fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.

main
avraham 9 months ago committed by avraham (aider)
parent cfb207aae8
commit 1d83cd419a

@ -3,7 +3,8 @@ import type { AggregateDatabase } from "../interfaces.js";
// import { stockDatabase as stockDatabaseLmdbx } from "../stockdb.lmdbx.js";
import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
import { nextDate } from "../lib/util.js";
import { nextDate } from "../lib/utils/nextDate.js";
import { retry, retryOnTimeout } from "../lib/utils/retry.js";
async function syncAggregates<T>({
fromDatabase,
@ -17,7 +18,7 @@ async function syncAggregates<T>({
date: string;
}) {
const aggregatesFrom = (await fromDatabase.getAggregates({ key, date })).map(
(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key })
(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key }),
);
await toDatabase.insertAggregates(aggregatesFrom);
}
@ -36,18 +37,27 @@ async function run() {
// const symbols = await stockDatabaseClickhouse.getSymbols({ date });
for (const symbol of symbols) {
console.log(date, symbol);
const keys = await optionContractDatabaseClickhouse.getKeys({
const keys = await retry(
() =>
optionContractDatabaseClickhouse.getKeys({
key: { symbol },
date,
});
}),
{ shouldRetry: retryOnTimeout },
);
for (const key of keys) {
// console.log(date, symbol, key.expirationDate, key.strike, key.type);
await syncAggregates({
await retry(
() =>
syncAggregates({
fromDatabase: optionContractDatabaseClickhouse,
toDatabase: optionContractDatabaseLmdbx,
key,
date,
});
}),
{ shouldRetry: retryOnTimeout },
);
}
}
}

Loading…
Cancel
Save