first version

internal/marketdata/loader.go

@@ -0,0 +1,67 @@
+package marketdata
+
+import (
+	"context"
+	"fmt"
+	"time"
+
+	"overnight-trading-bot/internal/domain"
+	"overnight-trading-bot/internal/repository"
+	"overnight-trading-bot/internal/tinvest"
+)
+
+type Loader struct {
+	repo    repository.Repository
+	gateway tinvest.Gateway
+}
+
+func NewLoader(repo repository.Repository, gateway tinvest.Gateway) Loader {
+	return Loader{repo: repo, gateway: gateway}
+}
+
+func (l Loader) BackfillDaily(ctx context.Context, instruments []domain.Instrument, from, to time.Time) error {
+	for _, instrument := range instruments {
+		if !instrument.Enabled || instrument.Quarantine {
+			continue
+		}
+		candles, err := l.gateway.GetCandles(ctx, instrument.InstrumentUID, "day", from, to)
+		if err != nil {
+			return fmt.Errorf("load candles %s: %w", instrument.Ticker, err)
+		}
+		if err := l.repo.UpsertDailyCandles(ctx, candles); err != nil {
+			return fmt.Errorf("persist candles %s: %w", instrument.Ticker, err)
+		}
+	}
+	return nil
+}
+
+func (l Loader) BackfillMinute(ctx context.Context, instruments []domain.Instrument, from, to time.Time) error {
+	for _, instrument := range instruments {
+		if !instrument.Enabled || instrument.Quarantine {
+			continue
+		}
+		candles, err := l.gateway.GetCandles(ctx, instrument.InstrumentUID, "minute", from, to)
+		if err != nil {
+			return fmt.Errorf("load minute candles %s: %w", instrument.Ticker, err)
+		}
+		if err := l.repo.UpsertMinuteCandles(ctx, candles); err != nil {
+			return fmt.Errorf("persist minute candles %s: %w", instrument.Ticker, err)
+		}
+	}
+	return nil
+}
+
+func (l Loader) LatestQuote(ctx context.Context, instrumentUID string, depth int32, maxAge time.Duration) (domain.OrderBook, error) {
+	book, err := l.gateway.GetOrderBook(ctx, instrumentUID, depth)
+	if err != nil {
+		return domain.OrderBook{}, err
+	}
+	age := time.Since(book.ReceivedAt)
+	if book.ReceivedAt.IsZero() {
+		age = time.Since(book.Time)
+	}
+	if maxAge > 0 && age > maxAge {
+		return domain.OrderBook{}, fmt.Errorf("quote age %s exceeds %s", age, maxAge)
+	}
+	return book, nil
+}