From 64384c3d3a9dafc00dee8048696b7075dc7cd24f Mon Sep 17 00:00:00 2001
From: Tim <tim@dexorder.trade>
Date: Thu, 25 Jan 2024 19:39:58 -0400
Subject: [PATCH] ohlc bugfixes

---
 src/dexorder/__init__.py |  2 +-
 src/dexorder/ohlc.py     | 33 +++++++++++++++++----------------
 2 files changed, 18 insertions(+), 17 deletions(-)

diff --git a/src/dexorder/__init__.py b/src/dexorder/__init__.py
index 41730fa..98945c2 100644
--- a/src/dexorder/__init__.py
+++ b/src/dexorder/__init__.py
@@ -11,7 +11,7 @@ def now():
     return datetime.now(timezone.utc)
 
 def timestamp():
-    return datetime.now().timestamp()
+    return int(datetime.now().timestamp())
 
 def from_timestamp(ts):
     return datetime.fromtimestamp(ts, timezone.utc)
diff --git a/src/dexorder/ohlc.py b/src/dexorder/ohlc.py
index 776eeaa..456befe 100644
--- a/src/dexorder/ohlc.py
+++ b/src/dexorder/ohlc.py
@@ -97,7 +97,7 @@ def update_ohlc(prev: OHLC, period: timedelta, time: datetime, price: Optional[d
             break
         result.append(cur.ohlc)
         cur = NativeOHLC(end, None, None, None, cur.close)
-    log.debug(f'\tresult after finalization: {result}')
+    log.debug(f'\ttime advancements: {result}')
     # if we are setting a price, update the current bar
     if price is not None:
         if cur.open is None:
@@ -149,29 +149,30 @@ class OHLCRepository:
         log.debug(f'Updating OHLC {logname} {minutely(time)} {price}')
         key = (symbol, period)
         # bars is a list of "recent" OHLC's stored as blockdata.  we try to keep the recent array long enough to extend before the root block time
-        bars: Optional[list[OHLC]] = recent_ohlcs.get(key)
-        if not bars:
+        historical: Optional[list[OHLC]] = recent_ohlcs.get(key)
+        if not historical:
             if create is False or price is None:
                 return  # do not track symbols which have not been explicity set up
             p = str(price)
+            historical = []
             updated = [OHLC((minutely(ohlc_start_time(time, period)), p, p, p, p))]
             log.debug(f'\tcreated new bars {updated}')
         else:
-            updated = update_ohlc(bars[-1], period, time, price)
-        # we need to retain enough recent history to at least cover the root block time, plus one previous finalized block
-        # first we construct the longest possible sequence
-        if not bars or not updated:
-            updated = (bars or []) + (updated or [])
+            updated = update_ohlc(historical[-1], period, time, price)
+            # drop any historical bars that are older than we need
+            oldest_needed = from_timestamp(current_block.get().timestamp) - period  # cover the root block time plus one period prior
+            trim = (oldest_needed - from_isotime(historical[0][0])) // period
+            if trim > 0:
+                historical = historical[trim:]
+
+        # now overlap the updated data on top of the historical data
+        if not historical or not updated:
+            updated = historical + updated
         else:
-            last_bar = from_isotime(bars[-1][0])
+            last_bar = from_isotime(historical[-1][0])
             first_updated = from_isotime(updated[0][0])
-            overlap = (first_updated - last_bar) // period
-            updated = bars[:-overlap] + updated if overlap > 0 else bars + updated
-        # now we drop history that is older than we need
-        oldest_needed = from_timestamp(current_block.get().timestamp) - period  # cover the root block time plus one period prior
-        trim = (oldest_needed - from_isotime(updated[0][0])) // period
-        if trim > 0:
-            updated = updated[trim:]
+            overlap = (first_updated - last_bar) // period + 1
+            updated = historical[:-overlap] + updated if overlap > 0 else historical + updated
         log.debug(f'\tnew recents: {updated}')
         recent_ohlcs.setitem(key, updated)
         return updated