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added extend symbol change for ws

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stevekeyharvey
2026-04-30 04:32:49 +00:00
parent dc3409ac40
commit 1ac0909c21
20 changed files with 28960 additions and 1221 deletions
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126
ws_extended_trades.py
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@@ -29,68 +29,88 @@ USE_DB: bool = True
USE_VK: bool = True
VK_LAST_TRADE = 'fut_last_trade_extended'
CON: AsyncContextManager | None = None
VAL_KEY = None
CON: AsyncContextManager
VAL_KEY: valkey.Valkey
### Logging ###
load_dotenv()
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Extended_Trades.log'
LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_Trades.log'
### CONSTANTS ###
WS_SYMBOL: str = 'ETH-USD'
SYMBOL: str = 'ETH-USD'
### Globals ###
WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/publicTrades/{WS_SYMBOL}"
ALLOW_SYMBOL_CHG: bool = False
### Websocket ###
async def ws_stream():
async for websocket in websockets.connect(WSS_URL):
logging.info(f"Connected to {WSS_URL}")
try:
async for message in websocket:
ts_arrival = round(datetime.now().timestamp()*1000)
if isinstance(message, str):
try:
data = json.loads(message)
if data.get('data', None) is not None:
if data['seq'] == 1: # Skip first msg that has historical trades
global SYMBOL
while True:
CHANGE_SYMBOL: bool = False
WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/publicTrades/{SYMBOL}"
async for websocket in websockets.connect(WSS_URL):
if CHANGE_SYMBOL:
break
logging.info(f"Connected to {WSS_URL}")
try:
async for message in websocket:
### Update Symbol if Algo Outputs Change ###
if ALLOW_SYMBOL_CHG:
best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_algo_working_symbol')) # ty:ignore[invalid-argument-type]
best_symbol: str = f'{best_symbol_by_exchange['EXTEND']['lh_asset']}-{best_symbol_by_exchange['EXTEND']['rh_asset']}'
if best_symbol != SYMBOL:
logging.info(f'Symbol Change: {SYMBOL} -> {best_symbol}')
SYMBOL = best_symbol
CHANGE_SYMBOL = True
await websocket.close()
break
ts_arrival = round(datetime.now().timestamp()*1000)
if isinstance(message, str):
try:
data = json.loads(message)
if data.get('data', None) is not None:
# print(data)
if data['seq'] == 1: # Skip first msg that has historical trades
continue
list_for_df = []
for t in data['data']:
trade_obj = {
'sequence_id': data['seq'],
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['ts'],
'timestamp_trade': t['T'],
'symbol': t['m'],
'side_taker': t['S'],
'trade_type': t['tT'],
'price': float(t['p']),
'qty': float(t['q']),
'trade_id': t['i'],
'is_buyer_mkt_maker': True if t['S']=='SELL' else False,
}
list_for_df.append(trade_obj)
# VAL_KEY.set(VK_LAST_TRADE, json.dumps(trade_obj))
if USE_DB:
await db.insert_df_to_mysql(table_name='fr_extended_mkt_trades', params=list_for_df, CON=CON)
pass
continue
list_for_df = []
for t in data['data']:
trade_obj = {
'sequence_id': data['seq'],
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['ts'],
'timestamp_trade': t['T'],
'symbol': t['m'],
'side_taker': t['S'],
'trade_type': t['tT'],
'price': float(t['p']),
'qty': float(t['q']),
'trade_id': t['i'],
'is_buyer_mkt_maker': True if t['S']=='SELL' else False,
}
list_for_df.append(trade_obj)
# VAL_KEY.set(VK_LAST_TRADE, json.dumps(trade_obj))
if USE_DB:
await db.insert_df_to_mysql(table_name='fr_extended_mkt_trades', params=list_for_df, CON=CON)
pass
else:
logging.info(f'Initial or unexpected data struct, skipping: {data}')
continue
except (json.JSONDecodeError, ValueError):
logging.warning(f'Message not in JSON format, skipping: {message}')
continue
else:
logging.info(f'Initial or unexpected data struct, skipping: {data}')
continue
except (json.JSONDecodeError, ValueError):
logging.warning(f'Message not in JSON format, skipping: {message}')
continue
else:
raise ValueError(f'Type: {type(data)} not expected: {message}')
except websockets.ConnectionClosed as e:
logging.error(f'Connection closed: {e}')
logging.error(traceback.format_exc())
continue
except Exception as e:
logging.error(f'Connection closed: {e}')
logging.error(traceback.format_exc())
else:
raise ValueError(f'Type: {type(data)} not expected: {message}')
except websockets.ConnectionClosed as e:
logging.error(f'Connection closed: {e}')
logging.error(traceback.format_exc())
continue
except Exception as e:
logging.error(f'Connection closed: {e}')
logging.error(traceback.format_exc())
async def main():
@@ -100,8 +120,8 @@ async def main():
if USE_VK:
VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0)
else:
VAL_KEY = None
logging.warning("VALKEY NOT BEING USED, NO DATA WILL BE PUBLISHED")
raise NotImplementedError('Cannot run without VK')
if USE_DB:
engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
@@ -109,9 +129,9 @@ async def main():
await extended_db.create_fr_extended_mkt_trades(CON=CON)
await ws_stream()
else:
CON = None
logging.warning("DATABASE NOT BEING USED, NO DATA WILL BE RECORDED")
await ws_stream()
raise NotImplementedError('Cannot run without DB')
if __name__ == '__main__':