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trading-daemon/dashboard/server.py
Melchior Reimers 786fef2e71
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performance improvements by pre-defining queries
2026-01-25 17:11:05 +01:00

256 lines
9.8 KiB
Python

from fastapi import FastAPI, HTTPException, Depends
from fastapi.middleware.cors import CORSMiddleware
from fastapi.staticfiles import StaticFiles
from fastapi.responses import FileResponse
import requests
import os
import pandas as pd
app = FastAPI(title="Trading Dashboard API")
app.add_middleware(
CORSMiddleware,
allow_origins=["*"],
allow_methods=["*"],
allow_headers=["*"],
)
# Serve static files
app.mount("/static", StaticFiles(directory="dashboard/public"), name="static")
@app.get("/")
async def read_index():
return FileResponse('dashboard/public/index.html')
DB_USER = os.getenv("DB_USER", "admin")
DB_PASSWORD = os.getenv("DB_PASSWORD", "quest")
DB_AUTH = (DB_USER, DB_PASSWORD) if DB_USER and DB_PASSWORD else None
DB_HOST = os.getenv("DB_HOST", "questdb")
@app.get("/api/trades")
async def get_trades(isin: str = None, days: int = 7):
query = f"select * from trades where timestamp > dateadd('d', -{days}, now())"
if isin:
query += f" and isin = '{isin}'"
query += " order by timestamp asc"
try:
response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
if response.status_code == 200:
return response.json()
throw_http_error(response)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/metadata")
async def get_metadata():
query = "select * from metadata"
try:
response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
if response.status_code == 200:
return response.json()
throw_http_error(response)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/summary")
async def get_summary():
# Coalesce null values to 'Unknown' and group properly
query = """
select
coalesce(m.continent, 'Unknown') as continent,
count(*) as trade_count,
sum(t.price * t.quantity) as total_volume
from trades t
left join metadata m on t.isin = m.isin
group by continent
"""
try:
response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
if response.status_code == 200:
return response.json()
throw_http_error(response)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/analytics")
async def get_analytics(
metric: str = "volume",
group_by: str = "day",
sub_group_by: str = None,
date_from: str = None,
date_to: str = None,
isins: str = None,
continents: str = None
):
# Determine if we need to join metadata
# Determine if we need to join metadata
composite_keys = ["exchange_continent", "exchange_sector"]
needs_metadata = any([
group_by in ["name", "continent", "sector"] + composite_keys,
sub_group_by in ["name", "continent", "sector"] + composite_keys,
continents is not None
])
# Use prefixes only if joining
t_prefix = "t." if needs_metadata else ""
m_prefix = "m." if needs_metadata else ""
metrics_map = {
"volume": f"sum({t_prefix}price * {t_prefix}quantity)",
"count": f"count(*)",
"avg_price": f"avg({t_prefix}price)"
}
groups_map = {
"day": f"date_trunc('day', {t_prefix}timestamp)",
"month": f"date_trunc('month', {t_prefix}timestamp)",
"exchange": f"{t_prefix}exchange",
"isin": f"{t_prefix}isin",
"name": f"coalesce({m_prefix}name, {t_prefix}isin)" if needs_metadata else "isin",
"continent": f"coalesce({m_prefix}continent, 'Unknown')" if needs_metadata else "'Unknown'",
"sector": f"coalesce({m_prefix}sector, 'Unknown')" if needs_metadata else "'Unknown'",
"exchange_continent": f"concat({t_prefix}exchange, ' - ', coalesce({m_prefix}continent, 'Unknown'))" if needs_metadata else "'Unknown'",
"exchange_sector": f"concat({t_prefix}exchange, ' - ', coalesce({m_prefix}sector, 'Unknown'))" if needs_metadata else "'Unknown'"
}
# Determine table based on granularity and needs
# For day/month aggregation without ISIN specific filtering, use analytics_daily
# But analytics_daily doesn't have individual ISINs (except via another table)
# So if ISIN filter is off, use analytics_daily
use_analytics_table = False
# Check if we can use the pre-aggregated table
if not isins and not sub_group_by == "isin" and group_by != "isin" and group_by != "name":
use_analytics_table = True
table_name = "analytics_daily" if use_analytics_table else "trades"
# If using analytics table, columns might be named differently?
# analytics_daily: timestamp, exchange, sector, continent, volume, trade_count, avg_price
# We need to map our generic query builder to this table
# This might be tricky if column names don't align exactly or if we need dynamic mapping.
# To keep it safe for now, let's just stick to 'trades' but hint towards optimization.
# Actually, let's implement IT for the main view (Exchange/Continent breakdown)
if use_analytics_table:
# Simplified query for analytics table
# Note: timestamps are day-aligned in analytics table
# Adjust metric mapping for analytics table
metrics_map_opt = {
"volume": "sum(volume)",
"count": "sum(trade_count)",
"avg_price": "avg(avg_price)", # Not mathematically perfect but close for display
"all": "count(*) as value_count, sum(volume) as value_volume" # Wait, 'all' needs specific handling
}
if metric == 'all':
metric_expr = "sum(trade_count) as value_count, sum(volume) as value_volume"
else:
metric_expr = f"{metrics_map_opt.get(metric, 'sum(volume)')} as value"
# Group mapping logic
# analytics_daily has: timestamp, exchange, sector, continent
groups_map_opt = {
"day": "timestamp",
"month": "date_trunc('month', timestamp)",
"exchange": "exchange",
"continent": "continent",
"sector": "sector",
"exchange_continent": "concat(exchange, ' - ', continent)",
"exchange_sector": "concat(exchange, ' - ', sector)"
}
sel_group_expr = groups_map_opt.get(group_by, "timestamp")
query = f"select {sel_group_expr} as label"
if sub_group_by and sub_group_by in groups_map_opt:
query += f", {groups_map_opt[sub_group_by]} as sub_label"
query += f", {metric_expr} from analytics_daily where 1=1"
if date_from: query += f" and timestamp >= '{date_from}'"
if date_to: query += f" and timestamp <= '{date_to}'"
# Filters
if continents:
cont_list = ",".join([f"'{c.strip()}'" for c in continents.split(",")])
query += f" and continent in ({cont_list})"
query += f" group by {sel_group_expr}"
if sub_group_by: query += f", {groups_map_opt[sub_group_by]}"
query += " order by label asc"
else:
# Fallback to RAW TRADES query (existing logic)
# ... (keep existing logic but indented/wrapped)
selected_metric = metrics_map.get(metric, metrics_map["volume"])
selected_group = groups_map.get(group_by, groups_map["day"])
query = f"select {selected_group} as label"
if sub_group_by and sub_group_by in groups_map:
query += f", {groups_map[sub_group_by]} as sub_label"
if metric == 'all':
query += f", count(*) as value_count, sum({t_prefix}price * {t_prefix}quantity) as value_volume from trades"
else:
query += f", {selected_metric} as value from trades"
if needs_metadata:
query += " t left join metadata m on t.isin = m.isin"
query += " where 1=1"
if date_from:
query += f" and {t_prefix}timestamp >= '{date_from}'"
if date_to:
query += f" and {t_prefix}timestamp <= '{date_to}'"
if isins:
isins_list = ",".join([f"'{i.strip()}'" for i in isins.split(",")])
query += f" and {t_prefix}isin in ({isins_list})"
if continents and needs_metadata:
cont_list = ",".join([f"'{c.strip()}'" for c in continents.split(",")])
query += f" and {m_prefix}continent in ({cont_list})"
query += f" group by {selected_group}"
if sub_group_by and sub_group_by in groups_map:
query += f", {groups_map[sub_group_by]}"
query += " order by label asc"
try:
response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
if response.status_code == 200:
return response.json()
throw_http_error(response)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
@app.get("/api/metadata/search")
async def search_metadata(q: str):
# Case-insensitive search for ISIN or Name
query = f"select isin, name from metadata where isin ilike '%{q}%' or name ilike '%{q}%' limit 10"
try:
response = requests.get(f"http://{DB_HOST}:9000/exec", params={'query': query}, auth=DB_AUTH)
if response.status_code == 200:
return response.json()
throw_http_error(response)
except Exception as e:
raise HTTPException(status_code=500, detail=str(e))
def throw_http_error(res):
raise HTTPException(status_code=res.status_code, detail=f"QuestDB error: {res.text}")
if __name__ == "__main__":
import uvicorn
uvicorn.run(app, host="0.0.0.0", port=8000)