1a95fe1caa
- Delete obsolete files: data_fetcher_old.py, market_old.py, base_strategy.py (root), strategy_sma_cross.py, and old architecture remnants (address_monitor.py, position_monitor.py, trade_log.py, wallet_data.py, whale_tracker.py) - Delete zero-byte Docker artifacts and runtime files (clp_hedger.log, clp_hedger/hedge_status.json) - Move one-off utility scripts to scripts/ directory - Move example/template files to .temp/ directory - Update .gitignore: add entries for clp_hedger.log, clp_hedger/hedge_status.json, Docker layer hash files, Using, Running, and backups/ - Update .dockerignore: add clp_hedger.log, clp_hedger/hedge_status.json, backups/ - Create example config files: _data/strategies.json.example, _data/backtesting_conf.json.example, _data/coin_precision.json.example - Update GEMINI.md: remove outdated session summaries and duplicate review section - Update review.md: add cleanup status section, update remaining recommendations - Update MIGRATION_PLAN.md: mark completed phases, update file references - Update DOCKER_MIGRATION_GUIDE.md: update import_csv.py path reference
85 lines
2.7 KiB
Python
85 lines
2.7 KiB
Python
import os
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import requests
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import json
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import db
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import time
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from datetime import datetime, timezone
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DB_PATH = os.environ.get("PG_CONN_STR", "postgresql://hyper:hyper@localhost:5432/hyper")
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URL = "https://api.hyperliquid.xyz/info"
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def fetch_historical_candles(coin, start_ms, end_ms, interval="1m"):
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"""Fetch historical candles using the raw HTTP API."""
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candles = []
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current_start = start_ms
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while current_start < end_ms:
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payload = {
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"type": "candleSnapshot",
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"req": {
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"coin": coin,
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"interval": interval,
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"startTime": current_start,
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"endTime": end_ms
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}
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}
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resp = requests.post(URL, json=payload)
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batch = resp.json()
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if not batch:
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break
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for candle in batch:
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candle['coin'] = coin
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candles.append(candle)
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last_ts = batch[-1]['t']
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if last_ts < current_start:
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break
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current_start = last_ts + 1
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time.sleep(0.5)
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return candles
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def write_candles_to_db(coin, candles, interval="1m"):
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"""Write candles to the database."""
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table_name = db.sanitize_table_name(coin, interval)
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conn = db.get_connection()
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db.create_candle_table(conn, table_name)
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records = []
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for candle in candles:
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record = (
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datetime.fromtimestamp(candle['t'] / 1000, tz=timezone.utc).strftime('%Y-%m-%d %H:%M:%S'),
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candle['t'],
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candle.get('o'), candle.get('h'), candle.get('l'), candle.get('c'),
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candle.get('v'), candle.get('n')
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)
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records.append(record)
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db.upsert_candles(conn, table_name, records)
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conn.close()
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def get_last_timestamp(coin):
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"""Get the most recent timestamp from the database."""
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table_name = db.sanitize_table_name(coin, "1m")
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conn = db.get_connection()
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try:
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return db.get_last_timestamp(conn, table_name)
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except:
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return None
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finally:
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conn.close()
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coins = ["mkts:USTECH", "xyz:XYZ100"]
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now_ms = int(time.time() * 1000)
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seven_days_ms = 7 * 24 * 60 * 60 * 1000
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for coin in coins:
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for tf in ["1m", "1d"]:
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start_ts = now_ms - seven_days_ms
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if start_ts >= now_ms:
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print(f"{coin} ({tf}): Already up to date")
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continue
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print(f"{coin} ({tf}): Fetching historical candles from {datetime.fromtimestamp(start_ts/1000, tz=timezone.utc)} to {datetime.fromtimestamp(now_ms/1000, tz=timezone.utc)}...")
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candles = fetch_historical_candles(coin, start_ts, now_ms, interval=tf)
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print(f"{coin} ({tf}): Fetched {len(candles)} candles")
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write_candles_to_db(coin, candles, interval=tf)
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print(f"{coin} ({tf}): Written to database")
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print("Done!")
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