stevekeyharvey/Funding_Rate
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refactor valkey into objects with health check

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stevekeyharvey
2026-05-15 11:34:25 +09:00
parent f5f43be1a1
commit 1fd922d98f
25 changed files with 6461 additions and 9613 deletions
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38
ws_extended_fund_rate.py
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@@ -16,6 +16,8 @@ from sqlalchemy.ext.asyncio import create_async_engine
import valkey
import os
from dotenv import load_dotenv
import sys
import modules.utils as utils
### Allow only ipv4 ###
@@ -36,10 +38,11 @@ load_dotenv()
LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_FR.log'
### CONSTANTS ###
SYMBOL: str = 'ETH-USD'
SYMBOL: str = 'ENA-USD'
### Globals ###
ALLOW_SYMBOL_CHG: bool = True
LOCAL_FUNDING_RATES = []
def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds
interval_secs = interval_mins * 60
@@ -51,35 +54,40 @@ def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds
### Websocket ###
async def ws_stream():
global SYMBOL
global LOCAL_FUNDING_RATES
while True:
CHANGE_SYMBOL = False
WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/{SYMBOL}"
# CHANGE_SYMBOL = False
WSS_URL = "wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/"
async for websocket in websockets.connect(WSS_URL):
if CHANGE_SYMBOL:
break
# 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]
fr_algo_working_symbol = VAL_KEY.get(name='fr_algo_working_symbol')
if not fr_algo_working_symbol:
logging.critical(f'fr_algo_working_symbol is empty - killing: {fr_algo_working_symbol}')
sys.exit(1)
best_symbol_by_exchange: dict = json.loads(fr_algo_working_symbol) # ty:ignore[invalid-argument-type]
best_symbol: str = best_symbol_by_exchange['EXTEND']['symbol']
if best_symbol != SYMBOL:
logging.info(f'Symbol Change: {SYMBOL} -> {best_symbol}')
SYMBOL = best_symbol
CHANGE_SYMBOL = True
await websocket.close()
break
# 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(f'FR: {data}')
print(f'FR: {data}')
fr_next_update_ts = (time_round_down(dt=datetime.now(timezone.utc), interval_mins=60)+(60*60))*1000
VAL_KEY_OBJ = json.dumps({
fr_update = {
'sequence_id': data['seq'],
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['ts'],
@@ -87,8 +95,12 @@ async def ws_stream():
'funding_rate': float(data['data']['f']),
'funding_rate_updated_ts_ms': data['data']['T'],
'next_funding_time_ts_ms': fr_next_update_ts,
})
VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ)
}
if fr_update.get('symbol') == SYMBOL:
VAL_KEY_OBJ = json.dumps(fr_update)
VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ)
LOCAL_FUNDING_RATES = utils.upsert_list_of_dicts_by_id(LOCAL_FUNDING_RATES, fr_update, id='symbol', seq_check_field=None)
VAL_KEY.set('fund_rate_extended_all', json.dumps(LOCAL_FUNDING_RATES))
continue
else:
logging.info(f'Initial or unexpected data struct, skipping: {data}')