feedhandlers extended

This commit is contained in:
2026-04-23 03:11:52 +00:00
parent 408a63fe58
commit 539e6004cf
22 changed files with 1340 additions and 205 deletions

View File

@@ -32,7 +32,7 @@ VAL_KEY = None
### Logging ###
load_dotenv()
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Extended.log'
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Extended_OB.log'
### CONSTANTS ###
WS_SYMBOL: str = 'ETH-USD'
@@ -40,76 +40,6 @@ WS_SYMBOL: str = 'ETH-USD'
### Globals ###
WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/orderbooks/{WS_SYMBOL}?depth=1"
# 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')
### Websocket ###
async def ws_stream():
async for websocket in websockets.connect(WSS_URL):
@@ -162,7 +92,7 @@ async def main():
logging.warning("VALKEY NOT BEING USED, NO DATA WILL BE PUBLISHED")
if USE_DB:
engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/polymarket')
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 ws_stream()