Fix KeyError for prefixed coins in historical candle fetch

Bypass SDK's name_to_coin lookup in candles_snapshot by calling
http_info.post directly with the raw coin name. This fixes
KeyError for symbols like xyz:GOLD, xyz:CL, mkts:USTECH that
aren't in the name_to_coin dictionary.

The WebSocket subscription already bypassed this lookup (line 154),
but the historical fetch path did not.
This commit is contained in:
DiTus
2026-08-05 09:20:07 +02:00
parent 21be9b40b7
commit 967c86e8e9
4 changed files with 27 additions and 10 deletions

View File

@ -18,7 +18,7 @@ from logging_utils import setup_logging
class CandleFetcherDB: class CandleFetcherDB:
""" """
Fetches 1-minute candle data and saves/updates it directly in an SQLite database. Fetches 1-minute candle data and saves/updates it directly in a PostgreSQL database.
""" """
def __init__(self, coins_to_fetch: list, interval: str, days_back: int): def __init__(self, coins_to_fetch: list, interval: str, days_back: int):
@ -112,7 +112,7 @@ class CandleFetcherDB:
df.sort_values(by='t', inplace=True) df.sort_values(by='t', inplace=True)
if not df.empty: if not df.empty:
return self._save_to_sqlite_with_pandas(df, coin, table_existed) return self._save_to_db_with_pandas(df, coin, table_existed)
else: else:
logging.info(f"No new candles to append for {coin}.") logging.info(f"No new candles to append for {coin}.")
return 0 return 0
@ -138,7 +138,8 @@ class CandleFetcherDB:
max_retries = 3 max_retries = 3
for attempt in range(max_retries): for attempt in range(max_retries):
try: try:
return self.info.candles_snapshot(coin, self.interval, start_ms, end_ms) req = {"coin": coin, "interval": self.interval, "startTime": start_ms, "endTime": end_ms}
return self.info.post("/info", {"type": "candleSnapshot", "req": req})
except ClientError as e: except ClientError as e:
if e.status_code == 429 and attempt < max_retries - 1: if e.status_code == 429 and attempt < max_retries - 1:
logging.warning("Rate limited. Retrying...") logging.warning("Rate limited. Retrying...")
@ -148,7 +149,7 @@ class CandleFetcherDB:
return None return None
return None return None
def _save_to_sqlite_with_pandas(self, df: pd.DataFrame, coin: str, is_append: bool) -> int: def _save_to_db_with_pandas(self, df: pd.DataFrame, coin: str, is_append: bool) -> int:
"""Saves a pandas DataFrame to a PostgreSQL table and returns the number of saved rows.""" """Saves a pandas DataFrame to a PostgreSQL table and returns the number of saved rows."""
table_name = db.sanitize_table_name(coin, self.interval) table_name = db.sanitize_table_name(coin, self.interval)
try: try:
@ -175,7 +176,7 @@ class CandleFetcherDB:
if __name__ == "__main__": if __name__ == "__main__":
parser = argparse.ArgumentParser(description="Fetch historical candle data and save to SQLite.") parser = argparse.ArgumentParser(description="Fetch historical candle data and save to PostgreSQL.")
parser.add_argument( parser.add_argument(
"--coins", "--coins",
nargs='+', nargs='+',

View File

@ -162,7 +162,8 @@ class CandleFetcher:
max_retries = 3 max_retries = 3
for attempt in range(max_retries): for attempt in range(max_retries):
try: try:
return self.info.candles_snapshot(coin, self.interval, start_ms, end_ms) req = {"coin": coin, "interval": self.interval, "startTime": start_ms, "endTime": end_ms}
return self.info.post("/info", {"type": "candleSnapshot", "req": req})
except ClientError as e: except ClientError as e:
if e.status_code == 429 and attempt < max_retries - 1: if e.status_code == 429 and attempt < max_retries - 1:
logging.warning("Rate limited. Retrying in 2 seconds...") logging.warning("Rate limited. Retrying in 2 seconds...")

View File

@ -108,7 +108,8 @@ class LiveCandleFetcher:
while current_start < end_ms: while current_start < end_ms:
try: try:
http_info = Info(constants.MAINNET_API_URL, skip_ws=True) http_info = Info(constants.MAINNET_API_URL, skip_ws=True)
batch = http_info.candles_snapshot(coin, "1m", current_start, end_ms) req = {"coin": coin, "interval": "1m", "startTime": current_start, "endTime": end_ms}
batch = http_info.post("/info", {"type": "candleSnapshot", "req": req})
if not batch: if not batch:
break break
@ -158,11 +159,24 @@ class LiveCandleFetcher:
print("\nListening for live candle data... Press Ctrl+C to stop.") print("\nListening for live candle data... Press Ctrl+C to stop.")
try: try:
while True: while True:
time.sleep(1) try:
time.sleep(1)
except Exception as e:
logging.error(f"WebSocket connection lost: {e}")
self.info.ws_manager.stop()
time.sleep(5)
self.info = Info(constants.MAINNET_API_URL, skip_ws=False)
for coin in self.coins_to_watch:
callback = lambda msg, c=coin: self.on_message({**msg, 'data': {**msg.get('data',{}), 'coin': c}})
subscription = {"type": "candle", "coin": coin, "interval": "1m"}
self.info.ws_manager.subscribe(subscription, callback)
logging.info(f"Re-subscribed to 1m candles for {coin}")
time.sleep(0.2)
print("\nReconnected. Listening for live candle data...")
except KeyboardInterrupt: except KeyboardInterrupt:
print("\nStopping WebSocket listener...") print("\nStopping WebSocket listener...")
self.info.ws_manager.stop() self.info.ws_manager.stop()
self.candle_queue.put(None) self.candle_queue.put(None)
db_writer.join() db_writer.join()
print("Listener stopped.") print("Listener stopped.")

View File

@ -87,7 +87,8 @@ def detect_and_fill_gaps(coin, conn):
current_start = gap_start_ms current_start = gap_start_ms
while current_start < gap_end_ms: while current_start < gap_end_ms:
try: try:
batch = info.candles_snapshot(coin, "1m", current_start, gap_end_ms) req = {"coin": coin, "interval": "1m", "startTime": current_start, "endTime": gap_end_ms}
batch = info.post("/info", {"type": "candleSnapshot", "req": req})
if not batch: if not batch:
break break