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119 lines
4.3 KiB
Python
119 lines
4.3 KiB
Python
"""Short Volume Sync: fetch FINRA short volume → short_sale_daily."""
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from __future__ import annotations
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import argparse
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import asyncio
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import datetime as dt
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import uuid
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from sqlalchemy.dialects.postgresql import insert
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from libs.common.config import get_settings
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from libs.common.ids import new_job_run_id
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from libs.common.logging import bind_job_run_id, configure_logging, get_logger
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from libs.db.models import JobRun, ShortSaleDaily, SyncCheckpoint
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from libs.db.session import get_session
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from libs.oracle_client import FinraService, make_oracle_client
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logger = get_logger(__name__)
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async def run_short_volume_sync(run_id: str) -> dict[str, int]:
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settings = get_settings()
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symbols = settings.get_symbols()
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stats = {"seen": 0, "written": 0, "errors": 0}
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async with make_oracle_client() as client:
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svc = FinraService(client)
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async with get_session() as session:
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job = JobRun(
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job_run_id=uuid.UUID(run_id),
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job_name="short_volume_sync",
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source_name="finra",
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run_date=dt.date.today(),
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status="running",
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)
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session.add(job)
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await session.flush()
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for symbol in symbols:
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try:
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response = await svc.get_short_volume(symbol, days=30)
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stats["seen"] += len(response.data)
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rows = []
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for entry in response.data:
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rows.append({
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"ticker_raw": symbol,
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"trade_date": dt.date.fromisoformat(entry.date),
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"short_volume": entry.short_volume,
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"short_exempt_volume": entry.short_exempt_volume,
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"total_volume": entry.total_volume,
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"source_name": "finra",
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"created_at_utc": dt.datetime.now(tz=dt.UTC),
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})
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if rows:
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stmt = (
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insert(ShortSaleDaily)
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.values(rows)
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.on_conflict_do_nothing(
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constraint="uq_short_sale_ticker_date_source"
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)
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)
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await session.execute(stmt)
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stats["written"] += len(rows)
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logger.info("short_volume_synced", symbol=symbol, count=len(rows))
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except Exception as exc:
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logger.error("short_volume_error", symbol=symbol, error=str(exc))
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stats["errors"] += 1
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# Update checkpoint
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cp_stmt = (
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insert(SyncCheckpoint)
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.values(
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domain="finra:short_volume",
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last_sync_at_utc=dt.datetime.now(tz=dt.UTC),
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last_sync_params={"symbols": symbols},
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status="success",
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created_at_utc=dt.datetime.now(tz=dt.UTC),
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updated_at_utc=dt.datetime.now(tz=dt.UTC),
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)
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.on_conflict_do_update(
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constraint="uq_sync_checkpoints_domain",
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set_={
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"last_sync_at_utc": dt.datetime.now(tz=dt.UTC),
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"status": "success" if stats["errors"] == 0 else "partial",
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"updated_at_utc": dt.datetime.now(tz=dt.UTC),
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},
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)
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)
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await session.execute(cp_stmt)
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job.status = "succeeded" if stats["errors"] == 0 else "partial"
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job.finished_at_utc = dt.datetime.now(tz=dt.UTC)
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job.records_seen = stats["seen"]
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job.records_written = stats["written"]
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job.error_count = stats["errors"]
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logger.info("short_volume_sync_done", **stats)
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return stats
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def main() -> None:
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parser = argparse.ArgumentParser(description="Short Volume Sync")
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parser.add_argument("--run-id", default=new_job_run_id())
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args = parser.parse_args()
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settings = get_settings()
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configure_logging(settings.log_level)
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bind_job_run_id(args.run_id)
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asyncio.run(run_short_volume_sync(args.run_id))
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if __name__ == "__main__":
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main()
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