zwitschi
4c59a0e4cb
- Added `sync_pairings_from_kraken` function to fetch and upsert asset pairs into the config_pairings table. - Introduced `run_pairing_sync_loop` for periodic synchronization of pairings. - Enhanced `KrakenWsClient` to manage subscribed symbols for market data feeds. - Created `build_detector_from_enabled_pairings` to initialize cycle detection based on enabled pairings. - Updated FastAPI app to start market data feed and pairing synchronization tasks. - Added new API routes for managing pairings, including listing, toggling, and syncing from Kraken. - Improved dashboard templates to display pairing options and allow user interaction for backtesting. - Refactored database queries to streamline fetching and updating of pairing data.
80 lines
2.4 KiB
Python
80 lines
2.4 KiB
Python
"""Sync available Kraken asset pairs into the config_pairings table."""
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from __future__ import annotations
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import asyncio
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import structlog
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from arbitrade.config.service import ConfigPairing
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from arbitrade.detection.graph import CurrencyGraph
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from arbitrade.exchange.kraken_rest import KrakenRestClient
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from arbitrade.storage.db import DuckDBStore
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from arbitrade.storage.repositories import ConfigPairingRepository
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_LOG = structlog.get_logger(__name__)
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async def sync_pairings_from_kraken(
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kraken_client: KrakenRestClient,
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store: DuckDBStore,
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) -> dict[str, int]:
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"""Fetch all asset pairs from Kraken and upsert into config_pairings.
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Returns a summary dict with 'added', 'updated', 'total' counts.
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"""
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asset_pairs = await kraken_client.asset_pairs()
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graph = CurrencyGraph.from_kraken_asset_pairs(asset_pairs)
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repo = ConfigPairingRepository(store)
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added = 0
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updated = 0
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total = 0
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# Dedupe: pair_by_direction has entries for both (base,quote) and (quote,base).
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seen_symbols: set[str] = set()
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for (base, quote), symbol in graph.pair_by_direction.items():
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if symbol in seen_symbols:
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continue
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seen_symbols.add(symbol)
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existing = repo.get_pairing(base, quote)
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pairing = ConfigPairing(
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base_asset=base,
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quote_asset=quote,
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enabled=existing.enabled if existing else False,
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source="kraken",
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)
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try:
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repo.upsert_pairing(pairing)
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total += 1
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if existing:
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updated += 1
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else:
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added += 1
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except Exception:
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_LOG.warning("sync_pairing_failed", base=base, quote=quote)
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_LOG.info(
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"pairing_sync_complete",
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added=added,
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updated=updated,
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total=total,
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)
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return {"added": added, "updated": updated, "total": total}
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async def run_pairing_sync_loop(
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kraken_client: KrakenRestClient,
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store: DuckDBStore,
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stop_event: asyncio.Event,
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interval_seconds: int = 86400,
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) -> None:
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"""Periodically sync pairings from Kraken (default daily)."""
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await sync_pairings_from_kraken(kraken_client, store)
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try:
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while not stop_event.is_set():
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await asyncio.wait_for(stop_event.wait(), timeout=interval_seconds)
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await sync_pairings_from_kraken(kraken_client, store)
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except (TimeoutError, asyncio.CancelledError):
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pass
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