async def _write_rows(self, start, data, timestamp):
msg = []
ts = int(timestamp * 1000000000)
for side in (BID, ASK):
for price, val in data[side].items():
if isinstance(val, dict):
for order_id, amount in val.items():
if self.numeric_type is str:
msg.append(
f'{start} side="{side}",id="{order_id}",timestamp={timestamp},price="{price}",amount="{amount}" {ts}'
)
elif self.numeric_type is float:
msg.append(
f'{start} side="{side}",id="{order_id}",timestamp={timestamp},price={price},amount={amount} {ts}'
)
else:
raise UnsupportedType(
f"Type {self.numeric_type} not supported")
ts += 1
else:
if self.numeric_type is str:
msg.append(
f'{start} side="{side}",timestamp={timestamp},price="{price}",amount="{val}" {ts}'
)
elif self.numeric_type is float:
msg.append(
f'{start} side="{side}",timestamp={timestamp},price={price},amount={val} {ts}'
)
else:
raise UnsupportedType(
f"Type {self.numeric_type} not supported")
ts += 1
await self.http_write('POST', '\n'.join(msg), self.headers)
async def __call__(self, *, feed: str, pair: str, bid: Decimal,
ask: Decimal, timestamp: float):
bid = str(bid)
ask = str(ask)
if self.numeric_type is str:
ticker = f'{self.key}-{feed},pair={pair} bid="{bid}",ask"{ask}",timestamp={timestamp}'
elif self.numeric_type is float:
ticker = f'{self.key}-{feed},pair={pair} bid={bid},ask={ask},timestamp={timestamp}'
else:
raise UnsupportedType(f"Type {self.numeric_type} not supported")
await self.write('POST', ticker)
async def __call__(self, *, feed: str, pair: str, side: str, amount: Decimal, price: Decimal, order_id=None, timestamp=None):
amount = str(amount)
price = str(price)
if order_id is None:
order_id = 'None'
if self.numeric_type is str:
trade = f'{self.key}-{feed},pair={pair} side="{side}",id="{order_id}",amount="{amount}",price="{price}",timestamp={timestamp}'
elif self.numeric_type is float:
trade = f'{self.key}-{feed},pair={pair} side="{side}",id="{order_id}",amount={amount},price={price},timestamp={timestamp}'
else:
raise UnsupportedType(f"Type {self.numeric_type} not supported")
await self.write(trade)
async def __call__(self, *, feed, pair, **kwargs):
data = f"{self.key}-{feed},pair={pair} "
for key, val in kwargs.items():
if key in {'feed', 'pair'}:
continue
if isinstance(val, (Decimal, float)):
val = str(val)
if self.numeric_type is str:
val = f'"{val}"'
elif self.numeric_type is not float:
raise UnsupportedType(f"Type {self.numeric_type} not supported")
elif isinstance(val, str):
val = f'"{val}"'
data += f"{key}={val},"
data = data[:-1]
await self.write(data)