dirtydishes
d30513119a
- Route live terminal data through a shared live session socket - Fetch missing evidence for alerts and classifier hits - Add live type definitions and storage/API tests
1330 lines
38 KiB
TypeScript
1330 lines
38 KiB
TypeScript
import {
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AlertEventSchema,
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ClassifierHitEventSchema,
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EquityCandleSchema,
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EquityPrintSchema,
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EquityQuoteSchema,
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EquityPrintJoinSchema,
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InferredDarkEventSchema,
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FlowPacketSchema,
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OptionNBBOSchema,
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OptionPrintSchema
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} from "@islandflow/types";
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import type {
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AlertEvent,
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ClassifierHitEvent,
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EquityCandle,
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EquityPrint,
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EquityQuote,
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EquityPrintJoin,
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InferredDarkEvent,
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FlowPacket,
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OptionNBBO,
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OptionPrint
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} from "@islandflow/types";
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import {
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normalizeOptionPrint,
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optionPrintsTableDDL,
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OPTION_PRINTS_TABLE
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} from "./option-prints";
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import { normalizeOptionNBBO, optionNBBOTableDDL, OPTION_NBBO_TABLE } from "./option-nbbo";
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import {
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equityPrintsTableDDL,
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EQUITY_PRINTS_TABLE,
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normalizeEquityPrint
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} from "./equity-prints";
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import {
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equityQuotesTableDDL,
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EQUITY_QUOTES_TABLE,
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normalizeEquityQuote
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} from "./equity-quotes";
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import {
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equityCandlesTableDDL,
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EQUITY_CANDLES_TABLE,
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normalizeEquityCandle
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} from "./equity-candles";
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import {
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equityPrintJoinsTableDDL,
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EQUITY_PRINT_JOINS_TABLE,
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fromEquityPrintJoinRecord,
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toEquityPrintJoinRecord,
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type EquityPrintJoinRecord
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} from "./equity-print-joins";
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import {
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inferredDarkTableDDL,
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INFERRED_DARK_TABLE,
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fromInferredDarkRecord,
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toInferredDarkRecord,
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type InferredDarkRecord
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} from "./inferred-dark";
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import {
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FLOW_PACKETS_TABLE,
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flowPacketsTableDDL,
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fromFlowPacketRecord,
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toFlowPacketRecord,
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type FlowPacketRecord
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} from "./flow-packets";
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import {
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CLASSIFIER_HITS_TABLE,
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classifierHitsTableDDL,
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fromClassifierHitRecord,
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toClassifierHitRecord,
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type ClassifierHitRecord
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} from "./classifier-hits";
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import {
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ALERTS_TABLE,
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alertsTableDDL,
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fromAlertRecord,
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toAlertRecord,
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type AlertRecord
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} from "./alerts";
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export type ClickHouseOptions = {
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url: string;
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database?: string;
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username?: string;
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password?: string;
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};
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type ClickHouseQueryFormat = "JSONEachRow";
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type ClickHouseQueryResult = {
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json<T>(): Promise<T>;
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};
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export type ClickHouseClient = {
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exec(params: { query: string }): Promise<void>;
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insert(params: { table: string; values: unknown[]; format: ClickHouseQueryFormat }): Promise<void>;
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query(params: { query: string; format: ClickHouseQueryFormat }): Promise<ClickHouseQueryResult>;
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ping(): Promise<{ success: boolean; error?: Error }>;
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close(): Promise<void>;
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};
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const buildBaseUrl = (options: ClickHouseOptions): URL => {
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const url = new URL(options.url);
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if (options.database) {
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url.searchParams.set("database", options.database);
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}
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return url;
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};
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const buildHeaders = (options: ClickHouseOptions, hasBody: boolean): Headers => {
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const headers = new Headers();
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if (hasBody) {
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headers.set("content-type", "text/plain; charset=utf-8");
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}
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if (options.username || options.password) {
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const auth = Buffer.from(`${options.username ?? "default"}:${options.password ?? ""}`).toString("base64");
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headers.set("authorization", `Basic ${auth}`);
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}
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return headers;
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};
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const executeClickHouse = async (
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options: ClickHouseOptions,
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query: string,
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body?: string
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): Promise<Response> => {
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const url = buildBaseUrl(options);
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url.searchParams.set("query", query);
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const response = await fetch(url, {
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method: "POST",
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headers: buildHeaders(options, body !== undefined),
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body
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});
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if (!response.ok) {
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const message = (await response.text()).trim() || `${response.status} ${response.statusText}`;
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throw new Error(message);
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}
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return response;
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};
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const parseJsonEachRow = <T>(text: string): T => {
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const trimmed = text.trim();
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if (!trimmed) {
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return [] as T;
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}
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const rows = trimmed
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.split("\n")
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.filter((line) => line.trim().length > 0)
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.map((line) => JSON.parse(line));
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return rows as T;
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};
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export const createClickHouseClient = (options: ClickHouseOptions): ClickHouseClient => {
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return {
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async exec({ query }) {
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await executeClickHouse(options, query);
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},
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async insert({ table, values, format }) {
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const rows = values.map((value) => JSON.stringify(value)).join("\n");
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const body = rows.length > 0 ? `${rows}\n` : "";
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await executeClickHouse(options, `INSERT INTO ${table} FORMAT ${format}`, body);
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},
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async query({ query, format }) {
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const response = await executeClickHouse(options, `${query} FORMAT ${format}`);
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return {
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async json<T>() {
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const text = await response.text();
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return parseJsonEachRow<T>(text);
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}
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};
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},
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async ping() {
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try {
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const url = buildBaseUrl(options);
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url.pathname = "/ping";
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const response = await fetch(url, {
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method: "GET",
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headers: buildHeaders(options, false)
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});
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if (!response.ok) {
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const message = (await response.text()).trim() || `${response.status} ${response.statusText}`;
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return { success: false, error: new Error(message) };
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}
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return { success: true };
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} catch (error) {
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if (error instanceof Error) {
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return { success: false, error };
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}
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throw error;
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}
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},
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async close() {
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return;
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}
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};
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};
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export const ensureOptionPrintsTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: optionPrintsTableDDL()
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});
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};
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export const ensureOptionNBBOTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: optionNBBOTableDDL()
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});
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};
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export const ensureEquityPrintsTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: equityPrintsTableDDL()
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});
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};
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export const ensureEquityQuotesTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: equityQuotesTableDDL()
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});
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};
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export const ensureEquityCandlesTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: equityCandlesTableDDL()
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});
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};
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export const ensureEquityPrintJoinsTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: equityPrintJoinsTableDDL()
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});
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};
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export const ensureInferredDarkTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: inferredDarkTableDDL()
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});
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};
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export const ensureFlowPacketsTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: flowPacketsTableDDL()
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});
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};
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export const ensureClassifierHitsTable = async (
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client: ClickHouseClient
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): Promise<void> => {
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await client.exec({
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query: classifierHitsTableDDL()
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});
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};
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export const ensureAlertsTable = async (client: ClickHouseClient): Promise<void> => {
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await client.exec({
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query: alertsTableDDL()
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});
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};
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export const insertOptionPrint = async (
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client: ClickHouseClient,
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print: OptionPrint
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): Promise<void> => {
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const record = normalizeOptionPrint(print);
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await client.insert({
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table: OPTION_PRINTS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertOptionNBBO = async (
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client: ClickHouseClient,
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nbbo: OptionNBBO
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): Promise<void> => {
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const record = normalizeOptionNBBO(nbbo);
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await client.insert({
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table: OPTION_NBBO_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertEquityPrint = async (
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client: ClickHouseClient,
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print: EquityPrint
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): Promise<void> => {
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const record = normalizeEquityPrint(print);
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await client.insert({
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table: EQUITY_PRINTS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertEquityQuote = async (
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client: ClickHouseClient,
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quote: EquityQuote
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): Promise<void> => {
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const record = normalizeEquityQuote(quote);
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await client.insert({
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table: EQUITY_QUOTES_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertEquityCandle = async (
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client: ClickHouseClient,
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candle: EquityCandle
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): Promise<void> => {
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const record = normalizeEquityCandle(candle);
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await client.insert({
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table: EQUITY_CANDLES_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertEquityPrintJoin = async (
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client: ClickHouseClient,
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join: EquityPrintJoin
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): Promise<void> => {
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const record = toEquityPrintJoinRecord(join);
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await client.insert({
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table: EQUITY_PRINT_JOINS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertInferredDark = async (
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client: ClickHouseClient,
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event: InferredDarkEvent
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): Promise<void> => {
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const record = toInferredDarkRecord(event);
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await client.insert({
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table: INFERRED_DARK_TABLE,
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values: [record],
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format: "JSONEachRow"
|
|
});
|
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};
|
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|
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export const insertFlowPacket = async (
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client: ClickHouseClient,
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packet: FlowPacket
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|
): Promise<void> => {
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const record = toFlowPacketRecord(packet);
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await client.insert({
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table: FLOW_PACKETS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
|
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export const insertClassifierHit = async (
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client: ClickHouseClient,
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hit: ClassifierHitEvent
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): Promise<void> => {
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const record = toClassifierHitRecord(hit);
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await client.insert({
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table: CLASSIFIER_HITS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
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export const insertAlert = async (client: ClickHouseClient, alert: AlertEvent): Promise<void> => {
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const record = toAlertRecord(alert);
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await client.insert({
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table: ALERTS_TABLE,
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values: [record],
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format: "JSONEachRow"
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});
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};
|
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|
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const clampLimit = (limit: number): number => {
|
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if (!Number.isFinite(limit)) {
|
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return 100;
|
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}
|
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return Math.max(1, Math.min(1000, Math.floor(limit)));
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};
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|
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const clampLookupLimit = (limit: number): number => {
|
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if (!Number.isFinite(limit)) {
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return 100;
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}
|
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return Math.max(1, Math.min(5000, Math.floor(limit)));
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};
|
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|
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const clampPositiveInt = (value: number, fallback = 1): number => {
|
|
if (!Number.isFinite(value)) {
|
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return fallback;
|
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}
|
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|
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return Math.max(1, Math.floor(value));
|
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};
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|
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const clampCursor = (value: number): number => {
|
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if (!Number.isFinite(value)) {
|
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return 0;
|
|
}
|
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|
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return Math.max(0, Math.floor(value));
|
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};
|
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|
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const coerceNumber = (value: unknown): unknown => {
|
|
if (typeof value === "string") {
|
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const parsed = Number(value);
|
|
if (Number.isFinite(parsed)) {
|
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return parsed;
|
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}
|
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}
|
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|
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return value;
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};
|
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|
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const quoteString = (value: string): string => {
|
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const escaped = value.replace(/'/g, "''");
|
|
return `'${escaped}'`;
|
|
};
|
|
|
|
const buildStringList = (values: string[]): string => {
|
|
return values.map((value) => quoteString(value)).join(", ");
|
|
};
|
|
|
|
const buildTracePrefixCondition = (tracePrefix: string | undefined): string | null => {
|
|
if (!tracePrefix) {
|
|
return null;
|
|
}
|
|
const normalized = tracePrefix.trim();
|
|
if (!normalized) {
|
|
return null;
|
|
}
|
|
return `startsWith(trace_id, ${quoteString(normalized)})`;
|
|
};
|
|
|
|
const buildBeforeTupleCondition = (
|
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tsColumn: string,
|
|
seqColumn: string,
|
|
beforeTs: number,
|
|
beforeSeq: number
|
|
): string => {
|
|
return `(${tsColumn}, ${seqColumn}) < (${clampCursor(beforeTs)}, ${clampCursor(beforeSeq)})`;
|
|
};
|
|
|
|
const normalizeNumericFields = (
|
|
row: Record<string, unknown>,
|
|
fields: string[]
|
|
): Record<string, unknown> => {
|
|
const record: Record<string, unknown> = { ...row };
|
|
|
|
for (const field of fields) {
|
|
if (field in record) {
|
|
record[field] = coerceNumber(record[field]);
|
|
}
|
|
}
|
|
|
|
return record;
|
|
};
|
|
|
|
const normalizeOptionRow = (row: unknown): unknown => {
|
|
if (row && typeof row === "object") {
|
|
return normalizeNumericFields(row as Record<string, unknown>, [
|
|
"source_ts",
|
|
"ingest_ts",
|
|
"seq",
|
|
"ts",
|
|
"price",
|
|
"size"
|
|
]);
|
|
}
|
|
|
|
return row;
|
|
};
|
|
|
|
const normalizeOptionNbboRow = (row: unknown): unknown => {
|
|
if (row && typeof row === "object") {
|
|
return normalizeNumericFields(row as Record<string, unknown>, [
|
|
"source_ts",
|
|
"ingest_ts",
|
|
"seq",
|
|
"ts",
|
|
"bid",
|
|
"ask",
|
|
"bidSize",
|
|
"askSize"
|
|
]);
|
|
}
|
|
|
|
return row;
|
|
};
|
|
|
|
const normalizeEquityQuoteRow = (row: unknown): unknown => {
|
|
if (row && typeof row === "object") {
|
|
return normalizeNumericFields(row as Record<string, unknown>, [
|
|
"source_ts",
|
|
"ingest_ts",
|
|
"seq",
|
|
"ts",
|
|
"bid",
|
|
"ask"
|
|
]);
|
|
}
|
|
|
|
return row;
|
|
};
|
|
|
|
const normalizeEquityCandleRow = (row: unknown): unknown => {
|
|
if (row && typeof row === "object") {
|
|
return normalizeNumericFields(row as Record<string, unknown>, [
|
|
"source_ts",
|
|
"ingest_ts",
|
|
"seq",
|
|
"ts",
|
|
"interval_ms",
|
|
"open",
|
|
"high",
|
|
"low",
|
|
"close",
|
|
"volume",
|
|
"trade_count"
|
|
]);
|
|
}
|
|
|
|
return row;
|
|
};
|
|
|
|
const normalizeEquityRow = (row: unknown): unknown => {
|
|
if (row && typeof row === "object") {
|
|
const record = normalizeNumericFields(row as Record<string, unknown>, [
|
|
"source_ts",
|
|
"ingest_ts",
|
|
"seq",
|
|
"ts",
|
|
"price",
|
|
"size"
|
|
]);
|
|
|
|
if ("offExchangeFlag" in record) {
|
|
return {
|
|
...record,
|
|
offExchangeFlag: Boolean(record.offExchangeFlag)
|
|
};
|
|
}
|
|
|
|
return record;
|
|
}
|
|
|
|
return row;
|
|
};
|
|
|
|
const normalizeEquityPrintJoinRow = (row: unknown): EquityPrintJoinRecord | null => {
|
|
if (!row || typeof row !== "object") {
|
|
return null;
|
|
}
|
|
|
|
const record = row as Record<string, unknown>;
|
|
return {
|
|
source_ts: coerceNumber(record.source_ts) as number,
|
|
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
|
seq: coerceNumber(record.seq) as number,
|
|
trace_id: String(record.trace_id ?? ""),
|
|
id: String(record.id ?? ""),
|
|
print_trace_id: String(record.print_trace_id ?? ""),
|
|
quote_trace_id: String(record.quote_trace_id ?? ""),
|
|
features_json: String(record.features_json ?? "{}"),
|
|
join_quality_json: String(record.join_quality_json ?? "{}")
|
|
};
|
|
};
|
|
|
|
const normalizeInferredDarkRow = (row: unknown): InferredDarkRecord | null => {
|
|
if (!row || typeof row !== "object") {
|
|
return null;
|
|
}
|
|
|
|
const record = row as Record<string, unknown>;
|
|
return {
|
|
source_ts: coerceNumber(record.source_ts) as number,
|
|
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
|
seq: coerceNumber(record.seq) as number,
|
|
trace_id: String(record.trace_id ?? ""),
|
|
type: String(record.type ?? ""),
|
|
confidence: Number(coerceNumber(record.confidence) ?? 0),
|
|
evidence_refs_json: String(record.evidence_refs_json ?? "[]")
|
|
};
|
|
};
|
|
|
|
const normalizeFlowPacketRow = (row: unknown): FlowPacketRecord | null => {
|
|
if (!row || typeof row !== "object") {
|
|
return null;
|
|
}
|
|
|
|
const record = row as Record<string, unknown>;
|
|
return {
|
|
source_ts: coerceNumber(record.source_ts) as number,
|
|
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
|
seq: coerceNumber(record.seq) as number,
|
|
trace_id: String(record.trace_id ?? ""),
|
|
id: String(record.id ?? ""),
|
|
members: Array.isArray(record.members)
|
|
? record.members.map((value) => String(value))
|
|
: [],
|
|
features_json: String(record.features_json ?? "{}"),
|
|
join_quality_json: String(record.join_quality_json ?? "{}")
|
|
};
|
|
};
|
|
|
|
const normalizeClassifierHitRow = (row: unknown): ClassifierHitRecord | null => {
|
|
if (!row || typeof row !== "object") {
|
|
return null;
|
|
}
|
|
|
|
const record = row as Record<string, unknown>;
|
|
return {
|
|
source_ts: coerceNumber(record.source_ts) as number,
|
|
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
|
seq: coerceNumber(record.seq) as number,
|
|
trace_id: String(record.trace_id ?? ""),
|
|
classifier_id: String(record.classifier_id ?? ""),
|
|
confidence: Number(coerceNumber(record.confidence) ?? 0),
|
|
direction: String(record.direction ?? ""),
|
|
explanations_json: String(record.explanations_json ?? "[]")
|
|
};
|
|
};
|
|
|
|
const normalizeAlertRow = (row: unknown): AlertRecord | null => {
|
|
if (!row || typeof row !== "object") {
|
|
return null;
|
|
}
|
|
|
|
const record = row as Record<string, unknown>;
|
|
return {
|
|
source_ts: coerceNumber(record.source_ts) as number,
|
|
ingest_ts: coerceNumber(record.ingest_ts) as number,
|
|
seq: coerceNumber(record.seq) as number,
|
|
trace_id: String(record.trace_id ?? ""),
|
|
score: Number(coerceNumber(record.score) ?? 0),
|
|
severity: String(record.severity ?? ""),
|
|
hits_json: String(record.hits_json ?? "[]"),
|
|
evidence_refs_json: String(record.evidence_refs_json ?? "[]")
|
|
};
|
|
};
|
|
|
|
export const fetchRecentOptionPrints = async (
|
|
client: ClickHouseClient,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const condition = buildTracePrefixCondition(tracePrefix);
|
|
const whereClause = condition ? ` WHERE ${condition}` : "";
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_PRINTS_TABLE}${whereClause} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
|
|
};
|
|
|
|
export const fetchRecentOptionNBBO = async (
|
|
client: ClickHouseClient,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionNBBO[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const condition = buildTracePrefixCondition(tracePrefix);
|
|
const whereClause = condition ? ` WHERE ${condition}` : "";
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_NBBO_TABLE}${whereClause} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionNBBOSchema.array().parse(rows.map(normalizeOptionNbboRow));
|
|
};
|
|
|
|
export const fetchRecentEquityPrints = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<EquityPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
|
|
};
|
|
|
|
export const fetchRecentEquityQuotes = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<EquityQuote[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_QUOTES_TABLE} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityQuoteSchema.array().parse(rows.map(normalizeEquityQuoteRow));
|
|
};
|
|
|
|
export const fetchRecentEquityCandles = async (
|
|
client: ClickHouseClient,
|
|
underlyingId: string,
|
|
intervalMs: number,
|
|
limit: number
|
|
): Promise<EquityCandle[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeInterval = clampPositiveInt(intervalMs, 1000);
|
|
const safeUnderlying = quoteString(underlyingId);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_CANDLES_TABLE} WHERE underlying_id = ${safeUnderlying} AND interval_ms = ${safeInterval} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityCandleSchema.array().parse(rows.map(normalizeEquityCandleRow));
|
|
};
|
|
|
|
export const fetchRecentEquityPrintJoins = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<EquityPrintJoin[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINT_JOINS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeEquityPrintJoinRow)
|
|
.filter((record): record is EquityPrintJoinRecord => record !== null);
|
|
const joins = records.map(fromEquityPrintJoinRecord);
|
|
return EquityPrintJoinSchema.array().parse(joins);
|
|
};
|
|
|
|
export const fetchRecentInferredDark = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<InferredDarkEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${INFERRED_DARK_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeInferredDarkRow)
|
|
.filter((record): record is InferredDarkRecord => record !== null);
|
|
const events = records.map(fromInferredDarkRecord);
|
|
return InferredDarkEventSchema.array().parse(events);
|
|
};
|
|
|
|
export const fetchRecentFlowPackets = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<FlowPacket[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${FLOW_PACKETS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeFlowPacketRow)
|
|
.filter((record): record is FlowPacketRecord => record !== null);
|
|
const packets = records.map(fromFlowPacketRecord);
|
|
return FlowPacketSchema.array().parse(packets);
|
|
};
|
|
|
|
export const fetchRecentClassifierHits = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<ClassifierHitEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${CLASSIFIER_HITS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeClassifierHitRow)
|
|
.filter((record): record is ClassifierHitRecord => record !== null);
|
|
const hits = records.map(fromClassifierHitRecord);
|
|
return ClassifierHitEventSchema.array().parse(hits);
|
|
};
|
|
|
|
export const fetchRecentAlerts = async (
|
|
client: ClickHouseClient,
|
|
limit: number
|
|
): Promise<AlertEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${ALERTS_TABLE} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeAlertRow)
|
|
.filter((record): record is AlertRecord => record !== null);
|
|
const alerts = records.map(fromAlertRecord);
|
|
return AlertEventSchema.array().parse(alerts);
|
|
};
|
|
|
|
export const fetchOptionPrintsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
const traceCondition = buildTracePrefixCondition(tracePrefix);
|
|
const traceClause = traceCondition ? ` AND ${traceCondition}` : "";
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq})${traceClause} ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
|
|
};
|
|
|
|
export const fetchOptionNBBOAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionNBBO[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
const traceCondition = buildTracePrefixCondition(tracePrefix);
|
|
const traceClause = traceCondition ? ` AND ${traceCondition}` : "";
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_NBBO_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq})${traceClause} ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionNBBOSchema.array().parse(rows.map(normalizeOptionNbboRow));
|
|
};
|
|
|
|
export const fetchEquityPrintsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<EquityPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
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 (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<EquityQuote[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_QUOTES_TABLE} WHERE (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityQuoteSchema.array().parse(rows.map(normalizeEquityQuoteRow));
|
|
};
|
|
|
|
export const fetchEquityCandlesAfter = async (
|
|
client: ClickHouseClient,
|
|
underlyingId: string,
|
|
intervalMs: number,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<EquityCandle[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
const safeInterval = clampPositiveInt(intervalMs, 1000);
|
|
const safeUnderlying = quoteString(underlyingId);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_CANDLES_TABLE} WHERE underlying_id = ${safeUnderlying} AND interval_ms = ${safeInterval} AND (ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityCandleSchema.array().parse(rows.map(normalizeEquityCandleRow));
|
|
};
|
|
|
|
export const fetchEquityCandlesRange = async (
|
|
client: ClickHouseClient,
|
|
underlyingId: string,
|
|
intervalMs: number,
|
|
startTs: number,
|
|
endTs: number,
|
|
limit: number
|
|
): Promise<EquityCandle[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeStart = clampCursor(startTs);
|
|
const safeEnd = clampCursor(endTs);
|
|
const safeInterval = clampPositiveInt(intervalMs, 1000);
|
|
const safeUnderlying = quoteString(underlyingId);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_CANDLES_TABLE} WHERE underlying_id = ${safeUnderlying} AND interval_ms = ${safeInterval} AND ts >= ${safeStart} AND ts <= ${safeEnd} ORDER BY ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityCandleSchema.array().parse(rows.map(normalizeEquityCandleRow));
|
|
};
|
|
|
|
export const fetchEquityPrintJoinsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<EquityPrintJoin[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINT_JOINS_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeEquityPrintJoinRow)
|
|
.filter((record): record is EquityPrintJoinRecord => record !== null);
|
|
const joins = records.map(fromEquityPrintJoinRecord);
|
|
return EquityPrintJoinSchema.array().parse(joins);
|
|
};
|
|
|
|
export const fetchInferredDarkAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<InferredDarkEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${INFERRED_DARK_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeInferredDarkRow)
|
|
.filter((record): record is InferredDarkRecord => record !== null);
|
|
const events = records.map(fromInferredDarkRecord);
|
|
return InferredDarkEventSchema.array().parse(events);
|
|
};
|
|
|
|
export const fetchFlowPacketsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<FlowPacket[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${FLOW_PACKETS_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeFlowPacketRow)
|
|
.filter((record): record is FlowPacketRecord => record !== null);
|
|
const packets = records.map(fromFlowPacketRecord);
|
|
return FlowPacketSchema.array().parse(packets);
|
|
};
|
|
|
|
export const fetchClassifierHitsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<ClassifierHitEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${CLASSIFIER_HITS_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeClassifierHitRow)
|
|
.filter((record): record is ClassifierHitRecord => record !== null);
|
|
const hits = records.map(fromClassifierHitRecord);
|
|
return ClassifierHitEventSchema.array().parse(hits);
|
|
};
|
|
|
|
export const fetchAlertsAfter = async (
|
|
client: ClickHouseClient,
|
|
afterTs: number,
|
|
afterSeq: number,
|
|
limit: number
|
|
): Promise<AlertEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const safeAfterTs = clampCursor(afterTs);
|
|
const safeAfterSeq = clampCursor(afterSeq);
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${ALERTS_TABLE} WHERE (source_ts, seq) > (${safeAfterTs}, ${safeAfterSeq}) ORDER BY source_ts ASC, seq ASC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeAlertRow)
|
|
.filter((record): record is AlertRecord => record !== null);
|
|
const alerts = records.map(fromAlertRecord);
|
|
return AlertEventSchema.array().parse(alerts);
|
|
};
|
|
|
|
export const fetchOptionPrintsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const conditions = [buildBeforeTupleCondition("ts", "seq", beforeTs, beforeSeq)];
|
|
const traceCondition = buildTracePrefixCondition(tracePrefix);
|
|
if (traceCondition) {
|
|
conditions.push(traceCondition);
|
|
}
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE ${conditions.join(" AND ")} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
|
|
};
|
|
|
|
export const fetchOptionNBBOBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number,
|
|
tracePrefix?: string
|
|
): Promise<OptionNBBO[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const conditions = [buildBeforeTupleCondition("ts", "seq", beforeTs, beforeSeq)];
|
|
const traceCondition = buildTracePrefixCondition(tracePrefix);
|
|
if (traceCondition) {
|
|
conditions.push(traceCondition);
|
|
}
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_NBBO_TABLE} WHERE ${conditions.join(" AND ")} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionNBBOSchema.array().parse(rows.map(normalizeOptionNbboRow));
|
|
};
|
|
|
|
export const fetchEquityPrintsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<EquityPrint[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINTS_TABLE} WHERE ${buildBeforeTupleCondition("ts", "seq", beforeTs, beforeSeq)} ORDER BY ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return EquityPrintSchema.array().parse(rows.map(normalizeEquityRow));
|
|
};
|
|
|
|
export const fetchEquityPrintJoinsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<EquityPrintJoin[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINT_JOINS_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeEquityPrintJoinRow)
|
|
.filter((record): record is EquityPrintJoinRecord => record !== null);
|
|
return EquityPrintJoinSchema.array().parse(records.map(fromEquityPrintJoinRecord));
|
|
};
|
|
|
|
export const fetchFlowPacketsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<FlowPacket[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${FLOW_PACKETS_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeFlowPacketRow)
|
|
.filter((record): record is FlowPacketRecord => record !== null);
|
|
return FlowPacketSchema.array().parse(records.map(fromFlowPacketRecord));
|
|
};
|
|
|
|
export const fetchClassifierHitsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<ClassifierHitEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${CLASSIFIER_HITS_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeClassifierHitRow)
|
|
.filter((record): record is ClassifierHitRecord => record !== null);
|
|
return ClassifierHitEventSchema.array().parse(records.map(fromClassifierHitRecord));
|
|
};
|
|
|
|
export const fetchAlertsBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<AlertEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${ALERTS_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeAlertRow)
|
|
.filter((record): record is AlertRecord => record !== null);
|
|
return AlertEventSchema.array().parse(records.map(fromAlertRecord));
|
|
};
|
|
|
|
export const fetchInferredDarkBefore = async (
|
|
client: ClickHouseClient,
|
|
beforeTs: number,
|
|
beforeSeq: number,
|
|
limit: number
|
|
): Promise<InferredDarkEvent[]> => {
|
|
const safeLimit = clampLimit(limit);
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${INFERRED_DARK_TABLE} WHERE ${buildBeforeTupleCondition("source_ts", "seq", beforeTs, beforeSeq)} ORDER BY source_ts DESC, seq DESC LIMIT ${safeLimit}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeInferredDarkRow)
|
|
.filter((record): record is InferredDarkRecord => record !== null);
|
|
return InferredDarkEventSchema.array().parse(records.map(fromInferredDarkRecord));
|
|
};
|
|
|
|
export const fetchFlowPacketById = async (
|
|
client: ClickHouseClient,
|
|
id: string
|
|
): Promise<FlowPacket | null> => {
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${FLOW_PACKETS_TABLE} WHERE id = ${quoteString(id)} ORDER BY source_ts DESC, seq DESC LIMIT 1`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const record = rows
|
|
.map(normalizeFlowPacketRow)
|
|
.find((row): row is FlowPacketRecord => row !== null);
|
|
return record ? FlowPacketSchema.parse(fromFlowPacketRecord(record)) : null;
|
|
};
|
|
|
|
export const fetchOptionPrintsByTraceIds = async (
|
|
client: ClickHouseClient,
|
|
traceIds: string[]
|
|
): Promise<OptionPrint[]> => {
|
|
const ids = Array.from(new Set(traceIds.map((id) => id.trim()).filter(Boolean)));
|
|
if (ids.length === 0) {
|
|
return [];
|
|
}
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${OPTION_PRINTS_TABLE} WHERE trace_id IN (${buildStringList(ids)}) ORDER BY ts DESC, seq DESC LIMIT ${clampLookupLimit(ids.length)}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
return OptionPrintSchema.array().parse(rows.map(normalizeOptionRow));
|
|
};
|
|
|
|
export const fetchEquityPrintJoinsByIds = async (
|
|
client: ClickHouseClient,
|
|
ids: string[]
|
|
): Promise<EquityPrintJoin[]> => {
|
|
const uniqueIds = Array.from(new Set(ids.map((id) => id.trim()).filter(Boolean)));
|
|
if (uniqueIds.length === 0) {
|
|
return [];
|
|
}
|
|
|
|
const result = await client.query({
|
|
query: `SELECT * FROM ${EQUITY_PRINT_JOINS_TABLE} WHERE id IN (${buildStringList(uniqueIds)}) ORDER BY source_ts DESC, seq DESC LIMIT ${clampLookupLimit(uniqueIds.length)}`,
|
|
format: "JSONEachRow"
|
|
});
|
|
|
|
const rows = await result.json<unknown[]>();
|
|
const records = rows
|
|
.map(normalizeEquityPrintJoinRow)
|
|
.filter((record): record is EquityPrintJoinRecord => record !== null);
|
|
return EquityPrintJoinSchema.array().parse(records.map(fromEquityPrintJoinRecord));
|
|
};
|