@tradejs/infra 2.0.21 → 3.0.1

package/dist/timescale/hyperliquidWhales.mjs

@@ -1,19 +1,1108 @@
 import {
-  getHyperliquidWhaleCoverageSeriesRows,
-  getHyperliquidWhaleFlowAggregate,
-  getHyperliquidWhaleFlowSeriesRows,
-  getHyperliquidWhaleWalletCoverage,
-  hasHyperliquidWhaleBackfillCoverage,
-  rebuildHyperliquidWhaleCoverageRows,
-  rebuildHyperliquidWhaleFlowRows,
-  upsertHyperliquidWhaleCoverageRows,
-  upsertHyperliquidWhaleFlowRows,
-  upsertHyperliquidWhaleTradeEvents,
-  upsertHyperliquidWhaleWalletCoverage
-} from "../chunk-NWXFWTWU.mjs";
+  ensureHyperliquidWhaleSchema,
+  getPool,
+  getSafeBulkInsertRows,
+  prepareMarketContextSchemaForRead,
+  queryMarketContext
+} from "../chunk-ZXU7OYFU.mjs";
+
+// src/timescale/hyperliquidWhales/commands.ts
+import {
+  HYPERLIQUID_WHALE_DATA_MODEL_VERSION
+} from "@tradejs/types";
+async function upsertHyperliquidWhaleTradeEvents(rows) {
+  if (!rows.length) return;
+  await ensureHyperliquidWhaleSchema();
+  const cols = [
+    "symbol",
+    "ts",
+    "tid",
+    "price",
+    "size",
+    "notional_usd",
+    "buyer_address",
+    "seller_address",
+    "buyer_tracked",
+    "seller_tracked",
+    "buyer_start_position",
+    "buyer_end_position",
+    "buyer_position_action",
+    "buyer_closed_pnl",
+    "buyer_liquidation",
+    "seller_start_position",
+    "seller_end_position",
+    "seller_position_action",
+    "seller_closed_pnl",
+    "seller_liquidation",
+    "universe_fingerprint",
+    "whale_registry_fingerprint",
+    "source"
+  ];
+  const maxRows = getSafeBulkInsertRows(cols.length);
+  if (rows.length > maxRows) {
+    for (let index = 0; index < rows.length; index += maxRows) {
+      await upsertHyperliquidWhaleTradeEvents(
+        rows.slice(index, index + maxRows)
+      );
+    }
+    return;
+  }
+  const valuesSql = rows.map(
+    (_, rowIndex) => `(${cols.map((__, colIndex) => `$${rowIndex * cols.length + colIndex + 1}`).join(",")})`
+  ).join(",");
+  const flat = rows.flatMap((row) => [
+    row.symbol,
+    row.ts,
+    row.tid,
+    row.price,
+    row.size,
+    row.notionalUsd,
+    row.buyerAddress ?? null,
+    row.sellerAddress ?? null,
+    row.buyerTracked,
+    row.sellerTracked,
+    row.buyerStartPosition ?? null,
+    row.buyerEndPosition ?? null,
+    row.buyerPositionAction ?? null,
+    row.buyerClosedPnl ?? null,
+    row.buyerLiquidation ?? null,
+    row.sellerStartPosition ?? null,
+    row.sellerEndPosition ?? null,
+    row.sellerPositionAction ?? null,
+    row.sellerClosedPnl ?? null,
+    row.sellerLiquidation ?? null,
+    row.universeFingerprint,
+    row.whaleRegistryFingerprint,
+    row.source ?? null
+  ]);
+  await getPool().query(
+    `
+      INSERT INTO hyperliquid_whale_trade_events (${cols.join(",")})
+      VALUES ${valuesSql}
+      ON CONFLICT (
+        universe_fingerprint,
+        whale_registry_fingerprint,
+        symbol,
+        ts,
+        tid
+      ) DO UPDATE SET
+        buyer_address = COALESCE(
+          hyperliquid_whale_trade_events.buyer_address,
+          EXCLUDED.buyer_address
+        ),
+        seller_address = COALESCE(
+          hyperliquid_whale_trade_events.seller_address,
+          EXCLUDED.seller_address
+        ),
+        buyer_tracked = hyperliquid_whale_trade_events.buyer_tracked OR EXCLUDED.buyer_tracked,
+        seller_tracked = hyperliquid_whale_trade_events.seller_tracked OR EXCLUDED.seller_tracked,
+        buyer_start_position = COALESCE(
+          hyperliquid_whale_trade_events.buyer_start_position,
+          EXCLUDED.buyer_start_position
+        ),
+        buyer_end_position = COALESCE(
+          hyperliquid_whale_trade_events.buyer_end_position,
+          EXCLUDED.buyer_end_position
+        ),
+        buyer_position_action = COALESCE(
+          hyperliquid_whale_trade_events.buyer_position_action,
+          EXCLUDED.buyer_position_action
+        ),
+        buyer_closed_pnl = COALESCE(
+          hyperliquid_whale_trade_events.buyer_closed_pnl,
+          EXCLUDED.buyer_closed_pnl
+        ),
+        buyer_liquidation = COALESCE(
+          hyperliquid_whale_trade_events.buyer_liquidation,
+          EXCLUDED.buyer_liquidation
+        ),
+        seller_start_position = COALESCE(
+          hyperliquid_whale_trade_events.seller_start_position,
+          EXCLUDED.seller_start_position
+        ),
+        seller_end_position = COALESCE(
+          hyperliquid_whale_trade_events.seller_end_position,
+          EXCLUDED.seller_end_position
+        ),
+        seller_position_action = COALESCE(
+          hyperliquid_whale_trade_events.seller_position_action,
+          EXCLUDED.seller_position_action
+        ),
+        seller_closed_pnl = COALESCE(
+          hyperliquid_whale_trade_events.seller_closed_pnl,
+          EXCLUDED.seller_closed_pnl
+        ),
+        seller_liquidation = COALESCE(
+          hyperliquid_whale_trade_events.seller_liquidation,
+          EXCLUDED.seller_liquidation
+        ),
+        source = EXCLUDED.source,
+        ingested_at = now()
+    `,
+    flat
+  );
+}
+async function upsertHyperliquidWhaleFlowRows(rows) {
+  if (!rows.length) return;
+  await ensureHyperliquidWhaleSchema();
+  const cols = [
+    "symbol",
+    "interval",
+    "ts",
+    "trades",
+    "whale_sides",
+    "unique_whales",
+    "whale_addresses",
+    "buy_notional_usd",
+    "sell_notional_usd",
+    "net_notional_usd",
+    "buy_share_pct",
+    "position_aware_whale_sides",
+    "long_entry_whale_addresses",
+    "short_entry_whale_addresses",
+    "long_exit_whale_addresses",
+    "short_exit_whale_addresses",
+    "long_entry_notional_usd",
+    "short_entry_notional_usd",
+    "long_exit_notional_usd",
+    "short_exit_notional_usd",
+    "entry_net_notional_usd",
+    "entry_long_share_pct",
+    "universe_fingerprint",
+    "whale_registry_fingerprint",
+    "source"
+  ];
+  const maxRows = getSafeBulkInsertRows(cols.length);
+  if (rows.length > maxRows) {
+    for (let index = 0; index < rows.length; index += maxRows) {
+      await upsertHyperliquidWhaleFlowRows(rows.slice(index, index + maxRows));
+    }
+    return;
+  }
+  const valuesSql = rows.map(
+    (_, rowIndex) => `(${cols.map((__, colIndex) => `$${rowIndex * cols.length + colIndex + 1}`).join(",")})`
+  ).join(",");
+  const flat = rows.flatMap((row) => [
+    row.symbol,
+    row.interval,
+    row.ts,
+    row.trades,
+    row.whaleSides,
+    row.uniqueWhales,
+    row.whaleAddresses ?? [],
+    row.buyNotionalUsd,
+    row.sellNotionalUsd,
+    row.netNotionalUsd,
+    row.buySharePct ?? null,
+    row.positionAwareWhaleSides,
+    row.longEntryWhaleAddresses ?? [],
+    row.shortEntryWhaleAddresses ?? [],
+    row.longExitWhaleAddresses ?? [],
+    row.shortExitWhaleAddresses ?? [],
+    row.longEntryNotionalUsd,
+    row.shortEntryNotionalUsd,
+    row.longExitNotionalUsd,
+    row.shortExitNotionalUsd,
+    row.entryNetNotionalUsd,
+    row.entryLongSharePct ?? null,
+    row.universeFingerprint,
+    row.whaleRegistryFingerprint,
+    row.source ?? null
+  ]);
+  await getPool().query(
+    `
+      INSERT INTO hyperliquid_whale_flow (${cols.join(",")})
+      VALUES ${valuesSql}
+      ON CONFLICT (
+        universe_fingerprint,
+        whale_registry_fingerprint,
+        symbol,
+        interval,
+        ts
+      ) DO UPDATE SET
+        trades = EXCLUDED.trades,
+        whale_sides = EXCLUDED.whale_sides,
+        unique_whales = EXCLUDED.unique_whales,
+        whale_addresses = EXCLUDED.whale_addresses,
+        buy_notional_usd = EXCLUDED.buy_notional_usd,
+        sell_notional_usd = EXCLUDED.sell_notional_usd,
+        net_notional_usd = EXCLUDED.net_notional_usd,
+        buy_share_pct = EXCLUDED.buy_share_pct,
+        position_aware_whale_sides = EXCLUDED.position_aware_whale_sides,
+        long_entry_whale_addresses = EXCLUDED.long_entry_whale_addresses,
+        short_entry_whale_addresses = EXCLUDED.short_entry_whale_addresses,
+        long_exit_whale_addresses = EXCLUDED.long_exit_whale_addresses,
+        short_exit_whale_addresses = EXCLUDED.short_exit_whale_addresses,
+        long_entry_notional_usd = EXCLUDED.long_entry_notional_usd,
+        short_entry_notional_usd = EXCLUDED.short_entry_notional_usd,
+        long_exit_notional_usd = EXCLUDED.long_exit_notional_usd,
+        short_exit_notional_usd = EXCLUDED.short_exit_notional_usd,
+        entry_net_notional_usd = EXCLUDED.entry_net_notional_usd,
+        entry_long_share_pct = EXCLUDED.entry_long_share_pct,
+        source = EXCLUDED.source,
+        ingested_at = now()
+    `,
+    flat
+  );
+}
+async function rebuildHyperliquidWhaleFlowRows(params) {
+  await ensureHyperliquidWhaleSchema();
+  const client = await getPool().connect();
+  try {
+    await client.query("BEGIN");
+    const result = await client.query(
+      `
+        WITH source_events AS (
+          SELECT *
+          FROM hyperliquid_whale_trade_events
+          WHERE universe_fingerprint = $1
+            AND whale_registry_fingerprint = $2
+            AND ts >= to_timestamp($3/1000.0)
+            AND ts < to_timestamp($4/1000.0)
+        ), metrics AS (
+          SELECT
+            symbol,
+            date_trunc('minute', ts) AS bucket_ts,
+            COUNT(*)::int AS trades,
+            SUM(buyer_tracked::int + seller_tracked::int)::int AS whale_sides,
+            SUM(CASE WHEN buyer_tracked THEN notional_usd ELSE 0 END) AS buy_notional_usd,
+            SUM(CASE WHEN seller_tracked THEN notional_usd ELSE 0 END) AS sell_notional_usd
+          FROM source_events
+          GROUP BY symbol, date_trunc('minute', ts)
+        ), position_legs AS (
+          SELECT
+            symbol,
+            ts,
+            price,
+            buyer_address AS whale_address,
+            buyer_start_position AS start_position,
+            buyer_end_position AS end_position
+          FROM source_events
+          WHERE buyer_tracked
+            AND buyer_address IS NOT NULL
+            AND buyer_start_position IS NOT NULL
+            AND buyer_end_position IS NOT NULL
+          UNION ALL
+          SELECT
+            symbol,
+            ts,
+            price,
+            seller_address AS whale_address,
+            seller_start_position AS start_position,
+            seller_end_position AS end_position
+          FROM source_events
+          WHERE seller_tracked
+            AND seller_address IS NOT NULL
+            AND seller_start_position IS NOT NULL
+            AND seller_end_position IS NOT NULL
+        ), classified_legs AS (
+          SELECT
+            *,
+            GREATEST(
+              GREATEST(end_position, 0) - GREATEST(start_position, 0),
+              0
+            ) AS long_entry_size,
+            GREATEST(
+              GREATEST(-end_position, 0) - GREATEST(-start_position, 0),
+              0
+            ) AS short_entry_size,
+            GREATEST(
+              GREATEST(start_position, 0) - GREATEST(end_position, 0),
+              0
+            ) AS long_exit_size,
+            GREATEST(
+              GREATEST(-start_position, 0) - GREATEST(-end_position, 0),
+              0
+            ) AS short_exit_size
+          FROM position_legs
+        ), position_metrics AS (
+          SELECT
+            symbol,
+            date_trunc('minute', ts) AS bucket_ts,
+            COUNT(*)::int AS position_aware_whale_sides,
+            SUM(long_entry_size * price) AS long_entry_notional_usd,
+            SUM(short_entry_size * price) AS short_entry_notional_usd,
+            SUM(long_exit_size * price) AS long_exit_notional_usd,
+            SUM(short_exit_size * price) AS short_exit_notional_usd,
+            COALESCE(
+              ARRAY_AGG(DISTINCT whale_address ORDER BY whale_address)
+                FILTER (WHERE long_entry_size > 0),
+              '{}'
+            ) AS long_entry_whale_addresses,
+            COALESCE(
+              ARRAY_AGG(DISTINCT whale_address ORDER BY whale_address)
+                FILTER (WHERE short_entry_size > 0),
+              '{}'
+            ) AS short_entry_whale_addresses,
+            COALESCE(
+              ARRAY_AGG(DISTINCT whale_address ORDER BY whale_address)
+                FILTER (WHERE long_exit_size > 0),
+              '{}'
+            ) AS long_exit_whale_addresses,
+            COALESCE(
+              ARRAY_AGG(DISTINCT whale_address ORDER BY whale_address)
+                FILTER (WHERE short_exit_size > 0),
+              '{}'
+            ) AS short_exit_whale_addresses
+          FROM classified_legs
+          GROUP BY symbol, date_trunc('minute', ts)
+        ), addresses AS (
+          SELECT
+            symbol,
+            date_trunc('minute', ts) AS bucket_ts,
+            ARRAY_AGG(DISTINCT whale_address ORDER BY whale_address) AS whale_addresses
+          FROM source_events
+          CROSS JOIN LATERAL UNNEST(ARRAY[
+            CASE WHEN buyer_tracked THEN buyer_address END,
+            CASE WHEN seller_tracked THEN seller_address END
+          ]) AS expanded(whale_address)
+          WHERE whale_address IS NOT NULL
+          GROUP BY symbol, date_trunc('minute', ts)
+        )
+        INSERT INTO hyperliquid_whale_flow (
+          symbol,
+          interval,
+          ts,
+          trades,
+          whale_sides,
+          unique_whales,
+          whale_addresses,
+          buy_notional_usd,
+          sell_notional_usd,
+          net_notional_usd,
+          buy_share_pct,
+          position_aware_whale_sides,
+          long_entry_whale_addresses,
+          short_entry_whale_addresses,
+          long_exit_whale_addresses,
+          short_exit_whale_addresses,
+          long_entry_notional_usd,
+          short_entry_notional_usd,
+          long_exit_notional_usd,
+          short_exit_notional_usd,
+          entry_net_notional_usd,
+          entry_long_share_pct,
+          universe_fingerprint,
+          whale_registry_fingerprint,
+          source
+        )
+        SELECT
+          metrics.symbol,
+          '1m',
+          metrics.bucket_ts,
+          metrics.trades,
+          metrics.whale_sides,
+          COALESCE(CARDINALITY(addresses.whale_addresses), 0),
+          COALESCE(addresses.whale_addresses, '{}'),
+          metrics.buy_notional_usd,
+          metrics.sell_notional_usd,
+          metrics.buy_notional_usd - metrics.sell_notional_usd,
+          CASE
+            WHEN metrics.buy_notional_usd + metrics.sell_notional_usd > 0
+            THEN metrics.buy_notional_usd /
+              (metrics.buy_notional_usd + metrics.sell_notional_usd)
+            ELSE NULL
+          END,
+          COALESCE(position_metrics.position_aware_whale_sides, 0),
+          COALESCE(position_metrics.long_entry_whale_addresses, '{}'),
+          COALESCE(position_metrics.short_entry_whale_addresses, '{}'),
+          COALESCE(position_metrics.long_exit_whale_addresses, '{}'),
+          COALESCE(position_metrics.short_exit_whale_addresses, '{}'),
+          COALESCE(position_metrics.long_entry_notional_usd, 0),
+          COALESCE(position_metrics.short_entry_notional_usd, 0),
+          COALESCE(position_metrics.long_exit_notional_usd, 0),
+          COALESCE(position_metrics.short_exit_notional_usd, 0),
+          COALESCE(position_metrics.long_entry_notional_usd, 0) -
+            COALESCE(position_metrics.short_entry_notional_usd, 0),
+          CASE
+            WHEN COALESCE(position_metrics.long_entry_notional_usd, 0) +
+              COALESCE(position_metrics.short_entry_notional_usd, 0) > 0
+            THEN COALESCE(position_metrics.long_entry_notional_usd, 0) /
+              (
+                COALESCE(position_metrics.long_entry_notional_usd, 0) +
+                COALESCE(position_metrics.short_entry_notional_usd, 0)
+              )
+            ELSE NULL
+          END,
+          $1,
+          $2,
+          CASE
+            WHEN COALESCE(position_metrics.position_aware_whale_sides, 0) > 0
+            THEN 'hyperliquid_user_fills'
+            ELSE 'hyperliquid_trades'
+          END
+        FROM metrics
+        LEFT JOIN addresses USING (symbol, bucket_ts)
+        LEFT JOIN position_metrics USING (symbol, bucket_ts)
+        ON CONFLICT (
+          universe_fingerprint,
+          whale_registry_fingerprint,
+          symbol,
+          interval,
+          ts
+        ) DO UPDATE SET
+          trades = EXCLUDED.trades,
+          whale_sides = EXCLUDED.whale_sides,
+          unique_whales = EXCLUDED.unique_whales,
+          whale_addresses = EXCLUDED.whale_addresses,
+          buy_notional_usd = EXCLUDED.buy_notional_usd,
+          sell_notional_usd = EXCLUDED.sell_notional_usd,
+          net_notional_usd = EXCLUDED.net_notional_usd,
+          buy_share_pct = EXCLUDED.buy_share_pct,
+          position_aware_whale_sides = EXCLUDED.position_aware_whale_sides,
+          long_entry_whale_addresses = EXCLUDED.long_entry_whale_addresses,
+          short_entry_whale_addresses = EXCLUDED.short_entry_whale_addresses,
+          long_exit_whale_addresses = EXCLUDED.long_exit_whale_addresses,
+          short_exit_whale_addresses = EXCLUDED.short_exit_whale_addresses,
+          long_entry_notional_usd = EXCLUDED.long_entry_notional_usd,
+          short_entry_notional_usd = EXCLUDED.short_entry_notional_usd,
+          long_exit_notional_usd = EXCLUDED.long_exit_notional_usd,
+          short_exit_notional_usd = EXCLUDED.short_exit_notional_usd,
+          entry_net_notional_usd = EXCLUDED.entry_net_notional_usd,
+          entry_long_share_pct = EXCLUDED.entry_long_share_pct,
+          source = EXCLUDED.source,
+          ingested_at = now()
+        RETURNING 1
+      `,
+      [
+        params.universeFingerprint,
+        params.whaleRegistryFingerprint,
+        params.fromMs,
+        params.toMs
+      ]
+    );
+    if (params.deleteEventsBeforeMs != null) {
+      await client.query(
+        `
+          DELETE FROM hyperliquid_whale_trade_events
+          WHERE universe_fingerprint = $1
+            AND whale_registry_fingerprint = $2
+            AND ts < to_timestamp($3/1000.0)
+        `,
+        [
+          params.universeFingerprint,
+          params.whaleRegistryFingerprint,
+          params.deleteEventsBeforeMs
+        ]
+      );
+    }
+    await client.query("COMMIT");
+    return result.rowCount ?? 0;
+  } catch (error) {
+    await client.query("ROLLBACK");
+    throw error;
+  } finally {
+    client.release();
+  }
+}
+async function upsertHyperliquidWhaleWalletCoverage(params) {
+  await ensureHyperliquidWhaleSchema();
+  await getPool().query(
+    `
+      INSERT INTO hyperliquid_whale_wallet_coverage (
+        universe_fingerprint,
+        whale_registry_fingerprint,
+        address,
+        requested_from_ts,
+        requested_to_ts,
+        covered_from_ts,
+        covered_to_ts,
+        status,
+        fills_count,
+        error,
+        data_model_version
+      ) VALUES (
+        $1,
+        $2,
+        $3,
+        to_timestamp($4/1000.0),
+        to_timestamp($5/1000.0),
+        CASE WHEN $6::double precision IS NULL THEN NULL ELSE to_timestamp($6/1000.0) END,
+        CASE WHEN $7::double precision IS NULL THEN NULL ELSE to_timestamp($7/1000.0) END,
+        $8,
+        $9,
+        $10,
+        $11
+      )
+      ON CONFLICT (
+        universe_fingerprint,
+        whale_registry_fingerprint,
+        address,
+        requested_from_ts,
+        requested_to_ts
+      ) DO UPDATE SET
+        covered_from_ts = EXCLUDED.covered_from_ts,
+        covered_to_ts = EXCLUDED.covered_to_ts,
+        status = EXCLUDED.status,
+        fills_count = EXCLUDED.fills_count,
+        error = EXCLUDED.error,
+        data_model_version = EXCLUDED.data_model_version,
+        checked_at = now()
+    `,
+    [
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      params.address.toLowerCase(),
+      params.fromMs,
+      params.toMs,
+      params.coveredFromMs,
+      params.coveredToMs,
+      params.status,
+      params.fillsCount,
+      params.error ?? null,
+      HYPERLIQUID_WHALE_DATA_MODEL_VERSION
+    ]
+  );
+}
+async function rebuildHyperliquidWhaleCoverageRows(params) {
+  await ensureHyperliquidWhaleSchema();
+  if (params.toMs <= params.fromMs) return 0;
+  const minuteMs = 6e4;
+  const defaultChunkMinutes = 7 * 24 * 60;
+  const chunkMinutes = Number.isFinite(params.chunkMinutes) && Number(params.chunkMinutes) > 0 ? Math.floor(Number(params.chunkMinutes)) : defaultChunkMinutes;
+  const chunkMs = chunkMinutes * minuteMs;
+  const totalBuckets = Math.ceil((params.toMs - params.fromMs) / minuteMs);
+  const totalChunks = Math.ceil((params.toMs - params.fromMs) / chunkMs);
+  let completedBuckets = 0;
+  let rows = 0;
+  for (let chunkIndex = 0, chunkFromMs = params.fromMs; chunkFromMs < params.toMs; chunkIndex += 1, chunkFromMs += chunkMs) {
+    const chunkToMs = Math.min(params.toMs, chunkFromMs + chunkMs);
+    const result = await getPool().query(
+      `
+        WITH normalized_ranges AS (
+          SELECT
+            address,
+            GREATEST(
+              to_timestamp($3/1000.0),
+              date_trunc('minute', covered_from_ts) +
+                CASE
+                  WHEN covered_from_ts = date_trunc('minute', covered_from_ts)
+                  THEN interval '0 minutes'
+                  ELSE interval '1 minute'
+                END
+            ) AS range_start,
+            LEAST(
+              to_timestamp($4/1000.0),
+              date_trunc('minute', covered_to_ts)
+            ) AS range_end
+          FROM hyperliquid_whale_wallet_coverage
+          WHERE universe_fingerprint = $1
+            AND whale_registry_fingerprint = $2
+            AND data_model_version = $6
+            AND status IN ('complete', 'truncated')
+            AND covered_from_ts < to_timestamp($4/1000.0)
+            AND covered_to_ts > to_timestamp($3/1000.0)
+        ), eligible_ranges AS (
+          SELECT *
+          FROM normalized_ranges
+          WHERE range_start < range_end
+        ), ordered_ranges AS (
+          SELECT
+            *,
+            MAX(range_end) OVER (
+              PARTITION BY address
+              ORDER BY range_start, range_end
+              ROWS BETWEEN UNBOUNDED PRECEDING AND 1 PRECEDING
+            ) AS previous_max_end
+          FROM eligible_ranges
+        ), marked_ranges AS (
+          SELECT
+            *,
+            SUM(
+              CASE
+                WHEN previous_max_end IS NULL OR range_start > previous_max_end
+                THEN 1
+                ELSE 0
+              END
+            ) OVER (
+              PARTITION BY address
+              ORDER BY range_start, range_end
+            ) AS range_group
+          FROM ordered_ranges
+        ), merged_ranges AS (
+          SELECT
+            address,
+            MIN(range_start) AS range_start,
+            MAX(range_end) AS range_end
+          FROM marked_ranges
+          GROUP BY address, range_group
+        ), deltas AS (
+          SELECT range_start AS ts, 1 AS delta
+          FROM merged_ranges
+          UNION ALL
+          SELECT range_end AS ts, -1 AS delta
+          FROM merged_ranges
+        ), bucket_deltas AS (
+          SELECT ts, SUM(delta)::int AS delta
+          FROM deltas
+          GROUP BY ts
+        ), buckets AS (
+          SELECT generate_series(
+            to_timestamp($3/1000.0),
+            to_timestamp($4/1000.0) - interval '1 minute',
+            interval '1 minute'
+          ) AS ts
+        ), coverage AS (
+          SELECT
+            buckets.ts,
+            SUM(COALESCE(bucket_deltas.delta, 0)) OVER (
+              ORDER BY buckets.ts
+              ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW
+            )::int AS covered_whales
+          FROM buckets
+          LEFT JOIN bucket_deltas USING (ts)
+        )
+        INSERT INTO hyperliquid_whale_coverage_1m (
+          ts,
+          covered_whales,
+          expected_whales,
+          coverage_pct,
+          universe_fingerprint,
+          whale_registry_fingerprint,
+          source,
+          data_model_version
+        )
+        SELECT
+          ts,
+          covered_whales,
+          $5,
+          CASE WHEN $5 > 0 THEN covered_whales::double precision / $5 ELSE 0 END,
+          $1,
+          $2,
+          'hyperliquid_user_fills',
+          $6
+        FROM coverage
+        ON CONFLICT (
+          universe_fingerprint,
+          whale_registry_fingerprint,
+          ts
+        ) DO UPDATE SET
+          covered_whales = EXCLUDED.covered_whales,
+          expected_whales = EXCLUDED.expected_whales,
+          coverage_pct = EXCLUDED.coverage_pct,
+          source = EXCLUDED.source,
+          data_model_version = EXCLUDED.data_model_version,
+          ingested_at = now()
+      `,
+      [
+        params.universeFingerprint,
+        params.whaleRegistryFingerprint,
+        chunkFromMs,
+        chunkToMs,
+        params.expectedWhales,
+        HYPERLIQUID_WHALE_DATA_MODEL_VERSION
+      ]
+    );
+    const chunkBuckets = Math.ceil((chunkToMs - chunkFromMs) / minuteMs);
+    completedBuckets = Math.min(totalBuckets, completedBuckets + chunkBuckets);
+    rows += result.rowCount ?? 0;
+    params.onProgress?.({
+      chunkIndex: chunkIndex + 1,
+      totalChunks,
+      completedBuckets,
+      totalBuckets,
+      rows
+    });
+  }
+  return rows;
+}
+async function upsertHyperliquidWhaleCoverageRows(rows) {
+  if (!rows.length) return;
+  await ensureHyperliquidWhaleSchema();
+  const cols = [
+    "ts",
+    "covered_whales",
+    "expected_whales",
+    "coverage_pct",
+    "universe_fingerprint",
+    "whale_registry_fingerprint",
+    "source",
+    "data_model_version"
+  ];
+  const maxRows = getSafeBulkInsertRows(cols.length);
+  if (rows.length > maxRows) {
+    for (let index = 0; index < rows.length; index += maxRows) {
+      await upsertHyperliquidWhaleCoverageRows(
+        rows.slice(index, index + maxRows)
+      );
+    }
+    return;
+  }
+  const values = [];
+  const tuples = rows.map((row, rowIndex) => {
+    const offset = rowIndex * cols.length;
+    values.push(
+      row.ts,
+      row.coveredWhales,
+      row.expectedWhales,
+      row.coveragePct,
+      row.universeFingerprint,
+      row.whaleRegistryFingerprint,
+      row.source ?? null,
+      row.dataModelVersion ?? HYPERLIQUID_WHALE_DATA_MODEL_VERSION
+    );
+    return `(${cols.map((_, colIndex) => `$${offset + colIndex + 1}`).join(",")})`;
+  });
+  await getPool().query(
+    `
+      INSERT INTO hyperliquid_whale_coverage_1m (${cols.join(",")})
+      VALUES ${tuples.join(",")}
+      ON CONFLICT (
+        universe_fingerprint,
+        whale_registry_fingerprint,
+        ts
+      ) DO UPDATE SET
+        covered_whales = EXCLUDED.covered_whales,
+        expected_whales = EXCLUDED.expected_whales,
+        coverage_pct = EXCLUDED.coverage_pct,
+        source = EXCLUDED.source,
+        data_model_version = EXCLUDED.data_model_version,
+        ingested_at = now()
+    `,
+    values
+  );
+}
+
+// src/timescale/hyperliquidWhales/queries.ts
 import {
-  ensureHyperliquidWhaleSchema
-} from "../chunk-I2J6YDBD.mjs";
+  HYPERLIQUID_WHALE_DATA_MODEL_VERSION as HYPERLIQUID_WHALE_DATA_MODEL_VERSION2
+} from "@tradejs/types";
+var HYPERLIQUID_CONTEXT_INTERVAL_MS = {
+  "1m": 6e4,
+  "5m": 5 * 6e4,
+  "15m": 15 * 6e4,
+  "1h": 60 * 6e4
+};
+async function getHyperliquidWhaleWalletCoverage(params) {
+  await ensureHyperliquidWhaleSchema();
+  const result = await getPool().query(
+    `
+      SELECT
+        status,
+        covered_from_ts,
+        covered_to_ts,
+        fills_count,
+        error,
+        checked_at
+      FROM hyperliquid_whale_wallet_coverage
+      WHERE universe_fingerprint = $1
+        AND whale_registry_fingerprint = $2
+        AND address = $3
+        AND data_model_version = $6
+        AND (
+          (
+            covered_from_ts <= to_timestamp($4/1000.0)
+            AND covered_to_ts >= to_timestamp($5/1000.0)
+          )
+          OR (
+            requested_from_ts = to_timestamp($4/1000.0)
+            AND requested_to_ts = to_timestamp($5/1000.0)
+          )
+        )
+      ORDER BY checked_at DESC
+      LIMIT 1
+    `,
+    [
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      params.address.toLowerCase(),
+      params.fromMs,
+      params.toMs,
+      HYPERLIQUID_WHALE_DATA_MODEL_VERSION2
+    ]
+  );
+  const row = result.rows[0];
+  if (!row) return null;
+  return {
+    status: row.covered_from_ts != null && row.covered_to_ts != null && new Date(row.covered_from_ts).getTime() <= params.fromMs && new Date(row.covered_to_ts).getTime() >= params.toMs ? "complete" : String(row.status),
+    coveredFromMs: row.covered_from_ts == null ? null : new Date(row.covered_from_ts).getTime(),
+    coveredToMs: row.covered_to_ts == null ? null : new Date(row.covered_to_ts).getTime(),
+    fillsCount: Number(row.fills_count) || 0,
+    error: row.error == null ? null : String(row.error),
+    checkedAt: new Date(row.checked_at)
+  };
+}
+async function getHyperliquidWhaleCoverageSeriesRows(params) {
+  await prepareMarketContextSchemaForRead("hyperliquidWhales");
+  const result = await queryMarketContext(
+    `
+      SELECT
+        ts,
+        covered_whales,
+        expected_whales,
+        coverage_pct
+      FROM hyperliquid_whale_coverage_1m
+      WHERE universe_fingerprint = $1
+        AND whale_registry_fingerprint = $2
+        AND data_model_version = $3
+        AND ts >= to_timestamp($4/1000.0)
+        AND ts < to_timestamp($5/1000.0)
+      ORDER BY ts
+    `,
+    [
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      HYPERLIQUID_WHALE_DATA_MODEL_VERSION2,
+      params.fromMs,
+      params.toMs
+    ],
+    params
+  );
+  return result.rows.map((row) => ({
+    ts: new Date(row.ts),
+    coveredWhales: Number(row.covered_whales) || 0,
+    expectedWhales: Number(row.expected_whales) || 0,
+    coveragePct: Number(row.coverage_pct) || 0
+  }));
+}
+async function getHyperliquidWhaleFlowSeriesRows(params) {
+  await prepareMarketContextSchemaForRead("hyperliquidWhales");
+  const result = await queryMarketContext(
+    `
+      SELECT
+        ts,
+        trades,
+        whale_sides,
+        whale_addresses,
+        buy_notional_usd,
+        sell_notional_usd,
+        position_aware_whale_sides,
+        long_entry_whale_addresses,
+        short_entry_whale_addresses,
+        long_exit_whale_addresses,
+        short_exit_whale_addresses,
+        long_entry_notional_usd,
+        short_entry_notional_usd,
+        long_exit_notional_usd,
+        short_exit_notional_usd
+      FROM hyperliquid_whale_flow
+      WHERE symbol = $1
+        AND interval = '1m'
+        AND universe_fingerprint = $2
+        AND whale_registry_fingerprint = $3
+        AND ts >= to_timestamp($4/1000.0)
+        AND ts < to_timestamp($5/1000.0)
+      ORDER BY ts
+    `,
+    [
+      params.symbol,
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      params.fromMs,
+      params.toMs
+    ],
+    params
+  );
+  return result.rows.map((row) => ({
+    ts: new Date(row.ts),
+    trades: Number(row.trades) || 0,
+    whaleSides: Number(row.whale_sides) || 0,
+    whaleAddresses: Array.isArray(row.whale_addresses) ? row.whale_addresses.map(String) : [],
+    buyNotionalUsd: Number(row.buy_notional_usd) || 0,
+    sellNotionalUsd: Number(row.sell_notional_usd) || 0,
+    positionAwareWhaleSides: Number(row.position_aware_whale_sides) || 0,
+    longEntryWhaleAddresses: Array.isArray(row.long_entry_whale_addresses) ? row.long_entry_whale_addresses.map(String) : [],
+    shortEntryWhaleAddresses: Array.isArray(row.short_entry_whale_addresses) ? row.short_entry_whale_addresses.map(String) : [],
+    longExitWhaleAddresses: Array.isArray(row.long_exit_whale_addresses) ? row.long_exit_whale_addresses.map(String) : [],
+    shortExitWhaleAddresses: Array.isArray(row.short_exit_whale_addresses) ? row.short_exit_whale_addresses.map(String) : [],
+    longEntryNotionalUsd: Number(row.long_entry_notional_usd) || 0,
+    shortEntryNotionalUsd: Number(row.short_entry_notional_usd) || 0,
+    longExitNotionalUsd: Number(row.long_exit_notional_usd) || 0,
+    shortExitNotionalUsd: Number(row.short_exit_notional_usd) || 0
+  }));
+}
+async function getHyperliquidWhaleFlowAggregate(params) {
+  await prepareMarketContextSchemaForRead("hyperliquidWhales");
+  const intervalMs = HYPERLIQUID_CONTEXT_INTERVAL_MS[params.interval];
+  const expectedBuckets = Math.ceil(intervalMs / 6e4);
+  const res = await queryMarketContext(
+    `
+      WITH coverage_rows AS (
+        SELECT *
+        FROM hyperliquid_whale_coverage_1m
+        WHERE universe_fingerprint = $2
+          AND whale_registry_fingerprint = $3
+          AND data_model_version = $6
+          AND ts >= to_timestamp(
+            ($4::double precision - $5::double precision) / 1000.0
+          )
+          AND ts < to_timestamp($4/1000.0)
+      ), coverage_summary AS (
+        SELECT
+          COUNT(*)::int AS coverage_buckets,
+          MAX(ts) AS coverage_as_of_ts,
+          MIN(covered_whales)::int AS covered_whales,
+          MAX(expected_whales)::int AS expected_whales,
+          MIN(coverage_pct) AS coverage_pct
+        FROM coverage_rows
+      ), window_rows AS (
+        SELECT *
+        FROM hyperliquid_whale_flow
+        WHERE symbol = $1
+          AND interval = '1m'
+          AND universe_fingerprint = $2
+          AND whale_registry_fingerprint = $3
+          AND ts >= to_timestamp(
+            ($4::double precision - $5::double precision) / 1000.0
+          )
+          AND ts < to_timestamp($4/1000.0)
+      ), unique_addresses AS (
+        SELECT COUNT(DISTINCT address)::int AS unique_whales
+        FROM window_rows
+        CROSS JOIN LATERAL UNNEST(whale_addresses) AS expanded(address)
+      ), directional_counts AS (
+        SELECT
+          (
+            SELECT COUNT(DISTINCT address)::int
+            FROM window_rows
+            CROSS JOIN LATERAL UNNEST(long_entry_whale_addresses) AS expanded(address)
+          ) AS long_entry_whales,
+          (
+            SELECT COUNT(DISTINCT address)::int
+            FROM window_rows
+            CROSS JOIN LATERAL UNNEST(short_entry_whale_addresses) AS expanded(address)
+          ) AS short_entry_whales,
+          (
+            SELECT COUNT(DISTINCT address)::int
+            FROM window_rows
+            CROSS JOIN LATERAL UNNEST(long_exit_whale_addresses) AS expanded(address)
+          ) AS long_exit_whales,
+          (
+            SELECT COUNT(DISTINCT address)::int
+            FROM window_rows
+            CROSS JOIN LATERAL UNNEST(short_exit_whale_addresses) AS expanded(address)
+          ) AS short_exit_whales
+      )
+      SELECT
+        $1::text AS symbol,
+        coverage_summary.coverage_as_of_ts AS as_of_ts,
+        coverage_summary.coverage_buckets,
+        coverage_summary.covered_whales,
+        coverage_summary.expected_whales,
+        coverage_summary.coverage_pct,
+        COALESCE((SELECT SUM(trades) FROM window_rows), 0)::int AS trades,
+        COALESCE((SELECT SUM(whale_sides) FROM window_rows), 0)::int AS whale_sides,
+        COALESCE((SELECT unique_whales FROM unique_addresses), 0)::int AS unique_whales,
+        COALESCE((SELECT SUM(buy_notional_usd) FROM window_rows), 0) AS buy_notional_usd,
+        COALESCE((SELECT SUM(sell_notional_usd) FROM window_rows), 0) AS sell_notional_usd,
+        COALESCE((SELECT SUM(net_notional_usd) FROM window_rows), 0) AS net_notional_usd,
+        CASE
+          WHEN COALESCE((SELECT SUM(buy_notional_usd + sell_notional_usd) FROM window_rows), 0) > 0
+          THEN (SELECT SUM(buy_notional_usd) FROM window_rows) /
+            (SELECT SUM(buy_notional_usd + sell_notional_usd) FROM window_rows)
+          ELSE NULL
+        END AS buy_share_pct,
+        COALESCE((SELECT SUM(position_aware_whale_sides) FROM window_rows), 0)::int
+          AS position_aware_whale_sides,
+        CASE
+          WHEN COALESCE((SELECT SUM(whale_sides) FROM window_rows), 0) > 0
+          THEN COALESCE((SELECT SUM(position_aware_whale_sides) FROM window_rows), 0)::double precision /
+            (SELECT SUM(whale_sides) FROM window_rows)
+          ELSE 0
+        END AS position_aware_pct,
+        COALESCE((SELECT long_entry_whales FROM directional_counts), 0)::int AS long_entry_whales,
+        COALESCE((SELECT short_entry_whales FROM directional_counts), 0)::int AS short_entry_whales,
+        COALESCE((SELECT long_exit_whales FROM directional_counts), 0)::int AS long_exit_whales,
+        COALESCE((SELECT short_exit_whales FROM directional_counts), 0)::int AS short_exit_whales,
+        COALESCE((SELECT SUM(long_entry_notional_usd) FROM window_rows), 0)
+          AS long_entry_notional_usd,
+        COALESCE((SELECT SUM(short_entry_notional_usd) FROM window_rows), 0)
+          AS short_entry_notional_usd,
+        COALESCE((SELECT SUM(long_exit_notional_usd) FROM window_rows), 0)
+          AS long_exit_notional_usd,
+        COALESCE((SELECT SUM(short_exit_notional_usd) FROM window_rows), 0)
+          AS short_exit_notional_usd,
+        COALESCE((SELECT SUM(entry_net_notional_usd) FROM window_rows), 0)
+          AS entry_net_notional_usd,
+        CASE
+          WHEN COALESCE((SELECT SUM(long_entry_notional_usd + short_entry_notional_usd) FROM window_rows), 0) > 0
+          THEN (SELECT SUM(long_entry_notional_usd) FROM window_rows) /
+            (SELECT SUM(long_entry_notional_usd + short_entry_notional_usd) FROM window_rows)
+          ELSE NULL
+        END AS entry_long_share_pct,
+        (SELECT MAX(source) FROM window_rows) AS source
+      FROM coverage_summary
+    `,
+    [
+      params.symbol,
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      params.decisionTimeMs,
+      intervalMs,
+      HYPERLIQUID_WHALE_DATA_MODEL_VERSION2
+    ],
+    params
+  );
+  const row = res.rows[0];
+  if (!row?.as_of_ts || Number(row.coverage_buckets) !== expectedBuckets || Number(row.covered_whales) <= 0) {
+    return null;
+  }
+  const asOfTs = new Date(row.as_of_ts);
+  const ageMs = params.decisionTimeMs - (asOfTs.getTime() + 6e4);
+  return {
+    symbol: params.symbol,
+    interval: params.interval,
+    asOfTs,
+    windowEndTs: new Date(params.decisionTimeMs),
+    trades: Number(row.trades) || 0,
+    whaleSides: Number(row.whale_sides) || 0,
+    uniqueWhales: Number(row.unique_whales) || 0,
+    coveredWhales: Number(row.covered_whales) || 0,
+    expectedWhales: Number(row.expected_whales) || 0,
+    coveragePct: Number(row.coverage_pct) || 0,
+    buyNotionalUsd: Number(row.buy_notional_usd) || 0,
+    sellNotionalUsd: Number(row.sell_notional_usd) || 0,
+    netNotionalUsd: Number(row.net_notional_usd) || 0,
+    buySharePct: row.buy_share_pct == null ? null : Number(row.buy_share_pct) || 0,
+    positionAwareWhaleSides: Number(row.position_aware_whale_sides) || 0,
+    positionAwarePct: Number(row.position_aware_pct) || 0,
+    longEntryWhales: Number(row.long_entry_whales) || 0,
+    shortEntryWhales: Number(row.short_entry_whales) || 0,
+    longExitWhales: Number(row.long_exit_whales) || 0,
+    shortExitWhales: Number(row.short_exit_whales) || 0,
+    longEntryNotionalUsd: Number(row.long_entry_notional_usd) || 0,
+    shortEntryNotionalUsd: Number(row.short_entry_notional_usd) || 0,
+    longExitNotionalUsd: Number(row.long_exit_notional_usd) || 0,
+    shortExitNotionalUsd: Number(row.short_exit_notional_usd) || 0,
+    entryNetNotionalUsd: Number(row.entry_net_notional_usd) || 0,
+    entryLongSharePct: row.entry_long_share_pct == null ? null : Number(row.entry_long_share_pct) || 0,
+    universeFingerprint: params.universeFingerprint,
+    whaleRegistryFingerprint: params.whaleRegistryFingerprint,
+    source: row.source == null ? null : String(row.source),
+    ageMs,
+    stale: ageMs < 0 || (params.maxAgeMs != null && Number.isFinite(params.maxAgeMs) ? ageMs > params.maxAgeMs : false)
+  };
+}
+async function hasHyperliquidWhaleBackfillCoverage(params) {
+  await ensureHyperliquidWhaleSchema();
+  const expectedBuckets = Math.max(
+    0,
+    Math.ceil((params.toMs - params.fromMs) / 6e4)
+  );
+  const result = await getPool().query(
+    `
+      SELECT
+        COUNT(*)::int AS buckets,
+        COUNT(*) FILTER (
+          WHERE covered_whales = expected_whales
+        )::int AS complete_buckets
+      FROM hyperliquid_whale_coverage_1m
+      WHERE universe_fingerprint = $1
+        AND whale_registry_fingerprint = $2
+        AND data_model_version = $5
+        AND ts >= to_timestamp($3/1000.0)
+        AND ts < to_timestamp($4/1000.0)
+    `,
+    [
+      params.universeFingerprint,
+      params.whaleRegistryFingerprint,
+      params.fromMs,
+      params.toMs,
+      HYPERLIQUID_WHALE_DATA_MODEL_VERSION2
+    ]
+  );
+  return Number(result.rows[0]?.buckets) === expectedBuckets && Number(result.rows[0]?.complete_buckets) === expectedBuckets;
+}
 export {
   ensureHyperliquidWhaleSchema,
   getHyperliquidWhaleCoverageSeriesRows,