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.
This commit is contained in:
dirtydishes 2026-01-20 11:05:28 -05:00
parent 6503f9380a
commit 7fc9f5cf66

View file

@ -773,6 +773,30 @@ export const fetchEquityPrintsAfter = async (
return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow)); return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
}; };
export const fetchEquityPrintsRange = async (
client: ClickHouseClient,
underlyingId: string,
startTs: number,
endTs: number,
limit: number
): Promise<EquityPrint[]> => {
const safeLimit = clampLimit(limit);
const safeStart = clampCursor(startTs);
const safeEnd = clampCursor(endTs);
const rangeStart = Math.min(safeStart, safeEnd);
const rangeEnd = Math.max(safeStart, safeEnd);
const safeUnderlying = quoteString(underlyingId);
const result = await client.query({
query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} WHERE underlying_id = ${safeUnderlying} AND ts >= ${rangeStart} AND ts <= ${rangeEnd} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
format: "JSONEachRow"
});
const rows = await result.json<unknown[]>();
const parsed = EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
return parsed.reverse();
};
export const fetchEquityQuotesAfter = async ( export const fetchEquityQuotesAfter = async (
client: ClickHouseClient, client: ClickHouseClient,
afterTs: number, afterTs: number,