update dark pool flow feed

This commit is contained in:
MuslemRahimi 2024-12-29 22:53:44 +01:00
parent eb35e92885
commit e07067fd14

View File

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