Fetch native exchange OHLCV per timeframe instead of local aggregation.

Store and serve 15m/2h/4h directly from the exchange so market charts match venue candles.

Co-authored-by: Cursor <cursoragent@cursor.com>
This commit is contained in:
dekun
2026-06-08 07:59:49 +08:00
parent 3ac854d74c
commit 63472719ec
3 changed files with 102 additions and 72 deletions
+10 -9
View File
@@ -130,14 +130,14 @@ class TestHubKlineStore(unittest.TestCase):
self.assertTrue(out.get("ok"))
self.assertEqual(len(out.get("candles") or []), 300)
def test_resolve_15m_from_5m_aggregate(self):
def test_resolve_15m_reads_native_bars(self):
init_db(self.db)
now = int(time.time() * 1000)
period = TIMEFRAME_MS["5m"]
last_closed = last_closed_bar_open_ms("5m", now)
period = TIMEFRAME_MS["15m"]
last_closed = last_closed_bar_open_ms("15m", now)
bars = []
for i in range(30):
oms = last_closed - (29 - i) * period
for i in range(12):
oms = last_closed - (11 - i) * period
bars.append(
{
"open_time_ms": oms,
@@ -148,7 +148,7 @@ class TestHubKlineStore(unittest.TestCase):
"volume": 10.0,
}
)
upsert_bars("okx", "ETH/USDT", "5m", bars, self.db)
upsert_bars("okx", "ETH/USDT", "15m", bars, self.db)
def remote_fetch(**kwargs):
self.fail("不应请求交易所")
@@ -159,11 +159,12 @@ class TestHubKlineStore(unittest.TestCase):
"15m",
remote_fetch,
db_path=self.db,
limit=5,
limit=10,
)
self.assertTrue(out.get("ok"))
self.assertEqual(out.get("source"), "aggregate")
self.assertGreaterEqual(len(out.get("candles") or []), 5)
self.assertEqual(out.get("source"), "db")
self.assertEqual(out.get("storage_timeframe"), "15m")
self.assertGreaterEqual(len(out.get("candles") or []), 10)
def test_load_bars_before(self):
init_db(self.db)