Initial commit.

2026-07-14 20:56:34 +03:00
commit 6a58f1ba7e
11 changed files with 1114 additions and 0 deletions
@@ -0,0 +1,104 @@
+package main
+
+import (
+	"context"
+	"database/sql"
+	"log"
+	"time"
+)
+
+// Writer drains the tick channel and batch-writes to hot_ticks.db.
+type Writer struct {
+	tickCh    <-chan Tick
+	hotDB     *sql.DB
+	batchSize int
+	flushMs   int
+}
+
+// NewWriter creates a Writer with its own hot DB connection.
+func NewWriter(sm *StorageManager, tickCh <-chan Tick, cfg Config) (*Writer, error) {
+	db, err := sm.OpenHotDB()
+	if err != nil {
+		return nil, err
+	}
+	db.SetMaxOpenConns(1)
+
+	return &Writer{
+		tickCh:    tickCh,
+		hotDB:     db,
+		batchSize: cfg.WriterBatchSize,
+		flushMs:   cfg.WriterFlushIntervalMs,
+	}, nil
+}
+
+// Run starts the writer loop. Blocks until ctx is cancelled.
+func (w *Writer) Run(ctx context.Context) {
+	log.Println("[writer] Batch writer started.")
+	defer log.Println("[writer] Batch writer stopped.")
+	defer w.hotDB.Close()
+
+	batch := make([]Tick, 0, w.batchSize)
+	flushInterval := time.Duration(w.flushMs) * time.Millisecond
+	timer := time.NewTimer(flushInterval)
+	defer timer.Stop()
+
+	for {
+		select {
+		case <-ctx.Done():
+			if len(batch) > 0 {
+				w.flush(batch)
+			}
+			return
+		case tick, ok := <-w.tickCh:
+			if !ok {
+				if len(batch) > 0 {
+					w.flush(batch)
+				}
+				return
+			}
+			batch = append(batch, tick)
+			if len(batch) >= w.batchSize {
+				w.flush(batch)
+				batch = batch[:0]
+				timer.Reset(flushInterval)
+			}
+		case <-timer.C:
+			if len(batch) > 0 {
+				w.flush(batch)
+				batch = batch[:0]
+			}
+			timer.Reset(flushInterval)
+		}
+	}
+}
+
+func (w *Writer) flush(batch []Tick) {
+	if len(batch) == 0 {
+		return
+	}
+	tx, err := w.hotDB.Begin()
+	if err != nil {
+		log.Printf("[writer] begin tx failed: %v", err)
+		return
+	}
+	stmt, err := tx.Prepare("INSERT INTO btc_ticks (timestamp, price, volume, side) VALUES (?, ?, ?, ?)")
+	if err != nil {
+		log.Printf("[writer] prepare failed: %v", err)
+		tx.Rollback()
+		return
+	}
+	defer stmt.Close()
+
+	for _, t := range batch {
+		if _, err := stmt.Exec(t.Timestamp, t.Price, t.Volume, t.Side); err != nil {
+			log.Printf("[writer] insert failed: %v", err)
+			tx.Rollback()
+			return
+		}
+	}
+	if err := tx.Commit(); err != nil {
+		log.Printf("[writer] commit failed: %v", err)
+		return
+	}
+	log.Printf("[writer] Flushed %d ticks to hot_ticks.db", len(batch))
+}