diff --git a/piker/data/history.py b/piker/data/history.py index 997a902c..aad7d49f 100644 --- a/piker/data/history.py +++ b/piker/data/history.py @@ -701,8 +701,23 @@ async def tsdb_backfill( # prepended, presuming there is a gap between the # latest frame (loaded/read above) and the latest # sample loaded from the tsdb. - backfill_diff: Duration = mr_start_dt - last_tsdb_dt + backfill_diff: Duration = mr_start_dt - last_tsdb_dt offset_s: float = backfill_diff.in_seconds() + + # XXX EDGE CASE: when the venue was closed (say over + # the weeknd) causing a timeseries gap, AND the query + # frames size (eg. for 1s we rx 2k datums ~= 33.33m) IS + # GREATER THAN the current venue-market's operating + # session (time) we will receive datums from BEFORE THE + # CLOSURE GAP and thus the `offset_s` value will be + # NEGATIVE! In this case we need to ensure we don't try + # to push datums that have already been recorded in the + # tsdb. In this case we instead only retreive and push + # the series portion missing from the db's data set. + if offset_s < 0: + backfill_diff: Duration = mr_end_dt - last_tsdb_dt + offset_s: float = backfill_diff.in_seconds() + offset_samples: int = round(offset_s / timeframe) # TODO: see if there's faster multi-field reads: