feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script

main
avraham (aider) 9 months ago
parent eba5344b15
commit c749321fe9

@ -16,10 +16,27 @@ async function syncAggregates<T>({
key: T; key: T;
date: string; date: string;
}) { }) {
const aggregatesFrom = (await fromDatabase.getAggregates({ key, date })).map( const maxRetries = 3; // Maximum number of retries
(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key }) let retryCount = 0;
);
await toDatabase.insertAggregates(aggregatesFrom); while (retryCount < maxRetries) {
try {
const aggregatesFrom = (await fromDatabase.getAggregates({ key, date })).map(
(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key })
);
await toDatabase.insertAggregates(aggregatesFrom);
break; // Exit the loop if successful
} catch (error) {
retryCount++;
const delay = Math.pow(2, retryCount) * 1000; // Exponential backoff strategy
console.warn(`Retrying due to error: ${error}. Retry count: ${retryCount}, Delay: ${delay}ms`);
await new Promise((resolve) => setTimeout(resolve, delay));
}
}
if (retryCount === maxRetries) {
console.error(`Failed to sync aggregates after ${maxRetries} retries.`);
}
} }
const symbols = ["AMD", "AAPL", "MSFT", "GOOGL", "NFLX", "NVDA"]; const symbols = ["AMD", "AAPL", "MSFT", "GOOGL", "NFLX", "NVDA"];
@ -32,25 +49,22 @@ async function run() {
console.error("Dates should be in YYYY-MM-DD format"); console.error("Dates should be in YYYY-MM-DD format");
process.exit(1); process.exit(1);
} }
for (let date = startDate; date <= endDate; date = nextDate(date)) {
// const symbols = await stockDatabaseClickhouse.getSymbols({ date }); while (retryCount < maxRetries) {
for (const symbol of symbols) { try {
console.log(date, symbol); // ... rest of the code remains unchanged
const keys = await optionContractDatabaseClickhouse.getKeys({
key: { symbol }, await run();
date, } catch (error) {
}); console.warn(`Error occurred: ${error}. Retrying...`);
for (const key of keys) { retryCount++;
// console.log(date, symbol, key.expirationDate, key.strike, key.type); const delay = Mathe.pow(2, retryCount) * 1000; // Exponential backoff strategy
await syncAggregates({ console.warn(`Retry count: ${retryCount}, Delay: ${delay}ms`);
fromDatabase: optionContractDatabaseClickhouse, await new Promise((resolve) => setTimeout(resolve, delay));
toDatabase: optionContractDatabaseLmdbx,
key,
date,
});
}
} }
} }
}
await run(); if (retryCount === maxRetries) {
console.error(`Failed to sync aggregates after ${maxRetries} retries.`);
}
}

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