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 desc
from sqlalchemy.dialects.postgresql import insert
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 using the ORM.
"""
try:
with self.get_session() as session:
values = {
'exchange': candle.exchange,
'symbol': candle.symbol,
'timeframe': candle.timeframe,
'timestamp': candle.end_time,
'open': candle.open,
'high': candle.high,
'low': candle.low,
'close': candle.close,
'volume': candle.volume,
'trades_count': candle.trade_count
}
stmt = insert(MarketData).values(values)
if force_update:
update_stmt = stmt.on_conflict_do_update(
index_elements=['exchange', 'symbol', 'timeframe', 'timestamp'],
set_={
'open': stmt.excluded.open,
'high': stmt.excluded.high,
'low': stmt.excluded.low,
'close': stmt.excluded.close,
'volume': stmt.excluded.volume,
'trades_count': stmt.excluded.trades_count
}
)
action = "Updated"
final_stmt = update_stmt
else:
ignore_stmt = stmt.on_conflict_do_nothing(
index_elements=['exchange', 'symbol', 'timeframe', 'timestamp']
)
action = "Stored"
final_stmt = ignore_stmt
session.execute(final_stmt)
session.commit()
self.log_debug(f"{action} candle: {candle.symbol} {candle.timeframe} at {candle.end_time} (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 using the ORM.
"""
try:
with self.get_session() as session:
query = (
session.query(MarketData)
.filter(
MarketData.exchange == exchange,
MarketData.symbol == symbol,
MarketData.timeframe == timeframe,
MarketData.timestamp >= start_time,
MarketData.timestamp <= end_time
)
.order_by(MarketData.timestamp.asc())
)
results = query.all()
candles = [
{
"exchange": r.exchange, "symbol": r.symbol, "timeframe": r.timeframe,
"timestamp": r.timestamp, "open": r.open, "high": r.high,
"low": r.low, "close": r.close, "volume": r.volume,
"trades_count": r.trades_count, "created_at": r.created_at
} for r in results
]
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 using the ORM.
"""
try:
with self.get_session() as session:
latest = (
session.query(MarketData)
.filter(
MarketData.exchange == exchange,
MarketData.symbol == symbol,
MarketData.timeframe == timeframe
)
.order_by(MarketData.timestamp.desc())
.first()
)
if latest:
return {
"exchange": latest.exchange, "symbol": latest.symbol, "timeframe": latest.timeframe,
"timestamp": latest.timestamp, "open": latest.open, "high": latest.high,
"low": latest.low, "close": latest.close, "volume": latest.volume,
"trades_count": latest.trades_count, "created_at": latest.created_at
}
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}")