bug fixes

ws_aster.py

@@ -15,7 +15,8 @@ from sqlalchemy.ext.asyncio import create_async_engine
 import valkey
 import os
 from dotenv import load_dotenv
-
+import modules.db as db
+import modules.aster_db as aster_db
 
 ### Allow only ipv4 ###
 def allowed_gai_family():
@@ -23,10 +24,11 @@ def allowed_gai_family():
 urllib3_cn.allowed_gai_family = allowed_gai_family
 
 ### Database ###
-USE_DB: bool = False
+USE_DB: bool = True
 USE_VK: bool = True
 VK_FUND_RATE = 'fund_rate_aster'
 VK_TICKER = 'fut_ticker_aster'
+VK_LAST_TRADE = 'fut_last_trade_aster'
 CON: AsyncContextManager | None = None
 VAL_KEY = None
 
@@ -38,80 +40,10 @@ LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Aster.log'
 SYMBOL: str = 'ETHUSDT'
 STREAM_MARKPRICE: str = f'{SYMBOL.lower()}@markPrice@1s'
 STREAM_BOOKTICKER: str = f'{SYMBOL.lower()}@bookTicker'
+STREAM_TRADES: str = f'{SYMBOL.lower()}@aggTrade'
 
 ### Globals ###
-WSS_URL = f"wss://fstream.asterdex.com/stream?streams={STREAM_MARKPRICE}/{STREAM_BOOKTICKER}"
-# WSS_URL = f"wss://fstream.asterdex.com/stream?streams={STREAM_MARKPRICE}"
-
-# HIST_TRADES = np.empty((0, 3))
-# HIST_TRADES_LOOKBACK_SEC = 6
-
-# ### Database Funcs ###
-# async def create_rtds_btcusd_table(
-#         CON: AsyncContextManager,
-#         engine: str = 'mysql', # mysql | duckdb
-#     ) -> None:
-#     if CON is None:
-#         logging.info("NO DB CONNECTION, SKIPPING Create Statements")
-#     else:
-#         if engine == 'mysql':
-#             logging.info('Creating Table if Does Not Exist: binance_btcusd_trades')
-#             await CON.execute(text("""
-#             CREATE TABLE IF NOT EXISTS binance_btcusd_trades (
-#                 timestamp_arrival BIGINT,
-#                 timestamp_msg BIGINT,
-#                 timestamp_value BIGINT,
-#                 value DOUBLE,
-#                 qty DOUBLE
-#             );
-#             """))
-#             await CON.commit()
-#         else:
-#             raise ValueError('Only MySQL engine is implemented')
-
-# async def insert_rtds_btcusd_table(
-#         timestamp_arrival: int,
-#         timestamp_msg: int,
-#         timestamp_value: int,
-#         value: float,
-#         qty: float,
-#         CON: AsyncContextManager,
-#         engine: str = 'mysql', # mysql | duckdb
-#     ) -> None:
-#     params={
-#         'timestamp_arrival': timestamp_arrival,
-#         'timestamp_msg': timestamp_msg,
-#         'timestamp_value': timestamp_value,
-#         'value': value,
-#         'qty': qty,
-#     }
-#     if CON is None:
-#         logging.info("NO DB CONNECTION, SKIPPING Insert Statements")
-#     else:
-#         if engine == 'mysql':
-#             await CON.execute(text("""
-#             INSERT INTO binance_btcusd_trades 
-#             (
-#                 timestamp_arrival,
-#                 timestamp_msg,
-#                 timestamp_value,
-#                 value,
-#                 qty
-#             )
-#             VALUES 
-#                 (
-#                 :timestamp_arrival,
-#                 :timestamp_msg,
-#                 :timestamp_value,
-#                 :value,
-#                 :qty
-#                 )
-#             """),
-#             parameters=params
-#             )
-#             await CON.commit()
-#         else:
-#             raise ValueError('Only MySQL engine is implemented')
+WSS_URL = f"wss://fstream.asterdex.com/stream?streams={STREAM_MARKPRICE}/{STREAM_BOOKTICKER}/{STREAM_TRADES}"
 
 ### Websocket ###
 async def ws_stream():
@@ -156,6 +88,24 @@ async def ws_stream():
                                     })
                                     VAL_KEY.set(VK_TICKER, VAL_KEY_OBJ)
                                     continue
+                                case c if c == STREAM_TRADES:
+                                    # print(f'MKT_TRADE: {data}')
+                                    trade_obj = {
+                                        'timestamp_arrival': ts_arrival,
+                                        'timestamp_msg': data['data']['E'],
+                                        'timestamp_trade': data['data']['T'],
+                                        'symbol': data['data']['s'],
+                                        'aggregate_trade_id': data['data']['a'],
+                                        'price': float(data['data']['p']),
+                                        'qty': float(data['data']['q']),
+                                        'first_trade_id': data['data']['f'],
+                                        'last_trade_id': data['data']['l'],
+                                        'is_buyer_mkt_maker': bool(data['data']['m']),
+                                    }
+                                    # VAL_KEY.set(VK_LAST_TRADE, json.dumps(trade_obj))
+                                    if USE_DB:
+                                        await db.insert_df_to_mysql(table_name='fr_aster_mkt_trades', params=trade_obj, CON=CON)
+                                    continue
                                 case _:
                                     logging.warning(f'UNMATCHED OTHER MSG: {data}')
                         else:
@@ -188,7 +138,7 @@ async def main():
     if USE_DB:
         engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
         async with engine.connect() as CON:
-            # await create_rtds_btcusd_table(CON=CON)
+            await aster_db.create_fr_aster_mkt_trades(CON=CON)
             await ws_stream()
     else:
         CON = None