Funding_Rate/algo.ipynb

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  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "d1eed397",
   "metadata": {},
   "outputs": [],
   "source": [
    "import modules.structs as structs\n",
    "import json\n",
    "from dataclasses import dataclass, asdict\n",
    "import valkey\n",
    "\n",
    "with open('algo_config.json', 'r', encoding='utf-8') as file:\n",
    "    ALGO_CONFIG = json.load(file, object_hook=lambda d: structs.Algo_Config(**d))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "c6151613",
   "metadata": {},
   "outputs": [],
   "source": [
    "VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)"
   ]
  },
  {
   "cell_type": "code",
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   "id": "d83c61e5",
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    {
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       "1"
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     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
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   ],
   "source": [
    "config_update = {'Min_Time_To_Funding_Minutes': 7}\n",
    "VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "45fae761",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Algo_Config(Config_Updated_Timestamp=1777151524162, Allow_Ordering_Aster=True, Allow_Ordering_Extend=True, Loop_Sleep_Sec=1, Max_Target_Notional=0.0, Min_Time_To_Funding_Minutes=60, Price_Worsener_Aster=0.0, Price_Worsener_Extend=0.0, Target_Open_Cash_Position=10)"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "json.loads(VAL_KEY.get('fr_orchestrator_output'), object_hook=lambda d: structs.Algo_Config(**d))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'Config_Updated_Timestamp': 1777098091913,\n",
       " 'Allow_Ordering_Aster': True,\n",
       " 'Allow_Ordering_Extend': True,\n",
       " 'Loop_Sleep_Sec': 1,\n",
       " 'Max_Target_Notional': 0.0,\n",
       " 'Min_Time_To_Funding_Minutes': 60,\n",
       " 'Price_Worsener_Aster': 0.0,\n",
       " 'Price_Worsener_Extend': 0.0,\n",
       " 'Target_Open_Cash_Position': 10}"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "asdict(ALGO_CONFIG)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "d2e26271",
   "metadata": {},
   "outputs": [],
   "source": []
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   "cell_type": "code",
   "execution_count": null,
   "id": "a0df43de",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
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