def save_order_into_pg(order, pg_conn, table_name="arbitrage_orders"):
cur = pg_conn.cursor
PG_INSERT_QUERY = "insert into {table_name}(arbitrage_id, exchange_id, trade_type, pair_id, price, volume, " \
"executed_volume, order_id, trade_id, order_book_time, create_time, execute_time, execute_time_date) " \
"values(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s);".format(table_name=table_name)
args_list = (
order.arbitrage_id,
order.exchange_id,
order.trade_type,
order.pair_id,
order.price,
order.volume,
order.executed_volume,
order.order_id,
order.trade_id,
order.order_book_time,
order.create_time,
order.execute_time,
get_date_time_from_epoch(order.execute_time)
)
try:
cur.execute(PG_INSERT_QUERY, args_list)
except Exception, e:
log_error_query_failed(PG_INSERT_QUERY, args_list, e)
def get_pg_arg_list(self):
return (self.pair_id,
self.exchange_id,
self.deal_type,
self.price,
self.amount,
self.total,
self.timest,
get_date_time_from_epoch(self.timest)
)
def get_pg_arg_list(self):
return (self.pair_id,
self.exchange_id,
self.open,
self.close,
self.high,
self.low,
self.timest,
get_date_time_from_epoch(self.timest)
)
def save_alarm_into_pg(src_ticker, dst_ticker, pg_conn):
cur = pg_conn.cursor
PG_INSERT_QUERY = "insert into alarms(src_exchange_id, dst_exchange_id, src_pair_id, dst_pair_id, src_ask_price, " \
"dst_bid_price, timest, date_time) values(%s, %s, %s, %s, %s, %s, %s, %s);"
args_list = (
src_ticker.exchange_id,
dst_ticker.exchange_id,
src_ticker.pair_id,
dst_ticker.pair_id,
src_ticker.ask,
dst_ticker.bid,
src_ticker.timest,
get_date_time_from_epoch(src_ticker.timest)
)
try:
cur.execute(PG_INSERT_QUERY, args_list)
except Exception, e:
log_error_query_failed(PG_INSERT_QUERY, args_list, e)
def tsv(self):
return ("{}\t{}\t{}\t{}\t{}\t{}\t{}\t'{}'".format(
self.pair_id, self.exchange_id, self.deal_type, self.price, self.amount, self.total, self.timest,
get_date_time_from_epoch(self.timest)).decode('utf8'))
def get_pg_arg_list(self):
return (self.pair_id, self.exchange_id, self.timest,
get_date_time_from_epoch(self.timest))
def tsv(self):
return ("{}\t{}\t{}\t{}\t{}\t'{}'".format(
self.pair_id, self.exchange_id, self.ask, self.bid, self.timest,
get_date_time_from_epoch(self.timest)).decode('utf8'))
def tsv(self):
return ("{}\t{}\t{}\t{}\t{}\t{}\t{}\t'{}'".format(
self.pair_id, self.exchange_id, self.open, self.close, self.high, self.low, self.timest,
get_date_time_from_epoch(self.timest)).decode('utf8'))