stream-ingest flat files from polygon; add a few tables

server/package.json

@@ -9,10 +9,12 @@
 	},
 	"dependencies": {
 		"@clickhouse/client": "^0.2.7",
+		"@humanwhocodes/env": "^3.0.5",
 		"@sinclair/typebox": "^0.32.5",
 		"@trpc/server": "^10.45.0",
 		"cors": "^2.8.5",
 		"dotenv": "^16.4.1",
+		"execa": "^9.3.0",
 		"p-all": "^5.0.0",
 		"p-queue": "^8.0.1",
 		"p-retry": "^6.2.0",

server/pnpm-lock.yaml

@@ -11,6 +11,9 @@ importers:
       '@clickhouse/client':
         specifier: ^0.2.7
         version: 0.2.7
+      '@humanwhocodes/env':
+        specifier: ^3.0.5
+        version: 3.0.5
       '@sinclair/typebox':
         specifier: ^0.32.5
         version: 0.32.5
@@ -23,6 +26,9 @@ importers:
       dotenv:
         specifier: ^16.4.1
         version: 16.4.1
+      execa:
+        specifier: ^9.3.0
+        version: 9.3.0
       p-all:
         specifier: ^5.0.0
         version: 5.0.0
@@ -211,6 +217,9 @@ packages:
   '@gar/promisify@1.1.3':
     resolution: {integrity: sha512-k2Ty1JcVojjJFwrg/ThKi2ujJ7XNLYaFGNB/bWT9wGR+oSMJHMa5w+CUq6p/pVrKeNNgA7pCqEcjSnHVoqJQFw==}
 
+  '@humanwhocodes/env@3.0.5':
+    resolution: {integrity: sha512-IpnujSwQ93i/amSy4GoynqaOAjbYKAI1b28JmPogfEytAh2aSjOE2ZlFnOAuXHUt3OQA41RvU0JL4lzTnVKeIw==}
+
   '@npmcli/fs@1.1.1':
     resolution: {integrity: sha512-8KG5RD0GVP4ydEzRn/I4BNDuxDtqVbOdm8675T49OIG/NGhaK0pjPX7ZcDlvKYbA+ulvVK3ztfcF4uBdOxuJbQ==}
 
@@ -219,9 +228,16 @@ packages:
     engines: {node: '>=10'}
     deprecated: This functionality has been moved to @npmcli/fs
 
+  '@sec-ant/readable-stream@0.4.1':
+    resolution: {integrity: sha512-831qok9r2t8AlxLko40y2ebgSDhenenCatLVeW/uBtnHPyhHOvG0C7TvfgecV+wHzIm5KUICgzmVpWS+IMEAeg==}
+
   '@sinclair/typebox@0.32.5':
     resolution: {integrity: sha512-0M6FyxZwIEu/Ly6W+l7iYqiZQYJ8khLOJGzg+cxivNKRKqk9hctcuDC0UYI7B9vNgycExA8w40m4M3yDKW37RA==}
 
+  '@sindresorhus/merge-streams@4.0.0':
+    resolution: {integrity: sha512-tlqY9xq5ukxTUZBmoOp+m61cqwQD5pHJtFY3Mn8CA8ps6yghLH/Hw8UPdqg4OLmFW3IFlcXnQNmo/dh8HzXYIQ==}
+    engines: {node: '>=18'}
+
   '@tootallnate/once@1.1.2':
     resolution: {integrity: sha512-RbzJvlNzmRq5c3O09UipeuXno4tA1FE6ikOjxZK0tuxVv3412l64l5t1W5pj4+rJq9vpkm/kwiR07aZXnsKPxw==}
     engines: {node: '>= 6'}
@@ -344,6 +360,10 @@ packages:
     resolution: {integrity: sha512-eTVLrBSt7fjbDygz805pMnstIs2VTBNkRm0qxZd+M7A5XDdxVRWO5MxGBXZhjY4cqLYLdtrGqRf8mBPmzwSpWQ==}
     engines: {node: '>=4.8'}
 
+  cross-spawn@7.0.3:
+    resolution: {integrity: sha512-iRDPJKUPVEND7dHPO8rkbOnPpyDygcDFtWjpeWNCgy8WP2rXcxXL8TskReQl6OrB2G7+UJrags1q15Fudc7G6w==}
+    engines: {node: '>= 8'}
+
   debug@4.3.5:
     resolution: {integrity: sha512-pt0bNEmneDIvdL1Xsd9oDQ/wrQRkXDT4AUWlNZNPKvW5x/jyO9VFXkJUP07vQ2upmw5PlaITaPKc31jK13V+jg==}
     engines: {node: '>=6.0'}
@@ -423,10 +443,18 @@ packages:
   eventemitter3@5.0.1:
     resolution: {integrity: sha512-GWkBvjiSZK87ELrYOSESUYeVIc9mvLLf/nXalMOS5dYrgZq9o5OVkbZAVM06CVxYsCwH9BDZFPlQTlPA1j4ahA==}
 
+  execa@9.3.0:
+    resolution: {integrity: sha512-l6JFbqnHEadBoVAVpN5dl2yCyfX28WoBAGaoQcNmLLSedOxTxcn2Qa83s8I/PA5i56vWru2OHOtrwF7Om2vqlg==}
+    engines: {node: ^18.19.0 || >=20.5.0}
+
   expand-template@2.0.3:
     resolution: {integrity: sha512-XYfuKMvj4O35f/pOXLObndIRvyQ+/+6AhODh+OKWj9S9498pHHn/IMszH+gt0fBCRWMNfk1ZSp5x3AifmnI2vg==}
     engines: {node: '>=6'}
 
+  figures@6.1.0:
+    resolution: {integrity: sha512-d+l3qxjSesT4V7v2fh+QnmFnUWv9lSpjarhShNTgBOfA0ttejbQUAlHLitbjkoRiDulW0OPoQPYIGhIC8ohejg==}
+    engines: {node: '>=18'}
+
   file-uri-to-path@1.0.0:
     resolution: {integrity: sha512-0Zt+s3L7Vf1biwWZ29aARiVYLx7iMGnEUl9x33fbB/j3jR81u/O2LbqK+Bm1CDSNDKVtJ/YjwY7TUd5SkeLQLw==}
 
@@ -461,6 +489,10 @@ packages:
   get-intrinsic@1.2.2:
     resolution: {integrity: sha512-0gSo4ml/0j98Y3lngkFEot/zhiCeWsbYIlZ+uZOVgzLyLaUw7wxUL+nCTP0XJvJg1AXulJRI3UJi8GsbDuxdGA==}
 
+  get-stream@9.0.1:
+    resolution: {integrity: sha512-kVCxPF3vQM/N0B1PmoqVUqgHP+EeVjmZSQn+1oCRPxd2P21P2F19lIgbR3HBosbB1PUhOAoctJnfEn2GbN2eZA==}
+    engines: {node: '>=18'}
+
   get-symbol-description@1.0.0:
     resolution: {integrity: sha512-2EmdH1YvIQiZpltCNgkuiUnyukzxM/R6NDJX31Ke3BG1Nq5b0S2PhX59UKi9vZpPDQVdqn+1IcaAwnzTT5vCjw==}
     engines: {node: '>= 0.4'}
@@ -525,6 +557,10 @@ packages:
     resolution: {integrity: sha512-dFcAjpTQFgoLMzC2VwU+C/CbS7uRL0lWmxDITmqm7C+7F0Odmj6s9l6alZc6AELXhrnggM2CeWSXHGOdX2YtwA==}
     engines: {node: '>= 6'}
 
+  human-signals@7.0.0:
+    resolution: {integrity: sha512-74kytxOUSvNbjrT9KisAbaTZ/eJwD/LrbM/kh5j0IhPuJzwuA19dWvniFGwBzN9rVjg+O/e+F310PjObDXS+9Q==}
+    engines: {node: '>=18.18.0'}
+
   humanize-ms@1.2.1:
     resolution: {integrity: sha512-Fl70vYtsAFb/C06PTS9dZBo7ihau+Tu/DNCk/OyHhea07S+aeMWpFFkUaXRa8fI+ScZbEI8dfSxwY7gxZ9SAVQ==}
 
@@ -607,6 +643,10 @@ packages:
     resolution: {integrity: sha512-k1U0IRzLMo7ZlYIfzRu23Oh6MiIFasgpb9X76eqfFZAqwH44UI4KTBvBYIZ1dSL9ZzChTB9ShHfLkR4pdW5krQ==}
     engines: {node: '>= 0.4'}
 
+  is-plain-obj@4.1.0:
+    resolution: {integrity: sha512-+Pgi+vMuUNkJyExiMBt5IlFoMyKnr5zhJ4Uspz58WOhBF5QoIZkFyNHIbBAtHwzVAgk5RtndVNsDRN61/mmDqg==}
+    engines: {node: '>=12'}
+
   is-regex@1.1.4:
     resolution: {integrity: sha512-kvRdxDsxZjhzUX07ZnLydzS1TU/TJlTUHHY4YLL87e37oUA49DfkLqgy+VjFocowy29cKvcSiu+kIv728jTTVg==}
     engines: {node: '>= 0.4'}
@@ -614,6 +654,10 @@ packages:
   is-shared-array-buffer@1.0.2:
     resolution: {integrity: sha512-sqN2UDu1/0y6uvXyStCOzyhAjCSlHceFoMKJW8W9EU9cvic/QdsZ0kEU93HEy3IUEFZIiH/3w+AH/UQbPHNdhA==}
 
+  is-stream@4.0.1:
+    resolution: {integrity: sha512-Dnz92NInDqYckGEUJv689RbRiTSEHCQ7wOVeALbkOz999YpqT46yMRIGtSNl2iCL1waAZSx40+h59NV/EwzV/A==}
+    engines: {node: '>=18'}
+
   is-string@1.0.7:
     resolution: {integrity: sha512-tE2UXzivje6ofPW7l23cjDOMa09gb7xlAqG6jG5ej6uPV32TlWP3NKPigtaGeHNu9fohccRYvIiZMfOOnOYUtg==}
     engines: {node: '>= 0.4'}
@@ -626,6 +670,10 @@ packages:
     resolution: {integrity: sha512-Z14TF2JNG8Lss5/HMqt0//T9JeHXttXy5pH/DBU4vi98ozO2btxzq9MwYDZYnKwU8nRsz/+GVFVRDq3DkVuSPg==}
     engines: {node: '>= 0.4'}
 
+  is-unicode-supported@2.0.0:
+    resolution: {integrity: sha512-FRdAyx5lusK1iHG0TWpVtk9+1i+GjrzRffhDg4ovQ7mcidMQ6mj+MhKPmvh7Xwyv5gIS06ns49CA7Sqg7lC22Q==}
+    engines: {node: '>=18'}
+
   is-weakref@1.0.2:
     resolution: {integrity: sha512-qctsuLZmIQ0+vSSMfoVvyFe2+GSEvnmZ2ezTup1SBse9+twCCeial6EEi3Nc2KFcf6+qz2FBPnjXsk8xhKSaPQ==}
 
@@ -749,6 +797,10 @@ packages:
     engines: {node: '>= 4'}
     hasBin: true
 
+  npm-run-path@5.3.0:
+    resolution: {integrity: sha512-ppwTtiJZq0O/ai0z7yfudtBpWIoxM8yE6nHi1X47eFR2EWORqfbu6CnPlNsjeN683eT0qG6H/Pyf9fCcvjnnnQ==}
+    engines: {node: ^12.20.0 || ^14.13.1 || >=16.0.0}
+
   npmlog@6.0.2:
     resolution: {integrity: sha512-/vBvz5Jfr9dT/aFWd0FIRf+T/Q2WBsLENygUaFUqstqsycmZAP/t5BvFJTK0viFmSUxiUKTUplWy5vt+rvKIxg==}
     engines: {node: ^12.13.0 || ^14.15.0 || >=16.0.0}
@@ -808,6 +860,10 @@ packages:
     resolution: {integrity: sha512-aOIos8bujGN93/8Ox/jPLh7RwVnPEysynVFE+fQZyg6jKELEHwzgKdLRFHUgXJL6kylijVSBC4BvN9OmsB48Rw==}
     engines: {node: '>=4'}
 
+  parse-ms@4.0.0:
+    resolution: {integrity: sha512-TXfryirbmq34y8QBwgqCVLi+8oA3oWx2eAnSn62ITyEhEYaWRlVZ2DvMM9eZbMs/RfxPu/PK/aBLyGj4IrqMHw==}
+    engines: {node: '>=18'}
+
   path-is-absolute@1.0.1:
     resolution: {integrity: sha512-AVbw3UJ2e9bq64vSaS9Am0fje1Pa8pbGqTTsmXfaIiMpnr5DlDhfJOuLj9Sf95ZPVDAUerDfEk88MPmPe7UCQg==}
     engines: {node: '>=0.10.0'}
@@ -816,6 +872,14 @@ packages:
     resolution: {integrity: sha512-fEHGKCSmUSDPv4uoj8AlD+joPlq3peND+HRYyxFz4KPw4z926S/b8rIuFs2FYJg3BwsxJf6A9/3eIdLaYC+9Dw==}
     engines: {node: '>=4'}
 
+  path-key@3.1.1:
+    resolution: {integrity: sha512-ojmeN0qd+y0jszEtoY48r0Peq5dwMEkIlCOu6Q5f41lfkswXuKtYrhgoTpLnyIcHm24Uhqx+5Tqm2InSwLhE6Q==}
+    engines: {node: '>=8'}
+
+  path-key@4.0.0:
+    resolution: {integrity: sha512-haREypq7xkM7ErfgIyA0z+Bj4AGKlMSdlQE2jvJo6huWD1EdkKYV+G/T4nq0YEF2vgTT8kqMFKo1uHn950r4SQ==}
+    engines: {node: '>=12'}
+
   path-parse@1.0.7:
     resolution: {integrity: sha512-LDJzPVEEEPR+y48z93A0Ed0yXb8pAByGWo/k5YYdYgpY2/2EsOsksJrq7lOHxryrVOn1ejG6oAp8ahvOIQD8sw==}
 
@@ -837,6 +901,10 @@ packages:
     engines: {node: '>=10'}
     hasBin: true
 
+  pretty-ms@9.0.0:
+    resolution: {integrity: sha512-E9e9HJ9R9NasGOgPaPE8VMeiPKAyWR5jcFpNnwIejslIhWqdqOrb2wShBsncMPUb+BcCd2OPYfh7p2W6oemTng==}
+    engines: {node: '>=18'}
+
   promise-inflight@1.0.1:
     resolution: {integrity: sha512-6zWPyEOFaQBJYcGMHBKTKJ3u6TBsnMFOIZSa6ce1e/ZrrsOlnHRHbabMjLiBYKp+n44X9eUI6VUPaukCXHuG4g==}
     peerDependencies:
@@ -922,10 +990,18 @@ packages:
     resolution: {integrity: sha512-EV3L1+UQWGor21OmnvojK36mhg+TyIKDh3iFBKBohr5xeXIhNBcx8oWdgkTEEQ+BEFFYdLRuqMfd5L84N1V5Vg==}
     engines: {node: '>=0.10.0'}
 
+  shebang-command@2.0.0:
+    resolution: {integrity: sha512-kHxr2zZpYtdmrN1qDjrrX/Z1rR1kG8Dx+gkpK1G4eXmvXswmcE1hTWBWYUzlraYw1/yZp6YuDY77YtvbN0dmDA==}
+    engines: {node: '>=8'}
+
   shebang-regex@1.0.0:
     resolution: {integrity: sha512-wpoSFAxys6b2a2wHZ1XpDSgD7N9iVjg29Ph9uV/uaP9Ex/KXlkTZTeddxDPSYQpgvzKLGJke2UU0AzoGCjNIvQ==}
     engines: {node: '>=0.10.0'}
 
+  shebang-regex@3.0.0:
+    resolution: {integrity: sha512-7++dFhtcx3353uBaq8DDR4NuxBetBzC7ZQOhmTQInHEd6bSrXdiEyzCvG07Z44UYdLShWUyXt5M/yhz8ekcb1A==}
+    engines: {node: '>=8'}
+
   shell-quote@1.8.1:
     resolution: {integrity: sha512-6j1W9l1iAs/4xYBI1SYOVZyFcCis9b4KCLQ8fgAGG07QvzaRLVVRQvAy85yNmmZSjYjg4MWh4gNvlPujU/5LpA==}
 
@@ -935,6 +1011,10 @@ packages:
   signal-exit@3.0.7:
     resolution: {integrity: sha512-wnD2ZE+l+SPC/uoS0vXeE9L1+0wuaMqKlfz9AMUo38JsyLSBWSFcHR1Rri62LZc12vLr1gb3jl7iwQhgwpAbGQ==}
 
+  signal-exit@4.1.0:
+    resolution: {integrity: sha512-bzyZ1e88w9O1iNJbKnOlvYTrWPDl46O1bG0D3XInv+9tkPrxrN8jUUTiFlDkkmKWgn1M6CfIA13SuGqOa9Korw==}
+    engines: {node: '>=14'}
+
   simple-concat@1.0.1:
     resolution: {integrity: sha512-cSFtAPtRhljv69IK0hTVZQ+OfE9nePi/rtJmw5UjHeVyVroEqJXP1sFztKUy1qU+xvz3u/sfYJLa947b7nAN2Q==}
 
@@ -1007,6 +1087,10 @@ packages:
     resolution: {integrity: sha512-vavAMRXOgBVNF6nyEEmL3DBK19iRpDcoIwW+swQ+CbGiu7lju6t+JklA1MHweoWtadgt4ISVUsXLyDq34ddcwA==}
     engines: {node: '>=4'}
 
+  strip-final-newline@4.0.0:
+    resolution: {integrity: sha512-aulFJcD6YK8V1G7iRB5tigAP4TsHBZZrOV8pjV++zdUwmeV8uzbY7yn6h9MswN62adStNZFuCIx4haBnRuMDaw==}
+    engines: {node: '>=18'}
+
   strip-json-comments@2.0.1:
     resolution: {integrity: sha512-4gB8na07fecVVkOI6Rs4e7T6NOTki5EmL7TUduTs6bu3EdnSycntVJ4re8kgZA+wx9IueI2Y11bfbgwtzuE0KQ==}
     engines: {node: '>=0.10.0'}
@@ -1100,6 +1184,10 @@ packages:
   yallist@4.0.0:
     resolution: {integrity: sha512-3wdGidZyq5PB084XLES5TpOSRA3wjXAlIWMhum2kRcv/41Sn2emQ0dycQW4uZXLejwKvg6EsvbdlVL+FYEct7A==}
 
+  yoctocolors@2.1.0:
+    resolution: {integrity: sha512-FsQpXXeOEe05tcJN4Z2eicuC6+6KiJdBbPOAChanSkwwjZ277XGsh8wh/HaPuGeifTiw/7dgAzabitu2bnDvRg==}
+    engines: {node: '>=18'}
+
 snapshots:
 
   '@clickhouse/client-common@0.2.7': {}
@@ -1180,6 +1268,8 @@ snapshots:
   '@gar/promisify@1.1.3':
     optional: true
 
+  '@humanwhocodes/env@3.0.5': {}
+
   '@npmcli/fs@1.1.1':
     dependencies:
       '@gar/promisify': 1.1.3
@@ -1192,8 +1282,12 @@ snapshots:
       rimraf: 3.0.2
     optional: true
 
+  '@sec-ant/readable-stream@0.4.1': {}
+
   '@sinclair/typebox@0.32.5': {}
 
+  '@sindresorhus/merge-streams@4.0.0': {}
+
   '@tootallnate/once@1.1.2':
     optional: true
 
@@ -1357,6 +1451,12 @@ snapshots:
       shebang-command: 1.2.0
       which: 1.3.1
 
+  cross-spawn@7.0.3:
+    dependencies:
+      path-key: 3.1.1
+      shebang-command: 2.0.0
+      which: 2.0.2
+
   debug@4.3.5:
     dependencies:
       ms: 2.1.2
@@ -1493,8 +1593,27 @@ snapshots:
 
   eventemitter3@5.0.1: {}
 
+  execa@9.3.0:
+    dependencies:
+      '@sindresorhus/merge-streams': 4.0.0
+      cross-spawn: 7.0.3
+      figures: 6.1.0
+      get-stream: 9.0.1
+      human-signals: 7.0.0
+      is-plain-obj: 4.1.0
+      is-stream: 4.0.1
+      npm-run-path: 5.3.0
+      pretty-ms: 9.0.0
+      signal-exit: 4.1.0
+      strip-final-newline: 4.0.0
+      yoctocolors: 2.1.0
+
   expand-template@2.0.3: {}
 
+  figures@6.1.0:
+    dependencies:
+      is-unicode-supported: 2.0.0
+
   file-uri-to-path@1.0.0: {}
 
   for-each@0.3.3:
@@ -1540,6 +1659,11 @@ snapshots:
       has-symbols: 1.0.3
       hasown: 2.0.0
 
+  get-stream@9.0.1:
+    dependencies:
+      '@sec-ant/readable-stream': 0.4.1
+      is-stream: 4.0.1
+
   get-symbol-description@1.0.0:
     dependencies:
       call-bind: 1.0.5
@@ -1612,6 +1736,8 @@ snapshots:
       - supports-color
     optional: true
 
+  human-signals@7.0.0: {}
+
   humanize-ms@1.2.1:
     dependencies:
       ms: 2.1.3
@@ -1696,6 +1822,8 @@ snapshots:
     dependencies:
       has-tostringtag: 1.0.0
 
+  is-plain-obj@4.1.0: {}
+
   is-regex@1.1.4:
     dependencies:
       call-bind: 1.0.5
@@ -1705,6 +1833,8 @@ snapshots:
     dependencies:
       call-bind: 1.0.5
 
+  is-stream@4.0.1: {}
+
   is-string@1.0.7:
     dependencies:
       has-tostringtag: 1.0.0
@@ -1717,6 +1847,8 @@ snapshots:
     dependencies:
       which-typed-array: 1.1.13
 
+  is-unicode-supported@2.0.0: {}
+
   is-weakref@1.0.2:
     dependencies:
       call-bind: 1.0.5
@@ -1879,6 +2011,10 @@ snapshots:
       shell-quote: 1.8.1
       string.prototype.padend: 3.1.5
 
+  npm-run-path@5.3.0:
+    dependencies:
+      path-key: 4.0.0
+
   npmlog@6.0.2:
     dependencies:
       are-we-there-yet: 3.0.1
@@ -1937,11 +2073,17 @@ snapshots:
       error-ex: 1.3.2
       json-parse-better-errors: 1.0.2
 
+  parse-ms@4.0.0: {}
+
   path-is-absolute@1.0.1:
     optional: true
 
   path-key@2.0.1: {}
 
+  path-key@3.1.1: {}
+
+  path-key@4.0.0: {}
+
   path-parse@1.0.7: {}
 
   path-type@3.0.0:
@@ -1967,6 +2109,10 @@ snapshots:
       tar-fs: 2.1.1
       tunnel-agent: 0.6.0
 
+  pretty-ms@9.0.0:
+    dependencies:
+      parse-ms: 4.0.0
+
   promise-inflight@1.0.1:
     optional: true
 
@@ -2064,8 +2210,14 @@ snapshots:
     dependencies:
       shebang-regex: 1.0.0
 
+  shebang-command@2.0.0:
+    dependencies:
+      shebang-regex: 3.0.0
+
   shebang-regex@1.0.0: {}
 
+  shebang-regex@3.0.0: {}
+
   shell-quote@1.8.1: {}
 
   side-channel@1.0.4:
@@ -2077,6 +2229,8 @@ snapshots:
   signal-exit@3.0.7:
     optional: true
 
+  signal-exit@4.1.0: {}
+
   simple-concat@1.0.1: {}
 
   simple-get@4.0.1:
@@ -2181,6 +2335,8 @@ snapshots:
 
   strip-bom@3.0.0: {}
 
+  strip-final-newline@4.0.0: {}
+
   strip-json-comments@2.0.1: {}
 
   supports-color@5.5.0:
@@ -2297,7 +2453,6 @@ snapshots:
   which@2.0.2:
     dependencies:
       isexe: 2.0.0
-    optional: true
 
   wide-align@1.1.5:
     dependencies:
@@ -2307,3 +2462,5 @@ snapshots:
   wrappy@1.0.2: {}
 
   yallist@4.0.0: {}
+
+  yoctocolors@2.1.0: {}

server/src/lib/sync.ts

@@ -4,6 +4,17 @@ import { open } from "sqlite";
 import { clickhouse, query } from "./clickhouse.js";
 import { OptionContract } from "./polygon.js";
 import pRetry from "p-retry";
+import { createReadStream } from "node:fs";
+import zlib from "node:zlib";
+import { Transform, Writable } from "stream";
+import { pipeline } from "stream/promises";
+import { execa } from "execa";
+import { rm } from "node:fs/promises";
+import { Env } from "@humanwhocodes/env";
+
+const env = new Env();
+
+const { POLYGON_S3_ACCESS_KEY_ID, POLYGON_S3_SECRET_ACCESS_KEY } = env.required;
 
 const sqliteDb = await open({
   filename: "/tmp/sync-state.db",
@@ -263,3 +274,162 @@ export async function getOptionContractDateRange({
   `);
   return rows[0] || { firstDate: null, lastDate: null };
 }
+
+function transformCsvLineToObject(line: string) {
+  const [
+    ticker,
+    volume,
+    open,
+    close,
+    high,
+    low,
+    window_start,
+    numberOfTransactions,
+  ] = line.split(",");
+  const symbol = ticker.substring(2, ticker.length - 15);
+  const tickerDate = ticker.substring(ticker.length - 15, ticker.length - 9);
+  const expirationDate = `20${tickerDate.substring(
+    0,
+    2
+  )}-${tickerDate.substring(2, 4)}-${tickerDate.substring(4)}`;
+  const type =
+    ticker.substring(ticker.length - 9, ticker.length - 8) === "C"
+      ? "call"
+      : "put";
+  const strike = parseInt(ticker.substring(ticker.length - 8)) / 1000;
+  /** UNIX time in seconds */
+  const tsStart = parseInt(window_start.substring(0, window_start.length - 9));
+  return {
+    symbol,
+    expirationDate,
+    strike,
+    type,
+    tsStart,
+    open,
+    close,
+    low,
+    high,
+    volume,
+    volumeWeightedPrice: 0,
+  };
+}
+
+export async function uploadCsvToClickhouse(filename: string) {
+  let buf = "";
+  for await (const chunk of createReadStream(filename, {
+    start: 60 /* skip header */,
+    highWaterMark: 1024 * 1024,
+  })) {
+    const lines = buf.concat(chunk).split(/\r?\n/);
+    buf = lines.pop() ?? "";
+
+    await clickhouse.insert({
+      table: "option_contract_aggregates",
+      values: lines.map(transformCsvLineToObject),
+      format: "JSONEachRow",
+    });
+  }
+  if (buf.length) {
+    // last line, if file does not end with newline
+    await clickhouse.insert({
+      table: "option_contract_aggregates",
+      values: [transformCsvLineToObject(buf)],
+      format: "JSONEachRow",
+    });
+  }
+}
+
+const accessKeyId = POLYGON_S3_ACCESS_KEY_ID;
+const secretAccessKey = POLYGON_S3_SECRET_ACCESS_KEY;
+// const X_Amz_Algorithm = "AWS4-HMAC-SHA256";
+// const X_Amz_Credential =
+//   "bfe011b0-01e7-4c16-aedf-52cb83722c36/20240702/us-east-1/s3/aws4_request";
+// const X_Amz_Expires = "900";
+// const X_Amz_SignedHeaders = "host";
+// const X_Amz_Signature =
+//   "e9fd0ac569c4d5fd5757ba4104e95ce4cfd0c17b16648ec32f978265d4188f37";
+export async function ingestOptionContractAggregateFlatfile(date: string) {
+  let buf = "";
+  let skippedFirstLine = false;
+  const [year, month, day] = date.split("-");
+  const localFilename = `/tmp/${date}.csv.gz`;
+  try {
+    await execa({
+      env: {
+        AWS_ACCESS_KEY_ID: accessKeyId,
+        AWS_SECRET_ACCESS_KEY: secretAccessKey,
+        S3_ENDPOINT_URL: "https://files.polygon.io",
+        AWS_REGION: "us-east-1",
+      },
+    })("s5cmd", [
+      "cp",
+      `s3://flatfiles/us_options_opra/minute_aggs_v1/${year}/${month}/${date}.csv.gz`,
+      localFilename,
+    ]);
+  } catch (err) {
+    return;
+    // if (err.includes("status code: 404")) {
+    //   return;
+    // } else {
+    //   console.error("error downloading flatfile from polygon s3", err);
+    //   throw err;
+    // }
+  }
+
+  try {
+    await pipeline(
+      createReadStream(localFilename, {
+        highWaterMark: 1024 * 1024,
+      }),
+      zlib.createGunzip(),
+      new Transform({
+        transform(chunk, encoding, next) {
+          const lines = buf.concat(chunk).split(/\r?\n/);
+          if (!skippedFirstLine) {
+            lines.shift();
+            skippedFirstLine = true;
+          }
+          buf = lines.pop();
+          next(null, lines);
+        },
+        objectMode: true,
+      }),
+      new Writable({
+        objectMode: true,
+        async write(lines, encoding, next) {
+          // console.log(lines.map(transformCsvLineToObject));
+          await clickhouse.insert({
+            table: "option_contract_aggregates",
+            values: lines.map(transformCsvLineToObject),
+            format: "JSONEachRow",
+          });
+          next();
+        },
+      })
+    );
+  } catch (err) {
+    console.error(err);
+  }
+  await rm(localFilename);
+  console.log("done");
+}
+
+export async function pullOptionContractAggregatesFromFlatFileSince(
+  firstDate: string,
+  lastDate?: string
+) {
+  const currentDateAsDateObject = new Date(firstDate);
+  const yesterdayAsDateObject = new Date();
+  yesterdayAsDateObject.setUTCDate(yesterdayAsDateObject.getUTCDate() - 1);
+  const lastDateAsDateObject = lastDate
+    ? new Date(lastDate)
+    : yesterdayAsDateObject;
+  while (currentDateAsDateObject <= lastDateAsDateObject) {
+    const currentDate = currentDateAsDateObject.toISOString().substring(0, 10);
+    console.log(`Date: ${currentDate}`);
+    await ingestOptionContractAggregateFlatfile(currentDate);
+    currentDateAsDateObject.setUTCDate(
+      currentDateAsDateObject.getUTCDate() + 1
+    );
+  }
+}

server/tables.sql

@@ -12,16 +12,7 @@ CREATE TABLE symbols
 ENGINE MergeTree()
 ORDER BY (symbol);
 
-CREATE TABLE option_contract_sync_statuses
+CREATE TABLE option_contract_existences
-(
-  symbol String,
-  asOfDate Date,
-  status ENUM('not-started','pending','done')
-)
-ENGINE MergeTree()
-ORDER BY (asOfDate, symbol);
-
-CREATE TABLE option_contracts
 (
   asOfDate Date,
   symbol LowCardinality(String),
@@ -29,60 +20,39 @@ CREATE TABLE option_contracts
   strike Float32,
   type ENUM('call', 'put')
 )
-ENGINE MergeTree()
+ENGINE ReplacingMergeTree()
 PRIMARY KEY (asOfDate, symbol)
 ORDER BY (asOfDate, symbol, expirationDate, strike, type);
 
-
+CREATE TABLE option_contracts
--- BEGIN: Option Contract Quotes
-CREATE TABLE option_aggregate_sync_statuses
 (
-  asOfDate Date,
   symbol LowCardinality(String),
   expirationDate Date,
   strike Float32,
-  type ENUM('call', 'put'),
+  type ENUM('call', 'put')
-  status ENUM('not-started','pending','done'),
-  ts DateTime64 DEFAULT now()
 )
-ENGINE MergeTree()
+ENGINE ReplacingMergeTree()
-ORDER BY (asOfDate, symbol, expirationDate, strike, type, ts);
+PRIMARY KEY (symbol, expirationDate)
-CREATE MATERIALIZED VIEW option_aggregate_sync_statuses_mv
+ORDER BY (symbol, expirationDate, strike, type);
-TO option_aggregate_sync_statuses
+
+CREATE MATERIALIZED VIEW option_contracts_mv
+TO option_contracts
 AS
 SELECT
   DISTINCT ON (
-    asOfDate,
     symbol,
     expirationDate,
     strike,
     type
   )
-  asOfDate,
   symbol,
   expirationDate,
   strike,
-  type,
+  type
-  'not-started' as status,
+FROM option_contract_existences;
-  now() as ts
-FROM option_contracts;
 
-CREATE TABLE amg_option_aggregate_sync_statuses (
-  asOfDate Date,
-  symbol LowCardinality(String),
-  expirationDate Date,
-  strike Float32,
-  type ENUM('call', 'put'),
-  status SimpleAggregateFunction(anyLast, ENUM('not-started','pending','done')),
-  ts DateTime64 DEFAULT now()
-) 
-ENGINE=AggregatingMergeTree 
-ORDER BY (asOfDate, symbol, expirationDate, strike, type);
 
-INSERT INTO amg_option_aggregate_sync_statuses
+-- BEGIN: Option Contract Quotes
-SELECT asOfDate, symbol, expirationDate, strike, type, status, ts 
-FROM option_aggregate_sync_statuses 
-ORDER BY asOfDate, symbol, expirationDate, strike, type, ts;
 
 -- END: Option Contract Quotes
 
@@ -122,6 +92,66 @@ ALTER TABLE option_aggregates ADD INDEX idx_expirationDate expirationDate TYPE m
 ALTER TABLE option_aggregates ADD INDEX idx_strike strike TYPE minmax GRANULARITY 2;
 ALTER TABLE option_aggregates ADD INDEX idx_tsStart tsStart TYPE minmax GRANULARITY 2;
 
+CREATE TABLE option_contract_aggregates
+(
+  symbol LowCardinality(String), 
+  expirationDate Date,
+  strike Float32,
+  type Enum('call', 'put'),
+
+  tsStart DateTime32 CODEC(DoubleDelta(1), ZSTD),
+  open Float32 CODEC(Delta(2), ZSTD), 
+  close Float32 CODEC(Delta(2), ZSTD), 
+  low Float32 CODEC(Delta(2), ZSTD), 
+  high Float32 CODEC(Delta(2), ZSTD), 
+  volume UInt32 CODEC(T64),
+  volumeWeightedPrice Float32 CODEC(Delta(2), ZSTD)
+)
+ENGINE ReplacingMergeTree()
+ORDER BY (symbol, expirationDate, strike, type, tsStart)
+
+CREATE TABLE option_histories_last_day
+(
+  symbol LowCardinality(String), 
+  expirationDate Date,
+  strike Float64,
+  type Enum('call', 'put'),
+
+  tsStart DateTime32,
+  open Float64,
+  minutesToFront UInt16,
+  underlyingPrice Float64,
+  strikePercentageFromUnderlyingPrice Float64
+)
+ENGINE MergeTree()
+ORDER BY (symbol, minutesToFront, strikePercentageFromUnderlyingPrice)
+
+INSERT INTO option_histories_last_day
+SELECT
+  option_aggregates.symbol as symbol, 
+  option_aggregates.expirationDate as expirationDate,
+  option_aggregates.strike as strike,
+  option_aggregates.type as type,
+  option_aggregates.tsStart as tsStart,
+  option_aggregates.open as open,
+  date_diff('minute', tsStart, timestamp_add(expirationDate, INTERVAL 16 HOUR)) as minutesToFront,
+  stock_aggregates.open as underlyingPrice Float64,
+  (strike-underlyingPrice)/underlyingPrice as strikePercentageFromUnderlyingPrice Float64
+FROM (
+  SELECT 
+    symbol,
+    expirationDate,
+    strike,
+    type,
+    tsStart,
+    open
+  FROM option_aggregates
+  WHERE toDate(tsStart) = expirationDate
+) as option_aggregates
+INNER JOIN stock_aggregates
+ON option_aggregates.symbol = stock_aggregates.symbol
+AND option_aggregates.tsStart = stock_aggregates.tsStart
+
 CREATE TABLE option_histories
 (
   symbol LowCardinality(String),