fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
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@@ -3,7 +3,8 @@ import type { AggregateDatabase } from "../interfaces.js";
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// import { stockDatabase as stockDatabaseLmdbx } from "../stockdb.lmdbx.js";
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// import { stockDatabase as stockDatabaseLmdbx } from "../stockdb.lmdbx.js";
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import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
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import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
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import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
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import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
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import { nextDate } from "../lib/util.js";
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import { nextDate } from "../lib/utils/nextDate.js";
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import { retry, retryOnTimeout } from "../lib/utils/retry.js";
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async function syncAggregates<T>({
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async function syncAggregates<T>({
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fromDatabase,
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fromDatabase,
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@@ -17,7 +18,7 @@ async function syncAggregates<T>({
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date: string;
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date: string;
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}) {
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}) {
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const aggregatesFrom = (await fromDatabase.getAggregates({ key, date })).map(
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const aggregatesFrom = (await fromDatabase.getAggregates({ key, date })).map(
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(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key })
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(aggregateWithoutKey) => ({ ...aggregateWithoutKey, key }),
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);
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);
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await toDatabase.insertAggregates(aggregatesFrom);
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await toDatabase.insertAggregates(aggregatesFrom);
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}
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}
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@@ -36,18 +37,27 @@ async function run() {
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// const symbols = await stockDatabaseClickhouse.getSymbols({ date });
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// const symbols = await stockDatabaseClickhouse.getSymbols({ date });
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for (const symbol of symbols) {
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for (const symbol of symbols) {
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console.log(date, symbol);
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console.log(date, symbol);
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const keys = await optionContractDatabaseClickhouse.getKeys({
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const keys = await retry(
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key: { symbol },
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() =>
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date,
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optionContractDatabaseClickhouse.getKeys({
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});
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key: { symbol },
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date,
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}),
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{ shouldRetry: retryOnTimeout },
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);
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for (const key of keys) {
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for (const key of keys) {
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// console.log(date, symbol, key.expirationDate, key.strike, key.type);
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// console.log(date, symbol, key.expirationDate, key.strike, key.type);
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await syncAggregates({
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await retry(
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fromDatabase: optionContractDatabaseClickhouse,
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() =>
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toDatabase: optionContractDatabaseLmdbx,
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syncAggregates({
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key,
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fromDatabase: optionContractDatabaseClickhouse,
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date,
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toDatabase: optionContractDatabaseLmdbx,
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});
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key,
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date,
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}),
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{ shouldRetry: retryOnTimeout },
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);
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}
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}
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}
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}
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}
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}
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