feat: Crypto.com-Client und Backfill-Script

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

src/server/market/cryptocom.test.ts

@@ -0,0 +1,21 @@
+import { expect, test } from 'bun:test';
+import { parseCandlestickResponse } from './cryptocom';
+
+test('parst Crypto.com-Candlestick-Response', () => {
+  const json = {
+    result: {
+      data: [
+        { t: 900000, o: '1.0', h: '1.2', l: '0.9', c: '1.1', v: '1000' },
+        { t: 1800000, o: '1.1', h: '1.3', l: '1.0', c: '1.2', v: '500' },
+      ],
+    },
+  };
+  const out = parseCandlestickResponse(json);
+  expect(out).toHaveLength(2);
+  expect(out[0]).toEqual({ ts: 900000, open: 1, high: 1.2, low: 0.9, close: 1.1, volume: 1000 });
+});
+
+test('leere/fehlende Daten → leeres Array', () => {
+  expect(parseCandlestickResponse({})).toEqual([]);
+  expect(parseCandlestickResponse({ result: {} })).toEqual([]);
+});

src/server/market/cryptocom.ts

@@ -0,0 +1,35 @@
+import type { Candle, Pair } from '../types';
+
+const BASE = 'https://api.crypto.com/exchange/v1';
+
+export function parseCandlestickResponse(json: any): Candle[] {
+  const data = json?.result?.data;
+  if (!Array.isArray(data)) return [];
+  return data.map((d: any) => ({
+    ts: Number(d.t),
+    open: Number(d.o),
+    high: Number(d.h),
+    low: Number(d.l),
+    close: Number(d.c),
+    volume: Number(d.v),
+  }));
+}
+
+export async function fetchCandles(pair: Pair, timeframe: string, count: number, endTs?: number): Promise<Candle[]> {
+  const url = new URL(`${BASE}/public/get-candlestick`);
+  url.searchParams.set('instrument_name', pair);
+  url.searchParams.set('timeframe', timeframe);
+  url.searchParams.set('count', String(count));
+  if (endTs !== undefined) url.searchParams.set('end_ts', String(endTs));
+
+  for (let attempt = 1; ; attempt++) {
+    try {
+      const res = await fetch(url);
+      if (!res.ok) throw new Error(`HTTP ${res.status} für ${pair}`);
+      return parseCandlestickResponse(await res.json());
+    } catch (err) {
+      if (attempt >= 3) throw err;
+      await Bun.sleep(1000 * 2 ** (attempt - 1));
+    }
+  }
+}

src/server/scripts/backfill.ts

@@ -0,0 +1,34 @@
+import { PAIRS } from '../types';
+import { fetchCandles } from '../market/cryptocom';
+import { insertCandles, getCoverage } from '../market/candle-store';
+import { sql } from '../db/client';
+
+const M15 = 15 * 60 * 1000;
+const TARGET_MONTHS = 14;
+const since = Date.now() - TARGET_MONTHS * 30 * 24 * 60 * 60 * 1000;
+
+for (const pair of PAIRS) {
+  let endTs: number | undefined = undefined;
+  let total = 0;
+  for (;;) {
+    const batch = await fetchCandles(pair, '15m', 300, endTs);
+    if (batch.length === 0) break;
+
+    // Sanity: 15-min-Raster
+    for (const c of batch) {
+      if (c.ts % M15 !== 0) throw new Error(`${pair}: Timestamp ${c.ts} nicht im 15m-Raster — Konvention prüfen!`);
+    }
+    // Noch laufende Candle verwerfen
+    const closed = batch.filter((c) => c.ts + M15 <= Date.now());
+    await insertCandles(pair, closed);
+    total += closed.length;
+
+    const oldest = Math.min(...batch.map((c) => c.ts));
+    if (oldest <= since) break;
+    endTs = oldest - 1;
+    await Bun.sleep(200); // Rate-Limit-Schonung
+  }
+  const cov = await getCoverage(pair);
+  console.log(`${pair}: +${total} Candles, Coverage ${cov.from?.toISOString()} → ${cov.to?.toISOString()} (${cov.count})`);
+}
+await sql.end();