feat: add automatic historical fetch on startup if DB is empty
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This commit is contained in:
Melchior Reimers
2026-01-23 17:44:06 +01:00
parent aa278db9dd
commit 47a8ceab32
3 changed files with 55 additions and 27 deletions

View File

@@ -38,12 +38,18 @@ 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():
logger.info("Starting Trading Data Fetcher task...")
exchanges = [
EIXExchange(),
LSExchange()
def run_task(historical=False):
logger.info(f"Starting Trading Data Fetcher task (Historical: {historical})...")
# Initialize exchanges
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)
for exchange in exchanges:
@@ -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)

View File

@@ -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
@@ -39,7 +37,8 @@ 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
if limit and count >= limit:
break
return trades

View File

@@ -8,17 +8,19 @@ class LSExchange(BaseExchange):
def name(self) -> str:
return "LS"
def fetch_latest_trades(self) -> List[Trade]:
# Today's trades endpoint
url = "https://www.ls-x.de/_rpc/json/.lstc/instrument/list/lstctradestoday"
def fetch_latest_trades(self, include_yesterday: bool = False) -> List[Trade]:
endpoints = ["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/'
}
all_trades = []
for url in endpoints:
try:
response = requests.get(url, headers=headers)
response.raise_for_status()
@@ -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:
print(f"Error fetching LS data: {e}")
return []
print(f"Error fetching LS data from {url}: {e}")
return all_trades