healthcheck: add MAX_SLOT_STALENESS_MS and MIN_SLOT_RATE env vars
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wphan
242
src/athena/example.ts
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242
src/athena/example.ts
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/**
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* Example script demonstrating how to use the Athena integration
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*
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* Usage:
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* ts-node src/athena/example.ts
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*
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* Make sure to set the following environment variables:
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* - AWS_REGION (optional, defaults to us-east-1)
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* - AWS_ACCESS_KEY_ID
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* - AWS_SECRET_ACCESS_KEY
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* - ATHENA_DATABASE (optional, defaults to staging-archive)
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* - ATHENA_OUTPUT_BUCKET (optional, defaults to staging-data-ingestion-bucket)
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*/
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import { FillQualityAnalyticsRepository } from './repositories/fillQualityAnalytics';
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import { Athena } from './client';
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require('dotenv').config();
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async function exampleBasicQuery() {
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console.log('\n=== Example 1: Basic Query ===\n');
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const { query } = Athena();
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// Simple query to get recent trades
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const results = await query(`
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SELECT
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ts,
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markettype,
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marketindex,
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action,
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taker,
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maker
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FROM eventtype_traderecord
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WHERE year = '2024'
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AND month = '10'
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AND day = '19'
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AND markettype = 'perp'
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AND marketindex = 0
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LIMIT 10
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`);
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console.log('Results:', JSON.stringify(results, null, 2));
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console.log(`Found ${results.length} trades`);
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}
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async function exampleFillQualityAnalytics() {
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console.log('\n=== Example 2: Fill Quality Analytics ===\n');
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const repository = FillQualityAnalyticsRepository();
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// Get taker fill vs oracle bps for ALL perp markets
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// Last 24 hours
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const filterMarket = '15';
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const smoothingMinutes = 60;
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const nowMs = Date.now();
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const yesterdayMs = nowMs - 24 * (smoothingMinutes * 60 * 1000);
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console.log(
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`Querying from ${new Date(yesterdayMs).toISOString()} to ${new Date(
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nowMs
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).toISOString()}`
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);
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const results = await repository.getTakerFillVsOracleBps(
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yesterdayMs, // from (milliseconds)
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nowMs, // to (milliseconds)
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9, // baseDecimals
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smoothingMinutes // smoothingMinutes
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);
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console.log(`Retrieved ${results.length} data points across all markets`);
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// Group by market to show summary
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const marketGroups = results.reduce((acc, result) => {
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const market = result.MarketIndex;
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if (!acc[market]) acc[market] = [];
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acc[market].push(result);
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return acc;
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}, {} as Record<string, typeof results>);
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console.log(`\nFound data for ${Object.keys(marketGroups).length} markets`);
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// Show last few results for the first market (last results have full rolling window data)
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if (results.length > 0) {
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// const firstMarket = Object.keys(marketGroups)[0];
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// const firstMarketData = marketGroups[firstMarket];
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// console.log(`\nLast 3 results for Market ${firstMarket} (total: ${firstMarketData.length} rows):`);
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// firstMarketData.slice(-3).forEach((result, i) => {
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// console.log(`\n[${firstMarketData.length - 2 + i}] Time: ${result.Time}, Market: ${result.MarketIndex}`);
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// console.log(` Buy BPS ($0-1k): ${result.TakerBuyBpsFromOracle_1e0}`);
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// console.log(` Buy BPS (>$1M): ${result.TakerBuyBpsFromOracle_1e6}`);
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// console.log(` Sell BPS ($0-1k): ${result.TakerSellBpsFromOracle_1e0}`);
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// console.log(` Sell BPS (>$1M): ${result.TakerSellBpsFromOracle_1e6}`);
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// });
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// Find and show some non-null results
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console.log('\n--- Looking for non-null results ---');
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const nonNullResults = results.filter(
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(r) =>
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(r.TakerBuyBpsFromOracle_1e0 !== null ||
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r.TakerSellBpsFromOracle_1e0 !== null ||
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r.TakerBuyBpsFromOracle_1e3 !== null ||
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r.TakerSellBpsFromOracle_1e3 !== null ||
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r.TakerBuyBpsFromOracle_1e4 !== null ||
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r.TakerSellBpsFromOracle_1e4 !== null ||
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r.TakerBuyBpsFromOracle_1e5 !== null ||
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r.TakerSellBpsFromOracle_1e5 !== null ||
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r.TakerBuyBpsFromOracle_1e6 !== null ||
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r.TakerSellBpsFromOracle_1e6 !== null ||
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r.TakerBuyBpsFromOracle_ALL !== null ||
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r.TakerSellBpsFromOracle_ALL !== null) &&
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r.MarketIndex === filterMarket
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);
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console.log(
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`Found ${nonNullResults.length} rows with non-null BPS values (${(
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(nonNullResults.length / results.length) *
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100
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).toFixed(1)}% of total)`
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);
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// console.log(results.filter(r => r.MarketIndex === filterMarket));
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const uniqueMarketIndexes = [
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...new Set(results.map((r) => Number(r.MarketIndex))),
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].sort((a, b) => a - b);
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console.log(
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`Unique market indexes (total: ${
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uniqueMarketIndexes.length
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}): ${uniqueMarketIndexes.join(', ')}`
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);
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if (nonNullResults.length > 0) {
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console.log('\nLatest non-null result for Market 0:');
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const sample = nonNullResults[nonNullResults.length - 1];
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console.log(`Time: ${sample.Time}, Market: ${sample.MarketIndex}`);
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console.log(
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` Buy BPS ($0-1k): ${sample.TakerBuyBpsFromOracle_1e0}`
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);
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console.log(
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` Buy BPS ($1k-10k): ${sample.TakerBuyBpsFromOracle_1e3}`
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);
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console.log(
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` Buy BPS ($10k-100k): ${sample.TakerBuyBpsFromOracle_1e4}`
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);
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console.log(
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` Buy BPS ($100k-1M): ${sample.TakerBuyBpsFromOracle_1e5}`
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);
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console.log(
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` Buy BPS (>$1M): ${sample.TakerBuyBpsFromOracle_1e6}`
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);
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console.log(
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` Buy BPS (ALL): ${sample.TakerBuyBpsFromOracle_ALL}`
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);
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console.log(
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` Sell BPS ($0-1k): ${sample.TakerSellBpsFromOracle_1e0}`
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);
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console.log(
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` Sell BPS ($1k-10k): ${sample.TakerSellBpsFromOracle_1e3}`
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);
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console.log(
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` Sell BPS ($10k-100k): ${sample.TakerSellBpsFromOracle_1e4}`
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);
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console.log(
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` Sell BPS ($100k-1M): ${sample.TakerSellBpsFromOracle_1e5}`
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);
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console.log(
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` Sell BPS (>$1M): ${sample.TakerSellBpsFromOracle_1e6}`
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);
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console.log(
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` Sell BPS (ALL): ${sample.TakerSellBpsFromOracle_ALL}`
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);
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} else {
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console.log(
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'\n⚠️ WARNING: No non-null BPS values found in any results!'
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);
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console.log(' This might indicate:');
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console.log(' - No trade data in the time range');
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console.log(' - Orders/trades not joining properly');
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console.log(' - Issue with the query logic');
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}
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}
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console.log(
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`Took ${Date.now() - nowMs}ms to run exampleFillQualityAnalytics`
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);
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}
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async function exampleBatchQuery() {
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console.log('\n=== Example 3: Batch Query ===\n');
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const { batchQuery } = Athena();
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// Run multiple queries in parallel
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const { results, errors } = await batchQuery({
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queries: [
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{
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query: `
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SELECT COUNT(*) as trade_count
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FROM eventtype_traderecord
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WHERE year = '2024' AND month = '10' AND day = '19'
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AND markettype = 'perp' AND marketindex = 0
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`,
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},
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{
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query: `
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SELECT COUNT(*) as order_count
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FROM eventtype_orderrecord
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WHERE year = '2024' AND month = '10' AND day = '19'
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AND "order".markettype = 'perp' AND "order".marketindex = 0
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`,
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},
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],
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});
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console.log('Trade count:', results[0]?.[0]?.trade_count || 'N/A');
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console.log('Order count:', results[1]?.[0]?.order_count || 'N/A');
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if (errors.length > 0) {
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console.log('Errors:', errors);
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}
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}
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async function main() {
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console.log('Athena Integration Examples');
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console.log('===========================');
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try {
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// Run examples
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// await exampleBasicQuery();
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await exampleFillQualityAnalytics();
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// await exampleBatchQuery();
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console.log('\n✅ All examples completed successfully!');
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} catch (error) {
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console.error('\n❌ Error:', error);
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process.exit(1);
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}
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}
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// Run if executed directly
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if (require.main === module) {
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main();
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}
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