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data.history: handle venue-closure gap edge case

ib_py311_fixes
Tyler Goodlet 2023-08-20 18:39:52 -04:00
parent e9517cdb02
commit 546049b62f
1 changed files with 16 additions and 1 deletions
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15
piker/data/history.py
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@ -703,6 +703,21 @@ async def tsdb_backfill(
# sample loaded from the tsdb. # 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() 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) offset_samples: int = round(offset_s / timeframe)
# TODO: see if there's faster multi-field reads: # TODO: see if there's faster multi-field reads: