stevekeyharvey/Funding_Rate
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

adding aster

Browse Source
This commit is contained in:
stevekeyharvey
2026-04-22 01:33:35 +00:00
parent d2068b1c73
commit 64266366dd
3 changed files with 54 additions and 87 deletions
Download Patch File Download Diff File Expand all files Collapse all files

0
aster.ipynb Normal file
View File

141
ws_aster.py
View File

@@ -25,21 +25,23 @@ urllib3_cn.allowed_gai_family = allowed_gai_family
### Database ###
USE_DB: bool = False
USE_VK: bool = True
# VK_FUND_RATE = 'fund_rate_apex'
VK_TICKER = 'fut_ticker_apex'
VK_FUND_RATE = 'fund_rate_aster'
VK_TICKER = 'fut_ticker_aster'
CON: AsyncContextManager | None = None
VAL_KEY = None
### Logging ###
load_dotenv()
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Apex.log'
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Aster.log'
### CONSTANTS ###
PING_INTERVAL_SEC = 15
SYMBOL: str = 'ETHUSDT'
STREAM_MARKPRICE: str = f'{SYMBOL.lower()}@markPrice@1s'
STREAM_BOOKTICKER: str = f'{SYMBOL.lower()}@bookTicker'
### Globals ###
WSS_URL = "wss://quote.omni.apex.exchange/realtime_public?v=2&timestamp="
TICKER_SNAPSHOT_DATA_LAST: dict = {}
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
@@ -112,93 +114,58 @@ TICKER_SNAPSHOT_DATA_LAST: dict = {}
# raise ValueError('Only MySQL engine is implemented')
### Websocket ###
async def heartbeat(ws):
while True:
await asyncio.sleep(PING_INTERVAL_SEC)
logging.info("SENDING PING...")
ping_msg = {"op":"ping","args":[ str(round(datetime.now().timestamp()*1000)) ]}
await ws.send(json.dumps(ping_msg))
async def ws_stream():
global TICKER_SNAPSHOT_DATA_LAST
async for websocket in websockets.connect(f'{WSS_URL}{round(datetime.now().timestamp())}'):
async for websocket in websockets.connect(WSS_URL):
logging.info(f"Connected to {WSS_URL}")
asyncio.create_task(heartbeat(ws=websocket))
subscribe_msg = {
"op": "subscribe",
"args": ["instrumentInfo.H.ETHUSDT"]
}
await websocket.send(json.dumps(subscribe_msg))
try:
async for message in websocket:
ts_arrival = round(datetime.now().timestamp()*1000)
print(message)
# if isinstance(message, str):
# try:
# data = json.loads(message)
# if data.get('op', None) == 'ping':
# pong_msg = {"op":"pong","args":[ str(round(datetime.now().timestamp()*1000)) ]}
# logging.info(f'RECEIVED PING: {data}; SENDING PONG: {pong_msg}')
# await websocket.send(json.dumps(pong_msg))
# continue
# elif data.get('success', None):
# # logging.info('CONNECTION SUCCESFUL RESP MSG')
# continue
# msg_type = data.get('type', None)
# if msg_type is not None:
# match msg_type:
# case 'snapshot':
# TICKER_SNAPSHOT_DATA_LAST = data['data']
# nextFundingTime_ts = round(datetime.strptime(TICKER_SNAPSHOT_DATA_LAST['nextFundingTime'], "%Y-%m-%dT%H:%M:%SZ").timestamp()*1000)
# VAL_KEY_OBJ = json.dumps({
# 'timestamp_arrival': ts_arrival,
# 'timestamp_msg': data['ts'],
# 'symbol': TICKER_SNAPSHOT_DATA_LAST['symbol'],
# 'lastPrice': float(TICKER_SNAPSHOT_DATA_LAST['lastPrice']),
# 'markPrice': float(TICKER_SNAPSHOT_DATA_LAST['markPrice']),
# 'indexPrice': float(TICKER_SNAPSHOT_DATA_LAST['indexPrice']),
# 'volume24h': float(TICKER_SNAPSHOT_DATA_LAST['volume24h']),
# 'fundingRate': float(TICKER_SNAPSHOT_DATA_LAST['fundingRate']),
# 'predictedFundingRate': float(TICKER_SNAPSHOT_DATA_LAST['predictedFundingRate']),
# 'nextFundingTime_ts_ms': nextFundingTime_ts,
# })
# VAL_KEY.set(VK_TICKER, VAL_KEY_OBJ)
# continue
# case 'delta':
# TICKER_SNAPSHOT_DATA_LAST.update(data['data'])
# nextFundingTime_ts = round(datetime.strptime(TICKER_SNAPSHOT_DATA_LAST['nextFundingTime'], "%Y-%m-%dT%H:%M:%SZ").timestamp()*1000)
# VAL_KEY_OBJ = json.dumps({
# 'timestamp_arrival': ts_arrival,
# 'timestamp_msg': data['ts'],
# 'symbol': TICKER_SNAPSHOT_DATA_LAST['symbol'],
# 'lastPrice': float(TICKER_SNAPSHOT_DATA_LAST['lastPrice']),
# 'markPrice': float(TICKER_SNAPSHOT_DATA_LAST['markPrice']),
# 'indexPrice': float(TICKER_SNAPSHOT_DATA_LAST['indexPrice']),
# 'volume24h': float(TICKER_SNAPSHOT_DATA_LAST['volume24h']),
# 'fundingRate': float(TICKER_SNAPSHOT_DATA_LAST['fundingRate']),
# 'predictedFundingRate': float(TICKER_SNAPSHOT_DATA_LAST['predictedFundingRate']),
# 'nextFundingTime_ts_ms': nextFundingTime_ts,
# })
# VAL_KEY.set(VK_TICKER, VAL_KEY_OBJ)
# continue
# case _:
# logging.warning(f'UNMATCHED OTHER MSG: {data}')
# 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}')
if isinstance(message, str):
try:
data = json.loads(message)
channel = data.get('stream', None)
if channel is not None:
match channel:
case c if c == STREAM_MARKPRICE:
print(f'MP: {data}')
VAL_KEY_OBJ = json.dumps({
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['data']['E'],
'symbol': data['data']['s'],
'mark_price': data['data']['p'],
'index_price': data['data']['i'],
'estimated_settle_price': data['data']['P'],
'funding_rate': data['data']['r'],
'next_funding_time_ts_ms': data['data']['T'],
})
VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ)
continue
case c if c == STREAM_BOOKTICKER:
# print(f'BT: {data}')
VAL_KEY_OBJ = json.dumps({
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['data']['E'],
'timestamp_transaction': data['data']['T'],
'orderbook_update_id': data['data']['u'],
'symbol': data['data']['s'],
'best_bid_px': data['data']['b'],
'best_bid_qty': data['data']['B'],
'best_ask_px': data['data']['a'],
'best_ask_qty': data['data']['A'],
})
VAL_KEY.set(VK_TICKER, VAL_KEY_OBJ)
continue
case _:
logging.warning(f'UNMATCHED OTHER MSG: {data}')
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())

0
ws_extended.py Normal file
View File