update dark pool flow feed
This commit is contained in:
parent
eb35e92885
commit
e07067fd14
31
app/main.py
31
app/main.py
@ -2968,8 +2968,9 @@ async def get_dark_pool_feed(api_key: str = Security(get_api_key)):
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try:
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try:
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directory = "json/dark-pool/historical-flow"
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directory = "json/dark-pool/historical-flow"
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res_list = load_latest_json(directory)
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res_list = load_latest_json(directory)
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res_list = res_list[0:1000]
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res_list = [item for item in res_list if float(item['premium']) > 500_000]
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except Ex:
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except:
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res_list = []
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res_list = []
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data = orjson.dumps(res_list)
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data = orjson.dumps(res_list)
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@ -3417,32 +3418,6 @@ async def get_dark_pool(data:TickerData, api_key: str = Security(get_api_key)):
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headers={"Content-Encoding": "gzip"}
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headers={"Content-Encoding": "gzip"}
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)
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)
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@app.get("/dark-pool-flow")
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async def get_dark_pool_flow(api_key: str = Security(get_api_key)):
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cache_key = f"dark-flow-flow"
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cached_result = redis_client.get(cache_key)
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if cached_result:
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return StreamingResponse(
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io.BytesIO(cached_result),
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media_type="application/json",
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headers={"Content-Encoding": "gzip"})
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try:
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with open(f"json/dark-pool/flow/data.json", 'rb') as file:
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res = orjson.loads(file.read())
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except:
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res = []
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data = orjson.dumps(res)
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compressed_data = gzip.compress(data)
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redis_client.set(cache_key, compressed_data)
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redis_client.expire(cache_key, 60*15) # Set cache expiration time to 15 min
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return StreamingResponse(
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io.BytesIO(compressed_data),
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media_type="application/json",
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headers={"Content-Encoding": "gzip"}
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)
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@app.post("/market-maker")
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@app.post("/market-maker")
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