@zagvar/relay-redis

@zagvar/relay-redis

Redis-backed implementations of Relay's market-data cache and event bus contracts.

Cache

RedisMarketDataCache stores:

• latest quotes and trades
• latest market summaries
• recent bar series
• latest complete order-book snapshots
• the latest market clock

import { RedisMarketDataCache } from "@zagvar/relay-redis";

const cache = new RedisMarketDataCache({
  client: redisClient,
  prefix: "my-app",
  marketSummaryTtlSeconds: 30,
  marketClockTtlSeconds: 60,
  barRetention: {
    default: { maxBars: 500, ttlSeconds: 86_400 },
    byTimeframe: {
      "1d": { maxBars: 365, ttlSeconds: 2_592_000 },
    },
  },
});

The client must implement Relay's small RedisCacheClient interface, allowing applications to adapt their preferred Redis library.

Venue-Aware Keys

Quotes and trades are stored in Redis hashes whose fields identify both symbol and optional venue. Bars additionally include their timeframe. Each order-book snapshot has its own symbol-and-venue key.

await cache.getLatestQuote({ symbol: "BTC/USD", venue: "COINBASE" });
await cache.getBars({
  symbol: "BTC/USD",
  venue: "COINBASE",
  timeframe: "1m",
});
await cache.getOrderBookSnapshot({ symbol: "BTC/USD", venue: "COINBASE" });

Symbols and venues are normalized when keys are created. An omitted venue maps to a distinct default stream rather than matching every venue.

Bar Retention

Bars use Redis sorted sets scored by timestamp. maxBars trims old entries and ttlSeconds expires an inactive series. Timeframe-specific settings override the default retention policy.

Appending a bar with an existing timestamp replaces that timestamp's prior value. Reads return bars chronologically; start and end are inclusive, and limit selects the most recent matching bars while preserving chronological order.

Redis is intended as a hot cache, not a durable historical store. Longer history should generally come from a provider API, database, object storage, or dedicated time-series system.

Event Bus

RedisRelayEventBus implements Relay pub/sub using namespaced event channels. It is suitable for distributing normalized Relay messages between application processes before they are filtered and forwarded to clients.

Status

Under active development. The public API may change before the first stable release.

License

MIT