added extend symbol change for ws
This commit is contained in:
@@ -28,23 +28,18 @@ USE_DB: bool = False
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USE_VK: bool = True
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VK_FUND_RATE = 'fund_rate_extended'
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CON: AsyncContextManager | None = None
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VAL_KEY = None
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CON: AsyncContextManager
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VAL_KEY: valkey.Valkey
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### Logging ###
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load_dotenv()
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LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Extended_FR.log'
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LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_FR.log'
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### CONSTANTS ###
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WS_SYMBOL: str = 'ETH-USD'
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FUNDING_RATE_INTERVAL_MIN = 60
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SYMBOL: str = 'ETH-USD'
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### Globals ###
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WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/{WS_SYMBOL}"
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# HIST_TRADES = np.empty((0, 3))
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# HIST_TRADES_LOOKBACK_SEC = 6
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ALLOW_SYMBOL_CHG: bool = False
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def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds
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interval_secs = interval_mins * 60
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@@ -53,113 +48,63 @@ def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds
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return rounded_seconds
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# ### Database Funcs ###
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# async def create_rtds_btcusd_table(
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# CON: AsyncContextManager,
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# engine: str = 'mysql', # mysql | duckdb
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# ) -> None:
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# if CON is None:
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# logging.info("NO DB CONNECTION, SKIPPING Create Statements")
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# else:
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# if engine == 'mysql':
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# logging.info('Creating Table if Does Not Exist: binance_btcusd_trades')
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# await CON.execute(text("""
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# CREATE TABLE IF NOT EXISTS binance_btcusd_trades (
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# timestamp_arrival BIGINT,
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# timestamp_msg BIGINT,
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# timestamp_value BIGINT,
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# value DOUBLE,
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# qty DOUBLE
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# );
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# """))
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# await CON.commit()
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# else:
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# raise ValueError('Only MySQL engine is implemented')
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# async def insert_rtds_btcusd_table(
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# timestamp_arrival: int,
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# timestamp_msg: int,
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# timestamp_value: int,
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# value: float,
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# qty: float,
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# CON: AsyncContextManager,
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# engine: str = 'mysql', # mysql | duckdb
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# ) -> None:
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# params={
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# 'timestamp_arrival': timestamp_arrival,
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# 'timestamp_msg': timestamp_msg,
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# 'timestamp_value': timestamp_value,
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# 'value': value,
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# 'qty': qty,
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# }
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# if CON is None:
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# logging.info("NO DB CONNECTION, SKIPPING Insert Statements")
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# else:
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# if engine == 'mysql':
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# await CON.execute(text("""
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# INSERT INTO binance_btcusd_trades
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# (
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# timestamp_arrival,
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# timestamp_msg,
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# timestamp_value,
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# value,
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# qty
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# )
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# VALUES
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# (
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# :timestamp_arrival,
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# :timestamp_msg,
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# :timestamp_value,
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# :value,
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# :qty
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# )
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# """),
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# parameters=params
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# )
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# await CON.commit()
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# else:
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# raise ValueError('Only MySQL engine is implemented')
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### Websocket ###
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async def ws_stream():
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async for websocket in websockets.connect(WSS_URL):
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logging.info(f"Connected to {WSS_URL}")
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try:
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async for message in websocket:
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ts_arrival = round(datetime.now().timestamp()*1000)
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if isinstance(message, str):
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try:
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data = json.loads(message)
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if data.get('data', None) is not None:
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# print(f'FR: {data}')
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fr_next_update_ts = (time_round_down(dt=datetime.now(timezone.utc), interval_mins=60)+(60*60))*1000
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VAL_KEY_OBJ = json.dumps({
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'sequence_id': data['seq'],
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'timestamp_arrival': ts_arrival,
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'timestamp_msg': data['ts'],
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'symbol': data['data']['m'],
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'funding_rate': float(data['data']['f']),
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'funding_rate_updated_ts_ms': data['data']['T'],
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'next_funding_time_ts_ms': fr_next_update_ts,
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})
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VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ)
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global SYMBOL
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while True:
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CHANGE_SYMBOL = False
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WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/{SYMBOL}"
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async for websocket in websockets.connect(WSS_URL):
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if CHANGE_SYMBOL:
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break
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logging.info(f"Connected to {WSS_URL}")
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try:
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async for message in websocket:
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### Update Symbol if Algo Outputs Change ###
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if ALLOW_SYMBOL_CHG:
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best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_algo_working_symbol')) # ty:ignore[invalid-argument-type]
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best_symbol: str = f'{best_symbol_by_exchange['EXTEND']['lh_asset']}-{best_symbol_by_exchange['EXTEND']['rh_asset']}'
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if best_symbol != SYMBOL:
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logging.info(f'Symbol Change: {SYMBOL} -> {best_symbol}')
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SYMBOL = best_symbol
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CHANGE_SYMBOL = True
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await websocket.close()
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break
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ts_arrival = round(datetime.now().timestamp()*1000)
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if isinstance(message, str):
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try:
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data = json.loads(message)
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if data.get('data', None) is not None:
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# print(f'FR: {data}')
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fr_next_update_ts = (time_round_down(dt=datetime.now(timezone.utc), interval_mins=60)+(60*60))*1000
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VAL_KEY_OBJ = json.dumps({
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'sequence_id': data['seq'],
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'timestamp_arrival': ts_arrival,
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'timestamp_msg': data['ts'],
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'symbol': data['data']['m'],
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'funding_rate': float(data['data']['f']),
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'funding_rate_updated_ts_ms': data['data']['T'],
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'next_funding_time_ts_ms': fr_next_update_ts,
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})
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VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ)
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continue
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else:
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logging.info(f'Initial or unexpected data struct, skipping: {data}')
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continue
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except (json.JSONDecodeError, ValueError):
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logging.warning(f'Message not in JSON format, skipping: {message}')
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continue
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else:
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logging.info(f'Initial or unexpected data struct, skipping: {data}')
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continue
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except (json.JSONDecodeError, ValueError):
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logging.warning(f'Message not in JSON format, skipping: {message}')
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continue
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else:
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raise ValueError(f'Type: {type(data)} not expected: {message}')
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except websockets.ConnectionClosed as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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continue
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except Exception as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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else:
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raise ValueError(f'Type: {type(data)} not expected: {message}')
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except websockets.ConnectionClosed as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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continue
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except Exception as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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async def main():
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@@ -169,16 +114,16 @@ async def main():
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if USE_VK:
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VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0)
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else:
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VAL_KEY = None
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logging.warning("VALKEY NOT BEING USED, NO DATA WILL BE PUBLISHED")
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raise NotImplementedError('Cannot run without VK')
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if USE_DB:
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engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
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async with engine.connect() as CON:
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# await create_rtds_btcusd_table(CON=CON)
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await ws_stream()
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raise NotImplementedError('DB not implemented')
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# engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
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# async with engine.connect() as CON:
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# # await create_rtds_btcusd_table(CON=CON)
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# await ws_stream()
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else:
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CON = None
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logging.warning("DATABASE NOT BEING USED, NO DATA WILL BE RECORDED")
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await ws_stream()
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