Add Kraken hourly OHLC poller with database storage
Fetches Bitcoin hourly candles from the Kraken public REST API and upserts them into a kraken_hour table on a 5-minute poll interval, following the existing Integrant component pattern. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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DROP TABLE kraken_hour;
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CREATE TABLE kraken_hour (
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ts BIGINT NOT NULL PRIMARY KEY,
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open NUMERIC(18,8) NOT NULL,
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high NUMERIC(18,8) NOT NULL,
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low NUMERIC(18,8) NOT NULL,
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close NUMERIC(18,8) NOT NULL,
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vwap NUMERIC(18,8) NOT NULL,
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volume NUMERIC(24,8) NOT NULL,
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trade_count INTEGER NOT NULL,
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
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);
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@@ -7,3 +7,21 @@ INSERT INTO binance_price (price) VALUES (:price)
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-- :name get-latest-binance-price :? :1
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-- :doc Get the most recent Binance BTC price
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SELECT price, recorded_at FROM binance_price ORDER BY id DESC LIMIT 1
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-- :name upsert-kraken-hour! :! :n
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-- :doc Upsert a Kraken hourly OHLC candle
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INSERT INTO kraken_hour (ts, open, high, low, close, vwap, volume, trade_count)
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VALUES (:ts, :open, :high, :low, :close, :vwap, :volume, :trade-count)
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ON CONFLICT (ts) DO UPDATE
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SET open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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vwap = EXCLUDED.vwap,
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volume = EXCLUDED.volume,
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trade_count = EXCLUDED.trade_count
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-- :name get-latest-kraken-hour :? :1
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-- :doc Get the most recent Kraken hourly candle by timestamp
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SELECT ts, open, high, low, close, vwap, volume, trade_count, created_at
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FROM kraken_hour ORDER BY ts DESC LIMIT 1
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@@ -56,4 +56,8 @@
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:ws/binance
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{:query-fn #ig/ref :db.sql/query-fn
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:uri "wss://stream.binance.com:9443/ws/btcusdt@trade"}}
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:uri "wss://stream.binance.com:9443/ws/btcusdt@trade"}
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:kraken/ohlc
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{:query-fn #ig/ref :db.sql/query-fn
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:interval-ms 300000}}
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