karaolidis/qrust
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Add market data backfilling

Browse Source 
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2023-09-09 17:48:49 +03:00
parent 548a8e42d5
commit e26d2b95e7
72 changed files with 1847 additions and 1044 deletions
Download Patch File Download Diff File Expand all files Collapse all files

71
.sqlx/query-073ee42ebcc5a5dffd34abaf3e1f4ce3a9318721bed46666cd4cd74542bc24ba.json generated Normal file
View File

@@ -0,0 +1,71 @@
{
"db_name": "PostgreSQL",
"query": "SELECT * FROM bars WHERE asset_symbol = $1 AND timestamp > $2 ORDER BY timestamp ASC",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "timestamp",
"type_info": "Timestamptz"
},
{
"ordinal": 1,
"name": "asset_symbol",
"type_info": "Text"
},
{
"ordinal": 2,
"name": "open",
"type_info": "Float8"
},
{
"ordinal": 3,
"name": "high",
"type_info": "Float8"
},
{
"ordinal": 4,
"name": "low",
"type_info": "Float8"
},
{
"ordinal": 5,
"name": "close",
"type_info": "Float8"
},
{
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
"Left": [
"Text",
"Timestamptz"
]
},
"nullable": [
false,
false,
true,
true,
true,
true,
false,
false,
false
]
},
"hash": "073ee42ebcc5a5dffd34abaf3e1f4ce3a9318721bed46666cd4cd74542bc24ba"
}

22
.sqlx/query-08656bb2e5424ab67014cc40c6cdcbf852e3e30364c3ea23269f29a331f807be.json generated Normal file
View File

@@ -0,0 +1,22 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars_filled (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO NOTHING",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": []
},
"hash": "08656bb2e5424ab67014cc40c6cdcbf852e3e30364c3ea23269f29a331f807be"
}

78
.sqlx/query-26f7ea563429e395d270cfae4993059aa8ddab93e52c95761de2de022af91ad8.json generated Normal file
View File

@@ -0,0 +1,78 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars_filled (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO UPDATE SET open = $3, high = $4, low = $5, close = $6, volume = $7, num_trades = $8, volume_weighted = $9\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "timestamp",
"type_info": "Timestamptz"
},
{
"ordinal": 1,
"name": "asset_symbol",
"type_info": "Text"
},
{
"ordinal": 2,
"name": "open",
"type_info": "Float8"
},
{
"ordinal": 3,
"name": "high",
"type_info": "Float8"
},
{
"ordinal": 4,
"name": "low",
"type_info": "Float8"
},
{
"ordinal": 5,
"name": "close",
"type_info": "Float8"
},
{
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "26f7ea563429e395d270cfae4993059aa8ddab93e52c95761de2de022af91ad8"
}

116
.sqlx/query-503ed46c4f7f8bb7d418a101ed80712731ae3449ac49d1f278ca4a4b8a2c9497.json generated Normal file
View File

@@ -0,0 +1,116 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO assets (symbol, class, exchange, trading, timestamp_added, timestamp_first, timestamp_last) VALUES ($1, $2::CLASS, $3::EXCHANGE, $4, $5, $6, $7)\n RETURNING symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
"Text",
{
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
},
{
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
},
"Bool",
"Timestamptz",
"Timestamptz",
"Timestamptz"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "503ed46c4f7f8bb7d418a101ed80712731ae3449ac49d1f278ca4a4b8a2c9497"
}

71
.sqlx/query-615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0.json generated Normal file
View File

@@ -0,0 +1,71 @@
{
"db_name": "PostgreSQL",
"query": "SELECT * FROM bars_filled WHERE timestamp < $1 AND asset_symbol = $2 ORDER BY timestamp DESC LIMIT 1",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "timestamp",
"type_info": "Timestamptz"
},
{
"ordinal": 1,
"name": "asset_symbol",
"type_info": "Text"
},
{
"ordinal": 2,
"name": "open",
"type_info": "Float8"
},
{
"ordinal": 3,
"name": "high",
"type_info": "Float8"
},
{
"ordinal": 4,
"name": "low",
"type_info": "Float8"
},
{
"ordinal": 5,
"name": "close",
"type_info": "Float8"
},
{
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
"Left": [
"Timestamptz",
"Text"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0"
}

84
.sqlx/query-742fef7dab68fe792675866c57394b9515cedf85d4b7432142a859638772aaf7.json generated Normal file
View File

@@ -0,0 +1,84 @@
{
"db_name": "PostgreSQL",
"query": "DELETE FROM assets WHERE symbol = $1\n RETURNING symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
"Text"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "742fef7dab68fe792675866c57394b9515cedf85d4b7432142a859638772aaf7"
}

84
.sqlx/query-7adf5172b6a3c8641f2a9fee848715642e95b6d0a2982792c6ee6853d33c6c5a.json generated Normal file
View File

@@ -0,0 +1,84 @@
{
"db_name": "PostgreSQL",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last FROM assets WHERE symbol = $1",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
"Text"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "7adf5172b6a3c8641f2a9fee848715642e95b6d0a2982792c6ee6853d33c6c5a"
}

85
.sqlx/query-8e8173b6e769fe9299a33a6e62a1554ca40f35d2c87f3acf67c0d284c693cc8b.json generated Normal file
View File

@@ -0,0 +1,85 @@
{
"db_name": "PostgreSQL",
"query": "UPDATE assets SET trading = $1 WHERE symbol = $2\n RETURNING symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
"Bool",
"Text"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "8e8173b6e769fe9299a33a6e62a1554ca40f35d2c87f3acf67c0d284c693cc8b"
}

94
.sqlx/query-9d1121766d12528f51b3352d2fe857e73ae69df9152ece55a8569698a5b13f8b.json generated Normal file
View File

@@ -0,0 +1,94 @@
{
"db_name": "PostgreSQL",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last FROM assets WHERE class = $1::CLASS",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
{
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "9d1121766d12528f51b3352d2fe857e73ae69df9152ece55a8569698a5b13f8b"
}

82
.sqlx/query-cb8a317dff39b7624abc7e78d6a8a16634fe25ac2d8ef86084fe5b554e7ce832.json generated Normal file
View File

@@ -0,0 +1,82 @@
{
"db_name": "PostgreSQL",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last FROM assets",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": []
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "cb8a317dff39b7624abc7e78d6a8a16634fe25ac2d8ef86084fe5b554e7ce832"
}

22
.sqlx/query-e594f833a1e3435039c6e28e2c6b163c3beb6709fbefd8039b9b82f343d5a6c2.json generated Normal file
View File

@@ -0,0 +1,22 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO NOTHING",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": []
},
"hash": "e594f833a1e3435039c6e28e2c6b163c3beb6709fbefd8039b9b82f343d5a6c2"
}

85
.sqlx/query-e7d8b69f3f4eede80c1ce1451e301ac5ca7ccfc1414fc39b28f66beff87e328e.json generated Normal file
View File

@@ -0,0 +1,85 @@
{
"db_name": "PostgreSQL",
"query": "UPDATE assets SET timestamp_last = $1 WHERE symbol = $2\n RETURNING symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, timestamp_added, timestamp_first, timestamp_last",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"CRYPTO"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "timestamp_added",
"type_info": "Timestamptz"
},
{
"ordinal": 5,
"name": "timestamp_first",
"type_info": "Timestamptz"
},
{
"ordinal": 6,
"name": "timestamp_last",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": [
"Timestamptz",
"Text"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "e7d8b69f3f4eede80c1ce1451e301ac5ca7ccfc1414fc39b28f66beff87e328e"
}

78
.sqlx/query-ece42c3a72569b95f1b0d77faffe71bf99e5d92a7ee1e5c13090706afde9147c.json generated Normal file
View File

@@ -0,0 +1,78 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO UPDATE SET open = $3, high = $4, low = $5, close = $6, volume = $7, num_trades = $8, volume_weighted = $9\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "timestamp",
"type_info": "Timestamptz"
},
{
"ordinal": 1,
"name": "asset_symbol",
"type_info": "Text"
},
{
"ordinal": 2,
"name": "open",
"type_info": "Float8"
},
{
"ordinal": 3,
"name": "high",
"type_info": "Float8"
},
{
"ordinal": 4,
"name": "low",
"type_info": "Float8"
},
{
"ordinal": 5,
"name": "close",
"type_info": "Float8"
},
{
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": [
false,
false,
true,
true,
true,
true,
false,
false,
false
]
},
"hash": "ece42c3a72569b95f1b0d77faffe71bf99e5d92a7ee1e5c13090706afde9147c"
}