crypto_quant/trade_data_main.py

import core.logger as logging
import time
from datetime import datetime, timedelta
import pandas as pd
from core.utils import datetime_to_timestamp, timestamp_to_datetime, transform_date_time_to_timestamp
from core.biz.trade_data import TradeData
from config import (
    API_KEY,
    SECRET_KEY,
    PASSPHRASE,
    SANDBOX,
    OKX_MONITOR_CONFIG,
    MYSQL_CONFIG,
)

logger = logging.logger


class TradeDataMain:
    def __init__(self):
        mysql_user = MYSQL_CONFIG.get("user", "xch")
        mysql_password = MYSQL_CONFIG.get("password", "")
        if not mysql_password:
            raise ValueError("MySQL password is not set")
        mysql_host = MYSQL_CONFIG.get("host", "localhost")
        mysql_port = MYSQL_CONFIG.get("port", 3306)
        mysql_database = MYSQL_CONFIG.get("database", "okx")

        self.db_url = f"mysql+pymysql://{mysql_user}:{mysql_password}@{mysql_host}:{mysql_port}/{mysql_database}"
        self.trade_data = TradeData(
            api_key=API_KEY,
            secret_key=SECRET_KEY,
            passphrase=PASSPHRASE,
            sandbox=SANDBOX,
            db_url=self.db_url,
        )

    def get_trade_data(self, symbol: str = None, start_time: int = None, end_time: int = None, limit: int = 100):
        """
        获取交易数据
        """
        if symbol is None:
            symbol = "XCH-USDT"
        if end_time is None:
            end_time = int(time.time() * 1000)
        else:
            end_time = transform_date_time_to_timestamp(end_time)
        # 处理start参数
        if start_time is None:
            # 默认两个月前
            start_time_str = OKX_MONITOR_CONFIG.get("volume_monitor", {}).get("initial_date", "2025-05-01 00:00:00")
            start_time = transform_date_time_to_timestamp(start_time_str)
        else:
            start_time = transform_date_time_to_timestamp(start_time)
        # 从数据库获取最早数据
        earliest_data = self.trade_data.db_trade_data.query_earliest_data(symbol)
        db_earliest_time = None
        if earliest_data is not None:
            db_earliest_time = earliest_data["ts"]
        db_latest_time = None
        latest_data = self.trade_data.db_trade_data.query_latest_data(symbol)
        if latest_data is not None:
            db_latest_time = latest_data["ts"]
        start_date_time = timestamp_to_datetime(start_time)
        end_date_time = timestamp_to_datetime(end_time)
        # 如果db_earliest_time和db_latest_time存在，则需要调整start_time和end_time
        if db_earliest_time is None or db_latest_time is None:
            logger.info(f"数据库无数据：从API获取交易数据: {symbol}, {start_date_time}, {end_date_time}, {limit}")
            self.trade_data.get_history_trades(symbol, start_time, end_time, limit)
        else:
            if db_earliest_time > start_time:
                db_earliest_date_time = timestamp_to_datetime(db_earliest_time)
                logger.info(f"从API补充最早数据：{symbol}, {start_date_time}， {db_earliest_date_time}")
                self.trade_data.get_history_trades(symbol, start_time, db_earliest_time + 1, limit)
            if db_latest_time < end_time:
                db_latest_date_time = timestamp_to_datetime(db_latest_time)
                logger.info(f"从API补充最新数据：{symbol}, {db_latest_date_time}, {end_date_time}")
                self.trade_data.get_history_trades(symbol, db_latest_time + 1, end_time, limit)
        final_data = self.trade_data.db_trade_data.query_trade_data_by_symbol(symbol=symbol, start=start_time, end=end_time)
        if final_data is not None and len(final_data) > 0:
            logger.info(f"获取交易数据: {symbol}, {start_date_time}, {end_date_time}")
            final_data = pd.DataFrame(final_data)
            final_data.sort_values(by="ts", inplace=True)
            final_data.reset_index(drop=True, inplace=True)
            return final_data
        else:
            logger.info(f"获取交易数据失败: {symbol}, {start_date_time}, {end_date_time}")
            return None


if __name__ == "__main__":
    trade_data_main = TradeDataMain()
    trade_data_main.get_trade_data()