Merge branch 'develop' into feat/short

This commit is contained in:
Matthias
2022-02-11 17:02:04 +01:00
63 changed files with 1158 additions and 349 deletions

View File

@@ -28,7 +28,36 @@ def get_backup_name(tabs, backup_prefix: str):
return table_back_name
def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, cols: List):
def get_last_sequence_ids(engine, trade_back_name, order_back_name):
order_id: int = None
trade_id: int = None
if engine.name == 'postgresql':
with engine.begin() as connection:
trade_id = connection.execute(text("select nextval('trades_id_seq')")).fetchone()[0]
order_id = connection.execute(text("select nextval('orders_id_seq')")).fetchone()[0]
with engine.begin() as connection:
connection.execute(text(
f"ALTER SEQUENCE orders_id_seq rename to {order_back_name}_id_seq_bak"))
connection.execute(text(
f"ALTER SEQUENCE trades_id_seq rename to {trade_back_name}_id_seq_bak"))
return order_id, trade_id
def set_sequence_ids(engine, order_id, trade_id):
if engine.name == 'postgresql':
with engine.begin() as connection:
if order_id:
connection.execute(text(f"ALTER SEQUENCE orders_id_seq RESTART WITH {order_id}"))
if trade_id:
connection.execute(text(f"ALTER SEQUENCE trades_id_seq RESTART WITH {trade_id}"))
def migrate_trades_and_orders_table(
decl_base, inspector, engine,
trade_back_name: str, cols: List,
order_back_name: str, cols_order: List):
fee_open = get_column_def(cols, 'fee_open', 'fee')
fee_open_cost = get_column_def(cols, 'fee_open_cost', 'null')
fee_open_currency = get_column_def(cols, 'fee_open_currency', 'null')
@@ -79,11 +108,20 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
# Schema migration necessary
with engine.begin() as connection:
connection.execute(text(f"alter table trades rename to {table_back_name}"))
connection.execute(text(f"alter table trades rename to {trade_back_name}"))
with engine.begin() as connection:
# drop indexes on backup table in new session
for index in inspector.get_indexes(table_back_name):
connection.execute(text(f"drop index {index['name']}"))
for index in inspector.get_indexes(trade_back_name):
if engine.name == 'mysql':
connection.execute(text(f"drop index {index['name']} on {trade_back_name}"))
else:
connection.execute(text(f"drop index {index['name']}"))
order_id, trade_id = get_last_sequence_ids(engine, trade_back_name, order_back_name)
drop_orders_table(engine, order_back_name)
# let SQLAlchemy create the schema as required
decl_base.metadata.create_all(engine)
@@ -120,9 +158,12 @@ def migrate_trades_table(decl_base, inspector, engine, table_back_name: str, col
{trading_mode} trading_mode, {leverage} leverage, {isolated_liq} isolated_liq,
{is_short} is_short, {interest_rate} interest_rate,
{funding_fees} funding_fees
from {table_back_name}
from {trade_back_name}
"""))
migrate_orders_table(engine, order_back_name, cols_order)
set_sequence_ids(engine, order_id, trade_id)
def migrate_open_orders_to_trades(engine):
with engine.begin() as connection:
@@ -141,19 +182,18 @@ def migrate_open_orders_to_trades(engine):
"""))
def migrate_orders_table(decl_base, inspector, engine, table_back_name: str, cols: List):
# Schema migration necessary
def drop_orders_table(engine, table_back_name: str):
# Drop and recreate orders table as backup
# This drops foreign keys, too.
with engine.begin() as connection:
connection.execute(text(f"alter table orders rename to {table_back_name}"))
connection.execute(text(f"create table {table_back_name} as select * from orders"))
connection.execute(text("drop table orders"))
with engine.begin() as connection:
# drop indexes on backup table in new session
for index in inspector.get_indexes(table_back_name):
connection.execute(text(f"drop index {index['name']}"))
def migrate_orders_table(engine, table_back_name: str, cols: List):
# let SQLAlchemy create the schema as required
decl_base.metadata.create_all(engine)
leverage = get_column_def(cols, 'leverage', '1.0')
# sqlite does not support literals for booleans
with engine.begin() as connection:
@@ -176,12 +216,18 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
cols = inspector.get_columns('trades')
tabs = get_table_names_for_table(inspector, 'trades')
cols_order = inspector.get_columns('orders')
table_back_name = get_backup_name(tabs, 'trades_bak')
order_tabs = get_table_names_for_table(inspector, 'orders')
order_table_bak_name = get_backup_name(order_tabs, 'orders_bak')
# Check for latest column
# Check if migration necessary
# Migrates both trades and orders table!
if not has_column(cols, 'enter_tag'):
logger.info(f'Running database migration for trades - backup: {table_back_name}')
migrate_trades_table(decl_base, inspector, engine, table_back_name, cols)
logger.info(f"Running database migration for trades - "
f"backup: {table_back_name}, {order_table_bak_name}")
migrate_trades_and_orders_table(
decl_base, inspector, engine, table_back_name, cols, order_table_bak_name, cols_order)
# Reread columns - the above recreated the table!
inspector = inspect(engine)
cols = inspector.get_columns('trades')
@@ -189,14 +235,3 @@ def check_migrate(engine, decl_base, previous_tables) -> None:
if 'orders' not in previous_tables and 'trades' in previous_tables:
logger.info('Moving open orders to Orders table.')
migrate_open_orders_to_trades(engine)
else:
cols_order = inspector.get_columns('orders')
# Last added column of order table
# To determine if migrations need to run
if not has_column(cols_order, 'leverage'):
tabs = get_table_names_for_table(inspector, 'orders')
# Empty for now - as there is only one iteration of the orders table so far.
table_back_name = get_backup_name(tabs, 'orders_bak')
migrate_orders_table(decl_base, inspector, engine, table_back_name, cols_order)