(20241231) Too many thing happening...

This commit is contained in:
2024-12-31 07:34:49 +00:00
parent f67263320e
commit a07c762586
13 changed files with 406 additions and 162 deletions
+30 -18
View File
@@ -43,7 +43,7 @@ import os
# My utils:
from utils_v2.string import json
from utils_v2.system import files
from utils_v2.queue.kafka import ProducerKafka, create_config
from utils_v2.queue.kafka.controllers.kafka import ProducerKafka
# To make HTTP calls:
import httpx
@@ -86,7 +86,7 @@ cwd = files.get_cwd()
parent_dir = cwd
kafka_producer = ProducerKafka(
topic = "tickers",
config = create_config(
config = ProducerKafka.create_config(
bootstrap_servers = "del.ditscentre.in:9092",
# buffer_memory = 3_35_54_432,
security_protocol = "SSL",
@@ -130,9 +130,10 @@ def to_kafka(tick: TradingTick) -> bool:
success = False
summary = tick.summary
print(json.to_string(summary))
print(json.to_string(tick.model_dump(), default=str))
# print(json.to_string(summary, default=str))
# print(json.to_string(tick.model_dump(), default=str))
summary["messageType"] = "ticks"
summary = json.from_string(json.to_string(summary, default=str))
success = kafka_producer.produce(value = summary)
if not success:
print("ERROR ON TICK NO.:", tick_count)
@@ -187,8 +188,16 @@ def main():
# Get the instruments of interest:
response = httpx.post(url = r"https://api.thecaoffice.com/markets/watchlist/distincts")
instruments_of_interest = response.json()["data"]["rs0"]
print("TOTAL INSTR. OF INTEREST:", len(instruments_of_interest))
symbols_of_interest = [i["symbol"] for i in instruments_of_interest]
symbols_of_interest = []
broker_tokens_of_interest = []
for i in instruments_of_interest:
symbol = i["symbol"]
broker_token = i["broker_token"]
if broker_token is not None and i["source"] == "zerodha":
symbols_of_interest.append(symbol)
broker_tokens_of_interest.append(broker_token)
print("TOTAL INSTR. OF INTEREST:", f"{len(broker_tokens_of_interest)}/{len(instruments_of_interest)}")
print(broker_tokens_of_interest)
# Create an instance of Zerodha's Kite connection:
kite = KiteConnect(api_key = api_key)
@@ -196,29 +205,31 @@ def main():
# Get the entire list of instruments:
instruments = []
# instruments += kite.instruments(exchange = "NSE")
# instruments += kite.instruments(exchange = "NFO")
# instruments += kite.instruments(exchange = "BSE")
# instruments += kite.instruments(exchange = "BFO")
instruments += kite.instruments(exchange = "NSE")
instruments += kite.instruments(exchange = "NFO")
instruments += kite.instruments(exchange = "BSE")
instruments += kite.instruments(exchange = "BFO")
instruments += kite.instruments(exchange = "MCX")
# instruments += kite.instruments(exchange = "CDS")
# instruments += kite.instruments(exchange = "BCD")
instruments += kite.instruments(exchange = "CDS")
instruments += kite.instruments(exchange = "BCD")
# # Pick the instruments of interest:
# Pick the instruments of interest:
# instruments = [TradingSymbol.from_zerodha_kite(i) for i in instruments[:1000]]
# instruments = [
# TradingSymbol.from_zerodha_kite(i) for i in instruments
# if i["tradingsymbol"] in symbols_of_interest or i["name"] in symbols_of_interest
# ]
instruments = [
TradingSymbol.from_zerodha_kite(i) for i in instruments
if i["instrument_token"] in [109760007]
if str(i["instrument_token"]) in broker_tokens_of_interest
]
# instruments = [
# TradingSymbol.from_zerodha_kite(i) for i in instruments
# if i["instrument_token"] in [109760007]
# ]
print("SELECTED INSTRUMENTS:", len(instruments))
# Create the lookup:
for i in instruments:
INSTRUMENT_TOKENS.append(i.brokerToken)
INSTRUMENT_LOOKUP[i.brokerToken] = i.model_dump()
print("LOOK-UP READY!")
# Start the websocket with Zerodha:
kite_ws = KiteTicker(
@@ -232,6 +243,7 @@ def main():
# If you choose to go threaded, you will need to work purely with callbacks.
# You will need to have an infinite loop in the main thread.
print("STARTING WS...")
kite_ws.connect(threaded = True)