desic-okx-agent 0.2.0 → 0.3.0

package/dist/account/service.js.map

@@ -1 +1 @@
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+{"version":3,"file":"service.js","sourceRoot":"","sources":["../../src/account/service.ts"],"names":[],"mappings":"AACA,OAAO,EAAE,cAAc,EAAE,MAAM,qBAAqB,CAAC;AACrD,OAAO,EAAE,YAAY,EAAE,MAAM,mBAAmB,CAAC;AAEjD,OAAO,EAAE,UAAU,EAAiE,MAAM,kBAAkB,CAAC;AAG7G,MAAM,OAAO,cAAc;IAEN;IACA;IACA;IAHnB,YACmB,MAAqB,EACrB,MAAiB,EACjB,KAAoB;QAFpB,WAAM,GAAN,MAAM,CAAe;QACrB,WAAM,GAAN,MAAM,CAAW;QACjB,UAAK,GAAL,KAAK,CAAe;IACpC,CAAC;IAEJ,OAAO,CAAC,IAAa;QACnB,OAAO,cAAc,CAAC,IAAI,CAAC,MAAM,EAAE,IAAI,CAAC,CAAC;IAC3C,CAAC;IAED,KAAK,CAAC,MAAM,CAAC,IAAa;QACxB,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,CAAC,MAAM,CAAC,GAAG,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAA0B,wBAAwB,EAAE,OAAO,CAAC,CAAC;QAC1G,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,EAAE,CAAC,CAAC;IAC1C,CAAC;IAED,KAAK,CAAC,WAAW,CAAC,IAAa,EAAE,GAAY;QAC3C,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,QAAQ,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;QAC9D,IAAI,MAAM,IAAI,CAAC,GAAG;YAAE,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,CAAC,KAAK,EAAE,WAAW,CAAC,CAAC;QACzE,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,yBAAyB,EAAE,OAAO,EAAE,EAAE,GAAG,EAAE,CAAC,CAAC,CAAC;IACvG,CAAC;IAED,KAAK,CAAC,YAAY,CAAC,IAAa,EAAE,MAAe;QAC/C,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,MAAM,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,SAAS,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;QAC/D,IAAI,MAAM,EAAE,CAAC;YACX,MAAM,IAAI,GAAG,MAAM,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,MAAM,CAAC,KAAK,CAAC;YAC3F,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,IAAI,EAAE,WAAW,CAAC,CAAC;QAC/C,CAAC;QACD,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,2BAA2B,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,CAAC,CAAC,CAAC;IAC5G,CAAC;IAED,KAAK,CAAC,aAAa,CAAC,IAAa,EAAE,MAAe,EAAE,QAAiB;QACnE,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,YAAY,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,MAAM,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;QAClE,MAAM,UAAU,GAAG,MAAM,CAAC,IAAI,CAAC,KAAK,EAAE,UAAU,CAAC,GAAG,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC,CAAC;QACpE,IAAI,YAAY,IAAI,UAAU,EAAE,CAAC;YAC/B,MAAM,MAAM,GAAG,CAAC,IAAoC,EAAE,EAAE,CAAC,MAAM,CAAC,CAAC,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,IAAI,CAAC,MAAM,KAAK,MAAM,CAAC,CAAC,CAAC,CAAC,IAAI,CAAC;YACvH,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,MAAM,EAAE,MAAM,CAAC,YAAY,CAAC,KAAK,CAAC,EAAE,UAAU,EAAE,MAAM,CAAC,UAAU,CAAC,KAAK,CAAC,EAAE,EAAE,WAAW,CAAC,CAAC;QACvH,CAAC;QACD,MAAM,CAAC,MAAM,EAAE,OAAO,EAAE,WAAW,EAAE,QAAQ,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YACjE,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,8BAA8B,EAAE,OAAO,EAAE,EAAE,QAAQ,EAAE,MAAM,EAAE,CAAC;YACrF,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,mCAAmC,EAAE,OAAO,EAAE,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,EAAE,CAAC;YACpG,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,mCAAmC,EAAE,OAAO,EAAE,EAAE,OAAO,EAAE,aAAa,EAAE,MAAM,EAAE,CAAC;YACxG,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,mCAAmC,EAAE,OAAO,EAAE,EAAE,OAAO,EAAE,iBAAiB,EAAE,MAAM,EAAE,CAAC;SAC7G,CAAC,CAAC;QACH,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,EAAE,MAAM,EAAE,UAAU,EAAE,CAAC,GAAG,OAAO,EAAE,GAAG,WAAW,EAAE,GAAG,QAAQ,CAAC,EAAE,EAAE,OAAO,CAAC,CAAC;IACxG,CAAC;IAED,KAAK,CAAC,QAAQ,CAAC,IAAwB,EAAE,MAAc,EAAE,KAAc,EAAE,OAAgB;QACvF,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,qBAAqB,EAAE,OAAO,EAAE,EAAE,MAAM,EAAE,KAAK,EAAE,OAAO,EAAE,CAAC,CAAC,CAAC;IACtH,CAAC;IAED,KAAK,CAAC,eAAe,CAAC,IAAa,EAAE,QAAiC,EAAE;QACtE,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,sCAAsC,CAAC,CAAC,CAAC,8BAA8B,CAAC;QAC9G,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,GAAG,MAAM,EAAE,GAAG,KAAK,CAAC;QAC/C,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,CAAC;IACjF,CAAC;IAED,KAAK,CAAC,QAAQ,CAAC,IAAa,EAAE,QAAiC,EAAE;QAC/D,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,6BAA6B,CAAC,CAAC,CAAC,qBAAqB,CAAC;QAC5F,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,GAAG,MAAM,EAAE,GAAG,KAAK,CAAC;QAC/C,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,CAAC;IACjF,CAAC;IAED,KAAK,CAAC,QAAQ,CAAC,IAAa,EAAE,QAAiC,EAAE;QAC/D,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,IAAI,GAAG,KAAK,CAAC,OAAO,KAAK,IAAI,CAAC,CAAC,CAAC,+BAA+B,CAAC,CAAC,CAAC,uBAAuB,CAAC;QAChG,MAAM,EAAE,OAAO,EAAE,QAAQ,EAAE,GAAG,MAAM,EAAE,GAAG,KAAK,CAAC;QAC/C,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE,MAAM,IAAI,CAAC,MAAM,CAAC,UAAU,CAAC,IAAI,EAAE,OAAO,EAAE,MAAM,CAAC,CAAC,CAAC;IACjF,CAAC;IAED,KAAK,CAAC,WAAW,CAAC,IAAa;QAC7B,MAAM,OAAO,GAAG,IAAI,CAAC,OAAO,CAAC,IAAI,CAAC,CAAC;QACnC,MAAM,CAAC,QAAQ,EAAE,SAAS,EAAE,UAAU,EAAE,MAAM,CAAC,GAAG,MAAM,OAAO,CAAC,GAAG,CAAC;YAClE,IAAI,CAAC,WAAW,CAAC,OAAO,CAAC,IAAI,CAAC;YAC9B,IAAI,CAAC,YAAY,CAAC,OAAO,CAAC,IAAI,CAAC;YAC/B,IAAI,CAAC,aAAa,CAAC,OAAO,CAAC,IAAI,CAAC;YAChC,IAAI,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,CAAC;SAC1B,CAAC,CAAC;QACH,OAAO,IAAI,CAAC,IAAI,CAAC,OAAO,EAAE;YACxB,QAAQ,EAAE,QAAQ,CAAC,IAAI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package/dist/bars/rate-limiter.d.ts

@@ -0,0 +1,18 @@
+export declare class PublicRestLimiter {
+    private readonly maxConcurrent;
+    private readonly now;
+    private readonly sleep;
+    private readonly buckets;
+    private active;
+    private readonly waiting;
+    constructor(maxConcurrent?: number, now?: () => number, sleep?: (ms: number) => Promise<void>);
+    /**
+     * Runs `task` once a concurrency slot is free and the endpoint's minimum
+     * spacing has elapsed. The slot is always released, so a rejected task
+     * cannot wedge the limiter.
+     */
+    run<T>(path: string, task: () => Promise<T>): Promise<T>;
+    private acquire;
+    private release;
+    private waitForBucket;
+}

package/dist/bars/rate-limiter.js

@@ -0,0 +1,84 @@
+/**
+ * Minimum spacing and concurrency ceiling for OKX public REST reads.
+ *
+ * A full backfill issues thousands of `history-candles` pages back to back,
+ * which trips OKX rate limiting long before it finishes. These values are the
+ * ones that proved stable in production use of the desktop terminal: spacing
+ * is applied per endpoint bucket, and a global semaphore caps concurrency
+ * across all buckets.
+ */
+const DEFAULT_MIN_INTERVAL_MS = 80;
+const MARKET_CANDLES_MIN_INTERVAL_MS = 60;
+const HISTORY_CANDLES_MIN_INTERVAL_MS = 120;
+const MAX_CONCURRENT = 4;
+export class PublicRestLimiter {
+    maxConcurrent;
+    now;
+    sleep;
+    buckets = new Map();
+    active = 0;
+    waiting = [];
+    constructor(maxConcurrent = MAX_CONCURRENT, now = Date.now, sleep = (ms) => new Promise((resolve) => setTimeout(resolve, ms))) {
+        this.maxConcurrent = maxConcurrent;
+        this.now = now;
+        this.sleep = sleep;
+    }
+    /**
+     * Runs `task` once a concurrency slot is free and the endpoint's minimum
+     * spacing has elapsed. The slot is always released, so a rejected task
+     * cannot wedge the limiter.
+     */
+    async run(path, task) {
+        await this.acquire();
+        try {
+            await this.waitForBucket(path);
+            return await task();
+        }
+        finally {
+            this.release();
+        }
+    }
+    async acquire() {
+        if (this.active < this.maxConcurrent) {
+            this.active += 1;
+            return;
+        }
+        await new Promise((resolve) => this.waiting.push(resolve));
+        this.active += 1;
+    }
+    release() {
+        this.active -= 1;
+        const next = this.waiting.shift();
+        if (next)
+            next();
+    }
+    async waitForBucket(path) {
+        const key = bucketKey(path);
+        const minIntervalMs = minIntervalFor(key);
+        const bucket = this.buckets.get(key) ?? { minIntervalMs, nextAllowedAt: 0 };
+        const now = this.now();
+        // Reserve this bucket's slot before awaiting so concurrent callers queue
+        // behind each other instead of all reading the same stale timestamp.
+        const startAt = Math.max(now, bucket.nextAllowedAt);
+        bucket.nextAllowedAt = startAt + minIntervalMs;
+        this.buckets.set(key, bucket);
+        const delay = startAt - now;
+        if (delay > 0)
+            await this.sleep(delay);
+    }
+}
+function bucketKey(path) {
+    if (path.startsWith("/api/v5/market/history-candles"))
+        return "history-candles";
+    if (path.startsWith("/api/v5/market/candles"))
+        return "candles";
+    return "default";
+}
+function minIntervalFor(key) {
+    if (key === "history-candles")
+        return HISTORY_CANDLES_MIN_INTERVAL_MS;
+    if (key === "candles")
+        return MARKET_CANDLES_MIN_INTERVAL_MS;
+    return DEFAULT_MIN_INTERVAL_MS;
+}
+//# sourceMappingURL=rate-limiter.js.map

package/dist/bars/rate-limiter.js.map

@@ -0,0 +1 @@
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package/dist/bars/schema.d.ts

@@ -0,0 +1,36 @@
+/**
+ * Strategy-research storage schema.
+ *
+ * Only confirmed one-minute bars are persisted. Every higher timeframe is
+ * derived by aggregating this single source, so a backtest and a live
+ * evaluation can never disagree about a bucket boundary.
+ *
+ * Prices are stored as TEXT exactly as OKX returned them. Parsing them into
+ * IEEE-754 doubles before storage would make `dataHash` unstable across
+ * platforms and would silently lose precision that the exchange reported.
+ */
+export declare const BAR_SCHEMA_SQL = "\nCREATE TABLE IF NOT EXISTS bars_1m (\n  -- demo | live. Part of the key because the two are separate matching venues with\n  -- separate feeds: the same instrument and minute genuinely has different OHLCV in\n  -- each, so one row per (environment, instrument, minute) is the only way both can\n  -- be stored without one overwriting the other.\n  environment TEXT NOT NULL DEFAULT 'live',\n  inst_id TEXT NOT NULL,\n  open_time INTEGER NOT NULL,\n  close_time INTEGER NOT NULL,\n  open TEXT NOT NULL,\n  high TEXT NOT NULL,\n  low TEXT NOT NULL,\n  close TEXT NOT NULL,\n  volume TEXT NOT NULL,\n  source TEXT NOT NULL,\n  updated_at INTEGER NOT NULL,\n  PRIMARY KEY(environment, inst_id, open_time)\n) WITHOUT ROWID;\n\nCREATE TABLE IF NOT EXISTS bar_coverage (\n  environment TEXT NOT NULL DEFAULT 'live',\n  inst_id TEXT NOT NULL,\n  oldest_open INTEGER NOT NULL,\n  newest_open INTEGER NOT NULL,\n  bar_count INTEGER NOT NULL,\n  exhausted_before INTEGER,\n  updated_at INTEGER NOT NULL,\n  PRIMARY KEY(environment, inst_id)\n);\n\nCREATE TABLE IF NOT EXISTS bar_sync_runs (\n  id INTEGER PRIMARY KEY AUTOINCREMENT,\n  environment TEXT NOT NULL DEFAULT 'live',\n  inst_id TEXT NOT NULL,\n  status TEXT NOT NULL,\n  start_open INTEGER NOT NULL,\n  end_open INTEGER NOT NULL,\n  expected INTEGER NOT NULL,\n  existing INTEGER NOT NULL,\n  missing INTEGER NOT NULL,\n  fetched INTEGER NOT NULL,\n  inserted INTEGER NOT NULL,\n  started_at INTEGER NOT NULL,\n  finished_at INTEGER,\n  message TEXT NOT NULL\n);\n\n";
+/**
+ * Indexes that name the environment column.
+ *
+ * Applied after migration rather than with the tables above: on a pre-environment
+ * database the column does not exist yet, and `CREATE INDEX IF NOT EXISTS` still fails
+ * on an unknown column — which would abort the whole schema statement before the
+ * migration that adds it ever ran.
+ */
+export declare const BAR_INDEX_SQL = "\nCREATE INDEX IF NOT EXISTS idx_bar_sync_runs_inst\n  ON bar_sync_runs(environment, inst_id, started_at DESC);\n";
+/**
+ * Adds the environment column to databases created before it existed.
+ *
+ * `bars_1m` and `bar_coverage` are keyed on it, and SQLite cannot add a column to an
+ * existing primary key, so those two are rebuilt. Existing rows become `live`, which
+ * is where they actually came from: demo is opt-in and nothing could have written
+ * demo bars before this column existed.
+ *
+ * Each rebuild runs in one transaction. A failure rolls back rather than leaving a
+ * half-migrated store, and the whole thing is a no-op once the column is present.
+ */
+export declare const BAR_MIGRATION_STEPS: ReadonlyArray<{
+    table: string;
+    sql: string;
+}>;

package/dist/bars/schema.js

@@ -0,0 +1,134 @@
+/**
+ * Strategy-research storage schema.
+ *
+ * Only confirmed one-minute bars are persisted. Every higher timeframe is
+ * derived by aggregating this single source, so a backtest and a live
+ * evaluation can never disagree about a bucket boundary.
+ *
+ * Prices are stored as TEXT exactly as OKX returned them. Parsing them into
+ * IEEE-754 doubles before storage would make `dataHash` unstable across
+ * platforms and would silently lose precision that the exchange reported.
+ */
+export const BAR_SCHEMA_SQL = `
+CREATE TABLE IF NOT EXISTS bars_1m (
+  -- demo | live. Part of the key because the two are separate matching venues with
+  -- separate feeds: the same instrument and minute genuinely has different OHLCV in
+  -- each, so one row per (environment, instrument, minute) is the only way both can
+  -- be stored without one overwriting the other.
+  environment TEXT NOT NULL DEFAULT 'live',
+  inst_id TEXT NOT NULL,
+  open_time INTEGER NOT NULL,
+  close_time INTEGER NOT NULL,
+  open TEXT NOT NULL,
+  high TEXT NOT NULL,
+  low TEXT NOT NULL,
+  close TEXT NOT NULL,
+  volume TEXT NOT NULL,
+  source TEXT NOT NULL,
+  updated_at INTEGER NOT NULL,
+  PRIMARY KEY(environment, inst_id, open_time)
+) WITHOUT ROWID;
+
+CREATE TABLE IF NOT EXISTS bar_coverage (
+  environment TEXT NOT NULL DEFAULT 'live',
+  inst_id TEXT NOT NULL,
+  oldest_open INTEGER NOT NULL,
+  newest_open INTEGER NOT NULL,
+  bar_count INTEGER NOT NULL,
+  exhausted_before INTEGER,
+  updated_at INTEGER NOT NULL,
+  PRIMARY KEY(environment, inst_id)
+);
+
+CREATE TABLE IF NOT EXISTS bar_sync_runs (
+  id INTEGER PRIMARY KEY AUTOINCREMENT,
+  environment TEXT NOT NULL DEFAULT 'live',
+  inst_id TEXT NOT NULL,
+  status TEXT NOT NULL,
+  start_open INTEGER NOT NULL,
+  end_open INTEGER NOT NULL,
+  expected INTEGER NOT NULL,
+  existing INTEGER NOT NULL,
+  missing INTEGER NOT NULL,
+  fetched INTEGER NOT NULL,
+  inserted INTEGER NOT NULL,
+  started_at INTEGER NOT NULL,
+  finished_at INTEGER,
+  message TEXT NOT NULL
+);
+
+`;
+/**
+ * Indexes that name the environment column.
+ *
+ * Applied after migration rather than with the tables above: on a pre-environment
+ * database the column does not exist yet, and `CREATE INDEX IF NOT EXISTS` still fails
+ * on an unknown column — which would abort the whole schema statement before the
+ * migration that adds it ever ran.
+ */
+export const BAR_INDEX_SQL = `
+CREATE INDEX IF NOT EXISTS idx_bar_sync_runs_inst
+  ON bar_sync_runs(environment, inst_id, started_at DESC);
+`;
+/**
+ * Adds the environment column to databases created before it existed.
+ *
+ * `bars_1m` and `bar_coverage` are keyed on it, and SQLite cannot add a column to an
+ * existing primary key, so those two are rebuilt. Existing rows become `live`, which
+ * is where they actually came from: demo is opt-in and nothing could have written
+ * demo bars before this column existed.
+ *
+ * Each rebuild runs in one transaction. A failure rolls back rather than leaving a
+ * half-migrated store, and the whole thing is a no-op once the column is present.
+ */
+export const BAR_MIGRATION_STEPS = [
+    {
+        table: "bars_1m",
+        sql: `
+      CREATE TABLE bars_1m_migrated (
+        environment TEXT NOT NULL DEFAULT 'live',
+        inst_id TEXT NOT NULL,
+        open_time INTEGER NOT NULL,
+        close_time INTEGER NOT NULL,
+        open TEXT NOT NULL,
+        high TEXT NOT NULL,
+        low TEXT NOT NULL,
+        close TEXT NOT NULL,
+        volume TEXT NOT NULL,
+        source TEXT NOT NULL,
+        updated_at INTEGER NOT NULL,
+        PRIMARY KEY(environment, inst_id, open_time)
+      ) WITHOUT ROWID;
+      -- Columns named explicitly on both sides: a positional SELECT here silently
+      -- shifts every price by one column if the lists ever drift.
+      INSERT INTO bars_1m_migrated
+        (environment, inst_id, open_time, close_time, open, high, low, close, volume, source, updated_at)
+        SELECT 'live', inst_id, open_time, close_time, open, high, low, close, volume, source, updated_at
+        FROM bars_1m;
+      DROP TABLE bars_1m;
+      ALTER TABLE bars_1m_migrated RENAME TO bars_1m;
+    `
+    },
+    {
+        table: "bar_coverage",
+        sql: `
+      CREATE TABLE bar_coverage_migrated (
+        environment TEXT NOT NULL DEFAULT 'live',
+        inst_id TEXT NOT NULL,
+        oldest_open INTEGER NOT NULL,
+        newest_open INTEGER NOT NULL,
+        bar_count INTEGER NOT NULL,
+        exhausted_before INTEGER,
+        updated_at INTEGER NOT NULL,
+        PRIMARY KEY(environment, inst_id)
+      );
+      INSERT INTO bar_coverage_migrated
+        (environment, inst_id, oldest_open, newest_open, bar_count, exhausted_before, updated_at)
+        SELECT 'live', inst_id, oldest_open, newest_open, bar_count, exhausted_before, updated_at
+        FROM bar_coverage;
+      DROP TABLE bar_coverage;
+      ALTER TABLE bar_coverage_migrated RENAME TO bar_coverage;
+    `
+    }
+];
+//# sourceMappingURL=schema.js.map

package/dist/bars/schema.js.map

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package/dist/bars/service.d.ts

@@ -0,0 +1,60 @@
+import { type ToolResult } from "../core/types.js";
+import { BarStore } from "./store.js";
+import { type CoverageRow, type SyncProgress, type SyncReport } from "./types.js";
+export interface DownloadRequest {
+    instId: string;
+    /** Trailing window in days, relative to the newest closed minute. */
+    days?: number;
+    /** Absolute inclusive bounds in Unix milliseconds; override `days`. */
+    fromMs?: number;
+    toMs?: number;
+}
+export interface ResolvedRange {
+    startOpen: number;
+    endOpen: number;
+    expected: number;
+}
+export interface CoverageDetail extends CoverageRow {
+    gaps: Array<{
+        fromMs: number;
+        toMs: number;
+        bars: number;
+    }>;
+    gapCount: number;
+}
+/**
+ * Read and repair operations over the local one-minute history.
+ *
+ * Only one-minute bars are stored; every higher timeframe is derived, so this
+ * service has no `bar` parameter anywhere.
+ */
+export declare class BarService {
+    readonly store: BarStore;
+    private readonly now;
+    /**
+     * Latest progress per instrument, so a client polling during a download can
+     * draw a bar. A download holds one HTTP request open for as long as it runs,
+     * which is why progress is published here instead of streamed on that request.
+     */
+    private readonly progress;
+    constructor(store: BarStore, now?: () => number);
+    /** Current or most recent download progress for one instrument. */
+    downloadProgress(instId: string): ToolResult<(SyncProgress & {
+        updatedAt: number;
+        active: boolean;
+    }) | null>;
+    /** Newest closed minute that is safe to treat as final. */
+    latestClosedOpen(): number;
+    /** Which venue this store holds bars for. */
+    get environment(): string;
+    listInstruments(): ToolResult<CoverageRow[]>;
+    coverage(instId: string, gapLimit?: number): ToolResult<CoverageDetail | null>;
+    /**
+     * Resolves a download request into an exact inclusive one-minute range.
+     *
+     * The end is clamped to the newest closed minute so a request never targets
+     * a bar that has not finished forming.
+     */
+    resolveRange(request: DownloadRequest): ResolvedRange;
+    download(request: DownloadRequest, onProgress?: (progress: SyncProgress) => void): Promise<ToolResult<SyncReport>>;
+}

package/dist/bars/service.js

@@ -0,0 +1,120 @@
+import { RuntimeError } from "../core/errors.js";
+import { resultMeta } from "../core/types.js";
+import { ONE_MINUTE_MS, alignMinuteOpen, expectedBarCount } from "./types.js";
+/**
+ * A download longer than this is rejected outright. 3 years of one-minute bars
+ * is already ~1.6M rows per instrument; a wider request is far more likely to
+ * be a typo than an intent.
+ */
+const MAX_DOWNLOAD_DAYS = 1_095;
+/**
+ * Read and repair operations over the local one-minute history.
+ *
+ * Only one-minute bars are stored; every higher timeframe is derived, so this
+ * service has no `bar` parameter anywhere.
+ */
+export class BarService {
+    store;
+    now;
+    /**
+     * Latest progress per instrument, so a client polling during a download can
+     * draw a bar. A download holds one HTTP request open for as long as it runs,
+     * which is why progress is published here instead of streamed on that request.
+     */
+    progress = new Map();
+    constructor(store, now = Date.now) {
+        this.store = store;
+        this.now = now;
+    }
+    /** Current or most recent download progress for one instrument. */
+    downloadProgress(instId) {
+        return { data: this.progress.get(instId) ?? null, meta: resultMeta({ source: "memory" }) };
+    }
+    /** Newest closed minute that is safe to treat as final. */
+    latestClosedOpen() {
+        return alignMinuteOpen(this.now()) - ONE_MINUTE_MS;
+    }
+    /** Which venue this store holds bars for. */
+    get environment() {
+        return this.store.environment;
+    }
+    listInstruments() {
+        return {
+            data: this.store.coverageAll(),
+            // Carried in the metadata so every caller — CLI, shell, and agent — can say
+            // which market the counts describe without asking separately.
+            meta: resultMeta({ source: "sqlite", environment: this.store.environment })
+        };
+    }
+    coverage(instId, gapLimit = 50) {
+        const coverage = this.store.coverage(instId);
+        if (!coverage) {
+            return { data: null, meta: resultMeta({ source: "sqlite", environment: this.store.environment }) };
+        }
+        const gaps = this.store.gaps(instId, coverage.oldestOpen, coverage.newestOpen);
+        return {
+            data: {
+                ...coverage,
+                gapCount: gaps.length,
+                gaps: gaps.slice(0, gapLimit).map(([fromMs, toMs]) => ({
+                    fromMs,
+                    toMs,
+                    bars: expectedBarCount(fromMs, toMs)
+                }))
+            },
+            meta: resultMeta({ source: "sqlite", environment: this.store.environment })
+        };
+    }
+    /**
+     * Resolves a download request into an exact inclusive one-minute range.
+     *
+     * The end is clamped to the newest closed minute so a request never targets
+     * a bar that has not finished forming.
+     */
+    resolveRange(request) {
+        const latest = this.latestClosedOpen();
+        const endOpen = request.toMs === undefined ? latest : Math.min(alignMinuteOpen(request.toMs), latest);
+        const startOpen = request.fromMs === undefined
+            ? endOpen - (request.days ?? 30) * 1_440 * ONE_MINUTE_MS
+            : alignMinuteOpen(request.fromMs);
+        if (endOpen < startOpen) {
+            throw new RuntimeError("VALIDATION", "Download range must end at or after it starts", false, {
+                startOpen,
+                endOpen
+            });
+        }
+        const expected = expectedBarCount(startOpen, endOpen);
+        if (expected > MAX_DOWNLOAD_DAYS * 1_440) {
+            throw new RuntimeError("VALIDATION", `Download range covers ${expected} one-minute bars, above the ${MAX_DOWNLOAD_DAYS}-day limit`, false, { expected, maxDays: MAX_DOWNLOAD_DAYS });
+        }
+        return { startOpen, endOpen, expected };
+    }
+    async download(request, onProgress) {
+        const range = this.resolveRange(request);
+        // Publish an initial figure before the first page returns, so a client that
+        // polls immediately sees the expected total rather than nothing.
+        this.progress.set(request.instId, {
+            instId: request.instId,
+            expected: range.expected,
+            present: 0,
+            fetched: 0,
+            inserted: 0,
+            updatedAt: this.now(),
+            active: true
+        });
+        const publish = (progress) => {
+            this.progress.set(progress.instId, { ...progress, updatedAt: this.now(), active: true });
+            onProgress?.(progress);
+        };
+        try {
+            const report = await this.store.syncWindow(request.instId, range.startOpen, range.endOpen, publish);
+            return { data: report, meta: resultMeta({ source: "mixed" }) };
+        }
+        finally {
+            const last = this.progress.get(request.instId);
+            if (last)
+                this.progress.set(request.instId, { ...last, updatedAt: this.now(), active: false });
+        }
+    }
+}
+//# sourceMappingURL=service.js.map

package/dist/bars/service.js.map

@@ -0,0 +1 @@
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package/dist/bars/store.d.ts

@@ -0,0 +1,105 @@
+import type Database from "better-sqlite3";
+import type { OkxClient } from "../core/okx-client.js";
+import { PublicRestLimiter } from "./rate-limiter.js";
+import { type OkxEnvironment } from "../network/connectivity.js";
+import { type Bar, type CoverageRow, type SyncProgress, type SyncReport } from "./types.js";
+type RawCandleRow = string[];
+export interface BarStoreOptions {
+    client: OkxClient;
+    limiter?: PublicRestLimiter;
+    now?: () => number;
+    /**
+     * Which OKX feed this store holds bars for. Defaults to `live`.
+     *
+     * Bound once at construction rather than passed per call: one store serves one
+     * environment, so the chance of omitting it drops from every query to a single
+     * place.
+     */
+    environment?: OkxEnvironment;
+}
+/** Called for each bar arriving from the live feed, after it is committed. */
+export type ConfirmedBarListener = (instId: string, bar: Bar) => void;
+/**
+ * Persists confirmed one-minute bars and repairs an exact closed window.
+ *
+ * `syncWindow` deliberately targets an exact inclusive range instead of a
+ * rolling retention period: a reproducible backtest needs the bars belonging
+ * to its own snapshot repaired, and nothing else.
+ */
+export declare class BarStore {
+    private readonly db;
+    private readonly client;
+    private readonly limiter;
+    private readonly now;
+    private readonly confirmedListeners;
+    readonly environment: OkxEnvironment;
+    constructor(db: Database.Database, options: BarStoreOptions);
+    /**
+     * Brings a pre-environment database up to the current schema.
+     *
+     * `bars_1m` and `bar_coverage` are keyed on the environment and SQLite cannot add a
+     * column to an existing primary key, so both are rebuilt. Existing rows become
+     * `live`, which is where they came from — demo is opt-in and could not have been
+     * written before this column existed.
+     */
+    private migrate;
+    /**
+     * Subscribes to bars arriving from the live feed.
+     *
+     * Only `appendConfirmed` notifies, which is the websocket's path. Backfill uses
+     * a bulk insert and stays silent on purpose: repairing history must not look
+     * like a minute that just closed, or downloading three months of data would
+     * emit three months of trading decisions.
+     *
+     * Returns a function that removes the listener.
+     */
+    onConfirmed(listener: ConfirmedBarListener): () => void;
+    /**
+     * Records one confirmed bar arriving from the live websocket feed.
+     *
+     * This writes synchronously. A deferred write would let a live evaluation
+     * read a window that is missing the minute that just triggered it.
+     */
+    appendConfirmed(instId: string, bar: Bar, source?: string): void;
+    private notifyConfirmed;
+    /** Every instrument with locally stored history, newest coverage first. */
+    coverageAll(): CoverageRow[];
+    coverage(instId: string): CoverageRow | undefined;
+    /**
+     * Contiguous ranges of missing open times inside an inclusive window, each
+     * returned as `[firstMissingOpen, lastMissingOpen]`.
+     */
+    gaps(instId: string, startOpen: number, endOpen: number): Array<[number, number]>;
+    /**
+     * Loads an exact inclusive window and verifies it is contiguous.
+     *
+     * This fails closed. A backtest that silently skipped an absent minute would
+     * report performance for a timeline that never happened.
+     */
+    loadWindow(instId: string, startOpen: number, endOpen: number): Bar[];
+    /**
+     * Repairs an exact inclusive one-minute window, fetching only the bars that
+     * are actually absent.
+     */
+    syncWindow(instId: string, startOpenInput: number, endOpenInput: number, onProgress?: (progress: SyncProgress) => void): Promise<SyncReport>;
+    /**
+     * Backfills one contiguous gap by paging `history-candles` backwards from
+     * just past `gapEnd` until the requested lower bound is reached.
+     */
+    private fillGap;
+    private fetchHistoryPage;
+    /** Inserts bars in one transaction and returns how many rows were new. */
+    private insertBars;
+    private presentOpenTimes;
+    private countInRange;
+    /** Recomputes the derived coverage row from the stored bars. */
+    private refreshCoverage;
+    private beginSyncRun;
+    private finishSyncRun;
+}
+/**
+ * OKX candle row: `[ts, o, h, l, c, vol, volCcy, volCcyQuote, confirm]`.
+ * Unconfirmed rows are rejected — only closed bars belong in storage.
+ */
+export declare function normalizeCandle(row: RawCandleRow): Bar | undefined;
+export {};