TCPDashboard/database/repositories/market_data_repository.py

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"""Repository for market_data table operations."""
from datetime import datetime
from typing import List, Optional, Dict, Any
from sqlalchemy import text
from ..models import MarketData
from data.common.data_types import OHLCVCandle
from .base_repository import BaseRepository, DatabaseOperationError
class MarketDataRepository(BaseRepository):
"""Repository for market_data table operations."""
def upsert_candle(self, candle: OHLCVCandle, force_update: bool = False) -> bool:
"""
Insert or update a candle in the market_data table.
"""
try:
candle_timestamp = candle.end_time
with self.get_session() as session:
if force_update:
query = text("""
INSERT INTO market_data (
exchange, symbol, timeframe, timestamp,
open, high, low, close, volume, trades_count,
created_at
) VALUES (
:exchange, :symbol, :timeframe, :timestamp,
:open, :high, :low, :close, :volume, :trades_count,
NOW()
)
ON CONFLICT (exchange, symbol, timeframe, timestamp)
DO UPDATE SET
open = EXCLUDED.open,
high = EXCLUDED.high,
low = EXCLUDED.low,
close = EXCLUDED.close,
volume = EXCLUDED.volume,
trades_count = EXCLUDED.trades_count
""")
action = "Updated"
else:
query = text("""
INSERT INTO market_data (
exchange, symbol, timeframe, timestamp,
open, high, low, close, volume, trades_count,
created_at
) VALUES (
:exchange, :symbol, :timeframe, :timestamp,
:open, :high, :low, :close, :volume, :trades_count,
NOW()
)
ON CONFLICT (exchange, symbol, timeframe, timestamp)
DO NOTHING
""")
action = "Stored"
session.execute(query, {
'exchange': candle.exchange,
'symbol': candle.symbol,
'timeframe': candle.timeframe,
'timestamp': candle_timestamp,
'open': float(candle.open),
'high': float(candle.high),
'low': float(candle.low),
'close': float(candle.close),
'volume': float(candle.volume),
'trades_count': candle.trade_count
})
session.commit()
self.log_debug(f"{action} candle: {candle.symbol} {candle.timeframe} at {candle_timestamp} (force_update={force_update})")
return True
except Exception as e:
self.log_error(f"Error storing candle {candle.symbol} {candle.timeframe}: {e}")
raise DatabaseOperationError(f"Failed to store candle: {e}")
def get_candles(self,
symbol: str,
timeframe: str,
start_time: datetime,
end_time: datetime,
exchange: str = "okx") -> List[Dict[str, Any]]:
"""
Retrieve candles from the database.
"""
try:
with self.get_session() as session:
query = text("""
SELECT exchange, symbol, timeframe, timestamp,
open, high, low, close, volume, trades_count,
created_at
FROM market_data
WHERE exchange = :exchange
AND symbol = :symbol
AND timeframe = :timeframe
AND timestamp >= :start_time
AND timestamp <= :end_time
ORDER BY timestamp ASC
""")
result = session.execute(query, {
'exchange': exchange,
'symbol': symbol,
'timeframe': timeframe,
'start_time': start_time,
'end_time': end_time
})
candles = [dict(row._mapping) for row in result]
self.log_debug(f"Retrieved {len(candles)} candles for {symbol} {timeframe}")
return candles
except Exception as e:
self.log_error(f"Error retrieving candles: {e}")
raise DatabaseOperationError(f"Failed to retrieve candles: {e}")
def get_latest_candle(self, symbol: str, timeframe: str, exchange: str = "okx") -> Optional[Dict[str, Any]]:
"""
Get the latest candle for a symbol and timeframe.
"""
try:
with self.get_session() as session:
query = text("""
SELECT exchange, symbol, timeframe, timestamp,
open, high, low, close, volume, trades_count,
created_at
FROM market_data
WHERE exchange = :exchange
AND symbol = :symbol
AND timeframe = :timeframe
ORDER BY timestamp DESC
LIMIT 1
""")
result = session.execute(query, {
'exchange': exchange,
'symbol': symbol,
'timeframe': timeframe
})
row = result.fetchone()
if row:
return dict(row._mapping)
return None
except Exception as e:
self.log_error(f"Error retrieving latest candle for {symbol} {timeframe}: {e}")
raise DatabaseOperationError(f"Failed to retrieve latest candle: {e}")