Created
December 15, 2019 16:33
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@Component | |
class TickRepository( | |
@Value("\${db.influx.url}") val dburl : String, | |
@Value("\${db.influx.user}") val user : String, | |
@Value("\${db.influx.pw}") val pw : String, | |
@Value("\${db.influx.dbname}") val dbname : String | |
) { | |
private final val logger = LoggerFactory.getLogger(javaClass) | |
val influxDB = lazy { InfluxDBFactory.connect(dburl, user, pw).setDatabase(dbname) } | |
fun store(ticks: List<Tick>) { | |
logger.info("Storing ${ticks.size} ticks.") | |
val batchPoints = BatchPoints | |
.database(dbname) | |
.build() | |
ticks.map(::convertToPoint).forEach { batchPoints.point(it) } | |
influxDB.value.write(batchPoints) | |
} | |
fun convertToPoint(tick: Tick) = Point.measurement("tick") | |
.time(Instant.parse(tick.time).toEpochMilli(), TimeUnit.MILLISECONDS) | |
.tag("name", tick.product_id) | |
.tag("side", tick.side) | |
.addField("price", tick.price) | |
.addField("bid", tick.best_bid) | |
.addField("ask", tick.best_ask) | |
.addField("size", tick.last_size) | |
.build() | |
} |
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