khushalps/api_utils_converse_v2
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(20241226) Date-time management for Zerodha's instrument list.

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khushal
2024-12-26 14:27:11 +05:30
parent e31857d0f1
commit bfd02bf74a
3 changed files with 46 additions and 17 deletions
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playground/socketio/to_kafka.py
+35 -12
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@@ -88,17 +88,22 @@ kafka_producer = ProducerKafka(
topic = "tickers",
config = create_config(
bootstrap_servers = "del.ditscentre.in:9092",
buffer_size = 1,
# buffer_memory = 3_35_54_432,
security_protocol = "SSL",
# ca_file = r"../../creds/kafka/cert_authority.pem",
# cert_file = r"../../creds/kafka/fullchain.pem",
# key_file = r"../../creds/kafka/privkey.pem"
ca_file = os.path.join(parent_dir, "creds", "kafka", "cert_authority.pem"),
cert_file = os.path.join(parent_dir, "creds", "kafka", "fullchain.pem"),
key_file = os.path.join(parent_dir, "creds", "kafka", "privkey.pem")
)
ca_file = r"../../creds/kafka/cert_authority.pem",
cert_file = r"../../creds/kafka/fullchain.pem",
key_file = r"../../creds/kafka/privkey.pem"
# ca_file = os.path.join(parent_dir, "creds", "kafka", "cert_authority.pem"),
# cert_file = os.path.join(parent_dir, "creds", "kafka", "fullchain.pem"),
# key_file = os.path.join(parent_dir, "creds", "kafka", "privkey.pem")
),
debug = False
)
# For metrics:
tick_count = 0
ticks_since_flush = 0
# *****************************************************************************************************************
# ***** ****
@@ -107,12 +112,30 @@ kafka_producer = ProducerKafka(
# *****************************************************************************************************************
def flush_kafka():
print("FLUSHING!")
kafka_producer.flush()
def to_kafka(tick: TradingTick) -> bool:
global tick_count
global ticks_since_flush
tick_count += 1
ticks_since_flush += 1
if ticks_since_flush >= 50_000:
flush_kafka()
ticks_since_flush = 0
success = False
summary = tick.summary
summary["messageType"] = "ticks"
success = kafka_producer.produce(value = summary)
if not success:
print("ERROR ON TICK NO.:", tick_count)
flush_kafka()
return success
@@ -141,7 +164,7 @@ def on_ticks(ws, ticks):
# print("TICK SAMPLE:", json.to_string(ticks[0].summary, default=str))
results = [to_kafka(tick) for tick in ticks]
success = sum(results)
print(f"TICKS: {len(ticks): <4} | PRODUCED: {success: <4}{' | FAILURE(S)!' if success < len(results)else ''}")
print(f"TICKS: {len(ticks): <6,} | PRODUCED: {success: <6,} | TOTAL: {tick_count: >10,}{' | FAILURE(S)!' if success < len(results)else ''}")
# ---------------------------------------------------------------------------------------------------------------------
@@ -154,8 +177,8 @@ def main():
global INSTRUMENT_LOOKUP
# Load Zerodha credentials:
# creds = json.from_file(r"../../creds/zerodha/api.json")
creds = json.from_file(os.path.join(parent_dir, "creds", "zerodha", "api.json"))
creds = json.from_file(r"../../creds/zerodha/api.json")
# creds = json.from_file(os.path.join(parent_dir, "creds", "zerodha", "api.json"))
api_key = creds["apiKey"]
access_token = creds["accessToken"]
@@ -173,7 +196,7 @@ def main():
instruments += kite.instruments(exchange = "BCD")
# Pick the instruments of interest:
instruments = instruments[:1000]
instruments = instruments[:1250]
instruments = [TradingSymbol.from_zerodha_kite(i) for i in instruments]
# Create the lookup: