OHLC bugfixes

src/dexorder/bin/finaldata.py

@@ -34,6 +34,7 @@ async def handle_backfill_uniswap_swaps(swaps: list[EventData]):
         data = await get_uniswap_data(swap)
         if data is not None:
             pool, time, price = data
+            log.debug(f'OHLC {pool["address"]} {time} {price}')
             ohlcs.light_update_all(pool['address'], time, price)
 
 def flush_callback():

src/dexorder/bin/mirror.py

@@ -67,7 +67,8 @@ async def main():
         log.debug(f'\tmirror result {mirror_addr} {mirror_inverted}')
         mirror_pools.append((mirror_addr, mirror_inverted))
     await write_metadata(pools, mirror_pools)
-    log.info('Mirroring pools')
+    delay = config.polling if config.polling > 0 else 1
+    log.info(f'Mirroring pools every {delay} seconds')
     while True:
         proms = []
         for pool_addr, (mirror_addr, mirror_inverted) in zip(pools, mirror_pools):
@@ -78,7 +79,7 @@ async def main():
             except Exception as x:
                 log.exception(x)
         await asyncio.gather(*[await_mirror(*args) for args in proms])
-        await asyncio.sleep(config.polling if config.polling > 0 else 1)
+        await asyncio.sleep(delay)
 
 
 if __name__ == '__main__':

src/dexorder/ohlc.py

@@ -387,8 +387,13 @@ class OHLCRepository:
         for chunk in self.dirty_chunks:
             chunk.save()
         self.dirty_chunks.clear()
-        with open(os.path.join(self.dir, quotes_path()), 'w') as f:
-            json.dump(self.quotes, f)
+        filepath = os.path.join(self.dir, quotes_path())
+        for _ in range(2):
+            try:
+                with open(filepath, 'w') as f:
+                    json.dump(self.quotes, f)
+            except FileNotFoundError:
+                os.makedirs(os.path.dirname(filepath), exist_ok=True)
 
 
 class LightOHLCRepository (OHLCRepository):
@@ -409,14 +414,17 @@ class LightOHLCRepository (OHLCRepository):
         if price is not None:
             self.quotes[symbol] = timestamp(time), str(price)
         start = ohlc_start_time(time, period)
+        log.debug(f'OHLC start_time {start}')
         chunk = self.get_chunk(symbol, period, start)
         key = symbol, period
         prev = self.current.get(key)
         if prev is None:
             # cache miss.  load from chunk.
             prev = self.current[key] = chunk.bar_at(start)
+            log.debug(f'loaded prev bar from chunk {prev}')
         if prev is None:
             # not in cache or chunk.  create new bar.
+            log.debug(f'no prev bar')
             if price is not None:
                 close = price
             else:
@@ -425,7 +433,7 @@ class LightOHLCRepository (OHLCRepository):
                 except KeyError:
                     log.warning(f'light_update tried to advance time on {symbol} which has no previous price.')
                     return # no previous quote, no current price either
-            bar = NativeOHLC(start, price, price, price, close)
+            bar = self.current[key] = NativeOHLC(start, price, price, price, close)
             chunk.update(bar, backfill=backfill)
             self.dirty_chunks.add(chunk)
         else:
@@ -434,6 +442,7 @@ class LightOHLCRepository (OHLCRepository):
                 chunk = self.get_chunk(symbol, period, bar.start)
                 chunk.update(bar, backfill=backfill)
                 self.dirty_chunks.add(chunk)
+            self.current[key] = updated[-1]
 
 
 def pub_ohlc(_series:str, key: OHLCKey, bars: list[NativeOHLC]):