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pricer: snapshot

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This commit is contained in:
nym21
2025-02-14 19:02:46 +01:00
parent a1006dddb5
commit ed10dccfe2
22 changed files with 692 additions and 410 deletions
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36
pricer/src/fetchers/kraken.rs
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@@ -4,13 +4,29 @@ use color_eyre::eyre::ContextCompat;
use indexer::Timestamp;
use logger::info;
use serde_json::Value;
use storable_vec::STATELESS;
use crate::{fetchers::retry, structs::Date, Cents, Close, Dollars, High, Low, Open, OHLC};
use crate::{fetchers::retry, structs::Date, Cents, Close, Dollars, High, Low, Open, Pricer, OHLC};
pub struct Kraken;
#[derive(Default)]
pub struct Kraken {
_1mn: Option<BTreeMap<Timestamp, OHLC>>,
_1d: Option<BTreeMap<Date, OHLC>>,
}
impl Kraken {
pub fn fetch_1mn_prices() -> color_eyre::Result<BTreeMap<Timestamp, OHLC>> {
pub fn get_from_1mn(
&mut self,
timestamp: Timestamp,
previous_timestamp: Option<Timestamp>,
) -> color_eyre::Result<OHLC> {
if self._1mn.is_none() || self._1mn.as_ref().unwrap().last_key_value().unwrap().0 <= &timestamp {
self._1mn.replace(Self::fetch_1mn()?);
}
Pricer::<STATELESS>::find_height_ohlc(&self._1mn.as_ref().unwrap(), timestamp, previous_timestamp, "kraken 1m")
}
fn fetch_1mn() -> color_eyre::Result<BTreeMap<Timestamp, OHLC>> {
info!("Fetching 1mn prices from Kraken...");
retry(
@@ -20,7 +36,19 @@ impl Kraken {
)
}
pub fn fetch_daily_prices() -> color_eyre::Result<BTreeMap<Date, OHLC>> {
pub fn get_from_1d(&mut self, date: &Date) -> color_eyre::Result<OHLC> {
if self._1d.is_none() || self._1d.as_ref().unwrap().last_key_value().unwrap().0 < date {
self._1d.replace(Kraken::fetch_1d()?);
}
self._1d
.as_ref()
.unwrap()
.get(date)
.cloned()
.ok_or(color_eyre::eyre::Error::msg("Couldn't find date"))
}
fn fetch_1d() -> color_eyre::Result<BTreeMap<Date, OHLC>> {
info!("Fetching daily prices from Kraken...");
retry(