(20250506) - testing tick save for tradeTs timestamp.
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@@ -151,18 +151,35 @@ async def save_ticks(ticks: List[dict]):
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global ticks_since_telegram
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global ticks_since_telegram
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categorized_ticks = {}
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# Parse the date-time in UTC and add the metadata:
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# Parse the date-time in UTC and add the metadata:
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for tick in ticks:
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for tick in ticks:
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print("TICKS DATA:", json.to_string(tick))
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tick["metadata"] = {"broker": tick["broker"], "brokerToken": tick["brokerToken"]}
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tick["metadata"] = {"broker": tick["broker"], "brokerToken": tick["brokerToken"]}
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tick["rcvdTs"] = date_time.parse_date_time(tick["rcvdTs"], timezone = date_time.TIMEZONE_UTC)
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tick["rcvdTs"] = date_time.parse_date_time(tick["rcvdTs"], timezone = date_time.TIMEZONE_UTC)
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tick["tradeTs"] = date_time.parse_date_time(tick["tradeTs"], timezone = date_time.TIMEZONE_UTC)
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tick["tradeTs"] = date_time.parse_date_time(tick["tradeTs"], timezone = date_time.TIMEZONE_UTC)
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tick["exchgTs"] = date_time.parse_date_time(tick["exchgTs"], timezone = date_time.TIMEZONE_UTC)
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tick["exchgTs"] = date_time.parse_date_time(tick["exchgTs"], timezone = date_time.TIMEZONE_UTC)
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tick_segment = tick["segment"]
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if tick_segment not in categorized_ticks.keys(): categorized_ticks[tick_segment] = []
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categorized_ticks[tick_segment].append(tick)
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# Save the ticks:
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# Save the ticks:
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tasks = [
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# tasks = [
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data_mongo.insert_many(collection = "__hot_zerodhaTicks", documents = ticks),
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# data_mongo.insert_many(collection = "__hot_zerodhaTicks", documents = ticks),
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data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks)
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# data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks)
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]
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# ]
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tasks = []
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for tick_segment in categorized_ticks.keys():
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ticks = categorized_ticks[tick_segment]
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tasks.append(
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data_mongo.insert_many(collection="__hot_zerodhaTicks", documents=ticks),
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)
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tasks.append(
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data_mongo.insert_many(collection="__cold_zerodhaTicks", documents=ticks)
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)
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results = await asyncio.gather(*tasks)
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results = await asyncio.gather(*tasks)
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# # Save the ticks:
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# # Save the ticks:
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