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(20250506) - testing tick save for tradeTs timestamp.

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yatmesh
2025-05-06 15:12:24 +05:30
parent f9aa826598
commit 6ddf039bec
1 changed files with 21 additions and 4 deletions
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background/finstitutions/trading/tick_save.py
+21 -4
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@@ -151,18 +151,35 @@ async def save_ticks(ticks: List[dict]):
global ticks_since_telegram
categorized_ticks = {}
# Parse the date-time in UTC and add the metadata:
for tick in ticks:
print("TICKS DATA:", json.to_string(tick))
tick["metadata"] = {"broker": tick["broker"], "brokerToken": tick["brokerToken"]}
tick["rcvdTs"] = date_time.parse_date_time(tick["rcvdTs"], timezone = date_time.TIMEZONE_UTC)
tick["tradeTs"] = date_time.parse_date_time(tick["tradeTs"], timezone = date_time.TIMEZONE_UTC)
tick["exchgTs"] = date_time.parse_date_time(tick["exchgTs"], timezone = date_time.TIMEZONE_UTC)
tick_segment = tick["segment"]
if tick_segment not in categorized_ticks.keys(): categorized_ticks[tick_segment] = []
categorized_ticks[tick_segment].append(tick)
# Save the ticks:
tasks = [
data_mongo.insert_many(collection = "__hot_zerodhaTicks", documents = ticks),
data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks)
]
# tasks = [
# data_mongo.insert_many(collection = "__hot_zerodhaTicks", documents = ticks),
# data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks)
# ]
tasks = []
for tick_segment in categorized_ticks.keys():
ticks = categorized_ticks[tick_segment]
tasks.append(
data_mongo.insert_many(collection="__hot_zerodhaTicks", documents=ticks),
)
tasks.append(
data_mongo.insert_many(collection="__cold_zerodhaTicks", documents=ticks)
)
results = await asyncio.gather(*tasks)
# # Save the ticks: