115 lines
4.5 KiB
Python
115 lines
4.5 KiB
Python
import time
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import logging
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import datetime
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import os
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import requests
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from src.exchanges.eix import EIXExchange
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from src.exchanges.ls import LSExchange
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from src.database.questdb_client import DatabaseClient
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s'
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)
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logger = logging.getLogger("TradingDaemon")
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DB_USER = os.getenv("DB_USER", "admin")
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DB_PASSWORD = os.getenv("DB_PASSWORD", "quest")
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DB_AUTH = (DB_USER, DB_PASSWORD) if DB_USER and DB_PASSWORD else None
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def get_last_trade_timestamp(db_url, exchange_name):
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# QuestDB query: get the latest timestamp for a specific exchange
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query = f"trades where exchange = '{exchange_name}' latest by timestamp"
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try:
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# Using the /exec endpoint to get data
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response = requests.get(f"{db_url}/exec", params={'query': query}, auth=DB_AUTH)
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if response.status_code == 200:
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data = response.json()
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if data['dataset']:
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# QuestDB returns timestamp in micros since epoch by default in some views, or ISO
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# Let's assume the timestamp is in the dataset
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# ILP timestamps are stored as designated timestamps.
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ts_value = data['dataset'][0][0] # Adjust index based on column order
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if isinstance(ts_value, str):
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return datetime.datetime.fromisoformat(ts_value.replace('Z', '+00:00'))
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else:
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return datetime.datetime.fromtimestamp(ts_value / 1000000, tz=datetime.timezone.utc)
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except Exception as e:
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logger.debug(f"No existing data for {exchange_name} or DB unreachable: {e}")
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return datetime.datetime.min.replace(tzinfo=datetime.timezone.utc)
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def run_task(historical=False):
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logger.info(f"Starting Trading Data Fetcher task (Historical: {historical})...")
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# Initialize exchanges
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eix = EIXExchange()
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ls = LSExchange()
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exchanges_to_process = [
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(eix, {'limit': None if historical else 1}),
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(ls, {'include_yesterday': historical})
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]
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db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD)
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for exchange, args in exchanges_to_process:
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try:
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db_url = "http://questdb:9000"
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last_ts = get_last_trade_timestamp(db_url, exchange.name)
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logger.info(f"Fetching data from {exchange.name} (Filtering trades older than {last_ts})...")
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trades = exchange.fetch_latest_trades(**args)
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# Deduplizierung: Nur Trades nehmen, die neuer sind als der letzte in der DB
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new_trades = [
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t for t in trades
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if t.timestamp.replace(tzinfo=datetime.timezone.utc) > last_ts.replace(tzinfo=datetime.timezone.utc)
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]
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logger.info(f"Found {len(trades)} total trades, {len(new_trades)} are new.")
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if new_trades:
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# Sort trades by timestamp before saving (QuestDB likes this)
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new_trades.sort(key=lambda x: x.timestamp)
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db.save_trades(new_trades)
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logger.info(f"Stored {len(new_trades)} new trades in QuestDB.")
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except Exception as e:
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logger.error(f"Error processing exchange {exchange.name}: {e}")
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def main():
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logger.info("Trading Daemon started.")
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# 1. Startup Check: Ist die DB leer?
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db_url = "http://questdb:9000"
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is_empty = True
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try:
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# Prüfe ob bereits Trades in der Tabelle sind
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response = requests.get(f"{db_url}/exec", params={'query': 'select count(*) from trades'}, auth=DB_AUTH)
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if response.status_code == 200:
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data = response.json()
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if data['dataset'] and data['dataset'][0][0] > 0:
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is_empty = False
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except Exception:
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# Falls Tabelle noch nicht existiert oder DB nicht erreichbar ist
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is_empty = True
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if is_empty:
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logger.info("Database is empty or table doesn't exist. Triggering initial historical fetch...")
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run_task(historical=True)
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else:
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logger.info("Found existing data in database. Waiting for scheduled run at 23:00.")
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while True:
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now = datetime.datetime.now()
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# Täglich um 23:00 Uhr
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if now.hour == 23 and now.minute == 0:
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run_task(historical=False)
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# Warte 61s, um Mehrfachausführung in derselben Minute zu verhindern
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time.sleep(61)
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# Check alle 30 Sekunden
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time.sleep(30)
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if __name__ == "__main__":
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main()
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