IBKRTrader/Core/IBKR/IBKRMarketDataRepository.cs

using Dapper;
using IBKRTrader.Core.Database;
using IBKRTrader.Core.Logging;

namespace IBKRTrader.Core.IBKR;

/// <summary>
/// Datenzugriffsschicht für die core_ibkr_xxx-Tabellen.
/// Alle IBKR-Marktdaten-Operationen laufen über diese Klasse.
/// </summary>
public class IBKRMarketDataRepository
{
    private readonly DatabaseService _db;
    private readonly LoggingService  _logger;

    public IBKRMarketDataRepository(DatabaseService db, LoggingService logger)
    {
        _db     = db;
        _logger = logger;
    }

    // ─── Instruments ─────────────────────────────────────────────────────────

    /// <summary>
    /// Legt ein neues Instrument an oder aktualisiert ein bestehendes (UPSERT via conid).
    /// Gibt die Instrument-ID zurück.
    /// </summary>
    public async Task<long> UpsertInstrumentAsync(IBKRInstrument instr)
    {
        const string sql = @"
            INSERT INTO `core_ibkr_instruments`
                (`ibkr_conid`, `symbol`, `sec_type`, `exchange`, `primary_exchange`,
                 `currency`, `company_name`, `isin`, `sector`, `industry`,
                 `description`, `active`, `last_fetched`)
            VALUES
                (@IbkrConid, @Symbol, @SecType, @Exchange, @PrimaryExchange,
                 @Currency, @CompanyName, @Isin, @Sector, @Industry,
                 @Description, @Active, @LastFetched)
            ON DUPLICATE KEY UPDATE
                `symbol`           = VALUES(`symbol`),
                `sec_type`         = VALUES(`sec_type`),
                `exchange`         = VALUES(`exchange`),
                `primary_exchange` = VALUES(`primary_exchange`),
                `currency`         = VALUES(`currency`),
                `company_name`     = VALUES(`company_name`),
                `isin`             = VALUES(`isin`),
                `sector`           = VALUES(`sector`),
                `industry`         = VALUES(`industry`),
                `description`      = VALUES(`description`),
                `last_fetched`     = VALUES(`last_fetched`);
            SELECT `id` FROM `core_ibkr_instruments` WHERE `ibkr_conid` = @IbkrConid;";

        await using var conn = _db.CreateConnection();
        return await conn.ExecuteScalarAsync<long>(sql, instr);
    }

    /// <summary>Gibt alle aktiven Instrumente zurück.</summary>
    public Task<IEnumerable<IBKRInstrument>> GetAllActiveInstrumentsAsync()
        => _db.QueryAsync<IBKRInstrument>(
            "SELECT * FROM `core_ibkr_instruments` WHERE `active` = 1 ORDER BY `symbol`");

    /// <summary>Findet ein Instrument anhand seiner IBKR ConID.</summary>
    public Task<IBKRInstrument?> GetInstrumentByConidAsync(long conid)
        => _db.QueryFirstOrDefaultAsync<IBKRInstrument>(
            "SELECT * FROM `core_ibkr_instruments` WHERE `ibkr_conid` = @conid",
            new { conid });

    /// <summary>Gibt die Anzahl aktiver Instrumente zurück.</summary>
    public Task<int> GetActiveInstrumentCountAsync()
        => _db.ExecuteScalarAsync<int>(
            "SELECT COUNT(*) FROM `core_ibkr_instruments` WHERE `active` = 1");

    // ─── Market Data ─────────────────────────────────────────────────────────

    /// <summary>
    /// Fügt Marktdaten-Balken via UPSERT ein (ON DUPLICATE KEY UPDATE).
    /// </summary>
    public async Task UpsertMarketDataBatchAsync(IEnumerable<IBKRMarketBar> bars)
    {
        const string sql = @"
            INSERT INTO `core_ibkr_market_data`
                (`instrument_id`, `bar_size`, `timestamp`,
                 `open`, `high`, `low`, `close`, `volume`, `wap`, `bar_count`)
            VALUES
                (@InstrumentId, @BarSize, @Timestamp,
                 @Open, @High, @Low, @Close, @Volume, @Wap, @BarCount)
            ON DUPLICATE KEY UPDATE
                `open`      = VALUES(`open`),
                `high`      = VALUES(`high`),
                `low`       = VALUES(`low`),
                `close`     = VALUES(`close`),
                `volume`    = VALUES(`volume`),
                `wap`       = VALUES(`wap`),
                `bar_count` = VALUES(`bar_count`)";

        await using var conn = _db.CreateConnection();
        await conn.OpenAsync();
        await conn.ExecuteAsync(sql, bars);
    }

    /// <summary>Gibt den neuesten Timestamp für ein Instrument zurück.</summary>
    public Task<DateTime?> GetLatestBarTimestampAsync(long instrumentId, string barSize = "daily")
        => _db.QueryFirstOrDefaultAsync<DateTime?>(
            @"SELECT MAX(`timestamp`) FROM `core_ibkr_market_data`
              WHERE `instrument_id` = @instrumentId AND `bar_size` = @barSize",
            new { instrumentId, barSize });

    /// <summary>Gibt die Anzahl Bars für ein Instrument zurück.</summary>
    public Task<int> GetBarCountAsync(long instrumentId, string barSize = "daily")
        => _db.ExecuteScalarAsync<int>(
            @"SELECT COUNT(*) FROM `core_ibkr_market_data`
              WHERE `instrument_id` = @instrumentId AND `bar_size` = @barSize",
            new { instrumentId, barSize });

    // ─── External Identifiers ────────────────────────────────────────────────

    /// <summary>
    /// Erstellt oder ignoriert ein External-Identifier-Mapping (IGNORE bei Duplikat).
    /// </summary>
    public Task UpsertExternalIdentifierAsync(long instrumentId, string source, string ticker)
        => _db.ExecuteAsync(@"
            INSERT IGNORE INTO `core_ibkr_external_identifiers`
                (`instrument_id`, `source`, `ticker`)
            VALUES (@instrumentId, @source, @ticker)",
            new { instrumentId, source, ticker });

    /// <summary>
    /// Findet ein Instrument anhand eines externen Tickers (z.B. aus ct_trade).
    /// </summary>
    public Task<IBKRInstrument?> FindInstrumentByExternalTickerAsync(string source, string ticker)
        => _db.QueryFirstOrDefaultAsync<IBKRInstrument>(@"
            SELECT i.* FROM `core_ibkr_instruments` i
            INNER JOIN `core_ibkr_external_identifiers` e ON e.`instrument_id` = i.`id`
            WHERE e.`source` = @source AND e.`ticker` = @ticker
            LIMIT 1",
            new { source, ticker });

    /// <summary>
    /// Findet alle einzigartigen Ticker aus ct_trade, die noch kein IBKR-Mapping haben.
    /// </summary>
    public Task<IEnumerable<string>> GetUnmappedTickersFromCongressTradesAsync()
        => _db.QueryAsync<string>(@"
            SELECT DISTINCT t.`ticker`
            FROM `ct_trade` t
            WHERE t.`ticker` IS NOT NULL
              AND t.`ticker` != ''
              AND NOT EXISTS (
                  SELECT 1 FROM `core_ibkr_external_identifiers` e
                  WHERE e.`source` = 'capitoltrades' AND e.`ticker` = t.`ticker`
              )
            ORDER BY t.`ticker`");
}