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Add equity candle aggregation pipeline

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dirtydishes 2026-01-07 09:51:54 -05:00
parent f889a2597b
commit a87df21baa
13 changed files with 1188 additions and 10 deletions
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16
packages/types/src/events.ts
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@ -59,6 +59,22 @@ export const EquityQuoteSchema = EventMetaSchema.merge(
export type EquityQuote = z.infer<typeof EquityQuoteSchema>;
export const EquityCandleSchema = EventMetaSchema.merge(
z.object({
ts: z.number().int().nonnegative(),
interval_ms: z.number().int().positive(),
underlying_id: z.string().min(1),
open: z.number().nonnegative(),
high: z.number().nonnegative(),
low: z.number().nonnegative(),
close: z.number().nonnegative(),
volume: z.number().int().nonnegative(),
trade_count: z.number().int().nonnegative()
})
);
export type EquityCandle = z.infer<typeof EquityCandleSchema>;
export const EquityPrintJoinSchema = EventMetaSchema.merge(
z.object({
id: z.string().min(1),