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openbook-candles
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temp: add debugging output to candle batching, mark old candles as completed

This commit is contained in:
Riordan Panayides 2023-06-01 15:30:54 +01:00
parent df461e8451
commit 89e2fa7178
1 changed files with 17 additions and 3 deletions
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20
src/worker/candle_batching/minute_candles.rs
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@ -22,6 +22,7 @@ pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Resul
match latest_candle {
Some(candle) => {
println!("{}: latest finished candle time {}", market_name, candle.end_time);
let start_time = candle.end_time;
let end_time = min(
start_time + day(),
@ -29,6 +30,7 @@ pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Resul
);
let mut fills = fetch_fills_from(pool, market_address, start_time, end_time).await?;
let existing_candles = fetch_candles_from(pool, market_name, Resolution::R1m, candle.start_time, end_time).await?;
println!("{}: combining {} fills from {} to {}", market_name, fills.clone().len(), start_time, end_time);
let candles = combine_fills_into_1m_candles(
&mut fills,
@ -37,9 +39,12 @@ pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Resul
end_time,
Some(candle.close),
);
println!("{}: filtering {} new candles on {} existing candles from {} to {}", market_name, candles.clone().len(), existing_candles.clone().len(), start_time, end_time);
Ok(filter_redundant_candles(existing_candles, candles.clone()))
}
None => {
println!("{}: no finished candle", market_name);
let earliest_fill = fetch_earliest_fill(pool, market_address).await?;
if earliest_fill.is_none() {
@ -56,6 +61,7 @@ pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Resul
Utc::now().duration_trunc(Duration::minutes(1))?,
);
let mut fills = fetch_fills_from(pool, market_address, start_time, end_time).await?;
println!("{}: combining {} fills from {} to {}", market_name, fills.clone().len(), start_time, end_time);
if !fills.is_empty() {
let candles =
combine_fills_into_1m_candles(&mut fills, market, start_time, end_time, None);
@ -101,7 +107,7 @@ fn combine_fills_into_1m_candles(
while matches!(fills_iter.peek(), Some(f) if f.time < end_time) {
let fill = fills_iter.next().unwrap();
println!("adding fill from {}", fill.time);
let (price, volume) =
calculate_fill_price_and_size(*fill, market.base_decimals, market.quote_decimals);
@ -115,8 +121,16 @@ fn combine_fills_into_1m_candles(
candles[i].start_time = start_time;
candles[i].end_time = end_time;
candles[i].complete = matches!(fills_iter.peek(), Some(f) if f.time > end_time);
candles[i].complete = matches!(fills_iter.peek(), Some(f) if f.time > end_time) || end_time < Utc::now() - Duration::days(1);
if candles[i].complete {
println!("candle {} complete with end time {}", i, end_time);
} else {
let peeked_fill = fills_iter.peek();
match peeked_fill {
Some(f) => println!("candle {} incomplete, peeked fill was at {} and end time was {}", i, f.time, end_time),
None => {}
}
}
start_time = end_time;
end_time += Duration::minutes(1);
}