OHLC's use timestamps instead of string dates

src/dexorder/__init__.py

@@ -10,8 +10,10 @@ dec = Decimal
 def now():
     return datetime.now(timezone.utc)
 
-def timestamp():
+def timestamp(when=None):
-    return int(datetime.now().timestamp())
+    if when is None:
+        when = datetime.now()
+    return int(when.timestamp())
 
 def from_timestamp(ts):
     return datetime.fromtimestamp(ts, timezone.utc)

src/dexorder/configuration/load.py

@@ -7,7 +7,6 @@ from omegaconf.errors import OmegaConfBaseException
 
 from .schema import Config
 from .standard_accounts import default_accounts_config
-from .standard_tokens import default_token_config
 
 schema = OmegaConf.structured(Config())
 
@@ -20,7 +19,6 @@ def load_config():
     # noinspection PyTypeChecker
     result:ConfigDict = OmegaConf.merge(
         schema,
-        load_tokens(),
         load_accounts(),
         from_toml('pool.toml'),
         from_toml('dexorder.toml'),
@@ -31,15 +29,6 @@ def load_config():
     return result
 
 
-def load_tokens():
-    token_conf = OmegaConf.create({'tokens': default_token_config})
-    try:
-        OmegaConf.merge(schema, token_conf)
-        return token_conf
-    except OmegaConfBaseException as _x:
-        raise ConfigException(f'Error while processing default tokens:\n{_x}')
-
-
 def load_accounts():
     accounts_conf = OmegaConf.create({'accounts': default_accounts_config})
     try:

src/dexorder/configuration/schema.py

@@ -21,19 +21,8 @@ class Config:
     polling: float = 0  # seconds between queries for a new block.  0 disables polling and uses a websocket subscription on ws_url instead
     backfill: int = 0  # if not 0, then runner will initialize an empty database by backfilling from the given block height
 
-    tokens: list['TokenConfig'] = field(default_factory=list)
-
     account: Optional[str] = None # may be a private key or an account alias
     accounts: Optional[dict[str,str]] = field(default_factory=dict) # account aliases
     deployments: Optional[dict[str,str]] = field(default_factory=dict)
     min_gas: str = '0'
 
-
-@dataclass
-class TokenConfig:
-    name: str
-    symbol: str
-    decimals: int
-    chain: str
-    address: str
-    abi: Optional[str] = None

src/dexorder/ohlc.py

@@ -7,7 +7,7 @@ from typing import Optional, NamedTuple, Reversible, Union
 
 from cachetools import LFUCache
 
-from dexorder import dec, config, from_isotime, minutely, from_timestamp
+from dexorder import dec, config, from_timestamp, timestamp
 from dexorder.base.chain import current_chain
 from dexorder.blockstate import BlockDict, DiffItem, current_blockstate
 from dexorder.blockstate.diff import DiffEntryItem
@@ -24,16 +24,16 @@ OHLC_PERIODS = [
 
 OHLC_DATE_ROOT = datetime(2009, 1, 4, tzinfo=timezone.utc)  # Sunday before Bitcoin Genesis
 
-# OHLC's are stored as [time, open, high, low, close] string values.  If there was no data during the interval,
+# OHLC's are stored as [timestamp, open, high, low, close] with prices as string values.  If there was no data during
-# then open, high, and low are None but the close value is carried over from the previous interval.
+# the interval, then open, high, and low are None but the close value is carried over from the previous interval.
-OHLC = list[str]  # typedef
+OHLC = list[Union[None,int,str]]  # typedef
 
 
 def opt_dec(v):
     return None if v is None else dec(v)
 
 def dt(v):
-    return v if isinstance(v, datetime) else from_isotime(v)
+    return v if isinstance(v, datetime) else from_timestamp(v)
 
 @dataclass
 class NativeOHLC:
@@ -50,7 +50,7 @@ class NativeOHLC:
     @property
     def ohlc(self) -> OHLC:
         return [
-            minutely(self.start),
+            timestamp(self.start),
             None if self.open is None else str(self.open),
             None if self.high is None else str(self.high),
             None if self.low is None else str(self.low),
@@ -154,13 +154,13 @@ class OHLCRepository:
                 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))]
+            updated = [OHLC((timestamp(ohlc_start_time(time, period)), p, p, p, p))]
             # log.debug(f'\tcreated new bars {updated}')
         else:
             updated = update_ohlc(historical[-1], period, time, price)
             # drop any historical bars that are older than we need
             oldest_needed = from_timestamp(current_blockstate.get().root_block.timestamp) - period  # cover the root block time plus one period prior
-            trim = (oldest_needed - from_isotime(historical[0][0])) // period
+            trim = (oldest_needed - from_timestamp(historical[0][0])) // period
             if trim > 0:
                 historical = historical[trim:]
 
@@ -168,8 +168,8 @@ class OHLCRepository:
         if not historical or not updated:
             updated = historical + updated
         else:
-            last_bar = from_isotime(historical[-1][0])
+            last_bar = from_timestamp(historical[-1][0])
-            first_updated = from_isotime(updated[0][0])
+            first_updated = from_timestamp(updated[0][0])
             overlap = (first_updated - last_bar) // period + 1
             updated = historical[:-overlap] + updated if overlap > 0 else historical + updated
         # log.debug(f'\tnew recents: {updated}')
@@ -187,17 +187,17 @@ class OHLCRepository:
         if not chunk:
             chunk = [ohlc]
         else:
-            start = from_isotime(chunk[0][0])
+            start = from_timestamp(chunk[0][0])
             index = (time - start) // period
             # log.debug(f'save {symbol} {ohlc_name(period)} chunk {start} index {index} <= {len(chunk)}')
             if index > len(chunk):
                 log.error(f'chunk gap: {index} > {len(chunk)} {symbol} {period_name(period)} {ohlc}'+''.join(f'\n\t{c}' for c in chunk))
                 exit(1)
             if index == len(chunk):
-                assert from_isotime(chunk[-1][0]) + period == time
+                assert from_timestamp(chunk[-1][0]) + period == time
                 chunk.append(ohlc)
             else:
-                assert from_isotime(chunk[index][0]) == time
+                assert from_timestamp(chunk[index][0]) == time
                 chunk[index] = ohlc
         self.save_chunk(symbol, period, chunk)
 
@@ -222,7 +222,7 @@ class OHLCRepository:
     def save_chunk(self, symbol: str, period: timedelta, chunk: list[OHLC]):
         if not chunk:
             return
-        path = self.chunk_path(symbol, period, from_isotime(chunk[0][0]))
+        path = self.chunk_path(symbol, period, from_timestamp(chunk[0][0]))
         for _ in range(2):
             try:
                 with open(path, 'w') as file: