Remove dydx v3 and apply some refactorings.

sirEven · Oct 31, 2024 · a17e9f1 · a17e9f1
1 parent 07add57
commit a17e9f1
Show file tree

Hide file tree

Showing 21 changed files with 24 additions and 2,172 deletions.
diff --git a/locast/candle/dydx/dydx_candle_mapping.py b/locast/candle/dydx/dydx_candle_mapping.py
@@ -44,39 +44,3 @@ def to_candle(self, exchange_candle: Dict[str, Any]) -> Candle:
             )
         except Exception as e:
             raise ValueError(f"Error converting dict to Candle: {str(e)}") from e
-
-
-class DydxV3CandleMapping(ExchangeCandleMapping):
-    def to_candle(self, exchange_candle: Dict[str, Any]) -> Candle:
-        try:
-            started_at = string_to_datetime(exchange_candle["startedAt"])
-            market = exchange_candle["market"]
-            resolution = DydxResolution.notation_to_resolution_detail(
-                exchange_candle["resolution"]
-            )
-            p_low = Decimal(exchange_candle["low"])
-            p_high = Decimal(exchange_candle["high"])
-            p_open = Decimal(exchange_candle["open"])
-            p_close = Decimal(exchange_candle["close"])
-            base_token_volume = Decimal(exchange_candle["baseTokenVolume"])
-            trades = int(exchange_candle["trades"])
-            usd_volume = Decimal(exchange_candle["usdVolume"])
-            starting_open_interest = Decimal(exchange_candle["startingOpenInterest"])
-
-            return Candle(
-                id=None,
-                exchange=Exchange.DYDX,
-                market=market,
-                resolution=resolution,
-                started_at=started_at,
-                open=p_open,
-                high=p_high,
-                low=p_low,
-                close=p_close,
-                base_token_volume=base_token_volume,
-                trades=trades,
-                usd_volume=usd_volume,
-                starting_open_interest=starting_open_interest,
-            )
-        except Exception as e:
-            raise ValueError(f"Error converting dict to Candle: {str(e)}") from e
diff --git a/locast/candle/exchange.py b/locast/candle/exchange.py
@@ -2,5 +2,4 @@
 
 
 class Exchange(Enum):
-    DYDX = "dydx"
     DYDX_V4 = "dydx_v4"
diff --git a/locast/candle_fetcher/dydx/api_fetcher/dydx_v3_fetcher.py b/locast/candle_fetcher/dydx/api_fetcher/dydx_v3_fetcher.py
diff --git a/locast/candle_fetcher/dydx/api_fetcher/dydx_v4_fetcher.py b/locast/candle_fetcher/dydx/api_fetcher/dydx_v4_fetcher.py
@@ -50,6 +50,6 @@ async def fetch(
             )
 
         except Exception as e:
-            raise APIException(self._exchange, market, resolution, e)
+            raise APIException(self._exchange, market, resolution, e) from e
 
         return self._mapper.to_candles(response["candles"])
diff --git a/locast/logging.py b/locast/logging.py
@@ -27,10 +27,10 @@ def log_missing_candles(
     missing_candle_dates: List[datetime],
 ) -> None:
     n = len(missing_candle_dates)
-    vi = "candles" if n > 1 else "candle"
+    candles = "candles" if n > 1 else "candle"
     detail = f"{market}, {resolution.notation}"
     print(
-        f"{emoji} Attention: {exchange.name} failed to deliver {n} {vi} for {detail} {emoji}"
+        f"{emoji} Attention: {exchange.name} failed to deliver {n} {candles} for {detail} {emoji}"
     )
     for date in missing_candle_dates:
         print(f"    ❌ Candle missing: {date}.")

diff --git a/notebooks/candle_storage_bench.ipynb b/notebooks/candle_storage_bench.ipynb
@@ -4,38 +4,7 @@
    "cell_type": "code",
    "execution_count": null,
    "metadata": {},
-   "outputs": [
-    {
-     "name": "stdout",
-     "output_type": "stream",
-     "text": [
-      "🏁 RUN #1 💥\n",
-      "Mocked Amount (ETH-USD): 439201.\n",
-      "Time to store 439201 candles: (79.52 seconds).\n",
-      "Time to retrieve 439201 candles: (15.82 seconds).\n",
-      "Candles retrieved from 2024-01-01 00:00:00+00:00, to: 2024-11-01 00:00:00+00:00.\n",
-      "Time to get cluster info: (0.04 seconds).\n",
-      "Tail started at: 2024-01-01 00:00:00+00:00.\n",
-      "Head started at: 2024-11-01 00:00:00+00:00.\n",
-      "Time to delete cluster: (2.03 seconds).\n",
-      "Cluster info: ClusterInfo(newest_candle=None, oldest_candle=None, size=0, is_uptodate=False).\n",
-      "❌ Deleting db file...\n",
-      "🏁 RUN #2 💥\n",
-      "Mocked Amount (ETH-USD): 439201.\n",
-      "Time to store 439201 candles: (81.22 seconds).\n",
-      "Time to retrieve 439201 candles: (14.28 seconds).\n",
-      "Candles retrieved from 2024-01-01 00:00:00+00:00, to: 2024-11-01 00:00:00+00:00.\n",
-      "Time to get cluster info: (0.15 seconds).\n",
-      "Tail started at: 2024-01-01 00:00:00+00:00.\n",
-      "Head started at: 2024-11-01 00:00:00+00:00.\n",
-      "Time to delete cluster: (2.48 seconds).\n",
-      "Cluster info: ClusterInfo(newest_candle=None, oldest_candle=None, size=0, is_uptodate=False).\n",
-      "❌ Deleting db file...\n",
-      "🏁 RUN #3 💥\n",
-      "Mocked Amount (ETH-USD): 439201.\n"
-     ]
-    }
-   ],
+   "outputs": [],
    "source": [
     "import os\n",
     "from statistics import mean\n",

diff --git a/notebooks/example_dydx_v3.ipynb b/notebooks/example_dydx_v3.ipynb
Original file line number	Diff line number	Diff line change
Expand Up		@@ -2,5 +2,4 @@


		class Exchange(Enum):
		DYDX = "dydx"
		DYDX_V4 = "dydx_v4"