71 lines
2.3 KiB
Rust
71 lines
2.3 KiB
Rust
use anchor_lang::prelude::Pubkey;
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use chrono::{DateTime, Duration, NaiveDateTime, Utc};
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use deadpool_postgres::Object;
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use futures::future::join_all;
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use openbook_candles::{
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database::{
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initialize::connect_to_database,
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insert::{build_candles_upsert_statement, persist_candles},
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},
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structs::{
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candle::Candle,
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markets::{fetch_market_infos, load_markets},
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openbook::OpenBookFillEvent,
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resolution::Resolution,
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},
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utils::{AnyhowWrap, Config},
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worker::candle_batching::{
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higher_order_candles::backfill_batch_higher_order_candles,
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minute_candles::backfill_batch_1m_candles,
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},
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};
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use std::{collections::HashMap, env, str::FromStr};
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use strum::IntoEnumIterator;
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use tokio::sync::mpsc::{self, Sender};
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#[tokio::main(flavor = "multi_thread", worker_threads = 10)]
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async fn main() -> anyhow::Result<()> {
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dotenv::dotenv().ok();
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let args: Vec<String> = env::args().collect();
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assert!(args.len() == 2);
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let path_to_markets_json = &args[1];
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let rpc_url: String = dotenv::var("RPC_URL").unwrap();
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let config = Config {
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rpc_url: rpc_url.clone(),
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};
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let markets = load_markets(&path_to_markets_json);
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let market_infos = fetch_market_infos(&config, markets.clone()).await?;
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println!("Backfilling candles for {:?}", markets);
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let pool = connect_to_database().await?;
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for market in market_infos.into_iter() {
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let client = pool.get().await?;
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let minute_candles = backfill_batch_1m_candles(&pool, &market).await?;
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save_candles(minute_candles, client).await?;
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for resolution in Resolution::iter() {
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if resolution == Resolution::R1m {
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continue;
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}
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let higher_order_candles =
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backfill_batch_higher_order_candles(&pool, &market.name, resolution).await?;
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let client = pool.get().await?;
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save_candles(higher_order_candles, client).await?;
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}
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}
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Ok(())
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}
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async fn save_candles(candles: Vec<Candle>, client: Object) -> anyhow::Result<()> {
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if candles.len() > 0 {
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let upsert_statement = build_candles_upsert_statement(candles);
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client
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.execute(&upsert_statement, &[])
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.await
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.map_err_anyhow()?;
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}
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Ok(())
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}
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