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bug fixes

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This commit is contained in:
stevekeyharvey
2026-04-27 17:57:58 +00:00
parent a94c0a55be
commit 484fe4ba0b
18 changed files with 775 additions and 188 deletions
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194
algo.ipynb
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@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
"execution_count": 7,
"execution_count": 76,
"id": "d1eed397",
"metadata": {},
"outputs": [],
@@ -18,7 +18,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 77,
"id": "c6151613",
"metadata": {},
"outputs": [],
@@ -28,7 +28,7 @@
},
{
"cell_type": "code",
"execution_count": 31,
"execution_count": null,
"id": "d83c61e5",
"metadata": {},
"outputs": [
@@ -38,87 +38,50 @@
"1"
]
},
"execution_count": 31,
"execution_count": 131,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"config_update = {\n",
" 'Min_Time_To_Funding_Minutes': 60,\n",
" 'Print_Summary_Each_Loop': True,\n",
" 'Allow_Ordering_Aster': True,\n",
" 'Allow_Ordering_Extend': True,\n",
" 'Loop_Sleep_Sec': 0.0,\n",
" 'Flip_Side_For_Testing': False,\n",
" 'Price_Worsener_Extend': 0.0,\n",
" 'Min_Time_To_Funding_Minutes': 7,\n",
" # 'Allow_Ordering_Aster': True,\n",
" # 'Allow_Ordering_Extend': True,\n",
" 'Loop_Sleep_Sec': 0.00,\n",
"# 'Flip_Side_For_Testing': False,\n",
"# 'Price_Worsener_Extend': 0.0,\n",
" 'Log_Summary_Each_Loop': False,\n",
" 'Print_Summary_Each_Loop': False,\n",
"}\n",
"VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d2fdd7d2",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": 11,
"execution_count": 93,
"id": "45fae761",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Algo_Config(Config_Updated_Timestamp=1777151524162, Allow_Ordering_Aster=True, Allow_Ordering_Extend=True, Loop_Sleep_Sec=1, Max_Target_Notional=0.0, Min_Time_To_Funding_Minutes=60, Price_Worsener_Aster=0.0, Price_Worsener_Extend=0.0, Target_Open_Cash_Position=10)"
"5.0"
]
},
"execution_count": 11,
"execution_count": 93,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"json.loads(VAL_KEY.get('fr_orchestrator_output'), object_hook=lambda d: structs.Algo_Config(**d))"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'Config_Updated_Timestamp': 1777098091913,\n",
" 'Allow_Ordering_Aster': False,\n",
" 'Allow_Ordering_Extend': False,\n",
" 'Loop_Sleep_Sec': 1,\n",
" 'Max_Target_Notional': 0.0,\n",
" 'Min_Time_To_Funding_Minutes': 60,\n",
" 'Price_Worsener_Aster': 0.0,\n",
" 'Price_Worsener_Extend': 0.0,\n",
" 'Target_Open_Cash_Position': 10,\n",
" 'Print_Summary_Each_Loop': False,\n",
" 'Flip_Side_For_Testing': False}"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"asdict(ALGO_CONFIG)"
"json.loads(VAL_KEY.get('fr_orchestrator_output'), object_hook=lambda d: structs.Algo_Config(**d)).Loop_Sleep_Sec"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d2e26271",
"id": "98c500cc",
"metadata": {},
"outputs": [],
"source": []
@@ -126,9 +89,130 @@
{
"cell_type": "code",
"execution_count": null,
"id": "f2cf3325",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": 31,
"id": "a0df43de",
"metadata": {},
"outputs": [],
"source": [
"pos = json.loads(VAL_KEY.get('fr_aster_user_positions'))"
]
},
{
"cell_type": "code",
"execution_count": 32,
"id": "ca526c8a",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"[{'timestamp_arrival': 1777303258987,\n",
" 'timestamp_msg': 1777303258979,\n",
" 'timestamp_transaction': 1777303258950,\n",
" 'event_reason_type': 'ORDER',\n",
" 'symbol': 'ETHUSDT',\n",
" 'position_amount': 0.226,\n",
" 'entry_price': 2284.28,\n",
" 'accumulated_realized_pre_fees': 8.24392002,\n",
" 'unrealized_pnl': 0.0,\n",
" 'margin_type': 'cross',\n",
" 'isolated_wallet': 0.0,\n",
" 'position_side': 'BOTH'}]"
]
},
"execution_count": 32,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"pos"
]
},
{
"cell_type": "code",
"execution_count": 33,
"id": "f788b6df",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Timestamp('2026-04-27 15:20:58.987000')"
]
},
"execution_count": 33,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import pandas as pd\n",
"pd.to_datetime(1777303258987, unit='ms')"
]
},
{
"cell_type": "code",
"execution_count": 34,
"id": "855f980b",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Timestamp('2026-04-27 15:20:58.979000')"
]
},
"execution_count": 34,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import pandas as pd\n",
"pd.to_datetime(1777303258979, unit='ms')"
]
},
{
"cell_type": "code",
"execution_count": 35,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"Timestamp('2026-04-27 15:20:58.950000')"
]
},
"execution_count": 35,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import pandas as pd\n",
"pd.to_datetime(1777303258950, unit='ms')"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
@@ -155,7 +239,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.13.12"
"version": "3.13.13"
}
},
"nbformat": 4,