added extend symbol change for ws

engine_orders.py

@@ -0,0 +1,119 @@
+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_POS_ASTER: str = 'fr_aster_user_positions'
+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'
+
+
+# async def work_order(order: dict) -> dict:
+#     LOCAL_ORDERS.append(order)
+#     while LOCAL_ORDERS:
+#         print(f'working order...{order}')
+#         time.sleep(5)
+#         print(f'{order}...order posted/replaced/etc')
+
+#     VAL_KEY.set(name=VK_OUT, value=json.dumps(order))
+#     return order
+
+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():
+        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)
+
+# def receive_notional_updates():
+#     VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
+#     VK_PUBSUB.subscribe(VK_IN)
+#     for message in VK_PUBSUB.listen():
+#         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)
+
+async def main() -> None:
+    global LOCAL_ORDERS
+
+    try:
+        thread = threading.Thread(target=receive_orders)
+        thread.daemon = True
+        # thread.start()
+        thread.join()
+
+
+        # 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())