excalidraw flow and basic rust ws

engine_orders.py

@@ -12,6 +12,8 @@ import multiprocessing as mp
 import threading
 from typing import Any
 
+
+
 '''
 TO DO:
 - Insert config changes into database for analysis later / general tracking
@@ -20,7 +22,6 @@ TO DO:
 LOCAL_ORDERS: list = []
 
 ### Database ###
-VK_POS_ASTER: str = 'fr_aster_user_positions'
 VK_IN: str = 'fr_engine_orders_input'
 VK_OUT: str = 'fr_engine_orders_output'
 VAL_KEY: valkey.Valkey = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)
@@ -29,23 +30,30 @@ VAL_KEY: valkey.Valkey = valkey.Valkey(host='localhost', port=6379, db=0, decode
 load_dotenv()
 LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Engine_Orders.log'
 
-
-# async def work_order(order: dict) -> dict:
-#     LOCAL_ORDERS.append(order)
-#     while LOCAL_ORDERS:
-#         print(f'working order...{order}')
-#         time.sleep(5)
-#         print(f'{order}...order posted/replaced/etc')
-
-#     VAL_KEY.set(name=VK_OUT, value=json.dumps(order))
-#     return order
-
+### Main Listener for Order Requests (e.g. from Algo Engine) ###
 def receive_orders():
     global LOCAL_ORDERS
 
     VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
     VK_PUBSUB.subscribe(VK_IN)
     for message in VK_PUBSUB.listen():
+        loop_start = time.time()
+        if message['type'] == 'message':
+            ts_arrival: int = round(number=datetime.now().timestamp()*1000)
+            
+            # Receive Update Msg from PubSub
+            data: dict = json.loads(s=message['data']) 
+            print(data)
+            LOCAL_ORDERS.append(data)
+        
+        print(f'__ Rec Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')
+
+### Listeners - Aster ###
+def receive_position_updates_aster():
+    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
+    VK_PUBSUB.subscribe('fr_aster_user_positions')
+    for message in VK_PUBSUB.listen():
+        loop_start = time.time()
         if message['type'] == 'message':
             ts_arrival: int = round(number=datetime.now().timestamp()*1000)
             
@@ -53,26 +61,58 @@ def receive_orders():
             data: dict = json.loads(s=message['data']) 
             print(data)
 
-# def receive_notional_updates():
-#     VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
-#     VK_PUBSUB.subscribe(VK_IN)
-#     for message in VK_PUBSUB.listen():
-#         if message['type'] == 'message':
-#             ts_arrival: int = round(number=datetime.now().timestamp()*1000)
+        print(f'__ Aster Notional: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')
+
+def receive_order_updates_aster():
+    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
+    VK_PUBSUB.subscribe('fr_aster_user_orders')
+    for message in VK_PUBSUB.listen():
+        loop_start = time.time()
+        if message['type'] == 'message':
+            # ts_arrival: int = round(number=datetime.now().timestamp()*1000)
             
-#             # Receive Update Msg from PubSub
-#             data: dict = json.loads(s=message['data']) 
-#             print(data)
-#             LOCAL_ORDERS.append(data)
+            # Receive Update Msg from PubSub
+            data: dict = json.loads(s=message['data']) 
+            print(data)
+
+        print(f'__ Aster Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')
+
+### Listeners - Extend ###
+def receive_position_updates_extend():
+    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
+    VK_PUBSUB.subscribe('fr_extended_user_positions')
+    for message in VK_PUBSUB.listen():
+        loop_start = time.time()
+        if message['type'] == 'message':
+            ts_arrival: int = round(number=datetime.now().timestamp()*1000)
+            
+            # Receive Update Msg from PubSub
+            data: dict = json.loads(s=message['data']) 
+            print(data)
+
+        print(f'__ Aster Notional: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')
+
+def receive_order_updates_extend():
+    VK_PUBSUB: valkey.client.PubSub = VAL_KEY.pubsub()
+    VK_PUBSUB.subscribe('fr_extended_user_orders')
+    for message in VK_PUBSUB.listen():
+        loop_start = time.time()
+        if message['type'] == 'message':
+            # ts_arrival: int = round(number=datetime.now().timestamp()*1000)
+            
+            # Receive Update Msg from PubSub
+            data: dict = json.loads(s=message['data']) 
+            print(data)
+
+        print(f'__ Aster Orders: Loop End __ - Algo Engine ms: {(time.time() - loop_start)*1000:.2f}')
 
 async def main() -> None:
     global LOCAL_ORDERS
 
     try:
-        thread = threading.Thread(target=receive_orders)
-        thread.daemon = True
-        # thread.start()
-        thread.join()
+        t_rec_orders = threading.Thread(target=receive_orders)
+        t_rec_orders.daemon = True
+        t_rec_orders.start()
 
 
         # while True: