Funding_Rate/ng.py

import os
from nicegui import ui, app
from sqlalchemy import create_engine
# import requests
import json
# import time
# import re
import valkey
import asyncio
# import datetime as dt
# from random import random
# from nicegui_modules import data
# from nicegui_modules import ui_components

ALLOW_BODY_SCROLL: bool = True
LOOKBACK: int = 60
LOOKBACK_RT_TV_MAX_POINTS: int = 3000
REFRESH_INTERVAL_SEC: float = 10
REFRESH_INTERVAL_RT_SEC: float = 1/30

ENGINE = create_engine('mysql+pymysql://root:pwd@localhost/fund_rate')
VALKEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)

### Utils ###
def update_body_scroll(e=None, bool_override=False):
    if e is None:
        if bool_override:
            ui.query('body').style('height: 100%; overflow-y: auto;')
        else:
            ui.query('body').style('height: 100%; overflow-y: hidden;')
    else:
        if e.value:
            ui.query('body').style('height: 100%; overflow-y: auto;')
        else:
            ui.query('body').style('height: 100%; overflow-y: hidden;')

### Callbacks ###
async def update_tv():
    series_update_aster_tob = json.loads(VALKEY.get('fut_ticker_aster'))  # ty:ignore[invalid-argument-type]
    series_update_extend_tob = json.loads(VALKEY.get('fut_ticker_extended')) # ty:ignore[invalid-argument-type]
    series_update_algo_status = json.loads(VALKEY.get('algo_status')) # ty:ignore[invalid-argument-type]
    
    timestamp_aster_tob = round( ( series_update_aster_tob['timestamp_arrival'] / 1000 ) , 2)
    timestamp_extend_tob = round( ( series_update_extend_tob['timestamp_arrival'] / 1000 ) , 2)
    timestamp_algo_status = round( ( series_update_algo_status['timestamp_arrival'] / 1000 ) , 2)
    
    value_aster_tob = ( float(series_update_aster_tob['best_ask_px']) + float(series_update_aster_tob['best_bid_px']) ) / 2 
    value_extend_tob = ( float(series_update_extend_tob['best_ask_px']) + float(series_update_extend_tob['best_bid_px']) ) / 2
    value_algo_expected_alpha = float(series_update_algo_status['price'])

    data_dict = {
        'timestamp': timestamp_aster_tob,
        'timestamp_b': timestamp_extend_tob,
        'timestamp_c': timestamp_algo_status,
        'value': value_aster_tob,
        'value_b': value_extend_tob,
        'value_c': value_algo_expected_alpha,
        'target': series_update_algo_status['target_price'],
        'LOOKBACK_RT_TV_MAX_POINTS': LOOKBACK_RT_TV_MAX_POINTS,
    }

    ui.run_javascript(f'await update_tv(data_dict={data_dict});')


### Pages ###
async def rt_chart_page():
    global LOOKBACK
    
    LOOKBACK = app.storage.user.get('lookback', LOOKBACK)
    timer = ui.timer(REFRESH_INTERVAL_RT_SEC, update_tv)
    
    with ui.row():
        with ui.column():
            ui.switch('☸︎', value=ALLOW_BODY_SCROLL, on_change=lambda e: update_body_scroll(e))
        with ui.column():
            ui.switch('▶️', value=True).bind_value_to(timer, 'active')
        with ui.column().style('position: absolute; right: 20px; font-family: monospace; align-self: center;'):
            ui.label('Atwater Trading: Orderbook')
    
    with ui.grid(columns=16).classes('w-full gap-0 auto-fit'):
        with ui.card().tight().classes('w-full col-span-full no-shadow border border-black-200').style('overflow: auto;'):
            ui.html('<div id="tv" style="width:100%; height:800px;"></div>', sanitize=False).classes('w-full')
            ui.run_javascript('await create_tv();')

def root():
    app.add_static_files(max_cache_age=0, url_path='/static', local_directory=os.path.join(os.path.dirname(__file__), 'nicegui_modules/static'))
    ui.add_head_html('''
    <meta name="darkreader-lock">
    <link rel="stylesheet" type="text/css" href="/static/styles.css">
    <script type="text/javascript" src="https://unpkg.com/lightweight-charts/dist/lightweight-charts.standalone.production.js"></script>
    <script src="/static/script.js"></script>
    '''
    )

    # ui.add_head_html('<meta name="darkreader-lock">')
    update_body_scroll(bool_override=ALLOW_BODY_SCROLL)

    ui.sub_pages({
        '/': rt_chart_page,
    }).classes('w-full')

ui.run(root, storage_secret="123ABC", reload=True, dark=True, title='Atwater Trading')