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mservidio avatar mservidio commented on May 9, 2024

This could be an additional option to the timestamp pull forward handler.

https://github.com/GoogleCloudPlatform/market-data-transcoder/blob/main/transcoder/message/handler/TimestampPullForwardHandler.py

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salsferrazza avatar salsferrazza commented on May 9, 2024

Good point, now with handlers being somewhat configurable, this could possibly just become a TimestampHandler with several modes: e.g.: pull forward from Seconds message, append static date, manufacture single timestamp column from a nanos timestamp + date, etc.

Algorithmically, normalizing dates from low-context streams (messages providing only nanos past midnight, e.g.) might look something like:

day = datetime.fromisoformat('20191230')            # YYYYMMDD from MessageHandler params
day_epoch = time.mktime(day.timetuple())            # UNIX seconds equivalent
midnight_in_nanos = day_epoch * 1000000000
epoch_nanos = midnight_in_nanos + msg['nanos_past_midnight']

Then the handler can manufacture any combination of those values as a field, or unify into a single field (like ts_epoch_nanos)

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