def map_quote(quote: dict) -> dict:
instrument_id = parse_instrument_url(quote["instrument"])
plucked = {
"instrument_id": instrument_id,
**pluck(DESIRED_QUOTE_KEYS, quote)
}
plucked["updated_at"] = parse_updated_at(plucked["updated_at"])
return plucked
def update_index_symbol(datum: dict) -> pymongo.operations.UpdateOne:
data = {
"timestamp": timestamp,
"has_traded": datum.get("has_traded"),
"updated_at": parse_updated_at(datum.get("updated_at")),
"trading_halted": datum.get("trading_halted"),
}
instrument_id = parse_instrument_url(datum["instrument"])
return pymongo.operations.UpdateOne({"instrument_id": instrument_id},
{"$set": data})
def store_fundamentals(data, collection: pymongo.collection.Collection):
if not data:
return
for datum in data:
if not datum:
continue
print(datum)
instrument_id = parse_instrument_url(datum["instrument"])
doc = {**omit("instrument", datum), "instrument_id": instrument_id}
try:
collection.replace_one({"instrument_id": instrument_id}, doc, True)
except Exception as e:
print(f"Error storing fundamentals: {e}")
def reduce_popularity(acc: dict, datum: dict) -> dict:
instrument_id = parse_instrument_url(datum["instrument"])
return {**acc, instrument_id: datum["num_open_positions"]}