@tradejs/infra 2.0.18 → 2.0.20

package/dist/chunk-YVIHTUV5.mjs

@@ -0,0 +1,286 @@
+import {
+  ensureCandlesSchema,
+  getPool,
+  normalizeCandleProvider,
+  normalizeCandleSymbol
+} from "./chunk-I2J6YDBD.mjs";
+
+// src/timescale/candles.ts
+var toRows = (provider, symbol, interval, data) => {
+  const normalizedProvider = normalizeCandleProvider(provider);
+  if (!normalizedProvider) {
+    throw new Error("Candle provider is required");
+  }
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  return data.map((i) => ({
+    provider: normalizedProvider,
+    symbol: normalizedSymbol,
+    interval,
+    ts: new Date(i.timestamp),
+    // ms -> Date
+    open: i.open,
+    high: i.high,
+    low: i.low,
+    close: i.close,
+    volume: i.volume ?? null,
+    turnover: i.turnover ?? null,
+    takerBuyBaseVolume: i.takerBuyBaseVolume ?? null,
+    takerBuyQuoteVolume: i.takerBuyQuoteVolume ?? null,
+    takerSellBaseVolume: i.takerSellBaseVolume ?? null,
+    takerSellQuoteVolume: i.takerSellQuoteVolume ?? null
+  }));
+};
+async function upsertCandles(rows) {
+  if (!rows.length) return;
+  await ensureCandlesSchema();
+  const pool = getPool();
+  const cols = [
+    "provider",
+    "symbol",
+    "interval",
+    "ts",
+    "open",
+    "high",
+    "low",
+    "close",
+    "volume",
+    "turnover",
+    "taker_buy_base_volume",
+    "taker_buy_quote_volume",
+    "taker_sell_base_volume",
+    "taker_sell_quote_volume"
+  ];
+  const maxRows = Math.floor(65535 / cols.length);
+  if (rows.length > maxRows) {
+    for (let i = 0; i < rows.length; i += maxRows) {
+      await upsertCandles(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((r) => [
+    normalizeCandleProvider(r.provider),
+    normalizeCandleSymbol(r.symbol),
+    r.interval,
+    r.ts,
+    r.open,
+    r.high,
+    r.low,
+    r.close,
+    r.volume ?? null,
+    r.turnover ?? null,
+    r.takerBuyBaseVolume ?? null,
+    r.takerBuyQuoteVolume ?? null,
+    r.takerSellBaseVolume ?? null,
+    r.takerSellQuoteVolume ?? null
+  ]);
+  const sql = `
+    INSERT INTO candles (${cols.join(",")})
+    VALUES ${valuesSql}
+    ON CONFLICT (provider, symbol, interval, ts) DO UPDATE SET
+      open = EXCLUDED.open,
+      high = EXCLUDED.high,
+      low  = EXCLUDED.low,
+      close = EXCLUDED.close,
+      volume = COALESCE(EXCLUDED.volume, candles.volume),
+      turnover = COALESCE(EXCLUDED.turnover, candles.turnover),
+      taker_buy_base_volume = COALESCE(EXCLUDED.taker_buy_base_volume, candles.taker_buy_base_volume),
+      taker_buy_quote_volume = COALESCE(EXCLUDED.taker_buy_quote_volume, candles.taker_buy_quote_volume),
+      taker_sell_base_volume = COALESCE(EXCLUDED.taker_sell_base_volume, candles.taker_sell_base_volume),
+      taker_sell_quote_volume = COALESCE(EXCLUDED.taker_sell_quote_volume, candles.taker_sell_quote_volume)
+  `;
+  const client = await pool.connect();
+  try {
+    await client.query("BEGIN");
+    await client.query(sql, flat);
+    await client.query("COMMIT");
+  } catch (e) {
+    await client.query("ROLLBACK");
+    throw e;
+  } finally {
+    client.release();
+  }
+}
+async function getCandlesRange(provider, symbol, interval, startMs, endMs) {
+  await ensureCandlesSchema();
+  const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  const sql = `
+    SELECT symbol, interval, ts,
+           open, high, low, close, volume, turnover,
+           taker_buy_base_volume AS "takerBuyBaseVolume",
+           taker_buy_quote_volume AS "takerBuyQuoteVolume",
+           taker_sell_base_volume AS "takerSellBaseVolume",
+           taker_sell_quote_volume AS "takerSellQuoteVolume"
+    FROM candles
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
+      AND ts >= to_timestamp($4/1000.0)
+      AND ts <= to_timestamp($5/1000.0)
+    ORDER BY ts ASC
+  `;
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    startMs,
+    endMs
+  ]);
+  return res.rows;
+}
+async function getDataEdges(provider, symbol, interval) {
+  await ensureCandlesSchema();
+  const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  const sqlMin = `
+    SELECT extract(epoch from ts)*1000 AS ms
+    FROM candles
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
+    ORDER BY ts ASC
+    LIMIT 1
+  `;
+  const sqlMax = `
+    SELECT extract(epoch from ts)*1000 AS ms
+    FROM candles
+    WHERE provider=$1 AND symbol=$2 AND interval=$3
+    ORDER BY ts DESC
+    LIMIT 1
+  `;
+  const [minQ, maxQ] = await Promise.all([
+    pool.query(sqlMin, [normalizedProvider, normalizedSymbol, interval]),
+    pool.query(sqlMax, [normalizedProvider, normalizedSymbol, interval])
+  ]);
+  const minRaw = minQ.rows[0]?.ms;
+  const maxRaw = maxQ.rows[0]?.ms;
+  const min = Number.isFinite(Number(minRaw)) ? Number(minRaw) : void 0;
+  const max = Number.isFinite(Number(maxRaw)) ? Number(maxRaw) : void 0;
+  return { min, max };
+}
+async function getDataEdgesForSymbols(provider, symbols, interval) {
+  const normalizedSymbols = [
+    ...new Set(symbols.map(normalizeCandleSymbol).filter(Boolean))
+  ];
+  const result = /* @__PURE__ */ new Map();
+  for (const symbol of normalizedSymbols) {
+    result.set(symbol, {});
+  }
+  if (!normalizedSymbols.length) {
+    return result;
+  }
+  await ensureCandlesSchema();
+  const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const sql = `
+    WITH requested(symbol) AS (
+      SELECT unnest($2::text[])
+    )
+    SELECT
+      r.symbol,
+      (
+        SELECT extract(epoch from c.ts)*1000
+        FROM candles c
+        WHERE c.provider = $1 AND c.symbol = r.symbol AND c.interval = $3
+        ORDER BY c.ts ASC
+        LIMIT 1
+      ) AS min_ms,
+      (
+        SELECT extract(epoch from c.ts)*1000
+        FROM candles c
+        WHERE c.provider = $1 AND c.symbol = r.symbol AND c.interval = $3
+        ORDER BY c.ts DESC
+        LIMIT 1
+      ) AS max_ms
+    FROM requested r
+  `;
+  const response = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbols,
+    interval
+  ]);
+  for (const row of response.rows) {
+    const symbol = normalizeCandleSymbol(String(row.symbol || ""));
+    if (!symbol) continue;
+    const min = row.min_ms == null ? NaN : Number(row.min_ms);
+    const max = row.max_ms == null ? NaN : Number(row.max_ms);
+    result.set(symbol, {
+      ...Number.isFinite(min) ? { min } : {},
+      ...Number.isFinite(max) ? { max } : {}
+    });
+  }
+  return result;
+}
+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;
+}
+async function deleteCandles(provider, symbol, interval) {
+  const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  const sql = `
+    DELETE FROM candles
+    WHERE provider = $1 AND symbol = $2 AND interval = $3
+  `;
+  await pool.query(sql, [normalizedProvider, normalizedSymbol, interval]);
+}
+async function findContinuityGap(provider, symbol, interval) {
+  const pool = getPool();
+  const normalizedProvider = normalizeCandleProvider(provider);
+  const normalizedSymbol = normalizeCandleSymbol(symbol);
+  const expectedSeconds = interval * 60;
+  const sql = `
+    WITH ordered AS (
+      SELECT
+        ts,
+        LAG(ts) OVER (ORDER BY ts) AS prev_ts
+      FROM candles
+      WHERE provider = $1 AND symbol = $2 AND interval = $3
+    )
+    SELECT
+      ts,
+      prev_ts,
+      EXTRACT(EPOCH FROM (ts - prev_ts))::int AS diff_seconds
+    FROM ordered
+    WHERE prev_ts IS NOT NULL
+      AND EXTRACT(EPOCH FROM (ts - prev_ts))::int <> $4
+    ORDER BY ts ASC
+    LIMIT 1
+  `;
+  const res = await pool.query(sql, [
+    normalizedProvider,
+    normalizedSymbol,
+    interval,
+    expectedSeconds
+  ]);
+  const row = res.rows[0];
+  if (!row) return null;
+  return {
+    ts: new Date(row.ts).getTime(),
+    prevTs: new Date(row.prev_ts).getTime(),
+    diffSeconds: row.diff_seconds
+  };
+}
+
+export {
+  toRows,
+  upsertCandles,
+  getCandlesRange,
+  getDataEdges,
+  getDataEdgesForSymbols,
+  waitForDbReady,
+  deleteCandles,
+  findContinuityGap
+};

package/dist/coreResearch.d.mts

@@ -0,0 +1,20 @@
+import { CoreResearchTraceEvent } from '@tradejs/types';
+
+declare const getCoreResearchTraceFilePath: (params: {
+    strategyName: string;
+    chunkId: string;
+    outDir?: string;
+}) => string;
+declare const listCoreResearchTraceFiles: (params: {
+    strategyName: string;
+    runId: string;
+    outDir?: string;
+}) => Promise<string[]>;
+declare const appendCoreResearchTraceEvent: (params: {
+    strategyName: string;
+    chunkId: string;
+    event: CoreResearchTraceEvent;
+    outDir?: string;
+}) => Promise<string>;
+
+export { appendCoreResearchTraceEvent, getCoreResearchTraceFilePath, listCoreResearchTraceFiles };

package/dist/coreResearch.d.ts

@@ -0,0 +1,20 @@
+import { CoreResearchTraceEvent } from '@tradejs/types';
+
+declare const getCoreResearchTraceFilePath: (params: {
+    strategyName: string;
+    chunkId: string;
+    outDir?: string;
+}) => string;
+declare const listCoreResearchTraceFiles: (params: {
+    strategyName: string;
+    runId: string;
+    outDir?: string;
+}) => Promise<string[]>;
+declare const appendCoreResearchTraceEvent: (params: {
+    strategyName: string;
+    chunkId: string;
+    event: CoreResearchTraceEvent;
+    outDir?: string;
+}) => Promise<string>;
+
+export { appendCoreResearchTraceEvent, getCoreResearchTraceFilePath, listCoreResearchTraceFiles };

package/dist/coreResearch.js

@@ -0,0 +1,89 @@
+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+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 __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/coreResearch.ts
+var coreResearch_exports = {};
+__export(coreResearch_exports, {
+  appendCoreResearchTraceEvent: () => appendCoreResearchTraceEvent,
+  getCoreResearchTraceFilePath: () => getCoreResearchTraceFilePath,
+  listCoreResearchTraceFiles: () => listCoreResearchTraceFiles
+});
+module.exports = __toCommonJS(coreResearch_exports);
+
+// src/coreResearchTraceFile.ts
+var import_promises = __toESM(require("fs/promises"));
+var import_node_path = __toESM(require("path"));
+
+// src/mlDatasetFile.ts
+var import_node_readline = __toESM(require("readline"));
+var toFileToken = (value) => value.trim().toLowerCase().replace(/[^a-z0-9_-]+/g, "_").replace(/^_+|_+$/g, "") || "any";
+
+// src/coreResearchTraceFile.ts
+var DEFAULT_DIR = "data/research/core/trace";
+var queueByPath = /* @__PURE__ */ new Map();
+var getCoreResearchTraceFilePath = (params) => import_node_path.default.join(
+  params.outDir ?? DEFAULT_DIR,
+  `core-research-trace-${toFileToken(params.strategyName)}-chunk-${toFileToken(params.chunkId)}.jsonl`
+);
+var listCoreResearchTraceFiles = async (params) => {
+  const outDir = import_node_path.default.resolve(params.outDir ?? DEFAULT_DIR);
+  let names = [];
+  try {
+    names = await import_promises.default.readdir(outDir);
+  } catch (error) {
+    if (error.code === "ENOENT") return [];
+    throw error;
+  }
+  const prefix = `core-research-trace-${toFileToken(params.strategyName)}-chunk-`;
+  return names.filter(
+    (name) => name.startsWith(prefix) && name.includes(toFileToken(params.runId)) && name.endsWith(".jsonl")
+  ).sort((left, right) => left < right ? -1 : left > right ? 1 : 0).map((name) => import_node_path.default.join(outDir, name));
+};
+var appendCoreResearchTraceEvent = async (params) => {
+  const filePath = getCoreResearchTraceFilePath(params);
+  const previous = queueByPath.get(filePath) ?? Promise.resolve();
+  const next = previous.then(async () => {
+    await import_promises.default.mkdir(import_node_path.default.dirname(filePath), { recursive: true });
+    await import_promises.default.appendFile(filePath, `${JSON.stringify(params.event)}
+`, "utf8");
+  });
+  queueByPath.set(filePath, next);
+  try {
+    await next;
+  } finally {
+    if (queueByPath.get(filePath) === next) queueByPath.delete(filePath);
+  }
+  return filePath;
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  appendCoreResearchTraceEvent,
+  getCoreResearchTraceFilePath,
+  listCoreResearchTraceFiles
+});

package/dist/coreResearch.mjs

@@ -0,0 +1,48 @@
+import {
+  toFileToken
+} from "./chunk-RQP5VSTH.mjs";
+
+// src/coreResearchTraceFile.ts
+import fs from "fs/promises";
+import path from "path";
+var DEFAULT_DIR = "data/research/core/trace";
+var queueByPath = /* @__PURE__ */ new Map();
+var getCoreResearchTraceFilePath = (params) => path.join(
+  params.outDir ?? DEFAULT_DIR,
+  `core-research-trace-${toFileToken(params.strategyName)}-chunk-${toFileToken(params.chunkId)}.jsonl`
+);
+var listCoreResearchTraceFiles = async (params) => {
+  const outDir = path.resolve(params.outDir ?? DEFAULT_DIR);
+  let names = [];
+  try {
+    names = await fs.readdir(outDir);
+  } catch (error) {
+    if (error.code === "ENOENT") return [];
+    throw error;
+  }
+  const prefix = `core-research-trace-${toFileToken(params.strategyName)}-chunk-`;
+  return names.filter(
+    (name) => name.startsWith(prefix) && name.includes(toFileToken(params.runId)) && name.endsWith(".jsonl")
+  ).sort((left, right) => left < right ? -1 : left > right ? 1 : 0).map((name) => path.join(outDir, name));
+};
+var appendCoreResearchTraceEvent = async (params) => {
+  const filePath = getCoreResearchTraceFilePath(params);
+  const previous = queueByPath.get(filePath) ?? Promise.resolve();
+  const next = previous.then(async () => {
+    await fs.mkdir(path.dirname(filePath), { recursive: true });
+    await fs.appendFile(filePath, `${JSON.stringify(params.event)}
+`, "utf8");
+  });
+  queueByPath.set(filePath, next);
+  try {
+    await next;
+  } finally {
+    if (queueByPath.get(filePath) === next) queueByPath.delete(filePath);
+  }
+  return filePath;
+};
+export {
+  appendCoreResearchTraceEvent,
+  getCoreResearchTraceFilePath,
+  listCoreResearchTraceFiles
+};

package/dist/internal-2coHaaos.d.mts

@@ -0,0 +1,26 @@
+import { Pool } from 'pg';
+
+declare global {
+    var __pgPool__: Pool | undefined;
+}
+
+type TimescaleMarketContextQueryOptions = {
+    signal?: AbortSignal;
+    timeoutMs?: number;
+};
+
+type TimescaleMarketContextSource = 'binance' | 'coinmarketcap' | 'derivatives' | 'hyperliquidWhales';
+declare const configureTimescaleMarketContextSchemaMode: (mode: "ensure" | "verify") => void;
+declare const closeTimescalePool: () => Promise<void>;
+declare const ensureDerivativesSchema: () => Promise<void>;
+declare const ensureBinanceMarketSchema: () => Promise<void>;
+declare const ensureHyperliquidWhaleSchema: () => Promise<void>;
+/**
+ * CoinMarketCap tables currently share the historical market-context migration
+ * with the Binance tables. Keeping a source-specific entrypoint lets process
+ * composition own schema preparation without exposing that storage detail.
+ */
+declare const ensureCoinMarketCapContextSchema: () => Promise<void>;
+declare const ensureMarketContextSchemas: (sources: Iterable<TimescaleMarketContextSource>) => Promise<void>;
+
+export { type TimescaleMarketContextQueryOptions as T, type TimescaleMarketContextSource as a, configureTimescaleMarketContextSchemaMode as b, closeTimescalePool as c, ensureCoinMarketCapContextSchema as d, ensureBinanceMarketSchema as e, ensureDerivativesSchema as f, ensureHyperliquidWhaleSchema as g, ensureMarketContextSchemas as h };

package/dist/internal-2coHaaos.d.ts

@@ -0,0 +1,26 @@
+import { Pool } from 'pg';
+
+declare global {
+    var __pgPool__: Pool | undefined;
+}
+
+type TimescaleMarketContextQueryOptions = {
+    signal?: AbortSignal;
+    timeoutMs?: number;
+};
+
+type TimescaleMarketContextSource = 'binance' | 'coinmarketcap' | 'derivatives' | 'hyperliquidWhales';
+declare const configureTimescaleMarketContextSchemaMode: (mode: "ensure" | "verify") => void;
+declare const closeTimescalePool: () => Promise<void>;
+declare const ensureDerivativesSchema: () => Promise<void>;
+declare const ensureBinanceMarketSchema: () => Promise<void>;
+declare const ensureHyperliquidWhaleSchema: () => Promise<void>;
+/**
+ * CoinMarketCap tables currently share the historical market-context migration
+ * with the Binance tables. Keeping a source-specific entrypoint lets process
+ * composition own schema preparation without exposing that storage detail.
+ */
+declare const ensureCoinMarketCapContextSchema: () => Promise<void>;
+declare const ensureMarketContextSchemas: (sources: Iterable<TimescaleMarketContextSource>) => Promise<void>;
+
+export { type TimescaleMarketContextQueryOptions as T, type TimescaleMarketContextSource as a, configureTimescaleMarketContextSchemaMode as b, closeTimescalePool as c, ensureCoinMarketCapContextSchema as d, ensureBinanceMarketSchema as e, ensureDerivativesSchema as f, ensureHyperliquidWhaleSchema as g, ensureMarketContextSchemas as h };

package/dist/ml.mjs

@@ -1,3 +1,6 @@
+import {
+  logger
+} from "./chunk-LNFUOXDW.mjs";
 import {
   appendMlDatasetRow,
   closeAllMlDatasetWriters,
@@ -10,9 +13,6 @@ import {
   mergeJsonlFiles,
   toFileToken
 } from "./chunk-RQP5VSTH.mjs";
-import {
-  logger
-} from "./chunk-LNFUOXDW.mjs";
 
 // src/mlGrpc.ts
 import path from "path";

package/dist/runtimeDeployments.d.mts

@@ -0,0 +1,10 @@
+import { RuntimeDeployment, RuntimeDeploymentHeartbeat } from '@tradejs/types';
+
+declare const listRuntimeDeployments: (userName: string) => Promise<RuntimeDeployment[]>;
+declare const getRuntimeDeployment: (userName: string, deploymentId: string) => Promise<RuntimeDeployment | null>;
+declare const saveRuntimeDeployment: (userName: string, deployment: RuntimeDeployment) => Promise<RuntimeDeployment>;
+declare const deleteRuntimeDeployment: (userName: string, deploymentId: string) => Promise<void>;
+declare const getRuntimeDeploymentHeartbeat: (userName: string, deploymentId: string) => Promise<RuntimeDeploymentHeartbeat | null>;
+declare const saveRuntimeDeploymentHeartbeat: (userName: string, heartbeat: RuntimeDeploymentHeartbeat) => Promise<RuntimeDeploymentHeartbeat>;
+
+export { deleteRuntimeDeployment, getRuntimeDeployment, getRuntimeDeploymentHeartbeat, listRuntimeDeployments, saveRuntimeDeployment, saveRuntimeDeploymentHeartbeat };

package/dist/runtimeDeployments.d.ts

@@ -0,0 +1,10 @@
+import { RuntimeDeployment, RuntimeDeploymentHeartbeat } from '@tradejs/types';
+
+declare const listRuntimeDeployments: (userName: string) => Promise<RuntimeDeployment[]>;
+declare const getRuntimeDeployment: (userName: string, deploymentId: string) => Promise<RuntimeDeployment | null>;
+declare const saveRuntimeDeployment: (userName: string, deployment: RuntimeDeployment) => Promise<RuntimeDeployment>;
+declare const deleteRuntimeDeployment: (userName: string, deploymentId: string) => Promise<void>;
+declare const getRuntimeDeploymentHeartbeat: (userName: string, deploymentId: string) => Promise<RuntimeDeploymentHeartbeat | null>;
+declare const saveRuntimeDeploymentHeartbeat: (userName: string, heartbeat: RuntimeDeploymentHeartbeat) => Promise<RuntimeDeploymentHeartbeat>;
+
+export { deleteRuntimeDeployment, getRuntimeDeployment, getRuntimeDeploymentHeartbeat, listRuntimeDeployments, saveRuntimeDeployment, saveRuntimeDeploymentHeartbeat };