From 6ddf039becd6a162e026a658087f5f22f1170e84 Mon Sep 17 00:00:00 2001 From: yatmesh Date: Tue, 6 May 2025 15:12:24 +0530 Subject: [PATCH] (20250506) - testing tick save for tradeTs timestamp. --- background/finstitutions/trading/tick_save.py | 25 ++++++++++++++++--- 1 file changed, 21 insertions(+), 4 deletions(-) diff --git a/background/finstitutions/trading/tick_save.py b/background/finstitutions/trading/tick_save.py index d2dd481..187c2cf 100644 --- a/background/finstitutions/trading/tick_save.py +++ b/background/finstitutions/trading/tick_save.py @@ -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: