Skip to content

Instantly share code, notes, and snippets.

View miohtama's full-sized avatar
🏠
https://tradingstrategy.ai

Mikko Ohtamaa miohtama

🏠
https://tradingstrategy.ai
View GitHub Profile
@miohtama
miohtama / find-long-queries.sql
Created December 2, 2021 17:39
PostgreSQL find long queries
SELECT
application_name,
pid,
now() - pg_stat_activity.query_start AS duration,
query,
state
FROM pg_stat_activity
WHERE (now() - pg_stat_activity.query_start) > interval '5 minutes';
@miohtama
miohtama / pgdash-loop.sh
Created December 2, 2021 17:30
Bash script for pgmetrics + pgdash reporting loop
#!/bin/bash
#
# Monitor loop for TimescaleDB using pgdash
# - TimescaleDB runs in a Docker, exposed over TCP/IP socket 127.0.0.1:5555
# - pgdash SaaS offering used https://pgdash.io
# - run the sample collection loop every 30 seconds
#
#
set -e
set -x
@miohtama
miohtama / dramatiq-task-queue.py
Last active November 6, 2021 01:47
Throttling background task queue using Dramatiq - wait until more workers are freed
import time
from typing import Dict, Optional
from dramatiq import Message, Broker
from dramatiq.results import ResultMissing
class TaskQueue:
"""A task queue using Dramatiq background task framework.
@miohtama
miohtama / bsh-notes.bash
Created November 4, 2021 18:37
Binance Smart Chain notes
./geth_linux \
--config ./config.toml \
--datadir ./data/bsc \
--cache 8000 \
--rpc.allow-unprotected-txs \
--txlookuplimit 0 \
--http.port 9545 \
--http.addr 127.0.0.1 \
--http.vhosts=* \
from erdpy.accounts import Account, Address
from erdpy.proxy import ElrondProxy
from erdpy.transactions import BunchOfTransactions
from erdpy.transactions import Transaction
from erdpy.wallet import signing
proxy = ElrondProxy("https://devnet-gateway.elrond.com")
sender = Account(pem_file="test-wallet.pem")
sender.sync_nonce(proxy)
// SPDX-License-Identifier: MIT
pragma solidity ^0.8.7;
pragma abicoder v2;
contract ArrayTest {
function colourToString(uint r, uint g, uint b) private pure returns(string memory) {
bytes memory alphabet = "0123456789abcdef";
@miohtama
miohtama / fast-web3-py-event-decoder.py
Created August 19, 2021 08:08
Fast event fetcher and decoder for web3.py
"""Below is an example for faster JSON-RPC event fetcher.
It skips a lot of steps, like converting raw binary values to corresponding numbers (float, ints),
looking up ABI labels and building `AttributedDict` object.
The resulting Event dictitionary is generated faster, but harder to use and you need to know what you are doing.
"""
def _fetch_events_for_all_contracts(
@miohtama
miohtama / write-parquet-larger-than-ram.py
Created July 14, 2021 10:03
Writing Parquet files incrementally from Python
with pq.ParquetWriter(
fname,
Candle.to_pyarrow_schema(small_candles),
compression='snappy',
allow_truncated_timestamps=True,
version='2.0', # Highest available schema
data_page_version='2.0', # Highest available schema
) as writer:
def reset_data():
@miohtama
miohtama / ethereum_address_type_for_sqlalchemy.py
Created June 27, 2021 11:15
Ethereum address to for SQLAlchemy
class EthereumAddress(types.TypeDecorator):
"""SQLAlchemy class to store Ethereum addresses as binary in SQL database.
Ethereum address is 160 bits, the last bytes of 256 bit public key of the address's signer.
Ethereum address checksum is encoded in the case of hex letters.
We skip any Ethereum address checksum checks, as they slow down large data processing too much.
Any returned address data will be in lowercase.
"""
@miohtama
miohtama / approximate_row_count_sqlalchemy.py
Created June 13, 2021 19:07
Fast approximate_row_count with TimescaleDB and SQLAlchemy
import logging
import time
import timeit
from typing import Type
from sqlalchemy.orm import Session
from sqlalchemy.sql import text
from dex_ohlcv.db import get_real_database
from dex_ohlcv.models.uniswap import Base, UniswapLikeCandle, Pair