mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-05-20 14:54:47 -07:00
203 lines
6.1 KiB
Rust
203 lines
6.1 KiB
Rust
#![doc = include_str!("../README.md")]
|
|
|
|
use std::io::Read as _;
|
|
use std::{path::Path, thread::sleep, time::Duration};
|
|
|
|
use brk_error::{Error, Result};
|
|
use brk_types::{Date, Height, OHLCCents, Timestamp};
|
|
use tracing::{info, warn};
|
|
use ureq::Agent;
|
|
|
|
mod binance;
|
|
mod brk;
|
|
mod kraken;
|
|
mod ohlc;
|
|
mod retry;
|
|
mod source;
|
|
|
|
pub use binance::*;
|
|
pub use brk::*;
|
|
pub use kraken::*;
|
|
pub use ohlc::compute_ohlc_from_range;
|
|
use retry::*;
|
|
pub use source::{PriceSource, TrackedSource};
|
|
|
|
const MAX_RETRIES: usize = 12 * 60; // 12 hours of retrying
|
|
|
|
/// Create a shared HTTP agent with connection pooling and default timeout.
|
|
/// Status codes are not treated as errors — callers use `checked_get` for status handling.
|
|
pub fn new_agent(timeout_secs: u64) -> Agent {
|
|
Agent::config_builder()
|
|
.timeout_global(Some(Duration::from_secs(timeout_secs)))
|
|
.http_status_as_error(false)
|
|
.build()
|
|
.into()
|
|
}
|
|
|
|
/// Perform a GET request and check the response status.
|
|
pub fn checked_get(agent: &Agent, url: &str) -> Result<Vec<u8>> {
|
|
let mut response = agent.get(url).call()?;
|
|
let status = response.status().as_u16();
|
|
if status >= 400 {
|
|
return Err(Error::HttpStatus {
|
|
status,
|
|
url: url.to_string(),
|
|
});
|
|
}
|
|
let mut bytes = Vec::new();
|
|
response.body_mut().as_reader().read_to_end(&mut bytes)?;
|
|
Ok(bytes)
|
|
}
|
|
|
|
#[derive(Clone)]
|
|
pub struct Fetcher {
|
|
pub agent: Agent,
|
|
pub binance: TrackedSource<Binance>,
|
|
pub kraken: TrackedSource<Kraken>,
|
|
pub brk: TrackedSource<BRK>,
|
|
}
|
|
|
|
impl Fetcher {
|
|
pub fn import(hars_path: Option<&Path>) -> Result<Self> {
|
|
Self::new(hars_path)
|
|
}
|
|
|
|
pub fn new(hars_path: Option<&Path>) -> Result<Self> {
|
|
let agent = new_agent(30);
|
|
Ok(Self {
|
|
binance: TrackedSource::new(Binance::new_with_agent(hars_path, agent.clone())),
|
|
kraken: TrackedSource::new(Kraken::new_with_agent(agent.clone())),
|
|
brk: TrackedSource::new(BRK::new_with_agent(agent.clone())),
|
|
agent,
|
|
})
|
|
}
|
|
|
|
/// Iterate over all active sources in priority order
|
|
fn for_each_source<F>(&mut self, mut f: F)
|
|
where
|
|
F: FnMut(&mut dyn PriceSource),
|
|
{
|
|
f(&mut self.binance);
|
|
f(&mut self.kraken);
|
|
f(&mut self.brk);
|
|
}
|
|
|
|
/// Try fetching from each source in order, return first success
|
|
fn try_sources<F>(&mut self, mut fetch: F) -> Option<Result<OHLCCents>>
|
|
where
|
|
F: FnMut(&mut dyn PriceSource) -> Option<Result<OHLCCents>>,
|
|
{
|
|
match fetch(&mut self.binance) {
|
|
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
|
|
Some(Err(e)) => warn!("Binance fetch failed: {e}"),
|
|
None => {}
|
|
}
|
|
match fetch(&mut self.kraken) {
|
|
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
|
|
Some(Err(e)) => warn!("Kraken fetch failed: {e}"),
|
|
None => {}
|
|
}
|
|
match fetch(&mut self.brk) {
|
|
Some(Ok(ohlc)) => return Some(Ok(ohlc)),
|
|
Some(Err(e)) => warn!("Brk fetch failed: {e}"),
|
|
None => {}
|
|
}
|
|
None
|
|
}
|
|
|
|
pub fn get_date(&mut self, date: Date) -> Result<OHLCCents> {
|
|
self.fetch_with_retry(
|
|
|source| source.get_date(date),
|
|
|| format!("Failed to fetch price for date {date}"),
|
|
)
|
|
}
|
|
|
|
pub fn get_height(
|
|
&mut self,
|
|
height: Height,
|
|
timestamp: Timestamp,
|
|
previous_timestamp: Option<Timestamp>,
|
|
) -> Result<OHLCCents> {
|
|
let timestamp = timestamp.floor_seconds();
|
|
let previous_timestamp = previous_timestamp.map(|t| t.floor_seconds());
|
|
|
|
if previous_timestamp.is_none() && height != Height::ZERO {
|
|
panic!("previous_timestamp required for non-genesis blocks");
|
|
}
|
|
|
|
self.fetch_with_retry(
|
|
|source| {
|
|
// Try 1mn data first, fall back to height-based
|
|
source
|
|
.get_1mn(timestamp, previous_timestamp)
|
|
.or_else(|| source.get_height(height))
|
|
},
|
|
|| {
|
|
let date = Date::from(timestamp);
|
|
format!(
|
|
"
|
|
Can't find the price for: height: {height} - date: {date}
|
|
1mn APIs are limited to the last 16 hours for Binance's and the last 10 hours for Kraken's
|
|
How to fix this:
|
|
0. Try rerunning the program first, it usually fixes the problem
|
|
1. If it didn't, go to https://www.binance.com/en/trade/BTC_USDT?type=spot
|
|
2. Select 1mn interval
|
|
3. Open the inspector/dev tools
|
|
4. Go to the Network Tab
|
|
5. Filter URLs by 'uiKlines'
|
|
6. Go back to the chart and scroll until you pass the date mentioned few lines ago
|
|
7. Go back to the dev tools
|
|
8. Export to a har file (if there is no explicit button, click on the cog button)
|
|
9. Move the file to 'parser/imports/binance.har'
|
|
"
|
|
)
|
|
},
|
|
)
|
|
}
|
|
|
|
/// Try each source in order, with retries on total failure
|
|
fn fetch_with_retry<F, E>(&mut self, mut fetch: F, error_message: E) -> Result<OHLCCents>
|
|
where
|
|
F: FnMut(&mut dyn PriceSource) -> Option<Result<OHLCCents>>,
|
|
E: Fn() -> String,
|
|
{
|
|
for retry in 0..=MAX_RETRIES {
|
|
if let Some(ohlc) = self.try_sources(&mut fetch) {
|
|
return ohlc;
|
|
}
|
|
|
|
// All sources failed
|
|
if retry < MAX_RETRIES {
|
|
info!("All sources failed, retrying in 60s...");
|
|
sleep(Duration::from_secs(60));
|
|
self.clear_caches();
|
|
}
|
|
}
|
|
|
|
Err(Error::FetchFailed(error_message()))
|
|
}
|
|
|
|
fn clear_caches(&mut self) {
|
|
self.for_each_source(|s| s.clear());
|
|
}
|
|
|
|
/// Clear caches and reset health state for all sources
|
|
pub fn clear(&mut self) {
|
|
self.binance.clear();
|
|
self.binance.reset_health();
|
|
self.kraken.clear();
|
|
self.kraken.reset_health();
|
|
self.brk.clear();
|
|
self.brk.reset_health();
|
|
}
|
|
|
|
/// Ping all sources and return results for each
|
|
pub fn ping(&self) -> Vec<(&'static str, Result<()>)> {
|
|
vec![
|
|
(self.binance.name(), self.binance.ping()),
|
|
(self.kraken.name(), self.kraken.ping()),
|
|
(self.brk.name(), self.brk.ping()),
|
|
]
|
|
}
|
|
}
|