028371a0e1
- Introduced a modular repository structure by creating separate repository classes for `Bot`, `MarketData`, and `RawTrade`, improving code organization and maintainability. - Updated the `DatabaseOperations` class to utilize the new repository classes, enhancing the abstraction of database interactions. - Refactored the `.env` file to update database connection parameters and add new logging and health monitoring configurations. - Modified the `okx_config.json` to change default timeframes for trading pairs, aligning with updated requirements. - Added comprehensive unit tests for the new repository classes, ensuring robust functionality and reliability. These changes improve the overall architecture of the database layer, making it more scalable and easier to manage.
154 lines
6.3 KiB
Python
154 lines
6.3 KiB
Python
"""Repository for market_data table operations."""
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from datetime import datetime
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from typing import List, Optional, Dict, Any
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from sqlalchemy import text
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from ..models import MarketData
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from data.common.data_types import OHLCVCandle
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from .base_repository import BaseRepository, DatabaseOperationError
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class MarketDataRepository(BaseRepository):
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"""Repository for market_data table operations."""
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def upsert_candle(self, candle: OHLCVCandle, force_update: bool = False) -> bool:
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"""
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Insert or update a candle in the market_data table.
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"""
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try:
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candle_timestamp = candle.end_time
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with self.get_session() as session:
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if force_update:
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query = text("""
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INSERT INTO market_data (
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exchange, symbol, timeframe, timestamp,
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open, high, low, close, volume, trades_count,
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created_at
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) VALUES (
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:exchange, :symbol, :timeframe, :timestamp,
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:open, :high, :low, :close, :volume, :trades_count,
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NOW()
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)
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ON CONFLICT (exchange, symbol, timeframe, timestamp)
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DO UPDATE SET
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open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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volume = EXCLUDED.volume,
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trades_count = EXCLUDED.trades_count
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""")
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action = "Updated"
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else:
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query = text("""
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INSERT INTO market_data (
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exchange, symbol, timeframe, timestamp,
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open, high, low, close, volume, trades_count,
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created_at
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) VALUES (
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:exchange, :symbol, :timeframe, :timestamp,
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:open, :high, :low, :close, :volume, :trades_count,
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NOW()
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)
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ON CONFLICT (exchange, symbol, timeframe, timestamp)
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DO NOTHING
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""")
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action = "Stored"
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session.execute(query, {
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'exchange': candle.exchange,
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'symbol': candle.symbol,
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'timeframe': candle.timeframe,
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'timestamp': candle_timestamp,
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'open': float(candle.open),
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'high': float(candle.high),
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'low': float(candle.low),
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'close': float(candle.close),
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'volume': float(candle.volume),
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'trades_count': candle.trade_count
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})
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session.commit()
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self.log_debug(f"{action} candle: {candle.symbol} {candle.timeframe} at {candle_timestamp} (force_update={force_update})")
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return True
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except Exception as e:
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self.log_error(f"Error storing candle {candle.symbol} {candle.timeframe}: {e}")
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raise DatabaseOperationError(f"Failed to store candle: {e}")
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def get_candles(self,
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symbol: str,
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timeframe: str,
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start_time: datetime,
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end_time: datetime,
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exchange: str = "okx") -> List[Dict[str, Any]]:
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"""
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Retrieve candles from the database.
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"""
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try:
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with self.get_session() as session:
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query = text("""
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SELECT exchange, symbol, timeframe, timestamp,
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open, high, low, close, volume, trades_count,
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created_at
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FROM market_data
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WHERE exchange = :exchange
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AND symbol = :symbol
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AND timeframe = :timeframe
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AND timestamp >= :start_time
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AND timestamp <= :end_time
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ORDER BY timestamp ASC
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""")
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result = session.execute(query, {
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'exchange': exchange,
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'symbol': symbol,
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'timeframe': timeframe,
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'start_time': start_time,
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'end_time': end_time
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})
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candles = [dict(row._mapping) for row in result]
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self.log_debug(f"Retrieved {len(candles)} candles for {symbol} {timeframe}")
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return candles
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except Exception as e:
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self.log_error(f"Error retrieving candles: {e}")
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raise DatabaseOperationError(f"Failed to retrieve candles: {e}")
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def get_latest_candle(self, symbol: str, timeframe: str, exchange: str = "okx") -> Optional[Dict[str, Any]]:
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"""
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Get the latest candle for a symbol and timeframe.
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"""
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try:
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with self.get_session() as session:
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query = text("""
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SELECT exchange, symbol, timeframe, timestamp,
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open, high, low, close, volume, trades_count,
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created_at
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FROM market_data
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WHERE exchange = :exchange
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AND symbol = :symbol
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AND timeframe = :timeframe
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ORDER BY timestamp DESC
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LIMIT 1
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""")
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result = session.execute(query, {
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'exchange': exchange,
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'symbol': symbol,
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'timeframe': timeframe
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})
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row = result.fetchone()
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if row:
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return dict(row._mapping)
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return None
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except Exception as e:
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self.log_error(f"Error retrieving latest candle for {symbol} {timeframe}: {e}")
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raise DatabaseOperationError(f"Failed to retrieve latest candle: {e}") |