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(20250506) - testing tick save for tradeTs timestamp.

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yatmesh
2025-05-06 15:17:04 +05:30
parent 6ddf039bec
commit 7fa43f6e06
1 changed files with 7 additions and 22 deletions
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background/finstitutions/trading/tick_save.py
+5 -20
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@@ -150,36 +150,21 @@ ZERODHA_INSTRUMENT_LOOKUP = {}
async def save_ticks(ticks: List[dict]): async def save_ticks(ticks: List[dict]):
global ticks_since_telegram global ticks_since_telegram
now = date_time.get_current_utc_date_time()
categorized_ticks = {}
# Parse the date-time in UTC and add the metadata: # Parse the date-time in UTC and add the metadata:
for tick in ticks: for tick in ticks:
print("TICKS DATA:", json.to_string(tick))
tick["metadata"] = {"broker": tick["broker"], "brokerToken": tick["brokerToken"]} tick["metadata"] = {"broker": tick["broker"], "brokerToken": tick["brokerToken"]}
tick["rcvdTs"] = date_time.parse_date_time(tick["rcvdTs"], timezone = date_time.TIMEZONE_UTC) 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["tradeTs"] = date_time.parse_date_time(tick["tradeTs"], timezone = date_time.TIMEZONE_UTC) or now
tick["exchgTs"] = date_time.parse_date_time(tick["exchgTs"], 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: # Save the ticks:
# tasks = [ 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), data_mongo.insert_many(collection = "__hot_zerodhaTicks", documents = ticks),
)
tasks.append(
data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks) data_mongo.insert_many(collection = "__cold_zerodhaTicks", documents = ticks)
) ]
results = await asyncio.gather(*tasks) results = await asyncio.gather(*tasks)
# # Save the ticks: # # Save the ticks: