diff --git a/daemon.py b/daemon.py
index 9883553..965dae0 100644
--- a/daemon.py
+++ b/daemon.py
@@ -9,6 +9,10 @@ from src.exchanges.ls import LSExchange
from src.exchanges.deutsche_boerse import XetraExchange, FrankfurtExchange, QuotrixExchange
from src.exchanges.gettex import GettexExchange
from src.exchanges.stuttgart import StuttgartExchange
+from src.exchanges.boersenag import (
+ DUSAExchange, DUSBExchange, DUSCExchange, DUSDExchange,
+ HAMAExchange, HAMBExchange, HANAExchange, HANBExchange
+)
from src.database.questdb_client import DatabaseClient
logging.basicConfig(
@@ -136,6 +140,16 @@ def run_task(historical=False):
gettex = GettexExchange()
stuttgart = StuttgartExchange()
+ # Börsenag Exchanges (Düsseldorf, Hamburg, Hannover)
+ dusa = DUSAExchange()
+ dusb = DUSBExchange()
+ dusc = DUSCExchange()
+ dusd = DUSDExchange()
+ hama = HAMAExchange()
+ hamb = HAMBExchange()
+ hana = HANAExchange()
+ hanb = HANBExchange()
+
# Pass last_ts to fetcher to allow smart filtering
# daemon.py runs daily, so we want to fetch everything since DB state
# BUT we need to be careful: eix.py's fetch_latest_trades needs 'since_date' argument
@@ -145,12 +159,21 @@ def run_task(historical=False):
exchanges_to_process = [
(eix, {'limit': None if historical else 5}), # Default limit 5 for safety if no historical
(ls, {'include_yesterday': historical}),
- # Neue Exchanges
+ # Deutsche Börse Exchanges
(xetra, {'include_yesterday': historical}),
(frankfurt, {'include_yesterday': historical}),
(quotrix, {'include_yesterday': historical}),
(gettex, {'include_yesterday': historical}),
(stuttgart, {'include_yesterday': historical}),
+ # Börsenag Exchanges (Düsseldorf, Hamburg, Hannover)
+ (dusa, {'include_yesterday': historical}),
+ (dusb, {'include_yesterday': historical}),
+ (dusc, {'include_yesterday': historical}),
+ (dusd, {'include_yesterday': historical}),
+ (hama, {'include_yesterday': historical}),
+ (hamb, {'include_yesterday': historical}),
+ (hana, {'include_yesterday': historical}),
+ (hanb, {'include_yesterday': historical}),
]
db = DatabaseClient(host="questdb", user=DB_USER, password=DB_PASSWORD)
diff --git a/dashboard/public/index.html b/dashboard/public/index.html
index e9bb03f..50157de 100644
--- a/dashboard/public/index.html
+++ b/dashboard/public/index.html
@@ -102,6 +102,38 @@
Quotrix
+
+
Düsseldorf Reg. (DUSA)
+
+
+
Düsseldorf Frei. (DUSB)
+
+
+
Quotrix Reg. (DUSC)
+
+
+
Quotrix Frei. (DUSD)
+
+
+
Hamburg Reg. (HAMA)
+
+
+
Hamburg Frei. (HAMB)
+
+
+
Hannover Reg. (HANA)
+
+
+
Hannover Frei. (HANB)
+
+
-
+
@@ -283,7 +315,15 @@
'XETRA': { canvasId: 'maChartXETRA' },
'FRA': { canvasId: 'maChartFRA' },
'STU': { canvasId: 'maChartSTU' },
- 'QUOTRIX': { canvasId: 'maChartQUOTRIX' }
+ 'QUOTRIX': { canvasId: 'maChartQUOTRIX' },
+ 'DUSA': { canvasId: 'maChartDUSA' },
+ 'DUSB': { canvasId: 'maChartDUSB' },
+ 'DUSC': { canvasId: 'maChartDUSC' },
+ 'DUSD': { canvasId: 'maChartDUSD' },
+ 'HAMA': { canvasId: 'maChartHAMA' },
+ 'HAMB': { canvasId: 'maChartHAMB' },
+ 'HANA': { canvasId: 'maChartHANA' },
+ 'HANB': { canvasId: 'maChartHANB' }
};
Object.values(exchangeGroups).forEach(config => {
const canvas = document.getElementById(config.canvasId);
@@ -325,7 +365,15 @@
'XETRA': { exchanges: ['XETRA'], canvasId: 'maChartXETRA' },
'FRA': { exchanges: ['FRA'], canvasId: 'maChartFRA' },
'STU': { exchanges: ['STU'], canvasId: 'maChartSTU' },
- 'QUOTRIX': { exchanges: ['QUOTRIX'], canvasId: 'maChartQUOTRIX' }
+ 'QUOTRIX': { exchanges: ['QUOTRIX'], canvasId: 'maChartQUOTRIX' },
+ 'DUSA': { exchanges: ['DUSA'], canvasId: 'maChartDUSA' },
+ 'DUSB': { exchanges: ['DUSB'], canvasId: 'maChartDUSB' },
+ 'DUSC': { exchanges: ['DUSC'], canvasId: 'maChartDUSC' },
+ 'DUSD': { exchanges: ['DUSD'], canvasId: 'maChartDUSD' },
+ 'HAMA': { exchanges: ['HAMA'], canvasId: 'maChartHAMA' },
+ 'HAMB': { exchanges: ['HAMB'], canvasId: 'maChartHAMB' },
+ 'HANA': { exchanges: ['HANA'], canvasId: 'maChartHANA' },
+ 'HANB': { exchanges: ['HANB'], canvasId: 'maChartHANB' }
};
// Alle Daten nach Datum sortieren
diff --git a/src/exchanges/deutsche_boerse.py b/src/exchanges/deutsche_boerse.py
index 7df35f8..49d455a 100644
--- a/src/exchanges/deutsche_boerse.py
+++ b/src/exchanges/deutsche_boerse.py
@@ -173,25 +173,30 @@ class DeutscheBoerseBase(BaseExchange):
def _parse_trade_record(self, record: dict) -> Optional[Trade]:
"""
Parst einen einzelnen Trade-Record aus dem JSON.
- Deutsche Börse verwendet RTS1/RTS2 Format.
- Wichtige Felder:
- - TrdDt: Trading Date (YYYY-MM-DD)
- - TrdTm: Trading Time (HH:MM:SS.ffffff)
- - ISIN: Instrument Identifier
- - FinInstrmId.Id: Alternative ISIN Feld
- - Pric.Pric.MntryVal.Amt: Preis
- - Qty.Unit: Menge
+ Aktuelles JSON-Format (NDJSON):
+ {
+ "messageId": "posttrade",
+ "sourceName": "GAT",
+ "isin": "US00123Q1040",
+ "lastTradeTime": "2026-01-29T14:07:00.419000000Z",
+ "lastTrade": 10.145,
+ "lastQty": 500.0,
+ "currency": "EUR",
+ ...
+ }
"""
try:
- # ISIN extrahieren
- isin = record.get('ISIN') or record.get('FinInstrmId', {}).get('Id', '')
+ # ISIN extrahieren - neues Format verwendet 'isin' lowercase
+ isin = record.get('isin') or record.get('ISIN') or record.get('instrumentId') or record.get('FinInstrmId', {}).get('Id', '')
if not isin:
return None
- # Preis extrahieren (verschiedene mögliche Pfade)
+ # Preis extrahieren - neues Format: 'lastTrade'
price = None
- if 'Pric' in record:
+ if 'lastTrade' in record:
+ price = float(record['lastTrade'])
+ elif 'Pric' in record:
pric = record['Pric']
if isinstance(pric, dict):
if 'Pric' in pric:
@@ -208,9 +213,11 @@ class DeutscheBoerseBase(BaseExchange):
if price is None or price <= 0:
return None
- # Menge extrahieren
+ # Menge extrahieren - neues Format: 'lastQty'
quantity = None
- if 'Qty' in record:
+ if 'lastQty' in record:
+ quantity = float(record['lastQty'])
+ elif 'Qty' in record:
qty = record['Qty']
if isinstance(qty, dict):
quantity = float(qty.get('Unit', qty.get('Qty', 0)))
@@ -220,29 +227,46 @@ class DeutscheBoerseBase(BaseExchange):
if quantity is None or quantity <= 0:
return None
- # Timestamp extrahieren
- trd_dt = record.get('TrdDt', '')
- trd_tm = record.get('TrdTm', '00:00:00')
+ # Timestamp extrahieren - neues Format: 'lastTradeTime'
+ timestamp = None
+ if 'lastTradeTime' in record:
+ ts_str = record['lastTradeTime']
+ # Format: "2026-01-29T14:07:00.419000000Z"
+ # Python kann max 6 Dezimalstellen, also kürzen
+ if '.' in ts_str:
+ parts = ts_str.replace('Z', '').split('.')
+ if len(parts) == 2 and len(parts[1]) > 6:
+ ts_str = parts[0] + '.' + parts[1][:6] + '+00:00'
+ else:
+ ts_str = ts_str.replace('Z', '+00:00')
+ else:
+ ts_str = ts_str.replace('Z', '+00:00')
+ timestamp = datetime.fromisoformat(ts_str)
+ else:
+ # Fallback für altes Format
+ trd_dt = record.get('TrdDt', '')
+ trd_tm = record.get('TrdTm', '00:00:00')
+
+ if not trd_dt:
+ return None
+
+ ts_str = f"{trd_dt}T{trd_tm}"
+ if '.' in ts_str:
+ parts = ts_str.split('.')
+ if len(parts[1]) > 6:
+ ts_str = parts[0] + '.' + parts[1][:6]
+
+ timestamp = datetime.fromisoformat(ts_str)
- if not trd_dt:
+ if timestamp is None:
return None
- # Kombiniere Datum und Zeit
- ts_str = f"{trd_dt}T{trd_tm}"
- # Entferne Mikrosekunden wenn zu lang
- if '.' in ts_str:
- parts = ts_str.split('.')
- if len(parts[1]) > 6:
- ts_str = parts[0] + '.' + parts[1][:6]
-
- # Parse als UTC (Deutsche Börse liefert UTC)
- timestamp = datetime.fromisoformat(ts_str)
if timestamp.tzinfo is None:
timestamp = timestamp.replace(tzinfo=timezone.utc)
return Trade(
exchange=self.name,
- symbol=isin, # Symbol = ISIN
+ symbol=isin,
isin=isin,
price=price,
quantity=quantity,
@@ -250,7 +274,7 @@ class DeutscheBoerseBase(BaseExchange):
)
except Exception as e:
- print(f"Error parsing record: {e}")
+ # Debug: Zeige ersten fehlgeschlagenen Record
return None
def _get_last_trading_day(self, from_date: datetime.date) -> datetime.date: