better pivots
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Dobromir Popov
274
examples/unified_storage_example.py
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274
examples/unified_storage_example.py
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#!/usr/bin/env python3
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"""
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Example: Using Unified Storage System with DataProvider
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This example demonstrates how to use the unified storage system
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for both real-time and historical data access.
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"""
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import asyncio
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import sys
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from pathlib import Path
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from datetime import datetime, timedelta
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# Add parent directory to path
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sys.path.insert(0, str(Path(__file__).parent.parent))
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from core.data_provider import DataProvider
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async def example_realtime_data():
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"""Example: Get real-time data from cache"""
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print("\n" + "="*60)
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print("EXAMPLE 1: Real-Time Data (from cache)")
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print("="*60)
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data_provider = DataProvider()
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# Enable unified storage
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print("\n1. Enabling unified storage...")
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success = await data_provider.enable_unified_storage()
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if not success:
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print("❌ Failed to enable unified storage")
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return
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print("✅ Unified storage enabled")
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# Get latest real-time data
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print("\n2. Getting latest real-time data...")
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inference_data = await data_provider.get_inference_data_unified('ETH/USDT')
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print(f"\n📊 Inference Data:")
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print(f" Symbol: {inference_data.symbol}")
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print(f" Timestamp: {inference_data.timestamp}")
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print(f" Data Source: {inference_data.data_source}")
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print(f" Query Latency: {inference_data.query_latency_ms:.2f}ms")
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# Check data completeness
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print(f"\n✓ Complete Data: {inference_data.has_complete_data()}")
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# Get data summary
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summary = inference_data.get_data_summary()
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print(f"\n📈 Data Summary:")
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print(f" OHLCV 1s rows: {summary['ohlcv_1s_rows']}")
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print(f" OHLCV 1m rows: {summary['ohlcv_1m_rows']}")
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print(f" OHLCV 1h rows: {summary['ohlcv_1h_rows']}")
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print(f" Has orderbook: {summary['has_orderbook']}")
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print(f" Imbalances rows: {summary['imbalances_rows']}")
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# Get latest price
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latest_price = inference_data.get_latest_price()
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if latest_price:
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print(f"\n💰 Latest Price: ${latest_price:.2f}")
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# Get technical indicators
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if inference_data.indicators:
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print(f"\n📉 Technical Indicators:")
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for indicator, value in inference_data.indicators.items():
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print(f" {indicator}: {value:.4f}")
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# Cleanup
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await data_provider.disable_unified_storage()
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async def example_historical_data():
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"""Example: Get historical data from database"""
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print("\n" + "="*60)
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print("EXAMPLE 2: Historical Data (from database)")
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print("="*60)
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data_provider = DataProvider()
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# Enable unified storage
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print("\n1. Enabling unified storage...")
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await data_provider.enable_unified_storage()
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# Get historical data from 1 hour ago
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target_time = datetime.now() - timedelta(hours=1)
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print(f"\n2. Getting historical data at {target_time}...")
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inference_data = await data_provider.get_inference_data_unified(
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symbol='ETH/USDT',
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timestamp=target_time,
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context_window_minutes=5
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)
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print(f"\n📊 Inference Data:")
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print(f" Symbol: {inference_data.symbol}")
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print(f" Timestamp: {inference_data.timestamp}")
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print(f" Data Source: {inference_data.data_source}")
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print(f" Query Latency: {inference_data.query_latency_ms:.2f}ms")
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# Show multi-timeframe data
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print(f"\n📈 Multi-Timeframe Data:")
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for tf in ['1s', '1m', '5m', '15m', '1h', '1d']:
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df = inference_data.get_timeframe_data(tf)
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print(f" {tf}: {len(df)} candles")
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# Show context data
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if inference_data.context_data is not None:
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print(f"\n🔍 Context Data: {len(inference_data.context_data)} rows")
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# Cleanup
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await data_provider.disable_unified_storage()
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async def example_multi_timeframe():
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"""Example: Get multi-timeframe data"""
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print("\n" + "="*60)
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print("EXAMPLE 3: Multi-Timeframe Data")
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print("="*60)
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data_provider = DataProvider()
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# Enable unified storage
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print("\n1. Enabling unified storage...")
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await data_provider.enable_unified_storage()
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# Get multiple timeframes
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print("\n2. Getting multi-timeframe data...")
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multi_tf = await data_provider.get_multi_timeframe_data_unified(
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symbol='ETH/USDT',
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timeframes=['1m', '5m', '1h'],
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limit=100
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)
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print(f"\n📊 Multi-Timeframe Data:")
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for timeframe, df in multi_tf.items():
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print(f"\n {timeframe}:")
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print(f" Rows: {len(df)}")
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if not df.empty:
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latest = df.iloc[-1]
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print(f" Latest close: ${latest['close_price']:.2f}")
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print(f" Latest volume: {latest['volume']:.2f}")
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# Cleanup
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await data_provider.disable_unified_storage()
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async def example_orderbook():
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"""Example: Get order book data"""
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print("\n" + "="*60)
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print("EXAMPLE 4: Order Book Data")
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print("="*60)
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data_provider = DataProvider()
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# Enable unified storage
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print("\n1. Enabling unified storage...")
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await data_provider.enable_unified_storage()
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# Get order book
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print("\n2. Getting order book data...")
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orderbook = await data_provider.get_order_book_data_unified('ETH/USDT')
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print(f"\n📊 Order Book:")
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print(f" Symbol: {orderbook.symbol}")
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print(f" Timestamp: {orderbook.timestamp}")
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print(f" Mid Price: ${orderbook.mid_price:.2f}")
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print(f" Spread: ${orderbook.spread:.4f}")
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print(f" Spread (bps): {orderbook.get_spread_bps():.2f}")
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# Show best bid/ask
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best_bid = orderbook.get_best_bid()
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best_ask = orderbook.get_best_ask()
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if best_bid:
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print(f"\n Best Bid: ${best_bid[0]:.2f} (size: {best_bid[1]:.4f})")
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if best_ask:
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print(f" Best Ask: ${best_ask[0]:.2f} (size: {best_ask[1]:.4f})")
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# Show imbalances
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imbalances = orderbook.get_imbalance_summary()
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print(f"\n📉 Imbalances:")
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for key, value in imbalances.items():
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print(f" {key}: {value:.4f}")
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# Cleanup
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await data_provider.disable_unified_storage()
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async def example_statistics():
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"""Example: Get unified storage statistics"""
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print("\n" + "="*60)
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print("EXAMPLE 5: Unified Storage Statistics")
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print("="*60)
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data_provider = DataProvider()
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# Enable unified storage
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print("\n1. Enabling unified storage...")
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await data_provider.enable_unified_storage()
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# Get some data to generate stats
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print("\n2. Generating some activity...")
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await data_provider.get_inference_data_unified('ETH/USDT')
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await data_provider.get_inference_data_unified('BTC/USDT')
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# Get statistics
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print("\n3. Getting statistics...")
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stats = data_provider.get_unified_storage_stats()
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if stats.get('cache'):
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print(f"\n📊 Cache Statistics:")
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cache_stats = stats['cache']
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print(f" Hit Rate: {cache_stats.get('hit_rate_percent', 0):.2f}%")
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print(f" Total Entries: {cache_stats.get('total_entries', 0)}")
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print(f" Cache Hits: {cache_stats.get('cache_hits', 0)}")
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print(f" Cache Misses: {cache_stats.get('cache_misses', 0)}")
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if stats.get('database'):
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print(f"\n💾 Database Statistics:")
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db_stats = stats['database']
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print(f" Total Queries: {db_stats.get('total_queries', 0)}")
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print(f" Failed Queries: {db_stats.get('failed_queries', 0)}")
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print(f" Avg Query Time: {db_stats.get('avg_query_time_ms', 0):.2f}ms")
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print(f" Success Rate: {db_stats.get('success_rate', 0):.2f}%")
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if stats.get('ingestion'):
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print(f"\n📥 Ingestion Statistics:")
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ing_stats = stats['ingestion']
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print(f" Total Ingested: {ing_stats.get('total_ingested', 0)}")
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print(f" OHLCV Ingested: {ing_stats.get('ohlcv_ingested', 0)}")
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print(f" Validation Failures: {ing_stats.get('validation_failures', 0)}")
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print(f" DB Writes: {ing_stats.get('db_writes', 0)}")
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# Cleanup
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await data_provider.disable_unified_storage()
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async def main():
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"""Run all examples"""
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print("\n" + "="*60)
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print("UNIFIED STORAGE SYSTEM EXAMPLES")
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print("="*60)
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try:
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# Run examples
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await example_realtime_data()
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await asyncio.sleep(1)
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await example_historical_data()
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await asyncio.sleep(1)
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await example_multi_timeframe()
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await asyncio.sleep(1)
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await example_orderbook()
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await asyncio.sleep(1)
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await example_statistics()
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print("\n" + "="*60)
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print("✅ All examples completed successfully!")
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print("="*60 + "\n")
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except Exception as e:
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print(f"\n❌ Error running examples: {e}")
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import traceback
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traceback.print_exc()
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if __name__ == "__main__":
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asyncio.run(main())
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