0.7.21
This commit is contained in:
@@ -51,3 +51,4 @@
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0.7.18 - Ajout d’un premier backfill historique ciblé par token mint, basé sur `getSignaturesForAddress` + `getTransaction`, avec réutilisation du pipeline interne pour reconstruire transactions, pools, swaps, origins, wallets et métriques
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0.7.18 - Ajout d’un premier backfill historique ciblé par token mint, basé sur `getSignaturesForAddress` + `getTransaction`, avec réutilisation du pipeline interne pour reconstruire transactions, pools, swaps, origins, wallets et métriques
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0.7.19 - Ajout d’une première couche holdings observés avec agrégation par couple wallet/token et branchement automatique dans le pipeline de résolution transactionnelle
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0.7.19 - Ajout d’une première couche holdings observés avec agrégation par couple wallet/token et branchement automatique dans le pipeline de résolution transactionnelle
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0.7.20 - Ajout d’une première couche candles / OHLCV avec matérialisation en base des timeframes usuels et régénération à la demande pour un timeframe arbitraire depuis les trade events
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0.7.20 - Ajout d’une première couche candles / OHLCV avec matérialisation en base des timeframes usuels et régénération à la demande pour un timeframe arbitraire depuis les trade events
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0.7.21 - Ajout d’une première couche de signaux analytiques enrichis par paire avec persistance dédiée et détection de first trade, trade burst, buy/sell imbalance, price jump et volume spike
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@@ -8,7 +8,7 @@ members = [
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]
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]
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[workspace.package]
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[workspace.package]
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version = "0.7.20"
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version = "0.7.21"
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edition = "2024"
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edition = "2024"
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license = "MIT"
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license = "MIT"
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repository = "https://git.sasedev.com/Sasedev/khadhroony-bobobot"
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repository = "https://git.sasedev.com/Sasedev/khadhroony-bobobot"
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13
ROADMAP.md
13
ROADMAP.md
@@ -654,14 +654,13 @@ Réalisé :
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- branchement automatique dans le pipeline de résolution transactionnelle pour maintenir les candles matérialisées à jour.
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- branchement automatique dans le pipeline de résolution transactionnelle pour maintenir les candles matérialisées à jour.
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### 6.053. Version `0.7.21` — Signaux analytiques plus riches
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### 6.053. Version `0.7.21` — Signaux analytiques plus riches
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Objectif : préparer, avant `0.8.x`, une première couche de signaux enrichis au-dessus des objets déjà consolidés.
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Réalisé :
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À faire :
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- ajout d’une première table `pair analytic signals` dédiée aux signaux dérivés par paire,
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- prise en charge initiale des signaux `first_trade_seen`, `trade_burst_60s`, `buy_sell_imbalance_60s`, `price_jump_up_60s`, `price_jump_down_60s` et `volume_spike_60s`,
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- produire des signaux plus riches à partir des `pair metrics`, `wallet participations`, `pool origins` et `launch origins`,
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- calcul des signaux à partir des `pair metrics`, `pair candles` et `trade events`,
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- introduire des signaux de démarrage d’activité, accélération, concentration, absence de liquidité ou premières anomalies observées,
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- persistance idempotente des signaux par paire et par bucket,
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- distinguer clairement signaux techniques, signaux métier et signaux analytiques enrichis,
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- branchement automatique dans le pipeline de résolution transactionnelle.
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- conserver une logique idempotente et explicable avant l’arrivée des filtres plus complexes de `0.8.x`.
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### 6.054. Version `0.7.22` — `kb_app` : inspection et tests du pipeline `0.7.x`
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### 6.054. Version `0.7.22` — `kb_app` : inspection et tests du pipeline `0.7.x`
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Objectif : permettre depuis l’application desktop de tester, inspecter et valider tout le pipeline `0.7.x` sans recourir uniquement aux logs bruts ou à SQLite.
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Objectif : permettre depuis l’application desktop de tester, inspecter et valider tout le pipeline `0.7.x` sans recourir uniquement aux logs bruts ou à SQLite.
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@@ -31,6 +31,7 @@ pub use dtos::KbLaunchSurfaceKeyDto;
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pub use dtos::KbLiquidityEventDto;
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pub use dtos::KbLiquidityEventDto;
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pub use dtos::KbObservedTokenDto;
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pub use dtos::KbObservedTokenDto;
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pub use dtos::KbOnchainObservationDto;
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pub use dtos::KbOnchainObservationDto;
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pub use dtos::KbPairAnalyticSignalDto;
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pub use dtos::KbPairCandleDto;
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pub use dtos::KbPairCandleDto;
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pub use dtos::KbPairDto;
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pub use dtos::KbPairDto;
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pub use dtos::KbPairMetricDto;
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pub use dtos::KbPairMetricDto;
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@@ -62,6 +63,7 @@ pub use entities::KbLaunchSurfaceKeyEntity;
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pub use entities::KbLiquidityEventEntity;
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pub use entities::KbLiquidityEventEntity;
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pub use entities::KbObservedTokenEntity;
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pub use entities::KbObservedTokenEntity;
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pub use entities::KbOnchainObservationEntity;
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pub use entities::KbOnchainObservationEntity;
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pub use entities::KbPairAnalyticSignalEntity;
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pub use entities::KbPairCandleEntity;
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pub use entities::KbPairCandleEntity;
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pub use entities::KbPairEntity;
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pub use entities::KbPairEntity;
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pub use entities::KbPairMetricEntity;
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pub use entities::KbPairMetricEntity;
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@@ -89,6 +91,7 @@ pub use queries::get_launch_attribution_by_decoded_event_id;
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pub use queries::get_launch_surface_by_code;
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pub use queries::get_launch_surface_by_code;
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pub use queries::get_launch_surface_key_by_match;
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pub use queries::get_launch_surface_key_by_match;
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pub use queries::get_observed_token_by_mint;
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pub use queries::get_observed_token_by_mint;
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pub use queries::get_pair_analytic_signal_by_key;
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pub use queries::get_pair_by_pool_id;
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pub use queries::get_pair_by_pool_id;
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pub use queries::get_pair_candle_by_key;
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pub use queries::get_pair_candle_by_key;
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pub use queries::get_pair_metric_by_pair_id;
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pub use queries::get_pair_metric_by_pair_id;
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@@ -114,6 +117,7 @@ pub use queries::list_launch_attributions_by_pool_id;
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pub use queries::list_launch_surface_keys_by_surface_id;
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pub use queries::list_launch_surface_keys_by_surface_id;
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pub use queries::list_launch_surfaces;
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pub use queries::list_launch_surfaces;
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pub use queries::list_observed_tokens;
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pub use queries::list_observed_tokens;
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pub use queries::list_pair_analytic_signals_by_pair_id;
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pub use queries::list_pair_candles_by_pair_and_timeframe;
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pub use queries::list_pair_candles_by_pair_and_timeframe;
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pub use queries::list_pair_metrics;
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pub use queries::list_pair_metrics;
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pub use queries::list_pairs;
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pub use queries::list_pairs;
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@@ -149,6 +153,7 @@ pub use queries::upsert_launch_surface_key;
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pub use queries::upsert_liquidity_event;
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pub use queries::upsert_liquidity_event;
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pub use queries::upsert_observed_token;
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pub use queries::upsert_observed_token;
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pub use queries::upsert_pair;
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pub use queries::upsert_pair;
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pub use queries::upsert_pair_analytic_signal;
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pub use queries::upsert_pair_candle;
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pub use queries::upsert_pair_candle;
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pub use queries::upsert_pair_metric;
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pub use queries::upsert_pair_metric;
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pub use queries::upsert_pool;
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pub use queries::upsert_pool;
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@@ -19,6 +19,7 @@ mod liquidity_event;
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mod observed_token;
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mod observed_token;
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mod onchain_observation;
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mod onchain_observation;
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mod pair;
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mod pair;
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mod pair_analytic_signal;
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mod pair_candle;
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mod pair_candle;
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mod pair_metric;
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mod pair_metric;
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mod pool;
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mod pool;
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@@ -51,6 +52,7 @@ pub use liquidity_event::KbLiquidityEventDto;
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pub use observed_token::KbObservedTokenDto;
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pub use observed_token::KbObservedTokenDto;
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pub use onchain_observation::KbOnchainObservationDto;
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pub use onchain_observation::KbOnchainObservationDto;
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pub use pair::KbPairDto;
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pub use pair::KbPairDto;
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pub use pair_analytic_signal::KbPairAnalyticSignalDto;
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pub use pair_candle::KbPairCandleDto;
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pub use pair_candle::KbPairCandleDto;
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pub use pair_metric::KbPairMetricDto;
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pub use pair_metric::KbPairMetricDto;
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pub use pool::KbPoolDto;
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pub use pool::KbPoolDto;
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120
kb_lib/src/db/dtos/pair_analytic_signal.rs
Normal file
120
kb_lib/src/db/dtos/pair_analytic_signal.rs
Normal file
@@ -0,0 +1,120 @@
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// file: kb_lib/src/db/dtos/pair_analytic_signal.rs
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//! Pair-analytic-signal DTO.
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/// Application-facing pair-analytic-signal DTO.
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#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
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pub struct KbPairAnalyticSignalDto {
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/// Optional numeric primary key.
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pub id: std::option::Option<i64>,
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/// Related pair id.
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pub pair_id: i64,
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/// Stable signal kind.
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pub signal_kind: std::string::String,
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/// Signal severity.
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pub severity: crate::KbAnalysisSignalSeverity,
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/// Timeframe in seconds. Zero means non-bucketed signal.
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pub timeframe_seconds: i64,
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/// Inclusive bucket start in unix seconds. Zero means non-bucketed signal.
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pub bucket_start_unix: i64,
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/// Optional numeric score.
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pub score: std::option::Option<f64>,
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/// Signal value payload.
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pub signal_value: serde_json::Value,
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/// Optional first transaction id that produced this signal key.
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pub first_transaction_id: std::option::Option<i64>,
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/// Optional last transaction id that produced this signal key.
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pub last_transaction_id: std::option::Option<i64>,
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/// Creation timestamp.
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pub created_at: chrono::DateTime<chrono::Utc>,
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/// Update timestamp.
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pub updated_at: chrono::DateTime<chrono::Utc>,
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}
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impl KbPairAnalyticSignalDto {
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/// Creates a new pair-analytic-signal DTO.
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pub fn new(
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pair_id: i64,
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signal_kind: std::string::String,
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severity: crate::KbAnalysisSignalSeverity,
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timeframe_seconds: i64,
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bucket_start_unix: i64,
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score: std::option::Option<f64>,
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signal_value: serde_json::Value,
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first_transaction_id: std::option::Option<i64>,
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last_transaction_id: std::option::Option<i64>,
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) -> Self {
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let now = chrono::Utc::now();
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Self {
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id: None,
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pair_id,
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signal_kind,
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severity,
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timeframe_seconds,
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bucket_start_unix,
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score,
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signal_value,
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first_transaction_id,
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last_transaction_id,
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created_at: now,
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updated_at: now,
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}
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}
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}
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impl TryFrom<crate::KbPairAnalyticSignalEntity> for KbPairAnalyticSignalDto {
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type Error = crate::KbError;
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fn try_from(entity: crate::KbPairAnalyticSignalEntity) -> Result<Self, Self::Error> {
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let severity_result = crate::KbAnalysisSignalSeverity::from_i16(entity.severity);
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let severity = match severity_result {
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Ok(severity) => severity,
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Err(error) => return Err(error),
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};
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let signal_value_result =
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serde_json::from_str::<serde_json::Value>(entity.signal_value_json.as_str());
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let signal_value = match signal_value_result {
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Ok(signal_value) => signal_value,
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Err(error) => {
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return Err(crate::KbError::Db(format!(
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"cannot parse pair_analytic_signal signal_value_json '{}': {}",
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|
entity.signal_value_json, error
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)));
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}
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};
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let created_at_result = chrono::DateTime::parse_from_rfc3339(entity.created_at.as_str());
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let created_at = match created_at_result {
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Ok(created_at) => created_at.with_timezone(&chrono::Utc),
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Err(error) => {
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return Err(crate::KbError::Db(format!(
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|
"cannot parse pair_analytic_signal created_at '{}': {}",
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|
entity.created_at, error
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|
)));
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}
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};
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let updated_at_result = chrono::DateTime::parse_from_rfc3339(entity.updated_at.as_str());
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let updated_at = match updated_at_result {
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Ok(updated_at) => updated_at.with_timezone(&chrono::Utc),
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Err(error) => {
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|
return Err(crate::KbError::Db(format!(
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|
"cannot parse pair_analytic_signal updated_at '{}': {}",
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|
entity.updated_at, error
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|
)));
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|
}
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|
};
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|
Ok(Self {
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|
id: Some(entity.id),
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|
pair_id: entity.pair_id,
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|
signal_kind: entity.signal_kind,
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|
severity,
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|
timeframe_seconds: entity.timeframe_seconds,
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|
bucket_start_unix: entity.bucket_start_unix,
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score: entity.score,
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|
signal_value,
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|
first_transaction_id: entity.first_transaction_id,
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|
last_transaction_id: entity.last_transaction_id,
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|
created_at,
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|
updated_at,
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|
})
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}
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|
}
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@@ -21,6 +21,7 @@ mod liquidity_event;
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mod observed_token;
|
mod observed_token;
|
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mod onchain_observation;
|
mod onchain_observation;
|
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mod pair;
|
mod pair;
|
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|
mod pair_analytic_signal;
|
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mod pair_candle;
|
mod pair_candle;
|
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mod pair_metric;
|
mod pair_metric;
|
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mod pool;
|
mod pool;
|
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@@ -53,6 +54,7 @@ pub use liquidity_event::KbLiquidityEventEntity;
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pub use observed_token::KbObservedTokenEntity;
|
pub use observed_token::KbObservedTokenEntity;
|
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pub use onchain_observation::KbOnchainObservationEntity;
|
pub use onchain_observation::KbOnchainObservationEntity;
|
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pub use pair::KbPairEntity;
|
pub use pair::KbPairEntity;
|
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|
pub use pair_analytic_signal::KbPairAnalyticSignalEntity;
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pub use pair_candle::KbPairCandleEntity;
|
pub use pair_candle::KbPairCandleEntity;
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pub use pair_metric::KbPairMetricEntity;
|
pub use pair_metric::KbPairMetricEntity;
|
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pub use pool::KbPoolEntity;
|
pub use pool::KbPoolEntity;
|
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|
|||||||
32
kb_lib/src/db/entities/pair_analytic_signal.rs
Normal file
32
kb_lib/src/db/entities/pair_analytic_signal.rs
Normal file
@@ -0,0 +1,32 @@
|
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|
// file: kb_lib/src/db/entities/pair_analytic_signal.rs
|
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|
|
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|
//! Pair-analytic-signal entity.
|
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|
|
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|
/// Persisted pair-analytic-signal row.
|
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|
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize, sqlx::FromRow)]
|
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|
pub struct KbPairAnalyticSignalEntity {
|
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|
/// Numeric primary key.
|
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|
pub id: i64,
|
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|
/// Related pair id.
|
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|
pub pair_id: i64,
|
||||||
|
/// Stable signal kind.
|
||||||
|
pub signal_kind: std::string::String,
|
||||||
|
/// Signal severity.
|
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|
pub severity: i16,
|
||||||
|
/// Timeframe in seconds. Zero means non-bucketed signal.
|
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|
pub timeframe_seconds: i64,
|
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|
/// Inclusive bucket start in unix seconds. Zero means non-bucketed signal.
|
||||||
|
pub bucket_start_unix: i64,
|
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|
/// Optional numeric score.
|
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|
pub score: std::option::Option<f64>,
|
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|
/// Signal value JSON encoded as text.
|
||||||
|
pub signal_value_json: std::string::String,
|
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|
/// Optional first transaction id that produced this signal key.
|
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|
pub first_transaction_id: std::option::Option<i64>,
|
||||||
|
/// Optional last transaction id that produced this signal key.
|
||||||
|
pub last_transaction_id: std::option::Option<i64>,
|
||||||
|
/// Creation timestamp encoded as RFC3339 UTC text.
|
||||||
|
pub created_at: std::string::String,
|
||||||
|
/// Update timestamp encoded as RFC3339 UTC text.
|
||||||
|
pub updated_at: std::string::String,
|
||||||
|
}
|
||||||
@@ -23,6 +23,7 @@ mod liquidity_event;
|
|||||||
mod observed_token;
|
mod observed_token;
|
||||||
mod onchain_observation;
|
mod onchain_observation;
|
||||||
mod pair;
|
mod pair;
|
||||||
|
mod pair_analytic_signal;
|
||||||
mod pair_candle;
|
mod pair_candle;
|
||||||
mod pair_metric;
|
mod pair_metric;
|
||||||
mod pool;
|
mod pool;
|
||||||
@@ -85,6 +86,9 @@ pub use onchain_observation::list_recent_onchain_observations;
|
|||||||
pub use pair::get_pair_by_pool_id;
|
pub use pair::get_pair_by_pool_id;
|
||||||
pub use pair::list_pairs;
|
pub use pair::list_pairs;
|
||||||
pub use pair::upsert_pair;
|
pub use pair::upsert_pair;
|
||||||
|
pub use pair_analytic_signal::get_pair_analytic_signal_by_key;
|
||||||
|
pub use pair_analytic_signal::list_pair_analytic_signals_by_pair_id;
|
||||||
|
pub use pair_analytic_signal::upsert_pair_analytic_signal;
|
||||||
pub use pair_candle::get_pair_candle_by_key;
|
pub use pair_candle::get_pair_candle_by_key;
|
||||||
pub use pair_candle::list_pair_candles_by_pair_and_timeframe;
|
pub use pair_candle::list_pair_candles_by_pair_and_timeframe;
|
||||||
pub use pair_candle::upsert_pair_candle;
|
pub use pair_candle::upsert_pair_candle;
|
||||||
|
|||||||
196
kb_lib/src/db/queries/pair_analytic_signal.rs
Normal file
196
kb_lib/src/db/queries/pair_analytic_signal.rs
Normal file
@@ -0,0 +1,196 @@
|
|||||||
|
// file: kb_lib/src/db/queries/pair_analytic_signal.rs
|
||||||
|
|
||||||
|
//! Queries for `kb_pair_analytic_signals`.
|
||||||
|
|
||||||
|
/// Inserts or updates one pair-analytic-signal row and returns its stable internal id.
|
||||||
|
pub async fn upsert_pair_analytic_signal(
|
||||||
|
database: &crate::KbDatabase,
|
||||||
|
dto: &crate::KbPairAnalyticSignalDto,
|
||||||
|
) -> Result<i64, crate::KbError> {
|
||||||
|
let signal_value_json_result = serde_json::to_string(&dto.signal_value);
|
||||||
|
let signal_value_json = match signal_value_json_result {
|
||||||
|
Ok(signal_value_json) => signal_value_json,
|
||||||
|
Err(error) => {
|
||||||
|
return Err(crate::KbError::Db(format!(
|
||||||
|
"cannot serialize pair analytic signal payload: {}",
|
||||||
|
error
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
};
|
||||||
|
match database.connection() {
|
||||||
|
crate::KbDatabaseConnection::Sqlite(pool) => {
|
||||||
|
let query_result = sqlx::query(
|
||||||
|
r#"
|
||||||
|
INSERT INTO kb_pair_analytic_signals (
|
||||||
|
pair_id,
|
||||||
|
signal_kind,
|
||||||
|
severity,
|
||||||
|
timeframe_seconds,
|
||||||
|
bucket_start_unix,
|
||||||
|
score,
|
||||||
|
signal_value_json,
|
||||||
|
first_transaction_id,
|
||||||
|
last_transaction_id,
|
||||||
|
created_at,
|
||||||
|
updated_at
|
||||||
|
)
|
||||||
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
||||||
|
ON CONFLICT(pair_id, signal_kind, timeframe_seconds, bucket_start_unix) DO UPDATE SET
|
||||||
|
severity = excluded.severity,
|
||||||
|
score = excluded.score,
|
||||||
|
signal_value_json = excluded.signal_value_json,
|
||||||
|
last_transaction_id = excluded.last_transaction_id,
|
||||||
|
updated_at = excluded.updated_at
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.bind(dto.pair_id)
|
||||||
|
.bind(dto.signal_kind.clone())
|
||||||
|
.bind(dto.severity.to_i16())
|
||||||
|
.bind(dto.timeframe_seconds)
|
||||||
|
.bind(dto.bucket_start_unix)
|
||||||
|
.bind(dto.score)
|
||||||
|
.bind(signal_value_json)
|
||||||
|
.bind(dto.first_transaction_id)
|
||||||
|
.bind(dto.last_transaction_id)
|
||||||
|
.bind(dto.created_at.to_rfc3339())
|
||||||
|
.bind(dto.updated_at.to_rfc3339())
|
||||||
|
.execute(pool)
|
||||||
|
.await;
|
||||||
|
if let Err(error) = query_result {
|
||||||
|
return Err(crate::KbError::Db(format!(
|
||||||
|
"cannot upsert kb_pair_analytic_signals on sqlite: {}",
|
||||||
|
error
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
let id_result = sqlx::query_scalar::<sqlx::Sqlite, i64>(
|
||||||
|
r#"
|
||||||
|
SELECT id
|
||||||
|
FROM kb_pair_analytic_signals
|
||||||
|
WHERE pair_id = ? AND signal_kind = ? AND timeframe_seconds = ? AND bucket_start_unix = ?
|
||||||
|
LIMIT 1
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.bind(dto.pair_id)
|
||||||
|
.bind(dto.signal_kind.clone())
|
||||||
|
.bind(dto.timeframe_seconds)
|
||||||
|
.bind(dto.bucket_start_unix)
|
||||||
|
.fetch_one(pool)
|
||||||
|
.await;
|
||||||
|
match id_result {
|
||||||
|
Ok(id) => Ok(id),
|
||||||
|
Err(error) => Err(crate::KbError::Db(format!(
|
||||||
|
"cannot fetch kb_pair_analytic_signals id on sqlite: {}",
|
||||||
|
error
|
||||||
|
))),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Returns one pair-analytic-signal row identified by its key, if it exists.
|
||||||
|
pub async fn get_pair_analytic_signal_by_key(
|
||||||
|
database: &crate::KbDatabase,
|
||||||
|
pair_id: i64,
|
||||||
|
signal_kind: &str,
|
||||||
|
timeframe_seconds: i64,
|
||||||
|
bucket_start_unix: i64,
|
||||||
|
) -> Result<std::option::Option<crate::KbPairAnalyticSignalDto>, crate::KbError> {
|
||||||
|
match database.connection() {
|
||||||
|
crate::KbDatabaseConnection::Sqlite(pool) => {
|
||||||
|
let query_result =
|
||||||
|
sqlx::query_as::<sqlx::Sqlite, crate::KbPairAnalyticSignalEntity>(
|
||||||
|
r#"
|
||||||
|
SELECT
|
||||||
|
id,
|
||||||
|
pair_id,
|
||||||
|
signal_kind,
|
||||||
|
severity,
|
||||||
|
timeframe_seconds,
|
||||||
|
bucket_start_unix,
|
||||||
|
score,
|
||||||
|
signal_value_json,
|
||||||
|
first_transaction_id,
|
||||||
|
last_transaction_id,
|
||||||
|
created_at,
|
||||||
|
updated_at
|
||||||
|
FROM kb_pair_analytic_signals
|
||||||
|
WHERE pair_id = ? AND signal_kind = ? AND timeframe_seconds = ? AND bucket_start_unix = ?
|
||||||
|
LIMIT 1
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.bind(pair_id)
|
||||||
|
.bind(signal_kind)
|
||||||
|
.bind(timeframe_seconds)
|
||||||
|
.bind(bucket_start_unix)
|
||||||
|
.fetch_optional(pool)
|
||||||
|
.await;
|
||||||
|
let entity_option = match query_result {
|
||||||
|
Ok(entity_option) => entity_option,
|
||||||
|
Err(error) => {
|
||||||
|
return Err(crate::KbError::Db(format!(
|
||||||
|
"cannot read kb_pair_analytic_signals by key on sqlite: {}",
|
||||||
|
error
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
};
|
||||||
|
match entity_option {
|
||||||
|
Some(entity) => crate::KbPairAnalyticSignalDto::try_from(entity).map(Some),
|
||||||
|
None => Ok(None),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Lists all pair-analytic signals for one pair ordered by key.
|
||||||
|
pub async fn list_pair_analytic_signals_by_pair_id(
|
||||||
|
database: &crate::KbDatabase,
|
||||||
|
pair_id: i64,
|
||||||
|
) -> Result<std::vec::Vec<crate::KbPairAnalyticSignalDto>, crate::KbError> {
|
||||||
|
match database.connection() {
|
||||||
|
crate::KbDatabaseConnection::Sqlite(pool) => {
|
||||||
|
let query_result =
|
||||||
|
sqlx::query_as::<sqlx::Sqlite, crate::KbPairAnalyticSignalEntity>(
|
||||||
|
r#"
|
||||||
|
SELECT
|
||||||
|
id,
|
||||||
|
pair_id,
|
||||||
|
signal_kind,
|
||||||
|
severity,
|
||||||
|
timeframe_seconds,
|
||||||
|
bucket_start_unix,
|
||||||
|
score,
|
||||||
|
signal_value_json,
|
||||||
|
first_transaction_id,
|
||||||
|
last_transaction_id,
|
||||||
|
created_at,
|
||||||
|
updated_at
|
||||||
|
FROM kb_pair_analytic_signals
|
||||||
|
WHERE pair_id = ?
|
||||||
|
ORDER BY timeframe_seconds ASC, bucket_start_unix ASC, signal_kind ASC, id ASC
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.bind(pair_id)
|
||||||
|
.fetch_all(pool)
|
||||||
|
.await;
|
||||||
|
let entities = match query_result {
|
||||||
|
Ok(entities) => entities,
|
||||||
|
Err(error) => {
|
||||||
|
return Err(crate::KbError::Db(format!(
|
||||||
|
"cannot list kb_pair_analytic_signals by pair_id '{}' on sqlite: {}",
|
||||||
|
pair_id, error
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
};
|
||||||
|
let mut dtos = std::vec::Vec::new();
|
||||||
|
for entity in entities {
|
||||||
|
let dto_result = crate::KbPairAnalyticSignalDto::try_from(entity);
|
||||||
|
let dto = match dto_result {
|
||||||
|
Ok(dto) => dto,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
dtos.push(dto);
|
||||||
|
}
|
||||||
|
Ok(dtos)
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -334,6 +334,14 @@ pub(crate) async fn ensure_schema(database: &crate::KbDatabase) -> Result<(), cr
|
|||||||
if let Err(error) = result {
|
if let Err(error) = result {
|
||||||
return Err(error);
|
return Err(error);
|
||||||
}
|
}
|
||||||
|
let result = create_kb_pair_analytic_signals_table(pool).await;
|
||||||
|
if let Err(error) = result {
|
||||||
|
return Err(error);
|
||||||
|
}
|
||||||
|
let result = create_kb_idx_pair_analytic_signals_pair_id(pool).await;
|
||||||
|
if let Err(error) = result {
|
||||||
|
return Err(error);
|
||||||
|
}
|
||||||
Ok(())
|
Ok(())
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
@@ -1858,3 +1866,47 @@ ON kb_pair_candles(bucket_start_unix)
|
|||||||
)
|
)
|
||||||
.await
|
.await
|
||||||
}
|
}
|
||||||
|
|
||||||
|
async fn create_kb_pair_analytic_signals_table(
|
||||||
|
pool: &sqlx::SqlitePool,
|
||||||
|
) -> Result<(), crate::KbError> {
|
||||||
|
execute_sqlite_schema_statement(
|
||||||
|
pool,
|
||||||
|
"create_kb_pair_analytic_signals_table",
|
||||||
|
r#"
|
||||||
|
CREATE TABLE IF NOT EXISTS kb_pair_analytic_signals (
|
||||||
|
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||||
|
pair_id INTEGER NOT NULL,
|
||||||
|
signal_kind TEXT NOT NULL,
|
||||||
|
severity INTEGER NOT NULL,
|
||||||
|
timeframe_seconds INTEGER NOT NULL,
|
||||||
|
bucket_start_unix INTEGER NOT NULL,
|
||||||
|
score REAL NULL,
|
||||||
|
signal_value_json TEXT NOT NULL,
|
||||||
|
first_transaction_id INTEGER NULL,
|
||||||
|
last_transaction_id INTEGER NULL,
|
||||||
|
created_at TEXT NOT NULL,
|
||||||
|
updated_at TEXT NOT NULL,
|
||||||
|
UNIQUE(pair_id, signal_kind, timeframe_seconds, bucket_start_unix),
|
||||||
|
FOREIGN KEY(pair_id) REFERENCES kb_pairs(id) ON DELETE CASCADE,
|
||||||
|
FOREIGN KEY(first_transaction_id) REFERENCES kb_chain_transactions(id) ON DELETE SET NULL,
|
||||||
|
FOREIGN KEY(last_transaction_id) REFERENCES kb_chain_transactions(id) ON DELETE SET NULL
|
||||||
|
)
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.await
|
||||||
|
}
|
||||||
|
|
||||||
|
async fn create_kb_idx_pair_analytic_signals_pair_id(
|
||||||
|
pool: &sqlx::SqlitePool,
|
||||||
|
) -> Result<(), crate::KbError> {
|
||||||
|
execute_sqlite_schema_statement(
|
||||||
|
pool,
|
||||||
|
"create_kb_idx_pair_analytic_signals_pair_id",
|
||||||
|
r#"
|
||||||
|
CREATE INDEX IF NOT EXISTS kb_idx_pair_analytic_signals_pair_id
|
||||||
|
ON kb_pair_analytic_signals(pair_id)
|
||||||
|
"#,
|
||||||
|
)
|
||||||
|
.await
|
||||||
|
}
|
||||||
|
|||||||
@@ -20,6 +20,7 @@ mod http_client;
|
|||||||
mod http_pool;
|
mod http_pool;
|
||||||
mod json_rpc_ws;
|
mod json_rpc_ws;
|
||||||
mod launch_origin;
|
mod launch_origin;
|
||||||
|
mod pair_analytic_signal;
|
||||||
mod pair_candle_aggregation;
|
mod pair_candle_aggregation;
|
||||||
mod pair_candle_query;
|
mod pair_candle_query;
|
||||||
mod pool_origin;
|
mod pool_origin;
|
||||||
@@ -88,6 +89,8 @@ pub use db::KbObservedTokenEntity;
|
|||||||
pub use db::KbObservedTokenStatus;
|
pub use db::KbObservedTokenStatus;
|
||||||
pub use db::KbOnchainObservationDto;
|
pub use db::KbOnchainObservationDto;
|
||||||
pub use db::KbOnchainObservationEntity;
|
pub use db::KbOnchainObservationEntity;
|
||||||
|
pub use db::KbPairAnalyticSignalDto;
|
||||||
|
pub use db::KbPairAnalyticSignalEntity;
|
||||||
pub use db::KbPairCandleDto;
|
pub use db::KbPairCandleDto;
|
||||||
pub use db::KbPairCandleEntity;
|
pub use db::KbPairCandleEntity;
|
||||||
pub use db::KbPairDto;
|
pub use db::KbPairDto;
|
||||||
@@ -134,6 +137,7 @@ pub use db::get_launch_attribution_by_decoded_event_id;
|
|||||||
pub use db::get_launch_surface_by_code;
|
pub use db::get_launch_surface_by_code;
|
||||||
pub use db::get_launch_surface_key_by_match;
|
pub use db::get_launch_surface_key_by_match;
|
||||||
pub use db::get_observed_token_by_mint;
|
pub use db::get_observed_token_by_mint;
|
||||||
|
pub use db::get_pair_analytic_signal_by_key;
|
||||||
pub use db::get_pair_by_pool_id;
|
pub use db::get_pair_by_pool_id;
|
||||||
pub use db::get_pair_candle_by_key;
|
pub use db::get_pair_candle_by_key;
|
||||||
pub use db::get_pair_metric_by_pair_id;
|
pub use db::get_pair_metric_by_pair_id;
|
||||||
@@ -159,6 +163,7 @@ pub use db::list_launch_attributions_by_pool_id;
|
|||||||
pub use db::list_launch_surface_keys_by_surface_id;
|
pub use db::list_launch_surface_keys_by_surface_id;
|
||||||
pub use db::list_launch_surfaces;
|
pub use db::list_launch_surfaces;
|
||||||
pub use db::list_observed_tokens;
|
pub use db::list_observed_tokens;
|
||||||
|
pub use db::list_pair_analytic_signals_by_pair_id;
|
||||||
pub use db::list_pair_candles_by_pair_and_timeframe;
|
pub use db::list_pair_candles_by_pair_and_timeframe;
|
||||||
pub use db::list_pair_metrics;
|
pub use db::list_pair_metrics;
|
||||||
pub use db::list_pairs;
|
pub use db::list_pairs;
|
||||||
@@ -194,6 +199,7 @@ pub use db::upsert_launch_surface_key;
|
|||||||
pub use db::upsert_liquidity_event;
|
pub use db::upsert_liquidity_event;
|
||||||
pub use db::upsert_observed_token;
|
pub use db::upsert_observed_token;
|
||||||
pub use db::upsert_pair;
|
pub use db::upsert_pair;
|
||||||
|
pub use db::upsert_pair_analytic_signal;
|
||||||
pub use db::upsert_pair_candle;
|
pub use db::upsert_pair_candle;
|
||||||
pub use db::upsert_pair_metric;
|
pub use db::upsert_pair_metric;
|
||||||
pub use db::upsert_pool;
|
pub use db::upsert_pool;
|
||||||
@@ -290,6 +296,8 @@ pub use json_rpc_ws::parse_kb_json_rpc_ws_incoming_text;
|
|||||||
pub use json_rpc_ws::parse_kb_json_rpc_ws_incoming_value;
|
pub use json_rpc_ws::parse_kb_json_rpc_ws_incoming_value;
|
||||||
pub use launch_origin::KbLaunchAttributionResult;
|
pub use launch_origin::KbLaunchAttributionResult;
|
||||||
pub use launch_origin::KbLaunchOriginService;
|
pub use launch_origin::KbLaunchOriginService;
|
||||||
|
pub use pair_analytic_signal::KbPairAnalyticSignalResult;
|
||||||
|
pub use pair_analytic_signal::KbPairAnalyticSignalService;
|
||||||
pub use pair_candle_aggregation::KbPairCandleAggregationResult;
|
pub use pair_candle_aggregation::KbPairCandleAggregationResult;
|
||||||
pub use pair_candle_aggregation::KbPairCandleAggregationService;
|
pub use pair_candle_aggregation::KbPairCandleAggregationService;
|
||||||
pub use pair_candle_query::KbPairCandleQueryService;
|
pub use pair_candle_query::KbPairCandleQueryService;
|
||||||
|
|||||||
880
kb_lib/src/pair_analytic_signal.rs
Normal file
880
kb_lib/src/pair_analytic_signal.rs
Normal file
@@ -0,0 +1,880 @@
|
|||||||
|
// file: kb_lib/src/pair_analytic_signal.rs
|
||||||
|
|
||||||
|
//! Pair analytic signal service.
|
||||||
|
|
||||||
|
/// One pair-analytic-signal recording result.
|
||||||
|
#[derive(Debug, Clone, serde::Serialize, serde::Deserialize)]
|
||||||
|
pub struct KbPairAnalyticSignalResult {
|
||||||
|
/// Related pair id.
|
||||||
|
pub pair_id: i64,
|
||||||
|
/// Signal kind.
|
||||||
|
pub signal_kind: std::string::String,
|
||||||
|
/// Timeframe in seconds. Zero means non-bucketed signal.
|
||||||
|
pub timeframe_seconds: i64,
|
||||||
|
/// Bucket start in unix seconds. Zero means non-bucketed signal.
|
||||||
|
pub bucket_start_unix: i64,
|
||||||
|
/// Persisted signal id.
|
||||||
|
pub pair_analytic_signal_id: i64,
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Pair analytic signal service.
|
||||||
|
#[derive(Debug, Clone)]
|
||||||
|
pub struct KbPairAnalyticSignalService {
|
||||||
|
database: std::sync::Arc<crate::KbDatabase>,
|
||||||
|
persistence: crate::KbDetectionPersistenceService,
|
||||||
|
}
|
||||||
|
|
||||||
|
impl KbPairAnalyticSignalService {
|
||||||
|
/// Creates a new pair analytic signal service.
|
||||||
|
pub fn new(database: std::sync::Arc<crate::KbDatabase>) -> Self {
|
||||||
|
let persistence = crate::KbDetectionPersistenceService::new(database.clone());
|
||||||
|
Self {
|
||||||
|
database,
|
||||||
|
persistence,
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
/// Records richer analytic signals for one resolved transaction signature.
|
||||||
|
pub async fn record_transaction_by_signature(
|
||||||
|
&self,
|
||||||
|
signature: &str,
|
||||||
|
) -> Result<std::vec::Vec<crate::KbPairAnalyticSignalResult>, crate::KbError> {
|
||||||
|
let transaction_result =
|
||||||
|
crate::get_chain_transaction_by_signature(self.database.as_ref(), signature).await;
|
||||||
|
let transaction_option = match transaction_result {
|
||||||
|
Ok(transaction_option) => transaction_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let transaction = match transaction_option {
|
||||||
|
Some(transaction) => transaction,
|
||||||
|
None => {
|
||||||
|
return Err(crate::KbError::InvalidState(format!(
|
||||||
|
"cannot record pair analytic signals for unknown transaction '{}'",
|
||||||
|
signature
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
};
|
||||||
|
let transaction_id = match transaction.id {
|
||||||
|
Some(transaction_id) => transaction_id,
|
||||||
|
None => {
|
||||||
|
return Err(crate::KbError::InvalidState(format!(
|
||||||
|
"transaction '{}' has no internal id",
|
||||||
|
signature
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
};
|
||||||
|
let trade_events_result =
|
||||||
|
crate::list_trade_events_by_transaction_id(self.database.as_ref(), transaction_id)
|
||||||
|
.await;
|
||||||
|
let trade_events = match trade_events_result {
|
||||||
|
Ok(trade_events) => trade_events,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let mut impacted_pairs =
|
||||||
|
std::collections::BTreeMap::<i64, std::collections::BTreeSet<i64>>::new();
|
||||||
|
for trade_event in &trade_events {
|
||||||
|
let event_time_option = self.trade_event_unix_time(trade_event).await;
|
||||||
|
let event_time_unix = match event_time_option {
|
||||||
|
Ok(event_time_option) => event_time_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let event_time_unix = match event_time_unix {
|
||||||
|
Some(event_time_unix) => event_time_unix,
|
||||||
|
None => continue,
|
||||||
|
};
|
||||||
|
let bucket_start_result = kb_bucket_start_unix(event_time_unix, 60);
|
||||||
|
let bucket_start_unix = match bucket_start_result {
|
||||||
|
Ok(bucket_start_unix) => bucket_start_unix,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let entry = impacted_pairs
|
||||||
|
.entry(trade_event.pair_id)
|
||||||
|
.or_insert_with(std::collections::BTreeSet::<i64>::new);
|
||||||
|
entry.insert(bucket_start_unix);
|
||||||
|
}
|
||||||
|
let mut results = std::vec::Vec::new();
|
||||||
|
for (pair_id, bucket_starts) in impacted_pairs {
|
||||||
|
let pair_metric_result =
|
||||||
|
crate::get_pair_metric_by_pair_id(self.database.as_ref(), pair_id).await;
|
||||||
|
let pair_metric_option = match pair_metric_result {
|
||||||
|
Ok(pair_metric_option) => pair_metric_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
if let Some(pair_metric) = pair_metric_option {
|
||||||
|
if pair_metric.trade_count == 1 {
|
||||||
|
let signal_result = self
|
||||||
|
.upsert_signal(
|
||||||
|
pair_id,
|
||||||
|
"first_trade_seen".to_string(),
|
||||||
|
crate::KbAnalysisSignalSeverity::Low,
|
||||||
|
0,
|
||||||
|
0,
|
||||||
|
Some(1.0),
|
||||||
|
serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"tradeCount": pair_metric.trade_count,
|
||||||
|
"lastSignature": pair_metric.last_signature
|
||||||
|
}),
|
||||||
|
Some(transaction_id),
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let signal_id = match signal_result {
|
||||||
|
Ok(signal_id) => signal_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
results.push(crate::KbPairAnalyticSignalResult {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "first_trade_seen".to_string(),
|
||||||
|
timeframe_seconds: 0,
|
||||||
|
bucket_start_unix: 0,
|
||||||
|
pair_analytic_signal_id: signal_id,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
for bucket_start_unix in bucket_starts {
|
||||||
|
let candle_result = crate::get_pair_candle_by_key(
|
||||||
|
self.database.as_ref(),
|
||||||
|
pair_id,
|
||||||
|
60,
|
||||||
|
bucket_start_unix,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let candle_option = match candle_result {
|
||||||
|
Ok(candle_option) => candle_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let candle = match candle_option {
|
||||||
|
Some(candle) => candle,
|
||||||
|
None => continue,
|
||||||
|
};
|
||||||
|
let previous_candle_result = crate::get_pair_candle_by_key(
|
||||||
|
self.database.as_ref(),
|
||||||
|
pair_id,
|
||||||
|
60,
|
||||||
|
bucket_start_unix - 60,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let previous_candle_option = match previous_candle_result {
|
||||||
|
Ok(previous_candle_option) => previous_candle_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let trade_burst_result =
|
||||||
|
kb_maybe_build_trade_burst_signal(pair_id, &candle, transaction_id);
|
||||||
|
if let Some(signal) = trade_burst_result {
|
||||||
|
let signal_id_result = self.persist_signal(signal.clone()).await;
|
||||||
|
let signal_id = match signal_id_result {
|
||||||
|
Ok(signal_id) => signal_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
results.push(crate::KbPairAnalyticSignalResult {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: signal.signal_kind,
|
||||||
|
timeframe_seconds: signal.timeframe_seconds,
|
||||||
|
bucket_start_unix: signal.bucket_start_unix,
|
||||||
|
pair_analytic_signal_id: signal_id,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
let imbalance_result =
|
||||||
|
kb_maybe_build_buy_sell_imbalance_signal(pair_id, &candle, transaction_id);
|
||||||
|
if let Some(signal) = imbalance_result {
|
||||||
|
let signal_id_result = self.persist_signal(signal.clone()).await;
|
||||||
|
let signal_id = match signal_id_result {
|
||||||
|
Ok(signal_id) => signal_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
results.push(crate::KbPairAnalyticSignalResult {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: signal.signal_kind,
|
||||||
|
timeframe_seconds: signal.timeframe_seconds,
|
||||||
|
bucket_start_unix: signal.bucket_start_unix,
|
||||||
|
pair_analytic_signal_id: signal_id,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
if let Some(previous_candle) = previous_candle_option.clone() {
|
||||||
|
let jump_result = kb_maybe_build_price_jump_signal(
|
||||||
|
pair_id,
|
||||||
|
&previous_candle,
|
||||||
|
&candle,
|
||||||
|
transaction_id,
|
||||||
|
);
|
||||||
|
if let Some(signal) = jump_result {
|
||||||
|
let signal_id_result = self.persist_signal(signal.clone()).await;
|
||||||
|
let signal_id = match signal_id_result {
|
||||||
|
Ok(signal_id) => signal_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
results.push(crate::KbPairAnalyticSignalResult {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: signal.signal_kind,
|
||||||
|
timeframe_seconds: signal.timeframe_seconds,
|
||||||
|
bucket_start_unix: signal.bucket_start_unix,
|
||||||
|
pair_analytic_signal_id: signal_id,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
let spike_result = kb_maybe_build_volume_spike_signal(
|
||||||
|
pair_id,
|
||||||
|
&previous_candle,
|
||||||
|
&candle,
|
||||||
|
transaction_id,
|
||||||
|
);
|
||||||
|
if let Some(signal) = spike_result {
|
||||||
|
let signal_id_result = self.persist_signal(signal.clone()).await;
|
||||||
|
let signal_id = match signal_id_result {
|
||||||
|
Ok(signal_id) => signal_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
results.push(crate::KbPairAnalyticSignalResult {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: signal.signal_kind,
|
||||||
|
timeframe_seconds: signal.timeframe_seconds,
|
||||||
|
bucket_start_unix: signal.bucket_start_unix,
|
||||||
|
pair_analytic_signal_id: signal_id,
|
||||||
|
});
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
if !results.is_empty() {
|
||||||
|
let payload = serde_json::json!({
|
||||||
|
"transactionSignature": signature,
|
||||||
|
"pairAnalyticSignalCount": results.len()
|
||||||
|
});
|
||||||
|
let observation_result = self
|
||||||
|
.persistence
|
||||||
|
.record_observation(&crate::KbDetectionObservationInput::new(
|
||||||
|
"pair.analytic_signal".to_string(),
|
||||||
|
crate::KbObservationSourceKind::Dex,
|
||||||
|
transaction.source_endpoint_name.clone(),
|
||||||
|
transaction.signature.clone(),
|
||||||
|
transaction.slot,
|
||||||
|
payload.clone(),
|
||||||
|
))
|
||||||
|
.await;
|
||||||
|
let observation_id = match observation_result {
|
||||||
|
Ok(observation_id) => observation_id,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let generic_signal_result = self
|
||||||
|
.persistence
|
||||||
|
.record_signal(&crate::KbDetectionSignalInput::new(
|
||||||
|
"signal.pair.analytic_signal.recorded".to_string(),
|
||||||
|
crate::KbAnalysisSignalSeverity::Low,
|
||||||
|
transaction.signature.clone(),
|
||||||
|
Some(observation_id),
|
||||||
|
None,
|
||||||
|
payload,
|
||||||
|
))
|
||||||
|
.await;
|
||||||
|
if let Err(error) = generic_signal_result {
|
||||||
|
return Err(error);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
Ok(results)
|
||||||
|
}
|
||||||
|
|
||||||
|
async fn trade_event_unix_time(
|
||||||
|
&self,
|
||||||
|
trade_event: &crate::KbTradeEventDto,
|
||||||
|
) -> Result<std::option::Option<i64>, crate::KbError> {
|
||||||
|
let transaction_result = crate::get_chain_transaction_by_signature(
|
||||||
|
self.database.as_ref(),
|
||||||
|
trade_event.signature.as_str(),
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let transaction_option = match transaction_result {
|
||||||
|
Ok(transaction_option) => transaction_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let transaction = match transaction_option {
|
||||||
|
Some(transaction) => transaction,
|
||||||
|
None => return Ok(Some(trade_event.created_at.timestamp())),
|
||||||
|
};
|
||||||
|
match transaction.block_time_unix {
|
||||||
|
Some(block_time_unix) => Ok(Some(block_time_unix)),
|
||||||
|
None => Ok(Some(trade_event.created_at.timestamp())),
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
async fn upsert_signal(
|
||||||
|
&self,
|
||||||
|
pair_id: i64,
|
||||||
|
signal_kind: std::string::String,
|
||||||
|
severity: crate::KbAnalysisSignalSeverity,
|
||||||
|
timeframe_seconds: i64,
|
||||||
|
bucket_start_unix: i64,
|
||||||
|
score: std::option::Option<f64>,
|
||||||
|
signal_value: serde_json::Value,
|
||||||
|
transaction_id: std::option::Option<i64>,
|
||||||
|
) -> Result<i64, crate::KbError> {
|
||||||
|
let existing_result = crate::get_pair_analytic_signal_by_key(
|
||||||
|
self.database.as_ref(),
|
||||||
|
pair_id,
|
||||||
|
signal_kind.as_str(),
|
||||||
|
timeframe_seconds,
|
||||||
|
bucket_start_unix,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let existing_option = match existing_result {
|
||||||
|
Ok(existing_option) => existing_option,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let first_transaction_id = match existing_option {
|
||||||
|
Some(existing) => existing.first_transaction_id,
|
||||||
|
None => transaction_id,
|
||||||
|
};
|
||||||
|
let dto = crate::KbPairAnalyticSignalDto::new(
|
||||||
|
pair_id,
|
||||||
|
signal_kind,
|
||||||
|
severity,
|
||||||
|
timeframe_seconds,
|
||||||
|
bucket_start_unix,
|
||||||
|
score,
|
||||||
|
signal_value,
|
||||||
|
first_transaction_id,
|
||||||
|
transaction_id,
|
||||||
|
);
|
||||||
|
crate::upsert_pair_analytic_signal(self.database.as_ref(), &dto).await
|
||||||
|
}
|
||||||
|
|
||||||
|
async fn persist_signal(
|
||||||
|
&self,
|
||||||
|
signal: KbPendingPairAnalyticSignal,
|
||||||
|
) -> Result<i64, crate::KbError> {
|
||||||
|
self.upsert_signal(
|
||||||
|
signal.pair_id,
|
||||||
|
signal.signal_kind,
|
||||||
|
signal.severity,
|
||||||
|
signal.timeframe_seconds,
|
||||||
|
signal.bucket_start_unix,
|
||||||
|
signal.score,
|
||||||
|
signal.signal_value,
|
||||||
|
signal.transaction_id,
|
||||||
|
)
|
||||||
|
.await
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[derive(Debug, Clone)]
|
||||||
|
struct KbPendingPairAnalyticSignal {
|
||||||
|
pair_id: i64,
|
||||||
|
signal_kind: std::string::String,
|
||||||
|
severity: crate::KbAnalysisSignalSeverity,
|
||||||
|
timeframe_seconds: i64,
|
||||||
|
bucket_start_unix: i64,
|
||||||
|
score: std::option::Option<f64>,
|
||||||
|
signal_value: serde_json::Value,
|
||||||
|
transaction_id: std::option::Option<i64>,
|
||||||
|
}
|
||||||
|
|
||||||
|
fn kb_bucket_start_unix(
|
||||||
|
event_time_unix: i64,
|
||||||
|
timeframe_seconds: i64,
|
||||||
|
) -> Result<i64, crate::KbError> {
|
||||||
|
if timeframe_seconds <= 0 {
|
||||||
|
return Err(crate::KbError::InvalidState(format!(
|
||||||
|
"invalid timeframe_seconds '{}'",
|
||||||
|
timeframe_seconds
|
||||||
|
)));
|
||||||
|
}
|
||||||
|
Ok((event_time_unix / timeframe_seconds) * timeframe_seconds)
|
||||||
|
}
|
||||||
|
|
||||||
|
fn kb_maybe_build_trade_burst_signal(
|
||||||
|
pair_id: i64,
|
||||||
|
candle: &crate::KbPairCandleDto,
|
||||||
|
transaction_id: i64,
|
||||||
|
) -> std::option::Option<KbPendingPairAnalyticSignal> {
|
||||||
|
if candle.trade_count < 3 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let severity = if candle.trade_count >= 5 {
|
||||||
|
crate::KbAnalysisSignalSeverity::High
|
||||||
|
} else {
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
};
|
||||||
|
Some(KbPendingPairAnalyticSignal {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "trade_burst_60s".to_string(),
|
||||||
|
severity,
|
||||||
|
timeframe_seconds: 60,
|
||||||
|
bucket_start_unix: candle.bucket_start_unix,
|
||||||
|
score: Some(candle.trade_count as f64),
|
||||||
|
signal_value: serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"tradeCount": candle.trade_count,
|
||||||
|
"buyCount": candle.buy_count,
|
||||||
|
"sellCount": candle.sell_count,
|
||||||
|
"bucketStartUnix": candle.bucket_start_unix
|
||||||
|
}),
|
||||||
|
transaction_id: Some(transaction_id),
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
fn kb_maybe_build_buy_sell_imbalance_signal(
|
||||||
|
pair_id: i64,
|
||||||
|
candle: &crate::KbPairCandleDto,
|
||||||
|
transaction_id: i64,
|
||||||
|
) -> std::option::Option<KbPendingPairAnalyticSignal> {
|
||||||
|
if candle.trade_count < 3 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let difference = (candle.buy_count - candle.sell_count).abs();
|
||||||
|
let ratio = difference as f64 / candle.trade_count as f64;
|
||||||
|
if ratio < 0.75 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let severity = if ratio >= 0.9 {
|
||||||
|
crate::KbAnalysisSignalSeverity::High
|
||||||
|
} else {
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
};
|
||||||
|
Some(KbPendingPairAnalyticSignal {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "buy_sell_imbalance_60s".to_string(),
|
||||||
|
severity,
|
||||||
|
timeframe_seconds: 60,
|
||||||
|
bucket_start_unix: candle.bucket_start_unix,
|
||||||
|
score: Some(ratio),
|
||||||
|
signal_value: serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"tradeCount": candle.trade_count,
|
||||||
|
"buyCount": candle.buy_count,
|
||||||
|
"sellCount": candle.sell_count,
|
||||||
|
"imbalanceRatio": ratio,
|
||||||
|
"bucketStartUnix": candle.bucket_start_unix
|
||||||
|
}),
|
||||||
|
transaction_id: Some(transaction_id),
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
fn kb_maybe_build_price_jump_signal(
|
||||||
|
pair_id: i64,
|
||||||
|
previous_candle: &crate::KbPairCandleDto,
|
||||||
|
candle: &crate::KbPairCandleDto,
|
||||||
|
transaction_id: i64,
|
||||||
|
) -> std::option::Option<KbPendingPairAnalyticSignal> {
|
||||||
|
if previous_candle.close_price_quote_per_base <= 0.0 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let ratio = candle.close_price_quote_per_base / previous_candle.close_price_quote_per_base;
|
||||||
|
let delta_ratio = ratio - 1.0;
|
||||||
|
if delta_ratio >= 0.2 {
|
||||||
|
let severity = if delta_ratio >= 0.5 {
|
||||||
|
crate::KbAnalysisSignalSeverity::High
|
||||||
|
} else {
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
};
|
||||||
|
return Some(KbPendingPairAnalyticSignal {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "price_jump_up_60s".to_string(),
|
||||||
|
severity,
|
||||||
|
timeframe_seconds: 60,
|
||||||
|
bucket_start_unix: candle.bucket_start_unix,
|
||||||
|
score: Some(delta_ratio),
|
||||||
|
signal_value: serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"previousClose": previous_candle.close_price_quote_per_base,
|
||||||
|
"close": candle.close_price_quote_per_base,
|
||||||
|
"deltaRatio": delta_ratio,
|
||||||
|
"bucketStartUnix": candle.bucket_start_unix
|
||||||
|
}),
|
||||||
|
transaction_id: Some(transaction_id),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
if delta_ratio <= -0.2 {
|
||||||
|
let severity = if delta_ratio <= -0.5 {
|
||||||
|
crate::KbAnalysisSignalSeverity::High
|
||||||
|
} else {
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
};
|
||||||
|
return Some(KbPendingPairAnalyticSignal {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "price_jump_down_60s".to_string(),
|
||||||
|
severity,
|
||||||
|
timeframe_seconds: 60,
|
||||||
|
bucket_start_unix: candle.bucket_start_unix,
|
||||||
|
score: Some(delta_ratio.abs()),
|
||||||
|
signal_value: serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"previousClose": previous_candle.close_price_quote_per_base,
|
||||||
|
"close": candle.close_price_quote_per_base,
|
||||||
|
"deltaRatio": delta_ratio,
|
||||||
|
"bucketStartUnix": candle.bucket_start_unix
|
||||||
|
}),
|
||||||
|
transaction_id: Some(transaction_id),
|
||||||
|
});
|
||||||
|
}
|
||||||
|
None
|
||||||
|
}
|
||||||
|
|
||||||
|
fn kb_maybe_build_volume_spike_signal(
|
||||||
|
pair_id: i64,
|
||||||
|
previous_candle: &crate::KbPairCandleDto,
|
||||||
|
candle: &crate::KbPairCandleDto,
|
||||||
|
transaction_id: i64,
|
||||||
|
) -> std::option::Option<KbPendingPairAnalyticSignal> {
|
||||||
|
let previous_quote_text = match previous_candle.quote_volume_raw.clone() {
|
||||||
|
Some(previous_quote_text) => previous_quote_text,
|
||||||
|
None => return None,
|
||||||
|
};
|
||||||
|
let current_quote_text = match candle.quote_volume_raw.clone() {
|
||||||
|
Some(current_quote_text) => current_quote_text,
|
||||||
|
None => return None,
|
||||||
|
};
|
||||||
|
let previous_quote_result = previous_quote_text.parse::<f64>();
|
||||||
|
let previous_quote = match previous_quote_result {
|
||||||
|
Ok(previous_quote) => previous_quote,
|
||||||
|
Err(_) => return None,
|
||||||
|
};
|
||||||
|
if previous_quote <= 0.0 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let current_quote_result = current_quote_text.parse::<f64>();
|
||||||
|
let current_quote = match current_quote_result {
|
||||||
|
Ok(current_quote) => current_quote,
|
||||||
|
Err(_) => return None,
|
||||||
|
};
|
||||||
|
let spike_ratio = current_quote / previous_quote;
|
||||||
|
if spike_ratio < 2.0 {
|
||||||
|
return None;
|
||||||
|
}
|
||||||
|
let severity = if spike_ratio >= 3.0 {
|
||||||
|
crate::KbAnalysisSignalSeverity::High
|
||||||
|
} else {
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
};
|
||||||
|
Some(KbPendingPairAnalyticSignal {
|
||||||
|
pair_id,
|
||||||
|
signal_kind: "volume_spike_60s".to_string(),
|
||||||
|
severity,
|
||||||
|
timeframe_seconds: 60,
|
||||||
|
bucket_start_unix: candle.bucket_start_unix,
|
||||||
|
score: Some(spike_ratio),
|
||||||
|
signal_value: serde_json::json!({
|
||||||
|
"pairId": pair_id,
|
||||||
|
"previousQuoteVolumeRaw": previous_quote_text,
|
||||||
|
"quoteVolumeRaw": current_quote_text,
|
||||||
|
"spikeRatio": spike_ratio,
|
||||||
|
"bucketStartUnix": candle.bucket_start_unix
|
||||||
|
}),
|
||||||
|
transaction_id: Some(transaction_id),
|
||||||
|
})
|
||||||
|
}
|
||||||
|
|
||||||
|
#[cfg(test)]
|
||||||
|
mod tests {
|
||||||
|
async fn make_database() -> std::sync::Arc<crate::KbDatabase> {
|
||||||
|
let tempdir_result = tempfile::tempdir();
|
||||||
|
let tempdir = match tempdir_result {
|
||||||
|
Ok(tempdir) => tempdir,
|
||||||
|
Err(error) => panic!("tempdir must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let database_path = tempdir.path().join("pair_analytic_signal.sqlite3");
|
||||||
|
let config = crate::KbDatabaseConfig {
|
||||||
|
enabled: true,
|
||||||
|
backend: crate::KbDatabaseBackend::Sqlite,
|
||||||
|
sqlite: crate::KbSqliteDatabaseConfig {
|
||||||
|
path: database_path.to_string_lossy().to_string(),
|
||||||
|
create_if_missing: true,
|
||||||
|
busy_timeout_ms: 5000,
|
||||||
|
max_connections: 1,
|
||||||
|
auto_initialize_schema: true,
|
||||||
|
use_wal: true,
|
||||||
|
},
|
||||||
|
};
|
||||||
|
let database_result = crate::KbDatabase::connect_and_initialize(&config).await;
|
||||||
|
let database = match database_result {
|
||||||
|
Ok(database) => database,
|
||||||
|
Err(error) => panic!("database init must succeed: {}", error),
|
||||||
|
};
|
||||||
|
std::sync::Arc::new(database)
|
||||||
|
}
|
||||||
|
|
||||||
|
async fn seed_fluxbeam_swap_transaction(
|
||||||
|
database: std::sync::Arc<crate::KbDatabase>,
|
||||||
|
signature: &str,
|
||||||
|
block_time_unix: i64,
|
||||||
|
quote_amount_raw: &str,
|
||||||
|
buy_side: bool,
|
||||||
|
) {
|
||||||
|
let transaction_model = crate::KbTransactionModelService::new(database.clone());
|
||||||
|
let dex_decode = crate::KbDexDecodeService::new(database.clone());
|
||||||
|
let dex_detect = crate::KbDexDetectService::new(database.clone());
|
||||||
|
let trade_aggregation = crate::KbTradeAggregationService::new(database.clone());
|
||||||
|
let pair_candle_aggregation = crate::KbPairCandleAggregationService::new(database.clone());
|
||||||
|
let log_side = if buy_side { "buy" } else { "sell" };
|
||||||
|
let resolved_transaction = serde_json::json!({
|
||||||
|
"slot": 970001,
|
||||||
|
"blockTime": block_time_unix,
|
||||||
|
"version": 0,
|
||||||
|
"transaction": {
|
||||||
|
"message": {
|
||||||
|
"instructions": [
|
||||||
|
{
|
||||||
|
"programId": crate::KB_FLUXBEAM_PROGRAM_ID,
|
||||||
|
"program": "fluxbeam",
|
||||||
|
"stackHeight": 1,
|
||||||
|
"accounts": [
|
||||||
|
"AnalyticPool111",
|
||||||
|
"AnalyticLpMint111",
|
||||||
|
"AnalyticTokenA111",
|
||||||
|
"So11111111111111111111111111111111111111112"
|
||||||
|
],
|
||||||
|
"parsed": {
|
||||||
|
"info": {
|
||||||
|
"instruction": "swap",
|
||||||
|
"pool": "AnalyticPool111",
|
||||||
|
"tokenA": "AnalyticTokenA111",
|
||||||
|
"tokenB": "So11111111111111111111111111111111111111112",
|
||||||
|
"baseAmountRaw": "1000",
|
||||||
|
"quoteAmountRaw": quote_amount_raw
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"data": "opaque"
|
||||||
|
}
|
||||||
|
]
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"meta": {
|
||||||
|
"err": null,
|
||||||
|
"logMessages": [
|
||||||
|
"Program log: Instruction: Swap",
|
||||||
|
format!("Program log: {}", log_side)
|
||||||
|
]
|
||||||
|
}
|
||||||
|
});
|
||||||
|
let project_result = transaction_model
|
||||||
|
.persist_resolved_transaction(
|
||||||
|
signature,
|
||||||
|
Some("helius_primary_http".to_string()),
|
||||||
|
&resolved_transaction,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
if let Err(error) = project_result {
|
||||||
|
panic!("projection must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let decode_result = dex_decode.decode_transaction_by_signature(signature).await;
|
||||||
|
if let Err(error) = decode_result {
|
||||||
|
panic!("dex decode must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let detect_result = dex_detect.detect_transaction_by_signature(signature).await;
|
||||||
|
if let Err(error) = detect_result {
|
||||||
|
panic!("dex detect must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let trade_result = trade_aggregation
|
||||||
|
.record_transaction_by_signature(signature)
|
||||||
|
.await;
|
||||||
|
if let Err(error) = trade_result {
|
||||||
|
panic!("trade aggregation must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let candle_result = pair_candle_aggregation
|
||||||
|
.record_transaction_by_signature(signature)
|
||||||
|
.await;
|
||||||
|
if let Err(error) = candle_result {
|
||||||
|
panic!("pair candle aggregation must succeed: {}", error);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
#[tokio::test]
|
||||||
|
async fn record_transaction_by_signature_creates_first_trade_signal() {
|
||||||
|
let database = make_database().await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-first-trade",
|
||||||
|
1_700_020_000,
|
||||||
|
"2000",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let service = crate::KbPairAnalyticSignalService::new(database.clone());
|
||||||
|
let record_result = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-first-trade")
|
||||||
|
.await;
|
||||||
|
let results = match record_result {
|
||||||
|
Ok(results) => results,
|
||||||
|
Err(error) => panic!("analytic signal service must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let pools_result = crate::list_pools(database.as_ref()).await;
|
||||||
|
let pools = match pools_result {
|
||||||
|
Ok(pools) => pools,
|
||||||
|
Err(error) => panic!("pool list must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let pool_id = pools[0].id.unwrap_or_default();
|
||||||
|
let pair_result = crate::get_pair_by_pool_id(database.as_ref(), pool_id).await;
|
||||||
|
let pair_option = match pair_result {
|
||||||
|
Ok(pair_option) => pair_option,
|
||||||
|
Err(error) => panic!("pair fetch must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let pair = match pair_option {
|
||||||
|
Some(pair) => pair,
|
||||||
|
None => panic!("pair must exist"),
|
||||||
|
};
|
||||||
|
let pair_id = pair.id.unwrap_or_default();
|
||||||
|
let signals_result =
|
||||||
|
crate::list_pair_analytic_signals_by_pair_id(database.as_ref(), pair_id).await;
|
||||||
|
let signals = match signals_result {
|
||||||
|
Ok(signals) => signals,
|
||||||
|
Err(error) => panic!("signal list must succeed: {}", error),
|
||||||
|
};
|
||||||
|
assert_eq!(signals.len(), 1);
|
||||||
|
assert_eq!(signals[0].signal_kind, "first_trade_seen".to_string());
|
||||||
|
assert_eq!(signals[0].severity, crate::KbAnalysisSignalSeverity::Low);
|
||||||
|
assert!(!results.is_empty());
|
||||||
|
}
|
||||||
|
|
||||||
|
#[tokio::test]
|
||||||
|
async fn record_transaction_by_signature_creates_bucketed_signals_and_is_idempotent() {
|
||||||
|
let database = make_database().await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-bucket-1",
|
||||||
|
1_700_021_000,
|
||||||
|
"1000",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-bucket-2",
|
||||||
|
1_700_021_010,
|
||||||
|
"1100",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-bucket-3",
|
||||||
|
1_700_021_020,
|
||||||
|
"1200",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-bucket-4",
|
||||||
|
1_700_021_030,
|
||||||
|
"1300",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
seed_fluxbeam_swap_transaction(
|
||||||
|
database.clone(),
|
||||||
|
"sig-analytic-bucket-5",
|
||||||
|
1_700_021_070,
|
||||||
|
"15000",
|
||||||
|
true,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let service = crate::KbPairAnalyticSignalService::new(database.clone());
|
||||||
|
let record_1 = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-1")
|
||||||
|
.await;
|
||||||
|
if let Err(error) = record_1 {
|
||||||
|
panic!("analytic signal service call 1 must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let record_2 = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-2")
|
||||||
|
.await;
|
||||||
|
if let Err(error) = record_2 {
|
||||||
|
panic!("analytic signal service call 2 must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let record_3 = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-3")
|
||||||
|
.await;
|
||||||
|
if let Err(error) = record_3 {
|
||||||
|
panic!("analytic signal service call 3 must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let record_4 = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-4")
|
||||||
|
.await;
|
||||||
|
if let Err(error) = record_4 {
|
||||||
|
panic!("analytic signal service call 4 must succeed: {}", error);
|
||||||
|
}
|
||||||
|
let record_5 = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-5")
|
||||||
|
.await;
|
||||||
|
let results = match record_5 {
|
||||||
|
Ok(results) => results,
|
||||||
|
Err(error) => panic!("analytic signal service call 5 must succeed: {}", error),
|
||||||
|
};
|
||||||
|
assert!(!results.is_empty());
|
||||||
|
let second_result = service
|
||||||
|
.record_transaction_by_signature("sig-analytic-bucket-5")
|
||||||
|
.await;
|
||||||
|
let second_results = match second_result {
|
||||||
|
Ok(second_results) => second_results,
|
||||||
|
Err(error) => panic!(
|
||||||
|
"second analytic signal service call must succeed: {}",
|
||||||
|
error
|
||||||
|
),
|
||||||
|
};
|
||||||
|
assert!(!second_results.is_empty());
|
||||||
|
let pools_result = crate::list_pools(database.as_ref()).await;
|
||||||
|
let pools = match pools_result {
|
||||||
|
Ok(pools) => pools,
|
||||||
|
Err(error) => panic!("pool list must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let pool_id = pools[0].id.unwrap_or_default();
|
||||||
|
let pair_result = crate::get_pair_by_pool_id(database.as_ref(), pool_id).await;
|
||||||
|
let pair_option = match pair_result {
|
||||||
|
Ok(pair_option) => pair_option,
|
||||||
|
Err(error) => panic!("pair fetch must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let pair = match pair_option {
|
||||||
|
Some(pair) => pair,
|
||||||
|
None => panic!("pair must exist"),
|
||||||
|
};
|
||||||
|
let pair_id = pair.id.unwrap_or_default();
|
||||||
|
let signals_result =
|
||||||
|
crate::list_pair_analytic_signals_by_pair_id(database.as_ref(), pair_id).await;
|
||||||
|
let signals = match signals_result {
|
||||||
|
Ok(signals) => signals,
|
||||||
|
Err(error) => panic!("signal list must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let mut signal_kinds = std::collections::BTreeSet::<std::string::String>::new();
|
||||||
|
for signal in &signals {
|
||||||
|
signal_kinds.insert(signal.signal_kind.clone());
|
||||||
|
}
|
||||||
|
assert!(signal_kinds.contains("trade_burst_60s"));
|
||||||
|
assert!(signal_kinds.contains("buy_sell_imbalance_60s"));
|
||||||
|
assert!(signal_kinds.contains("price_jump_up_60s"));
|
||||||
|
assert!(signal_kinds.contains("volume_spike_60s"));
|
||||||
|
let trade_burst_result = crate::get_pair_analytic_signal_by_key(
|
||||||
|
database.as_ref(),
|
||||||
|
pair_id,
|
||||||
|
"trade_burst_60s",
|
||||||
|
60,
|
||||||
|
1_700_020_980,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let trade_burst_option = match trade_burst_result {
|
||||||
|
Ok(trade_burst_option) => trade_burst_option,
|
||||||
|
Err(error) => panic!("trade burst fetch must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let trade_burst = match trade_burst_option {
|
||||||
|
Some(trade_burst) => trade_burst,
|
||||||
|
None => panic!("trade burst signal must exist"),
|
||||||
|
};
|
||||||
|
assert_eq!(
|
||||||
|
trade_burst.severity,
|
||||||
|
crate::KbAnalysisSignalSeverity::Medium
|
||||||
|
);
|
||||||
|
let jump_result = crate::get_pair_analytic_signal_by_key(
|
||||||
|
database.as_ref(),
|
||||||
|
pair_id,
|
||||||
|
"price_jump_up_60s",
|
||||||
|
60,
|
||||||
|
1_700_021_040,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
let jump_option = match jump_result {
|
||||||
|
Ok(jump_option) => jump_option,
|
||||||
|
Err(error) => panic!("jump fetch must succeed: {}", error),
|
||||||
|
};
|
||||||
|
let jump = match jump_option {
|
||||||
|
Some(jump) => jump,
|
||||||
|
None => panic!("jump signal must exist"),
|
||||||
|
};
|
||||||
|
assert!(jump.score.unwrap_or_default() > 1.0 || jump.score.unwrap_or_default() > 0.2);
|
||||||
|
}
|
||||||
|
}
|
||||||
@@ -108,6 +108,7 @@ pub struct KbTransactionResolutionService {
|
|||||||
trade_aggregation_service: crate::KbTradeAggregationService,
|
trade_aggregation_service: crate::KbTradeAggregationService,
|
||||||
wallet_holding_observation_service: crate::KbWalletHoldingObservationService,
|
wallet_holding_observation_service: crate::KbWalletHoldingObservationService,
|
||||||
pair_candle_aggregation_service: crate::KbPairCandleAggregationService,
|
pair_candle_aggregation_service: crate::KbPairCandleAggregationService,
|
||||||
|
pair_analytic_signal_service: crate::KbPairAnalyticSignalService,
|
||||||
resolved_signatures:
|
resolved_signatures:
|
||||||
std::sync::Arc<tokio::sync::Mutex<std::collections::HashSet<std::string::String>>>,
|
std::sync::Arc<tokio::sync::Mutex<std::collections::HashSet<std::string::String>>>,
|
||||||
}
|
}
|
||||||
@@ -131,6 +132,8 @@ impl KbTransactionResolutionService {
|
|||||||
crate::KbWalletHoldingObservationService::new(database.clone());
|
crate::KbWalletHoldingObservationService::new(database.clone());
|
||||||
let pair_candle_aggregation_service =
|
let pair_candle_aggregation_service =
|
||||||
crate::KbPairCandleAggregationService::new(database.clone());
|
crate::KbPairCandleAggregationService::new(database.clone());
|
||||||
|
let pair_analytic_signal_service =
|
||||||
|
crate::KbPairAnalyticSignalService::new(database.clone());
|
||||||
Self {
|
Self {
|
||||||
http_pool,
|
http_pool,
|
||||||
persistence,
|
persistence,
|
||||||
@@ -144,6 +147,7 @@ impl KbTransactionResolutionService {
|
|||||||
trade_aggregation_service,
|
trade_aggregation_service,
|
||||||
wallet_holding_observation_service,
|
wallet_holding_observation_service,
|
||||||
pair_candle_aggregation_service,
|
pair_candle_aggregation_service,
|
||||||
|
pair_analytic_signal_service,
|
||||||
resolved_signatures: std::sync::Arc::new(tokio::sync::Mutex::new(
|
resolved_signatures: std::sync::Arc::new(tokio::sync::Mutex::new(
|
||||||
std::collections::HashSet::new(),
|
std::collections::HashSet::new(),
|
||||||
)),
|
)),
|
||||||
@@ -388,11 +392,21 @@ impl KbTransactionResolutionService {
|
|||||||
Err(error) => return Err(error),
|
Err(error) => return Err(error),
|
||||||
};
|
};
|
||||||
let pair_candle_count = pair_candle_aggregations.len();
|
let pair_candle_count = pair_candle_aggregations.len();
|
||||||
|
let pair_analytic_signals_result = self
|
||||||
|
.pair_analytic_signal_service
|
||||||
|
.record_transaction_by_signature(request.signature.as_str())
|
||||||
|
.await;
|
||||||
|
let pair_analytic_signals = match pair_analytic_signals_result {
|
||||||
|
Ok(pair_analytic_signals) => pair_analytic_signals,
|
||||||
|
Err(error) => return Err(error),
|
||||||
|
};
|
||||||
|
let pair_analytic_signal_count = pair_analytic_signals.len();
|
||||||
let payload = serde_json::json!({
|
let payload = serde_json::json!({
|
||||||
"status": "resolved",
|
"status": "resolved",
|
||||||
"signature": request.signature.clone(),
|
"signature": request.signature.clone(),
|
||||||
"triggerMethod": request.trigger_method.clone(),
|
"triggerMethod": request.trigger_method.clone(),
|
||||||
"sourceEndpointName": request.source_endpoint_name.clone(),
|
"sourceEndpointName": request.source_endpoint_name.clone(),
|
||||||
|
"triggerPayload": request.trigger_payload.clone(),
|
||||||
"slotHint": request.slot_hint,
|
"slotHint": request.slot_hint,
|
||||||
"projectedTransactionId": projected_transaction_id,
|
"projectedTransactionId": projected_transaction_id,
|
||||||
"decodedEventCount": decoded_event_count,
|
"decodedEventCount": decoded_event_count,
|
||||||
@@ -403,7 +417,7 @@ impl KbTransactionResolutionService {
|
|||||||
"walletHoldingCount": wallet_holding_count,
|
"walletHoldingCount": wallet_holding_count,
|
||||||
"tradeEventCount": trade_event_count,
|
"tradeEventCount": trade_event_count,
|
||||||
"pairCandleCount": pair_candle_count,
|
"pairCandleCount": pair_candle_count,
|
||||||
"triggerPayload": request.trigger_payload.clone(),
|
"pairAnalyticSignalCount": pair_analytic_signal_count,
|
||||||
"transaction": transaction_value
|
"transaction": transaction_value
|
||||||
});
|
});
|
||||||
let observation_id_result = self
|
let observation_id_result = self
|
||||||
|
|||||||
Reference in New Issue
Block a user