Function computeIndicators

src/lib/indicators.ts:15–128

(
  db: Database.Database,
  eventIds: string[],
)

 * - **orderFlowImbalance**: (smartBuys - smartSells) / total from whale_trades
 */
export function computeIndicators(
  db: Database.Database,
  eventIds: string[],
): Map<string, MarketIndicators> {
  // Return cache if fresh
  if (indicatorCache && Date.now() - indicatorCache.ts < INDICATOR_CACHE_TTL) {
    return indicatorCache.data;
  }

  const result = new Map<string, MarketIndicators>();
  if (eventIds.length === 0) return result;

  const placeholders = eventIds.map(() => "?").join(",");

  // --- Momentum & Volatility from price_snapshots ---
  const snapRows = db
    .prepare(
      `SELECT event_id, prob, change, recorded_at FROM (
         SELECT event_id, prob, change, recorded_at,
                ROW_NUMBER() OVER (PARTITION BY event_id ORDER BY recorded_at DESC) AS rn
         FROM price_snapshots
         WHERE event_id IN (${placeholders})
           AND recorded_at >= strftime('%Y-%m-%dT%H:%M:%fZ', 'now', '-24 hours')
       ) WHERE rn <= 300
       ORDER BY event_id, recorded_at ASC`
    )
    .all(...eventIds) as Array<{
    event_id: string;
    prob: number | null;
    change: number | null;
    recorded_at: string;
  }>;

  // Group by event_id
  const snapGroups = new Map<string, typeof snapRows>();
  for (const row of snapRows) {
    let arr = snapGroups.get(row.event_id);
    if (!arr) { arr = []; snapGroups.set(row.event_id, arr); }
    arr.push(row);
  }

  // --- Order flow from whale_trades ---
  const tradeRows = db
    .prepare(
      `SELECT event_id,
              SUM(CASE WHEN side = 'BUY' AND is_smart_wallet = 1 THEN 1 ELSE 0 END) as smart_buys,
              SUM(CASE WHEN side = 'SELL' AND is_smart_wallet = 1 THEN 1 ELSE 0 END) as smart_sells,
              COUNT(*) as total
       FROM whale_trades
       WHERE event_id IN (${placeholders})
         AND timestamp >= datetime('now', '-24 hours')
       GROUP BY event_id`
    )
    .all(...eventIds) as Array<{
    event_id: string;
    smart_buys: number;
    smart_sells: number;
    total: number;