clodds 1.1.0

package/dist/services/tick-recorder/timescale.js

@@ -0,0 +1,105 @@
+"use strict";
+/**
+ * TimescaleDB Connection Pool
+ * Manages PostgreSQL/TimescaleDB connections with automatic reconnection
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createTimescaleClient = createTimescaleClient;
+exports.checkTimescaleHealth = checkTimescaleHealth;
+const pg_1 = require("pg");
+const logger_1 = require("../../utils/logger");
+function createTimescaleClient(config) {
+    let pool = null;
+    let connected = false;
+    const initPool = () => {
+        if (pool)
+            return;
+        pool = new pg_1.Pool({
+            connectionString: config.connectionString,
+            max: config.maxConnections ?? 10,
+            idleTimeoutMillis: config.idleTimeoutMs ?? 30000,
+            connectionTimeoutMillis: config.connectionTimeoutMs ?? 10000,
+        });
+        pool.on('connect', () => {
+            connected = true;
+            logger_1.logger.debug('TimescaleDB client connected');
+        });
+        pool.on('error', (err) => {
+            connected = false;
+            logger_1.logger.error({ err }, 'TimescaleDB pool error');
+        });
+        pool.on('remove', () => {
+            // Check if we still have active connections
+            if (pool && pool.totalCount === 0) {
+                connected = false;
+            }
+        });
+    };
+    const ensurePool = () => {
+        if (!pool) {
+            initPool();
+        }
+        return pool;
+    };
+    return {
+        async query(sql, params) {
+            const p = ensurePool();
+            try {
+                const result = await p.query(sql, params);
+                connected = true;
+                return result;
+            }
+            catch (err) {
+                connected = false;
+                throw err;
+            }
+        },
+        async getClient() {
+            const p = ensurePool();
+            const client = await p.connect();
+            connected = true;
+            return client;
+        },
+        isConnected() {
+            return connected && pool !== null && pool.totalCount > 0;
+        },
+        async close() {
+            if (pool) {
+                await pool.end();
+                pool = null;
+                connected = false;
+                logger_1.logger.info('TimescaleDB pool closed');
+            }
+        },
+    };
+}
+/**
+ * Health check for TimescaleDB connection
+ */
+async function checkTimescaleHealth(client) {
+    try {
+        const versionResult = await client.query('SELECT version()');
+        const pgVersion = versionResult.rows[0]?.version;
+        // Try to get TimescaleDB version (will fail if not installed)
+        let timescaleVersion;
+        try {
+            const tsResult = await client.query("SELECT extversion FROM pg_extension WHERE extname = 'timescaledb'");
+            timescaleVersion = tsResult.rows[0]?.extversion;
+        }
+        catch {
+            // TimescaleDB extension not installed - that's OK, we can work without it
+        }
+        return {
+            connected: true,
+            version: pgVersion,
+            timescaleVersion,
+        };
+    }
+    catch (err) {
+        return {
+            connected: false,
+            error: err instanceof Error ? err.message : 'Unknown error',
+        };
+    }
+}
+//# sourceMappingURL=timescale.js.map

package/dist/services/tick-recorder/timescale.js.map

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package/dist/services/tick-recorder/types.d.ts

@@ -0,0 +1,113 @@
+/**
+ * Tick Recorder Types
+ * Types for historical tick data storage and retrieval
+ */
+import type { Platform } from '../../types';
+export interface TickRecorderConfig {
+    enabled: boolean;
+    connectionString: string;
+    batchSize?: number;
+    flushIntervalMs?: number;
+    retentionDays?: number;
+    platforms?: Platform[];
+}
+export interface Tick {
+    time: Date;
+    platform: Platform;
+    marketId: string;
+    outcomeId: string;
+    price: number;
+    prevPrice: number | null;
+}
+export interface OrderbookSnapshot {
+    time: Date;
+    platform: Platform;
+    marketId: string;
+    outcomeId: string;
+    bids: Array<[number, number]>;
+    asks: Array<[number, number]>;
+    spread: number | null;
+    midPrice: number | null;
+}
+export interface TickQuery {
+    platform: Platform;
+    marketId: string;
+    outcomeId?: string;
+    startTime: number;
+    endTime: number;
+    limit?: number;
+}
+export type OHLCInterval = '1m' | '5m' | '15m' | '1h' | '4h' | '1d';
+export interface OHLCParams {
+    platform: Platform;
+    marketId: string;
+    outcomeId: string;
+    interval: OHLCInterval;
+    startTime: number;
+    endTime: number;
+}
+export interface Candle {
+    time: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    tickCount: number;
+}
+export interface OrderbookQuery {
+    platform: Platform;
+    marketId: string;
+    outcomeId?: string;
+    startTime: number;
+    endTime: number;
+    limit?: number;
+}
+export interface SpreadHistoryParams {
+    platform: Platform;
+    marketId: string;
+    outcomeId: string;
+    interval: OHLCInterval;
+    startTime: number;
+    endTime: number;
+}
+export interface SpreadCandle {
+    time: number;
+    avgSpread: number;
+    minSpread: number;
+    maxSpread: number;
+    avgMidPrice: number;
+}
+export interface RecorderStats {
+    ticksRecorded: number;
+    orderbooksRecorded: number;
+    ticksInBuffer: number;
+    orderbooksInBuffer: number;
+    lastFlushTime: number | null;
+    dbConnected: boolean;
+    platforms: Platform[];
+}
+export interface TickRecorder {
+    start(): Promise<void>;
+    stop(): Promise<void>;
+    recordTick(update: {
+        platform: Platform;
+        marketId: string;
+        outcomeId: string;
+        price: number;
+        previousPrice?: number;
+        timestamp: number;
+    }): void;
+    recordOrderbook(update: {
+        platform: Platform;
+        marketId: string;
+        outcomeId: string;
+        bids: Array<[number, number]>;
+        asks: Array<[number, number]>;
+        timestamp: number;
+    }): void;
+    getTicks(query: TickQuery): Promise<Tick[]>;
+    getOHLC(params: OHLCParams): Promise<Candle[]>;
+    getOrderbookSnapshots(params: OrderbookQuery): Promise<OrderbookSnapshot[]>;
+    getSpreadHistory(params: SpreadHistoryParams): Promise<SpreadCandle[]>;
+    getStats(): RecorderStats;
+}

package/dist/services/tick-recorder/types.js

@@ -0,0 +1,7 @@
+"use strict";
+/**
+ * Tick Recorder Types
+ * Types for historical tick data storage and retrieval
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+//# sourceMappingURL=types.js.map

package/dist/services/tick-recorder/types.js.map

@@ -0,0 +1 @@
+{"version":3,"file":"types.js","sourceRoot":"","sources":["../../../src/services/tick-recorder/types.ts"],"names":[],"mappings":";AAAA;;;GAGG"}

package/dist/services/tick-streamer/index.d.ts

@@ -0,0 +1,12 @@
+/**
+ * Tick Streamer Service - Real-time WebSocket streaming for tick data
+ *
+ * Bridges feed events to WebSocket clients with subscription management.
+ * Clients can subscribe to specific platform/market combinations.
+ */
+import type { TickStreamer, TickStreamerConfig } from './types';
+/**
+ * Create the tick streamer service
+ */
+export declare function createTickStreamer(config?: TickStreamerConfig): TickStreamer;
+export type { TickStreamer, TickStreamerConfig, StreamerStats } from './types';

package/dist/services/tick-streamer/index.js

@@ -0,0 +1,317 @@
+"use strict";
+/**
+ * Tick Streamer Service - Real-time WebSocket streaming for tick data
+ *
+ * Bridges feed events to WebSocket clients with subscription management.
+ * Clients can subscribe to specific platform/market combinations.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.createTickStreamer = createTickStreamer;
+const logger_1 = require("../../utils/logger");
+const DEFAULT_MAX_SUBSCRIPTIONS = 100;
+const DEFAULT_PING_INTERVAL_MS = 30000;
+const DEFAULT_CONNECTION_TIMEOUT_MS = 60000;
+/**
+ * Create a subscription key for indexing
+ */
+function makeSubKey(platform, marketId, outcomeId) {
+    return outcomeId ? `${platform}:${marketId}:${outcomeId}` : `${platform}:${marketId}`;
+}
+/**
+ * Create a market key (without outcome) for broadcast matching
+ */
+function makeMarketKey(platform, marketId) {
+    return `${platform}:${marketId}`;
+}
+/**
+ * Create the tick streamer service
+ */
+function createTickStreamer(config = {}) {
+    const maxSubscriptions = config.maxSubscriptionsPerClient ?? DEFAULT_MAX_SUBSCRIPTIONS;
+    const pingIntervalMs = config.pingIntervalMs ?? DEFAULT_PING_INTERVAL_MS;
+    const connectionTimeoutMs = config.connectionTimeoutMs ?? DEFAULT_CONNECTION_TIMEOUT_MS;
+    /** All connected clients */
+    const clients = new Set();
+    /** Index: subscription key -> set of clients subscribed */
+    const tickSubscribers = new Map();
+    const orderbookSubscribers = new Map();
+    /** Stats */
+    let ticksBroadcast = 0;
+    let orderbooksBroadcast = 0;
+    const startTime = Date.now();
+    /** Ping interval handle */
+    let pingInterval = null;
+    /**
+     * Send a message to a client
+     */
+    function send(client, message) {
+        if (client.ws.readyState === 1) {
+            // WebSocket.OPEN
+            try {
+                client.ws.send(JSON.stringify(message));
+            }
+            catch (err) {
+                logger_1.logger.error({ err }, 'Failed to send message to client');
+            }
+        }
+    }
+    /**
+     * Add a subscription for a client
+     */
+    function addSubscription(client, sub) {
+        const key = makeSubKey(sub.platform, sub.marketId, sub.outcomeId);
+        const marketKey = makeMarketKey(sub.platform, sub.marketId);
+        // Store subscription on client
+        client.subscriptions.set(key, sub);
+        // Add to subscriber indexes (use market key for broadcast matching)
+        if (sub.ticks) {
+            if (!tickSubscribers.has(marketKey)) {
+                tickSubscribers.set(marketKey, new Set());
+            }
+            tickSubscribers.get(marketKey).add(client);
+        }
+        if (sub.orderbook) {
+            if (!orderbookSubscribers.has(marketKey)) {
+                orderbookSubscribers.set(marketKey, new Set());
+            }
+            orderbookSubscribers.get(marketKey).add(client);
+        }
+        logger_1.logger.debug({ platform: sub.platform, marketId: sub.marketId, ticks: sub.ticks, orderbook: sub.orderbook }, 'Client subscribed');
+    }
+    /**
+     * Remove a subscription for a client
+     */
+    function removeSubscription(client, platform, marketId, outcomeId) {
+        const key = makeSubKey(platform, marketId, outcomeId);
+        const marketKey = makeMarketKey(platform, marketId);
+        const sub = client.subscriptions.get(key);
+        if (!sub) {
+            return false;
+        }
+        client.subscriptions.delete(key);
+        // Remove from subscriber indexes
+        tickSubscribers.get(marketKey)?.delete(client);
+        orderbookSubscribers.get(marketKey)?.delete(client);
+        // Clean up empty sets
+        if (tickSubscribers.get(marketKey)?.size === 0) {
+            tickSubscribers.delete(marketKey);
+        }
+        if (orderbookSubscribers.get(marketKey)?.size === 0) {
+            orderbookSubscribers.delete(marketKey);
+        }
+        logger_1.logger.debug({ platform, marketId }, 'Client unsubscribed');
+        return true;
+    }
+    /**
+     * Remove all subscriptions for a client
+     */
+    function removeAllSubscriptions(client) {
+        for (const [, sub] of client.subscriptions) {
+            removeSubscription(client, sub.platform, sub.marketId, sub.outcomeId);
+        }
+    }
+    /**
+     * Handle an incoming message from a client
+     */
+    function handleMessage(client, data) {
+        let message;
+        try {
+            message = JSON.parse(data);
+        }
+        catch {
+            send(client, { type: 'error', message: 'Invalid JSON', code: 'INVALID_JSON' });
+            return;
+        }
+        switch (message.type) {
+            case 'subscribe': {
+                // Check subscription limit
+                if (client.subscriptions.size >= maxSubscriptions) {
+                    send(client, {
+                        type: 'error',
+                        message: `Max subscriptions (${maxSubscriptions}) reached`,
+                        code: 'MAX_SUBSCRIPTIONS',
+                    });
+                    return;
+                }
+                const sub = {
+                    platform: message.platform,
+                    marketId: message.marketId,
+                    outcomeId: message.outcomeId,
+                    ticks: message.ticks !== false, // Default true
+                    orderbook: message.orderbook === true, // Default false
+                };
+                addSubscription(client, sub);
+                send(client, {
+                    type: 'subscribed',
+                    platform: sub.platform,
+                    marketId: sub.marketId,
+                    outcomeId: sub.outcomeId,
+                    ticks: sub.ticks,
+                    orderbook: sub.orderbook,
+                });
+                break;
+            }
+            case 'unsubscribe': {
+                const removed = removeSubscription(client, message.platform, message.marketId, message.outcomeId);
+                if (removed) {
+                    send(client, {
+                        type: 'unsubscribed',
+                        platform: message.platform,
+                        marketId: message.marketId,
+                        outcomeId: message.outcomeId,
+                    });
+                }
+                else {
+                    send(client, {
+                        type: 'error',
+                        message: 'Subscription not found',
+                        code: 'NOT_SUBSCRIBED',
+                    });
+                }
+                break;
+            }
+            case 'ping': {
+                client.lastPing = Date.now();
+                send(client, { type: 'pong', timestamp: Date.now() });
+                break;
+            }
+            default: {
+                send(client, {
+                    type: 'error',
+                    message: `Unknown message type: ${message.type}`,
+                    code: 'UNKNOWN_TYPE',
+                });
+            }
+        }
+    }
+    /**
+     * Handle a client disconnection
+     */
+    function handleDisconnect(client) {
+        removeAllSubscriptions(client);
+        clients.delete(client);
+        logger_1.logger.info({ subscriptionCount: client.subscriptions.size }, 'WebSocket client disconnected');
+    }
+    /**
+     * Start ping interval to detect dead connections
+     */
+    function startPingInterval() {
+        if (pingInterval)
+            return;
+        pingInterval = setInterval(() => {
+            const now = Date.now();
+            for (const client of clients) {
+                // Check if connection has timed out
+                if (now - client.lastPing > connectionTimeoutMs) {
+                    logger_1.logger.warn('Client timed out, closing connection');
+                    client.ws.close();
+                    handleDisconnect(client);
+                    continue;
+                }
+                // Send ping
+                send(client, { type: 'pong', timestamp: now });
+            }
+        }, pingIntervalMs);
+    }
+    /**
+     * Stop ping interval
+     */
+    function stopPingInterval() {
+        if (pingInterval) {
+            clearInterval(pingInterval);
+            pingInterval = null;
+        }
+    }
+    // Start the ping interval
+    startPingInterval();
+    return {
+        handleConnection(ws) {
+            const client = {
+                ws,
+                subscriptions: new Map(),
+                connectedAt: Date.now(),
+                lastPing: Date.now(),
+            };
+            clients.add(client);
+            logger_1.logger.info({ totalClients: clients.size }, 'WebSocket client connected to tick stream');
+            ws.on('message', (data) => {
+                client.lastPing = Date.now();
+                handleMessage(client, data.toString());
+            });
+            ws.on('close', () => {
+                handleDisconnect(client);
+            });
+            ws.on('error', (err) => {
+                logger_1.logger.error({ err }, 'WebSocket client error');
+                handleDisconnect(client);
+            });
+        },
+        broadcastTick(update) {
+            const marketKey = makeMarketKey(update.platform, update.marketId);
+            const subscribers = tickSubscribers.get(marketKey);
+            if (!subscribers || subscribers.size === 0) {
+                return;
+            }
+            const message = {
+                type: 'tick',
+                platform: update.platform,
+                marketId: update.marketId,
+                outcomeId: update.outcomeId,
+                price: update.price,
+                prevPrice: update.prevPrice,
+                timestamp: update.timestamp,
+            };
+            for (const client of subscribers) {
+                send(client, message);
+            }
+            ticksBroadcast++;
+        },
+        broadcastOrderbook(update) {
+            const marketKey = makeMarketKey(update.platform, update.marketId);
+            const subscribers = orderbookSubscribers.get(marketKey);
+            if (!subscribers || subscribers.size === 0) {
+                return;
+            }
+            const message = {
+                type: 'orderbook',
+                platform: update.platform,
+                marketId: update.marketId,
+                outcomeId: update.outcomeId,
+                bids: update.bids,
+                asks: update.asks,
+                spread: update.spread,
+                midPrice: update.midPrice,
+                timestamp: update.timestamp,
+            };
+            for (const client of subscribers) {
+                send(client, message);
+            }
+            orderbooksBroadcast++;
+        },
+        getStats() {
+            let totalSubscriptions = 0;
+            for (const client of clients) {
+                totalSubscriptions += client.subscriptions.size;
+            }
+            return {
+                connectedClients: clients.size,
+                totalSubscriptions,
+                ticksBroadcast,
+                orderbooksBroadcast,
+                uptime: Date.now() - startTime,
+            };
+        },
+        stop() {
+            stopPingInterval();
+            // Close all client connections
+            for (const client of clients) {
+                client.ws.close();
+            }
+            clients.clear();
+            tickSubscribers.clear();
+            orderbookSubscribers.clear();
+            logger_1.logger.info('Tick streamer stopped');
+        },
+    };
+}
+//# sourceMappingURL=index.js.map

package/dist/services/tick-streamer/index.js.map

@@ -0,0 +1 @@
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