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openbook-candles
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temp: filter redundant 1m candles

This commit is contained in:
dboures 2023-06-01 00:58:57 -05:00
parent 4d81f6c7f6
commit df461e8451
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GPG Key ID: AB3790129D478852
2 changed files with 16 additions and 3 deletions
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2
src/structs/candle.rs
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@ -3,7 +3,7 @@ use tokio_postgres::Row;
use super::resolution::Resolution;
#[derive(Clone, Debug)]
#[derive(Clone, Debug, PartialEq)]
pub struct Candle {
pub market_name: String,
pub start_time: DateTime<Utc>,

17
src/worker/candle_batching/minute_candles.rs
View File

@ -5,7 +5,7 @@ use deadpool_postgres::Pool;
use log::debug;
use crate::{
database::fetch::{fetch_earliest_fill, fetch_fills_from, fetch_latest_finished_candle},
database::fetch::{fetch_earliest_fill, fetch_fills_from, fetch_latest_finished_candle, fetch_candles_from},
structs::{
candle::Candle,
markets::MarketInfo,
@ -28,6 +28,8 @@ 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?;
let existing_candles = fetch_candles_from(pool, market_name, Resolution::R1m, candle.start_time, end_time).await?;
let candles = combine_fills_into_1m_candles(
&mut fills,
market,
@ -35,7 +37,7 @@ pub async fn batch_1m_candles(pool: &Pool, market: &MarketInfo) -> anyhow::Resul
end_time,
Some(candle.close),
);
Ok(candles)
Ok(filter_redundant_candles(existing_candles, candles.clone()))
}
None => {
let earliest_fill = fetch_earliest_fill(pool, market_address).await?;
@ -122,6 +124,17 @@ fn combine_fills_into_1m_candles(
candles
}
fn filter_redundant_candles(existing_candles: Vec<Candle>, mut candles: Vec<Candle>) -> Vec<Candle> {
candles.retain(|c| {
!existing_candles.contains(c)
});
println!("trimmed: {:?}", candles.len());
// println!("{:?}", candles.last());
println!("candles: {:?}", existing_candles.len());
// println!("{:?}", existing_candles.last());
candles
}
/// Goes from the earliest fill to the most recent. Will mark candles as complete if there are missing gaps of fills between the start and end.
pub async fn backfill_batch_1m_candles(
pool: &Pool,