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general: snapshot

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k
2024-07-25 14:43:20 +02:00
parent 0f8d7d5fe2
commit d3d5e7f8d7
27 changed files with 254 additions and 323 deletions
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89
parser/src/datasets/price/mod.rs
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@@ -26,6 +26,7 @@ pub struct PriceDatasets {
kraken_daily: Option<BTreeMap<Date, OHLC>>,
kraken_1mn: Option<BTreeMap<u32, OHLC>>,
binance_1mn: Option<BTreeMap<u32, OHLC>>,
binance_daily: Option<BTreeMap<Date, OHLC>>,
binance_har: Option<BTreeMap<u32, OHLC>>,
satonomics_by_height: BTreeMap<HeightMapChunkId, Vec<OHLC>>,
satonomics_by_date: BTreeMap<DateMapChunkId, BTreeMap<Date, OHLC>>,
@@ -89,6 +90,7 @@ impl PriceDatasets {
min_initial_states: MinInitialStates::default(),
binance_1mn: None,
binance_daily: None,
binance_har: None,
kraken_1mn: None,
kraken_daily: None,
@@ -310,8 +312,9 @@ impl PriceDatasets {
Ok(self.ohlcs.date.get(&date).unwrap().to_owned())
} else {
let ohlc = self
.get_from_date_satonomics(&date)
.or_else(|_| self.get_from_daily_kraken(&date))?;
.get_from_daily_kraken(&date)
.or_else(|_| self.get_from_daily_binance(&date))
.or_else(|_| self.get_from_date_satonomics(&date))?;
self.ohlcs.date.insert(date, ohlc);
@@ -323,7 +326,16 @@ impl PriceDatasets {
let chunk_id = date.to_chunk_id();
#[allow(clippy::map_entry)]
if !self.satonomics_by_date.contains_key(&chunk_id) {
if !self.satonomics_by_date.contains_key(&chunk_id)
|| self
.satonomics_by_date
.get(&chunk_id)
.unwrap()
.last_key_value()
.unwrap()
.0
<= date
{
self.satonomics_by_date
.insert(chunk_id, Satonomics::fetch_date_prices(chunk_id)?);
}
@@ -337,9 +349,17 @@ impl PriceDatasets {
}
fn get_from_daily_kraken(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self.kraken_daily.is_none() {
self.kraken_daily
.replace(Kraken::fetch_daily_prices().or_else(|_| Binance::fetch_daily_prices())?);
if self.kraken_daily.is_none()
|| self
.kraken_daily
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= date
{
self.kraken_daily.replace(Kraken::fetch_daily_prices()?);
}
self.kraken_daily
@@ -350,6 +370,28 @@ impl PriceDatasets {
.ok_or(Error::msg("Couldn't find date"))
}
fn get_from_daily_binance(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self.binance_daily.is_none()
|| self
.binance_daily
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= date
{
self.binance_daily.replace(Binance::fetch_daily_prices()?);
}
self.binance_daily
.as_ref()
.unwrap()
.get(date)
.cloned()
.ok_or(Error::msg("Couldn't find date"))
}
pub fn get_height_ohlc(
&mut self,
height: Height,
@@ -380,13 +422,13 @@ impl PriceDatasets {
let previous_timestamp = previous_timestamp.map(clean_timestamp);
let ohlc = self
.get_from_height_satonomics(&height)
.get_from_1mn_kraken(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
self.get_from_1mn_kraken(timestamp, previous_timestamp)
self.get_from_1mn_binance(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
self.get_from_1mn_binance(timestamp, previous_timestamp)
self.get_from_har_binance(timestamp, previous_timestamp)
.unwrap_or_else(|_| {
self.get_from_har_binance(timestamp, previous_timestamp)
self.get_from_height_satonomics(&height)
.unwrap_or_else(|_| {
let date = Date::from_timestamp(timestamp);
@@ -419,7 +461,10 @@ How to fix this:
let chunk_id = height.to_chunk_id();
#[allow(clippy::map_entry)]
if !self.satonomics_by_height.contains_key(&chunk_id) {
if !self.satonomics_by_height.contains_key(&chunk_id)
|| ((chunk_id.to_usize() + self.satonomics_by_height.get(&chunk_id).unwrap().len())
<= height.to_usize())
{
self.satonomics_by_height
.insert(chunk_id, Satonomics::fetch_height_prices(chunk_id)?);
}
@@ -437,7 +482,16 @@ How to fix this:
timestamp: u32,
previous_timestamp: Option<u32>,
) -> color_eyre::Result<OHLC> {
if self.kraken_1mn.is_none() {
if self.kraken_1mn.is_none()
|| self
.kraken_1mn
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= &timestamp
{
self.kraken_1mn.replace(Kraken::fetch_1mn_prices()?);
}
@@ -449,7 +503,16 @@ How to fix this:
timestamp: u32,
previous_timestamp: Option<u32>,
) -> color_eyre::Result<OHLC> {
if self.binance_1mn.is_none() {
if self.binance_1mn.is_none()
|| self
.binance_1mn
.as_ref()
.unwrap()
.last_key_value()
.unwrap()
.0
<= &timestamp
{
self.binance_1mn.replace(Binance::fetch_1mn_prices()?);
}