def save_pv_histories_to_redis(ph_object, pipeline=None):
if ph_object.source is not BINANCE or ph_object.counter_currency not in [
BTC, USDT
]:
return pipeline or [0]
using_local_pipeline = (not pipeline)
if using_local_pipeline:
pipeline = database.pipeline() # transaction=False
ticker = f'{ph_object.transaction_currency}_{ph_object.get_counter_currency_display()}'
exchange = str(ph_object.get_source_display())
unix_timestamp = int(ph_object.timestamp.timestamp())
# SAVE VALUES IN REDIS USING PriceVolumeHistoryStorage OBJECT
# CREATE OBJECT FOR STORAGE
pv_storage = PriceVolumeHistoryStorage(ticker=ticker,
exchange=exchange,
timestamp=unix_timestamp)
publish_close_price = timestamp_is_near_5min(unix_timestamp)
if ph_object.volume and ph_object.volume > 0:
pv_storage.index = "close_volume"
pv_storage.value = ph_object.volume
pipeline = pv_storage.save(publish=publish_close_price,
pipeline=pipeline)
if ph_object.open_p and ph_object.open_p > 0:
pv_storage.index = "open_price"
pv_storage.value = ph_object.open_p
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
if ph_object.high and ph_object.high > 0:
pv_storage.index = "high_price"
pv_storage.value = ph_object.high
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
if ph_object.low and ph_object.low > 0:
pv_storage.index = "low_price"
pv_storage.value = ph_object.low
pipeline = pv_storage.save(publish=False, pipeline=pipeline)
# always run 'close_price' index last
# why? when it saves, it triggers price storage to resample
# after resampling history indexes are deleted
# so all others should be available for resampling before being deleted
if ph_object.close and ph_object.close > 0:
pv_storage.index = "close_price"
pv_storage.value = ph_object.close
pipeline = pv_storage.save(publish=True, pipeline=pipeline)
if using_local_pipeline:
return pipeline.execute()
else:
return pipeline
### END PULL OF PRICE HISTORY RECORDS ###
def put(self, request, ticker, format=None):
"""
This should receive a resampled price
for the upcoming or nearly past 5min period
where timestamp is divisible by 300s (5 min)
and represents a resampled data point for
:return:
"""
ticker = ticker or request.data.get('ticker')
exchange = request.data.get('exchange')
timestamp = request.data.get('timestamp')
# SAVE VALUES IN REDIS USING PriceVolumeHistoryStorage OBJECT
pipeline = database.pipeline() # transaction=False
# CREATE OBJECT FOR STORAGE
data_history = PriceVolumeHistoryStorage(ticker=ticker,
exchange=exchange,
timestamp=timestamp)
data_history_objects = {}
try:
if "_ETH" in ticker:
return Response(
{
'success':
f'not assessing ETH base tickers, 0 db entries created'
},
status=status.HTTP_202_ACCEPTED)
if "_BTC" in ticker:
close_volume = int(float(request.data["close_volume"]))
close_price = int(float(request.data["close_price"]))
if close_volume and close_price and (
close_volume *
close_price) < 50: # less than 50 BTC volume
return Response(
{
'success':
f'volume {close_volume} x {close_price} is low, 0 db entries created'
},
status=status.HTTP_202_ACCEPTED)
for index in default_price_indexes + default_volume_indexes:
if not request.data.get(index):
continue
index_value = int(float(request.data[index]))
if index in default_price_indexes:
index_value = index_value * (10**8)
if index_value > 0:
data_history.index = index
data_history.value = int(index_value)
# ensure the object stays separate in memory
# (because saving is pipelined)
data_history_objects[index] = data_history
# add the saving of this object to the pipeline
pipeline = data_history_objects[index].save(
publish=True, pipeline=pipeline)
database_response = pipeline.execute()
return Response(
{
'success':
f'{sum(database_response)} '
f'db entries created and TA subscribers received'
},
status=status.HTTP_201_CREATED)
except Exception as e:
logger.error(str(e))
return Response({'error': str(e)},
status=status.HTTP_501_NOT_IMPLEMENTED)