first commit

src/database/questdb_client.py

@@ -0,0 +1,46 @@
+import requests
+import time
+from typing import List
+from ..exchanges.base import Trade
+
+class DatabaseClient:
+    def __init__(self, host: str = "localhost", port: int = 9000):
+        self.host = host
+        self.port = port
+        self.url = f"http://{host}:{port}/write"
+
+    def save_trades(self, trades: List[Trade]):
+        if not trades:
+            return
+
+        lines = []
+        for trade in trades:
+            # QuestDB Influx Line Protocol format:
+            # table_name,tag1=val1,tag2=val2 field1=val1,field2=val2 timestamp
+            # We use microseconds for timestamp (nanoseconds is standard for ILP)
+            
+            # Clean symbols for ILP
+            symbol = trade.symbol.replace(" ", "\\ ").replace(",", "\\,")
+            exchange = trade.exchange
+            
+            line = f"trades,exchange={exchange},symbol={symbol},isin={trade.isin} " \
+                   f"price={trade.price},quantity={trade.quantity} " \
+                   f"{int(trade.timestamp.timestamp() * 1e9)}"
+            lines.append(line)
+
+        payload = "\n".join(lines) + "\n"
+        
+        try:
+            response = requests.post(self.url, data=payload, params={'precision': 'ns'})
+            if response.status_code != 204:
+                print(f"Error saving to QuestDB: {response.text}")
+        except Exception as e:
+            print(f"Could not connect to QuestDB at {self.url}: {e}")
+            # Fallback: print to console or save to file
+            self._fallback_save(trades)
+
+    def _fallback_save(self, trades: List[Trade]):
+        # Just log to a file for now if QuestDB is not available
+        with open("trades_fallback.log", "a") as f:
+            for t in trades:
+                f.write(f"{t.timestamp} | {t.exchange} | {t.symbol} | {t.price} | {t.quantity}\n")