first commit

plugins/sqlite/writer.js

@@ -0,0 +1,128 @@
+var _ = require('lodash');
+var config = require('../../core/util.js').getConfig();
+
+var sqlite = require('./handle');
+var sqliteUtil = require('./util');
+var util = require('../../core/util');
+var log = require('../../core/log');
+
+var Store = function(done, pluginMeta) {
+  _.bindAll(this);
+  this.done = done;
+
+  this.db = sqlite.initDB(false);
+  this.db.serialize(this.upsertTables);
+
+  this.cache = [];
+  this.buffered = util.gekkoMode() === "importer";
+}
+
+Store.prototype.upsertTables = function() {
+  var createQueries = [
+    `
+      CREATE TABLE IF NOT EXISTS
+      ${sqliteUtil.table('candles')} (
+        id INTEGER PRIMARY KEY AUTOINCREMENT,
+        start INTEGER UNIQUE,
+        open REAL NOT NULL,
+        high REAL NOT NULL,
+        low REAL NOT NULL,
+        close REAL NOT NULL,
+        vwp REAL NOT NULL,
+        volume REAL NOT NULL,
+        trades INTEGER NOT NULL
+      );
+    `,
+
+    // TODO: create trades
+    // ``
+
+    // TODO: create advices
+    // ``
+  ];
+
+  var next = _.after(_.size(createQueries), this.done);
+
+  _.each(createQueries, function(q) {
+    this.db.run(q, next);
+  }, this);
+}
+
+Store.prototype.writeCandles = function() {
+  if(_.isEmpty(this.cache))
+    return;
+
+  const transaction = () => {
+    this.db.run("BEGIN TRANSACTION");
+
+    var stmt = this.db.prepare(`
+      INSERT OR IGNORE INTO ${sqliteUtil.table('candles')}
+      VALUES (?,?,?,?,?,?,?,?,?)
+    `, function(err, rows) {
+        if(err) {
+          log.error(err);
+          return util.die('DB error at INSERT: '+ err);
+        }
+      });
+
+    _.each(this.cache, candle => {
+      stmt.run(
+        null,
+        candle.start.unix(),
+        candle.open,
+        candle.high,
+        candle.low,
+        candle.close,
+        candle.vwp,
+        candle.volume,
+        candle.trades
+      );
+    });
+
+    stmt.finalize();
+    this.db.run("COMMIT");
+    // TEMP: should fix https://forum.gekko.wizb.it/thread-57279-post-59194.html#pid59194
+    this.db.run("pragma wal_checkpoint;");
+    
+    this.cache = [];
+  }
+
+  this.db.serialize(transaction);
+}
+
+var processCandle = function(candle, done) {
+  this.cache.push(candle);
+  if (!this.buffered || this.cache.length > 1000) 
+    this.writeCandles();
+
+  done();
+};
+
+var finalize = function(done) {
+  this.writeCandles();
+  this.db.close(() => { done(); });
+  this.db = null;
+}
+
+if(config.candleWriter.enabled) {
+  Store.prototype.processCandle = processCandle;
+  Store.prototype.finalize = finalize;
+}
+
+// TODO: add storing of trades / advice?
+
+// var processTrades = function(candles) {
+//   util.die('NOT IMPLEMENTED');
+// }
+
+// var processAdvice = function(candles) {
+//   util.die('NOT IMPLEMENTED');
+// }
+
+// if(config.tradeWriter.enabled)
+//  Store.prototype.processTrades = processTrades;
+
+// if(config.adviceWriter.enabled)
+//   Store.prototype.processAdvice = processAdvice;
+
+module.exports = Store;