crypto_quant/market_data_main.py

import logging
from time import sleep
from core.market_data_monitor import MarketDataMonitor
from core.db_market_data import DBMarketData
from config import (
    API_KEY,
    SECRET_KEY,
    PASSPHRASE,
    SANDBOX,
    MONITOR_CONFIG,
    MYSQL_CONFIG,
)

logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s: %(message)s")


class MarketDataMain:
    def __init__(self):
        self.market_data_monitor = MarketDataMonitor(
            api_key=API_KEY,
            secret_key=SECRET_KEY,
            passphrase=PASSPHRASE,
            sandbox=SANDBOX,
        )
        self.symbols = MONITOR_CONFIG.get("volume_monitor", {}).get(
            "symbols", ["XCH-USDT"]
        )
        self.bars = MONITOR_CONFIG.get("volume_monitor", {}).get(
            "bars", ["5m", "15m", "1H", "4H", "1D"]
        )
        self.initial_date = MONITOR_CONFIG.get("volume_monitor", {}).get(
            "initial_date", "2025-07-01 00:00:00"
        )
        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.db_market_data = DBMarketData(self.db_url)

    def initial_data(self):
        """
        初始化数据
        """
        for symbol in self.symbols:
            for bar in self.bars:
                logging.info(f"开始初始化行情数据: {symbol} {bar}")
                latest_data = self.db_market_data.query_latest_data(symbol, bar)
                if latest_data:
                    logging.info(
                        f"已初始化{symbol}, {bar} 最新行情数据，请使用update_data()更新行情数据"
                    )
                    continue
                self.fetch_save_data(symbol, bar, self.initial_date)

    def fetch_save_data(self, symbol: str, bar: str, start: str):
        """
        获取保存数据
        """
        data = self.market_data_monitor.get_historical_kline_data(
            symbol=symbol, start=start, bar=bar
        )
        if data is not None and len(data) > 0:
            self.db_market_data.insert_data_to_mysql(data)
        return data

    def batch_update_data(self):
        """
        更新数据
        1. 获取最新数据
        2. 获取最新数据的时间戳
        3. 根据最新数据的时间戳，获取最新数据
        4. 将最新数据保存到数据库
        """
        for symbol in self.symbols:
            for bar in self.bars:
                self.update_data(symbol, bar)
    
    def update_data(self, symbol: str, bar: str):
        """
        更新数据
        """
        logging.info(f"开始更新行情数据: {symbol} {bar}")
        latest_data = self.db_market_data.query_latest_data(symbol, bar)
        if not latest_data:
            data = self.fetch_save_data(symbol, bar, self.initial_date)
        else:
            latest_timestamp = latest_data.get("timestamp")
            if latest_timestamp:
                latest_timestamp = int(latest_timestamp)
            else:
                logging.warning(f"获取{symbol}, {bar} 最新数据失败")
                return
            data = self.fetch_save_data(symbol, bar, latest_timestamp + 1)
        return data


if __name__ == "__main__":
    market_data_main = MarketDataMain()
    market_data_main.batch_update_data()
    # market_data_main.initial_data()