b30c16bc33
- Updated the `MarketDataRepository` and `RawTradeRepository` classes to exclusively utilize SQLAlchemy ORM for all database interactions, enhancing maintainability and type safety. - Removed raw SQL queries in favor of ORM methods, ensuring a consistent and database-agnostic approach across the repository layer. - Revised documentation to reflect these changes, emphasizing the importance of using the ORM for database operations. These modifications improve the overall architecture of the database layer, making it more scalable and easier to manage.
109 lines
4.2 KiB
Python
109 lines
4.2 KiB
Python
"""Repository for raw_trades table operations."""
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from datetime import datetime
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from typing import Dict, Any, Optional, List
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from sqlalchemy import desc
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from ..models import RawTrade
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from data.base_collector import MarketDataPoint
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from .base_repository import BaseRepository, DatabaseOperationError
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class RawTradeRepository(BaseRepository):
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"""Repository for raw_trades table operations."""
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def insert_market_data_point(self, data_point: MarketDataPoint) -> bool:
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"""
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Insert a market data point into raw_trades table using the ORM.
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"""
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try:
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with self.get_session() as session:
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new_trade = RawTrade(
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exchange=data_point.exchange,
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symbol=data_point.symbol,
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timestamp=data_point.timestamp,
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data_type=data_point.data_type.value,
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raw_data=data_point.data
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)
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session.add(new_trade)
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session.commit()
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self.log_debug(f"Stored raw {data_point.data_type.value} data for {data_point.symbol}")
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return True
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except Exception as e:
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self.log_error(f"Error storing raw data for {data_point.symbol}: {e}")
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raise DatabaseOperationError(f"Failed to store raw data: {e}")
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def insert_raw_websocket_data(self,
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exchange: str,
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symbol: str,
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data_type: str,
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raw_data: Dict[str, Any],
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timestamp: Optional[datetime] = None) -> bool:
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"""
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Insert raw WebSocket data for debugging purposes using the ORM.
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"""
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try:
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with self.get_session() as session:
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new_trade = RawTrade(
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exchange=exchange,
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symbol=symbol,
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timestamp=timestamp or datetime.now(datetime.timezone.utc),
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data_type=data_type,
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raw_data=raw_data
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)
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session.add(new_trade)
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session.commit()
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self.log_debug(f"Stored raw WebSocket data: {data_type} for {symbol}")
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return True
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except Exception as e:
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self.log_error(f"Error storing raw WebSocket data for {symbol}: {e}")
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raise DatabaseOperationError(f"Failed to store raw WebSocket data: {e}")
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def get_raw_trades(self,
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symbol: str,
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data_type: str,
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start_time: datetime,
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end_time: datetime,
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exchange: str = "okx",
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limit: Optional[int] = None) -> List[Dict[str, Any]]:
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"""
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Retrieve raw trades from the database using the ORM.
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"""
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try:
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with self.get_session() as session:
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query = (
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session.query(RawTrade)
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.filter(
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RawTrade.exchange == exchange,
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RawTrade.symbol == symbol,
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RawTrade.data_type == data_type,
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RawTrade.timestamp >= start_time,
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RawTrade.timestamp <= end_time
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)
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.order_by(RawTrade.timestamp.asc())
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)
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if limit:
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query = query.limit(limit)
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results = query.all()
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trades = [
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{
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"id": r.id, "exchange": r.exchange, "symbol": r.symbol,
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"timestamp": r.timestamp, "data_type": r.data_type,
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"raw_data": r.raw_data, "created_at": r.created_at
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} for r in results
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]
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self.log_info(f"Retrieved {len(trades)} raw trades for {symbol} {data_type}")
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return trades
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except Exception as e:
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self.log_error(f"Error retrieving raw trades for {symbol}: {e}")
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raise DatabaseOperationError(f"Failed to retrieve raw trades: {e}") |