|
4 | 4 |
|
5 | 5 | trades = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Trade', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
6 | 6 | ('Symbol', dht.string), |
7 | | - ('Sequence', dht.int_), |
| 7 | + ('Sequence', dht.int64), |
8 | 8 | ('Price', dht.double), |
9 | 9 | ('ExchangeCode', dht.string), |
10 | | - ('Size', dht.int_), |
11 | | - ('Tick', dht.int_), |
| 10 | + ('Size', dht.int64), |
| 11 | + ('Tick', dht.int64), |
12 | 12 | ('Change', dht.double), |
13 | | - ('DayVolume', dht.int_), |
14 | | - ('DayTurnover', dht.int_), |
15 | | - ('Direction', dht.int_), |
| 13 | + ('DayVolume', dht.int64), |
| 14 | + ('DayTurnover', dht.int64), |
| 15 | + ('Direction', dht.int64), |
16 | 16 | ('Timestamp', dht.Instant), |
17 | | - ('RawFlags', dht.int_), |
18 | | - ('IsETH', dht.int_), |
19 | | - ('Scope', dht.int_) |
| 17 | + ('RawFlags', dht.int64), |
| 18 | + ('IsETH', dht.int64), |
| 19 | + ('Scope', dht.int64) |
20 | 20 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
21 | 21 |
|
22 | 22 | quotes = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Quote', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
23 | 23 | ('Symbol', dht.string), |
24 | | - ('Sequence', dht.int_), |
| 24 | + ('Sequence', dht.int64), |
25 | 25 | ('Timestamp', dht.Instant), |
26 | 26 | ('BidTime', dht.Instant), |
27 | 27 | ('BidExchangeCode', dht.string), |
28 | 28 | ('BidPrice', dht.double), |
29 | | - ('BidSize', dht.int_), |
| 29 | + ('BidSize', dht.int64), |
30 | 30 | ('AskTime', dht.Instant), |
31 | 31 | ('AskExchangeCode', dht.string), |
32 | 32 | ('AskPrice', dht.double), |
33 | | - ('AskSize', dht.int_), |
34 | | - ('Scope', dht.int_) |
| 33 | + ('AskSize', dht.int64), |
| 34 | + ('Scope', dht.int64) |
35 | 35 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
36 | 36 |
|
37 | 37 |
|
38 | 38 | candle = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Candle', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
39 | 39 | ('Symbol', dht.string), |
40 | | - ('EventFlags', dht.int_), |
| 40 | + ('EventFlags', dht.int64), |
41 | 41 | ('Index', dht.int64), |
42 | 42 | ('Timestamp', dht.Instant), |
43 | | - ('Sequence', dht.int_), |
44 | | - ('Count', dht.int_), |
| 43 | + ('Sequence', dht.int64), |
| 44 | + ('Count', dht.int64), |
45 | 45 | ('Open', dht.double), |
46 | 46 | ('High', dht.double), |
47 | 47 | ('Low', dht.double), |
48 | 48 | ('Close', dht.double), |
49 | | - ('Volume', dht.int_), |
| 49 | + ('Volume', dht.int64), |
50 | 50 | ('VWap', dht.double), |
51 | | - ('BidVolume', dht.int_), |
52 | | - ('AskVolume', dht.int_), |
| 51 | + ('BidVolume', dht.int64), |
| 52 | + ('AskVolume', dht.int64), |
53 | 53 | ('OpenInterest', dht.string), |
54 | 54 | ('ImpVolatility', dht.string) |
55 | 55 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
|
60 | 60 | ('Symbol', dht.string), |
61 | 61 | ('Beta', dht.double), |
62 | 62 | ('EPS', dht.double), |
63 | | - ('DivFreq', dht.int_), |
| 63 | + ('DivFreq', dht.int64), |
64 | 64 | ('ExdDivAmount', dht.double), |
65 | | - ('ExdDivDate', dht.int_), |
| 65 | + ('ExdDivDate', dht.int64), |
66 | 66 | ('52HighPrice', dht.double), |
67 | 67 | ('52LowPrice', dht.double), |
68 | | - ('Shares', dht.int_), |
| 68 | + ('Shares', dht.int64), |
69 | 69 | ('FreeFloat', dht.string), |
70 | 70 | ('HighLimitPrice', dht.double), |
71 | 71 | ('LowLimitPrice', dht.double), |
72 | 72 | ('HaltStartTime', dht.Instant), |
73 | 73 | ('HaltEndTime', dht.Instant), |
74 | 74 | ('Description', dht.string), |
75 | | - ('RawFlags', dht.int_), |
| 75 | + ('RawFlags', dht.int64), |
76 | 76 | ('StatusReason', dht.string), |
77 | | - ('TradingStatus', dht.int_), |
78 | | - ('ShortSaleRestriction', dht.int_) |
| 77 | + ('TradingStatus', dht.int64), |
| 78 | + ('ShortSaleRestriction', dht.int64) |
79 | 79 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
80 | 80 |
|
81 | 81 |
|
82 | 82 | summary = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Summary', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
83 | 83 | ('Symbol', dht.string), |
84 | | - ('DayId', dht.int_), |
| 84 | + ('DayId', dht.int64), |
85 | 85 | ('DayOpenPrice', dht.double), |
86 | 86 | ('DayHighPrice', dht.double), |
87 | 87 | ('DayLowPrice', dht.double), |
88 | 88 | ('DayClosePrice', dht.double), |
89 | | - ('PrevDayId', dht.int_), |
| 89 | + ('PrevDayId', dht.int64), |
90 | 90 | ('PrevDayClosePrice', dht.double), |
91 | | - ('PrevDayVolume', dht.int_), |
92 | | - ('OpenInterest', dht.int_), |
93 | | - ('RawFlags', dht.int_), |
| 91 | + ('PrevDayVolume', dht.int64), |
| 92 | + ('OpenInterest', dht.int64), |
| 93 | + ('RawFlags', dht.int64), |
94 | 94 | ('ExchangeCode', dht.string), |
95 | | - ('DayClosePriceType', dht.int_), |
96 | | - ('PrevDayClosePriceType', dht.int_), |
97 | | - ('Scope', dht.int_) |
| 95 | + ('DayClosePriceType', dht.int64), |
| 96 | + ('PrevDayClosePriceType', dht.int64), |
| 97 | + ('Scope', dht.int64) |
98 | 98 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
99 | 99 |
|
100 | 100 | order = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Order', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
101 | 101 | ('Symbol', dht.string), |
102 | | - ('EventFlags', dht.int_), |
| 102 | + ('EventFlags', dht.int64), |
103 | 103 | ('Index', dht.int64), |
104 | 104 | ('Timestamp', dht.Instant), |
105 | | - ('Sequence', dht.int_), |
| 105 | + ('Sequence', dht.int64), |
106 | 106 | ('Price', dht.double), |
107 | | - ('Size', dht.int_), |
108 | | - ('Count', dht.int_), |
| 107 | + ('Size', dht.int64), |
| 108 | + ('Count', dht.int64), |
109 | 109 | ('Scope', dht.string), |
110 | 110 | ('Side', dht.string), |
111 | 111 | ('ExchangeCode', dht.string), |
|
124 | 124 |
|
125 | 125 | time_and_sale = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'TimeAndSale', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
126 | 126 | ('Symbol', dht.string), |
127 | | - ('EventFlags', dht.int_), |
| 127 | + ('EventFlags', dht.int64), |
128 | 128 | ('Index', dht.int64), |
129 | 129 | ('Timestamp', dht.Instant), |
130 | 130 | ('ExchangeCode', dht.string), |
|
133 | 133 | ('BidPrice', dht.double), |
134 | 134 | ('AskPrice', dht.double), |
135 | 135 | ('ExchangeSaleConditions', dht.string), |
136 | | - ('RawFlags', dht.int_), |
| 136 | + ('RawFlags', dht.int64), |
137 | 137 | ('Buyer', dht.string), |
138 | 138 | ('Seller', dht.string), |
139 | | - ('Side', dht.int_), |
140 | | - ('Type', dht.int_), |
141 | | - ('IsValidTick', dht.int_), |
142 | | - ('IsEthTrade', dht.int_), |
143 | | - ('TradeThroughExempt', dht.int_), |
144 | | - ('IsSpreadLeg', dht.int_), |
145 | | - ('Scope', dht.int_) |
| 139 | + ('Side', dht.int64), |
| 140 | + ('Type', dht.int64), |
| 141 | + ('IsValidTick', dht.int64), |
| 142 | + ('IsEthTrade', dht.int64), |
| 143 | + ('TradeThroughExempt', dht.int64), |
| 144 | + ('IsSpreadLeg', dht.int64), |
| 145 | + ('Scope', dht.int64) |
146 | 146 | ]),table_type = TableType.append()).sort_descending(["KafkaOffset"]) |
147 | 147 |
|
148 | 148 |
|
149 | 149 | series = ck.consume({'bootstrap.servers': 'redpanda:29092'} , 'Series', key_spec=KeyValueSpec.IGNORE, value_spec=ck.json_spec([ |
150 | 150 | ('Symbol', dht.string), |
151 | | - ('EventFlags', dht.int_), |
| 151 | + ('EventFlags', dht.int64), |
152 | 152 | ('Index', dht.int64), |
153 | 153 | ('Timestamp', dht.Instant), |
154 | | - ('Sequence', dht.int_), |
155 | | - ('Expiration', dht.int_), |
| 154 | + ('Sequence', dht.int64), |
| 155 | + ('Expiration', dht.int64), |
156 | 156 | ('Volatility', dht.double), |
157 | 157 | ('PutCallRatio', dht.double), |
158 | 158 | ('ForwardPrice', dht.double), |
|
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