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excalidraw flow and basic rust ws

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stevekeyharvey
2026-04-30 17:56:57 +00:00
parent 1ac0909c21
commit 7d579faa82
7 changed files with 2859 additions and 29 deletions
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7
.gitignore vendored
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@@ -1,2 +1,9 @@
# General
.env
# Python
*.pyc
# Rust
/rust_test/test_world/target/
Cargo.lock

90
engine_orders.py
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@@ -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':
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:

2696
excalidraw/FR_Flow.excalidraw Normal file
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13
rust_test/test_world/Cargo.toml Normal file
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@@ -0,0 +1,13 @@
[package]
name = "test_world"
version = "0.1.0"
edition = "2024"
[dependencies]
tokio = { version = "1", features = ["full"] }
tokio-tungstenite = { version = "0.24", features = ["native-tls"] }
futures-util = "0.3"
url = "2"
serde = { version = "1.0", features = ["derive"] }
serde_json = "1.0"
redis = "0.25.0"

70
rust_test/test_world/src/main.rs Normal file
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@@ -0,0 +1,70 @@
use tokio_tungstenite::{connect_async, tungstenite::protocol::Message};
use futures_util::StreamExt;
use url::Url;
use serde::{Serialize, Deserialize};
use redis::Commands;
// Aster Book Ticker (TOB)
#[derive(Debug, Deserialize, Serialize)]
pub struct BookTickerResponse {
pub stream: String,
pub data: BookTickerData,
}
#[derive(Debug, Deserialize, Serialize)]
pub struct BookTickerData {
#[serde(rename(deserialize = "e"))]
pub event_type: String,
#[serde(rename(deserialize = "u"))]
pub update_id: u64,
#[serde(rename(deserialize = "s"))]
pub symbol: String,
#[serde(rename(deserialize = "b"))]
pub best_bid_price: String,
#[serde(rename(deserialize = "B"))]
pub best_bid_qty: String,
#[serde(rename(deserialize = "a"))]
pub best_ask_price: String,
#[serde(rename(deserialize = "A"))]
pub best_ask_qty: String,
#[serde(rename(deserialize = "T"))]
pub transaction_time: u64,
#[serde(rename(deserialize = "E"))]
pub event_time: u64,
}
#[tokio::main]
async fn main() {
// Connect to a local Valkey instance
let vk_client = redis::Client::open("redis://localhost:6379/0").unwrap();
let mut con = vk_client.get_connection().unwrap();
let url = Url::parse("wss://fstream.asterdex.com/stream?streams=btcusdt@bookTicker").unwrap();
let (ws_stream, _) = connect_async(url.as_str()).await.expect("Failed to connect");
println!("WebSocket client connected");
let (_, mut read) = ws_stream.split();
while let Some(msg) = read.next().await {
match msg {
Ok(Message::Text(text)) => {
let parsed: BookTickerResponse = serde_json::from_str(&text).expect("Failed to parse JSON");
println!("Symbol: {} - Bid: {}", parsed.data.symbol, parsed.data.best_bid_price);
let serialized: String = serde_json::to_string(&parsed).map_err(|_| "Serialization failed").expect("Failed to serialize struct");
// println!("{:?}", serialized);
let _: () = con.set("test_key", serialized).unwrap();
},
Ok(Message::Binary(bin)) => println!("[binary] {} bytes", bin.len()),
Ok(Message::Ping(_)) => println!("[ping]"),
Ok(Message::Pong(_)) => println!("[pong]"),
Ok(Message::Close(frame)) => {
println!("[close] {:?}", frame);
break;
}
Ok(Message::Frame(_)) => {}
Err(e) => {
eprintln!("[error] {e}");
break;
}
}
}
}

2
ws_aster_user.py
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@@ -144,6 +144,7 @@ async def ws_stream():
Local_Recent_Orders = [t for t in Local_Recent_Orders if t.get('timestamp_arrival', 0) >= lookback_min_ts_ms]
VAL_KEY_OBJ: str = json.dumps(obj=Local_Recent_Orders)
VAL_KEY.publish(channel=VK_ORDERS_TRADES, message=VAL_KEY_OBJ)
VAL_KEY.set(name=VK_ORDERS_TRADES, value=VAL_KEY_OBJ)
await db.insert_df_to_mysql(table_name='fr_aster_user_order_trade', params=new_order_update, CON=CON)
@@ -220,6 +221,7 @@ async def ws_stream():
list_for_df_pos.append(position_update)
Local_Recent_Positions = utils.upsert_list_of_dicts_by_id(Local_Recent_Positions, position_update, id='symbol', seq_check_field='timestamp_msg')
Local_Recent_Positions = [t for t in Local_Recent_Positions if t.get('timestamp_arrival', 0) >= lookback_min_ts_ms]
VAL_KEY.publish(channel=VK_POSITIONS, message=json.dumps(obj=Local_Recent_Positions))
VAL_KEY.set(name=VK_POSITIONS, value=json.dumps(obj=Local_Recent_Positions))
if list_for_df_bal:
await db.insert_df_to_mysql(table_name='fr_aster_user_account_bal', params=list_for_df_bal, CON=CON)

6
ws_extended_user.py
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@@ -105,7 +105,8 @@ async def ws_stream():
LOCAL_RECENT_ORDERS = [t for t in LOCAL_RECENT_ORDERS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_ORDERS)
VAL_KEY.set(VK_ORDERS, VAL_KEY_OBJ)
VAL_KEY.publish(channel=VK_ORDERS, message=VAL_KEY_OBJ)
VAL_KEY.set(name=VK_ORDERS, value=VAL_KEY_OBJ)
await db.insert_df_to_mysql(table_name='fr_extended_user_order', params=list_for_df, CON=CON)
continue
case 'TRADE':
@@ -197,7 +198,8 @@ async def ws_stream():
LOCAL_RECENT_POSITIONS = [t for t in LOCAL_RECENT_POSITIONS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_POSITIONS)
VAL_KEY.set(VK_POSITIONS, VAL_KEY_OBJ)
VAL_KEY.publish(channel=VK_POSITIONS, message=VAL_KEY_OBJ)
VAL_KEY.set(name=VK_POSITIONS, value=VAL_KEY_OBJ)
await db.insert_df_to_mysql(table_name='fr_extended_user_position', params=list_for_df, CON=CON)
continue
case _: