Interface IRecentUtils

Base interface for recent signal storage adapters.

interface IRecentUtils {
    getLatestSignal(
        symbol: string,
        strategyName: string,
        exchangeName: string,
        frameName: string,
        backtest: boolean,
        when: Date,
    ): Promise<IPublicSignalRow>;
    getMinutesSinceLatestSignalCreated(
        timestamp: number,
        symbol: string,
        strategyName: string,
        exchangeName: string,
        frameName: string,
        backtest: boolean,
    ): Promise<number>;
    handleActivePing(event: ActivePingContract): Promise<void>;
}

Methods

getLatestSignal getMinutesSinceLatestSignalCreated handleActivePing

Methods

getLatestSignal

  • getLatestSignal(
        symbol: string,
        strategyName: string,
        exchangeName: string,
        frameName: string,
        backtest: boolean,
        when: Date,
    ): Promise<IPublicSignalRow>

    Retrieves the latest active signal for the given context. Returns null if the stored signal's timestamp is greater than the requested when (look-ahead bias protection).

    Parameters

    • symbol: string

      Trading pair symbol

    • strategyName: string

      Strategy identifier

    • exchangeName: string

      Exchange identifier

    • frameName: string

      Frame identifier

    • backtest: boolean

      Flag indicating if the context is backtest or live

    • when: Date

      Logical timestamp at which the read is happening (look-ahead guard)

    Returns Promise<IPublicSignalRow>

    The latest signal, or null if not found / shadowed by look-ahead

getMinutesSinceLatestSignalCreated

  • getMinutesSinceLatestSignalCreated(
        timestamp: number,
        symbol: string,
        strategyName: string,
        exchangeName: string,
        frameName: string,
        backtest: boolean,
    ): Promise<number>

    Returns the number of minutes elapsed since the latest signal's timestamp. timestamp doubles as the look-ahead cutoff — a signal whose timestamp exceeds the requested one is treated as not yet visible.

    Parameters

    • timestamp: number

      Current timestamp in milliseconds (also serves as look-ahead cutoff)

    • symbol: string

      Trading pair symbol

    • strategyName: string

      Strategy identifier

    • exchangeName: string

      Exchange identifier

    • frameName: string

      Frame identifier

    • backtest: boolean

      Flag indicating if the context is backtest or live

    Returns Promise<number>

    Minutes since the latest signal, throws if no signal found / shadowed by look-ahead

handleActivePing

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