trading-platform/docs/01-arquitectura/INTEGRACION-API-MASSIVE.md

id	title	type	project	version	updated_date
INTEGRACION-API-MASSIVE	Integracion API Massive - Pipeline de Datos	Documentation	trading-platform	1.0.0	2026-01-04

Integracion API Massive - Pipeline de Datos

Version: 1.0.0 Fecha: 2025-12-08 Modulo: Data Services Autor: Trading Strategist - Trading Platform

---

Tabla de Contenidos

1. Vision General
2. API Massive Overview
3. Arquitectura de Datos
4. Pipeline de Ingesta
5. Gap Detection y Filling
6. Sincronizacion con MT4
7. API Endpoints
8. Implementacion
9. Scheduling

---

Vision General

Objetivo

Implementar un pipeline de datos robusto que:

1. Descargue datos historicos desde API Massive
2. Actualice datos de forma incremental
3. Detecte y rellene gaps en los datos
4. Sincronice con precios de brokers MT4
5. Mantenga calidad de datos para ML

Simbolos Soportados

Simbolo	Descripcion	Datos Disponibles
XAUUSD	Oro vs USD	10+ anos
EURUSD	Euro vs USD	10+ anos
GBPUSD	Libra vs USD	10+ anos
USDJPY	USD vs Yen	10+ anos

Timeframes

Timeframe	Codigo	Barras/Dia
1 minuto	M1	1,440
5 minutos	M5	288
15 minutos	M15	96
1 hora	H1	24
4 horas	H4	6
Diario	D1	1

---

API Massive Overview

Autenticacion

# API Massive uses API key authentication
headers = {
    "Authorization": f"Bearer {API_MASSIVE_KEY}",
    "Content-Type": "application/json"
}

Endpoints Principales

Endpoint	Metodo	Descripcion
/api/v1/symbols	GET	Lista simbolos disponibles
/api/v1/candles/{symbol}	GET	Obtiene datos OHLCV
/api/v1/candles/batch	POST	Descarga batch de datos
/api/v1/tick/{symbol}	GET	Datos tick-by-tick

Rate Limits

Plan	Requests/min	Candles/request	Max Historical
Free	10	1,000	1 year
Basic	60	5,000	5 years
Pro	300	50,000	Unlimited

---

Arquitectura de Datos

Diagrama de Flujo

┌─────────────────────────────────────────────────────────────────────────────┐
│                        DATA PIPELINE ARCHITECTURE                            │
├─────────────────────────────────────────────────────────────────────────────┤
│                                                                              │
│  ┌─────────────────────────────────────────────────────────────────────┐   │
│  │                        DATA SOURCES                                  │   │
│  │                                                                      │   │
│  │  ┌──────────────┐  ┌──────────────┐  ┌──────────────┐              │   │
│  │  │  API Massive │  │  MetaTrader4 │  │   Backup     │              │   │
│  │  │  (Historical)│  │   (Live)     │  │   (S3)       │              │   │
│  │  └──────┬───────┘  └──────┬───────┘  └──────┬───────┘              │   │
│  │         │                 │                 │                       │   │
│  └─────────┼─────────────────┼─────────────────┼───────────────────────┘   │
│            │                 │                 │                            │
│            └────────────────┬┴─────────────────┘                            │
│                             │                                               │
│                             ▼                                               │
│  ┌─────────────────────────────────────────────────────────────────────┐   │
│  │                      DATA PROCESSOR                                  │   │
│  │                                                                      │   │
│  │  ┌───────────────┐  ┌───────────────┐  ┌───────────────┐           │   │
│  │  │  Fetcher      │  │   Validator   │  │  Normalizer   │           │   │
│  │  │               │  │               │  │               │           │   │
│  │  │  - Download   │─▶│  - Schema     │─▶│  - Timezone   │           │   │
│  │  │  - Retry      │  │  - Range      │  │  - Decimals   │           │   │
│  │  │  - Rate limit │  │  - Outliers   │  │  - Format     │           │   │
│  │  └───────────────┘  └───────────────┘  └───────┬───────┘           │   │
│  │                                                 │                   │   │
│  │                                                 ▼                   │   │
│  │  ┌───────────────────────────────────────────────────────────────┐ │   │
│  │  │                     GAP HANDLER                               │ │   │
│  │  │                                                               │ │   │
│  │  │  ┌─────────────┐  ┌─────────────┐  ┌─────────────┐           │ │   │
│  │  │  │  Detector   │─▶│   Filler    │─▶│   Merger    │           │ │   │
│  │  │  └─────────────┘  └─────────────┘  └─────────────┘           │ │   │
│  │  │                                                               │ │   │
│  │  └───────────────────────────────────────────────────────────────┘ │   │
│  │                                                 │                   │   │
│  └─────────────────────────────────────────────────┼───────────────────┘   │
│                                                    │                       │
│                                                    ▼                       │
│  ┌─────────────────────────────────────────────────────────────────────┐   │
│  │                         STORAGE                                      │   │
│  │                                                                      │   │
│  │  ┌────────────────────────────────────────────────────────────────┐ │   │
│  │  │                      PostgreSQL                                │ │   │
│  │  │                                                                │ │   │
│  │  │  Tables:                                                       │ │   │
│  │  │  - market_data (partitioned by symbol, month)                  │ │   │
│  │  │  - data_gaps (tracking gaps)                                   │ │   │
│  │  │  - sync_status (last sync per symbol)                          │ │   │
│  │  │                                                                │ │   │
│  │  │  Indices:                                                      │ │   │
│  │  │  - (symbol, timeframe, timestamp) - unique                     │ │   │
│  │  │  - (symbol, timestamp) - for range queries                     │ │   │
│  │  │                                                                │ │   │
│  │  └────────────────────────────────────────────────────────────────┘ │   │
│  │                                                                      │   │
│  └──────────────────────────────────────────────────────────────────────┘   │
│                                                                              │
└─────────────────────────────────────────────────────────────────────────────┘

Schema de Base de Datos

-- Market data table (partitioned)
CREATE TABLE market_data (
    id BIGSERIAL,
    symbol VARCHAR(20) NOT NULL,
    timeframe VARCHAR(5) NOT NULL,
    timestamp TIMESTAMPTZ NOT NULL,
    open DECIMAL(18, 8) NOT NULL,
    high DECIMAL(18, 8) NOT NULL,
    low DECIMAL(18, 8) NOT NULL,
    close DECIMAL(18, 8) NOT NULL,
    volume DECIMAL(18, 8),
    source VARCHAR(20) DEFAULT 'api_massive',
    created_at TIMESTAMPTZ DEFAULT NOW(),

    PRIMARY KEY (symbol, timeframe, timestamp)
) PARTITION BY LIST (symbol);

-- Create partitions per symbol
CREATE TABLE market_data_xauusd PARTITION OF market_data FOR VALUES IN ('XAUUSD');
CREATE TABLE market_data_eurusd PARTITION OF market_data FOR VALUES IN ('EURUSD');
CREATE TABLE market_data_gbpusd PARTITION OF market_data FOR VALUES IN ('GBPUSD');
CREATE TABLE market_data_usdjpy PARTITION OF market_data FOR VALUES IN ('USDJPY');

-- Index for time range queries
CREATE INDEX idx_market_data_symbol_time ON market_data (symbol, timestamp DESC);

-- Sync status table
CREATE TABLE sync_status (
    id SERIAL PRIMARY KEY,
    symbol VARCHAR(20) NOT NULL,
    timeframe VARCHAR(5) NOT NULL,
    last_sync_time TIMESTAMPTZ,
    last_candle_time TIMESTAMPTZ,
    total_candles BIGINT DEFAULT 0,
    status VARCHAR(20) DEFAULT 'pending',
    updated_at TIMESTAMPTZ DEFAULT NOW(),

    UNIQUE(symbol, timeframe)
);

-- Data gaps tracking
CREATE TABLE data_gaps (
    id SERIAL PRIMARY KEY,
    symbol VARCHAR(20) NOT NULL,
    timeframe VARCHAR(5) NOT NULL,
    gap_start TIMESTAMPTZ NOT NULL,
    gap_end TIMESTAMPTZ NOT NULL,
    candles_missing INT,
    status VARCHAR(20) DEFAULT 'detected',  -- detected, filling, filled, unfillable
    created_at TIMESTAMPTZ DEFAULT NOW(),
    filled_at TIMESTAMPTZ,

    UNIQUE(symbol, timeframe, gap_start)
);

---

Pipeline de Ingesta

API Massive Client

# services/api_massive_client.py

import httpx
import asyncio
from typing import List, Dict, Optional
from datetime import datetime, timedelta
from dataclasses import dataclass

@dataclass
class Candle:
    timestamp: datetime
    open: float
    high: float
    low: float
    close: float
    volume: float

class APIMassiveClient:
    """
    Cliente para API Massive
    """

    def __init__(self, config: Dict):
        self.base_url = config['base_url']
        self.api_key = config['api_key']
        self.rate_limit = config.get('rate_limit', 60)  # requests/min
        self.batch_size = config.get('batch_size', 5000)

        self._request_count = 0
        self._last_reset = datetime.now()

    async def get_candles(
        self,
        symbol: str,
        timeframe: str,
        start: datetime,
        end: datetime
    ) -> List[Candle]:
        """
        Obtiene candles para un rango de tiempo

        Args:
            symbol: Par de trading (XAUUSD, etc.)
            timeframe: Timeframe (M5, H1, etc.)
            start: Fecha de inicio
            end: Fecha de fin

        Returns:
            Lista de Candle objects
        """
        await self._check_rate_limit()

        async with httpx.AsyncClient() as client:
            response = await client.get(
                f"{self.base_url}/api/v1/candles/{symbol}",
                headers={"Authorization": f"Bearer {self.api_key}"},
                params={
                    "timeframe": timeframe,
                    "start": start.isoformat(),
                    "end": end.isoformat(),
                    "limit": self.batch_size
                },
                timeout=60.0
            )

            if response.status_code != 200:
                raise Exception(f"API Error: {response.status_code} - {response.text}")

            data = response.json()

            return [
                Candle(
                    timestamp=datetime.fromisoformat(c['timestamp']),
                    open=float(c['open']),
                    high=float(c['high']),
                    low=float(c['low']),
                    close=float(c['close']),
                    volume=float(c.get('volume', 0))
                )
                for c in data['candles']
            ]

    async def get_candles_batch(
        self,
        symbol: str,
        timeframe: str,
        start: datetime,
        end: datetime
    ) -> List[Candle]:
        """
        Descarga candles en batches para rangos largos
        """
        all_candles = []
        current_start = start

        while current_start < end:
            # Calculate batch end
            candles_per_day = self._get_candles_per_day(timeframe)
            days_per_batch = self.batch_size // candles_per_day
            batch_end = min(current_start + timedelta(days=days_per_batch), end)

            # Fetch batch
            candles = await self.get_candles(symbol, timeframe, current_start, batch_end)
            all_candles.extend(candles)

            # Move to next batch
            if candles:
                current_start = candles[-1].timestamp + self._get_timeframe_delta(timeframe)
            else:
                current_start = batch_end

            # Progress logging
            print(f"  Downloaded {len(all_candles)} candles up to {current_start}")

        return all_candles

    async def _check_rate_limit(self):
        """Verifica y espera si es necesario por rate limit"""
        now = datetime.now()

        # Reset counter cada minuto
        if (now - self._last_reset).seconds >= 60:
            self._request_count = 0
            self._last_reset = now

        # Check limit
        if self._request_count >= self.rate_limit:
            sleep_time = 60 - (now - self._last_reset).seconds
            print(f"Rate limit reached. Sleeping {sleep_time}s...")
            await asyncio.sleep(sleep_time)
            self._request_count = 0
            self._last_reset = datetime.now()

        self._request_count += 1

    def _get_candles_per_day(self, timeframe: str) -> int:
        """Candles por dia segun timeframe"""
        mapping = {
            'M1': 1440, 'M5': 288, 'M15': 96, 'M30': 48,
            'H1': 24, 'H4': 6, 'D1': 1
        }
        return mapping.get(timeframe, 288)

    def _get_timeframe_delta(self, timeframe: str) -> timedelta:
        """Delta de tiempo para un timeframe"""
        mapping = {
            'M1': timedelta(minutes=1),
            'M5': timedelta(minutes=5),
            'M15': timedelta(minutes=15),
            'M30': timedelta(minutes=30),
            'H1': timedelta(hours=1),
            'H4': timedelta(hours=4),
            'D1': timedelta(days=1)
        }
        return mapping.get(timeframe, timedelta(minutes=5))

Data Fetcher Service

# services/data_fetcher.py

from typing import List, Dict, Optional
from datetime import datetime, timedelta
import asyncpg

class DataFetcher:
    """
    Servicio de descarga y almacenamiento de datos
    """

    def __init__(self, api_client: APIMassiveClient, db_pool: asyncpg.Pool, config: Dict):
        self.api = api_client
        self.db = db_pool
        self.config = config

    async def full_sync(
        self,
        symbol: str,
        timeframe: str = 'M5',
        years: int = 10
    ) -> Dict:
        """
        Sincronizacion completa de datos historicos

        Args:
            symbol: Par de trading
            timeframe: Timeframe a descargar
            years: Anos de historia

        Returns:
            Resumen de sincronizacion
        """
        print(f"\n=== Full Sync: {symbol} {timeframe} ===")

        end = datetime.utcnow()
        start = end - timedelta(days=years * 365)

        # Download all candles
        candles = await self.api.get_candles_batch(symbol, timeframe, start, end)
        print(f"Downloaded {len(candles)} candles")

        # Validate and clean
        valid_candles = self._validate_candles(candles)
        print(f"Valid candles: {len(valid_candles)}")

        # Store in database
        inserted = await self._store_candles(symbol, timeframe, valid_candles)
        print(f"Inserted {inserted} candles")

        # Update sync status
        await self._update_sync_status(symbol, timeframe, len(valid_candles))

        return {
            'symbol': symbol,
            'timeframe': timeframe,
            'downloaded': len(candles),
            'valid': len(valid_candles),
            'inserted': inserted,
            'start': start.isoformat(),
            'end': end.isoformat()
        }

    async def incremental_sync(
        self,
        symbol: str,
        timeframe: str = 'M5'
    ) -> Dict:
        """
        Sincronizacion incremental desde ultima vela
        """
        # Get last candle time
        last_time = await self._get_last_candle_time(symbol, timeframe)

        if not last_time:
            # No data, do full sync
            return await self.full_sync(symbol, timeframe)

        # Download from last candle to now
        end = datetime.utcnow()
        start = last_time + self.api._get_timeframe_delta(timeframe)

        if start >= end:
            return {'symbol': symbol, 'message': 'Already up to date'}

        candles = await self.api.get_candles_batch(symbol, timeframe, start, end)

        if candles:
            valid_candles = self._validate_candles(candles)
            inserted = await self._store_candles(symbol, timeframe, valid_candles)
            await self._update_sync_status(symbol, timeframe, inserted)

            return {
                'symbol': symbol,
                'timeframe': timeframe,
                'new_candles': inserted,
                'latest': candles[-1].timestamp.isoformat() if candles else None
            }

        return {'symbol': symbol, 'message': 'No new data'}

    def _validate_candles(self, candles: List[Candle]) -> List[Candle]:
        """Valida y filtra candles"""
        valid = []

        for c in candles:
            # Basic validation
            if c.high < c.low:
                continue
            if c.open <= 0 or c.close <= 0:
                continue
            if c.high < max(c.open, c.close):
                continue
            if c.low > min(c.open, c.close):
                continue

            valid.append(c)

        return valid

    async def _store_candles(
        self,
        symbol: str,
        timeframe: str,
        candles: List[Candle]
    ) -> int:
        """Almacena candles en PostgreSQL"""
        if not candles:
            return 0

        # Prepare data for bulk insert
        records = [
            (symbol, timeframe, c.timestamp, c.open, c.high, c.low, c.close, c.volume, 'api_massive')
            for c in candles
        ]

        # Bulk upsert
        async with self.db.acquire() as conn:
            result = await conn.executemany('''
                INSERT INTO market_data (symbol, timeframe, timestamp, open, high, low, close, volume, source)
                VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
                ON CONFLICT (symbol, timeframe, timestamp)
                DO UPDATE SET open = EXCLUDED.open, high = EXCLUDED.high,
                              low = EXCLUDED.low, close = EXCLUDED.close,
                              volume = EXCLUDED.volume
            ''', records)

        return len(records)

    async def _get_last_candle_time(self, symbol: str, timeframe: str) -> Optional[datetime]:
        """Obtiene timestamp de la ultima vela"""
        async with self.db.acquire() as conn:
            result = await conn.fetchval('''
                SELECT MAX(timestamp) FROM market_data
                WHERE symbol = $1 AND timeframe = $2
            ''', symbol, timeframe)
            return result

    async def _update_sync_status(self, symbol: str, timeframe: str, candles_added: int):
        """Actualiza estado de sincronizacion"""
        async with self.db.acquire() as conn:
            await conn.execute('''
                INSERT INTO sync_status (symbol, timeframe, last_sync_time, total_candles, status)
                VALUES ($1, $2, NOW(), $3, 'synced')
                ON CONFLICT (symbol, timeframe)
                DO UPDATE SET last_sync_time = NOW(),
                              total_candles = sync_status.total_candles + $3,
                              status = 'synced',
                              updated_at = NOW()
            ''', symbol, timeframe, candles_added)

---

Gap Detection y Filling

Gap Detector

# services/gap_handler.py

from typing import List, Dict, Tuple
from datetime import datetime, timedelta
from dataclasses import dataclass

@dataclass
class DataGap:
    start: datetime
    end: datetime
    candles_missing: int
    duration_minutes: int

class GapHandler:
    """
    Detecta y rellena gaps en los datos
    """

    def __init__(self, db_pool, api_client: APIMassiveClient, config: Dict):
        self.db = db_pool
        self.api = api_client
        self.config = config

    async def detect_gaps(
        self,
        symbol: str,
        timeframe: str,
        start: Optional[datetime] = None,
        end: Optional[datetime] = None
    ) -> List[DataGap]:
        """
        Detecta gaps en los datos

        Un gap es definido como mas de N candles faltantes consecutivos
        donde N = config['min_gap_candles'] (default 3)
        """
        min_gap_candles = self.config.get('min_gap_candles', 3)
        timeframe_delta = self._get_timeframe_delta(timeframe)

        # Get all timestamps
        async with self.db.acquire() as conn:
            query = '''
                SELECT timestamp FROM market_data
                WHERE symbol = $1 AND timeframe = $2
            '''
            params = [symbol, timeframe]

            if start:
                query += ' AND timestamp >= $3'
                params.append(start)
            if end:
                query += f' AND timestamp <= ${len(params) + 1}'
                params.append(end)

            query += ' ORDER BY timestamp'

            rows = await conn.fetch(query, *params)

        if len(rows) < 2:
            return []

        # Detect gaps
        gaps = []
        timestamps = [row['timestamp'] for row in rows]

        for i in range(1, len(timestamps)):
            expected_delta = timeframe_delta
            actual_delta = timestamps[i] - timestamps[i-1]

            if actual_delta > expected_delta * min_gap_candles:
                candles_missing = int(actual_delta / timeframe_delta) - 1

                gaps.append(DataGap(
                    start=timestamps[i-1] + timeframe_delta,
                    end=timestamps[i] - timeframe_delta,
                    candles_missing=candles_missing,
                    duration_minutes=int(actual_delta.total_seconds() / 60)
                ))

        # Log gaps to database
        for gap in gaps:
            await self._log_gap(symbol, timeframe, gap)

        return gaps

    async def fill_gaps(
        self,
        symbol: str,
        timeframe: str,
        max_gaps: int = 100
    ) -> Dict:
        """
        Intenta rellenar gaps detectados
        """
        # Get pending gaps
        async with self.db.acquire() as conn:
            rows = await conn.fetch('''
                SELECT * FROM data_gaps
                WHERE symbol = $1 AND timeframe = $2 AND status = 'detected'
                ORDER BY gap_start
                LIMIT $3
            ''', symbol, timeframe, max_gaps)

        if not rows:
            return {'message': 'No gaps to fill', 'filled': 0}

        filled_count = 0
        unfillable_count = 0

        for row in rows:
            gap_start = row['gap_start']
            gap_end = row['gap_end']

            try:
                # Try to fetch missing data
                candles = await self.api.get_candles(symbol, timeframe, gap_start, gap_end)

                if candles:
                    # Store candles
                    await self._store_gap_candles(symbol, timeframe, candles)

                    # Mark gap as filled
                    await self._update_gap_status(row['id'], 'filled', len(candles))
                    filled_count += 1
                else:
                    # No data available (likely market was closed)
                    await self._update_gap_status(row['id'], 'unfillable', 0)
                    unfillable_count += 1

            except Exception as e:
                print(f"Error filling gap {row['id']}: {e}")
                continue

        return {
            'gaps_processed': len(rows),
            'filled': filled_count,
            'unfillable': unfillable_count
        }

    async def _log_gap(self, symbol: str, timeframe: str, gap: DataGap):
        """Registra gap en la base de datos"""
        async with self.db.acquire() as conn:
            await conn.execute('''
                INSERT INTO data_gaps (symbol, timeframe, gap_start, gap_end, candles_missing, status)
                VALUES ($1, $2, $3, $4, $5, 'detected')
                ON CONFLICT (symbol, timeframe, gap_start)
                DO UPDATE SET gap_end = EXCLUDED.gap_end,
                              candles_missing = EXCLUDED.candles_missing
            ''', symbol, timeframe, gap.start, gap.end, gap.candles_missing)

    async def _update_gap_status(self, gap_id: int, status: str, candles_filled: int):
        """Actualiza estado de un gap"""
        async with self.db.acquire() as conn:
            await conn.execute('''
                UPDATE data_gaps
                SET status = $2, filled_at = NOW()
                WHERE id = $1
            ''', gap_id, status)

    async def _store_gap_candles(self, symbol: str, timeframe: str, candles: List[Candle]):
        """Almacena candles de gap"""
        records = [
            (symbol, timeframe, c.timestamp, c.open, c.high, c.low, c.close, c.volume, 'gap_fill')
            for c in candles
        ]

        async with self.db.acquire() as conn:
            await conn.executemany('''
                INSERT INTO market_data (symbol, timeframe, timestamp, open, high, low, close, volume, source)
                VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
                ON CONFLICT (symbol, timeframe, timestamp) DO NOTHING
            ''', records)

    def _get_timeframe_delta(self, timeframe: str) -> timedelta:
        mapping = {
            'M1': timedelta(minutes=1),
            'M5': timedelta(minutes=5),
            'M15': timedelta(minutes=15),
            'M30': timedelta(minutes=30),
            'H1': timedelta(hours=1),
            'H4': timedelta(hours=4),
            'D1': timedelta(days=1)
        }
        return mapping.get(timeframe, timedelta(minutes=5))

---

Sincronizacion con MT4

Price Comparison Service

# services/price_sync.py

from typing import Dict, List, Optional
from datetime import datetime, timedelta

class PriceSync:
    """
    Sincroniza precios entre API Massive y brokers MT4
    """

    def __init__(self, db_pool, metaapi_client, config: Dict):
        self.db = db_pool
        self.mt4 = metaapi_client
        self.config = config

    async def compare_prices(
        self,
        symbol: str,
        account_id: str,
        window_minutes: int = 60
    ) -> Dict:
        """
        Compara precios de API Massive vs MT4

        Returns:
            {
                'avg_difference': float,
                'max_difference': float,
                'std_difference': float,
                'samples': int
            }
        """
        end = datetime.utcnow()
        start = end - timedelta(minutes=window_minutes)

        # Get API Massive data
        async with self.db.acquire() as conn:
            api_data = await conn.fetch('''
                SELECT timestamp, close FROM market_data
                WHERE symbol = $1 AND timeframe = 'M5'
                AND timestamp BETWEEN $2 AND $3
                ORDER BY timestamp
            ''', symbol, start, end)

        if not api_data:
            return {'error': 'No API data available'}

        # Get MT4 current price
        mt4_price = await self.mt4.get_symbol_price(account_id, symbol)

        # Calculate differences
        differences = []
        for row in api_data:
            diff = abs(row['close'] - mt4_price['bid'])
            differences.append(diff)

        import numpy as np

        return {
            'avg_difference': np.mean(differences),
            'max_difference': np.max(differences),
            'std_difference': np.std(differences),
            'samples': len(differences),
            'api_latest': api_data[-1]['close'],
            'mt4_bid': mt4_price['bid'],
            'mt4_ask': mt4_price['ask']
        }

    async def calculate_broker_offset(
        self,
        symbol: str,
        account_id: str,
        samples: int = 100
    ) -> Dict:
        """
        Calcula offset promedio entre API y broker

        Util para ajustar precios en ejecucion
        """
        offsets = []

        for _ in range(samples):
            # Get current prices
            mt4_price = await self.mt4.get_symbol_price(account_id, symbol)

            # Get latest API candle
            async with self.db.acquire() as conn:
                api_close = await conn.fetchval('''
                    SELECT close FROM market_data
                    WHERE symbol = $1 AND timeframe = 'M5'
                    ORDER BY timestamp DESC LIMIT 1
                ''', symbol)

            if api_close:
                mid_price = (mt4_price['bid'] + mt4_price['ask']) / 2
                offset = mid_price - float(api_close)
                offsets.append(offset)

            await asyncio.sleep(1)  # 1 sample per second

        import numpy as np

        return {
            'symbol': symbol,
            'broker': account_id,
            'avg_offset': np.mean(offsets),
            'std_offset': np.std(offsets),
            'samples': len(offsets),
            'recommendation': {
                'use_offset': abs(np.mean(offsets)) > 0.5,  # > 0.5 pips
                'offset_value': np.mean(offsets)
            }
        }

---

API Endpoints

Data Service API

# api/data_api.py

from fastapi import FastAPI, HTTPException, BackgroundTasks
from pydantic import BaseModel
from typing import List, Optional
from datetime import datetime

app = FastAPI(title="Trading Platform Data Service")

class SyncRequest(BaseModel):
    symbol: str
    timeframe: str = "M5"
    full_sync: bool = False

class DataQuery(BaseModel):
    symbol: str
    timeframe: str = "M5"
    start: datetime
    end: datetime
    limit: int = 10000

@app.post("/api/data/sync")
async def sync_data(request: SyncRequest, background_tasks: BackgroundTasks):
    """Inicia sincronizacion de datos"""
    if request.full_sync:
        background_tasks.add_task(
            data_fetcher.full_sync,
            request.symbol,
            request.timeframe
        )
    else:
        background_tasks.add_task(
            data_fetcher.incremental_sync,
            request.symbol,
            request.timeframe
        )

    return {"message": f"Sync started for {request.symbol}", "full_sync": request.full_sync}

@app.get("/api/data/candles")
async def get_candles(query: DataQuery):
    """Obtiene candles de la base de datos"""
    async with db_pool.acquire() as conn:
        rows = await conn.fetch('''
            SELECT timestamp, open, high, low, close, volume
            FROM market_data
            WHERE symbol = $1 AND timeframe = $2
            AND timestamp BETWEEN $3 AND $4
            ORDER BY timestamp
            LIMIT $5
        ''', query.symbol, query.timeframe, query.start, query.end, query.limit)

    return {
        "symbol": query.symbol,
        "timeframe": query.timeframe,
        "count": len(rows),
        "candles": [dict(row) for row in rows]
    }

@app.get("/api/data/status")
async def get_sync_status():
    """Estado de sincronizacion de todos los simbolos"""
    async with db_pool.acquire() as conn:
        rows = await conn.fetch('SELECT * FROM sync_status ORDER BY symbol')

    return {"status": [dict(row) for row in rows]}

@app.get("/api/data/gaps/{symbol}")
async def get_gaps(symbol: str, timeframe: str = "M5"):
    """Lista gaps detectados"""
    async with db_pool.acquire() as conn:
        rows = await conn.fetch('''
            SELECT * FROM data_gaps
            WHERE symbol = $1 AND timeframe = $2
            ORDER BY gap_start
        ''', symbol, timeframe)

    return {"gaps": [dict(row) for row in rows]}

@app.post("/api/data/gaps/detect")
async def detect_gaps(symbol: str, timeframe: str = "M5"):
    """Detecta gaps en los datos"""
    gaps = await gap_handler.detect_gaps(symbol, timeframe)

    return {
        "symbol": symbol,
        "timeframe": timeframe,
        "gaps_found": len(gaps),
        "gaps": [
            {
                "start": g.start.isoformat(),
                "end": g.end.isoformat(),
                "missing": g.candles_missing
            }
            for g in gaps
        ]
    }

@app.post("/api/data/gaps/fill")
async def fill_gaps(symbol: str, timeframe: str = "M5", background_tasks: BackgroundTasks):
    """Intenta rellenar gaps"""
    background_tasks.add_task(gap_handler.fill_gaps, symbol, timeframe)
    return {"message": f"Gap filling started for {symbol}"}

@app.get("/api/data/health")
async def health():
    """Health check"""
    return {"status": "healthy"}

---

Scheduling

Celery Tasks

# tasks/data_tasks.py

from celery import Celery
from celery.schedules import crontab

celery_app = Celery('trading_data')

celery_app.conf.beat_schedule = {
    # Full sync once a day at 4 AM UTC
    'full-sync-daily': {
        'task': 'tasks.full_sync_all',
        'schedule': crontab(hour=4, minute=0),
    },

    # Incremental sync every 5 minutes
    'incremental-sync': {
        'task': 'tasks.incremental_sync_all',
        'schedule': crontab(minute='*/5'),
    },

    # Gap detection daily
    'detect-gaps': {
        'task': 'tasks.detect_gaps_all',
        'schedule': crontab(hour=5, minute=0),
    },

    # Gap filling daily
    'fill-gaps': {
        'task': 'tasks.fill_gaps_all',
        'schedule': crontab(hour=6, minute=0),
    },
}

@celery_app.task
def full_sync_all():
    """Full sync de todos los simbolos"""
    symbols = ['XAUUSD', 'EURUSD', 'GBPUSD', 'USDJPY']
    for symbol in symbols:
        full_sync_symbol.delay(symbol)

@celery_app.task
def full_sync_symbol(symbol: str, timeframe: str = 'M5'):
    """Full sync de un simbolo"""
    import asyncio
    loop = asyncio.get_event_loop()
    loop.run_until_complete(data_fetcher.full_sync(symbol, timeframe))

@celery_app.task
def incremental_sync_all():
    """Incremental sync de todos los simbolos"""
    symbols = ['XAUUSD', 'EURUSD', 'GBPUSD', 'USDJPY']
    for symbol in symbols:
        incremental_sync_symbol.delay(symbol)

@celery_app.task
def incremental_sync_symbol(symbol: str, timeframe: str = 'M5'):
    """Incremental sync de un simbolo"""
    import asyncio
    loop = asyncio.get_event_loop()
    loop.run_until_complete(data_fetcher.incremental_sync(symbol, timeframe))

@celery_app.task
def detect_gaps_all():
    """Detecta gaps en todos los simbolos"""
    symbols = ['XAUUSD', 'EURUSD', 'GBPUSD', 'USDJPY']
    for symbol in symbols:
        import asyncio
        loop = asyncio.get_event_loop()
        loop.run_until_complete(gap_handler.detect_gaps(symbol, 'M5'))

@celery_app.task
def fill_gaps_all():
    """Rellena gaps de todos los simbolos"""
    symbols = ['XAUUSD', 'EURUSD', 'GBPUSD', 'USDJPY']
    for symbol in symbols:
        import asyncio
        loop = asyncio.get_event_loop()
        loop.run_until_complete(gap_handler.fill_gaps(symbol, 'M5'))

---

Implementacion

Docker Compose

# docker-compose.data.yaml

version: '3.8'

services:
  # =========================================================
  # NOTA: Este servicio usa la instancia compartida de PostgreSQL
  # del workspace (puerto 5438). NO crear instancia propia.
  # Ver: /home/isem/workspace/core/devtools/environment/DEVENV-PORTS.md
  # =========================================================

  data-service:
    build:
      context: .
      dockerfile: Dockerfile.data
    container_name: trading-data
    ports:
      - "3604:3604"  # Data service (base 3600 + 4)
    environment:
      - API_MASSIVE_KEY=${API_MASSIVE_KEY}
      - DATABASE_URL=postgresql://trading_user:trading_dev_2025@postgres:5438/trading_data
      - REDIS_URL=redis://redis:6385
      - SERVICE_PORT=3604
    depends_on:
      - redis
    networks:
      - trading-network
    restart: unless-stopped

  celery-worker:
    build:
      context: .
      dockerfile: Dockerfile.data
    container_name: trading-celery
    command: celery -A tasks worker -l info
    environment:
      - API_MASSIVE_KEY=${API_MASSIVE_KEY}
      - DATABASE_URL=postgresql://trading_user:trading_dev_2025@postgres:5438/trading_data
      - REDIS_URL=redis://redis:6385
    networks:
      - trading-network
    restart: unless-stopped

  celery-beat:
    build:
      context: .
      dockerfile: Dockerfile.data
    container_name: trading-beat
    command: celery -A tasks beat -l info
    environment:
      - REDIS_URL=redis://redis:6385
    depends_on:
      - redis
    networks:
      - trading-network
    restart: unless-stopped

  # Redis dedicado para trading-platform (puerto 6385)
  redis:
    image: redis:7-alpine
    container_name: trading-redis
    ports:
      - "6385:6379"
    volumes:
      - redis_data:/data
    restart: unless-stopped

networks:
  trading-network:
    external: true  # Red compartida del workspace

volumes:
  redis_data:

---

Documento Generado: 2025-12-08 Trading Strategist - Trading Platform