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Change Kraken hourly poller to 60s interval, fetch last 5 candles

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Keeps the in-progress hour candle fresh instead of only updating at
the top of each hour.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
magnus
2026-03-16 11:06:27 +01:00
co-authored by Claude Opus 4.6
parent bba9652ced
commit 93073820a2
1 changed files with 19 additions and 37 deletions
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src/clj/pmagnus/btcdata/kraken/ohlc.clj
+19 -37
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@@ -54,53 +54,38 @@
:ts))
(defn- poll!
"Fetch OHLC data, drop the last (in-progress) candle, save completed ones.
"Fetch OHLC data, upsert candles. On initial fetch saves all completed candles
(drops last in-progress). On subsequent fetches saves last 5 including in-progress.
Returns the count of saved candles."
[client query-fn since-atom]
[client query-fn since-atom initial?]
(let [result (fetch-ohlc client @since-atom)
;; Kraken returns a map with the pair key and a "last" key
last-ts (:last result)
pair-key (first (remove #{:last} (keys result)))
raw (get result pair-key)
candles (map parse-candle (butlast raw))]
candles (map parse-candle (if initial? (butlast raw) (take-last 5 raw)))]
(when (seq candles)
(save-candles! query-fn candles)
(when last-ts
(reset! since-atom last-ts))
(log/info "Fetched" (count candles) "completed Kraken hourly candles"))
(log/info "Fetched" (count candles) "Kraken hourly candles"))
(count candles)))
(defn- ms-until-next-poll
"Milliseconds from now until next HH:01:00 UTC."
[]
(let [now (java.time.ZonedDateTime/now java.time.ZoneOffset/UTC)
next (-> now
(.truncatedTo java.time.temporal.ChronoUnit/HOURS)
(.plusMinutes 1))
target (if (.isAfter now next)
(.plusHours next 1)
next)]
(.toMillis (java.time.Duration/between now target))))
(defn- start-poll-loop!
"Start a background future that polls Kraken aligned to HH:01:00 UTC.
When `has-data?` is false, fetches immediately to backfill."
[client query-fn since-atom running? has-data?]
"Start a background future that polls Kraken every 60 seconds."
[client query-fn since-atom running?]
(future
(when-not has-data?
(try
(poll! client query-fn since-atom)
(catch Exception e
(log/error e "Kraken OHLC initial poll failed"))))
(try
(poll! client query-fn since-atom true)
(catch Exception e
(log/error e "Kraken OHLC initial poll failed")))
(while @running?
(let [wait (ms-until-next-poll)]
(log/info "Next Kraken OHLC poll in" (quot wait 60000) "minutes")
(Thread/sleep wait)
(when @running?
(try
(poll! client query-fn since-atom)
(catch Exception e
(log/error e "Kraken OHLC poll failed"))))))))
(Thread/sleep 60000)
(when @running?
(try
(poll! client query-fn since-atom false)
(catch Exception e
(log/error e "Kraken OHLC poll failed")))))))
(defmethod ig/init-key :kraken/ohlc
[_ {:keys [query-fn enabled?]}]
@@ -111,11 +96,8 @@
db-since (seed-since-from-db query-fn)
since (atom db-since)
running? (atom true)
has-data? (some? db-since)
fut (start-poll-loop! client query-fn since running? has-data?)]
(if has-data?
(log/info "Starting Kraken OHLC poller, next fetch in" (quot (ms-until-next-poll) 60000) "minutes")
(log/info "Starting Kraken OHLC poller, fetching immediately (no data)"))
fut (start-poll-loop! client query-fn since running?)]
(log/info "Starting Kraken OHLC poller (60s interval)")
{:running? running?
:future fut
:since since})))