@tradejs/infra 3.1.27 → 3.1.28-beta.252

package/dist/{chunk-CH5L3BE4.mjs → chunk-C5XG6VVP.mjs}

@@ -4,8 +4,22 @@ import {
   normalizeCandleProvider,
   normalizeCandleSymbol
 } from "./chunk-SSL36P7G.mjs";
+import {
+  logger
+} from "./chunk-LNFUOXDW.mjs";
 
 // src/timescale/candles.ts
+var CANDLE_UPSERT_MAX_ATTEMPTS = 3;
+var CANDLE_DEADLOCK_RETRY_DELAY_MS = 25;
+var isPostgresDeadlock = (error) => typeof error === "object" && error !== null && "code" in error && error.code === "40P01";
+var wait = (delayMs) => new Promise((resolve) => setTimeout(resolve, delayMs));
+var normalizeAndSortCandleRows = (rows) => rows.map((row) => ({
+  ...row,
+  provider: normalizeCandleProvider(row.provider),
+  symbol: normalizeCandleSymbol(row.symbol)
+})).sort(
+  (left, right) => left.provider.localeCompare(right.provider) || left.symbol.localeCompare(right.symbol) || left.interval - right.interval || left.ts.getTime() - right.ts.getTime()
+);
 var toRows = (provider, symbol, interval, data) => {
   const normalizedProvider = normalizeCandleProvider(provider);
   if (!normalizedProvider) {
@@ -34,6 +48,7 @@ async function upsertCandles(rows) {
   if (!rows.length) return;
   await ensureCandlesSchema();
   const pool = getPool();
+  const normalizedRows = normalizeAndSortCandleRows(rows);
   const cols = [
     "provider",
     "symbol",
@@ -51,32 +66,28 @@ async function upsertCandles(rows) {
     "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) => `$${i * cols.length + j + 1}`).join(",")})`
-  ).join(",");
-  const flat = rows.flatMap((r) => [
-    normalizeCandleProvider(r.provider),
-    normalizeCandleSymbol(r.symbol),
-    r.interval,
-    r.ts,
-    r.open,
-    r.high,
-    r.low,
-    r.close,
-    r.volume ?? null,
-    r.turnover ?? null,
-    r.takerBuyBaseVolume ?? null,
-    r.takerBuyQuoteVolume ?? null,
-    r.takerSellBaseVolume ?? null,
-    r.takerSellQuoteVolume ?? null
-  ]);
-  const sql = `
+  for (let offset = 0; offset < normalizedRows.length; offset += maxRows) {
+    const chunk = normalizedRows.slice(offset, offset + maxRows);
+    const valuesSql = chunk.map(
+      (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
+    ).join(",");
+    const flat = chunk.flatMap((r) => [
+      r.provider,
+      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
@@ -91,16 +102,29 @@ async function upsertCandles(rows) {
       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();
+    for (let attempt = 1; attempt <= CANDLE_UPSERT_MAX_ATTEMPTS; attempt += 1) {
+      const client = await pool.connect();
+      try {
+        await client.query("BEGIN");
+        await client.query(sql, flat);
+        await client.query("COMMIT");
+        break;
+      } catch (error) {
+        await client.query("ROLLBACK").catch(() => void 0);
+        if (!isPostgresDeadlock(error) || attempt === CANDLE_UPSERT_MAX_ATTEMPTS) {
+          throw error;
+        }
+        logger.warn(
+          "candle upsert deadlock (40P01); retrying transaction (attempt=%s/%s rows=%s)",
+          attempt + 1,
+          CANDLE_UPSERT_MAX_ATTEMPTS,
+          chunk.length
+        );
+      } finally {
+        client.release();
+      }
+      await wait(CANDLE_DEADLOCK_RETRY_DELAY_MS * 2 ** (attempt - 1));
+    }
   }
 }
 async function getCandlesRange(provider, symbol, interval, startMs, endMs) {

package/dist/timescale/candles.js

@@ -31,6 +31,45 @@ __export(candles_exports, {
 });
 module.exports = __toCommonJS(candles_exports);
 
+// src/logger.ts
+var import_winston = require("winston");
+var baseFormat = import_winston.format.combine(
+  import_winston.format.timestamp({ format: "DD MMM HH:mm:ss" }),
+  import_winston.format.splat()
+);
+var logger = (0, import_winston.createLogger)({
+  format: baseFormat,
+  transports: [
+    new import_winston.transports.Console({
+      format: import_winston.format.combine(
+        import_winston.format.colorize({ all: true }),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      )
+    }),
+    new import_winston.transports.File({
+      filename: "service.log",
+      format: import_winston.format.combine(
+        import_winston.format.uncolorize(),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      )
+    }),
+    new import_winston.transports.File({
+      filename: "error.log",
+      format: import_winston.format.combine(
+        import_winston.format.uncolorize(),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      ),
+      level: "error"
+    })
+  ]
+});
+
 // src/timescale/pool.ts
 var import_pg = require("pg");
 var getPool = () => {
@@ -145,6 +184,17 @@ var ensureCandlesSchema = async () => {
 var marketContextSchemaMode = process.env.TRADEJS_TIMESCALE_READ_ONLY === "true" ? "verify" : "ensure";
 
 // src/timescale/candles.ts
+var CANDLE_UPSERT_MAX_ATTEMPTS = 3;
+var CANDLE_DEADLOCK_RETRY_DELAY_MS = 25;
+var isPostgresDeadlock = (error) => typeof error === "object" && error !== null && "code" in error && error.code === "40P01";
+var wait = (delayMs) => new Promise((resolve) => setTimeout(resolve, delayMs));
+var normalizeAndSortCandleRows = (rows) => rows.map((row) => ({
+  ...row,
+  provider: normalizeCandleProvider(row.provider),
+  symbol: normalizeCandleSymbol(row.symbol)
+})).sort(
+  (left, right) => left.provider.localeCompare(right.provider) || left.symbol.localeCompare(right.symbol) || left.interval - right.interval || left.ts.getTime() - right.ts.getTime()
+);
 var toRows = (provider, symbol, interval, data) => {
   const normalizedProvider = normalizeCandleProvider(provider);
   if (!normalizedProvider) {
@@ -173,6 +223,7 @@ async function upsertCandles(rows) {
   if (!rows.length) return;
   await ensureCandlesSchema();
   const pool = getPool();
+  const normalizedRows = normalizeAndSortCandleRows(rows);
   const cols = [
     "provider",
     "symbol",
@@ -190,32 +241,28 @@ async function upsertCandles(rows) {
     "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) => `$${i * cols.length + j + 1}`).join(",")})`
-  ).join(",");
-  const flat = rows.flatMap((r) => [
-    normalizeCandleProvider(r.provider),
-    normalizeCandleSymbol(r.symbol),
-    r.interval,
-    r.ts,
-    r.open,
-    r.high,
-    r.low,
-    r.close,
-    r.volume ?? null,
-    r.turnover ?? null,
-    r.takerBuyBaseVolume ?? null,
-    r.takerBuyQuoteVolume ?? null,
-    r.takerSellBaseVolume ?? null,
-    r.takerSellQuoteVolume ?? null
-  ]);
-  const sql = `
+  for (let offset = 0; offset < normalizedRows.length; offset += maxRows) {
+    const chunk = normalizedRows.slice(offset, offset + maxRows);
+    const valuesSql = chunk.map(
+      (_, i) => `(${cols.map((__, j) => `$${i * cols.length + j + 1}`).join(",")})`
+    ).join(",");
+    const flat = chunk.flatMap((r) => [
+      r.provider,
+      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
@@ -230,16 +277,29 @@ async function upsertCandles(rows) {
       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();
+    for (let attempt = 1; attempt <= CANDLE_UPSERT_MAX_ATTEMPTS; attempt += 1) {
+      const client = await pool.connect();
+      try {
+        await client.query("BEGIN");
+        await client.query(sql, flat);
+        await client.query("COMMIT");
+        break;
+      } catch (error) {
+        await client.query("ROLLBACK").catch(() => void 0);
+        if (!isPostgresDeadlock(error) || attempt === CANDLE_UPSERT_MAX_ATTEMPTS) {
+          throw error;
+        }
+        logger.warn(
+          "candle upsert deadlock (40P01); retrying transaction (attempt=%s/%s rows=%s)",
+          attempt + 1,
+          CANDLE_UPSERT_MAX_ATTEMPTS,
+          chunk.length
+        );
+      } finally {
+        client.release();
+      }
+      await wait(CANDLE_DEADLOCK_RETRY_DELAY_MS * 2 ** (attempt - 1));
+    }
   }
 }
 async function getCandlesRange(provider, symbol, interval, startMs, endMs) {

package/dist/timescale/candles.mjs

@@ -7,8 +7,9 @@ import {
   toRows,
   upsertCandles,
   waitForDbReady
-} from "../chunk-CH5L3BE4.mjs";
+} from "../chunk-C5XG6VVP.mjs";
 import "../chunk-SSL36P7G.mjs";
+import "../chunk-LNFUOXDW.mjs";
 export {
   deleteCandles,
   findContinuityGap,

package/dist/timescale/client.js

@@ -111,6 +111,45 @@ var closeTimescalePool = async () => {
   await closePool();
 };
 
+// src/logger.ts
+var import_winston = require("winston");
+var baseFormat = import_winston.format.combine(
+  import_winston.format.timestamp({ format: "DD MMM HH:mm:ss" }),
+  import_winston.format.splat()
+);
+var logger = (0, import_winston.createLogger)({
+  format: baseFormat,
+  transports: [
+    new import_winston.transports.Console({
+      format: import_winston.format.combine(
+        import_winston.format.colorize({ all: true }),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      )
+    }),
+    new import_winston.transports.File({
+      filename: "service.log",
+      format: import_winston.format.combine(
+        import_winston.format.uncolorize(),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      )
+    }),
+    new import_winston.transports.File({
+      filename: "error.log",
+      format: import_winston.format.combine(
+        import_winston.format.uncolorize(),
+        import_winston.format.printf(
+          ({ level, timestamp, message }) => `${level}: ${timestamp}: ${message}`
+        )
+      ),
+      level: "error"
+    })
+  ]
+});
+
 // src/timescale/candles.ts
 async function waitForDbReady(attempts = 20, delayMs = 1e3) {
   const pool = getPool();

package/dist/timescale/client.mjs

@@ -1,10 +1,11 @@
 import {
   waitForDbReady
-} from "../chunk-CH5L3BE4.mjs";
+} from "../chunk-C5XG6VVP.mjs";
 import {
   closeTimescalePool,
   configureTimescaleMarketContextSchemaMode
 } from "../chunk-SSL36P7G.mjs";
+import "../chunk-LNFUOXDW.mjs";
 export {
   closeTimescalePool,
   configureTimescaleMarketContextSchemaMode,

package/dist/timescale/marketContext.d.mts

@@ -45,6 +45,14 @@ declare function getLatestMarketTradeFlow(params: {
     signal?: AbortSignal;
     timeoutMs?: number;
 }): Promise<MarketFeatureAsOf<MarketTradeFlowRow> | null>;
+declare function getMarketTradeFlowRows(params: {
+    symbols: string[];
+    interval: MarketFeatureInterval;
+    fromMs: number;
+    toMs: number;
+    signal?: AbortSignal;
+    timeoutMs?: number;
+}): Promise<MarketTradeFlowRow[]>;
 declare function getLatestMarketBreadth(params: {
     universe: string;
     interval: MarketFeatureInterval;
@@ -53,6 +61,14 @@ declare function getLatestMarketBreadth(params: {
     signal?: AbortSignal;
     timeoutMs?: number;
 }): Promise<MarketFeatureAsOf<MarketBreadthRow> | null>;
+declare function getMarketBreadthRows(params: {
+    universes: string[];
+    interval: MarketFeatureInterval;
+    fromMs: number;
+    toMs: number;
+    signal?: AbortSignal;
+    timeoutMs?: number;
+}): Promise<MarketBreadthRow[]>;
 declare function getLatestMarketGlobalContext(params: {
     source?: MarketGlobalContextRow['source'];
     atMs: number;
@@ -189,4 +205,4 @@ declare function getMarketBreadthCoverage(params: {
     btcAltMetricsRows: number;
 } | null>;
 
-export { type DeprecatedMarketContextCleanupItem, MarketFeatureAsOf, cleanupDeprecatedMarketContext, ensureBinanceMarketSchema, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows };
+export { type DeprecatedMarketContextCleanupItem, MarketFeatureAsOf, cleanupDeprecatedMarketContext, ensureBinanceMarketSchema, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketBreadthRows, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getMarketTradeFlowRows, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows };

package/dist/timescale/marketContext.d.ts

@@ -45,6 +45,14 @@ declare function getLatestMarketTradeFlow(params: {
     signal?: AbortSignal;
     timeoutMs?: number;
 }): Promise<MarketFeatureAsOf<MarketTradeFlowRow> | null>;
+declare function getMarketTradeFlowRows(params: {
+    symbols: string[];
+    interval: MarketFeatureInterval;
+    fromMs: number;
+    toMs: number;
+    signal?: AbortSignal;
+    timeoutMs?: number;
+}): Promise<MarketTradeFlowRow[]>;
 declare function getLatestMarketBreadth(params: {
     universe: string;
     interval: MarketFeatureInterval;
@@ -53,6 +61,14 @@ declare function getLatestMarketBreadth(params: {
     signal?: AbortSignal;
     timeoutMs?: number;
 }): Promise<MarketFeatureAsOf<MarketBreadthRow> | null>;
+declare function getMarketBreadthRows(params: {
+    universes: string[];
+    interval: MarketFeatureInterval;
+    fromMs: number;
+    toMs: number;
+    signal?: AbortSignal;
+    timeoutMs?: number;
+}): Promise<MarketBreadthRow[]>;
 declare function getLatestMarketGlobalContext(params: {
     source?: MarketGlobalContextRow['source'];
     atMs: number;
@@ -189,4 +205,4 @@ declare function getMarketBreadthCoverage(params: {
     btcAltMetricsRows: number;
 } | null>;
 
-export { type DeprecatedMarketContextCleanupItem, MarketFeatureAsOf, cleanupDeprecatedMarketContext, ensureBinanceMarketSchema, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows };
+export { type DeprecatedMarketContextCleanupItem, MarketFeatureAsOf, cleanupDeprecatedMarketContext, ensureBinanceMarketSchema, getLatestMarketBreadth, getLatestMarketCmcExchangeLiquidityContext, getLatestMarketCmcFearGreedContext, getLatestMarketCmcIndexContexts, getLatestMarketGlobalContext, getLatestMarketReferenceAssetContexts, getLatestMarketTradeFlow, getMarketBreadthCoverage, getMarketBreadthRows, getMarketCmcExchangeLiquidityContextCoverage, getMarketCmcFearGreedContextCoverage, getMarketCmcIndexContextCoverage, getMarketContextBackfillCoverage, getMarketGlobalContextCoverage, getMarketReferenceAssetContextCoverage, getMarketTradeFlowCoverage, getMarketTradeFlowRows, upsertMarketBreadthRows, upsertMarketCmcExchangeLiquidityContextRows, upsertMarketCmcFearGreedContextRows, upsertMarketCmcIndexContextRows, upsertMarketContextBackfillCoverage, upsertMarketGlobalContextRows, upsertMarketReferenceAssetContextRows, upsertMarketTradeFlowRows };

package/dist/timescale/marketContext.js

@@ -32,6 +32,7 @@ __export(marketContext_exports, {
   getLatestMarketReferenceAssetContexts: () => getLatestMarketReferenceAssetContexts,
   getLatestMarketTradeFlow: () => getLatestMarketTradeFlow,
   getMarketBreadthCoverage: () => getMarketBreadthCoverage,
+  getMarketBreadthRows: () => getMarketBreadthRows,
   getMarketCmcExchangeLiquidityContextCoverage: () => getMarketCmcExchangeLiquidityContextCoverage,
   getMarketCmcFearGreedContextCoverage: () => getMarketCmcFearGreedContextCoverage,
   getMarketCmcIndexContextCoverage: () => getMarketCmcIndexContextCoverage,
@@ -39,6 +40,7 @@ __export(marketContext_exports, {
   getMarketGlobalContextCoverage: () => getMarketGlobalContextCoverage,
   getMarketReferenceAssetContextCoverage: () => getMarketReferenceAssetContextCoverage,
   getMarketTradeFlowCoverage: () => getMarketTradeFlowCoverage,
+  getMarketTradeFlowRows: () => getMarketTradeFlowRows,
   upsertMarketBreadthRows: () => upsertMarketBreadthRows,
   upsertMarketCmcExchangeLiquidityContextRows: () => upsertMarketCmcExchangeLiquidityContextRows,
   upsertMarketCmcFearGreedContextRows: () => upsertMarketCmcFearGreedContextRows,
@@ -1401,6 +1403,39 @@ async function getLatestMarketTradeFlow(params) {
     stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
   };
 }
+async function getMarketTradeFlowRows(params) {
+  const symbols = [
+    ...new Set(params.symbols.map((symbol) => symbol.trim().toUpperCase()))
+  ].filter(Boolean);
+  if (!symbols.length || params.toMs < params.fromMs) return [];
+  await prepareMarketContextSchemaForRead("binance");
+  const res = await queryMarketContext(
+    `
+      SELECT
+        symbol,
+        interval,
+        ts,
+        trades::int AS trades,
+        buy_base_volume AS "buyBaseVolume",
+        sell_base_volume AS "sellBaseVolume",
+        buy_quote_volume AS "buyQuoteVolume",
+        sell_quote_volume AS "sellQuoteVolume",
+        net_base_delta AS "netBaseDelta",
+        net_quote_delta AS "netQuoteDelta",
+        buy_pressure_pct AS "buyPressurePct",
+        source
+      FROM market_trade_flow
+      WHERE symbol = ANY($1)
+        AND interval = $2
+        AND ts >= to_timestamp($3/1000.0)
+        AND ts <= to_timestamp($4/1000.0)
+      ORDER BY symbol, ts
+    `,
+    [symbols, params.interval, params.fromMs, params.toMs],
+    params
+  );
+  return res.rows;
+}
 async function getLatestMarketBreadth(params) {
   await prepareMarketContextSchemaForRead("binance");
   const res = await queryMarketContext(
@@ -1454,6 +1489,56 @@ async function getLatestMarketBreadth(params) {
     stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
   };
 }
+async function getMarketBreadthRows(params) {
+  const universes = [
+    ...new Set(params.universes.map((universe) => universe.trim()))
+  ].filter(Boolean);
+  if (!universes.length || params.toMs < params.fromMs) return [];
+  await prepareMarketContextSchemaForRead("binance");
+  const res = await queryMarketContext(
+    `
+      SELECT
+        universe,
+        interval,
+        ts,
+        symbols_count::int AS "symbolsCount",
+        advancers::int AS advancers,
+        decliners::int AS decliners,
+        unchanged::int AS unchanged,
+        advance_decline_ratio AS "advanceDeclineRatio",
+        pct_above_ma20 AS "pctAboveMa20",
+        pct_above_ma50 AS "pctAboveMa50",
+        equal_weighted_return AS "equalWeightedReturn",
+        volume_weighted_return AS "volumeWeightedReturn",
+        dispersion,
+        btc_return_1h AS "btcReturn1h",
+        btc_return_4h AS "btcReturn4h",
+        btc_return_24h AS "btcReturn24h",
+        alt_basket_return_1h AS "altBasketReturn1h",
+        alt_basket_return_4h AS "altBasketReturn4h",
+        alt_basket_return_24h AS "altBasketReturn24h",
+        btc_vs_alt_return_1h AS "btcVsAltReturn1h",
+        btc_vs_alt_return_4h AS "btcVsAltReturn4h",
+        btc_vs_alt_return_24h AS "btcVsAltReturn24h",
+        btc_turnover_share_1h AS "btcTurnoverShare1h",
+        btc_turnover_share_24h AS "btcTurnoverShare24h",
+        btc_turnover_share_change_24h AS "btcTurnoverShareChange24h",
+        alt_vol_to_btc_vol_24h AS "altVolToBtcVol24h",
+        alt_dispersion_24h AS "altDispersion24h",
+        btc_alt_regime AS "btcAltRegime",
+        source
+      FROM market_breadth
+      WHERE universe = ANY($1)
+        AND interval = $2
+        AND ts >= to_timestamp($3/1000.0)
+        AND ts <= to_timestamp($4/1000.0)
+      ORDER BY universe, ts
+    `,
+    [universes, params.interval, params.fromMs, params.toMs],
+    params
+  );
+  return res.rows;
+}
 async function getLatestMarketGlobalContext(params) {
   await prepareMarketContextSchemaForRead("coinmarketcap");
   const source = params.source ?? "coinmarketcap_global";
@@ -2083,6 +2168,7 @@ async function getMarketBreadthCoverage(params) {
   getLatestMarketReferenceAssetContexts,
   getLatestMarketTradeFlow,
   getMarketBreadthCoverage,
+  getMarketBreadthRows,
   getMarketCmcExchangeLiquidityContextCoverage,
   getMarketCmcFearGreedContextCoverage,
   getMarketCmcIndexContextCoverage,
@@ -2090,6 +2176,7 @@ async function getMarketBreadthCoverage(params) {
   getMarketGlobalContextCoverage,
   getMarketReferenceAssetContextCoverage,
   getMarketTradeFlowCoverage,
+  getMarketTradeFlowRows,
   upsertMarketBreadthRows,
   upsertMarketCmcExchangeLiquidityContextRows,
   upsertMarketCmcFearGreedContextRows,

package/dist/timescale/marketContext.mjs

@@ -592,6 +592,39 @@ async function getLatestMarketTradeFlow(params) {
     stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
   };
 }
+async function getMarketTradeFlowRows(params) {
+  const symbols = [
+    ...new Set(params.symbols.map((symbol) => symbol.trim().toUpperCase()))
+  ].filter(Boolean);
+  if (!symbols.length || params.toMs < params.fromMs) return [];
+  await prepareMarketContextSchemaForRead("binance");
+  const res = await queryMarketContext(
+    `
+      SELECT
+        symbol,
+        interval,
+        ts,
+        trades::int AS trades,
+        buy_base_volume AS "buyBaseVolume",
+        sell_base_volume AS "sellBaseVolume",
+        buy_quote_volume AS "buyQuoteVolume",
+        sell_quote_volume AS "sellQuoteVolume",
+        net_base_delta AS "netBaseDelta",
+        net_quote_delta AS "netQuoteDelta",
+        buy_pressure_pct AS "buyPressurePct",
+        source
+      FROM market_trade_flow
+      WHERE symbol = ANY($1)
+        AND interval = $2
+        AND ts >= to_timestamp($3/1000.0)
+        AND ts <= to_timestamp($4/1000.0)
+      ORDER BY symbol, ts
+    `,
+    [symbols, params.interval, params.fromMs, params.toMs],
+    params
+  );
+  return res.rows;
+}
 async function getLatestMarketBreadth(params) {
   await prepareMarketContextSchemaForRead("binance");
   const res = await queryMarketContext(
@@ -645,6 +678,56 @@ async function getLatestMarketBreadth(params) {
     stale: ageMs == null || params.maxAgeMs != null && ageMs > params.maxAgeMs
   };
 }
+async function getMarketBreadthRows(params) {
+  const universes = [
+    ...new Set(params.universes.map((universe) => universe.trim()))
+  ].filter(Boolean);
+  if (!universes.length || params.toMs < params.fromMs) return [];
+  await prepareMarketContextSchemaForRead("binance");
+  const res = await queryMarketContext(
+    `
+      SELECT
+        universe,
+        interval,
+        ts,
+        symbols_count::int AS "symbolsCount",
+        advancers::int AS advancers,
+        decliners::int AS decliners,
+        unchanged::int AS unchanged,
+        advance_decline_ratio AS "advanceDeclineRatio",
+        pct_above_ma20 AS "pctAboveMa20",
+        pct_above_ma50 AS "pctAboveMa50",
+        equal_weighted_return AS "equalWeightedReturn",
+        volume_weighted_return AS "volumeWeightedReturn",
+        dispersion,
+        btc_return_1h AS "btcReturn1h",
+        btc_return_4h AS "btcReturn4h",
+        btc_return_24h AS "btcReturn24h",
+        alt_basket_return_1h AS "altBasketReturn1h",
+        alt_basket_return_4h AS "altBasketReturn4h",
+        alt_basket_return_24h AS "altBasketReturn24h",
+        btc_vs_alt_return_1h AS "btcVsAltReturn1h",
+        btc_vs_alt_return_4h AS "btcVsAltReturn4h",
+        btc_vs_alt_return_24h AS "btcVsAltReturn24h",
+        btc_turnover_share_1h AS "btcTurnoverShare1h",
+        btc_turnover_share_24h AS "btcTurnoverShare24h",
+        btc_turnover_share_change_24h AS "btcTurnoverShareChange24h",
+        alt_vol_to_btc_vol_24h AS "altVolToBtcVol24h",
+        alt_dispersion_24h AS "altDispersion24h",
+        btc_alt_regime AS "btcAltRegime",
+        source
+      FROM market_breadth
+      WHERE universe = ANY($1)
+        AND interval = $2
+        AND ts >= to_timestamp($3/1000.0)
+        AND ts <= to_timestamp($4/1000.0)
+      ORDER BY universe, ts
+    `,
+    [universes, params.interval, params.fromMs, params.toMs],
+    params
+  );
+  return res.rows;
+}
 async function getLatestMarketGlobalContext(params) {
   await prepareMarketContextSchemaForRead("coinmarketcap");
   const source = params.source ?? "coinmarketcap_global";
@@ -1273,6 +1356,7 @@ export {
   getLatestMarketReferenceAssetContexts,
   getLatestMarketTradeFlow,
   getMarketBreadthCoverage,
+  getMarketBreadthRows,
   getMarketCmcExchangeLiquidityContextCoverage,
   getMarketCmcFearGreedContextCoverage,
   getMarketCmcIndexContextCoverage,
@@ -1280,6 +1364,7 @@ export {
   getMarketGlobalContextCoverage,
   getMarketReferenceAssetContextCoverage,
   getMarketTradeFlowCoverage,
+  getMarketTradeFlowRows,
   upsertMarketBreadthRows,
   upsertMarketCmcExchangeLiquidityContextRows,
   upsertMarketCmcFearGreedContextRows,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/infra",
-  "version": "3.1.27",
+  "version": "3.1.28-beta.252",
   "description": "MIT-licensed server infrastructure adapters for TradeJS: Redis, Timescale, ML, logging, and IO.",
   "keywords": [
     "tradejs",
@@ -130,7 +130,7 @@
   "dependencies": {
     "@grpc/grpc-js": "^1.14.4",
     "@grpc/proto-loader": "^0.8.1",
-    "@tradejs/types": "^3.1.27",
+    "@tradejs/types": "^3.1.28-beta.252",
     "chalk": "4.1.2",
     "date-fns": "^3.6.0",
     "ioredis": "5.11.1",