Funding_Rate/engine_orders.py

import asyncio
import json
import logging
import os
import traceback
from datetime import datetime
import time
import valkey
from dotenv import load_dotenv
import modules.utils as utils
import multiprocessing as mp
import threading
from typing import Any



'''
TO DO:
- Insert config changes into database for analysis later / general tracking
'''

LOCAL_ORDERS: list = []

### Database ###
VK_IN: str = 'fr_engine_orders_input'
VK_OUT: str = 'fr_engine_orders_output'
VAL_KEY: valkey.Valkey = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)

### Logging ###
load_dotenv()
LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Engine_Orders.log'

### Main Listener for Order Requests (e.g. from Algo Engine) ###
def receive_orders():
    global LOCAL_ORDERS

    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
    VK_PUBSUB.subscribe(VK_IN)
    for message in VK_PUBSUB.listen():
        loop_start = time.time()
        if message['type'] == 'message':
            ts_arrival: int = round(number=datetime.now().timestamp()*1000)
            
            # Receive Update Msg from PubSub
            data: dict = json.loads(s=message['data']) 
            print(data)
            LOCAL_ORDERS.append(data)
        
        print(f'__ Rec Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')

### Listeners - Aster ###
def receive_position_updates_aster():
    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
    VK_PUBSUB.subscribe('fr_aster_user_positions')
    for message in VK_PUBSUB.listen():
        loop_start = time.time()
        if message['type'] == 'message':
            ts_arrival: int = round(number=datetime.now().timestamp()*1000)
            
            # Receive Update Msg from PubSub
            data: dict = json.loads(s=message['data']) 
            print(data)

        print(f'__ Aster Notional: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')

def receive_order_updates_aster():
    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
    VK_PUBSUB.subscribe('fr_aster_user_orders')
    for message in VK_PUBSUB.listen():
        loop_start = time.time()
        if message['type'] == 'message':
            # ts_arrival: int = round(number=datetime.now().timestamp()*1000)
            
            # Receive Update Msg from PubSub
            data: dict = json.loads(s=message['data']) 
            print(data)

        print(f'__ Aster Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')

### Listeners - Extend ###
def receive_position_updates_extend():
    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
    VK_PUBSUB.subscribe('fr_extended_user_positions')
    for message in VK_PUBSUB.listen():
        loop_start = time.time()
        if message['type'] == 'message':
            ts_arrival: int = round(number=datetime.now().timestamp()*1000)
            
            # Receive Update Msg from PubSub
            data: dict = json.loads(s=message['data']) 
            print(data)

        print(f'__ Aster Notional: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')

def receive_order_updates_extend():
    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
    VK_PUBSUB.subscribe('fr_extended_user_orders')
    for message in VK_PUBSUB.listen():
        loop_start = time.time()
        if message['type'] == 'message':
            # ts_arrival: int = round(number=datetime.now().timestamp()*1000)
            
            # Receive Update Msg from PubSub
            data: dict = json.loads(s=message['data']) 
            print(data)

        print(f'__ Aster Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')

async def main() -> None:
    global LOCAL_ORDERS

    try:
        t_rec_orders = threading.Thread(target=receive_orders)
        t_rec_orders.daemon = True
        t_rec_orders.start()


        # while True:
        #     print(f"Subscribed to '{VK_IN}'. Waiting for messages...")
        #     print(f'LOCAL_ORDERS: {LOCAL_ORDERS}')
            
            
        #     aster_position_updates: Any = VAL_KEY.get(name=VK_POS_ASTER)
        #     aster_position_updates: list = json.loads(s=aster_position_updates) if aster_position_updates is not None else []
            
        #     print(f'Aster Pos Updates: {aster_position_updates}')
            
            
        #     time.sleep(5)


            
                


    except valkey.exceptions.ConnectionError as e:
        logging.info(msg=f"Could not connect to Valkey. Please check the publish server is up; {e}")
    except KeyboardInterrupt:
        logging.info(msg='ORCHESTRATOR SHUTTING DOWN...')
    except Exception as e:
        logging.error(msg=traceback.format_exc())
        logging.critical(msg=f'*** ORCHESTRATOR CRASHED: {e}')


if __name__ == '__main__':
    START_TIME: int = round(number=datetime.now().timestamp()*1000)

    logging.info(msg=f'Log FilePath: {LOG_FILEPATH}')

    logging.basicConfig(
        force=True,
        filename=LOG_FILEPATH,
        level=logging.INFO,
        format='%(asctime)s - %(levelname)s - %(message)s',
        filemode='w'
    )
    logging.info(msg=f"STARTED: {START_TIME}")

    asyncio.run(main())