Initial commit: Gold Trading Simulator with AI-powered analysis

backend/app/api/ohlcv.py

@@ -0,0 +1,115 @@
+from __future__ import annotations
+
+from fastapi import APIRouter, Query, HTTPException
+from typing import List, Dict, Any
+
+from app.services.crypto.binance_rest import fetch_klines as binance_klines
+from app.services.metals.alpha_fx import fetch_fx_intraday, fetch_fx_daily
+from app.utils.cache import TTLCache
+from app.streaming.live_store import live_store
+
+router = APIRouter(prefix="/ohlcv", tags=["OHLCV"])
+
+_cache = TTLCache(default_ttl=60, maxsize=128)
+
+
+def _resample(data: List[Dict[str, Any]], timeframe: str) -> List[Dict[str, Any]]:
+    # data is ascending, 1m or 5m depending on source
+    import math
+    seconds_map = {"1m": 60, "5m": 300, "1h": 3600, "4h": 14400, "1d": 86400}
+    tf_sec = seconds_map.get(timeframe, 60)
+    buckets: Dict[int, Dict[str, Any]] = {}
+    for d in data:
+        b = (d["time"] // tf_sec) * tf_sec
+        cur = buckets.get(b)
+        if cur is None:
+            buckets[b] = {
+                "time": b,
+                "open": d["open"],
+                "high": d["high"],
+                "low": d["low"],
+                "close": d["close"],
+                "volume": d.get("volume", 0.0),
+            }
+        else:
+            cur["high"] = max(cur["high"], d["high"])
+            cur["low"] = min(cur["low"], d["low"])
+            cur["close"] = d["close"]
+            cur["volume"] = cur.get("volume", 0.0) + d.get("volume", 0.0)
+    out = list(buckets.values())
+    out.sort(key=lambda x: x["time"]) 
+    return out
+
+
+def _ttl_for(sym: str, timeframe: str) -> int:
+    # Tune TTL based on timeframe and provider characteristics
+    if sym.startswith("XAU"):
+        # Alpha Vantage free tier ~ 1/min practical cadence
+        if timeframe in ("1m", "5m"): return 60
+        if timeframe in ("1h", "4h"): return 300
+        return 3600
+    else:
+        # Binance updates are frequent; cache briefly
+        if timeframe == "1m": return 10
+        if timeframe in ("5m",): return 20
+        if timeframe in ("1h", "4h"): return 120
+        return 900
+
+
+@router.get("")
+async def get_ohlcv(
+    symbol: str = Query(..., description="e.g., BTCUSDT, ETHUSDT, XAUUSD"),
+    timeframe: str = Query("1m", description="1m,5m,1h,4h,1d"),
+    limit: int = Query(500, ge=10, le=1000),
+) -> List[Dict[str, Any]]:
+    try:
+        sym = symbol.upper().replace("/", "")
+        key = (sym, timeframe)
+        cached = _cache.get(key)
+        if cached is not None:
+            return cached[-limit:]
+
+        if sym.startswith("XAU"):
+            # Prefer live store 1m if available (ingested by alpha_hub)
+            live_1m = live_store.get_history(sym, "1m")
+            if live_1m:
+                if timeframe == "1m":
+                    return live_1m[-limit:]
+                data = _resample(live_1m, timeframe)
+                return data[-limit:]
+            # Fallback to Alpha Vantage REST
+            if timeframe in ("1m", "5m"):
+                base_tf = timeframe
+                data = await fetch_fx_intraday(sym, interval="1min" if timeframe == "1m" else "5min")
+            elif timeframe in ("1h", "4h"):
+                base_tf = "5m"
+                data = await fetch_fx_intraday(sym, interval="5min")
+            else:  # daily
+                base_tf = "1d"
+                data = await fetch_fx_daily(sym)
+            if timeframe != base_tf:
+                data = _resample(data, timeframe)
+            ttl = _ttl_for(sym, timeframe)
+            _cache.set(key, data, ttl=ttl)
+            return data[-limit:]
+        else:
+            # Binance
+            if timeframe not in ("1m", "5m", "1h", "4h", "1d"):
+                raise HTTPException(status_code=400, detail="Unsupported timeframe")
+            # Prefer live store for 1m data if available
+            live_1m = live_store.get_history(sym, "1m")
+            if live_1m:
+                if timeframe == "1m":
+                    return live_1m[-limit:]
+                # Resample from 1m to requested timeframe
+                data = _resample(live_1m, timeframe)
+                return data[-limit:]
+            # Fallback to REST
+            data = await binance_klines(sym, interval=timeframe, limit=1000)
+            ttl = _ttl_for(sym, timeframe)
+            _cache.set(key, data, ttl=ttl)
+            return data[-limit:]
+    except HTTPException:
+        raise
+    except Exception as e:
+        raise HTTPException(status_code=500, detail=str(e))