mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-04-24 06:39:58 -07:00
273 lines
11 KiB
Rust
273 lines
11 KiB
Rust
use std::{
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collections::BTreeMap,
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fs,
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path::{Path, PathBuf},
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};
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use brk_core::{Cents, Close, Date, Dateindex, Dollars, Height, High, Low, OHLCCents, Open, Timestamp};
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use color_eyre::eyre::Error;
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mod fetchers;
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use brk_indexer::Indexer;
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pub use fetchers::*;
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use storable_vec::{AnyJsonStorableVec, AnyStorableVec, SINGLE_THREAD, StorableVec, Version};
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pub struct Pricer<const MODE: u8> {
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path: PathBuf,
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binance: Binance,
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kraken: Kraken,
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kibo: Kibo,
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pub dateindex_to_close_in_cents: StorableVec<Dateindex, Close<Cents>, MODE>,
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pub dateindex_to_close_in_dollars: StorableVec<Dateindex, Close<Dollars>, MODE>,
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pub dateindex_to_high_in_cents: StorableVec<Dateindex, High<Cents>, MODE>,
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pub dateindex_to_high_in_dollars: StorableVec<Dateindex, High<Dollars>, MODE>,
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pub dateindex_to_low_in_cents: StorableVec<Dateindex, Low<Cents>, MODE>,
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pub dateindex_to_low_in_dollars: StorableVec<Dateindex, Low<Dollars>, MODE>,
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pub dateindex_to_open_in_cents: StorableVec<Dateindex, Open<Cents>, MODE>,
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pub dateindex_to_open_in_dollars: StorableVec<Dateindex, Open<Dollars>, MODE>,
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pub height_to_close_in_cents: StorableVec<Height, Close<Cents>, MODE>,
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pub height_to_close_in_dollars: StorableVec<Height, Close<Dollars>, MODE>,
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pub height_to_high_in_cents: StorableVec<Height, High<Cents>, MODE>,
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pub height_to_high_in_dollars: StorableVec<Height, High<Dollars>, MODE>,
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pub height_to_low_in_cents: StorableVec<Height, Low<Cents>, MODE>,
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pub height_to_low_in_dollars: StorableVec<Height, Low<Dollars>, MODE>,
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pub height_to_open_in_cents: StorableVec<Height, Open<Cents>, MODE>,
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pub height_to_open_in_dollars: StorableVec<Height, Open<Dollars>, MODE>,
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}
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impl<const MODE: u8> Pricer<MODE> {
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pub fn import(path: &Path) -> color_eyre::Result<Self> {
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fs::create_dir_all(path)?;
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Ok(Self {
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path: path.to_owned(),
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binance: Binance::init(path),
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kraken: Kraken::default(),
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kibo: Kibo::default(),
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dateindex_to_close_in_cents: StorableVec::import(
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&path.join("dateindex_to_close_in_cents"),
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Version::from(1),
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)?,
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dateindex_to_close_in_dollars: StorableVec::import(
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&path.join("dateindex_to_close_in_dollars"),
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Version::from(1),
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)?,
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dateindex_to_high_in_cents: StorableVec::import(
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&path.join("dateindex_to_high_in_cents"),
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Version::from(1),
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)?,
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dateindex_to_high_in_dollars: StorableVec::import(
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&path.join("dateindex_to_high_in_dollars"),
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Version::from(1),
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)?,
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dateindex_to_low_in_cents: StorableVec::import(&path.join("dateindex_to_low_in_cents"), Version::from(1))?,
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dateindex_to_low_in_dollars: StorableVec::import(
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&path.join("dateindex_to_low_in_dollars"),
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Version::from(1),
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)?,
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dateindex_to_open_in_cents: StorableVec::import(
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&path.join("dateindex_to_open_in_cents"),
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Version::from(1),
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)?,
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dateindex_to_open_in_dollars: StorableVec::import(
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&path.join("dateindex_to_open_in_dollars"),
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Version::from(1),
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)?,
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height_to_close_in_cents: StorableVec::import(&path.join("height_to_close_in_cents"), Version::from(1))?,
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height_to_close_in_dollars: StorableVec::import(
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&path.join("height_to_close_in_dollars"),
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Version::from(1),
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)?,
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height_to_high_in_cents: StorableVec::import(&path.join("height_to_high_in_cents"), Version::from(1))?,
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height_to_high_in_dollars: StorableVec::import(&path.join("height_to_high_in_dollars"), Version::from(1))?,
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height_to_low_in_cents: StorableVec::import(&path.join("height_to_low_in_cents"), Version::from(1))?,
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height_to_low_in_dollars: StorableVec::import(&path.join("height_to_low_in_dollars"), Version::from(1))?,
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height_to_open_in_cents: StorableVec::import(&path.join("height_to_open_in_cents"), Version::from(1))?,
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height_to_open_in_dollars: StorableVec::import(&path.join("height_to_open_in_dollars"), Version::from(1))?,
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})
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}
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pub fn compute_if_needed(&mut self, indexer: &mut Indexer<SINGLE_THREAD>) {
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// TODO: Remove all outdated
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indexer
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.vecs
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.height_to_timestamp
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.iter_from(Height::default(), |v| Ok(()));
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// self.open
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// .multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.open);
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// self.high
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// .multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.high);
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// self.low
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// .multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.low);
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// self.close
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// .multi_insert_simple_transform(heights, dates, &mut self.ohlc, &|ohlc| ohlc.close);
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}
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fn get_date_ohlc(&mut self, date: Date) -> color_eyre::Result<OHLCCents> {
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todo!();
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// if self.ohlc.date.is_key_safe(date) {
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// Ok(self.ohlc.date.get_or_import(&date).unwrap().to_owned())
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// } else {
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// let ohlc = self
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// .get_from_daily_kraken(&date)
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// .or_else(|_| self.get_from_daily_binance(&date))
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// .or_else(|_| self.get_from_date_kibo(&date))?;
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// self.ohlc.date.insert(date, ohlc);
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// Ok(ohlc)
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// }
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}
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fn get_height_ohlc(
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&mut self,
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height: Height,
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timestamp: Timestamp,
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previous_timestamp: Option<Timestamp>,
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) -> color_eyre::Result<OHLCCents> {
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todo!();
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// if let Some(ohlc) = self.ohlc.height.get_or_import(&height) {
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// return Ok(ohlc);
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// }
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// let timestamp = timestamp.to_floored_seconds();
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// if previous_timestamp.is_none() && !height.is_first() {
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// panic!("Shouldn't be possible");
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// }
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// let previous_timestamp = previous_timestamp.map(|t| t.to_floored_seconds());
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// let ohlc = self
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// .get_from_1mn_kraken(timestamp, previous_timestamp)
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// .unwrap_or_else(|_| {
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// self.get_from_1mn_binance(timestamp, previous_timestamp)
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// .unwrap_or_else(|_| {
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// self.get_from_har_binance(timestamp, previous_timestamp, config)
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// .unwrap_or_else(|_| {
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// self.get_from_height_kibo(&height).unwrap_or_else(|_| {
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// let date = timestamp.to_date();
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// panic!(
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// "Can't find the price for: height: {height} - date: {date}
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// 1mn APIs are limited to the last 16 hours for Binance's and the last 10 hours for Kraken's
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// How to fix this:
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// 1. Go to https://www.binance.com/en/trade/BTC_USDT?type=spot
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// 2. Select 1mn interval
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// 3. Open the inspector/dev tools
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// 4. Go to the Network Tab
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// 5. Filter URLs by 'uiKlines'
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// 6. Go back to the chart and scroll until you pass the date mentioned few lines ago
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// 7. Go back to the dev tools
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// 8. Export to a har file (if there is no explicit button, click on the cog button)
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// 9. Move the file to 'parser/imports/binance.har'
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// "
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// )
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// })
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// })
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// })
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// });
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// // self.ohlc.height.insert(height, ohlc);
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// Ok(ohlc)
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}
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fn find_height_ohlc(
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tree: &BTreeMap<Timestamp, OHLCCents>,
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timestamp: Timestamp,
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previous_timestamp: Option<Timestamp>,
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name: &str,
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) -> color_eyre::Result<OHLCCents> {
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let previous_ohlc = previous_timestamp.map_or(Some(OHLCCents::default()), |previous_timestamp| {
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tree.get(&previous_timestamp).cloned()
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});
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let last_ohlc = tree.get(×tamp);
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if previous_ohlc.is_none() || last_ohlc.is_none() {
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return Err(Error::msg(format!("Couldn't find timestamp in {name}")));
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}
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let previous_ohlc = previous_ohlc.unwrap();
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let mut final_ohlc = (
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Open::from(previous_ohlc.3),
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High::from(previous_ohlc.3),
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Low::from(previous_ohlc.3),
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previous_ohlc.3,
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);
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let start = previous_timestamp.unwrap_or(Timestamp::from(0));
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let end = timestamp;
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// Otherwise it's a re-org
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if start < end {
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tree.range(start..=end).skip(1).for_each(|(_, ohlc)| {
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if ohlc.1 > final_ohlc.1 {
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final_ohlc.1 = ohlc.1
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}
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if ohlc.2 < final_ohlc.2 {
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final_ohlc.2 = ohlc.2
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}
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final_ohlc.3 = ohlc.3;
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});
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}
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Ok(final_ohlc)
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}
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pub fn as_any_json_vec_slice(&self) -> [&dyn AnyJsonStorableVec; 16] {
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[
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&self.dateindex_to_close_in_cents as &dyn AnyJsonStorableVec,
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&self.dateindex_to_close_in_dollars,
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&self.dateindex_to_high_in_cents,
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&self.dateindex_to_high_in_dollars,
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&self.dateindex_to_low_in_cents,
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&self.dateindex_to_low_in_dollars,
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&self.dateindex_to_open_in_cents,
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&self.dateindex_to_open_in_dollars,
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&self.height_to_close_in_cents,
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&self.height_to_close_in_dollars,
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&self.height_to_high_in_cents,
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&self.height_to_high_in_dollars,
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&self.height_to_low_in_cents,
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&self.height_to_low_in_dollars,
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&self.height_to_open_in_cents,
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&self.height_to_open_in_dollars,
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]
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}
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pub fn as_mut_any_vec_slice(&mut self) -> [&mut dyn AnyStorableVec; 16] {
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[
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&mut self.dateindex_to_close_in_cents as &mut dyn AnyStorableVec,
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&mut self.dateindex_to_close_in_dollars,
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&mut self.dateindex_to_high_in_cents,
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&mut self.dateindex_to_high_in_dollars,
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&mut self.dateindex_to_low_in_cents,
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&mut self.dateindex_to_low_in_dollars,
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&mut self.dateindex_to_open_in_cents,
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&mut self.dateindex_to_open_in_dollars,
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&mut self.height_to_close_in_cents,
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&mut self.height_to_close_in_dollars,
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&mut self.height_to_high_in_cents,
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&mut self.height_to_high_in_dollars,
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&mut self.height_to_low_in_cents,
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&mut self.height_to_low_in_dollars,
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&mut self.height_to_open_in_cents,
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&mut self.height_to_open_in_dollars,
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]
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}
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}
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