def do_upload(behemoth_path: str, upload_date: datetime.date,
cloud_upload: bool):
logger.info(f'uploading into Behemoth for upload date = {upload_date}')
conn = connect_serenity_db()
conn.autocommit = True
cur = conn.cursor()
instr_cache = InstrumentCache(cur, TypeCodeCache(cur))
exchanges = {
'PHEMEX': {
'db_prefix': 'PHEMEX',
'supported_products': {'BTCUSD'}
},
'COINBASEPRO': {
'db_prefix': 'COINBASE_PRO',
'supported_products': {'BTC-USD'}
}
}
for exchange in exchanges.keys():
logger.info(f'Uploading for exchange: {exchange}')
db_prefix = exchanges[exchange]['db_prefix']
supported_products = exchanges[exchange]['supported_products']
for instrument in instr_cache.get_all_exchange_instruments(exchange):
symbol = instrument.get_exchange_instrument_code()
if symbol in supported_products:
upload_trades(behemoth_path, db_prefix, exchange, symbol,
upload_date, cloud_upload)
upload_order_books(behemoth_path, db_prefix, exchange, symbol,
upload_date, cloud_upload)
def do_upload(behemoth_path: str, upload_date: datetime.date):
logger.info(f'uploading into Behemoth for upload date = {upload_date}')
conn = connect_serenity_db()
conn.autocommit = True
cur = conn.cursor()
instr_cache = InstrumentCache(cur, TypeCodeCache(cur))
exchanges = {'PHEMEX': 'PHEMEX', 'COINBASE_PRO': 'COINBASE_PRO'}
for exchange, db_prefix in exchanges.items():
for instrument in instr_cache.get_all_exchange_instruments(exchange):
symbol = instrument.get_exchange_instrument_code()
upload_trades(behemoth_path, db_prefix, exchange, symbol,
upload_date)
upload_order_books(behemoth_path, db_prefix, exchange, symbol,
upload_date)