Feature: Data history manager engine subsystem (#693)

* Adds lovely initial concept for historical data doer

* Adds ability to save tasks. Adds config. Adds startStop to engine

* Has a database microservice without use of globals! Further infrastructure design. Adds readme

* Commentary to help design

* Adds migrations for database

* readme and adds database models

* Some modelling that doesn't work end of day

* Completes datahistoryjob sql.Begins datahistoryjobresult

* Adds datahistoryjob functions to retreive job results. Adapts subsystem

* Adds process for upserting jobs and job results to the database

* Broken end of day weird sqlboiler crap

* Fixes issue with SQL generation.

* RPC generation and addition of basic upsert command

* Renames types

* Adds rpc functions

* quick commit before context swithc. Exchanges aren't being populated

* Begin the tests!

* complete sql tests. stop failed jobs. CLI command creation

* Defines rpc commands

* Fleshes out RPC implementation

* Expands testing

* Expands testing, removes double remove

* Adds coverage of data history subsystem, expands errors and nil checks

* Minor logic improvement

* streamlines datahistory test setup

* End of day minor linting

* Lint, convert simplify, rpc expansion, type expansion, readme expansion

* Documentation update

* Renames for consistency

* Completes RPC server commands

* Fixes tests

* Speeds up testing by reducing unnecessary actions. Adds maxjobspercycle config

* Comments for everything

* Adds missing result string. checks interval supported. default start end cli

* Fixes ID problem. Improves binance trade fetch. job ranges are processed

* adds dbservice coverage. adds rpcserver coverage

* docs regen, uses dbcon interface, reverts binance, fixes races, toggle manager

* Speed up tests, remove bad global usage, fix uuid check

* Adds verbose. Updates docs. Fixes postgres

* Minor changes to logging and start stop

* Fixes postgres db tests, fixes postgres column typo

* Fixes old string typo,removes constraint,error parsing for nonreaders

* prevents dhm running when table doesn't exist. Adds prereq documentation

* Adds parallel, rmlines, err fix, comment fix, minor param fixes

* doc regen, common time range check and test updating

* Fixes job validation issues. Updates candle range checker.

* Ensures test cannot fail due to time.Now() shenanigans

* Fixes oopsie, adds documentation and a warn

* Fixes another time test, adjusts copy

* Drastically speeds up data history manager tests via function overrides

* Fixes summary bug and better logs

* Fixes local time test, fixes websocket tests

* removes defaults and comment,updates error messages,sets cli command args

* Fixes FTX trade processing

* Fixes issue where jobs got stuck if data wasn't returned but retrieval was successful

* Improves test speed. Simplifies trade verification SQL. Adds command help

* Fixes the oopsies

* Fixes use of query within transaction. Fixes trade err

* oopsie, not needed

* Adds missing data status. Properly ends job even when data is missing

* errors are more verbose and so have more words to describe them

* Doc regen for new status

* tiny test tinkering

* str := string("Removes .String()").String()

* Merge fixups

* Fixes a data race discovered during github actions

* Allows websocket test to pass consistently

* Fixes merge issue preventing datahistorymanager from starting via config

* Niterinos cmd defaults and explanations

* fixes default oopsie

* Fixes lack of nil protection

* Additional oopsie

* More detailed error for validating job exchange
This commit is contained in:
Scott
2021-07-01 16:21:48 +10:00
committed by GitHub
parent c109cfb6b4
commit 197ef2df21
133 changed files with 17770 additions and 1367 deletions

View File

@@ -136,6 +136,14 @@ func GetTradesInRange(exchangeName, assetType, base, quote string, startDate, en
return SQLDataToTrade(results...)
}
// HasTradesInRanges Creates an executes an SQL query to verify if a trade exists within a timeframe
func HasTradesInRanges(exchangeName, assetType, base, quote string, rangeHolder *kline.IntervalRangeHolder) error {
if exchangeName == "" || assetType == "" || base == "" || quote == "" {
return errors.New("invalid arguments received")
}
return tradesql.VerifyTradeInIntervals(exchangeName, assetType, base, quote, rangeHolder)
}
func tradeToSQLData(trades ...Data) ([]tradesql.Data, error) {
sort.Sort(ByDate(trades))
var results []tradesql.Data
@@ -195,7 +203,7 @@ func SQLDataToTrade(dbTrades ...tradesql.Data) (result []Data, err error) {
// ConvertTradesToCandles turns trade data into kline.Items
func ConvertTradesToCandles(interval kline.Interval, trades ...Data) (kline.Item, error) {
if len(trades) == 0 {
return kline.Item{}, errors.New("no trades supplied")
return kline.Item{}, ErrNoTradesSupplied
}
groupedData := groupTradesToInterval(interval, trades...)
candles := kline.Item{

View File

@@ -1,6 +1,7 @@
package trade
import (
"errors"
"sync"
"time"
@@ -19,6 +20,8 @@ var (
// BufferProcessorIntervalTime is the interval to save trade buffer data to the database.
// Change this by changing the runtime param `-tradeprocessinginterval=15s`
BufferProcessorIntervalTime = DefaultProcessorIntervalTime
// ErrNoTradesSupplied is returned when an attempt is made to process trades, but is an empty slice
ErrNoTradesSupplied = errors.New("no trades supplied")
)
// Data defines trade data