async def __call__(self, *, feed, pair, book, timestamp):
ts = time.time()
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
'redis://{}:{}'.format(self.host, self.port))
data = {
'timestamp': timestamp_normalize(feed, timestamp),
BID: {},
ASK: {}
}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
data = json.dumps(data)
await self.redis.zadd("{}-{}-{}".format(self.key, feed, pair),
ts,
data,
exist=self.redis.ZSET_IF_NOT_EXIST)
async def __call__(self, *, feed, pair, book, timestamp):
await self.connect()
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
upd = {'type': 'book', 'feed': feed, 'pair': pair, 'data': data}
self.transport.sendto(json.dumps(upd).encode())
async def __call__(self, *, feed, pair, book, timestamp):
await self.connect()
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data, convert=self.numeric_type)
data = json.dumps(data)
await self.redis.xadd(f"{self.key}-{feed}-{pair}", {'data': data})
async def __call__(self, *, feed, pair, book, timestamp):
await self._connect()
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data)
data = json.dumps(data).encode('utf8')
topic = f"{self.key}-{feed}-{pair}" if self.key else f"book-{feed}-{pair}"
await self.producer.send_and_wait(topic, data)
async def __call__(self, *, feed, pair, book, timestamp):
await self.connect()
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data)
upd = {'feed': feed, 'pair': pair, 'delta': False, 'data': data}
await self.conn.default_exchange.publish(
aio_pika.Message(body=f'book {json.dumps(upd)}'.encode()),
routing_key='cryptofeed')
async def __call__(self, *, feed: str, pair: str, book: dict,
timestamp: float, receipt_timestamp: float):
data = {
'timestamp': timestamp,
'receipt_timestamp': receipt_timestamp,
'delta': False,
BID: {},
ASK: {}
}
book_convert(book, data, convert=self.numeric_type)
await self.write(feed, pair, timestamp, receipt_timestamp, data)
async def __call__(self, *, feed, pair, book, timestamp):
data = {BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
start = f"{self.key}-{feed},pair={pair},delta=False"
await self._write_rows(start, data, timestamp)
async def __call__(self, *, feed, pair, book, timestamp):
ts = time.time()
await self.connect()
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data, convert=self.numeric_type)
data = json.dumps(data)
await self.redis.zadd(f"{self.key}-{feed}-{pair}",
ts,
data,
exist=self.redis.ZSET_IF_NOT_EXIST)
async def __call__(self, *, feed, pair, book, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
upd = {'type': 'book', 'feed': feed, 'pair': pair, 'data': data}
if self.depth:
if upd['data'][BID] == self.previous[BID] and upd['data'][ASK] == self.previous[ASK]:
return
self.previous[ASK] = upd['data'][ASK]
self.previous[BID] = upd['data'][BID]
await self.con.send_json(upd)
async def __call__(self, *, feed, pair, book, timestamp):
data = {
'timestamp': timestamp,
'feed': feed,
'pair': pair,
'delta': False,
BID: {},
ASK: {}
}
book_convert(book, data, convert=lambda x: str(int(x * 10000)))
await self.db[self.collection].insert_one(data)
async def __call__(self, *, feed, pair, book, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
upd = {'feed': feed, 'pair': pair, 'delta': False, 'data': data}
if self.depth:
if upd['data'][BID] == self.previous[BID] and upd['data'][
ASK] == self.previous[ASK]:
return
self.previous[ASK] = upd['data'][ASK]
self.previous[BID] = upd['data'][BID]
await self.con.send_string(f'book {json.dumps(upd)}')
async def __call__(self, *, feed, pair, book, timestamp):
data = {BID: {}, ASK: {}}
book_convert(book, data, convert=self.numeric_type)
data = book_flatten(feed, pair, data, timestamp, False)
data = itertools.chain(*zip([json.dumps({"index": {}})] *
len(data), [json.dumps(d) for d in data]))
data = '\n'.join(data)
data = f"{data}\n"
await self.write('POST',
data,
headers={'content-type': 'application/x-ndjson'})
async def __call__(self, *, feed, pair, book, timestamp):
await self.connect()
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data)
upd = {
'type': 'book',
'feed': feed,
'pair': pair,
'delta': False,
'data': data
}
self.write(upd)
async def __call__(self, *, feed, pair, book, timestamp):
ts = time.time()
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
'redis://{}:{}'.format(self.host, self.port))
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
data = json.dumps(data)
await self.redis.zadd("{}-{}-{}".format(self.key, feed, pair),
ts,
data,
exist=self.redis.ZSET_IF_NOT_EXIST)
async def __call__(self, *, feed, pair, book, timestamp):
await self.connect()
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data, self.depth, convert=self.numeric_type)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
data = json.dumps(data)
await self.redis.xadd(f"{self.key}-{feed}-{pair}", {'data': data})
async def __call__(self, *, feed, pair, book, timestamp):
if self.redis is None:
self.redis = await aioredis.create_redis_pool(f'redis://{self.host}:{self.port}')
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
flat = book_flatten(data, data['timestamp'])
for update in flat:
await self.redis.xadd(f"{self.key}-{feed}-{pair}", update)
async def __call__(self, *, feed, pair, book, timestamp):
await self._connect()
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
data = json.dumps(data).encode('utf8')
topic = f"{self.key}-{feed}-{pair}" if self.key else f"book-{feed}-{pair}"
await self.producer.send_and_wait(topic, data)
async def __call__(self, *, feed, pair, book, timestamp):
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
f'redis://{self.host}:{self.port}')
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
data = json.dumps(data)
await self.redis.xadd(f"{self.key}-{feed}-{pair}", {'data': data})
async def __call__(self, *, feed, pair, book, timestamp):
data = {BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
start = f"{self.key}-{feed},pair={pair}"
for side in (BID, ASK):
for price, val in data[side].items():
if isinstance(val, dict):
for order_id, amount in val.items():
await self.write(f'{start} side="{side}",id="{order_id}",timestamp={timestamp},price="{price}",amount="{amount}"')
else:
await self.write(f'{start} side="{side}",price="{price}",timestamp={timestamp},amount="{val}"')
async def __call__(self, *, feed, pair, book, timestamp):
data = {
'timestamp': timestamp,
'feed': feed,
'pair': pair,
BID: {},
ASK: {}
}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
await self.db[self.collection].insert_one(data)
async def __call__(self, *, feed, pair, book, timestamp):
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
'redis://{}:{}'.format(self.host, self.port))
data = {
'timestamp': timestamp_normalize(feed, timestamp),
BID: {},
ASK: {}
}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
await self.redis.xadd(f"{self.key}-{feed}-{pair}", data)
async def __call__(self, *, feed, pair, book, timestamp):
data = {BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
start = f"{feed},pair={pair},feed=book,"
body = ""
for side in (BID, ASK):
for price, val in data[side].items():
if isinstance(val, dict):
for order_id, amount in val.items():
body += start + f'side={side},id={order_id} timestamp="{timestamp}",price={price},amount={amount}\n'
else:
body += start + f'side={side} timestamp="{timestamp}",price={price},amount={val}\n'
await self.write(body)
async def __call__(self, *, feed, pair, book, timestamp):
ts = time.time()
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
f'redis://{self.host}:{self.port}')
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
if self.depth:
if data[BID] == self.previous[BID] and data[ASK] == self.previous[
ASK]:
return
self.previous[ASK] = data[ASK]
self.previous[BID] = data[BID]
data = json.dumps(data)
await self.redis.zadd(f"{self.key}-{feed}-{pair}",
ts,
data,
exist=self.redis.ZSET_IF_NOT_EXIST)
async def __call__(self, *, feed, pair, book, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data)
upd = {'feed': feed, 'pair': pair, 'delta': False, 'data': data}
await self.con.send_string(f'book {json.dumps(upd)}')
async def __call__(self, *, feed, pair, book, timestamp):
data = {'timestamp': timestamp, 'delta': False, BID: {}, ASK: {}}
book_convert(book, data, convert=self.numeric_type)
await self.write(feed, pair, timestamp, data)
async def __call__(self, *, feed, pair, book, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_convert(book, data, self.depth)
upd = {'type': 'book', 'feed': feed, 'pair': pair, 'data': data}
await self.con.send_json(upd)
async def __call__(self, *, feed: str, symbol: str, book: dict,
timestamp: float, receipt_timestamp: float):
data = {BID: {}, ASK: {}}
book_convert(book, data, convert=self.numeric_type)
await self.write(feed, symbol, timestamp, receipt_timestamp, data)
async def __call__(self, *, feed, pair, book, timestamp):
data = {BID: {}, ASK: {}}
book_convert(book, data)
start = f"{self.key}-{feed},pair={pair},delta=False"
await self._write_rows(start, data, timestamp)
