foxhunt/data/examples/download_cl_fut.rs

//! Download CL.FUT (Crude Oil Futures) OHLCV-1m data from Databento
//!
//! This script downloads 1 day of CL.FUT data for cross-symbol backtesting.

use std::env;

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  CL.FUT (Crude Oil Futures) Download");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!();

    // Check for API key
    let api_key = env::var("DATABENTO_API_KEY")
        .map_err(|_| "DATABENTO_API_KEY environment variable not set")?;

    println!(
        "✅ API Key found: {}...{}",
        &api_key[0..10],
        &api_key[api_key.len() - 10..]
    );
    println!();

    // Test parameters
    let symbol = "CL.FUT";
    let dataset = "GLBX.MDP3";
    let schema = "ohlcv-1m";
    let start_date = "2024-01-02";
    let end_date = "2024-01-02";

    println!("📋 Download Parameters:");
    println!("  Symbol:      {} (Crude Oil Futures)", symbol);
    println!("  Dataset:     {} (CME Group MDP 3.0)", dataset);
    println!("  Schema:      {} (1-minute OHLCV bars)", schema);
    println!("  Date:        {} (single trading day)", start_date);
    println!();

    // Create HTTP client for Databento Historical API
    let client = reqwest::Client::builder()
        .timeout(std::time::Duration::from_secs(30))
        .build()?;

    // Build request URL
    let url = format!(
        "https://hist.databento.com/v0/timeseries.get_range?dataset={}&symbols={}&schema={}&start={}T00:00:00Z&end={}T23:59:59Z&encoding=dbn&stype_in=parent",
        dataset, symbol, schema, start_date, end_date
    );

    println!("🔗 Request URL:");
    println!("  {}", url);
    println!();

    println!("📥 Sending request...");

    // Make request with Basic Authentication
    let response = client
        .get(&url)
        .basic_auth(&api_key, Some(""))
        .send()
        .await?;

    // Check status
    let status = response.status();
    println!("📊 Response Status: {}", status);
    println!();

    if !status.is_success() {
        let error_text = response.text().await?;
        eprintln!("❌ Request failed!");
        eprintln!("Status: {}", status);
        eprintln!("Response: {}", error_text);
        return Err(format!("API returned error: {}", status).into());
    }

    // Get response body
    let body = response.bytes().await?;
    let size = body.len();

    println!("✅ Download successful!");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!(
        "  Size:         {} bytes ({:.2} KB)",
        size,
        size as f64 / 1024.0
    );

    // Estimate cost
    let size_gb = size as f64 / 1_073_741_824.0;
    let cost_low = size_gb * 0.50;
    let cost_high = size_gb * 2.00;

    println!("  Size (GB):    {:.10}", size_gb);
    println!("  Estimated:    ${:.6} - ${:.6}", cost_low, cost_high);
    println!("  Credits Left: ~${:.2}", 125.0 - cost_high);
    println!();

    // Save to file
    let output_path = format!(
        "test_data/real/databento/{}_{}_{}.dbn",
        symbol.replace("/", "_"),
        schema,
        start_date
    );
    std::fs::create_dir_all("test_data/real/databento")?;
    std::fs::write(&output_path, &body)?;

    println!("💾 Saved to: {}", output_path);
    println!();

    // Verify file
    if std::path::Path::new(&output_path).exists() {
        let file_size = std::fs::metadata(&output_path)?.len();
        println!("✅ File verified: {} bytes", file_size);
    } else {
        println!("⚠️  Warning: File not found after write");
    }

    println!();
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");
    println!("  Download Complete!");
    println!("━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━");

    Ok(())
}