Adriano/Cerbero-Bite
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat(state): dvol_history multi-asset (ETH+BTC) + backfill ETH legacy rows

Browse Source 
Migration 0006 promuove dvol_history da PK=(timestamp) mono-ETH a
PK=(timestamp, asset), rinomina eth_spot -> spot, e backfilla con
asset='ETH' le righe storiche. market_snapshot_cycle ora scrive sia
per ETH che per BTC; monitor_cycle resta ETH-only via WHERE asset='ETH'
nella lookup di return_4h.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-12 13:38:34 +00:00
parent 76d1a4a32d
commit 19695e4730
10 changed files with 111 additions and 33 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/02-architecture.md
+1 -1
View File
@@ -242,7 +242,7 @@ async def run_monitor_cycle(ctx: RuntimeContext, *, now):
dvol = await deribit.latest_dvol(currency="ETH", now=now)
return_4h = await _fetch_return_4h(ctx, now=now) # usa dvol_history o
# fallback get_historical
repo.record_dvol_snapshot(DvolSnapshot(timestamp=now, dvol=dvol, eth_spot=spot))
repo.record_dvol_snapshot(DvolSnapshot(timestamp=now, asset="ETH", dvol=dvol, spot=spot))
for record in repo.list_positions(status="open"):
snapshot = await _build_position_snapshot(...)