(20250108) Tick-In script handles the buffer better.

models/finstitutions/trading/ticks.py

@@ -291,29 +291,36 @@ class TradingTick(BaseModel):
         frozen = True
     )
 
-    tradeTs: AwareDatetime | None  = Field(
+    rcvdTs: AwareDatetime | None = Field(
+        description = "the time (utc) at which this update was received",
+        frozen = True,
+        default = None,
+        validate_default = True
+    )
+
+    tradeTs: AwareDatetime | None = Field(
         description = "the last trade time (utc) of this instrument",
         frozen = True
     )
 
-    tradeTz: str | None  = Field(
+    tradeTz: str | None = Field(
         description = "the timezone in which the last trade time should be interpreted; should be compatible with pytz",
         frozen = True,
         examples = ["UTC", "Asia/Kolkata"]
     )
 
-    exchgTs: AwareDatetime | None  = Field(
+    exchgTs: AwareDatetime | None = Field(
         description = "the time (utc) at which this update was received from the exchange",
         frozen = True
     )
 
-    exchgTz: str | None  = Field(
+    exchgTz: str | None = Field(
         description = "the timezone in which the exchange's time should be interpreted; should be compatible with pytz",
         frozen = True,
         examples = ["UTC", "Asia/Kolkata"]
     )
 
-    depth: MarketDepth | None  = Field(
+    depth: MarketDepth | None = Field(
         description = "the market depth data for this instrument at the time of this update"
     )
 
@@ -380,14 +387,18 @@ class TradingTick(BaseModel):
             "pChg": self.pChg,
             "vwap": self.vwap,
             "totVol": self.totVol,
+            "rcvdTs": self.rcvdTs.timestamp(),
             "tradeTs": self.tradeTs.timestamp(),
-            "tradeTz": self.tradeTz
+            "tradeTz": self.tradeTz,
+            "exchgTs": self.exchgTs.timestamp(),
+            "exchgTz": self.exchgTz
         }
     
     @staticmethod
     def from_zerodha_kite(
             ticks: dict | List[dict],
-            instrument_lookup: dict
+            instrument_lookup: dict,
+            received_ts: datetime.datetime = None
     ) -> list:
 
         # Ensure that we are working with a list:
@@ -436,6 +447,7 @@ class TradingTick(BaseModel):
                     oi = tick.get("oi"),
                     oiDayHigh = tick.get("oi_day_high"),
                     oiDayLow = tick.get("oi_day_low"),
+                    rcvdTs = received_ts,
                     tradeTs = tick.get("last_trade_time"),
                     tradeTz = "Asia/Kolkata",
                     exchgTs = tick.get("exchange_timestamp"),
@@ -485,6 +497,11 @@ class TradingTick(BaseModel):
         # Done here:
         return value
 
+    @field_validator("rcvdTs", mode = "before")
+    def validate_received_timestamp(cls, value):
+        if value is None: value = date_time.get_current_utc_date_time(as_string = False)
+        return value
+
 
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