feat: add automatic historical fetch on startup if DB is empty

daemon.py

@@ -38,13 +38,19 @@ def get_last_trade_timestamp(db_url, exchange_name):
         logger.debug(f"No existing data for {exchange_name} or DB unreachable: {e}")
     return datetime.datetime.min.replace(tzinfo=datetime.timezone.utc)
 
-def run_task():
+def run_task(historical=False):
-    logger.info("Starting Trading Data Fetcher task...")
+    logger.info(f"Starting Trading Data Fetcher task (Historical: {historical})...")
-    exchanges = [
+    
-        EIXExchange(),
+    # Initialize exchanges
-        LSExchange()
+    eix = EIXExchange()
+    ls = LSExchange()
+    
+    exchanges_to_process = [
+        (eix, {'limit': 100 if historical else 1}),
+        (ls, {'include_yesterday': historical})
     ]
-    db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD) 
+    
+    db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD)
 
     for exchange in exchanges:
         try:
@@ -52,7 +58,7 @@ def run_task():
             last_ts = get_last_trade_timestamp(db_url, exchange.name)
             
             logger.info(f"Fetching data from {exchange.name} (Filtering trades older than {last_ts})...")
-            trades = exchange.fetch_latest_trades()
+            trades = exchange.fetch_latest_trades(**args)
             
             # Deduplizierung: Nur Trades nehmen, die neuer sind als der letzte in der DB
             new_trades = [
@@ -63,19 +69,41 @@ def run_task():
             logger.info(f"Found {len(trades)} total trades, {len(new_trades)} are new.")
             
             if new_trades:
+                # Sort trades by timestamp before saving (QuestDB likes this)
+                new_trades.sort(key=lambda x: x.timestamp)
                 db.save_trades(new_trades)
                 logger.info(f"Stored {len(new_trades)} new trades in QuestDB.")
         except Exception as e:
             logger.error(f"Error processing exchange {exchange.name}: {e}")
 
 def main():
-    logger.info("Trading Daemon started. Waiting for 23:00 to run task.")
+    logger.info("Trading Daemon started.")
+    
+    # 1. Startup Check: Ist die DB leer?
+    db_url = "http://questdb:9000"
+    is_empty = True
+    try:
+        # Prüfe ob bereits Trades in der Tabelle sind
+        response = requests.get(f"{db_url}/exec", params={'query': 'select count(*) from trades'}, auth=DB_AUTH)
+        if response.status_code == 200:
+            data = response.json()
+            if data['dataset'] and data['dataset'][0][0] > 0:
+                is_empty = False
+    except Exception:
+        # Falls Tabelle noch nicht existiert oder DB nicht erreichbar ist
+        is_empty = True
+
+    if is_empty:
+        logger.info("Database is empty or table doesn't exist. Triggering initial historical fetch...")
+        run_task(historical=True)
+    else:
+        logger.info("Found existing data in database. Waiting for scheduled run at 23:00.")
     
     while True:
         now = datetime.datetime.now()
         # Täglich um 23:00 Uhr
         if now.hour == 23 and now.minute == 0:
-            run_task()
+            run_task(historical=False)
             # Warte 61s, um Mehrfachausführung in derselben Minute zu verhindern
             time.sleep(61)
         

src/exchanges/eix.py

@@ -12,7 +12,7 @@ class EIXExchange(BaseExchange):
     def name(self) -> str:
         return "EIX"
 
-    def fetch_latest_trades(self) -> List[Trade]:
+    def fetch_latest_trades(self, limit: int = 1) -> List[Trade]:
         url = "https://european-investor-exchange.com/en/trade-list"
         response = requests.get(url)
         response.raise_for_status()
@@ -23,13 +23,11 @@ class EIXExchange(BaseExchange):
             return []
         
         data = json.loads(next_data_script.string)
-        # The structure according to subagent: data['props']['pageProps']['rowsData']
         rows_data = data.get('props', {}).get('pageProps', {}).get('rowsData', [])
         
         trades = []
+        count = 0
         for row in rows_data:
-            # We only want the most recent ones. For simplicity, let's pick the first one which is likely the latest.
-            # In a real daemon, we might want to track which ones we already processed.
             file_key = row.get('key')
             if not file_key:
                 continue
@@ -39,8 +37,9 @@ class EIXExchange(BaseExchange):
             csv_response = requests.get(csv_url)
             if csv_response.status_code == 200:
                 trades.extend(self._parse_csv(csv_response.text))
-                # Break after one file for demonstration or handle multiple
+                count += 1
-                break 
+                if limit and count >= limit:
+                    break
                 
         return trades
 

src/exchanges/ls.py

@@ -8,20 +8,22 @@ class LSExchange(BaseExchange):
     def name(self) -> str:
         return "LS"
 
-    def fetch_latest_trades(self) -> List[Trade]:
+    def fetch_latest_trades(self, include_yesterday: bool = False) -> List[Trade]:
-        # Today's trades endpoint
+        endpoints = ["https://www.ls-x.de/_rpc/json/.lstc/instrument/list/lstctradestoday"]
-        url = "https://www.ls-x.de/_rpc/json/.lstc/instrument/list/lstctradestoday"
+        if include_yesterday:
+            endpoints.append("https://www.ls-x.de/_rpc/json/.lstc/instrument/list/lstctradesyesterday")
         
-        # We might need headers to mimic a browser or handle disclaimer
         headers = {
             'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/120.0.0.0 Safari/537.36',
             'Accept': 'application/json',
             'Referer': 'https://www.ls-tc.de/'
         }
         
-        try:
+        all_trades = []
-            response = requests.get(url, headers=headers)
+        for url in endpoints:
-            response.raise_for_status()
+            try:
+                response = requests.get(url, headers=headers)
+                response.raise_for_status()
             
             import csv
             import io
@@ -42,7 +44,7 @@ class LSExchange(BaseExchange):
                     ts_str = time_str.replace('Z', '+00:00')
                     timestamp = datetime.fromisoformat(ts_str)
                     
-                    trades.append(Trade(
+                    all_trades.append(Trade(
                         exchange=self.name,
                         symbol=symbol,
                         isin=isin,
@@ -52,7 +54,6 @@ class LSExchange(BaseExchange):
                     ))
                 except Exception:
                     continue
-            return trades
+            except Exception as e:
-        except Exception as e:
+                print(f"Error fetching LS data from {url}: {e}")
-            print(f"Error fetching LS data: {e}")
+        return all_trades
-            return []