async def __call__(self, *, feed, pair, delta, timestamp):
ts = time.time()
await self.connect()
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta, 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, delta, timestamp):
await self.connect()
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta, 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, delta, timestamp):
await self._connect()
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta, 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, delta, timestamp):
await self.connect()
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_delta_convert(delta, data)
upd = {'feed': feed, 'pair': pair, 'delta': True, '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, pair, delta, timestamp):
if self.redis is None:
self.redis = await aioredis.create_redis_pool(
f'redis://{self.host}:{self.port}')
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta, data)
data = json.dumps(data)
await self.redis.xadd(f"{self.key}-{feed}-{pair}", {'data': data})
async def __call__(self, *, feed: str, pair: str, delta: dict,
timestamp: float, receipt_timestamp: float):
data = {
'timestamp': timestamp,
'receipt_timestamp': receipt_timestamp,
'delta': True,
BID: {},
ASK: {}
}
book_delta_convert(delta, data, convert=self.numeric_type)
await self.write(feed, pair, timestamp, receipt_timestamp, data)
async def __call__(self, *, feed, pair, delta, timestamp):
start = f"{self.key}-{feed},pair={pair},delta=True"
data = {BID: {}, ASK: {}}
book_delta_convert(delta, data)
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, delta, timestamp):
data = {
'timestamp': timestamp,
'feed': feed,
'pair': pair,
'delta': True,
BID: {},
ASK: {}
}
book_delta_convert(delta, data, convert=lambda x: str(int(x * 10000)))
await self.db[self.collection].insert_one(data)
async def __call__(self, *, feed, pair, delta, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_delta_convert(delta, data)
upd = {
'type': 'book',
'feed': feed,
'pair': pair,
'delta': True,
'data': data
}
await self.con.send_json(upd)
async def __call__(self, *, feed, pair, delta, 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': True, BID: {}, ASK: {}}
book_delta_convert(delta, data)
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, delta, timestamp):
data = {BID: {}, ASK: {}}
book_delta_convert(delta, data, convert=self.numeric_type)
data = book_flatten(feed, pair, data, timestamp, True)
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, delta, timestamp,
receipt_timestamp):
delta_update = {"bid": [], "ask": []}
for side in (BID, ASK):
for price, size in delta[side]:
if price in self.book[pair][side]:
size_delta = size - self.book[pair][side][price]
else:
size_delta = size
if abs(size_delta) > 0:
delta_update[side].append((price, size_delta))
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta_update, data, convert=self.numeric_type)
await self.write(feed, pair, timestamp, receipt_timestamp, data)
async def __call__(self, *, feed, pair, delta, timestamp):
data = {'timestamp': timestamp, 'delta': True, BID: {}, ASK: {}}
book_delta_convert(delta, data, convert=self.numeric_type)
await self.write(feed, pair, timestamp, data)
async def __call__(self, *, feed, pair, delta, timestamp):
start = f"{self.key}-{feed},pair={pair},delta=True"
data = {BID: {}, ASK: {}}
book_delta_convert(delta, data)
await self._write_rows(start, data, timestamp)
async def __call__(self, *, feed, pair, delta, timestamp):
data = {'timestamp': timestamp, BID: {}, ASK: {}}
book_delta_convert(delta, data)
upd = {'feed': feed, 'pair': pair, 'delta': True, 'data': data}
await self.con.send_string(f'book {json.dumps(upd)}')
