Update influx.py (#133)

bmoscon · Nov 13, 2020 · a2c4d63 · a2c4d63
1 parent 20fa67f
commit a2c4d63
Showing 1 changed file with 5 additions and 1 deletion.
diff --git a/cryptostore/data/influx.py b/cryptostore/data/influx.py
@@ -8,7 +8,7 @@
 from collections import defaultdict
 import logging
 
-from cryptofeed.defines import TRADES, L2_BOOK, L3_BOOK, TICKER, FUNDING, OPEN_INTEREST
+from cryptofeed.defines import TRADES, L2_BOOK, L3_BOOK, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS
 import requests
 
 from cryptostore.exceptions import EngineWriteError
@@ -92,6 +92,10 @@ def write(self, exchange, data_type, pair, timestamp):
             for entry in self.data:
                 ts = int(Decimal(entry["timestamp"]) * 1000000000)
                 agg.append(f'{data_type}-{exchange},pair={pair},exchange={exchange} open_interest={entry["open_interest"]},timestamp={entry["timestamp"]},receipt_timestamp={entry["receipt_timestamp"]} {ts}')
+        elif data_type == LIQUIDATIONS:
+            for entry in self.data:
+                ts = int(Decimal(entry["timestamp"]) * 1000000000)
+                agg.append(f'{data_type}-{exchange},pair={pair},exchange={exchange} side="{entry["side"]}",leaves_qty={entry["leaves_qty"]},order_id="{entry["order_id"]}",price="{entry["price"]}",timestamp={entry["timestamp"]},receipt_timestamp={entry["receipt_timestamp"]} {ts}')
 
         # https://v2.docs.influxdata.com/v2.0/write-data/best-practices/optimize-writes/
         # Tuning docs indicate 5k is the ideal chunk size for batch writes