|
+
takerBuyQuoteVolume?: number | null;
|
|
16
|
+
takerSellBaseVolume?: number | null;
|
|
17
|
+
takerSellQuoteVolume?: number | null;
|
|
18
|
+
};
|
|
19
|
+
declare const toRows: (provider: string, symbol: string, interval: number, data: KlineChartData) => CandleRow[];
|
|
20
|
+
declare function upsertCandles(rows: CandleRow[]): Promise<void>;
|
|
21
|
+
declare function getCandlesRange(provider: string, symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
|
|
22
|
+
declare function getDataEdges(provider: string, symbol: string, interval: number): Promise<{
|
|
23
|
+
min: number | undefined;
|
|
24
|
+
max: number | undefined;
|
|
25
|
+
}>;
|
|
26
|
+
declare function getDataEdgesForSymbols(provider: string, symbols: string[], interval: number): Promise<Map<string, {
|
|
27
|
+
min?: number;
|
|
28
|
+
max?: number;
|
|
29
|
+
}>>;
|
|
30
|
+
declare function waitForDbReady(attempts?: number, delayMs?: number): Promise<void>;
|
|
31
|
+
declare function deleteCandles(provider: string, symbol: string, interval: number): Promise<void>;
|
|
32
|
+
declare function findContinuityGap(provider: string, symbol: string, interval: number): Promise<{
|
|
33
|
+
ts: number;
|
|
34
|
+
prevTs: number;
|
|
35
|
+
diffSeconds: number;
|
|
36
|
+
} | null>;
|
|
37
|
+
|
|
38
|
+
export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, toRows, upsertCandles, waitForDbReady };
|
|
@@ -0,0 +1,38 @@
|
|
|
1
|
+
import { KlineChartData } from '@tradejs/types';
|
|
2
|
+
|
|
3
|
+
type CandleRow = {
|
|
4
|
+
provider: string;
|
|
5
|
+
symbol: string;
|
|
6
|
+
interval: number;
|
|
7
|
+
ts: Date;
|
|
8
|
+
open: number;
|
|
9
|
+
high: number;
|
|
10
|
+
low: number;
|
|
11
|
+
close: number;
|
|
12
|
+
volume?: number | null;
|
|
13
|
+
turnover?: number | null;
|
|
14
|
+
takerBuyBaseVolume?: number | null;
|
|
15
|
+
takerBuyQuoteVolume?: number | null;
|
|
16
|
+
takerSellBaseVolume?: number | null;
|
|
17
|
+
takerSellQuoteVolume?: number | null;
|
|
18
|
+
};
|
|
19
|
+
declare const toRows: (provider: string, symbol: string, interval: number, data: KlineChartData) => CandleRow[];
|
|
20
|
+
declare function upsertCandles(rows: CandleRow[]): Promise<void>;
|
|
21
|
+
declare function getCandlesRange(provider: string, symbol: string, interval: number, startMs: number, endMs: number): Promise<any[]>;
|
|
22
|
+
declare function getDataEdges(provider: string, symbol: string, interval: number): Promise<{
|
|
23
|
+
min: number | undefined;
|
|
24
|
+
max: number | undefined;
|
|
25
|
+
}>;
|
|
26
|
+
declare function getDataEdgesForSymbols(provider: string, symbols: string[], interval: number): Promise<Map<string, {
|
|
27
|
+
min?: number;
|
|
28
|
+
max?: number;
|
|
29
|
+
}>>;
|
|
30
|
+
declare function waitForDbReady(attempts?: number, delayMs?: number): Promise<void>;
|
|
31
|
+
declare function deleteCandles(provider: string, symbol: string, interval: number): Promise<void>;
|
|
32
|
+
declare function findContinuityGap(provider: string, symbol: string, interval: number): Promise<{
|
|
33
|
+
ts: number;
|
|
34
|
+
prevTs: number;
|
|
35
|
+
diffSeconds: number;
|
|
36
|
+
} | null>;
|
|
37
|
+
|
|
38
|
+
export { type CandleRow, deleteCandles, findContinuityGap, getCandlesRange, getDataEdges, getDataEdgesForSymbols, toRows, upsertCandles, waitForDbReady };
|