Faza 5.1 — schema migracija za exchange

Status: gotovo (Faza 5.1 + sanity check); Faza 5.3 (CCXTScanner adapter) ostavljena za kasnije

Multi-exchange ready storage. klines i features tabele sada imaju exchange kolonu sa default-om 'binance'. Sanity-check (Faza 5.2) dokazao da je multi-source pooling bezbedan (mean spread < 0.1% vs Binance).

Sanity-check rezultati (Faza 5.2 — completed)

Svi well below 0.1% threshold. Pool je bezbedan. Detalji u 2026-05-20_faza5_sanity_check.md.

Schema migration (Faza 5.1)

klines table

• PRIMARY KEY: bila (symbol, interval, open_time) → sada (exchange, symbol, interval, open_time)
• Full table recreate via CREATE TABLE klines_new ... INSERT SELECT 'binance' AS exchange, ... FROM klines ... DROP klines RENAME klines_new
• 13,821,604 rows migrated, sve sa exchange='binance'

features table

• ADD COLUMN exchange TEXT NOT NULL DEFAULT 'binance' (instant, ne menja PK)
• PRIMARY KEY ostao (symbol, timeframe, close_time) — radi jer je trenutno sve binance
• 13,818,805 rows, exchange kolona dodata (last column)
• Future TODO: kad uvedemo non-binance features, treba pun PK migration ((exchange, symbol, timeframe, close_time))

Stages

• Pre-backup: cp klines_cache.db → bak_pre_faza5 (6GB)
• Migration ran ~20 min za klines (disk pressure 96% napravio sporo)
• WAL grew to 5.1GB sa pending transaction-om
• Posle commit-a, WAL truncated standalone Python (containere stopirao first)
• Main DB sad 8.3GB (od 6.0GB), 13GB disk free
• Backup obrisan posle uspeha (oslobodio 6GB)

Write path izmene

Svi 3 cache writers sad propagiraju exchange:

1. tools/history_cache/build_klines_cache.py:insert_klines — novi parametar exchange='binance'
2. src/klines_provider.py:_write_cache — novi parametar; INSERT INTO sad uključuje exchange kolonu eksplicitno
3. src/klines_cache_maintenance.py:_insert_klines — novi parametar; daily catchup i symbol churn propagiraju

Default 'binance' všuda — backward-compatible, postojeće pozive ne traže izmenu.

Read path izmena

KlinesProvider.get(symbol, interval, start, end, exchange=None) — novi parametar:

• Default 'binance' (iz default_exchange field-a)
• _read_cache query sad filtrira WHERE exchange = ? first
• _fetch_from_binance fallback ide samo ako exchange == 'binance' (drugačiji exchange treba CCXTScanner adapter — Faza 5.3)

Validacija

Test 1: Faza 2 klines equivalence test re-run

4/5 PASS. Jedan fail je boundary issue (provider correctly filtrira open-at-fetch candle, direct path ga uzima). Nije migration regresija.

Test 2: Schema introspection

klines cols: ['exchange', 'symbol', 'interval', 'open_time', 'close_time', ...]
klines PK: ['exchange', 'symbol', 'interval', 'open_time']
klines rows: 13,821,604 (all exchange='binance')
features cols last: 'exchange' (as added column)
features rows: 13,818,805 (all exchange='binance')

Šta NIJE deploy-ovano (Faza 5.3-5.7)

• CCXTScanner adapter za KlinesProvider — provider trenutno ne zna kako da fetch-uje sa non-binance exchange-a; samo čita iz cache-a ako su podaci već tu
• Per-generator manifest exchange polje — već implicitno default 'binance'
• Cross-venue arbitrage generator (POC) — odvojen budući projekat
• Features PK pun migration — radi za sad jer je sve binance
• TradingView webhook ingest za alerts-as-source
• yfinance / Polygon adapter za stocks

Provenance

• Skripte: tools/history_cache/migrate_add_exchange.py (klines full migration), inspect_stale, verify_schema
• Backup procedure: cp + tail of WAL truncated via standalone python container
• Linked: crypto-scanner-plan-klines-cache, reports/analysis/2026-05-20_faza5_sanity_check.md