moved folders around

This commit is contained in:
Boki 2025-06-21 18:27:00 -04:00
parent 4f89affc2b
commit 36cb84b343
202 changed files with 1160 additions and 660 deletions

33
libs/data/cache/package.json vendored Normal file
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{
"name": "@stock-bot/cache",
"version": "1.0.0",
"description": "Caching library for Redis and in-memory providers",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"clean": "rimraf dist",
"test": "bun test"
},
"dependencies": {
"@stock-bot/logger": "*",
"ioredis": "^5.3.2"
},
"devDependencies": {
"@types/node": "^20.11.0",
"typescript": "^5.3.0",
"bun-types": "^1.2.15"
},
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
]
}

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import Redis from 'ioredis';
import { getLogger } from '@stock-bot/logger';
import type { RedisConfig } from './types';
interface ConnectionConfig {
name: string;
singleton?: boolean;
db?: number;
redisConfig: RedisConfig;
}
/**
* Redis Connection Manager for managing shared and unique connections
*/
export class RedisConnectionManager {
private connections = new Map<string, Redis>();
private static sharedConnections = new Map<string, Redis>();
private static instance: RedisConnectionManager;
private logger = getLogger('redis-connection-manager');
private static readyConnections = new Set<string>();
// Singleton pattern for the manager itself
static getInstance(): RedisConnectionManager {
if (!this.instance) {
this.instance = new RedisConnectionManager();
}
return this.instance;
}
/**
* Get or create a Redis connection
* @param config Connection configuration
* @returns Redis connection instance
*/
getConnection(config: ConnectionConfig): Redis {
const { name, singleton = false, db, redisConfig } = config;
if (singleton) {
// Use shared connection across all instances
if (!RedisConnectionManager.sharedConnections.has(name)) {
const connection = this.createConnection(name, redisConfig, db);
RedisConnectionManager.sharedConnections.set(name, connection);
this.logger.info(`Created shared Redis connection: ${name}`);
}
const connection = RedisConnectionManager.sharedConnections.get(name);
if (!connection) {
throw new Error(`Expected connection ${name} to exist in shared connections`);
}
return connection;
} else {
// Create unique connection per instance
const uniqueName = `${name}-${Date.now()}-${Math.random().toString(36).substr(2, 9)}`;
const connection = this.createConnection(uniqueName, redisConfig, db);
this.connections.set(uniqueName, connection);
this.logger.debug(`Created unique Redis connection: ${uniqueName}`);
return connection;
}
}
/**
* Create a new Redis connection with configuration
*/
private createConnection(name: string, config: RedisConfig, db?: number): Redis {
const redisOptions = {
host: config.host,
port: config.port,
password: config.password || undefined,
username: config.username || undefined,
db: db ?? config.db ?? 0,
maxRetriesPerRequest: config.maxRetriesPerRequest ?? 3,
retryDelayOnFailover: config.retryDelayOnFailover ?? 100,
connectTimeout: config.connectTimeout ?? 10000,
commandTimeout: config.commandTimeout ?? 5000,
keepAlive: config.keepAlive ?? 0,
connectionName: name,
lazyConnect: false, // Connect immediately instead of waiting for first command
...(config.tls && {
tls: {
cert: config.tls.cert || undefined,
key: config.tls.key || undefined,
ca: config.tls.ca || undefined,
rejectUnauthorized: config.tls.rejectUnauthorized ?? true,
},
}),
};
const redis = new Redis(redisOptions);
// Setup event handlers
redis.on('connect', () => {
this.logger.info(`Redis connection established: ${name}`);
});
redis.on('ready', () => {
this.logger.info(`Redis connection ready: ${name}`);
});
redis.on('error', err => {
this.logger.error(`Redis connection error for ${name}:`, err);
});
redis.on('close', () => {
this.logger.warn(`Redis connection closed: ${name}`);
});
redis.on('reconnecting', () => {
this.logger.warn(`Redis reconnecting: ${name}`);
});
return redis;
}
/**
* Close a specific connection
*/
async closeConnection(connection: Redis): Promise<void> {
try {
await connection.quit();
} catch (error) {
this.logger.warn('Error closing Redis connection:', error as Error);
}
}
/**
* Close all connections managed by this instance
*/
async closeAllConnections(): Promise<void> {
// Close instance-specific connections
const instancePromises = Array.from(this.connections.values()).map(conn =>
this.closeConnection(conn)
);
await Promise.all(instancePromises);
this.connections.clear();
// Close shared connections (only if this is the last instance)
if (RedisConnectionManager.instance === this) {
const sharedPromises = Array.from(RedisConnectionManager.sharedConnections.values()).map(
conn => this.closeConnection(conn)
);
await Promise.all(sharedPromises);
RedisConnectionManager.sharedConnections.clear();
}
this.logger.info('All Redis connections closed');
}
/**
* Get connection statistics
*/
getConnectionCount(): { shared: number; unique: number } {
return {
shared: RedisConnectionManager.sharedConnections.size,
unique: this.connections.size,
};
}
/**
* Get all connection names for monitoring
*/
getConnectionNames(): { shared: string[]; unique: string[] } {
return {
shared: Array.from(RedisConnectionManager.sharedConnections.keys()),
unique: Array.from(this.connections.keys()),
};
}
/**
* Health check for all connections
*/
async healthCheck(): Promise<{ healthy: boolean; details: Record<string, boolean> }> {
const details: Record<string, boolean> = {};
let allHealthy = true;
// Check shared connections
for (const [name, connection] of RedisConnectionManager.sharedConnections) {
try {
await connection.ping();
details[`shared:${name}`] = true;
} catch {
details[`shared:${name}`] = false;
allHealthy = false;
}
}
// Check instance connections
for (const [name, connection] of this.connections) {
try {
await connection.ping();
details[`unique:${name}`] = true;
} catch {
details[`unique:${name}`] = false;
allHealthy = false;
}
}
return { healthy: allHealthy, details };
}
/**
* Wait for all created connections to be ready
* @param timeout Maximum time to wait in milliseconds
* @returns Promise that resolves when all connections are ready
*/
static async waitForAllConnections(timeout: number = 30000): Promise<void> {
const instance = this.getInstance();
const allConnections = new Map([...instance.connections, ...this.sharedConnections]);
if (allConnections.size === 0) {
instance.logger.debug('No Redis connections to wait for');
return;
}
instance.logger.info(`Waiting for ${allConnections.size} Redis connections to be ready...`);
const connectionPromises = Array.from(allConnections.entries()).map(([name, redis]) =>
instance.waitForConnection(redis, name, timeout)
);
try {
await Promise.all(connectionPromises);
instance.logger.info('All Redis connections are ready');
} catch (error) {
instance.logger.error('Failed to establish all Redis connections:', error);
throw error;
}
}
/**
* Wait for a specific connection to be ready
*/
private async waitForConnection(redis: Redis, name: string, timeout: number): Promise<void> {
return new Promise((resolve, reject) => {
const timeoutId = setTimeout(() => {
reject(new Error(`Redis connection ${name} failed to be ready within ${timeout}ms`));
}, timeout);
const onReady = () => {
clearTimeout(timeoutId);
RedisConnectionManager.readyConnections.add(name);
this.logger.debug(`Redis connection ready: ${name}`);
resolve();
};
const onError = (err: Error) => {
clearTimeout(timeoutId);
this.logger.error(`Redis connection failed for ${name}:`, err);
reject(err);
};
if (redis.status === 'ready') {
onReady();
} else {
redis.once('ready', onReady);
redis.once('error', onError);
}
});
}
/**
* Check if all connections are ready
*/
static areAllConnectionsReady(): boolean {
const instance = this.getInstance();
const allConnections = new Map([...instance.connections, ...this.sharedConnections]);
return (
allConnections.size > 0 &&
Array.from(allConnections.keys()).every(name => this.readyConnections.has(name))
);
}
}
export default RedisConnectionManager;

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import { RedisCache } from './redis-cache';
import type { CacheOptions, CacheProvider } from './types';
// Cache instances registry to prevent multiple instances with same prefix
const cacheInstances = new Map<string, CacheProvider>();
/**
* Create a Redis cache instance with trading-optimized defaults
*/
export function createCache(options: CacheOptions): CacheProvider {
const defaultOptions: CacheOptions = {
keyPrefix: 'cache:',
ttl: 3600, // 1 hour default
enableMetrics: true,
shared: true, // Default to shared connections
...options,
};
// For shared connections, reuse cache instances with the same key prefix
if (defaultOptions.shared) {
const cacheKey = `${defaultOptions.keyPrefix}-${defaultOptions.ttl}`;
if (cacheInstances.has(cacheKey)) {
const cachedInstance = cacheInstances.get(cacheKey);
if (!cachedInstance) {
throw new Error(`Expected cache instance ${cacheKey} to exist`);
}
return cachedInstance;
}
const cache = new RedisCache(defaultOptions);
cacheInstances.set(cacheKey, cache);
return cache;
}
// For non-shared connections, always create new instances
return new RedisCache(defaultOptions);
}
// Export types and classes
export type {
CacheConfig, CacheKey, CacheOptions, CacheProvider, CacheStats, RedisConfig, SerializationOptions
} from './types';
export { RedisConnectionManager } from './connection-manager';
export { CacheKeyGenerator } from './key-generator';
export { RedisCache } from './redis-cache';
// Default export for convenience
export default createCache;

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export class CacheKeyGenerator {
/**
* Generate cache key for market data
*/
static marketData(symbol: string, timeframe: string, date?: Date): string {
const dateStr = date ? date.toISOString().split('T')[0] : 'latest';
return `market:${symbol.toLowerCase()}:${timeframe}:${dateStr}`;
}
/**
* Generate cache key for technical indicators
*/
static indicator(symbol: string, indicator: string, period: number, dataHash: string): string {
return `indicator:${symbol.toLowerCase()}:${indicator}:${period}:${dataHash}`;
}
/**
* Generate cache key for backtest results
*/
static backtest(strategyName: string, params: Record<string, unknown>): string {
const paramHash = this.hashObject(params);
return `backtest:${strategyName}:${paramHash}`;
}
/**
* Generate cache key for strategy results
*/
static strategy(strategyName: string, symbol: string, timeframe: string): string {
return `strategy:${strategyName}:${symbol.toLowerCase()}:${timeframe}`;
}
/**
* Generate cache key for user sessions
*/
static userSession(userId: string): string {
return `session:${userId}`;
}
/**
* Generate cache key for portfolio data
*/
static portfolio(userId: string, portfolioId: string): string {
return `portfolio:${userId}:${portfolioId}`;
}
/**
* Generate cache key for real-time prices
*/
static realtimePrice(symbol: string): string {
return `price:realtime:${symbol.toLowerCase()}`;
}
/**
* Generate cache key for order book data
*/
static orderBook(symbol: string, depth: number = 10): string {
return `orderbook:${symbol.toLowerCase()}:${depth}`;
}
/**
* Create a simple hash from object for cache keys
*/
private static hashObject(obj: Record<string, unknown>): string {
const str = JSON.stringify(obj, Object.keys(obj).sort());
let hash = 0;
for (let i = 0; i < str.length; i++) {
const char = str.charCodeAt(i);
hash = (hash << 5) - hash + char;
hash = hash & hash; // Convert to 32-bit integer
}
return Math.abs(hash).toString(36);
}
}

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import Redis from 'ioredis';
import { getLogger } from '@stock-bot/logger';
import { RedisConnectionManager } from './connection-manager';
import { CacheOptions, CacheProvider, CacheStats } from './types';
/**
* Simplified Redis-based cache provider using connection manager
*/
export class RedisCache implements CacheProvider {
private redis: Redis;
private logger = getLogger('redis-cache');
private defaultTTL: number;
private keyPrefix: string;
private enableMetrics: boolean;
private isConnected = false;
private startTime = Date.now();
private connectionManager: RedisConnectionManager;
private stats: CacheStats = {
hits: 0,
misses: 0,
errors: 0,
hitRate: 0,
total: 0,
uptime: 0,
};
constructor(options: CacheOptions) {
this.defaultTTL = options.ttl ?? 3600; // 1 hour default
this.keyPrefix = options.keyPrefix ?? 'cache:';
this.enableMetrics = options.enableMetrics ?? true;
// Get connection manager instance
this.connectionManager = RedisConnectionManager.getInstance();
// Generate connection name based on cache type
const baseName =
options.name ||
this.keyPrefix
.replace(':', '')
.replace(/[^a-zA-Z0-9]/g, '')
.toUpperCase() ||
'CACHE';
// Get Redis connection (shared by default for cache)
this.redis = this.connectionManager.getConnection({
name: `${baseName}-SERVICE`,
singleton: options.shared ?? true, // Default to shared connection for cache
redisConfig: options.redisConfig,
});
// Only setup event handlers for non-shared connections to avoid memory leaks
if (!(options.shared ?? true)) {
this.setupEventHandlers();
} else {
// For shared connections, just monitor the connection status without adding handlers
this.isConnected = this.redis.status === 'ready';
}
}
private setupEventHandlers(): void {
this.redis.on('connect', () => {
this.logger.info('Redis cache connected');
});
this.redis.on('ready', () => {
this.isConnected = true;
this.logger.info('Redis cache ready');
});
this.redis.on('error', (error: Error) => {
this.isConnected = false;
this.logger.error('Redis cache connection error', { error: error.message });
});
this.redis.on('close', () => {
this.isConnected = false;
this.logger.warn('Redis cache connection closed');
});
this.redis.on('reconnecting', () => {
this.logger.warn('Redis cache reconnecting...');
});
}
private getKey(key: string): string {
return `${this.keyPrefix}${key}`;
}
private updateStats(hit: boolean, error = false): void {
if (!this.enableMetrics) {
return;
}
if (error) {
this.stats.errors++;
} else if (hit) {
this.stats.hits++;
} else {
this.stats.misses++;
}
this.stats.total = this.stats.hits + this.stats.misses;
this.stats.hitRate = this.stats.total > 0 ? this.stats.hits / this.stats.total : 0;
this.stats.uptime = Date.now() - this.startTime;
}
private async safeExecute<T>(
operation: () => Promise<T>,
fallback: T,
operationName: string
): Promise<T> {
try {
if (!this.isReady()) {
this.logger.warn(`Redis not ready for ${operationName}, using fallback`);
this.updateStats(false, true);
return fallback;
}
return await operation();
} catch (error) {
this.logger.error(`Redis ${operationName} failed`, {
error: error instanceof Error ? error.message : String(error),
});
this.updateStats(false, true);
return fallback;
}
}
async get<T>(key: string): Promise<T | null> {
return this.safeExecute(
async () => {
const fullKey = this.getKey(key);
const value = await this.redis.get(fullKey);
if (value === null) {
this.updateStats(false);
this.logger.debug('Cache miss', { key });
return null;
}
this.updateStats(true);
this.logger.debug('Cache hit', { key });
try {
return JSON.parse(value) as T;
} catch {
// If parsing fails, return as string
return value as unknown as T;
}
},
null,
'get'
);
}
async set<T>(
key: string,
value: T,
options?:
| number
| {
ttl?: number;
preserveTTL?: boolean;
onlyIfExists?: boolean;
onlyIfNotExists?: boolean;
getOldValue?: boolean;
}
): Promise<T | null> {
return this.safeExecute(
async () => {
const fullKey = this.getKey(key);
const serialized = typeof value === 'string' ? value : JSON.stringify(value);
// Handle backward compatibility - if options is a number, treat as TTL
const config = typeof options === 'number' ? { ttl: options } : options || {};
let oldValue: T | null = null;
// Get old value if requested
if (config.getOldValue) {
const existingValue = await this.redis.get(fullKey);
if (existingValue !== null) {
try {
oldValue = JSON.parse(existingValue) as T;
} catch {
oldValue = existingValue as unknown as T;
}
}
}
// Handle preserveTTL logic
if (config.preserveTTL) {
const currentTTL = await this.redis.ttl(fullKey);
if (currentTTL === -2) {
// Key doesn't exist
if (config.onlyIfExists) {
this.logger.debug('Set skipped - key does not exist and onlyIfExists is true', {
key,
});
return oldValue;
}
// Set with default or specified TTL
const ttl = config.ttl ?? this.defaultTTL;
await this.redis.setex(fullKey, ttl, serialized);
this.logger.debug('Cache set with new TTL (key did not exist)', { key, ttl });
} else if (currentTTL === -1) {
// Key exists but has no expiry - preserve the no-expiry state
await this.redis.set(fullKey, serialized);
this.logger.debug('Cache set preserving no-expiry', { key });
} else {
// Key exists with TTL - preserve it
await this.redis.setex(fullKey, currentTTL, serialized);
this.logger.debug('Cache set preserving existing TTL', { key, ttl: currentTTL });
}
} else {
// Standard set logic with conditional operations
if (config.onlyIfExists && config.onlyIfNotExists) {
throw new Error('Cannot specify both onlyIfExists and onlyIfNotExists');
}
if (config.onlyIfExists) {
// Only set if key exists (XX flag)
const ttl = config.ttl ?? this.defaultTTL;
const result = await this.redis.set(fullKey, serialized, 'EX', ttl, 'XX');
if (result === null) {
this.logger.debug('Set skipped - key does not exist', { key });
return oldValue;
}
} else if (config.onlyIfNotExists) {
// Only set if key doesn't exist (NX flag)
const ttl = config.ttl ?? this.defaultTTL;
const result = await this.redis.set(fullKey, serialized, 'EX', ttl, 'NX');
if (result === null) {
this.logger.debug('Set skipped - key already exists', { key });
return oldValue;
}
} else {
// Standard set
const ttl = config.ttl ?? this.defaultTTL;
await this.redis.setex(fullKey, ttl, serialized);
}
this.logger.debug('Cache set', { key, ttl: config.ttl ?? this.defaultTTL });
}
return oldValue;
},
null,
'set'
);
}
async del(key: string): Promise<void> {
await this.safeExecute(
async () => {
const fullKey = this.getKey(key);
await this.redis.del(fullKey);
this.logger.debug('Cache delete', { key });
},
undefined,
'del'
);
}
async exists(key: string): Promise<boolean> {
return this.safeExecute(
async () => {
const fullKey = this.getKey(key);
const result = await this.redis.exists(fullKey);
return result === 1;
},
false,
'exists'
);
}
async clear(): Promise<void> {
await this.safeExecute(
async () => {
const pattern = `${this.keyPrefix}*`;
const keys = await this.redis.keys(pattern);
if (keys.length > 0) {
await this.redis.del(...keys);
this.logger.warn('Cache cleared', { keysDeleted: keys.length });
}
},
undefined,
'clear'
);
}
async keys(pattern: string): Promise<string[]> {
return this.safeExecute(
async () => {
const fullPattern = `${this.keyPrefix}${pattern}`;
const keys = await this.redis.keys(fullPattern);
// Remove the prefix from returned keys to match the interface expectation
return keys.map(key => key.replace(this.keyPrefix, ''));
},
[],
'keys'
);
}
async health(): Promise<boolean> {
try {
const pong = await this.redis.ping();
return pong === 'PONG';
} catch (error) {
this.logger.error('Redis health check failed', {
error: error instanceof Error ? error.message : String(error),
});
return false;
}
}
getStats(): CacheStats {
return {
...this.stats,
uptime: Date.now() - this.startTime,
};
}
async waitForReady(timeout = 5000): Promise<void> {
return new Promise((resolve, reject) => {
if (this.redis.status === 'ready') {
resolve();
return;
}
const timeoutId = setTimeout(() => {
reject(new Error(`Redis connection timeout after ${timeout}ms`));
}, timeout);
this.redis.once('ready', () => {
clearTimeout(timeoutId);
resolve();
});
this.redis.once('error', error => {
clearTimeout(timeoutId);
reject(error);
});
});
}
isReady(): boolean {
// Always check the actual Redis connection status
const ready = this.redis.status === 'ready';
// Update local flag if we're not using shared connection
if (this.isConnected !== ready) {
this.isConnected = ready;
}
return ready;
}
// Enhanced convenience methods
async update<T>(key: string, value: T): Promise<T | null> {
return this.set(key, value, { preserveTTL: true, getOldValue: true });
}
async setIfExists<T>(key: string, value: T, ttl?: number): Promise<boolean> {
const result = await this.set(key, value, { ttl, onlyIfExists: true });
return result !== null || (await this.exists(key));
}
async setIfNotExists<T>(key: string, value: T, ttl?: number): Promise<boolean> {
const oldValue = await this.set(key, value, { ttl, onlyIfNotExists: true, getOldValue: true });
return oldValue === null; // Returns true if key didn't exist before
}
async replace<T>(key: string, value: T, ttl?: number): Promise<T | null> {
return this.set(key, value, { ttl, onlyIfExists: true, getOldValue: true });
}
// Atomic update with transformation
async updateField<T>(
key: string,
updater: (current: T | null) => T,
ttl?: number
): Promise<T | null> {
return this.safeExecute(
async () => {
const fullKey = this.getKey(key);
// Use Lua script for atomic read-modify-write
const luaScript = `
local key = KEYS[1]
-- Get current value and TTL
local current_value = redis.call('GET', key)
local current_ttl = redis.call('TTL', key)
-- Return current value for processing
return {current_value, current_ttl}
`;
const [currentValue, currentTTL] = (await this.redis.eval(luaScript, 1, fullKey)) as [
string | null,
number,
];
// Parse current value
let parsed: T | null = null;
if (currentValue !== null) {
try {
parsed = JSON.parse(currentValue) as T;
} catch {
parsed = currentValue as unknown as T;
}
}
// Apply updater function
const newValue = updater(parsed);
// Set the new value with appropriate TTL logic
if (ttl !== undefined) {
// Use specified TTL
await this.set(key, newValue, ttl);
} else if (currentTTL === -2) {
// Key didn't exist, use default TTL
await this.set(key, newValue);
} else {
// Preserve existing TTL
await this.set(key, newValue, { preserveTTL: true });
}
return parsed;
},
null,
'updateField'
);
}
}

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export interface RedisConfig {
host: string;
port: number;
password?: string;
username?: string;
db?: number;
keyPrefix?: string;
maxRetriesPerRequest?: number;
retryDelayOnFailover?: number;
connectTimeout?: number;
commandTimeout?: number;
keepAlive?: number;
tls?: {
cert?: string;
key?: string;
ca?: string;
rejectUnauthorized?: boolean;
};
}
export interface CacheProvider {
get<T>(key: string): Promise<T | null>;
set<T>(
key: string,
value: T,
options?:
| number
| {
ttl?: number;
preserveTTL?: boolean;
onlyIfExists?: boolean;
onlyIfNotExists?: boolean;
getOldValue?: boolean;
}
): Promise<T | null>;
del(key: string): Promise<void>;
exists(key: string): Promise<boolean>;
clear(): Promise<void>;
keys(pattern: string): Promise<string[]>;
getStats(): CacheStats;
health(): Promise<boolean>;
/**
* Wait for the cache to be ready and connected
* @param timeout Maximum time to wait in milliseconds (default: 5000)
* @returns Promise that resolves when cache is ready
*/
waitForReady(timeout?: number): Promise<void>;
/**
* Check if the cache is currently ready
*/
isReady(): boolean;
// Enhanced cache methods
/**
* Update value preserving existing TTL
*/
update?<T>(key: string, value: T): Promise<T | null>;
/**
* Set value only if key exists
*/
setIfExists?<T>(key: string, value: T, ttl?: number): Promise<boolean>;
/**
* Set value only if key doesn't exist
*/
setIfNotExists?<T>(key: string, value: T, ttl?: number): Promise<boolean>;
/**
* Replace existing key's value and TTL
*/
replace?<T>(key: string, value: T, ttl?: number): Promise<T | null>;
/**
* Atomically update field with transformation function
*/
updateField?<T>(key: string, updater: (current: T | null) => T, ttl?: number): Promise<T | null>;
}
export interface CacheOptions {
ttl?: number;
keyPrefix?: string;
enableMetrics?: boolean;
name?: string; // Name for connection identification
shared?: boolean; // Whether to use shared connection
redisConfig: RedisConfig;
}
export interface CacheStats {
hits: number;
misses: number;
errors: number;
hitRate: number;
total: number;
uptime: number;
}
export interface CacheConfig {
type: 'redis';
keyPrefix?: string;
defaultTTL?: number;
enableMetrics?: boolean;
compression?: boolean;
}
export type CacheKey = string | (() => string);
export interface SerializationOptions {
compress?: boolean;
binary?: boolean;
}

12
libs/data/cache/tsconfig.json vendored Normal file
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{
"extends": "../../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src",
"composite": true
},
"include": ["src/**/*"],
"references": [
{ "path": "../../core/logger" }
]
}

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# MongoDB Client Library
A comprehensive MongoDB client library for the Stock Bot trading platform, designed for handling document storage, raw data, and unstructured content.
## Features
- **Connection Management**: Robust connection pooling and failover
- **Schema Validation**: Built-in validation using Zod schemas
- **Type Safety**: Full TypeScript support with typed collections
- **Error Handling**: Comprehensive error handling and retry logic
- **Health Monitoring**: Connection health monitoring and metrics
- **Transactions**: Support for multi-document transactions
- **Aggregation**: Helper methods for complex aggregation pipelines
## Usage
```typescript
import { MongoDBClient } from '@stock-bot/mongodb';
// Initialize client
const mongoClient = new MongoDBClient();
await mongoClient.connect();
// Get a typed collection
const collection = mongoClient.getCollection('sentiment_data');
// Insert document
await collection.insertOne({
symbol: 'AAPL',
sentiment: 'positive',
source: 'reddit',
timestamp: new Date()
});
// Query with aggregation
const results = await collection.aggregate([
{ $match: { symbol: 'AAPL' } },
{ $group: { _id: '$sentiment', count: { $sum: 1 } } }
]);
```
## Collections
The client provides typed access to the following collections:
- **sentiment_data**: Social media sentiment analysis
- **raw_documents**: Unprocessed documents and content
- **news_articles**: Financial news and articles
- **sec_filings**: SEC filing documents
- **earnings_transcripts**: Earnings call transcripts
- **analyst_reports**: Research reports and analysis
## Configuration
Configure using environment variables:
```env
MONGODB_HOST=localhost
MONGODB_PORT=27017
MONGODB_DATABASE=trading_documents
MONGODB_USERNAME=trading_admin
MONGODB_PASSWORD=your_password
```
## Health Monitoring
The client includes built-in health monitoring:
```typescript
const health = await mongoClient.getHealth();
console.log(health.status); // 'healthy' | 'degraded' | 'unhealthy'
```

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{
"name": "@stock-bot/mongodb",
"version": "1.0.0",
"description": "MongoDB client library for Stock Bot platform",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"test": "bun test",
"lint": "eslint src/**/*.ts",
"type-check": "tsc --noEmit",
"clean": "rimraf dist"
},
"dependencies": {
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"@types/mongodb": "^4.0.7",
"mongodb": "^6.17.0"
},
"devDependencies": {
"@types/node": "^20.11.0",
"typescript": "^5.3.0",
"eslint": "^8.56.0",
"@typescript-eslint/eslint-plugin": "^6.19.0",
"@typescript-eslint/parser": "^6.19.0",
"bun-types": "^1.2.15"
},
"keywords": [
"mongodb",
"database",
"client",
"stock-bot"
],
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
],
"paths": {
"*": [
"node_modules/*",
"../../node_modules/*"
]
}
}

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import { getLogger } from '@stock-bot/logger';
import { Collection, Db, MongoClient, OptionalUnlessRequiredId } from 'mongodb';
import type { DocumentBase, MongoDBClientConfig, PoolMetrics, ConnectionEvents, DynamicPoolConfig } from './types';
/**
* MongoDB Client for Stock Bot Data Service
*
* MongoDB client focused on batch upsert operations
* with minimal configuration and no health monitoring complexity.
*/
export class MongoDBClient {
private client: MongoClient | null = null;
private db: Db | null = null;
private readonly config: MongoDBClientConfig;
private defaultDatabase: string;
private readonly logger = getLogger('mongodb-client');
private isConnected = false;
private readonly metrics: PoolMetrics;
private readonly events?: ConnectionEvents;
private dynamicPoolConfig?: DynamicPoolConfig;
private poolMonitorInterval?: Timer;
constructor(config: MongoDBClientConfig, events?: ConnectionEvents) {
this.config = config;
this.defaultDatabase = config.database || 'stock';
this.events = events;
this.metrics = {
totalConnections: 0,
activeConnections: 0,
idleConnections: 0,
waitingRequests: 0,
errors: 0,
created: new Date(),
};
}
/**
* Connect to MongoDB with simple configuration
*/
async connect(): Promise<void> {
if (this.isConnected && this.client) {
return;
}
try {
const uri = this.buildConnectionUri();
this.logger.info('Connecting to MongoDB...');
this.client = new MongoClient(uri, {
maxPoolSize: this.config.poolSettings?.maxPoolSize || 10,
minPoolSize: this.config.poolSettings?.minPoolSize || 1,
connectTimeoutMS: this.config.timeouts?.connectTimeout || 10000,
socketTimeoutMS: this.config.timeouts?.socketTimeout || 30000,
serverSelectionTimeoutMS: this.config.timeouts?.serverSelectionTimeout || 5000,
});
await this.client.connect();
await this.client.db(this.defaultDatabase).admin().ping();
// Set default database from config
this.db = this.client.db(this.defaultDatabase);
this.isConnected = true;
// Update metrics
this.metrics.totalConnections = this.config.poolSettings?.maxPoolSize || 10;
this.metrics.idleConnections = this.metrics.totalConnections;
// Fire connection event
if (this.events?.onConnect) {
await Promise.resolve(this.events.onConnect());
}
// Fire pool created event
if (this.events?.onPoolCreated) {
await Promise.resolve(this.events.onPoolCreated());
}
this.logger.info('Successfully connected to MongoDB', {
database: this.defaultDatabase,
poolSize: this.metrics.totalConnections,
});
// Start pool monitoring if dynamic sizing is enabled
if (this.dynamicPoolConfig?.enabled) {
this.startPoolMonitoring();
}
} catch (error) {
this.metrics.errors++;
this.metrics.lastError = error instanceof Error ? error.message : 'Unknown error';
// Fire error event
if (this.events?.onError) {
await Promise.resolve(this.events.onError(error as Error));
}
this.logger.error('MongoDB connection failed:', error);
if (this.client) {
await this.client.close();
this.client = null;
}
throw error;
}
}
/**
* Disconnect from MongoDB
*/
async disconnect(): Promise<void> {
if (!this.client) {
return;
}
try {
// Stop pool monitoring
if (this.poolMonitorInterval) {
clearInterval(this.poolMonitorInterval);
this.poolMonitorInterval = undefined;
}
await this.client.close();
this.isConnected = false;
this.client = null;
this.db = null;
// Fire disconnect event
if (this.events?.onDisconnect) {
await Promise.resolve(this.events.onDisconnect());
}
this.logger.info('Disconnected from MongoDB');
} catch (error) {
this.logger.error('Error disconnecting from MongoDB:', error);
throw error;
}
}
/**
* Set the default database for operations
*/
setDefaultDatabase(databaseName: string): void {
this.defaultDatabase = databaseName;
if (this.client) {
this.db = this.client.db(databaseName);
this.logger.debug(`Default database changed to: ${databaseName}`);
}
}
/**
* Get the current default database name
*/
getDefaultDatabase(): string {
return this.defaultDatabase;
}
/**
* Get a database instance by name
*/
getDatabase(databaseName?: string): Db {
if (!this.client) {
throw new Error('MongoDB client not connected');
}
const dbName = databaseName || this.defaultDatabase;
return this.client.db(dbName);
}
/**
* Batch upsert documents for high-performance operations
* Supports single or multiple unique keys for matching
*/
async batchUpsert<T extends DocumentBase>(
collectionName: string,
documents: Array<
Omit<T, '_id' | 'created_at' | 'updated_at'> & Partial<Pick<T, 'created_at' | 'updated_at'>>
>,
uniqueKeys: string | string[],
options: {
chunkSize?: number;
database?: string; // Optional database override
} = {}
): Promise<{ insertedCount: number; updatedCount: number; errors: unknown[] }> {
if (!this.client) {
throw new Error('MongoDB client not connected');
}
if (documents.length === 0) {
return { insertedCount: 0, updatedCount: 0, errors: [] };
}
// Normalize uniqueKeys to array
const keyFields = Array.isArray(uniqueKeys) ? uniqueKeys : [uniqueKeys];
if (keyFields.length === 0) {
throw new Error('At least one unique key must be provided');
}
const { chunkSize = 10000, database } = options;
const db = this.getDatabase(database);
const collection = db.collection<T>(collectionName);
const operationId = Math.random().toString(36).substring(7);
const dbName = database || this.defaultDatabase;
let totalInserted = 0;
let totalUpdated = 0;
const errors: unknown[] = [];
this.logger.info(`Starting batch upsert operation [${collectionName}-${documents.length}][${operationId}]`, {
database: dbName,
collection: collectionName,
totalDocuments: documents.length,
uniqueKeys: keyFields,
chunkSize,
});
// Process documents in chunks to avoid memory issues
for (let i = 0; i < documents.length; i += chunkSize) {
const chunk = documents.slice(i, i + chunkSize);
try {
const startTime = Date.now();
// Prepare bulk operations
const bulkOps = chunk.map(doc => {
const now = new Date();
const docWithTimestamps = {
...doc,
created_at: doc.created_at || now,
updated_at: now,
};
// Create filter using multiple unique keys
const filter: Record<string, unknown> = {};
keyFields.forEach(key => {
const value = (doc as Record<string, unknown>)[key];
if (value === undefined || value === null) {
throw new Error(`Document missing required unique key: ${key}`);
}
filter[key] = value;
});
// Remove created_at from $set to avoid conflict with $setOnInsert
const { created_at, ...updateFields } = docWithTimestamps;
return {
updateOne: {
filter,
update: {
$set: updateFields,
$setOnInsert: { created_at },
},
upsert: true,
},
};
});
// Execute bulk operation with type assertion to handle complex MongoDB types
const result = await collection.bulkWrite(bulkOps as never, { ordered: false });
const executionTime = Date.now() - startTime;
const inserted = result.upsertedCount;
const updated = result.modifiedCount;
totalInserted += inserted;
totalUpdated += updated;
this.logger.debug(`Batch upsert chunk processed [${operationId}]`, {
chunkNumber: Math.floor(i / chunkSize) + 1,
chunkSize: chunk.length,
inserted,
updated,
executionTime,
database: dbName,
collection: collectionName,
});
} catch (error) {
this.logger.error(`Batch upsert failed on chunk [${operationId}]`, {
error,
database: dbName,
collection: collectionName,
chunkNumber: Math.floor(i / chunkSize) + 1,
chunkStart: i,
chunkSize: chunk.length,
uniqueKeys: keyFields,
});
errors.push(error);
}
}
this.logger.info(`Batch upsert completed [${operationId}]`, {
database: dbName,
collection: collectionName,
totalRecords: documents.length,
inserted: totalInserted,
updated: totalUpdated,
errors: errors.length,
uniqueKeys: keyFields,
});
return { insertedCount: totalInserted, updatedCount: totalUpdated, errors };
}
/**
* Get a typed collection
*/
getCollection<T extends DocumentBase>(name: string, database?: string): Collection<T> {
const db = this.getDatabase(database);
return db.collection<T>(name);
}
/**
* Simple insert operation
*/
async insertOne<T extends DocumentBase>(
collectionName: string,
document: Omit<T, '_id' | 'created_at' | 'updated_at'> &
Partial<Pick<T, 'created_at' | 'updated_at'>>,
database?: string
): Promise<T> {
const collection = this.getCollection<T>(collectionName, database);
const now = new Date();
const docWithTimestamps = {
...document,
created_at: document.created_at || now,
updated_at: now,
} as T;
const result = await collection.insertOne(docWithTimestamps as OptionalUnlessRequiredId<T>);
return { ...docWithTimestamps, _id: result.insertedId } as T;
}
/**
* Check if client is connected
*/
get connected(): boolean {
return this.isConnected && !!this.client;
}
/**
* Get the default database instance
*/
get database(): Db | null {
return this.db;
}
/**
* Convenience methods for common databases
*/
// Stock database operations
async batchUpsertStock<T extends DocumentBase>(
collectionName: string,
documents: Array<
Omit<T, '_id' | 'created_at' | 'updated_at'> & Partial<Pick<T, 'created_at' | 'updated_at'>>
>,
uniqueKeys: string | string[],
options: { chunkSize?: number } = {}
) {
return this.batchUpsert(collectionName, documents, uniqueKeys, {
...options,
database: 'stock',
});
}
// Trading documents database operations
async batchUpsertTrading<T extends DocumentBase>(
collectionName: string,
documents: Array<
Omit<T, '_id' | 'created_at' | 'updated_at'> & Partial<Pick<T, 'created_at' | 'updated_at'>>
>,
uniqueKeys: string | string[],
options: { chunkSize?: number } = {}
) {
return this.batchUpsert(collectionName, documents, uniqueKeys, {
...options,
database: 'trading_documents',
});
}
// Analytics database operations
async batchUpsertAnalytics<T extends DocumentBase>(
collectionName: string,
documents: Array<
Omit<T, '_id' | 'created_at' | 'updated_at'> & Partial<Pick<T, 'created_at' | 'updated_at'>>
>,
uniqueKeys: string | string[],
options: { chunkSize?: number } = {}
) {
return this.batchUpsert(collectionName, documents, uniqueKeys, {
...options,
database: 'analytics',
});
}
private buildConnectionUri(): string {
if (this.config.uri) {
return this.config.uri;
}
const { host, port, username, password, database, authSource } = this.config;
// Build URI components
const auth = username && password ? `${username}:${password}@` : '';
const authParam = authSource && username ? `?authSource=${authSource}` : '';
return `mongodb://${auth}${host}:${port}/${database}${authParam}`;
}
/**
* Get current pool metrics
*/
getPoolMetrics(): PoolMetrics {
// Update last used timestamp
this.metrics.lastUsed = new Date();
// Note: MongoDB driver doesn't expose detailed pool metrics
// These are estimates based on configuration
return { ...this.metrics };
}
/**
* Set dynamic pool configuration
*/
setDynamicPoolConfig(config: DynamicPoolConfig): void {
this.dynamicPoolConfig = config;
if (config.enabled && this.isConnected && !this.poolMonitorInterval) {
this.startPoolMonitoring();
} else if (!config.enabled && this.poolMonitorInterval) {
clearInterval(this.poolMonitorInterval);
this.poolMonitorInterval = undefined;
}
}
/**
* Start monitoring pool and adjust size dynamically
*/
private startPoolMonitoring(): void {
if (!this.dynamicPoolConfig || this.poolMonitorInterval) {
return;
}
this.poolMonitorInterval = setInterval(() => {
this.evaluatePoolSize();
}, this.dynamicPoolConfig.evaluationInterval);
}
/**
* Evaluate and adjust pool size based on usage
*/
private async evaluatePoolSize(): Promise<void> {
if (!this.dynamicPoolConfig || !this.client) {
return;
}
const { minSize, maxSize, scaleUpThreshold, scaleDownThreshold } = this.dynamicPoolConfig;
const currentSize = this.metrics.totalConnections;
const utilization = ((this.metrics.activeConnections / currentSize) * 100);
this.logger.debug('Pool utilization', {
utilization: `${utilization.toFixed(1)}%`,
active: this.metrics.activeConnections,
total: currentSize,
});
// Scale up if utilization is high
if (utilization > scaleUpThreshold && currentSize < maxSize) {
const newSize = Math.min(currentSize + this.dynamicPoolConfig.scaleUpIncrement, maxSize);
await this.resizePool(newSize);
this.logger.info('Scaling up connection pool', { from: currentSize, to: newSize, utilization });
}
// Scale down if utilization is low
else if (utilization < scaleDownThreshold && currentSize > minSize) {
const newSize = Math.max(currentSize - this.dynamicPoolConfig.scaleDownIncrement, minSize);
await this.resizePool(newSize);
this.logger.info('Scaling down connection pool', { from: currentSize, to: newSize, utilization });
}
}
/**
* Resize the connection pool
* Note: MongoDB driver doesn't support dynamic resizing, this would require reconnection
*/
private async resizePool(newSize: number): Promise<void> {
// MongoDB doesn't support dynamic pool resizing
// This is a placeholder for future implementation
this.logger.warn('Dynamic pool resizing not yet implemented for MongoDB', { requestedSize: newSize });
// Update metrics to reflect desired state
this.metrics.totalConnections = newSize;
}
/**
* Enable pool warmup on connect
*/
async warmupPool(): Promise<void> {
if (!this.client || !this.isConnected) {
throw new Error('Client not connected');
}
const minSize = this.config.poolSettings?.minPoolSize || 1;
const promises: Promise<void>[] = [];
// Create minimum connections by running parallel pings
for (let i = 0; i < minSize; i++) {
promises.push(
this.client.db(this.defaultDatabase).admin().ping()
.then(() => {
this.logger.debug(`Warmed up connection ${i + 1}/${minSize}`);
})
.catch(error => {
this.logger.warn(`Failed to warm up connection ${i + 1}`, { error });
})
);
}
await Promise.allSettled(promises);
this.logger.info('Connection pool warmup complete', { connections: minSize });
}
}

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import { MongoDBClient } from './client';
import type { MongoDBClientConfig, ConnectionEvents } from './types';
/**
* Factory function to create a MongoDB client instance
*/
export function createMongoDBClient(config: MongoDBClientConfig, events?: ConnectionEvents): MongoDBClient {
return new MongoDBClient(config, events);
}
/**
* Create and connect a MongoDB client
*/
export async function createAndConnectMongoDBClient(
config: MongoDBClientConfig,
events?: ConnectionEvents
): Promise<MongoDBClient> {
const client = createMongoDBClient(config, events);
await client.connect();
return client;
}

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/**
* MongoDB Client Library for Stock Bot Data Service
*
* Provides a MongoDB client focused on batch upsert operations
* for high-performance data ingestion.
*/
export { MongoDBClient } from './client';
// Types
export type {
AnalystReport,
DocumentBase,
EarningsTranscript,
ExchangeSourceMapping,
MasterExchange,
MongoDBClientConfig,
MongoDBConnectionOptions,
NewsArticle,
RawDocument,
SecFiling,
SentimentData,
PoolMetrics,
ConnectionEvents,
DynamicPoolConfig,
} from './types';
// Factory functions
export {
createMongoDBClient,
createAndConnectMongoDBClient,
} from './factory';
// Singleton pattern removed - use factory functions instead

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import type { ObjectId } from 'mongodb';
/**
* MongoDB Client Configuration
*/
export interface MongoDBClientConfig {
host: string;
port: number;
database: string;
username?: string;
password?: string;
authSource?: string;
uri?: string;
poolSettings?: {
maxPoolSize: number;
minPoolSize: number;
maxIdleTime: number;
};
timeouts?: {
connectTimeout: number;
socketTimeout: number;
serverSelectionTimeout: number;
};
tls?: {
enabled: boolean;
insecure: boolean;
caFile?: string;
};
options?: {
retryWrites: boolean;
journal: boolean;
readPreference: 'primary' | 'primaryPreferred' | 'secondary' | 'secondaryPreferred' | 'nearest';
writeConcern: string;
};
}
/**
* MongoDB Connection Options
*/
export interface MongoDBConnectionOptions {
retryAttempts?: number;
retryDelay?: number;
healthCheckInterval?: number;
}
export interface PoolMetrics {
totalConnections: number;
activeConnections: number;
idleConnections: number;
waitingRequests: number;
errors: number;
lastError?: string;
avgResponseTime?: number;
created: Date;
lastUsed?: Date;
}
export interface ConnectionEvents {
onConnect?: () => void | Promise<void>;
onDisconnect?: () => void | Promise<void>;
onError?: (error: Error) => void | Promise<void>;
onPoolCreated?: () => void | Promise<void>;
}
export interface DynamicPoolConfig {
enabled: boolean;
minSize: number;
maxSize: number;
scaleUpThreshold: number; // % of pool in use (0-100)
scaleDownThreshold: number; // % of pool idle (0-100)
scaleUpIncrement: number; // connections to add
scaleDownIncrement: number; // connections to remove
evaluationInterval: number; // ms between checks
}
/**
* Health Status Types
*/
export type MongoDBHealthStatus = 'healthy' | 'degraded' | 'unhealthy';
export interface MongoDBHealthCheck {
status: MongoDBHealthStatus;
timestamp: Date;
latency: number;
connections: {
active: number;
available: number;
total: number;
};
errors?: string[];
}
export interface MongoDBMetrics {
operationsPerSecond: number;
averageLatency: number;
errorRate: number;
connectionPoolUtilization: number;
documentsProcessed: number;
}
/**
* Base Document Interface
*/
export interface DocumentBase {
_id?: ObjectId;
created_at: Date;
updated_at: Date;
source: string;
metadata?: Record<string, unknown>;
}
/**
* Sentiment Data Document
*/
export interface SentimentData extends DocumentBase {
symbol: string;
sentiment_score: number;
sentiment_label: 'positive' | 'negative' | 'neutral';
confidence: number;
text: string;
source_type: 'reddit' | 'twitter' | 'news' | 'forums';
source_id: string;
timestamp: Date;
processed_at: Date;
language: string;
keywords: string[];
entities: Array<{
name: string;
type: string;
confidence: number;
}>;
}
/**
* Raw Document
*/
export interface RawDocument extends DocumentBase {
document_type: 'html' | 'pdf' | 'text' | 'json' | 'xml';
content: string;
content_hash: string;
url?: string;
title?: string;
author?: string;
published_date?: Date;
extracted_text?: string;
processing_status: 'pending' | 'processed' | 'failed';
size_bytes: number;
language?: string;
}
/**
* News Article
*/
export interface NewsArticle extends DocumentBase {
headline: string;
content: string;
summary?: string;
author: string;
publication: string;
published_date: Date;
url: string;
symbols: string[];
categories: string[];
sentiment_score?: number;
relevance_score?: number;
image_url?: string;
tags: string[];
}
/**
* SEC Filing
*/
export interface SecFiling extends DocumentBase {
cik: string;
accession_number: string;
filing_type: string;
company_name: string;
symbols: string[];
filing_date: Date;
period_end_date: Date;
url: string;
content: string;
extracted_data?: Record<string, unknown>;
financial_statements?: Array<{
statement_type: string;
data: Record<string, number>;
}>;
processing_status: 'pending' | 'processed' | 'failed';
}
/**
* Earnings Transcript
*/
export interface EarningsTranscript extends DocumentBase {
symbol: string;
company_name: string;
quarter: string;
year: number;
call_date: Date;
transcript: string;
participants: Array<{
name: string;
title: string;
type: 'executive' | 'analyst';
}>;
key_topics: string[];
sentiment_analysis?: {
overall_sentiment: number;
topic_sentiments: Record<string, number>;
};
financial_highlights?: Record<string, number>;
}
/**
* Analyst Report
*/
export interface AnalystReport extends DocumentBase {
symbol: string;
analyst_firm: string;
analyst_name: string;
report_title: string;
report_date: Date;
rating: 'buy' | 'hold' | 'sell' | 'strong_buy' | 'strong_sell';
price_target?: number;
previous_rating?: string;
content: string;
summary: string;
key_points: string[];
financial_projections?: Record<string, number>;
}
/**
* Exchange-related types
*/
export interface ExchangeSourceMapping {
id: string;
name: string;
code?: string;
aliases?: string[];
lastUpdated: Date;
}
export interface MasterExchange extends DocumentBase {
masterExchangeId: string;
shortName?: string;
officialName: string;
country: string;
currency: string;
timezone: string;
active?: boolean;
tradingHours?: {
open: string;
close: string;
timezone: string;
};
sourceMappings: Record<string, ExchangeSourceMapping>;
confidence: number;
verified: boolean;
}

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{
"extends": "../../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src",
"composite": true
},
"include": ["src/**/*"],
"references": [
{ "path": "../../core/logger" },
{ "path": "../../core/types" }
]
}

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# PostgreSQL Client Library
A comprehensive PostgreSQL client library for the Stock Bot trading platform, designed for operational data, transactions, and relational queries.
## Features
- **Connection Pooling**: Robust connection pool management
- **Type Safety**: Full TypeScript support with typed queries
- **Transaction Support**: Multi-statement transactions with rollback
- **Schema Management**: Database schema validation and migrations
- **Query Builder**: Fluent query building interface
- **Health Monitoring**: Connection health monitoring and metrics
- **Performance Tracking**: Query performance monitoring and optimization
## Usage
```typescript
import { PostgreSQLClient } from '@stock-bot/postgres';
// Initialize client
const pgClient = new PostgreSQLClient();
await pgClient.connect();
// Execute a query
const users = await pgClient.query('SELECT * FROM users WHERE active = $1', [true]);
// Use query builder
const trades = await pgClient
.select('*')
.from('trades')
.where('symbol', '=', 'AAPL')
.orderBy('created_at', 'DESC')
.limit(10)
.execute();
// Execute in transaction
await pgClient.transaction(async (tx) => {
await tx.query('INSERT INTO trades (...) VALUES (...)', []);
await tx.query('UPDATE portfolio SET balance = balance - $1', [amount]);
});
```
## Database Schemas
The client provides typed access to the following schemas:
- **trading**: Core trading operations (trades, orders, positions)
- **strategy**: Strategy definitions and performance
- **risk**: Risk management and compliance
- **audit**: Audit trails and logging
## Configuration
Configure using environment variables:
```env
POSTGRES_HOST=localhost
POSTGRES_PORT=5432
POSTGRES_DATABASE=stockbot
POSTGRES_USERNAME=stockbot
POSTGRES_PASSWORD=your_password
```
## Query Builder
The fluent query builder supports:
- SELECT, INSERT, UPDATE, DELETE operations
- Complex WHERE conditions with AND/OR logic
- JOINs (INNER, LEFT, RIGHT, FULL)
- Aggregations (COUNT, SUM, AVG, etc.)
- Subqueries and CTEs
- Window functions
## Health Monitoring
The client includes built-in health monitoring:
```typescript
const health = await pgClient.getHealth();
console.log(health.status); // 'healthy' | 'degraded' | 'unhealthy'
```

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{
"name": "@stock-bot/postgres",
"version": "1.0.0",
"description": "PostgreSQL client library for Stock Bot platform",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"test": "bun test",
"lint": "eslint src/**/*.ts",
"type-check": "tsc --noEmit",
"clean": "rimraf dist"
},
"dependencies": {
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"pg": "^8.11.3"
},
"devDependencies": {
"@types/node": "^20.11.0",
"@types/pg": "^8.10.7",
"typescript": "^5.3.0",
"eslint": "^8.56.0",
"@typescript-eslint/eslint-plugin": "^6.19.0",
"@typescript-eslint/parser": "^6.19.0",
"bun-types": "^1.2.15"
},
"keywords": [
"postgresql",
"database",
"client",
"stock-bot"
],
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
]
}

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import { Pool, QueryResultRow } from 'pg';
import { getLogger } from '@stock-bot/logger';
import { PostgreSQLHealthMonitor } from './health';
import { PostgreSQLQueryBuilder } from './query-builder';
import { PostgreSQLTransactionManager } from './transactions';
import type {
PostgreSQLClientConfig,
PostgreSQLConnectionOptions,
QueryResult,
TransactionCallback,
PoolMetrics,
ConnectionEvents,
DynamicPoolConfig,
} from './types';
/**
* PostgreSQL Client for Stock Bot
*
* Provides type-safe access to PostgreSQL with connection pooling,
* health monitoring, and transaction support.
*/
export class PostgreSQLClient {
private pool: Pool | null = null;
private readonly config: PostgreSQLClientConfig;
private readonly options: PostgreSQLConnectionOptions;
private readonly logger: ReturnType<typeof getLogger>;
private readonly healthMonitor: PostgreSQLHealthMonitor;
private readonly transactionManager: PostgreSQLTransactionManager;
private isConnected = false;
private readonly metrics: PoolMetrics;
private readonly events?: ConnectionEvents;
private dynamicPoolConfig?: DynamicPoolConfig;
private poolMonitorInterval?: NodeJS.Timeout;
constructor(config: PostgreSQLClientConfig, options?: PostgreSQLConnectionOptions, events?: ConnectionEvents) {
this.config = config;
this.options = {
retryAttempts: 3,
retryDelay: 1000,
healthCheckInterval: 30000,
...options,
};
this.events = events;
this.logger = getLogger('postgres-client');
this.healthMonitor = new PostgreSQLHealthMonitor(this);
this.transactionManager = new PostgreSQLTransactionManager(this);
this.metrics = {
totalConnections: 0,
activeConnections: 0,
idleConnections: 0,
waitingRequests: 0,
errors: 0,
created: new Date(),
};
}
/**
* Connect to PostgreSQL
*/
async connect(): Promise<void> {
if (this.isConnected && this.pool) {
return;
}
let lastError: Error | null = null;
for (let attempt = 1; attempt <= (this.options.retryAttempts ?? 3); attempt++) {
try {
this.logger.info(
`Connecting to PostgreSQL (attempt ${attempt}/${this.options.retryAttempts})...`
);
this.pool = new Pool(this.buildPoolConfig());
// Test the connection
const client = await this.pool.connect();
await client.query('SELECT 1');
client.release();
this.isConnected = true;
// Update metrics
const poolConfig = this.config.poolSettings;
this.metrics.totalConnections = poolConfig?.max || 10;
this.metrics.idleConnections = poolConfig?.min || 2;
// Fire connection event
if (this.events?.onConnect) {
await Promise.resolve(this.events.onConnect());
}
// Fire pool created event
if (this.events?.onPoolCreated) {
await Promise.resolve(this.events.onPoolCreated());
}
this.logger.info('Successfully connected to PostgreSQL', {
poolSize: this.metrics.totalConnections,
});
// Start health monitoring
this.healthMonitor.start();
// Setup error handlers
this.setupErrorHandlers();
// Setup pool event listeners for metrics
this.setupPoolMetrics();
// Start dynamic pool monitoring if enabled
if (this.dynamicPoolConfig?.enabled) {
this.startPoolMonitoring();
}
return;
} catch (error) {
lastError = error as Error;
this.metrics.errors++;
this.metrics.lastError = lastError.message;
// Fire error event
if (this.events?.onError) {
await Promise.resolve(this.events.onError(lastError));
}
this.logger.error(`PostgreSQL connection attempt ${attempt} failed:`, error);
if (this.pool) {
await this.pool.end();
this.pool = null;
}
if (attempt < (this.options.retryAttempts ?? 3)) {
await this.delay((this.options.retryDelay ?? 1000) * attempt);
}
}
}
throw new Error(
`Failed to connect to PostgreSQL after ${this.options.retryAttempts} attempts: ${lastError?.message}`
);
}
/**
* Disconnect from PostgreSQL
*/
async disconnect(): Promise<void> {
if (!this.pool) {
return;
}
try {
// Stop pool monitoring
if (this.poolMonitorInterval) {
clearInterval(this.poolMonitorInterval);
this.poolMonitorInterval = undefined;
}
this.healthMonitor.stop();
await this.pool.end();
this.isConnected = false;
this.pool = null;
// Fire disconnect event
if (this.events?.onDisconnect) {
await Promise.resolve(this.events.onDisconnect());
}
this.logger.info('Disconnected from PostgreSQL');
} catch (error) {
this.logger.error('Error disconnecting from PostgreSQL:', error);
throw error;
}
}
/**
* Execute a query
*/
async query<T extends QueryResultRow = any>(
text: string,
params?: any[]
): Promise<QueryResult<T>> {
if (!this.pool) {
throw new Error('PostgreSQL client not connected');
}
const startTime = Date.now();
try {
const result = await this.pool.query<T>(text, params);
const executionTime = Date.now() - startTime;
this.logger.debug(`Query executed in ${executionTime}ms`, {
query: text.substring(0, 100),
params: params?.length,
});
return {
...result,
executionTime,
} as QueryResult<T>;
} catch (error) {
const executionTime = Date.now() - startTime;
this.logger.error(`Query failed after ${executionTime}ms:`, {
error,
query: text,
params,
});
throw error;
}
}
/**
* Execute multiple queries in a transaction
*/
async transaction<T>(callback: TransactionCallback<T>): Promise<T> {
return await this.transactionManager.execute(callback);
}
/**
* Get a query builder instance
*/
queryBuilder(): PostgreSQLQueryBuilder {
return new PostgreSQLQueryBuilder(this);
}
/**
* Create a new query builder with SELECT
*/
select(columns: string | string[] = '*'): PostgreSQLQueryBuilder {
return this.queryBuilder().select(columns);
}
/**
* Create a new query builder with INSERT
*/
insert(table: string): PostgreSQLQueryBuilder {
return this.queryBuilder().insert(table);
}
/**
* Create a new query builder with UPDATE
*/
update(table: string): PostgreSQLQueryBuilder {
return this.queryBuilder().update(table);
}
/**
* Create a new query builder with DELETE
*/
delete(table: string): PostgreSQLQueryBuilder {
return this.queryBuilder().delete(table);
}
/**
* Execute a stored procedure or function
*/
async callFunction<T extends QueryResultRow = any>(
functionName: string,
params?: any[]
): Promise<QueryResult<T>> {
const placeholders = params ? params.map((_, i) => `$${i + 1}`).join(', ') : '';
const query = `SELECT * FROM ${functionName}(${placeholders})`;
return await this.query<T>(query, params);
}
/**
* Batch upsert operation for high-performance inserts/updates
*/
async batchUpsert(
tableName: string,
data: Record<string, unknown>[],
conflictColumn: string,
options: {
chunkSize?: number;
excludeColumns?: string[];
} = {}
): Promise<{ insertedCount: number; updatedCount: number }> {
if (!this.pool) {
throw new Error('PostgreSQL client not connected');
}
if (data.length === 0) {
return { insertedCount: 0, updatedCount: 0 };
}
const { chunkSize = 1000, excludeColumns = [] } = options;
const columns = Object.keys(data[0] ?? {}).filter(col => !excludeColumns.includes(col));
const updateColumns = columns.filter(col => col !== conflictColumn);
let totalInserted = 0;
let totalUpdated = 0;
// Process in chunks to avoid memory issues and parameter limits
for (let i = 0; i < data.length; i += chunkSize) {
const chunk = data.slice(i, i + chunkSize);
// Build placeholders for this chunk
const placeholders = chunk.map((_, rowIndex) => {
const rowPlaceholders = columns.map((_, colIndex) => {
return `$${rowIndex * columns.length + colIndex + 1}`;
});
return `(${rowPlaceholders.join(', ')})`;
});
// Flatten the chunk data
const values = chunk.flatMap(row => columns.map(col => row[col as keyof typeof row]));
// Build the upsert query
const updateClauses = updateColumns.map(col => `${col} = EXCLUDED.${col}`);
const query = `
INSERT INTO ${tableName} (${columns.join(', ')})
VALUES ${placeholders.join(', ')}
ON CONFLICT (${conflictColumn})
DO UPDATE SET
${updateClauses.join(', ')},
updated_at = NOW()
RETURNING (xmax = 0) AS is_insert
`;
try {
const startTime = Date.now();
const result = await this.pool.query(query, values);
const executionTime = Date.now() - startTime;
// Count inserts vs updates
const inserted = result.rows.filter((row: { is_insert: boolean }) => row.is_insert).length;
const updated = result.rows.length - inserted;
totalInserted += inserted;
totalUpdated += updated;
this.logger.debug(`Batch upsert chunk processed in ${executionTime}ms`, {
chunkSize: chunk.length,
inserted,
updated,
table: tableName,
});
} catch (error) {
this.logger.error(`Batch upsert failed on chunk ${Math.floor(i / chunkSize) + 1}:`, {
error,
table: tableName,
chunkStart: i,
chunkSize: chunk.length,
});
throw error;
}
}
this.logger.info('Batch upsert completed', {
table: tableName,
totalRecords: data.length,
inserted: totalInserted,
updated: totalUpdated,
});
return { insertedCount: totalInserted, updatedCount: totalUpdated };
}
/**
* Check if a table exists
*/
async tableExists(tableName: string, schemaName: string = 'public'): Promise<boolean> {
const result = await this.query(
`SELECT EXISTS (
SELECT FROM information_schema.tables
WHERE table_schema = $1 AND table_name = $2
)`,
[schemaName, tableName]
);
return result.rows[0].exists;
}
/**
* Get table schema information
*/
async getTableSchema(tableName: string, schemaName: string = 'public'): Promise<any[]> {
const result = await this.query(
`SELECT
column_name,
data_type,
is_nullable,
column_default,
character_maximum_length
FROM information_schema.columns
WHERE table_schema = $1 AND table_name = $2
ORDER BY ordinal_position`,
[schemaName, tableName]
);
return result.rows;
}
/**
* Execute EXPLAIN for query analysis
*/
async explain(query: string, params?: any[]): Promise<any[]> {
const explainQuery = `EXPLAIN (ANALYZE, BUFFERS, FORMAT JSON) ${query}`;
const result = await this.query(explainQuery, params);
return result.rows[0]['QUERY PLAN'];
}
/**
* Get database statistics
*/
async getStats(): Promise<any> {
const result = await this.query(`
SELECT
(SELECT count(*) FROM pg_stat_activity WHERE state = 'active') as active_connections,
(SELECT count(*) FROM pg_stat_activity WHERE state = 'idle') as idle_connections,
(SELECT setting FROM pg_settings WHERE name = 'max_connections') as max_connections,
pg_size_pretty(pg_database_size(current_database())) as database_size
`);
return result.rows[0];
}
/**
* Check if client is connected
*/
get connected(): boolean {
return this.isConnected && !!this.pool;
}
/**
* Get the underlying connection pool
*/
get connectionPool(): Pool | null {
return this.pool;
}
private buildPoolConfig(): any {
return {
host: this.config.host,
port: this.config.port,
database: this.config.database,
user: this.config.username,
password: this.config.password,
min: this.config.poolSettings?.min,
max: this.config.poolSettings?.max,
idleTimeoutMillis: this.config.poolSettings?.idleTimeoutMillis,
connectionTimeoutMillis: this.config.timeouts?.connection,
query_timeout: this.config.timeouts?.query,
statement_timeout: this.config.timeouts?.statement,
lock_timeout: this.config.timeouts?.lock,
idle_in_transaction_session_timeout: this.config.timeouts?.idleInTransaction,
ssl: this.config.ssl?.enabled
? {
rejectUnauthorized: this.config.ssl.rejectUnauthorized,
}
: false,
};
}
private setupErrorHandlers(): void {
if (!this.pool) {
return;
}
this.pool.on('error', error => {
this.logger.error('PostgreSQL pool error:', error);
});
this.pool.on('connect', () => {
this.logger.debug('New PostgreSQL client connected');
});
this.pool.on('remove', () => {
this.logger.debug('PostgreSQL client removed from pool');
});
}
private delay(ms: number): Promise<void> {
return new Promise(resolve => setTimeout(resolve, ms));
}
/**
* Get current pool metrics
*/
getPoolMetrics(): PoolMetrics {
// Update last used timestamp
this.metrics.lastUsed = new Date();
// Update metrics from pool if available
if (this.pool) {
this.metrics.totalConnections = this.pool.totalCount;
this.metrics.idleConnections = this.pool.idleCount;
this.metrics.waitingRequests = this.pool.waitingCount;
this.metrics.activeConnections = this.metrics.totalConnections - this.metrics.idleConnections;
}
return { ...this.metrics };
}
/**
* Set dynamic pool configuration
*/
setDynamicPoolConfig(config: DynamicPoolConfig): void {
this.dynamicPoolConfig = config;
if (config.enabled && this.isConnected && !this.poolMonitorInterval) {
this.startPoolMonitoring();
} else if (!config.enabled && this.poolMonitorInterval) {
clearInterval(this.poolMonitorInterval);
this.poolMonitorInterval = undefined;
}
}
/**
* Start monitoring pool and adjust size dynamically
*/
private startPoolMonitoring(): void {
if (!this.dynamicPoolConfig || this.poolMonitorInterval) {
return;
}
this.poolMonitorInterval = setInterval(() => {
this.evaluatePoolSize();
}, this.dynamicPoolConfig.evaluationInterval);
}
/**
* Setup pool event listeners for metrics
*/
private setupPoolMetrics(): void {
if (!this.pool) {
return;
}
// Track when connections are acquired
this.pool.on('acquire', () => {
this.metrics.activeConnections++;
this.metrics.idleConnections--;
});
// Track when connections are released
this.pool.on('release', () => {
this.metrics.activeConnections--;
this.metrics.idleConnections++;
});
}
/**
* Evaluate and adjust pool size based on usage
*/
private async evaluatePoolSize(): Promise<void> {
if (!this.dynamicPoolConfig || !this.pool) {
return;
}
const metrics = this.getPoolMetrics();
const { minSize, maxSize, scaleUpThreshold, scaleDownThreshold } = this.dynamicPoolConfig;
const currentSize = metrics.totalConnections;
const utilization = currentSize > 0 ? ((metrics.activeConnections / currentSize) * 100) : 0;
this.logger.debug('Pool utilization', {
utilization: `${utilization.toFixed(1)}%`,
active: metrics.activeConnections,
total: currentSize,
waiting: metrics.waitingRequests,
});
// Scale up if utilization is high or there are waiting requests
if ((utilization > scaleUpThreshold || metrics.waitingRequests > 0) && currentSize < maxSize) {
const newSize = Math.min(currentSize + this.dynamicPoolConfig.scaleUpIncrement, maxSize);
this.logger.info('Would scale up connection pool', { from: currentSize, to: newSize, utilization });
// Note: pg module doesn't support dynamic resizing, would need reconnection
}
// Scale down if utilization is low
else if (utilization < scaleDownThreshold && currentSize > minSize) {
const newSize = Math.max(currentSize - this.dynamicPoolConfig.scaleDownIncrement, minSize);
this.logger.info('Would scale down connection pool', { from: currentSize, to: newSize, utilization });
// Note: pg module doesn't support dynamic resizing, would need reconnection
}
}
/**
* Enable pool warmup on connect
*/
async warmupPool(): Promise<void> {
if (!this.pool || !this.isConnected) {
throw new Error('Client not connected');
}
const minSize = this.config.poolSettings?.min || 2;
const promises: Promise<void>[] = [];
// Create minimum connections by running parallel queries
for (let i = 0; i < minSize; i++) {
promises.push(
this.pool.query('SELECT 1')
.then(() => {
this.logger.debug(`Warmed up connection ${i + 1}/${minSize}`);
})
.catch(error => {
this.logger.warn(`Failed to warm up connection ${i + 1}`, { error });
})
);
}
await Promise.allSettled(promises);
this.logger.info('Connection pool warmup complete', { connections: minSize });
}
}

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import { PostgreSQLClient } from './client';
import type { PostgreSQLClientConfig, PostgreSQLConnectionOptions, ConnectionEvents } from './types';
/**
* Factory function to create a PostgreSQL client instance
*/
export function createPostgreSQLClient(
config: PostgreSQLClientConfig,
options?: PostgreSQLConnectionOptions,
events?: ConnectionEvents
): PostgreSQLClient {
return new PostgreSQLClient(config, options, events);
}
/**
* Create and connect a PostgreSQL client
*/
export async function createAndConnectPostgreSQLClient(
config: PostgreSQLClientConfig,
options?: PostgreSQLConnectionOptions,
events?: ConnectionEvents
): Promise<PostgreSQLClient> {
const client = createPostgreSQLClient(config, options, events);
await client.connect();
return client;
}

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import { getLogger } from '@stock-bot/logger';
import type { PostgreSQLClient } from './client';
import type { PostgreSQLHealthCheck, PostgreSQLHealthStatus, PostgreSQLMetrics } from './types';
/**
* PostgreSQL Health Monitor
*
* Monitors PostgreSQL connection health and provides metrics
*/
export class PostgreSQLHealthMonitor {
private readonly client: PostgreSQLClient;
private readonly logger: ReturnType<typeof getLogger>;
private healthCheckInterval: NodeJS.Timeout | null = null;
private metrics: PostgreSQLMetrics;
private lastHealthCheck: PostgreSQLHealthCheck | null = null;
constructor(client: PostgreSQLClient) {
this.client = client;
this.logger = getLogger('postgres-health-monitor');
this.metrics = {
queriesPerSecond: 0,
averageQueryTime: 0,
errorRate: 0,
connectionPoolUtilization: 0,
slowQueries: 0,
};
}
/**
* Start health monitoring
*/
start(intervalMs: number = 30000): void {
if (this.healthCheckInterval) {
this.stop();
}
this.logger.info(`Starting PostgreSQL health monitoring (interval: ${intervalMs}ms)`);
this.healthCheckInterval = setInterval(async () => {
try {
await this.performHealthCheck();
} catch (error) {
this.logger.error('Health check failed:', error);
}
}, intervalMs);
// Perform initial health check
this.performHealthCheck().catch(error => {
this.logger.error('Initial health check failed:', error);
});
}
/**
* Stop health monitoring
*/
stop(): void {
if (this.healthCheckInterval) {
clearInterval(this.healthCheckInterval);
this.healthCheckInterval = null;
this.logger.info('Stopped PostgreSQL health monitoring');
}
}
/**
* Get current health status
*/
async getHealth(): Promise<PostgreSQLHealthCheck> {
if (!this.lastHealthCheck) {
await this.performHealthCheck();
}
if (!this.lastHealthCheck) {
throw new Error('Health check failed to produce results');
}
return this.lastHealthCheck;
}
/**
* Get current metrics
*/
getMetrics(): PostgreSQLMetrics {
return { ...this.metrics };
}
/**
* Perform a health check
*/
private async performHealthCheck(): Promise<void> {
const startTime = Date.now();
const errors: string[] = [];
let status: PostgreSQLHealthStatus = 'healthy';
try {
if (!this.client.connected) {
errors.push('PostgreSQL client not connected');
status = 'unhealthy';
} else {
// Test basic connectivity
await this.client.query('SELECT 1');
// Get connection stats
const stats = await this.client.getStats();
// Check connection pool utilization
const utilization = parseInt(stats.active_connections) / parseInt(stats.max_connections);
if (utilization > 0.8) {
errors.push('High connection pool utilization');
status = status === 'healthy' ? 'degraded' : status;
}
// Check for high latency
const latency = Date.now() - startTime;
if (latency > 1000) {
errors.push(`High latency: ${latency}ms`);
status = status === 'healthy' ? 'degraded' : status;
}
this.metrics.connectionPoolUtilization = utilization;
}
} catch (error) {
errors.push(`Health check failed: ${(error as Error).message}`);
status = 'unhealthy';
}
const latency = Date.now() - startTime;
this.lastHealthCheck = {
status,
timestamp: new Date(),
latency,
connections: {
active: 1,
idle: 9,
total: 10,
},
errors: errors.length > 0 ? errors : undefined,
};
// Log health status changes
if (status !== 'healthy') {
this.logger.warn(`PostgreSQL health status: ${status}`, { errors, latency });
} else {
this.logger.debug(`PostgreSQL health check passed (${latency}ms)`);
}
}
}

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/**
* PostgreSQL Client Library for Stock Bot
*
* Provides type-safe PostgreSQL access for operational data,
* transactions, and relational queries.
*/
export { PostgreSQLClient } from './client';
export { PostgreSQLHealthMonitor } from './health';
export { PostgreSQLTransactionManager } from './transactions';
export { PostgreSQLQueryBuilder } from './query-builder';
// export { PostgreSQLMigrationManager } from './migrations'; // TODO: Implement migrations
// Types
export type {
PostgreSQLClientConfig,
PostgreSQLConnectionOptions,
PostgreSQLHealthStatus,
PostgreSQLMetrics,
QueryResult,
TransactionCallback,
SchemaNames,
TableNames,
Trade,
Order,
Position,
Portfolio,
Strategy,
RiskLimit,
AuditLog,
PoolMetrics,
ConnectionEvents,
DynamicPoolConfig,
} from './types';
// Factory functions
export {
createPostgreSQLClient,
createAndConnectPostgreSQLClient,
} from './factory';
// Singleton pattern removed - use factory functions instead

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import type { QueryResultRow } from 'pg';
import type { PostgreSQLClient } from './client';
import type { JoinCondition, OrderByCondition, QueryResult, WhereCondition } from './types';
/**
* PostgreSQL Query Builder
*
* Provides a fluent interface for building SQL queries
*/
export class PostgreSQLQueryBuilder {
private queryType: 'SELECT' | 'INSERT' | 'UPDATE' | 'DELETE' | null = null;
private selectColumns: string[] = [];
private fromTable: string = '';
private joins: JoinCondition[] = [];
private whereConditions: WhereCondition[] = [];
private groupByColumns: string[] = [];
private havingConditions: WhereCondition[] = [];
private orderByConditions: OrderByCondition[] = [];
private limitCount: number | null = null;
private offsetCount: number | null = null;
private insertValues: Record<string, any> = {};
private updateValues: Record<string, any> = {};
private readonly client: PostgreSQLClient;
constructor(client: PostgreSQLClient) {
this.client = client;
}
/**
* SELECT statement
*/
select(columns: string | string[] = '*'): this {
this.queryType = 'SELECT';
this.selectColumns = Array.isArray(columns) ? columns : [columns];
return this;
}
/**
* FROM clause
*/
from(table: string): this {
this.fromTable = table;
return this;
}
/**
* JOIN clause
*/
join(table: string, on: string, type: 'INNER' | 'LEFT' | 'RIGHT' | 'FULL' = 'INNER'): this {
this.joins.push({ type, table, on });
return this;
}
/**
* WHERE clause
*/
where(column: string, operator: string, value?: any): this {
this.whereConditions.push({ column, operator: operator as any, value });
return this;
}
/**
* GROUP BY clause
*/
groupBy(columns: string | string[]): this {
this.groupByColumns = Array.isArray(columns) ? columns : [columns];
return this;
}
/**
* ORDER BY clause
*/
orderBy(column: string, direction: 'ASC' | 'DESC' = 'ASC'): this {
this.orderByConditions.push({ column, direction });
return this;
}
/**
* LIMIT clause
*/
limit(count: number): this {
this.limitCount = count;
return this;
}
/**
* OFFSET clause
*/
offset(count: number): this {
this.offsetCount = count;
return this;
}
/**
* INSERT statement
*/
insert(table: string): this {
this.queryType = 'INSERT';
this.fromTable = table;
return this;
}
/**
* VALUES for INSERT
*/
values(data: Record<string, any>): this {
this.insertValues = data;
return this;
}
/**
* UPDATE statement
*/
update(table: string): this {
this.queryType = 'UPDATE';
this.fromTable = table;
return this;
}
/**
* SET for UPDATE
*/
set(data: Record<string, any>): this {
this.updateValues = data;
return this;
}
/**
* DELETE statement
*/
delete(table: string): this {
this.queryType = 'DELETE';
this.fromTable = table;
return this;
}
/**
* Build and execute the query
*/
async execute<T extends QueryResultRow = any>(): Promise<QueryResult<T>> {
const { sql, params } = this.build();
return await this.client.query<T>(sql, params);
}
/**
* Build the SQL query
*/
build(): { sql: string; params: any[] } {
const params: any[] = [];
let sql = '';
switch (this.queryType) {
case 'SELECT':
sql = this.buildSelectQuery(params);
break;
case 'INSERT':
sql = this.buildInsertQuery(params);
break;
case 'UPDATE':
sql = this.buildUpdateQuery(params);
break;
case 'DELETE':
sql = this.buildDeleteQuery(params);
break;
default:
throw new Error('Query type not specified');
}
return { sql, params };
}
private buildSelectQuery(params: any[]): string {
let sql = `SELECT ${this.selectColumns.join(', ')}`;
if (this.fromTable) {
sql += ` FROM ${this.fromTable}`;
}
// Add JOINs
for (const join of this.joins) {
sql += ` ${join.type} JOIN ${join.table} ON ${join.on}`;
}
// Add WHERE
if (this.whereConditions.length > 0) {
sql += ' WHERE ' + this.buildWhereClause(this.whereConditions, params);
}
// Add GROUP BY
if (this.groupByColumns.length > 0) {
sql += ` GROUP BY ${this.groupByColumns.join(', ')}`;
}
// Add HAVING
if (this.havingConditions.length > 0) {
sql += ' HAVING ' + this.buildWhereClause(this.havingConditions, params);
}
// Add ORDER BY
if (this.orderByConditions.length > 0) {
const orderBy = this.orderByConditions
.map(order => `${order.column} ${order.direction}`)
.join(', ');
sql += ` ORDER BY ${orderBy}`;
}
// Add LIMIT
if (this.limitCount !== null) {
sql += ` LIMIT $${params.length + 1}`;
params.push(this.limitCount);
}
// Add OFFSET
if (this.offsetCount !== null) {
sql += ` OFFSET $${params.length + 1}`;
params.push(this.offsetCount);
}
return sql;
}
private buildInsertQuery(params: any[]): string {
const columns = Object.keys(this.insertValues);
const placeholders = columns.map((_, i) => `$${params.length + i + 1}`);
params.push(...Object.values(this.insertValues));
return `INSERT INTO ${this.fromTable} (${columns.join(', ')}) VALUES (${placeholders.join(', ')})`;
}
private buildUpdateQuery(params: any[]): string {
const sets = Object.keys(this.updateValues).map((key, i) => {
return `${key} = $${params.length + i + 1}`;
});
params.push(...Object.values(this.updateValues));
let sql = `UPDATE ${this.fromTable} SET ${sets.join(', ')}`;
if (this.whereConditions.length > 0) {
sql += ' WHERE ' + this.buildWhereClause(this.whereConditions, params);
}
return sql;
}
private buildDeleteQuery(params: any[]): string {
let sql = `DELETE FROM ${this.fromTable}`;
if (this.whereConditions.length > 0) {
sql += ' WHERE ' + this.buildWhereClause(this.whereConditions, params);
}
return sql;
}
private buildWhereClause(conditions: WhereCondition[], params: any[]): string {
return conditions
.map(condition => {
if (condition.operator === 'IS NULL' || condition.operator === 'IS NOT NULL') {
return `${condition.column} ${condition.operator}`;
} else {
params.push(condition.value);
return `${condition.column} ${condition.operator} $${params.length}`;
}
})
.join(' AND ');
}
}

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import { getLogger } from '@stock-bot/logger';
import type { PostgreSQLClient } from './client';
import type { TransactionCallback } from './types';
/**
* PostgreSQL Transaction Manager
*
* Provides transaction support for multi-statement operations
*/
export class PostgreSQLTransactionManager {
private readonly client: PostgreSQLClient;
private readonly logger: ReturnType<typeof getLogger>;
constructor(client: PostgreSQLClient) {
this.client = client;
this.logger = getLogger('postgres-transaction-manager');
}
/**
* Execute operations within a transaction
*/
async execute<T>(callback: TransactionCallback<T>): Promise<T> {
const pool = this.client.connectionPool;
if (!pool) {
throw new Error('PostgreSQL client not connected');
}
const client = await pool.connect();
try {
this.logger.debug('Starting PostgreSQL transaction');
await client.query('BEGIN');
const result = await callback(client);
await client.query('COMMIT');
this.logger.debug('PostgreSQL transaction committed successfully');
return result;
} catch (error) {
this.logger.error('PostgreSQL transaction failed, rolling back:', error);
try {
await client.query('ROLLBACK');
} catch (rollbackError) {
this.logger.error('Failed to rollback transaction:', rollbackError);
}
throw error;
} finally {
client.release();
}
}
}

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import type { QueryResult as PgQueryResult, PoolClient, QueryResultRow } from 'pg';
/**
* PostgreSQL Client Configuration
*/
export interface PostgreSQLClientConfig {
host: string;
port: number;
database: string;
username: string;
password: string;
poolSettings?: {
min: number;
max: number;
idleTimeoutMillis: number;
};
ssl?: {
enabled: boolean;
rejectUnauthorized: boolean;
};
timeouts?: {
query: number;
connection: number;
statement: number;
lock: number;
idleInTransaction: number;
};
}
/**
* PostgreSQL Connection Options
*/
export interface PostgreSQLConnectionOptions {
retryAttempts?: number;
retryDelay?: number;
healthCheckInterval?: number;
}
export interface PoolMetrics {
totalConnections: number;
activeConnections: number;
idleConnections: number;
waitingRequests: number;
errors: number;
lastError?: string;
avgResponseTime?: number;
created: Date;
lastUsed?: Date;
}
export interface ConnectionEvents {
onConnect?: () => void | Promise<void>;
onDisconnect?: () => void | Promise<void>;
onError?: (error: Error) => void | Promise<void>;
onPoolCreated?: () => void | Promise<void>;
}
export interface DynamicPoolConfig {
enabled: boolean;
minSize: number;
maxSize: number;
scaleUpThreshold: number; // % of pool in use (0-100)
scaleDownThreshold: number; // % of pool idle (0-100)
scaleUpIncrement: number; // connections to add
scaleDownIncrement: number; // connections to remove
evaluationInterval: number; // ms between checks
}
/**
* Health Status Types
*/
export type PostgreSQLHealthStatus = 'healthy' | 'degraded' | 'unhealthy';
export interface PostgreSQLHealthCheck {
status: PostgreSQLHealthStatus;
timestamp: Date;
latency: number;
connections: {
active: number;
idle: number;
total: number;
};
errors?: string[];
}
export interface PostgreSQLMetrics {
queriesPerSecond: number;
averageQueryTime: number;
errorRate: number;
connectionPoolUtilization: number;
slowQueries: number;
}
/**
* Query Result Types
*/
export interface QueryResult<T extends QueryResultRow = any> extends PgQueryResult<T> {
executionTime?: number;
}
export type TransactionCallback<T> = (client: PoolClient) => Promise<T>;
/**
* Schema and Table Names
*/
export type SchemaNames = 'trading' | 'strategy' | 'risk' | 'audit';
export type TableNames =
| 'trades'
| 'orders'
| 'positions'
| 'portfolios'
| 'strategies'
| 'risk_limits'
| 'audit_logs'
| 'users'
| 'accounts'
| 'symbols'
| 'exchanges';
/**
* Trading Domain Types
*/
export interface Trade {
id: string;
order_id: string;
symbol: string;
side: 'buy' | 'sell';
quantity: number;
price: number;
executed_at: Date;
commission: number;
fees: number;
portfolio_id: string;
strategy_id?: string;
created_at: Date;
updated_at: Date;
}
export interface Order {
id: string;
symbol: string;
side: 'buy' | 'sell';
type: 'market' | 'limit' | 'stop' | 'stop_limit';
quantity: number;
price?: number;
stop_price?: number;
status: 'pending' | 'filled' | 'cancelled' | 'rejected';
portfolio_id: string;
strategy_id?: string;
created_at: Date;
updated_at: Date;
expires_at?: Date;
}
export interface Position {
id: string;
symbol: string;
quantity: number;
average_cost: number;
market_value: number;
unrealized_pnl: number;
realized_pnl: number;
portfolio_id: string;
created_at: Date;
updated_at: Date;
}
export interface Portfolio {
id: string;
name: string;
cash_balance: number;
total_value: number;
unrealized_pnl: number;
realized_pnl: number;
user_id: string;
created_at: Date;
updated_at: Date;
}
export interface Strategy {
id: string;
name: string;
description: string;
parameters: Record<string, any>;
status: 'active' | 'inactive' | 'paused';
performance_metrics: Record<string, number>;
portfolio_id: string;
created_at: Date;
updated_at: Date;
}
export interface RiskLimit {
id: string;
type: 'position_size' | 'daily_loss' | 'max_drawdown' | 'concentration';
value: number;
threshold: number;
status: 'active' | 'breached' | 'disabled';
portfolio_id?: string;
strategy_id?: string;
created_at: Date;
updated_at: Date;
}
export interface AuditLog {
id: string;
action: string;
entity_type: string;
entity_id: string;
old_values?: Record<string, any>;
new_values?: Record<string, any>;
user_id?: string;
ip_address?: string;
user_agent?: string;
timestamp: Date;
}
/**
* Query Builder Types
*/
export interface WhereCondition {
column: string;
operator:
| '='
| '!='
| '>'
| '<'
| '>='
| '<='
| 'IN'
| 'NOT IN'
| 'LIKE'
| 'ILIKE'
| 'IS NULL'
| 'IS NOT NULL';
value?: any;
}
export interface JoinCondition {
type: 'INNER' | 'LEFT' | 'RIGHT' | 'FULL';
table: string;
on: string;
}
export interface OrderByCondition {
column: string;
direction: 'ASC' | 'DESC';
}

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{
"extends": "../../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src",
"composite": true
},
"include": ["src/**/*"],
"references": [
{ "path": "../../core/logger" },
{ "path": "../../core/types" }
]
}

102
libs/data/questdb/README.md Normal file
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# QuestDB Client Library
A comprehensive QuestDB client library for the Stock Bot trading platform, optimized for time-series data, market analytics, and high-performance queries.
## Features
- **Time-Series Optimized**: Built specifically for time-series data patterns
- **Dual Protocol Support**: HTTP REST API and PostgreSQL wire protocol
- **InfluxDB Line Protocol**: High-performance data ingestion
- **SQL Analytics**: Full SQL support for complex analytics
- **Schema Management**: Automatic table creation and partitioning
- **Performance Monitoring**: Query performance tracking and optimization
- **Health Monitoring**: Connection health monitoring and metrics
## Usage
```typescript
import { QuestDBClient } from '@stock-bot/questdb';
// Initialize client
const questClient = new QuestDBClient();
await questClient.connect();
// Insert market data using InfluxDB Line Protocol
await questClient.insert('ohlcv', {
symbol: 'AAPL',
open: 150.00,
high: 152.00,
low: 149.50,
close: 151.50,
volume: 1000000,
timestamp: new Date()
});
// Query with SQL
const prices = await questClient.query(`
SELECT symbol, close, timestamp
FROM ohlcv
WHERE symbol = 'AAPL'
AND timestamp > dateadd('d', -1, now())
ORDER BY timestamp DESC
`);
// Time-series aggregations
const dailyStats = await questClient.aggregate('ohlcv')
.select(['symbol', 'avg(close) as avg_price'])
.where('symbol = ?', ['AAPL'])
.groupBy('symbol')
.sampleBy('1d', 'timestamp')
.execute();
```
## Data Types
The client provides typed access to the following time-series data:
- **ohlcv**: OHLCV candlestick data
- **trades**: Individual trade executions
- **quotes**: Bid/ask quote data
- **indicators**: Technical indicator values
- **performance**: Portfolio performance metrics
- **risk_metrics**: Risk calculation results
## Configuration
Configure using environment variables:
```env
QUESTDB_HOST=localhost
QUESTDB_HTTP_PORT=9000
QUESTDB_PG_PORT=8812
QUESTDB_INFLUX_PORT=9009
```
## Time-Series Features
QuestDB excels at:
- **High-frequency data**: Millions of data points per second
- **Time-based partitioning**: Automatic partitioning by time
- **ASOF JOINs**: Time-series specific joins
- **SAMPLE BY**: Time-based aggregations
- **LATEST BY**: Get latest values by key
## Performance
The client includes performance optimizations:
- Connection pooling for HTTP and PostgreSQL protocols
- Batch insertions for high throughput
- Compressed data transfer
- Query result caching
- Automatic schema optimization
## Health Monitoring
Built-in health monitoring:
```typescript
const health = await questClient.getHealth();
console.log(health.status); // 'healthy' | 'degraded' | 'unhealthy'
```

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# QuestDB Client Library Bun Test Configuration
[test]
# Configure path mapping for tests
preload = ["./test/setup.ts"]
# Test configuration
timeout = 5000
# Enable TypeScript paths resolution
[bun]
paths = {
"@/*" = ["./src/*"]
}

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{
"name": "@stock-bot/questdb",
"version": "1.0.0",
"description": "QuestDB client library for Stock Bot platform",
"main": "dist/index.js",
"types": "dist/index.d.ts",
"type": "module",
"scripts": {
"build": "tsc",
"test": "bun test",
"lint": "eslint src/**/*.ts",
"type-check": "tsc --noEmit",
"clean": "rimraf dist"
},
"dependencies": {
"@stock-bot/logger": "*",
"@stock-bot/types": "*",
"pg": "^8.11.3"
},
"devDependencies": {
"@types/node": "^20.11.0",
"typescript": "^5.3.0",
"eslint": "^8.56.0",
"@typescript-eslint/eslint-plugin": "^6.19.0",
"@typescript-eslint/parser": "^6.19.0",
"bun-types": "^1.2.15"
},
"keywords": [
"questdb",
"database",
"client",
"stock-bot"
],
"exports": {
".": {
"import": "./dist/index.js",
"require": "./dist/index.js",
"types": "./dist/index.d.ts"
}
},
"files": [
"dist",
"README.md"
]
}

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import { Pool } from 'pg';
import { getLogger } from '@stock-bot/logger';
import { QuestDBHealthMonitor } from './health';
import { QuestDBInfluxWriter } from './influx-writer';
import { QuestDBQueryBuilder } from './query-builder';
import { QuestDBSchemaManager } from './schema';
import type {
QueryResult,
QuestDBClientConfig,
QuestDBConnectionOptions,
TableNames,
} from './types';
/**
* QuestDB Client for Stock Bot
*
* Provides high-performance time-series data access with support for
* multiple protocols (HTTP, PostgreSQL, InfluxDB Line Protocol).
*/
export class QuestDBClient {
private pgPool: Pool | null = null;
private readonly config: QuestDBClientConfig;
private readonly options: QuestDBConnectionOptions;
private readonly logger = getLogger('QuestDBClient');
private readonly healthMonitor: QuestDBHealthMonitor;
private readonly influxWriter: QuestDBInfluxWriter;
private readonly schemaManager: QuestDBSchemaManager;
private isConnected = false;
constructor(config: QuestDBClientConfig, options?: QuestDBConnectionOptions) {
this.config = config;
this.options = {
protocol: 'pg',
retryAttempts: 3,
retryDelay: 1000,
healthCheckInterval: 30000,
...options,
};
this.healthMonitor = new QuestDBHealthMonitor(this);
this.influxWriter = new QuestDBInfluxWriter(this);
this.schemaManager = new QuestDBSchemaManager(this);
}
/**
* Connect to QuestDB
*/
async connect(): Promise<void> {
if (this.isConnected) {
return;
}
let lastError: Error | null = null;
for (let attempt = 1; attempt <= (this.options.retryAttempts ?? 3); attempt++) {
try {
this.logger.info(
`Connecting to QuestDB (attempt ${attempt}/${this.options.retryAttempts})...`
);
// Connect via PostgreSQL wire protocol
this.pgPool = new Pool(this.buildPgPoolConfig());
// Test the connection
const client = await this.pgPool.connect();
await client.query('SELECT 1');
client.release();
this.isConnected = true;
this.logger.info('Successfully connected to QuestDB');
// Initialize schema
await this.schemaManager.initializeDatabase();
// Start health monitoring
this.healthMonitor.startMonitoring();
return;
} catch (error) {
lastError = error as Error;
this.logger.warn(`QuestDB connection attempt ${attempt} failed:`, error as Error);
if (this.pgPool) {
await this.pgPool.end();
this.pgPool = null;
}
if (attempt < (this.options.retryAttempts ?? 3)) {
await this.delay((this.options.retryDelay ?? 1000) * attempt);
}
}
}
throw new Error(
`Failed to connect to QuestDB after ${this.options.retryAttempts} attempts: ${lastError?.message}`
);
}
/**
* Disconnect from QuestDB
*/
async disconnect(): Promise<void> {
if (!this.isConnected) {
return;
}
try {
this.healthMonitor.stopMonitoring();
if (this.pgPool) {
await this.pgPool.end();
this.pgPool = null;
}
this.isConnected = false;
this.logger.info('Disconnected from QuestDB');
} catch (error) {
this.logger.error('Error disconnecting from QuestDB:', error);
throw error;
}
}
/**
* Execute a SQL query
*/
async query<T = any>(sql: string, params?: any[]): Promise<QueryResult<T>> {
if (!this.pgPool) {
throw new Error('QuestDB client not connected');
}
const startTime = Date.now();
try {
const result = await this.pgPool.query(sql, params);
const executionTime = Date.now() - startTime;
this.logger.debug(`Query executed in ${executionTime}ms`, {
query: sql.substring(0, 100),
rowCount: result.rowCount,
});
return {
rows: result.rows,
rowCount: result.rowCount || 0,
executionTime,
metadata: {
columns:
result.fields?.map((field: any) => ({
name: field.name,
type: this.mapDataType(field.dataTypeID),
})) || [],
},
};
} catch (error) {
const executionTime = Date.now() - startTime;
this.logger.error(`Query failed after ${executionTime}ms:`, {
error: (error as Error).message,
query: sql,
params,
});
throw error;
}
}
/**
* Write OHLCV data using InfluxDB Line Protocol
*/
async writeOHLCV(
symbol: string,
exchange: string,
data: Array<{
timestamp: Date;
open: number;
high: number;
low: number;
close: number;
volume: number;
}>
): Promise<void> {
return await this.influxWriter.writeOHLCV(symbol, exchange, data);
}
/**
* Write market analytics data
*/
async writeMarketAnalytics(
symbol: string,
exchange: string,
analytics: {
timestamp: Date;
rsi?: number;
macd?: number;
signal?: number;
histogram?: number;
bollinger_upper?: number;
bollinger_lower?: number;
volume_sma?: number;
}
): Promise<void> {
return await this.influxWriter.writeMarketAnalytics(symbol, exchange, analytics);
}
/**
* Get a query builder instance
*/
queryBuilder(): QuestDBQueryBuilder {
return new QuestDBQueryBuilder(this);
}
/**
* Create a SELECT query builder
*/
select(...columns: string[]): QuestDBQueryBuilder {
return this.queryBuilder().select(...columns);
}
/**
* Create an aggregation query builder
*/
aggregate(table: TableNames): QuestDBQueryBuilder {
return this.queryBuilder().from(table);
}
/**
* Execute a time-series specific query with SAMPLE BY
*/
async sampleBy<T = any>(
table: TableNames,
columns: string[],
interval: string,
_timeColumn: string = 'timestamp',
where?: string,
params?: any[]
): Promise<QueryResult<T>> {
const columnsStr = columns.join(', ');
const whereClause = where ? `WHERE ${where}` : '';
const sql = `
SELECT ${columnsStr}
FROM ${table}
${whereClause}
SAMPLE BY ${interval}
ALIGN TO CALENDAR
`;
return await this.query<T>(sql, params);
}
/**
* Get latest values by symbol using LATEST BY
*/
async latestBy<T = any>(
table: TableNames,
columns: string | string[] = '*',
keyColumns: string | string[] = 'symbol'
): Promise<QueryResult<T>> {
const columnsStr = Array.isArray(columns) ? columns.join(', ') : columns;
const keyColumnsStr = Array.isArray(keyColumns) ? keyColumns.join(', ') : keyColumns;
const sql = `
SELECT ${columnsStr}
FROM ${table}
LATEST BY ${keyColumnsStr}
`;
return await this.query<T>(sql);
}
/**
* Execute ASOF JOIN for time-series correlation
*/
async asofJoin<T = any>(
leftTable: TableNames,
rightTable: TableNames,
joinCondition: string,
columns?: string[],
where?: string,
params?: any[]
): Promise<QueryResult<T>> {
const columnsStr = columns ? columns.join(', ') : '*';
const whereClause = where ? `WHERE ${where}` : '';
const sql = `
SELECT ${columnsStr}
FROM ${leftTable}
ASOF JOIN ${rightTable} ON ${joinCondition}
${whereClause}
`;
return await this.query<T>(sql, params);
}
/**
* Get database statistics
*/
async getStats(): Promise<any> {
const result = await this.query(`
SELECT
table_name,
row_count,
partition_count,
size_bytes
FROM tables()
WHERE table_name NOT LIKE 'sys.%'
ORDER BY row_count DESC
`);
return result.rows;
}
/**
* Get table information
*/
async getTableInfo(tableName: string): Promise<any> {
const result = await this.query(`SELECT * FROM table_columns WHERE table_name = ?`, [
tableName,
]);
return result.rows;
}
/**
* Check if PostgreSQL pool is healthy
*/
isPgPoolHealthy(): boolean {
return this.pgPool !== null && !this.pgPool.ended;
}
/**
* Get HTTP endpoint URL
*/
getHttpUrl(): string {
const protocol = this.config.tls?.enabled ? 'https' : 'http';
return `${protocol}://${this.config.host}:${this.config.httpPort}`;
}
/**
* Get InfluxDB endpoint URL
*/
getInfluxUrl(): string {
const protocol = this.config.tls?.enabled ? 'https' : 'http';
return `${protocol}://${this.config.host}:${this.config.influxPort}`;
}
/**
* Get health monitor instance
*/
getHealthMonitor(): QuestDBHealthMonitor {
return this.healthMonitor;
}
/**
* Get schema manager instance
*/
getSchemaManager(): QuestDBSchemaManager {
return this.schemaManager;
}
/**
* Get InfluxDB writer instance
*/
getInfluxWriter(): QuestDBInfluxWriter {
return this.influxWriter;
}
/**
* Optimize table by rebuilding partitions
*/
async optimizeTable(tableName: string): Promise<void> {
await this.query(`VACUUM TABLE ${tableName}`);
this.logger.debug(`Optimized table: ${tableName}`);
}
/**
* Create a table with time-series optimizations
*/
async createTable(
tableName: string,
columns: string,
partitionBy: string = 'DAY',
timestampColumn: string = 'timestamp'
): Promise<void> {
const sql = `
CREATE TABLE IF NOT EXISTS ${tableName} (
${columns}
) TIMESTAMP(${timestampColumn}) PARTITION BY ${partitionBy}
`;
await this.query(sql);
this.logger.info(`Created table: ${tableName}`);
}
/**
* Check if client is connected
*/
get connected(): boolean {
return this.isConnected && !!this.pgPool;
}
/**
* Get the PostgreSQL connection pool
*/
get connectionPool(): Pool | null {
return this.pgPool;
}
/**
* Get configuration
*/
get configuration(): QuestDBClientConfig {
return { ...this.config };
}
private buildPgPoolConfig(): any {
return {
host: this.config.host,
port: this.config.pgPort,
database: this.config.database,
user: this.config.user,
password: this.config.password,
connectionTimeoutMillis: this.config.timeouts?.connection,
query_timeout: this.config.timeouts?.request,
ssl: this.config.tls?.enabled
? {
rejectUnauthorized: this.config.tls.verifyServerCert,
}
: false,
min: 2,
max: 10,
};
}
private mapDataType(typeId: number): string {
// Map PostgreSQL type IDs to QuestDB types
const typeMap: Record<number, string> = {
16: 'BOOLEAN',
20: 'LONG',
21: 'INT',
23: 'INT',
25: 'STRING',
700: 'FLOAT',
701: 'DOUBLE',
1043: 'STRING',
1082: 'DATE',
1114: 'TIMESTAMP',
1184: 'TIMESTAMP',
};
return typeMap[typeId] || 'STRING';
}
private delay(ms: number): Promise<void> {
return new Promise(resolve => setTimeout(resolve, ms));
}
}

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import { QuestDBClient } from './client';
import type { QuestDBClientConfig, QuestDBConnectionOptions } from './types';
/**
* Factory function to create a QuestDB client instance
*/
export function createQuestDBClient(
config: QuestDBClientConfig,
options?: QuestDBConnectionOptions
): QuestDBClient {
return new QuestDBClient(config, options);
}
/**
* Create and connect a QuestDB client
*/
export async function createAndConnectQuestDBClient(
config: QuestDBClientConfig,
options?: QuestDBConnectionOptions
): Promise<QuestDBClient> {
const client = createQuestDBClient(config, options);
await client.connect();
return client;
}

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import { getLogger } from '@stock-bot/logger';
import type { HealthStatus, PerformanceMetrics, QueryResult } from './types';
// Interface to avoid circular dependency
interface QuestDBClientInterface {
query<T = any>(sql: string, params?: any[]): Promise<QueryResult<T>>;
isPgPoolHealthy(): boolean;
}
/**
* QuestDB Health Monitor
*
* Monitors connection health, performance metrics, and provides
* automatic recovery capabilities for the QuestDB client.
*/
export class QuestDBHealthMonitor {
private readonly logger: ReturnType<typeof getLogger>;
private healthCheckInterval: NodeJS.Timeout | null = null;
private lastHealthCheck: Date | null = null;
private performanceMetrics: PerformanceMetrics = {
totalQueries: 0,
successfulQueries: 0,
failedQueries: 0,
averageResponseTime: 0,
lastQueryTime: null,
connectionUptime: 0,
memoryUsage: 0,
};
constructor(private readonly client: QuestDBClientInterface) {
this.logger = getLogger('questdb-health-monitor');
}
/**
* Start health monitoring
*/
public startMonitoring(intervalMs: number = 30000): void {
if (this.healthCheckInterval) {
this.stopMonitoring();
}
this.logger.info(`Starting health monitoring with ${intervalMs}ms interval`);
this.healthCheckInterval = setInterval(async () => {
try {
await this.performHealthCheck();
} catch (error) {
this.logger.error('Health check failed', error);
}
}, intervalMs);
// Perform initial health check
this.performHealthCheck().catch(error => {
this.logger.error('Initial health check failed', error);
});
}
/**
* Stop health monitoring
*/
public stopMonitoring(): void {
if (this.healthCheckInterval) {
clearInterval(this.healthCheckInterval);
this.healthCheckInterval = null;
this.logger.info('Health monitoring stopped');
}
}
/**
* Perform a health check
*/
public async performHealthCheck(): Promise<HealthStatus> {
const startTime = Date.now();
try {
// Test basic connectivity with a simple query
await this.client.query('SELECT 1 as health_check');
const responseTime = Date.now() - startTime;
this.lastHealthCheck = new Date();
const status: HealthStatus = {
isHealthy: true,
lastCheck: this.lastHealthCheck,
responseTime,
message: 'Connection healthy',
details: {
pgPool: this.client.isPgPoolHealthy(),
httpEndpoint: true, // Will be implemented when HTTP client is added
uptime: this.getUptime(),
},
};
this.logger.debug('Health check passed', { responseTime });
return status;
} catch (error) {
const responseTime = Date.now() - startTime;
this.lastHealthCheck = new Date();
const status: HealthStatus = {
isHealthy: false,
lastCheck: this.lastHealthCheck,
responseTime,
message: `Health check failed: ${error instanceof Error ? error.message : 'Unknown error'}`,
error: error instanceof Error ? error : new Error('Unknown error'),
details: {
pgPool: false,
httpEndpoint: false,
uptime: this.getUptime(),
},
};
this.logger.error('Health check failed', { error, responseTime });
return status;
}
}
/**
* Get current health status
*/
public async getHealthStatus(): Promise<HealthStatus> {
if (!this.lastHealthCheck || Date.now() - this.lastHealthCheck.getTime() > 60000) {
return await this.performHealthCheck();
}
// Return cached status if recent
return {
isHealthy: true,
lastCheck: this.lastHealthCheck,
responseTime: 0,
message: 'Using cached health status',
details: {
pgPool: this.client.isPgPoolHealthy(),
httpEndpoint: true,
uptime: this.getUptime(),
},
};
}
/**
* Record query performance metrics
*/
public recordQuery(success: boolean, responseTime: number): void {
this.performanceMetrics.totalQueries++;
this.performanceMetrics.lastQueryTime = new Date();
if (success) {
this.performanceMetrics.successfulQueries++;
} else {
this.performanceMetrics.failedQueries++;
}
// Update rolling average response time
const totalResponseTime =
this.performanceMetrics.averageResponseTime * (this.performanceMetrics.totalQueries - 1) +
responseTime;
this.performanceMetrics.averageResponseTime =
totalResponseTime / this.performanceMetrics.totalQueries;
// Update memory usage
this.performanceMetrics.memoryUsage = process.memoryUsage().heapUsed;
}
/**
* Get performance metrics
*/
public getPerformanceMetrics(): PerformanceMetrics {
return { ...this.performanceMetrics };
}
/**
* Get connection uptime in seconds
*/
private getUptime(): number {
return Math.floor(process.uptime());
}
/**
* Reset performance metrics
*/
public resetMetrics(): void {
this.performanceMetrics = {
totalQueries: 0,
successfulQueries: 0,
failedQueries: 0,
averageResponseTime: 0,
lastQueryTime: null,
connectionUptime: this.getUptime(),
memoryUsage: process.memoryUsage().heapUsed,
};
this.logger.debug('Performance metrics reset');
}
/**
* Get health summary for monitoring dashboards
*/
public async getHealthSummary(): Promise<{
status: HealthStatus;
metrics: PerformanceMetrics;
recommendations: string[];
}> {
const status = await this.getHealthStatus();
const metrics = this.getPerformanceMetrics();
const recommendations: string[] = [];
// Generate recommendations based on metrics
if (metrics.failedQueries > metrics.successfulQueries * 0.1) {
recommendations.push('High error rate detected - check query patterns');
}
if (metrics.averageResponseTime > 1000) {
recommendations.push('High response times - consider query optimization');
}
if (metrics.memoryUsage > 100 * 1024 * 1024) {
// 100MB
recommendations.push('High memory usage - monitor for memory leaks');
}
return {
status,
metrics,
recommendations,
};
}
/**
* Cleanup resources
*/
public destroy(): void {
this.stopMonitoring();
this.logger.debug('Health monitor destroyed');
}
}

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/**
* QuestDB Client Library for Stock Bot
*
* Provides high-performance time-series data access with support for
* InfluxDB Line Protocol, SQL queries, and PostgreSQL wire protocol.
*/
export { QuestDBClient } from './client';
export { QuestDBHealthMonitor } from './health';
export { QuestDBQueryBuilder } from './query-builder';
export { QuestDBInfluxWriter } from './influx-writer';
export { QuestDBSchemaManager } from './schema';
// Types
export type {
QuestDBClientConfig,
QuestDBConnectionOptions,
QuestDBHealthStatus,
QuestDBMetrics,
TableNames,
OHLCVData,
TradeData,
QuoteData,
IndicatorData,
PerformanceData,
RiskMetrics,
QueryResult,
InsertResult,
} from './types';
// Utils
export { createQuestDBClient, createAndConnectQuestDBClient } from './factory';

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import { getLogger } from '@stock-bot/logger';
import type { InfluxLineData, InfluxWriteOptions } from './types';
// Interface to avoid circular dependency
interface QuestDBClientInterface {
getHttpUrl(): string;
}
/**
* QuestDB InfluxDB Line Protocol Writer
*
* Provides high-performance data ingestion using InfluxDB Line Protocol
* which QuestDB supports natively for optimal time-series data insertion.
*/
export class QuestDBInfluxWriter {
private readonly logger: ReturnType<typeof getLogger>;
private writeBuffer: string[] = [];
private flushTimer: NodeJS.Timeout | null = null;
private readonly defaultOptions: Required<InfluxWriteOptions> = {
batchSize: 1000,
flushInterval: 5000,
autoFlush: true,
precision: 'ms',
retryAttempts: 3,
retryDelay: 1000,
};
constructor(private readonly client: QuestDBClientInterface) {
this.logger = getLogger('questdb-influx-writer');
}
/**
* Write single data point using InfluxDB Line Protocol
*/
public async writePoint(
measurement: string,
tags: Record<string, string>,
fields: Record<string, number | string | boolean>,
timestamp?: Date,
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const line = this.buildLineProtocol(measurement, tags, fields, timestamp);
const opts = { ...this.defaultOptions, ...options };
if (opts.autoFlush && this.writeBuffer.length === 0) {
// Single point write - send immediately
await this.sendLines([line], opts);
} else {
// Add to buffer
this.writeBuffer.push(line);
if (opts.autoFlush) {
this.scheduleFlush(opts);
}
// Flush if buffer is full
if (this.writeBuffer.length >= opts.batchSize) {
await this.flush(opts);
}
}
}
/**
* Write multiple data points
*/
public async writePoints(
data: InfluxLineData[],
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const opts = { ...this.defaultOptions, ...options };
const lines = data.map(point =>
this.buildLineProtocol(point.measurement, point.tags, point.fields, point.timestamp)
);
if (opts.autoFlush) {
// Send immediately for batch writes
await this.sendLines(lines, opts);
} else {
// Add to buffer
this.writeBuffer.push(...lines);
// Flush if buffer exceeds batch size
while (this.writeBuffer.length >= opts.batchSize) {
const batch = this.writeBuffer.splice(0, opts.batchSize);
await this.sendLines(batch, opts);
}
}
}
/**
* Write OHLCV data optimized for QuestDB
*/
public async writeOHLCV(
symbol: string,
exchange: string,
data: {
timestamp: Date;
open: number;
high: number;
low: number;
close: number;
volume: number;
}[],
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const influxData: InfluxLineData[] = data.map(candle => ({
measurement: 'ohlcv_data',
tags: {
symbol,
exchange,
data_source: 'market_feed',
},
fields: {
open: candle.open,
high: candle.high,
low: candle.low,
close: candle.close,
volume: candle.volume,
},
timestamp: candle.timestamp,
}));
await this.writePoints(influxData, options);
}
/**
* Write market analytics data
*/
public async writeMarketAnalytics(
symbol: string,
exchange: string,
analytics: {
timestamp: Date;
rsi?: number;
macd?: number;
signal?: number;
histogram?: number;
bollinger_upper?: number;
bollinger_lower?: number;
volume_sma?: number;
},
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const fields: Record<string, number> = {};
// Only include defined values
Object.entries(analytics).forEach(([key, value]) => {
if (key !== 'timestamp' && value !== undefined && value !== null) {
fields[key] = value as number;
}
});
if (Object.keys(fields).length === 0) {
this.logger.debug('No analytics fields to write', { symbol, timestamp: analytics.timestamp });
return;
}
await this.writePoint(
'market_analytics',
{ symbol, exchange },
fields,
analytics.timestamp,
options
);
}
/**
* Write trade execution data
*/
public async writeTradeExecution(
execution: {
symbol: string;
side: 'buy' | 'sell';
quantity: number;
price: number;
timestamp: Date;
executionTime: number;
orderId?: string;
strategy?: string;
},
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const tags: Record<string, string> = {
symbol: execution.symbol,
side: execution.side,
};
if (execution.orderId) {
tags['order_id'] = execution.orderId;
}
if (execution.strategy) {
tags['strategy'] = execution.strategy;
}
await this.writePoint(
'trade_executions',
tags,
{
quantity: execution.quantity,
price: execution.price,
execution_time: execution.executionTime,
},
execution.timestamp,
options
);
}
/**
* Write performance metrics
*/
public async writePerformanceMetrics(
metrics: {
timestamp: Date;
operation: string;
responseTime: number;
success: boolean;
errorCode?: string;
},
options?: Partial<InfluxWriteOptions>
): Promise<void> {
const tags: Record<string, string> = {
operation: metrics.operation,
success: metrics.success.toString(),
};
if (metrics.errorCode) {
tags['error_code'] = metrics.errorCode;
}
await this.writePoint(
'performance_metrics',
tags,
{ response_time: metrics.responseTime },
metrics.timestamp,
options
);
}
/**
* Manually flush the write buffer
*/
public async flush(options?: Partial<InfluxWriteOptions>): Promise<void> {
if (this.writeBuffer.length === 0) {
return;
}
const opts = { ...this.defaultOptions, ...options };
const lines = this.writeBuffer.splice(0); // Clear buffer
if (this.flushTimer) {
clearTimeout(this.flushTimer);
this.flushTimer = null;
}
await this.sendLines(lines, opts);
}
/**
* Get current buffer size
*/
public getBufferSize(): number {
return this.writeBuffer.length;
}
/**
* Clear the buffer without writing
*/
public clearBuffer(): void {
this.writeBuffer.length = 0;
if (this.flushTimer) {
clearTimeout(this.flushTimer);
this.flushTimer = null;
}
}
/**
* Build InfluxDB Line Protocol string
*/
private buildLineProtocol(
measurement: string,
tags: Record<string, string>,
fields: Record<string, number | string | boolean>,
timestamp?: Date
): string {
// Escape special characters in measurement name
const escapedMeasurement = measurement.replace(/[, =]/g, '\\$&');
// Build tags string
const tagString = Object.entries(tags)
.filter(([_, value]) => value !== undefined && value !== null)
.map(([key, value]) => `${this.escapeTagKey(key)}=${this.escapeTagValue(value)}`)
.join(',');
// Build fields string
const fieldString = Object.entries(fields)
.filter(([_, value]) => value !== undefined && value !== null)
.map(([key, value]) => `${this.escapeFieldKey(key)}=${this.formatFieldValue(value)}`)
.join(',');
// Build timestamp
const timestampString = timestamp
? Math.floor(timestamp.getTime() * 1000000).toString() // Convert to nanoseconds
: '';
// Combine parts
let line = escapedMeasurement;
if (tagString) {
line += `,${tagString}`;
}
line += ` ${fieldString}`;
if (timestampString) {
line += ` ${timestampString}`;
}
return line;
}
/**
* Send lines to QuestDB via HTTP endpoint
*/
private async sendLines(lines: string[], options: Required<InfluxWriteOptions>): Promise<void> {
if (lines.length === 0) {
return;
}
const payload = lines.join('\n');
let attempt = 0;
while (attempt <= options.retryAttempts) {
try {
// QuestDB InfluxDB Line Protocol endpoint
const response = await fetch(`${this.client.getHttpUrl()}/write`, {
method: 'POST',
headers: {
'Content-Type': 'text/plain',
},
body: payload,
});
if (!response.ok) {
throw new Error(`HTTP ${response.status}: ${response.statusText}`);
}
this.logger.debug(`Successfully wrote ${lines.length} lines to QuestDB`);
return;
} catch (error) {
attempt++;
this.logger.warn(`Write attempt ${attempt} failed`, {
error,
linesCount: lines.length,
willRetry: attempt <= options.retryAttempts,
});
if (attempt <= options.retryAttempts) {
await this.sleep(options.retryDelay * attempt); // Exponential backoff
} else {
throw new Error(
`Failed to write to QuestDB after ${options.retryAttempts} attempts: $error`
);
}
}
}
}
/**
* Schedule automatic flush
*/
private scheduleFlush(options: Required<InfluxWriteOptions>): void {
if (this.flushTimer || !options.autoFlush) {
return;
}
this.flushTimer = setTimeout(async () => {
try {
await this.flush(options);
} catch (error) {
this.logger.error('Scheduled flush failed', error);
}
}, options.flushInterval);
}
/**
* Format field value for InfluxDB Line Protocol
*/
private formatFieldValue(value: number | string | boolean): string {
if (typeof value === 'string') {
return `"${value.replace(/"/g, '\\"')}"`;
} else if (typeof value === 'boolean') {
return value ? 'true' : 'false';
} else {
return value.toString();
}
}
/**
* Escape tag key
*/
private escapeTagKey(key: string): string {
return key.replace(/[, =]/g, '\\$&');
}
/**
* Escape tag value
*/
private escapeTagValue(value: string): string {
return value.replace(/[, =]/g, '\\$&');
}
/**
* Escape field key
*/
private escapeFieldKey(key: string): string {
return key.replace(/[, =]/g, '\\$&');
}
/**
* Sleep utility
*/
private sleep(ms: number): Promise<void> {
return new Promise(resolve => setTimeout(resolve, ms));
}
/**
* Cleanup resources
*/
public destroy(): void {
this.clearBuffer();
this.logger.debug('InfluxDB writer destroyed');
}
}

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import { getLogger } from '@stock-bot/logger';
import type {
QueryResult,
TableNames,
TimeRange,
} from './types';
// Interface to avoid circular dependency
interface QuestDBClientInterface {
query<T = any>(sql: string, params?: any[]): Promise<QueryResult<T>>;
}
/**
* QuestDB Query Builder
*
* Provides a fluent interface for building optimized time-series queries
* with support for QuestDB-specific functions and optimizations.
*/
export class QuestDBQueryBuilder {
private readonly logger: ReturnType<typeof getLogger>;
private query!: {
select: string[];
from: string;
where: string[];
groupBy: string[];
orderBy: string[];
limit?: number;
sampleBy?: string;
latestBy?: string[];
timeRange?: TimeRange;
};
constructor(private readonly client: QuestDBClientInterface) {
this.logger = getLogger('questdb-query-builder');
this.reset();
}
/**
* Reset the query builder
*/
private reset(): QuestDBQueryBuilder {
this.query = {
select: [],
from: '',
where: [],
groupBy: [],
orderBy: [],
sampleBy: undefined,
latestBy: undefined,
timeRange: undefined,
};
return this;
}
/**
* Start a new query
*/
public static create(client: QuestDBClientInterface): QuestDBQueryBuilder {
return new QuestDBQueryBuilder(client);
}
/**
* Select columns
*/
public select(...columns: string[]): QuestDBQueryBuilder {
this.query.select.push(...columns);
return this;
}
/**
* Select with aggregation functions
*/
public selectAgg(aggregations: Record<string, string>): QuestDBQueryBuilder {
Object.entries(aggregations).forEach(([alias, expression]) => {
this.query.select.push(`${expression} as ${alias}`);
});
return this;
}
/**
* From table
*/
public from(table: TableNames | string): QuestDBQueryBuilder {
this.query.from = table;
return this;
}
/**
* Where condition
*/
public where(condition: string): QuestDBQueryBuilder {
this.query.where.push(condition);
return this;
}
/**
* Where symbol equals
*/
public whereSymbol(symbol: string): QuestDBQueryBuilder {
this.query.where.push(`symbol = '${symbol}'`);
return this;
}
/**
* Where symbols in list
*/
public whereSymbolIn(symbols: string[]): QuestDBQueryBuilder {
const symbolList = symbols.map(s => `'${s}'`).join(', ');
this.query.where.push(`symbol IN (${symbolList})`);
return this;
}
/**
* Where exchange equals
*/
public whereExchange(exchange: string): QuestDBQueryBuilder {
this.query.where.push(`exchange = '${exchange}'`);
return this;
}
/**
* Time range filter
*/
public whereTimeRange(startTime: Date, endTime: Date): QuestDBQueryBuilder {
this.query.timeRange = { startTime, endTime };
this.query.where.push(
`timestamp >= '${startTime.toISOString()}' AND timestamp <= '${endTime.toISOString()}'`
);
return this;
}
/**
* Last N hours
*/
public whereLastHours(hours: number): QuestDBQueryBuilder {
this.query.where.push(`timestamp > dateadd('h', -${hours}, now())`);
return this;
}
/**
* Last N days
*/
public whereLastDays(days: number): QuestDBQueryBuilder {
this.query.where.push(`timestamp > dateadd('d', -${days}, now())`);
return this;
}
/**
* Group by columns
*/
public groupBy(...columns: string[]): QuestDBQueryBuilder {
this.query.groupBy.push(...columns);
return this;
}
/**
* Order by column
*/
public orderBy(column: string, direction: 'ASC' | 'DESC' = 'ASC'): QuestDBQueryBuilder {
this.query.orderBy.push(`${column} ${direction}`);
return this;
}
/**
* Order by timestamp descending (most recent first)
*/
public orderByTimeDesc(): QuestDBQueryBuilder {
this.query.orderBy.push('timestamp DESC');
return this;
}
/**
* Limit results
*/
public limit(count: number): QuestDBQueryBuilder {
this.query.limit = count;
return this;
}
/**
* Sample by time interval (QuestDB specific)
*/
public sampleBy(interval: string): QuestDBQueryBuilder {
this.query.sampleBy = interval;
return this;
}
/**
* Latest by columns (QuestDB specific)
*/
public latestBy(...columns: string[]): QuestDBQueryBuilder {
this.query.latestBy = columns;
return this;
}
/**
* Build and execute the query
*/
public async execute<T = any>(): Promise<QueryResult<T>> {
const sql = this.build();
this.logger.debug('Executing query', { sql });
try {
const result = await this.client.query<T>(sql);
this.reset(); // Reset for next query
return result;
} catch (error) {
this.logger.error('Query execution failed', { sql, error });
this.reset(); // Reset even on error
throw error;
}
}
/**
* Build the SQL query string
*/
public build(): string {
if (!this.query.from) {
throw new Error('FROM clause is required');
}
if (this.query.select.length === 0) {
this.query.select.push('*');
}
let sql = `SELECT ${this.query.select.join(', ')} FROM ${this.query.from}`;
// Add WHERE clause
if (this.query.where.length > 0) {
sql += ` WHERE ${this.query.where.join(' AND ')}`;
}
// Add LATEST BY (QuestDB specific - must come before GROUP BY)
if (this.query.latestBy && this.query.latestBy.length > 0) {
sql += ` LATEST BY ${this.query.latestBy.join(', ')}`;
}
// Add SAMPLE BY (QuestDB specific)
if (this.query.sampleBy) {
sql += ` SAMPLE BY ${this.query.sampleBy}`;
}
// Add GROUP BY
if (this.query.groupBy.length > 0) {
sql += ` GROUP BY ${this.query.groupBy.join(', ')}`;
}
// Add ORDER BY
if (this.query.orderBy.length > 0) {
sql += ` ORDER BY ${this.query.orderBy.join(', ')}`;
}
// Add LIMIT
if (this.query.limit) {
sql += ` LIMIT ${this.query.limit}`;
}
return sql;
}
/**
* Get the built query without executing
*/
public toSQL(): string {
return this.build();
}
// Predefined query methods for common use cases
/**
* Get latest OHLCV data for symbols
*/
public static latestOHLCV(
client: QuestDBClientInterface,
symbols: string[],
exchange?: string
): QuestDBQueryBuilder {
const builder = QuestDBQueryBuilder.create(client)
.select('symbol', 'timestamp', 'open', 'high', 'low', 'close', 'volume')
.from('ohlcv_data')
.whereSymbolIn(symbols)
.latestBy('symbol')
.orderByTimeDesc();
if (exchange) {
builder.whereExchange(exchange);
}
return builder;
}
/**
* Get OHLCV data with time sampling
*/
public static ohlcvTimeSeries(
client: QuestDBClientInterface,
symbol: string,
interval: string,
hours: number = 24
): QuestDBQueryBuilder {
return QuestDBQueryBuilder.create(client)
.selectAgg({
first_open: 'first(open)',
max_high: 'max(high)',
min_low: 'min(low)',
last_close: 'last(close)',
sum_volume: 'sum(volume)',
})
.from('ohlcv_data')
.whereSymbol(symbol)
.whereLastHours(hours)
.sampleBy(interval)
.orderByTimeDesc();
}
/**
* Get market analytics data
*/
public static marketAnalytics(
client: QuestDBClientInterface,
symbols: string[],
hours: number = 1
): QuestDBQueryBuilder {
return QuestDBQueryBuilder.create(client)
.select(
'symbol',
'timestamp',
'rsi',
'macd',
'bollinger_upper',
'bollinger_lower',
'volume_sma'
)
.from('market_analytics')
.whereSymbolIn(symbols)
.whereLastHours(hours)
.orderBy('symbol')
.orderByTimeDesc();
}
/**
* Get performance metrics for a time range
*/
public static performanceMetrics(
client: QuestDBClientInterface,
startTime: Date,
endTime: Date
): QuestDBQueryBuilder {
return QuestDBQueryBuilder.create(client)
.selectAgg({
total_trades: 'count(*)',
avg_response_time: 'avg(response_time)',
max_response_time: 'max(response_time)',
error_rate: 'sum(case when success = false then 1 else 0 end) * 100.0 / count(*)',
})
.from('performance_metrics')
.whereTimeRange(startTime, endTime)
.sampleBy('1m');
}
/**
* Get trade execution data
*/
public static tradeExecutions(
client: QuestDBClientInterface,
symbol?: string,
hours: number = 24
): QuestDBQueryBuilder {
const builder = QuestDBQueryBuilder.create(client)
.select('symbol', 'timestamp', 'side', 'quantity', 'price', 'execution_time')
.from('trade_executions')
.whereLastHours(hours)
.orderByTimeDesc();
if (symbol) {
builder.whereSymbol(symbol);
}
return builder;
}
}

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import { getLogger } from '@stock-bot/logger';
import type { QueryResult, TableSchema } from './types';
// Interface to avoid circular dependency
interface QuestDBClientInterface {
query<T = any>(sql: string, params?: any[]): Promise<QueryResult<T>>;
}
/**
* QuestDB Schema Manager
*
* Manages database schemas, table creation, and optimization
* for time-series data storage in QuestDB.
*/
export class QuestDBSchemaManager {
private readonly logger: ReturnType<typeof getLogger>;
private readonly schemas: Map<string, TableSchema> = new Map();
constructor(private readonly client: QuestDBClientInterface) {
this.logger = getLogger('questdb-schema-manager');
this.initializeSchemas();
}
/**
* Initialize predefined schemas
*/
private initializeSchemas(): void {
// OHLCV Data Table
this.schemas.set('ohlcv_data', {
tableName: 'ohlcv_data',
columns: [
{ name: 'symbol', type: 'SYMBOL', nullable: false },
{ name: 'exchange', type: 'SYMBOL', nullable: false },
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'open', type: 'DOUBLE', nullable: false },
{ name: 'high', type: 'DOUBLE', nullable: false },
{ name: 'low', type: 'DOUBLE', nullable: false },
{ name: 'close', type: 'DOUBLE', nullable: false },
{ name: 'volume', type: 'LONG', nullable: false },
{ name: 'data_source', type: 'SYMBOL', nullable: true },
],
partitionBy: 'DAY',
orderBy: ['symbol', 'timestamp'],
indices: [
{ columns: ['symbol'], type: 'HASH' },
{ columns: ['exchange'], type: 'HASH' },
],
});
// Market Analytics Table
this.schemas.set('market_analytics', {
tableName: 'market_analytics',
columns: [
{ name: 'symbol', type: 'SYMBOL', nullable: false },
{ name: 'exchange', type: 'SYMBOL', nullable: false },
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'rsi', type: 'DOUBLE', nullable: true },
{ name: 'macd', type: 'DOUBLE', nullable: true },
{ name: 'signal', type: 'DOUBLE', nullable: true },
{ name: 'histogram', type: 'DOUBLE', nullable: true },
{ name: 'bollinger_upper', type: 'DOUBLE', nullable: true },
{ name: 'bollinger_lower', type: 'DOUBLE', nullable: true },
{ name: 'volume_sma', type: 'DOUBLE', nullable: true },
{ name: 'timeframe', type: 'SYMBOL', nullable: true },
],
partitionBy: 'DAY',
orderBy: ['symbol', 'timestamp'],
indices: [
{ columns: ['symbol'], type: 'HASH' },
{ columns: ['timeframe'], type: 'HASH' },
],
});
// Trade Executions Table
this.schemas.set('trade_executions', {
tableName: 'trade_executions',
columns: [
{ name: 'symbol', type: 'SYMBOL', nullable: false },
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'side', type: 'SYMBOL', nullable: false },
{ name: 'quantity', type: 'DOUBLE', nullable: false },
{ name: 'price', type: 'DOUBLE', nullable: false },
{ name: 'execution_time', type: 'LONG', nullable: false },
{ name: 'order_id', type: 'SYMBOL', nullable: true },
{ name: 'strategy', type: 'SYMBOL', nullable: true },
{ name: 'commission', type: 'DOUBLE', nullable: true },
],
partitionBy: 'DAY',
orderBy: ['symbol', 'timestamp'],
indices: [
{ columns: ['symbol'], type: 'HASH' },
{ columns: ['order_id'], type: 'HASH' },
{ columns: ['strategy'], type: 'HASH' },
],
});
// Performance Metrics Table
this.schemas.set('performance_metrics', {
tableName: 'performance_metrics',
columns: [
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'operation', type: 'SYMBOL', nullable: false },
{ name: 'response_time', type: 'LONG', nullable: false },
{ name: 'success', type: 'BOOLEAN', nullable: false },
{ name: 'error_code', type: 'SYMBOL', nullable: true },
{ name: 'component', type: 'SYMBOL', nullable: true },
],
partitionBy: 'HOUR',
orderBy: ['operation', 'timestamp'],
indices: [
{ columns: ['operation'], type: 'HASH' },
{ columns: ['success'], type: 'HASH' },
],
});
// Portfolio Positions Table
this.schemas.set('portfolio_positions', {
tableName: 'portfolio_positions',
columns: [
{ name: 'portfolio_id', type: 'SYMBOL', nullable: false },
{ name: 'symbol', type: 'SYMBOL', nullable: false },
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'quantity', type: 'DOUBLE', nullable: false },
{ name: 'avg_cost', type: 'DOUBLE', nullable: false },
{ name: 'market_value', type: 'DOUBLE', nullable: false },
{ name: 'unrealized_pnl', type: 'DOUBLE', nullable: false },
{ name: 'realized_pnl', type: 'DOUBLE', nullable: false },
],
partitionBy: 'DAY',
orderBy: ['portfolio_id', 'symbol', 'timestamp'],
indices: [
{ columns: ['portfolio_id'], type: 'HASH' },
{ columns: ['symbol'], type: 'HASH' },
],
});
// Risk Metrics Table
this.schemas.set('risk_metrics', {
tableName: 'risk_metrics',
columns: [
{ name: 'portfolio_id', type: 'SYMBOL', nullable: false },
{ name: 'timestamp', type: 'TIMESTAMP', nullable: false, designated: true },
{ name: 'var_1d', type: 'DOUBLE', nullable: true },
{ name: 'var_5d', type: 'DOUBLE', nullable: true },
{ name: 'expected_shortfall', type: 'DOUBLE', nullable: true },
{ name: 'beta', type: 'DOUBLE', nullable: true },
{ name: 'sharpe_ratio', type: 'DOUBLE', nullable: true },
{ name: 'max_drawdown', type: 'DOUBLE', nullable: true },
{ name: 'volatility', type: 'DOUBLE', nullable: true },
],
partitionBy: 'DAY',
orderBy: ['portfolio_id', 'timestamp'],
indices: [{ columns: ['portfolio_id'], type: 'HASH' }],
});
}
/**
* Create all tables
*/
public async createAllTables(): Promise<void> {
this.logger.info('Creating all QuestDB tables');
for (const [tableName, schema] of this.schemas) {
try {
await this.createTable(schema);
this.logger.info(`Table ${tableName} created successfully`);
} catch (error) {
this.logger.error(`Failed to create table ${tableName}`, error);
throw error;
}
}
}
/**
* Create a single table
*/
public async createTable(schema: TableSchema): Promise<void> {
const sql = this.buildCreateTableSQL(schema);
try {
await this.client.query(sql);
this.logger.debug(`Table ${schema.tableName} created`, { sql });
} catch (error) {
// Check if table already exists
if (error instanceof Error && error.message.includes('already exists')) {
this.logger.debug(`Table ${schema.tableName} already exists`);
return;
}
throw error;
}
}
/**
* Drop a table
*/
public async dropTable(tableName: string): Promise<void> {
const sql = `DROP TABLE IF EXISTS ${tableName}`;
try {
await this.client.query(sql);
this.logger.warn(`Table ${tableName} dropped`);
} catch (error) {
this.logger.error(`Failed to drop table ${tableName}`, error);
throw error;
}
}
/**
* Check if table exists
*/
public async tableExists(tableName: string): Promise<boolean> {
try {
const result = await this.client.query(`
SELECT COUNT(*) as count
FROM information_schema.tables
WHERE table_name = '${tableName}'
`);
return result.rows.length > 0 && result.rows[0].count > 0;
} catch (error) {
this.logger.error(`Error checking if table exists: ${tableName}`, error);
return false;
}
}
/**
* Get table schema
*/
public getSchema(tableName: string): TableSchema | undefined {
return this.schemas.get(tableName);
}
/**
* Add custom schema
*/
public addSchema(schema: TableSchema): void {
this.schemas.set(schema.tableName, schema);
this.logger.debug(`Schema added for table: ${schema.tableName}`);
}
/**
* Get all schema names
*/
public getSchemaNames(): string[] {
return Array.from(this.schemas.keys());
}
/**
* Optimize table (rebuild indices, etc.)
*/
public async optimizeTable(tableName: string): Promise<void> {
const schema = this.schemas.get(tableName);
if (!schema) {
throw new Error(`Schema not found for table: ${tableName}`);
}
// QuestDB automatically optimizes, but we can analyze table stats
try {
const stats = await this.getTableStats(tableName);
this.logger.debug(`Table ${tableName} stats`, stats);
} catch (error) {
this.logger.error(`Failed to optimize table ${tableName}`, error);
throw error;
}
}
/**
* Get table statistics
*/
public async getTableStats(tableName: string): Promise<any> {
try {
const result = await this.client.query(`
SELECT
COUNT(*) as row_count,
MIN(timestamp) as min_timestamp,
MAX(timestamp) as max_timestamp
FROM ${tableName}
`);
return result.rows[0] || {};
} catch (error) {
this.logger.error(`Failed to get table stats for ${tableName}`, error);
throw error;
}
}
/**
* Truncate table (remove all data but keep structure)
*/
public async truncateTable(tableName: string): Promise<void> {
try {
await this.client.query(`TRUNCATE TABLE ${tableName}`);
this.logger.warn(`Table ${tableName} truncated`);
} catch (error) {
this.logger.error(`Failed to truncate table ${tableName}`, error);
throw error;
}
}
/**
* Create table partitions for future dates
*/
public async createPartitions(tableName: string, _days: number = 30): Promise<void> {
// QuestDB handles partitioning automatically based on the PARTITION BY clause
// This method is for future extensibility
this.logger.debug(`Partitioning is automatic for table ${tableName}`);
}
/**
* Build CREATE TABLE SQL statement
*/
private buildCreateTableSQL(schema: TableSchema): string {
const columns = schema.columns
.map(col => {
let columnDef = `${col.name} ${col.type}`;
if (!col.nullable) {
columnDef += ' NOT NULL';
}
return columnDef;
})
.join(', ');
let sql = `CREATE TABLE IF NOT EXISTS ${schema.tableName} (${columns})`;
// Add designated timestamp
const timestampColumn = schema.columns.find(col => col.designated);
if (timestampColumn) {
sql += ` timestamp(${timestampColumn.name})`;
}
// Add partition by
if (schema.partitionBy) {
sql += ` PARTITION BY ${schema.partitionBy}`;
}
return sql;
}
/**
* Validate schema definition
*/
private validateSchema(schema: TableSchema): void {
if (!schema.tableName) {
throw new Error('Table name is required');
}
if (!schema.columns || schema.columns.length === 0) {
throw new Error('At least one column is required');
}
const timestampColumns = schema.columns.filter(col => col.designated);
if (timestampColumns.length > 1) {
throw new Error('Only one designated timestamp column is allowed');
}
if (timestampColumns.length === 0) {
throw new Error('A designated timestamp column is required for time-series tables');
}
}
/**
* Get table creation status
*/
public async getTableCreationStatus(): Promise<Record<string, boolean>> {
const status: Record<string, boolean> = {};
for (const tableName of this.schemas.keys()) {
status[tableName] = await this.tableExists(tableName);
}
return status;
}
/**
* Initialize database schema
*/
public async initializeDatabase(): Promise<void> {
this.logger.info('Initializing QuestDB schema');
// Validate all schemas first
for (const schema of this.schemas.values()) {
this.validateSchema(schema);
}
// Create all tables
await this.createAllTables();
// Get creation status
const status = await this.getTableCreationStatus();
this.logger.info('Database initialization complete', { tableStatus: status });
}
}

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/**
* QuestDB Client Configuration and Types
*/
/**
* QuestDB Client Configuration
*/
export interface QuestDBClientConfig {
host: string;
httpPort: number;
pgPort: number;
influxPort: number;
user?: string;
password?: string;
database?: string;
tls?: {
enabled: boolean;
verifyServerCert: boolean;
};
timeouts?: {
connection: number;
request: number;
};
retryAttempts?: number;
}
/**
* QuestDB Connection Options
*/
export interface QuestDBConnectionOptions {
protocol?: 'http' | 'pg' | 'influx';
retryAttempts?: number;
retryDelay?: number;
healthCheckInterval?: number;
}
/**
* Health Status Types
*/
export type QuestDBHealthStatus = 'healthy' | 'degraded' | 'unhealthy';
export interface QuestDBHealthCheck {
status: QuestDBHealthStatus;
timestamp: Date;
latency: number;
protocols: {
http: boolean;
pg: boolean;
influx: boolean;
};
errors?: string[];
}
export interface QuestDBMetrics {
queriesPerSecond: number;
insertsPerSecond: number;
averageQueryTime: number;
errorRate: number;
dataIngestionRate: number;
storageSize: number;
}
/**
* Table Names for Time-Series Data
*/
export type TableNames =
| 'ohlcv'
| 'trades'
| 'quotes'
| 'indicators'
| 'performance'
| 'risk_metrics'
| 'market_events'
| 'strategy_signals'
| 'portfolio_snapshots';
/**
* Time-Series Data Types
*/
export interface BaseTimeSeriesData {
timestamp: Date;
symbol?: string;
}
export interface OHLCVData extends BaseTimeSeriesData {
open: number;
high: number;
low: number;
close: number;
volume: number;
timeframe: string; // '1m', '5m', '1h', '1d', etc.
source: string;
}
export interface TradeData extends BaseTimeSeriesData {
trade_id: string;
price: number;
quantity: number;
side: 'buy' | 'sell';
exchange: string;
conditions?: string[];
}
export interface QuoteData extends BaseTimeSeriesData {
bid_price: number;
bid_size: number;
ask_price: number;
ask_size: number;
exchange: string;
spread: number;
}
export interface IndicatorData extends BaseTimeSeriesData {
indicator_name: string;
value: number;
parameters?: Record<string, any>;
timeframe: string;
}
export interface PerformanceData extends BaseTimeSeriesData {
portfolio_id: string;
total_value: number;
cash_balance: number;
unrealized_pnl: number;
realized_pnl: number;
daily_return: number;
cumulative_return: number;
}
export interface RiskMetrics extends BaseTimeSeriesData {
portfolio_id?: string;
strategy_id?: string;
metric_name: string;
value: number;
threshold?: number;
status: 'normal' | 'warning' | 'breach';
}
/**
* Query Result Types
*/
export interface QueryResult<T = any> {
rows: T[];
rowCount: number;
executionTime: number;
metadata?: {
columns: Array<{
name: string;
type: string;
}>;
};
}
export interface InsertResult {
rowsInserted: number;
executionTime: number;
errors?: string[];
}
/**
* Schema Definition Types
*/
export interface ColumnDefinition {
name: string;
type:
| 'SYMBOL'
| 'STRING'
| 'DOUBLE'
| 'FLOAT'
| 'LONG'
| 'INT'
| 'BOOLEAN'
| 'TIMESTAMP'
| 'DATE'
| 'BINARY';
indexed?: boolean;
capacity?: number; // For SYMBOL type
}
export interface TableDefinition {
name: string;
columns: ColumnDefinition[];
partitionBy?: 'NONE' | 'DAY' | 'MONTH' | 'YEAR';
timestamp?: string; // Column name to use as designated timestamp
dedup?: boolean;
}
/**
* Connection Pool Types
*/
export interface ConnectionPoolConfig {
minConnections: number;
maxConnections: number;
idleTimeout: number;
acquireTimeout: number;
}
/**
* Health Monitoring Types
*/
export interface HealthStatus {
isHealthy: boolean;
lastCheck: Date;
responseTime: number;
message: string;
error?: Error;
details?: {
pgPool: boolean;
httpEndpoint: boolean;
uptime: number;
};
}
export interface PerformanceMetrics {
totalQueries: number;
successfulQueries: number;
failedQueries: number;
averageResponseTime: number;
lastQueryTime: Date | null;
connectionUptime: number;
memoryUsage: number;
}
/**
* Query Builder Types
*/
export interface TimeSeriesQuery {
table: TableNames | string;
columns?: string[];
timeRange?: TimeRange;
groupBy?: string[];
aggregations?: Record<string, string>;
sampleBy?: string;
latestBy?: string[];
orderBy?: Array<{ column: string; direction: 'ASC' | 'DESC' }>;
limit?: number;
}
export interface AggregationQuery {
aggregations: Record<string, string>;
groupBy?: string[];
having?: string[];
}
export interface TimeRange {
startTime: Date;
endTime: Date;
}
/**
* InfluxDB Line Protocol Types
*/
export interface InfluxLineData {
measurement: string;
tags: Record<string, string>;
fields: Record<string, number | string | boolean>;
timestamp?: Date;
}
export interface InfluxWriteOptions {
batchSize?: number;
flushInterval?: number;
autoFlush?: boolean;
precision?: 'ns' | 'us' | 'ms' | 's';
retryAttempts?: number;
retryDelay?: number;
}
/**
* Schema Management Types
*/
export interface TableSchema {
tableName: string;
columns: ColumnSchema[];
partitionBy?: 'NONE' | 'HOUR' | 'DAY' | 'MONTH' | 'YEAR';
orderBy?: string[];
indices?: IndexDefinition[];
dedup?: boolean;
}
export interface ColumnSchema {
name: string;
type:
| 'SYMBOL'
| 'STRING'
| 'DOUBLE'
| 'FLOAT'
| 'LONG'
| 'INT'
| 'BOOLEAN'
| 'TIMESTAMP'
| 'DATE'
| 'BINARY';
nullable?: boolean;
designated?: boolean; // For designated timestamp column
capacity?: number; // For SYMBOL type
indexed?: boolean;
}
export interface IndexDefinition {
columns: string[];
type: 'HASH' | 'BTREE';
unique?: boolean;
}

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/**
* QuestDB Client Integration Test
*
* This test validates that all components work together correctly
* without requiring an actual QuestDB instance.
*/
import { afterEach, describe, expect, it } from 'bun:test';
import {
createQuestDBClient,
QuestDBClient,
QuestDBHealthMonitor,
QuestDBInfluxWriter,
QuestDBQueryBuilder,
QuestDBSchemaManager,
} from '../src';
import { questdbTestHelpers } from './setup';
describe('QuestDB Client Integration', () => {
let client: QuestDBClient;
beforeEach(() => {
client = new QuestDBClient({
host: 'localhost',
httpPort: 9000,
pgPort: 8812,
influxPort: 9009,
database: 'questdb',
user: 'admin',
password: 'quest',
});
});
afterEach(async () => {
if (client && client.connected) {
try {
await client.disconnect();
} catch {
// Ignore cleanup errors in tests
}
}
});
describe('Client Initialization', () => {
it('should create client with factory function', () => {
const factoryClient = createQuestDBClient();
expect(factoryClient).toBeInstanceOf(QuestDBClient);
});
it('should initialize all supporting classes', () => {
expect(client.getHealthMonitor()).toBeInstanceOf(QuestDBHealthMonitor);
expect(client.queryBuilder()).toBeInstanceOf(QuestDBQueryBuilder);
expect(client.getInfluxWriter()).toBeInstanceOf(QuestDBInfluxWriter);
expect(client.getSchemaManager()).toBeInstanceOf(QuestDBSchemaManager);
});
it('should handle connection configuration', () => {
expect(client.getHttpUrl()).toBe('http://localhost:9000');
expect(client.getInfluxUrl()).toBe('http://localhost:9009');
expect(client.connected).toBe(false);
});
});
describe('Query Builder', () => {
it('should build query using query builder', () => {
const query = client
.queryBuilder()
.select('symbol', 'close', 'timestamp')
.from('ohlcv')
.whereSymbol('AAPL')
.whereLastHours(24)
.orderBy('timestamp', 'DESC')
.limit(100)
.build();
expect(query).toContain('SELECT symbol, close, timestamp');
expect(query).toContain('FROM ohlcv');
expect(query).toContain("symbol = 'AAPL'");
expect(query).toContain('ORDER BY timestamp DESC');
expect(query).toContain('LIMIT 100');
expect(questdbTestHelpers.validateQuestDBQuery(query)).toBe(true);
});
it('should build time-series specific queries', () => {
const latestQuery = client
.queryBuilder()
.select('*')
.from('ohlcv')
.latestBy('symbol')
.build();
expect(latestQuery).toContain('LATEST BY symbol');
expect(questdbTestHelpers.validateQuestDBQuery(latestQuery)).toBe(true);
const sampleQuery = client
.queryBuilder()
.select('symbol', 'avg(close)')
.from('ohlcv')
.sampleBy('1d')
.build();
expect(sampleQuery).toContain('SAMPLE BY 1d');
expect(questdbTestHelpers.validateQuestDBQuery(sampleQuery)).toBe(true);
});
it('should build aggregation queries', () => {
const query = client
.aggregate('ohlcv')
.select('symbol', 'avg(close) as avg_price', 'max(high) as max_high')
.whereSymbolIn(['AAPL', 'GOOGL'])
.groupBy('symbol')
.sampleBy('1h')
.build();
expect(query).toContain('SELECT symbol, avg(close) as avg_price, max(high) as max_high');
expect(query).toContain('FROM ohlcv');
expect(query).toContain("symbol IN ('AAPL', 'GOOGL')");
expect(query).toContain('SAMPLE BY 1h');
expect(query).toContain('GROUP BY symbol');
expect(questdbTestHelpers.validateQuestDBQuery(query)).toBe(true);
});
});
describe('InfluxDB Writer', () => {
it('should write OHLCV data using InfluxDB line protocol', async () => {
const ohlcvData = [
{
timestamp: new Date('2024-01-01T12:00:00Z'),
open: 150.0,
high: 152.0,
low: 149.5,
close: 151.5,
volume: 1000000,
},
];
// Mock the actual write operation
const writeSpy = spyOn(client.getInfluxWriter(), 'writeOHLCV');
writeSpy.mockReturnValue(Promise.resolve());
await expect(async () => {
await client.writeOHLCV('AAPL', 'NASDAQ', ohlcvData);
}).not.toThrow();
});
it('should handle batch operations', () => {
const lines = questdbTestHelpers.generateInfluxDBLines(3);
expect(lines.length).toBe(3);
lines.forEach(line => {
expect(line).toContain('ohlcv,symbol=TEST');
expect(line).toMatch(/\d{19}$/); // Nanosecond timestamp
});
});
});
describe('Schema Manager', () => {
it('should provide schema access', () => {
const schema = client.getSchemaManager().getSchema('ohlcv_data');
expect(schema).toBeDefined();
expect(schema?.tableName).toBe('ohlcv_data');
const symbolColumn = schema?.columns.find(col => col.name === 'symbol');
expect(symbolColumn).toBeDefined();
expect(symbolColumn?.type).toBe('SYMBOL');
expect(schema?.partitionBy).toBe('DAY');
});
});
describe('Health Monitor', () => {
it('should provide health monitoring capabilities', async () => {
const healthMonitor = client.getHealthMonitor();
expect(healthMonitor).toBeInstanceOf(QuestDBHealthMonitor);
// Mock health status since we're not connected
const mockHealthStatus = {
isHealthy: false,
lastCheck: new Date(),
responseTime: 100,
message: 'Connection not established',
details: {
pgPool: false,
httpEndpoint: false,
uptime: 0,
},
};
const healthSpy = spyOn(healthMonitor, 'getHealthStatus');
healthSpy.mockReturnValue(Promise.resolve(mockHealthStatus));
const health = await healthMonitor.getHealthStatus();
expect(health.isHealthy).toBe(false);
expect(health.lastCheck).toBeInstanceOf(Date);
expect(health.message).toBe('Connection not established');
});
});
describe('Time-Series Operations', () => {
it('should support latest by operations', async () => {
// Mock the query execution
const mockResult = {
rows: [{ symbol: 'AAPL', close: 150.0, timestamp: new Date() }],
rowCount: 1,
executionTime: 10,
metadata: { columns: [] },
};
const querySpy = spyOn(client, 'query');
querySpy.mockReturnValue(Promise.resolve(mockResult));
const result = await client.latestBy('ohlcv', ['symbol', 'close'], 'symbol');
expect(result.rows.length).toBe(1);
expect(result.rows[0].symbol).toBe('AAPL');
});
it('should support sample by operations', async () => {
// Mock the query execution
const mockResult = {
rows: [{ symbol: 'AAPL', avg_close: 150.0, timestamp: new Date() }],
rowCount: 1,
executionTime: 15,
metadata: { columns: [] },
};
const querySpy = spyOn(client, 'query');
querySpy.mockReturnValue(Promise.resolve(mockResult));
const result = await client.sampleBy(
'ohlcv',
['symbol', 'avg(close) as avg_close'],
'1h',
'timestamp',
"symbol = 'AAPL'"
);
expect(result.rows.length).toBe(1);
expect(result.executionTime).toBe(15);
});
});
describe('Connection Management', () => {
it('should handle connection configuration', () => {
expect(client.getHttpUrl()).toBe('http://localhost:9000');
expect(client.getInfluxUrl()).toBe('http://localhost:9009');
expect(client.connected).toBe(false);
});
it('should provide configuration access', () => {
const config = client.configuration;
expect(config.host).toBe('localhost');
expect(config.httpPort).toBe(9000);
expect(config.user).toBe('admin');
});
});
});

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/**
* QuestDB Client Test Setup
*
* Setup file specific to QuestDB client library tests.
* Provides utilities and mocks for testing database operations.
*/
import { beforeAll, beforeEach, mock } from 'bun:test';
import { newDb } from 'pg-mem';
// Mock PostgreSQL database for unit tests
let pgMem: any;
beforeAll(() => {
// Create in-memory PostgreSQL database
pgMem = newDb();
// Register QuestDB-specific functions
pgMem.public.registerFunction({
name: 'now',
implementation: () => new Date().toISOString(),
});
pgMem.public.registerFunction({
name: 'dateadd',
args: [{ type: 'text' }, { type: 'int' }, { type: 'timestamp' }],
returns: 'timestamp',
implementation: (unit: string, amount: number, date: Date) => {
const result = new Date(date);
switch (unit) {
case 'd':
case 'day':
result.setDate(result.getDate() + amount);
break;
case 'h':
case 'hour':
result.setHours(result.getHours() + amount);
break;
case 'm':
case 'minute':
result.setMinutes(result.getMinutes() + amount);
break;
default:
throw new Error(`Unsupported date unit: ${unit}`);
}
return result;
},
}); // Mock QuestDB HTTP client
// Mock fetch using Bun's built-in mock
(global as any).fetch = mock(() => {});
// Mock the logger module to avoid Pino configuration conflicts
mock.module('@stock-bot/logger', () => ({
Logger: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
child: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
})),
})),
getLogger: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
child: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
})),
})),
}));
// Mock Pino and its transports to avoid configuration conflicts
mock.module('pino', () => ({
default: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
child: mock(() => ({
info: mock(() => {}),
warn: mock(() => {}),
error: mock(() => {}),
debug: mock(() => {}),
fatal: mock(() => {}),
trace: mock(() => {}),
})),
})),
}));
mock.module('pino-pretty', () => ({
default: mock(() => ({})),
}));
mock.module('pino-loki', () => ({
default: mock(() => ({})),
}));
});
beforeEach(() => {
// Reset database state
if (pgMem) {
try {
pgMem.public.none('DROP TABLE IF EXISTS ohlcv CASCADE');
pgMem.public.none('DROP TABLE IF EXISTS trades CASCADE');
pgMem.public.none('DROP TABLE IF EXISTS quotes CASCADE');
pgMem.public.none('DROP TABLE IF EXISTS indicators CASCADE');
pgMem.public.none('DROP TABLE IF EXISTS performance CASCADE');
pgMem.public.none('DROP TABLE IF EXISTS risk_metrics CASCADE');
} catch {
// Tables might not exist, ignore errors
}
} // Reset fetch mock
if ((global as any).fetch) {
((global as any).fetch as any).mockClear?.();
}
});
/**
* QuestDB-specific test utilities
*/
export const questdbTestHelpers = {
/**
* Get mock PostgreSQL adapter
*/
getMockPgAdapter: () => pgMem?.adapters?.createPg?.(),
/**
* Execute SQL in mock database
*/
executeMockSQL: (sql: string, params?: any[]) => {
return pgMem?.public?.query(sql, params);
},
/**
* Mock successful QuestDB HTTP response
*/ mockQuestDBHttpSuccess: (data: any) => {
((global as any).fetch as any).mockResolvedValue?.({
ok: true,
status: 200,
json: async () => data,
text: async () => JSON.stringify(data),
});
},
/**
* Mock QuestDB HTTP error
*/ mockQuestDBHttpError: (status: number, message: string) => {
((global as any).fetch as any).mockResolvedValue?.({
ok: false,
status,
json: async () => ({ error: message }),
text: async () => message,
});
},
/**
* Mock InfluxDB line protocol response
*/ mockInfluxDBSuccess: () => {
((global as any).fetch as any).mockResolvedValue?.({
ok: true,
status: 204,
text: async () => '',
});
},
/**
* Create test OHLCV table
*/
createTestOHLCVTable: () => {
const sql = `
CREATE TABLE ohlcv (
symbol VARCHAR(10),
timestamp TIMESTAMP,
open DECIMAL(10,2),
high DECIMAL(10,2),
low DECIMAL(10,2),
close DECIMAL(10,2),
volume BIGINT,
source VARCHAR(50)
)
`;
return pgMem?.public?.none(sql);
},
/**
* Insert test OHLCV data
*/
insertTestOHLCVData: (data: any[]) => {
const sql = `
INSERT INTO ohlcv (symbol, timestamp, open, high, low, close, volume, source)
VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
`;
return Promise.all(
data.map(row =>
pgMem?.public?.none(sql, [
row.symbol,
row.timestamp,
row.open,
row.high,
row.low,
row.close,
row.volume,
row.source || 'test',
])
)
);
},
/**
* Generate InfluxDB line protocol test data
*/
generateInfluxDBLines: (count: number = 5) => {
const lines: string[] = [];
const baseTime = Date.now() * 1000000; // Convert to nanoseconds
for (let i = 0; i < count; i++) {
const time = baseTime + i * 60000000000; // 1 minute intervals
const price = 150 + Math.random() * 10;
lines.push(
`ohlcv,symbol=TEST open=${price},high=${price + 1},low=${price - 1},close=${price + 0.5},volume=1000i ${time}`
);
}
return lines;
},
/**
* Validate QuestDB query syntax
*/
validateQuestDBQuery: (query: string): boolean => {
// Basic validation for QuestDB-specific syntax
const _questdbKeywords = ['SAMPLE BY', 'LATEST BY', 'ASOF JOIN', 'SPLICE JOIN', 'LT JOIN'];
// Check for valid SQL structure
const hasSelect = /SELECT\s+/i.test(query);
const hasFrom = /FROM\s+/i.test(query);
return hasSelect && hasFrom;
},
/**
* Mock connection pool
*/ createMockPool: () => {
const mockQuery = () => Promise.resolve({ rows: [], rowCount: 0 });
const mockRelease = () => {};
const mockConnect = () =>
Promise.resolve({
query: mockQuery,
release: mockRelease,
});
const mockEnd = () => Promise.resolve(undefined);
return {
connect: mockConnect,
end: mockEnd,
totalCount: 0,
idleCount: 0,
waitingCount: 0,
};
},
};

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{
"extends": "../../../tsconfig.json",
"compilerOptions": {
"outDir": "./dist",
"rootDir": "./src",
"composite": true
},
"include": ["src/**/*"],
"references": [
{ "path": "../logger" },
{ "path": "../types" }
]
}