Add market data backfilling

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
2023-09-09 17:48:49 +03:00
parent 548a8e42d5
commit e26d2b95e7
72 changed files with 1847 additions and 1044 deletions
--- a/.sqlx/query-615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0.json
+++ b/.sqlx/query-615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0.json
@@ -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"
+}