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Add market data backfilling

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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
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78
.sqlx/query-26f7ea563429e395d270cfae4993059aa8ddab93e52c95761de2de022af91ad8.json generated Normal file
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{
"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"
}