Add Kraken daily OHLC poller with database storage

Polls Kraken API for 1-day BTC/USD candles aligned to 00:01 UTC,
mirroring the existing hourly poller pattern.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
2026-02-17 17:53:50 +01:00
co-authored by Claude Opus 4.6
parent 30aa52cdc7
commit c688846a26
6 changed files with 157 additions and 1 deletions
@@ -0,0 +1 @@
DROP TABLE kraken_day;
@@ -0,0 +1,11 @@
CREATE TABLE kraken_day (
ts BIGINT NOT NULL PRIMARY KEY,
open NUMERIC(18,8) NOT NULL,
high NUMERIC(18,8) NOT NULL,
low NUMERIC(18,8) NOT NULL,
close NUMERIC(18,8) NOT NULL,
vwap NUMERIC(18,8) NOT NULL,
volume NUMERIC(24,8) NOT NULL,
trade_count INTEGER NOT NULL,
created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);
+17
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@@ -25,3 +25,20 @@ SET open = EXCLUDED.open,
-- :doc Get the most recent Kraken hourly candle by timestamp
SELECT ts, open, high, low, close, vwap, volume, trade_count, created_at
FROM kraken_hour ORDER BY ts DESC LIMIT 1
-- :name upsert-kraken-day! :! :n
-- :doc Upsert a Kraken daily OHLC candle
INSERT INTO kraken_day (ts, open, high, low, close, vwap, volume, trade_count)
VALUES (:ts, :open, :high, :low, :close, :vwap, :volume, :trade-count)
ON CONFLICT (ts) DO UPDATE
SET open = EXCLUDED.open,
high = EXCLUDED.high,
low = EXCLUDED.low,
close = EXCLUDED.close,
vwap = EXCLUDED.vwap,
volume = EXCLUDED.volume,
trade_count = EXCLUDED.trade_count
-- :name get-latest-kraken-day :? :1
-- :doc Get the most recent Kraken daily candle by timestamp
SELECT ts FROM kraken_day ORDER BY ts DESC LIMIT 1
+3
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@@ -59,4 +59,7 @@
:uri "wss://stream.binance.com:9443/ws/btcusdt@trade"}
:kraken/ohlc
{:query-fn #ig/ref :db.sql/query-fn}
:kraken/ohlc-day
{:query-fn #ig/ref :db.sql/query-fn}}