@tradejs/infra 2.0.18 → 2.0.20

package/dist/ai.js

@@ -55,58 +55,7 @@ var import_promises2 = __toESM(require("fs/promises"));
 var import_path2 = __toESM(require("path"));
 var import_node_fs = require("fs");
 var import_node_readline2 = __toESM(require("readline"));
-
-// ../../node_modules/date-fns/toDate.mjs
-function toDate(argument) {
-  const argStr = Object.prototype.toString.call(argument);
-  if (argument instanceof Date || typeof argument === "object" && argStr === "[object Date]") {
-    return new argument.constructor(+argument);
-  } else if (typeof argument === "number" || argStr === "[object Number]" || typeof argument === "string" || argStr === "[object String]") {
-    return new Date(argument);
-  } else {
-    return /* @__PURE__ */ new Date(NaN);
-  }
-}
-
-// ../../node_modules/date-fns/constructFrom.mjs
-function constructFrom(date, value) {
-  if (date instanceof Date) {
-    return new date.constructor(value);
-  } else {
-    return new Date(value);
-  }
-}
-
-// ../../node_modules/date-fns/addMonths.mjs
-function addMonths(date, amount) {
-  const _date = toDate(date);
-  if (isNaN(amount)) return constructFrom(date, NaN);
-  if (!amount) {
-    return _date;
-  }
-  const dayOfMonth = _date.getDate();
-  const endOfDesiredMonth = constructFrom(date, _date.getTime());
-  endOfDesiredMonth.setMonth(_date.getMonth() + amount + 1, 0);
-  const daysInMonth = endOfDesiredMonth.getDate();
-  if (dayOfMonth >= daysInMonth) {
-    return endOfDesiredMonth;
-  } else {
-    _date.setFullYear(
-      endOfDesiredMonth.getFullYear(),
-      endOfDesiredMonth.getMonth(),
-      dayOfMonth
-    );
-    return _date;
-  }
-}
-
-// ../../node_modules/date-fns/startOfMonth.mjs
-function startOfMonth(date) {
-  const _date = toDate(date);
-  _date.setDate(1);
-  _date.setHours(0, 0, 0, 0);
-  return _date;
-}
+var import_date_fns = require("date-fns");
 
 // src/mlDatasetFile.ts
 var import_events = require("events");
@@ -185,21 +134,32 @@ var getRunIdFromAiChunkFileName = (strategyName, fileName) => {
 var appendAiDatasetRow = async (params) => {
   const { strategyName, chunkId, row, outDir = DEFAULT_DIR } = params;
   const filePath = getAiChunkFilePath(strategyName, chunkId, outDir);
-  let state = writerByPath.get(filePath);
-  if (!state) {
-    await import_promises2.default.mkdir(outDir, { recursive: true });
-    const stream = (0, import_fs2.createWriteStream)(filePath, {
-      encoding: "utf8",
-      flags: "a"
-    });
-    state = {
-      filePath,
-      stream,
-      buffer: [],
-      writeQueue: Promise.resolve(),
-      closed: false
-    };
-    writerByPath.set(filePath, state);
+  let statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
+    statePromise = (async () => {
+      await import_promises2.default.mkdir(outDir, { recursive: true });
+      const stream = (0, import_fs2.createWriteStream)(filePath, {
+        encoding: "utf8",
+        flags: "a"
+      });
+      return {
+        filePath,
+        stream,
+        buffer: [],
+        writeQueue: Promise.resolve(),
+        closed: false
+      };
+    })();
+    writerByPath.set(filePath, statePromise);
+  }
+  let state;
+  try {
+    state = await statePromise;
+  } catch (error) {
+    if (writerByPath.get(filePath) === statePromise) {
+      writerByPath.delete(filePath);
+    }
+    throw error;
   }
   if (state.closed) {
     throw new Error(`AI dataset writer is closed: ${filePath}`);
@@ -222,10 +182,12 @@ var flushState = async (state) => {
   }
 };
 var flushAiDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state || state.closed) {
+  const statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
     return;
   }
+  const state = await statePromise;
+  if (state.closed) return;
   state.writeQueue = state.writeQueue.then(() => flushState(state));
   await state.writeQueue;
 };
@@ -242,13 +204,16 @@ var closeState = async (state) => {
   ]);
 };
 var closeAiDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state) {
+  const statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
     return;
   }
+  const state = await statePromise;
   state.writeQueue = state.writeQueue.then(() => closeState(state));
   await state.writeQueue;
-  writerByPath.delete(filePath);
+  if (writerByPath.get(filePath) === statePromise) {
+    writerByPath.delete(filePath);
+  }
 };
 var closeAllAiDatasetWriters = async () => {
   const filePaths = [...writerByPath.keys()];
@@ -570,8 +535,8 @@ var getAiDatasetPartPath = (filePath, partIndex) => {
   return import_path2.default.join(parsed.dir, `${parsed.name}-part${partIndex}${parsed.ext}`);
 };
 var getPartWindowEndExclusive = (timestamp, monthsPerPart) => {
-  const partStart = startOfMonth(new Date(timestamp));
-  return addMonths(partStart, Math.max(1, monthsPerPart)).getTime();
+  const partStart = (0, import_date_fns.startOfMonth)(new Date(timestamp));
+  return (0, import_date_fns.addMonths)(partStart, Math.max(1, monthsPerPart)).getTime();
 };
 var splitAiMergedDatasetFile = async (params) => {
   const { filePath, monthsPerPart = 2 } = params;

package/dist/ai.mjs

@@ -10,60 +10,7 @@ import fs from "fs/promises";
 import path from "path";
 import { createReadStream } from "fs";
 import readline from "readline";
-
-// ../../node_modules/date-fns/toDate.mjs
-function toDate(argument) {
-  const argStr = Object.prototype.toString.call(argument);
-  if (argument instanceof Date || typeof argument === "object" && argStr === "[object Date]") {
-    return new argument.constructor(+argument);
-  } else if (typeof argument === "number" || argStr === "[object Number]" || typeof argument === "string" || argStr === "[object String]") {
-    return new Date(argument);
-  } else {
-    return /* @__PURE__ */ new Date(NaN);
-  }
-}
-
-// ../../node_modules/date-fns/constructFrom.mjs
-function constructFrom(date, value) {
-  if (date instanceof Date) {
-    return new date.constructor(value);
-  } else {
-    return new Date(value);
-  }
-}
-
-// ../../node_modules/date-fns/addMonths.mjs
-function addMonths(date, amount) {
-  const _date = toDate(date);
-  if (isNaN(amount)) return constructFrom(date, NaN);
-  if (!amount) {
-    return _date;
-  }
-  const dayOfMonth = _date.getDate();
-  const endOfDesiredMonth = constructFrom(date, _date.getTime());
-  endOfDesiredMonth.setMonth(_date.getMonth() + amount + 1, 0);
-  const daysInMonth = endOfDesiredMonth.getDate();
-  if (dayOfMonth >= daysInMonth) {
-    return endOfDesiredMonth;
-  } else {
-    _date.setFullYear(
-      endOfDesiredMonth.getFullYear(),
-      endOfDesiredMonth.getMonth(),
-      dayOfMonth
-    );
-    return _date;
-  }
-}
-
-// ../../node_modules/date-fns/startOfMonth.mjs
-function startOfMonth(date) {
-  const _date = toDate(date);
-  _date.setDate(1);
-  _date.setHours(0, 0, 0, 0);
-  return _date;
-}
-
-// src/aiDatasetFile.ts
+import { addMonths, startOfMonth } from "date-fns";
 var DEFAULT_DIR = "data/ai/export";
 var AI_DATASET_WRITE_BATCH_SIZE = 100;
 var AI_MERGE_SORT_RUN_MAX_ROWS = 2e3;
@@ -88,21 +35,32 @@ var getRunIdFromAiChunkFileName = (strategyName, fileName) => {
 var appendAiDatasetRow = async (params) => {
   const { strategyName, chunkId, row, outDir = DEFAULT_DIR } = params;
   const filePath = getAiChunkFilePath(strategyName, chunkId, outDir);
-  let state = writerByPath.get(filePath);
-  if (!state) {
-    await fs.mkdir(outDir, { recursive: true });
-    const stream = createWriteStream(filePath, {
-      encoding: "utf8",
-      flags: "a"
-    });
-    state = {
-      filePath,
-      stream,
-      buffer: [],
-      writeQueue: Promise.resolve(),
-      closed: false
-    };
-    writerByPath.set(filePath, state);
+  let statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
+    statePromise = (async () => {
+      await fs.mkdir(outDir, { recursive: true });
+      const stream = createWriteStream(filePath, {
+        encoding: "utf8",
+        flags: "a"
+      });
+      return {
+        filePath,
+        stream,
+        buffer: [],
+        writeQueue: Promise.resolve(),
+        closed: false
+      };
+    })();
+    writerByPath.set(filePath, statePromise);
+  }
+  let state;
+  try {
+    state = await statePromise;
+  } catch (error) {
+    if (writerByPath.get(filePath) === statePromise) {
+      writerByPath.delete(filePath);
+    }
+    throw error;
   }
   if (state.closed) {
     throw new Error(`AI dataset writer is closed: ${filePath}`);
@@ -125,10 +83,12 @@ var flushState = async (state) => {
   }
 };
 var flushAiDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state || state.closed) {
+  const statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
     return;
   }
+  const state = await statePromise;
+  if (state.closed) return;
   state.writeQueue = state.writeQueue.then(() => flushState(state));
   await state.writeQueue;
 };
@@ -145,13 +105,16 @@ var closeState = async (state) => {
   ]);
 };
 var closeAiDatasetWriter = async (filePath) => {
-  const state = writerByPath.get(filePath);
-  if (!state) {
+  const statePromise = writerByPath.get(filePath);
+  if (!statePromise) {
     return;
   }
+  const state = await statePromise;
   state.writeQueue = state.writeQueue.then(() => closeState(state));
   await state.writeQueue;
-  writerByPath.delete(filePath);
+  if (writerByPath.get(filePath) === statePromise) {
+    writerByPath.delete(filePath);
+  }
 };
 var closeAllAiDatasetWriters = async () => {
   const filePaths = [...writerByPath.keys()];

package/dist/chunk-2CZREG43.mjs

@@ -0,0 +1,112 @@
+import {
+  ensureSpreadSchema,
+  getPool
+} from "./chunk-I2J6YDBD.mjs";
+
+// 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
+  };
+}
+
+export {
+  upsertSpreadRows,
+  getSpreadRangeForSymbols,
+  getSpreadSummary
+};