@tradejs/infra 2.0.18 → 2.0.20

package/dist/timescale/client.js

@@ -0,0 +1,109 @@
+"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/client.ts
+var client_exports = {};
+__export(client_exports, {
+  closeTimescalePool: () => closeTimescalePool,
+  configureTimescaleMarketContextSchemaMode: () => configureTimescaleMarketContextSchemaMode,
+  waitForDbReady: () => waitForDbReady
+});
+module.exports = __toCommonJS(client_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__;
+};
+var closePool = async () => {
+  const pool = global.__pgPool__;
+  if (!pool) return;
+  global.__pgPool__ = void 0;
+  await pool.end();
+};
+
+// src/timescale/internal.ts
+var candlesSchemaReady = false;
+var derivativesSchemaReady = false;
+var spreadSchemaReady = false;
+var binanceMarketSchemaReady = false;
+var hyperliquidWhaleSchemaReady = false;
+var candlesSchemaReadyPromise = null;
+var derivativesSchemaReadyPromise = null;
+var spreadSchemaReadyPromise = null;
+var binanceMarketSchemaReadyPromise = null;
+var hyperliquidWhaleSchemaReadyPromise = null;
+var marketContextSchemaMode = "ensure";
+var verifiedMarketContextSchemas = /* @__PURE__ */ new Set();
+var configureTimescaleMarketContextSchemaMode = (mode) => {
+  marketContextSchemaMode = mode;
+  verifiedMarketContextSchemas.clear();
+};
+var closeTimescalePool = async () => {
+  candlesSchemaReady = false;
+  derivativesSchemaReady = false;
+  spreadSchemaReady = false;
+  binanceMarketSchemaReady = false;
+  hyperliquidWhaleSchemaReady = false;
+  candlesSchemaReadyPromise = null;
+  derivativesSchemaReadyPromise = null;
+  spreadSchemaReadyPromise = null;
+  binanceMarketSchemaReadyPromise = null;
+  hyperliquidWhaleSchemaReadyPromise = null;
+  verifiedMarketContextSchemas.clear();
+  await closePool();
+};
+
+// src/timescale/candles.ts
+async function waitForDbReady(attempts = 20, delayMs = 1e3) {
+  const pool = getPool();
+  let lastError;
+  for (let i = 0; i < attempts; i++) {
+    try {
+      await pool.query("SELECT 1");
+      return;
+    } catch (e) {
+      lastError = e;
+      await new Promise((r) => setTimeout(r, delayMs));
+    }
+  }
+  throw lastError;
+}
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  closeTimescalePool,
+  configureTimescaleMarketContextSchemaMode,
+  waitForDbReady
+});

package/dist/timescale/client.mjs

@@ -0,0 +1,12 @@
+import {
+  waitForDbReady
+} from "../chunk-YVIHTUV5.mjs";
+import {
+  closeTimescalePool,
+  configureTimescaleMarketContextSchemaMode
+} from "../chunk-I2J6YDBD.mjs";
+export {
+  closeTimescalePool,
+  configureTimescaleMarketContextSchemaMode,
+  waitForDbReady
+};

package/dist/timescale/derivatives.d.mts

@@ -0,0 +1,90 @@
+import { DerivativesInterval, DerivativesRow } from '@tradejs/types';
+export { T as TimescaleMarketContextQueryOptions, f as ensureDerivativesSchema } from '../internal-2coHaaos.mjs';
+export { M as MarketFeatureAsOf } from '../values-BrvcmnfM.mjs';
+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 };

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 };