Add Ticker24h support: hourly market snapshots with USD-normalized volume filtering

ingestor/src/ccxt-fetcher.js

@@ -462,6 +462,80 @@ export class CCXTFetcher {
     return timeframe;
   }
 
+  /**
+   * Fetch 24h rolling ticker stats for all symbols on an exchange.
+   * Uses exchange.fetchTickers() — single API call, very rate-limit efficient.
+   * Returns an array of TickerStats-compatible objects, or throws if unsupported.
+   *
+   * @param {string} exchangeName - lowercase exchange name (e.g. "binance")
+   * @returns {Promise<Array>} Array of TickerStats objects
+   */
+  async fetchAllTickers(exchangeName) {
+    const exchange = this.getExchange(exchangeName);
+    const exchangeUpper = exchangeName.toUpperCase();
+
+    if (!exchange.has['fetchTickers']) {
+      throw new Error(`Exchange ${exchangeUpper} does not support fetchTickers()`);
+    }
+
+    this.logger.info({ exchange: exchangeUpper }, 'Fetching all 24h tickers');
+
+    let rawTickers;
+    try {
+      rawTickers = await exchange.fetchTickers();
+    } catch (error) {
+      if (error.constructor?.name === 'RateLimitExceeded') {
+        const retryAfterMs = extractRetryAfterMs(exchange, error);
+        this.logger.warn({ exchange: exchangeUpper, retryAfterMs }, 'fetchTickers rate-limited');
+        throw new ExchangeRateLimitError(exchangeName, retryAfterMs, error.message);
+      }
+      this.logger.error({ error: error.message, exchange: exchangeUpper }, 'Error fetching tickers');
+      throw error;
+    }
+
+    const nowNs = (BigInt(Date.now()) * 1_000_000n).toString();
+    const tickers = [];
+
+    for (const [symbol, t] of Object.entries(rawTickers)) {
+      if (!t || t.last == null) continue;
+
+      // Build Nautilus-format ticker: "BASE/QUOTE.EXCHANGE"
+      const ticker = `${symbol}.${exchangeUpper}`;
+
+      // Extract base/quote from the CCXT market info
+      const market = exchange.markets?.[symbol];
+      const baseAsset = market?.base ?? symbol.split('/')[0] ?? '';
+      const quoteAsset = market?.quote ?? symbol.split('/')[1] ?? '';
+
+      // protobufjs camelCase: only removes '_' before LETTERS, not digits.
+      // quote_volume_24h → quoteVolume_24h  (underscore before '24' is preserved)
+      // open_24h → open_24h, high_24h → high_24h, etc.
+      const stat = {
+        ticker,
+        exchangeId: exchangeUpper,
+        baseAsset,
+        quoteAsset,
+        lastPrice: t.last ?? 0,
+        priceChangePct: t.percentage ?? 0,
+        'quoteVolume_24h': t.quoteVolume ?? 0,
+        timestamp: nowNs,
+      };
+
+      if (t.bid != null) stat.bidPrice = t.bid;
+      if (t.ask != null) stat.askPrice = t.ask;
+      if (t.open != null) stat['open_24h'] = t.open;
+      if (t.high != null) stat['high_24h'] = t.high;
+      if (t.low != null) stat['low_24h'] = t.low;
+      if (t.baseVolume != null) stat['volume_24h'] = t.baseVolume;
+      if (t.info?.count != null) stat.numTrades = Number(t.info.count);
+
+      tickers.push(stat);
+    }
+
+    this.logger.info({ exchange: exchangeUpper, count: tickers.length }, 'Fetched all tickers');
+    return tickers;
+  }
+
   /**
    * Close all exchange connections
    */