Add equity prints range query
Adds a ClickHouse helper to fetch equity prints for a single underlying over a bounded time range with stable ts/seq ordering.
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1 changed files with 24 additions and 0 deletions
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@ -773,6 +773,30 @@ export const fetchEquityPrintsAfter = async (
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return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
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return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
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};
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};
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export const fetchEquityPrintsRange = async (
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client: ClickHouseClient,
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underlyingId: string,
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startTs: number,
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endTs: number,
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limit: number
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): Promise<EquityPrint[]> => {
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const safeLimit = clampLimit(limit);
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const safeStart = clampCursor(startTs);
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const safeEnd = clampCursor(endTs);
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const rangeStart = Math.min(safeStart, safeEnd);
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const rangeEnd = Math.max(safeStart, safeEnd);
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const safeUnderlying = quoteString(underlyingId);
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const result = await client.query({
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query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} WHERE underlying_id = ${safeUnderlying} AND ts >= ${rangeStart} AND ts <= ${rangeEnd} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
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format: "JSONEachRow"
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});
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const rows = await result.json<unknown[]>();
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const parsed = EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
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return parsed.reverse();
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};
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export const fetchEquityQuotesAfter = async (
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export const fetchEquityQuotesAfter = async (
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client: ClickHouseClient,
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client: ClickHouseClient,
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afterTs: number,
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afterTs: number,
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