diff --git a/algo.ipynb b/algo.ipynb index 1b6c89b..b00ebe6 100644 --- a/algo.ipynb +++ b/algo.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 8, + "execution_count": 4, "id": "d1eed397", "metadata": {}, "outputs": [], @@ -22,7 +22,7 @@ }, { "cell_type": "code", - "execution_count": 9, + "execution_count": 19, "id": "c6151613", "metadata": {}, "outputs": [], @@ -32,34 +32,47 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": null, "id": "d83c61e5", "metadata": {}, - "outputs": [], + "outputs": [ + { + "data": { + "text/plain": [ + "1" + ] + }, + "execution_count": 42, + "metadata": {}, + "output_type": "execute_result" + } + ], "source": [ "config_update = {\n", - " 'Config': {\n", - " # 'Price_Worsener_Aster': 1,\n", - " # 'Price_Worsener_Extend': -1\n", - " 'Min_Time_To_Funding_Minutes': 60\n", - " },\n", + " # 'Config': {\n", + " # 'Price_Worsener_Aster': 0,\n", + " # 'Price_Worsener_Extend': -1\n", + " # 'Min_Time_To_Funding_Minutes': 60\n", + " # 'Min_Fund_Rate_Pct_To_Trade': 0.0\n", + " # },\n", " 'Logging': {\n", " 'Log_Summary_Each_Loop': False,\n", " 'Print_Summary_Each_Loop': True,\n", " },\n", - " # 'Overrides': {\n", - " # 'Allow_Ordering_Aster': True,\n", - " # 'Allow_Ordering_Extend': True,\n", - " # 'Allow_Symbol_Change': True,\n", - " # 'Flatten_Open_Positions_Opportunistic': False,\n", - " # },\n", + " 'Overrides': {\n", + " 'Allow_Ordering_Aster': True,\n", + " 'Allow_Ordering_Extend': True,\n", + " 'Allow_Symbol_Change': True,\n", + " # 'Flatten_Open_Positions': False,\n", + " # 'Flatten_Open_Positions_Opportunistic': False,\n", + " },\n", "}\n", - "# VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))" + "VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))" ] }, { "cell_type": "code", - "execution_count": 13, + "execution_count": 5, "id": "7e448690", "metadata": {}, "outputs": [], @@ -110,7 +123,7 @@ }, { "cell_type": "code", - "execution_count": 14, + "execution_count": 6, "id": "1d72da04", "metadata": {}, "outputs": [ @@ -128,7 +141,7 @@ " 'best_ask_qty': '388'}" ] }, - "execution_count": 14, + "execution_count": 6, "metadata": {}, "output_type": "execute_result" } @@ -139,7 +152,36 @@ }, { "cell_type": "code", - "execution_count": 19, + "execution_count": 50, + "id": "2ef09dc6", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Decimal('1.00')" + ] + }, + "execution_count": 50, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "abs(Decimal('-1.00'))" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "f45593f7", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": 7, "id": "0bcf9b05", "metadata": {}, "outputs": [ @@ -149,7 +191,7 @@ "0" ] }, - "execution_count": 19, + "execution_count": 7, "metadata": {}, "output_type": "execute_result" } @@ -171,89 +213,108 @@ " signal: bool\n", " exchange: str # ASTER | EXTEND\n", " side: str # BUY | SELL\n", - " symbol: str # e.g. BTC-USD" + " symbol: str # e.g. BTC-USD\n", + " expected_alpha: Decimal # e.g. BTC-USD\n", + " model_ratio: Decimal\n", + " current_ratio: Decimal\n", + "\n", + "@dataclass(kw_only=True)\n", + "class Target:\n", + " exchange: str # ASTER | EXTEND\n", + " side: str # BUY | SELL\n", + " symbol: str # e.g. BTC-USD\n", + " notional_tgt: Decimal\n", + " notional_tail: Decimal\n", + " base_tgt: Decimal\n", + " base_tail: Decimal" ] }, { "cell_type": "code", - "execution_count": null, + "execution_count": 32, "id": "27c193de", "metadata": {}, "outputs": [], "source": [ - "def signal_alpha_over_taker(aster_ticker_dict, extend_ticker_dict) -> Signal:\n", - " aster_best_ask = Decimal(aster_ticker_dict['best_ask_px'])\n", - " aster_best_bid = Decimal(aster_ticker_dict['best_bid_px'])\n", + "def signal_alpha_over_taker(Aster: structs.Perpetual_Exchange, Extend: structs.Perpetual_Exchange, aster_ticker_dict: dict, extend_ticker_dict: dict) -> Signal:\n", + " aster_mid_px: Decimal = ( Decimal(str(aster_ticker_dict['best_ask_px'])) + Decimal(str(aster_ticker_dict['best_bid_px'])) ) / 2\n", + " extend_mid_px: Decimal = ( Decimal(str(extend_ticker_dict['best_ask_px'])) + Decimal(str(extend_ticker_dict['best_bid_px'])) ) / 2\n", + "\n", + " aster_buy_ratio: Decimal = (extend_mid_px / aster_mid_px) - 1\n", + " extend_buy_ratio: Decimal = aster_buy_ratio*-1\n", + "\n", + " extend_taker_fee: Decimal = Decimal(str(0.00025))\n", + "\n", + " aster_buy_ratio_min_taker = Decimal(str(aster_buy_ratio)) - extend_taker_fee\n", + " extend_buy_ratio_min_taker = Decimal(str(extend_buy_ratio)) - extend_taker_fee\n", + "\n", + " aster_buy_expected_alpha: Decimal = ( aster_buy_ratio_min_taker - Decimal(str(Aster.buy_ratio)) ).quantize(Decimal('0.0001'), rounding='ROUND_DOWN') # Decimal Price % Diff (x Qty = Alpha $)\n", + " extend_buy_expected_alpha: Decimal = ( extend_buy_ratio_min_taker - Decimal(str(Extend.buy_ratio)) ).quantize(Decimal('0.0001'), rounding='ROUND_DOWN') # Decimal Price % Diff (x Qty = Alpha $)\n", " \n", - " aster_current\n", - " \n", - " extend_best_ask = Decimal(extend_ticker_dict['best_ask_px'])\n", - " extend_best_bid = Decimal(extend_ticker_dict['best_bid_px'])\n", - " \n", - " \n", - " " + " if aster_buy_expected_alpha > 0:\n", + " signal: bool = True\n", + " exchange: str = 'ASTER'\n", + " side: str = 'BUY'\n", + " symbol: str = Extend.symbol # USING EXT SYMBOL AS DEFAULT\n", + " expected_alpha: Decimal = aster_buy_expected_alpha\n", + " model_ratio: Decimal = Decimal(str(Aster.buy_ratio))\n", + " current_ratio: Decimal = aster_buy_ratio_min_taker\n", + " elif extend_buy_expected_alpha > 0:\n", + " signal: bool = True\n", + " exchange: str = 'EXTEND'\n", + " side: str = 'BUY'\n", + " symbol: str = Extend.symbol\n", + " expected_alpha: Decimal = extend_buy_expected_alpha\n", + " model_ratio: Decimal = Decimal(str(Extend.buy_ratio))\n", + " current_ratio: Decimal = extend_buy_ratio_min_taker\n", + " else:\n", + " signal: bool = False\n", + " exchange: str = ''\n", + " side: str = ''\n", + " symbol: str = ''\n", + " expected_alpha: Decimal = Decimal('0.00')\n", + " model_ratio: Decimal = Decimal('0.00')\n", + " current_ratio: Decimal = Decimal('0.00')\n", + "\n", + " return Signal(\n", + " signal = signal,\n", + " exchange = exchange,\n", + " side = side,\n", + " symbol = symbol,\n", + " expected_alpha = expected_alpha,\n", + " model_ratio = model_ratio,\n", + " current_ratio = current_ratio,\n", + " )\n" ] }, { "cell_type": "code", - "execution_count": null, + "execution_count": 31, "id": "407919b8", "metadata": {}, - "outputs": [], - "source": [ - "aster_mid_px = ( Decimal(str(aster_ticker_dict['best_ask_px'])) + Decimal(str(aster_ticker_dict['best_bid_px'])) ) / 2\n", - "extend_mid_px = ( Decimal(str(extend_ticker_dict['best_ask_px'])) + Decimal(str(extend_ticker_dict['best_bid_px'])) ) / 2\n", - "\n", - "aster_buy_ratio = (extend_mid_px / aster_mid_px) - 1\n", - "extend_buy_ratio = aster_buy_ratio*-1\n", - "\n", - "extend_taker_fee = Decimal(str(0.00025))\n", - "\n", - "aster_buy_ratio_min_taker = Decimal(str(aster_buy_ratio)) - extend_taker_fee\n", - "extend_buy_ratio_min_taker = Decimal(str(extend_buy_ratio)) - extend_taker_fee\n", - "\n", - "aster_buy_expected_alpha = aster_buy_ratio_min_taker - Decimal(str(Aster.buy_ratio))\n", - "extend_buy_expected_alpha = extend_buy_ratio_min_taker - Decimal(str(Extend.buy_ratio))" - ] - }, - { - "cell_type": "code", - "execution_count": 161, - "id": "5253967d", - "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "Decimal('0.01364809170643964895111000236')" + "Signal(signal=True, exchange='ASTER', side='BUY', symbol='BTC-USD', expected_alpha=Decimal('0.0015'), mid_px=Decimal('0.0176660'))" ] }, - "execution_count": 161, + "execution_count": 31, "metadata": {}, "output_type": "execute_result" } ], "source": [ - "(aster_buy_expected_alpha * aster_mid_px)*500" + "signal_alpha_over_taker(Aster=Aster, Extend=Extend, aster_ticker_dict=aster_ticker_dict, extend_ticker_dict=extend_ticker_dict)" ] }, { "cell_type": "code", "execution_count": null, + "id": "6e946c16", "metadata": {}, "outputs": [], - "source": [ - "extend_buy_expected_alpha" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [ - "extend_buy_expected_alpha" - ] + "source": [] }, { "cell_type": "code", @@ -264,19 +325,93 @@ }, { "cell_type": "code", - "execution_count": null, - "id": "cee994fa", + "execution_count": 26, "metadata": {}, "outputs": [], - "source": [] + "source": [ + "master_data = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_master'))" + ] }, { "cell_type": "code", - "execution_count": null, + "execution_count": 27, "id": "a5f57c5e", "metadata": {}, "outputs": [], - "source": [] + "source": [ + "df = pd.DataFrame(master_data)" + ] + }, + { + "cell_type": "code", + "execution_count": 37, + "metadata": {}, + "outputs": [], + "source": [ + "best_d = df.sort_values(by='max_leverage_ast', ascending=False).iloc[0].to_dict()" + ] + }, + { + "cell_type": "code", + "execution_count": 39, + "id": "59ef536d", + "metadata": {}, + "outputs": [], + "source": [ + "Aster = structs.Perpetual_Exchange(\n", + " mult = int(best_d['max_leverage_ast']),\n", + " lh_asset = best_d['lh_asset_ast'],\n", + " rh_asset = best_d['rh_asset_ast'],\n", + " symbol_asset_separator = '',\n", + " initial_funding_rate=float(best_d['funding_rate_ast']),\n", + " min_price=float(best_d['min_price_ast']),\n", + " min_order_size=float(best_d['min_order_size_ast']),\n", + " min_lot_size=float(best_d['min_lot_size_ast']),\n", + " min_notional=float(best_d['min_notional_ast']),\n", + " buy_ratio=float(best_d['buy_ratio_ast']),\n", + " # buy_ratio_std=float(best_d['buy_ratio_std']),\n", + ")" + ] + }, + { + "cell_type": "code", + "execution_count": 40, + "id": "011bf510", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "{'symbol_ast': 'HYPEUSDT',\n", + " 'max_leverage_ast': 300,\n", + " 'lh_asset_ast': 'HYPE',\n", + " 'rh_asset_ast': 'USDT',\n", + " 'funding_rate_ast': -0.00010404,\n", + " 'min_price_ast': '0.00100',\n", + " 'min_order_size_ast': '0.01',\n", + " 'min_lot_size_ast': '0.01',\n", + " 'min_notional_ast': '5',\n", + " 'buy_ratio_ast': -0.0001197311,\n", + " 'symbol_ext': 'HYPE-USD',\n", + " 'max_leverage_ext': 50,\n", + " 'lh_asset_ext': 'HYPE',\n", + " 'rh_asset_ext': 'USD',\n", + " 'funding_rate_ext': -2e-05,\n", + " 'min_price_ext': '0.001',\n", + " 'min_order_size_ext': '0.1',\n", + " 'min_lot_size_ext': '0.01',\n", + " 'min_notional_ext': 0.0,\n", + " 'buy_ratio_ext': 0.0001197311}" + ] + }, + "execution_count": 40, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "best_d" + ] }, { "cell_type": "code", @@ -288,6 +423,105 @@ { "cell_type": "code", "execution_count": null, + "id": "199fe99c", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": 2, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Timestamp('2026-05-06 12:40:45.883000')" + ] + }, + "execution_count": 2, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import pandas as pd\n", + "pd.to_datetime(1778071245883, unit='ms')" + ] + }, + { + "cell_type": "code", + "execution_count": 3, + "id": "581a8d07", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Timestamp('2026-05-06 12:40:46.880000')" + ] + }, + "execution_count": 3, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "pd.to_datetime(1778071246880, unit='ms')" + ] + }, + { + "cell_type": "code", + "execution_count": 31, + "id": "da1376d4", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "{'ASTER': {'lh_asset': 'HYPE',\n", + " 'rh_asset': 'USDT',\n", + " 'symbol': 'HYPEUSDT',\n", + " 'symbol_asset_separator': '',\n", + " 'mult': 300,\n", + " 'initial_funding_rate': -0.00010273,\n", + " 'min_price': 0.001,\n", + " 'min_order_size': 0.01,\n", + " 'min_lot_size': 0.01,\n", + " 'min_notional': 5.0,\n", + " 'buy_ratio': -0.00011925787527911069,\n", + " 'notional_obj': {},\n", + " 'notional_position': 0,\n", + " 'unrealized_pnl': 0},\n", + " 'EXTEND': {'lh_asset': 'HYPE',\n", + " 'rh_asset': 'USD',\n", + " 'symbol': 'HYPE-USD',\n", + " 'symbol_asset_separator': '-',\n", + " 'mult': 50,\n", + " 'initial_funding_rate': -2e-05,\n", + " 'min_price': 0.001,\n", + " 'min_order_size': 0.1,\n", + " 'min_lot_size': 0.01,\n", + " 'min_notional': 0.0,\n", + " 'buy_ratio': 0.00011925787527911069,\n", + " 'notional_obj': {},\n", + " 'notional_position': 0,\n", + " 'unrealized_pnl': 0}}" + ] + }, + "execution_count": 31, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "best" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "0592f244", "metadata": {}, "outputs": [], "source": [] @@ -304,7 +538,7 @@ }, { "cell_type": "code", - "execution_count": 16, + "execution_count": 33, "id": "db52edf9", "metadata": {}, "outputs": [ @@ -314,7 +548,7 @@ "0" ] }, - "execution_count": 16, + "execution_count": 33, "metadata": {}, "output_type": "execute_result" } @@ -323,6 +557,27 @@ "int(Decimal(0.56))" ] }, + { + "cell_type": "code", + "execution_count": 36, + "id": "7953fdfb", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Decimal('0.3136')" + ] + }, + "execution_count": 36, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Decimal(str(0.56))*Decimal(str(0.56))" + ] + }, { "cell_type": "code", "execution_count": null, @@ -828,6 +1083,1020 @@ "outputs": [], "source": [] }, + { + "cell_type": "code", + "execution_count": 2, + "id": "4328f2e9", + "metadata": {}, + "outputs": [], + "source": [ + "import pandas as pd\n", + "import plotly.express as px\n", + "import numpy as np\n", + "from decimal import Decimal" + ] + }, + { + "cell_type": "code", + "execution_count": 12, + "id": "d1b91123", + "metadata": {}, + "outputs": [], + "source": [ + "def calc_fr_minutes_remaining_factor(\n", + " min_start_procedure: int = 30,\n", + " min_to_end_procedure: int = 7,\n", + " factor_exp_pct: float = 0.50\n", + "):\n", + " factors = [np.float64(0.00)]\n", + " for x in range(min_start_procedure+1,61-min_to_end_procedure):\n", + " y = (x)**(np.log(x)*factor_exp_pct)\n", + " factors.append(y)\n", + "\n", + " pcts = list( factors / np.max(factors) )\n", + " for x in range(61-min_to_end_procedure, 61):\n", + " pcts.append(1)\n", + "\n", + " pcts.reverse()\n", + "\n", + " return pcts\n", + "\n", + "def get_fr_factor_by_minute(min_left: int, factor_pcts: list) -> Decimal:\n", + " return Decimal(str(factor_pcts[min(len(factor_pcts) - 1, min_left)])).quantize(Decimal('0.0001'))\n", + " " + ] + }, + { + "cell_type": "code", + "execution_count": 13, + "id": "b145959f", + "metadata": {}, + "outputs": [], + "source": [ + "\n", + "pcts = calc_fr_minutes_remaining_factor()" + ] + }, + { + "cell_type": "code", + "execution_count": 17, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Decimal('0.8590')" + ] + }, + "execution_count": 17, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "get_fr_factor_by_minute(9, pcts)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "9cd9213a", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "716fbef8", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": 216, + "id": "db91dfff", + "metadata": {}, + "outputs": [ + { + "data": { + "application/vnd.plotly.v1+json": { + "config": { + "plotlyServerURL": "https://plot.ly" + }, + "data": [ + { + "hovertemplate": "variable=0
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"execution_count": 201, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "41" + ] + }, + "execution_count": 201, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "c77b418e", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + }, { "cell_type": "code", "execution_count": null, diff --git a/algo_config.json b/algo_config.json index 7874156..6e9f0d8 100644 --- a/algo_config.json +++ b/algo_config.json @@ -1,19 +1,19 @@ { - "Updated_Timestamp": 1777942827905, + "Updated_Timestamp": 1778048640336, "Config": { "Loop_Sleep_Sec": 0.0, "Max_Order_Over_Notional_Ratio": 1.05, "Max_Target_Notional": 0.0, "Min_Time_To_Funding_Minutes": 57, - "Min_Fund_Rate_Pct_To_Trade": 0.0005, - "Price_Worsener_Aster": 1, + "Min_Fund_Rate_Pct_To_Trade": 0.0, + "Price_Worsener_Aster": 0, "Price_Worsener_Extend": -1, "Switch_To_Taker_Seconds": 3, "Target_Open_Cash_Position": 10 }, "Logging": { "Log_Summary_Each_Loop": false, - "Print_Summary_Each_Loop": true + "Print_Summary_Each_Loop": false }, "Overrides": { "Allow_Ordering_Aster": true, diff --git a/engine_best_funding_rate.ipynb b/engine_best_funding_rate.ipynb index 3ae6ed1..93c2fc7 100644 --- a/engine_best_funding_rate.ipynb +++ b/engine_best_funding_rate.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 23, + "execution_count": 155, "id": "0b5ca901", "metadata": {}, "outputs": [], @@ -24,7 +24,7 @@ }, { "cell_type": "code", - "execution_count": 24, + "execution_count": 156, "id": "53647b40", "metadata": {}, "outputs": [], @@ -41,7 +41,7 @@ }, { "cell_type": "code", - "execution_count": 25, + "execution_count": 157, "id": "1f3b65ee", "metadata": {}, "outputs": [], @@ -55,7 +55,7 @@ }, { "cell_type": "code", - "execution_count": 26, + "execution_count": 158, "id": "5176d5b1", "metadata": {}, "outputs": [], @@ -81,14 +81,15 @@ "r: dict = await aster_auth.post_authenticated_url(fut_acct_ticker_stats) # ty:ignore[invalid-assignment]\n", "df_aster_ticker_stats = pd.DataFrame(r)\n", "df_aster_ticker_stats['last_trade_ts_ast'] = df_aster_ticker_stats['closeTime']\n", + "df_aster_ticker_stats['last_trade_px_ast'] = df_aster_ticker_stats['lastPrice'].astype(float)\n", "\n", - "df_aster_exch_info = df_aster_exch_info.merge(df_aster_ticker_stats[['symbol','quoteVolume','last_trade_ts_ast']].rename({'quoteVolume':'daily_volume'}, axis=1), on='symbol', how='left')\n", + "df_aster_exch_info = df_aster_exch_info.merge(df_aster_ticker_stats[['symbol','quoteVolume','last_trade_ts_ast','last_trade_px_ast']].rename({'quoteVolume':'daily_volume'}, axis=1), on='symbol', how='left')\n", "df_aster_exch_info['daily_volume'] = df_aster_exch_info['daily_volume'].astype(float)" ] }, { "cell_type": "code", - "execution_count": 27, + "execution_count": 159, "id": "e33ec721", "metadata": {}, "outputs": [], @@ -115,7 +116,7 @@ }, { "cell_type": "code", - "execution_count": 28, + "execution_count": 160, "id": "62815940", "metadata": {}, "outputs": [], @@ -130,7 +131,7 @@ }, { "cell_type": "code", - "execution_count": 29, + "execution_count": 161, "id": "271a67c1", "metadata": {}, "outputs": [], @@ -141,12 +142,12 @@ "df_aster_current_fr['funding_rate_updated_dt'] = pd.to_datetime(df_aster_current_fr['funding_rate_updated_ts_ms'], unit='ms')\n", "df_aster_current_fr['funding_rate'] = df_aster_current_fr['funding_rate'].astype(float)\n", "df_aster_current_fr['time_delta_to_next_funding'] = pd.to_datetime(df_aster_current_fr['next_funding_ts'], unit='ms') - pd.Timestamp.now()\n", - "df_aster_current_fr = df_aster_current_fr.merge(df_aster_exch_info[['symbol','daily_volume','min_order_size','min_price','min_lot_size','min_notional','last_trade_ts_ast']], on='symbol', how='left')" + "df_aster_current_fr = df_aster_current_fr.merge(df_aster_exch_info[['symbol','daily_volume','min_order_size','min_price','min_lot_size','min_notional','last_trade_ts_ast', 'last_trade_px_ast']], on='symbol', how='left')" ] }, { "cell_type": "code", - "execution_count": 30, + "execution_count": 162, "id": "1ce2fde4", "metadata": {}, "outputs": [], @@ -166,7 +167,7 @@ }, { "cell_type": "code", - "execution_count": 31, + "execution_count": 163, "id": "ff88b413", "metadata": {}, "outputs": [], @@ -186,19 +187,19 @@ }, { "cell_type": "code", - "execution_count": 32, + "execution_count": 164, "id": "f5ade993", "metadata": {}, "outputs": [], "source": [ - "df_best_fr_rate = df_comb_current_fr_net[['symbol_ext','symbol_ast','daily_volume_ext','daily_volume_ast','min_price_ext','min_price_ast','min_order_size_ext','min_order_size_ast','min_lot_size_ext','min_lot_size_ast','min_notional_ext','min_notional_ast','funding_rate_ext','funding_rate_ast','max_leverage_ext','max_leverage_ast','lh_asset_ext','lh_asset_ast','rh_asset_ext','rh_asset_ast','net_mult_x_net_fr_abs','net_funding_rate_abs','net_funding_rate','next_funding_at_same_time','last_trade_ts_ast']].sort_values(by='net_mult_x_net_fr_abs', ascending=False).reset_index(drop=True)\n", + "df_best_fr_rate = df_comb_current_fr_net[['symbol_ext','symbol_ast','daily_volume_ext','daily_volume_ast','min_price_ext','min_price_ast','min_order_size_ext','min_order_size_ast','min_lot_size_ext','min_lot_size_ast','min_notional_ext','min_notional_ast','funding_rate_ext','funding_rate_ast','max_leverage_ext','max_leverage_ast','lh_asset_ext','lh_asset_ast','rh_asset_ext','rh_asset_ast','net_mult_x_net_fr_abs','net_funding_rate_abs','net_funding_rate','next_funding_at_same_time','last_trade_ts_ast','last_trade_px_ast']].sort_values(by='net_mult_x_net_fr_abs', ascending=False).reset_index(drop=True)\n", "df_best_fr_rate['hourly_dollars_per_1k'] = df_best_fr_rate['net_mult_x_net_fr_abs'] * 1000\n", "df_best_fr_rate['hourly_dollars_per_1k'] = df_best_fr_rate['hourly_dollars_per_1k'].round(2)" ] }, { "cell_type": "code", - "execution_count": 33, + "execution_count": 165, "id": "84bbc5a8", "metadata": {}, "outputs": [], @@ -208,7 +209,8 @@ "for index, row in df_best_fr_rate.iterrows():\n", " r = json.loads(requests.get(f'https://api.starknet.extended.exchange/api/v1/info/markets/{row['symbol_ext']}/trades').text)\n", " max_ts = max([t['T'] for t in r['data']])\n", - " last_trade_max_ts.append({'symbol_ext':row['symbol_ext'],'last_trade_ts_ext': max_ts})\n", + " px = np.median([float(t['p']) for t in r['data'] if t['T']==max_ts])\n", + " last_trade_max_ts.append({'symbol_ext':row['symbol_ext'],'last_trade_ts_ext': max_ts, 'last_trade_px_ext': float(px)})\n", " time.sleep(0.01)\n", "\n", "df_best_fr_rate = df_best_fr_rate.merge(pd.DataFrame(last_trade_max_ts), on='symbol_ext', how='left')" @@ -216,11 +218,13 @@ }, { "cell_type": "code", - "execution_count": 34, + "execution_count": 166, "id": "7bd849e4", "metadata": {}, "outputs": [], "source": [ + "df_best_fr_rate['current_ast_over_ext_ratio'] = ( df_best_fr_rate['last_trade_px_ast'] / df_best_fr_rate['last_trade_px_ext'] ) - 1\n", + "\n", "df_best_fr_rate['last_trade_ts_dt_ast'] = pd.to_datetime(df_best_fr_rate['last_trade_ts_ast'], unit='ms')\n", "df_best_fr_rate['last_trade_ts_dt_ext'] = pd.to_datetime(df_best_fr_rate['last_trade_ts_ext'], unit='ms')\n", "df_best_fr_rate = df_best_fr_rate.loc[( (datetime.now().timestamp()*1000 )-df_best_fr_rate['last_trade_ts_ast']) < (3*60*1000) ]\n", @@ -229,7 +233,7 @@ }, { "cell_type": "code", - "execution_count": 35, + "execution_count": 167, "id": "86549660", "metadata": {}, "outputs": [], @@ -280,7 +284,7 @@ }, { "cell_type": "code", - "execution_count": null, + "execution_count": 168, "id": "3da1ef8c", "metadata": {}, "outputs": [], @@ -290,14 +294,233 @@ "for index, row in df_best_fr_rate.iterrows():\n", " df = await get_candles(symbol=row['symbol_ext'])\n", " buy_ratio_ext = float(df['med_ratio_aster_over_extend'].median())\n", - " candles_ratios.append({'symbol_ext':row['symbol_ext'], 'buy_ratio_ext':buy_ratio_ext,'buy_ratio_ast':buy_ratio_ext*-1})\n", + " buy_ratio_std = 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20.000131-0.000159
30.0010510.000725
40.000116-0.001487
50.000211-0.001820
60.0002100.000165
70.0047670.005803
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110.0000970.000038
120.000013-0.000414
\n", + "
" + ], + "text/plain": [ + " buy_ratio_ext current_ast_over_ext_ratio\n", + "0 -0.001181 -0.003623\n", + "1 0.000299 -0.000516\n", + "2 0.000131 -0.000159\n", + "3 0.001051 0.000725\n", + "4 0.000116 -0.001487\n", + "5 0.000211 -0.001820\n", + "6 0.000210 0.000165\n", + "7 0.004767 0.005803\n", + "8 -0.000742 -0.002735\n", + "9 -0.000099 -0.000037\n", + "10 0.000212 -0.000070\n", + "11 0.000097 0.000038\n", + "12 0.000013 -0.000414" + ] + }, + "execution_count": 169, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "df_best_fr_rate[['buy_ratio_ext','current_ast_over_ext_ratio']]" + ] + }, + { + "cell_type": "code", + "execution_count": 170, "metadata": {}, "outputs": [ { @@ -434,6 +657,11 @@ "rawType": "float64", "type": "float" }, + { + "name": "last_trade_px_ast", + "rawType": "float64", + "type": "float" + }, { "name": "hourly_dollars_per_1k", "rawType": "float64", @@ -444,6 +672,16 @@ "rawType": "int64", "type": "integer" }, + { + "name": "last_trade_px_ext", + "rawType": "float64", + "type": "float" + }, + { + "name": "current_ast_over_ext_ratio", + "rawType": "float64", + "type": "float" + }, { "name": "last_trade_ts_dt_ast", "rawType": "datetime64[ms]", @@ -455,24 +693,143 @@ "type": "datetime" }, { - "name": "buy_price_ext", + "name": "buy_ratio_std", "rawType": "float64", "type": "float" }, { - "name": "buy_price_ast", + "name": "buy_ratio_ext", + "rawType": "float64", + "type": "float" + }, + { + "name": "buy_ratio_ast", "rawType": "float64", "type": "float" } ], - "ref": "adde995a-71f2-4ce5-897e-1b8c94baf122", + "ref": "0a3330dc-ad46-4c8c-890a-4770d46c99d7", "rows": [ [ "0", + "DOGE-USD", + "DOGEUSDT", + "6750571.4868", + "23217571.19", + "0.00001", + "0.002440", + "100", + "1", + "10", + "1", + "0.0", + "5", + "5.4e-05", + "-3.18e-05", + "50", + "75", + "DOGE", + "DOGE", + "USD", + "USDT", + "0.00324", + "5.4e-05", + "5.4e-05", + "False", + "1778047667600.0", + "0.11552", + "3.24", + "1778047363102", + "0.11594", + "-0.003622563394859446", + "2026-05-06 06:07:47.600000", + "2026-05-06 06:02:43.102000", + "0.0014333307540822734", + "-0.001181480884319741", + "0.001181480884319741" + ], + [ + "1", + "LIT-USD", + "LITUSDT", + "2522777.871", + "752345.21", + "0.0001", + "0.0001000", + "10", + "1", + "1", + "1", + "0.0", + "5", + "1.3e-05", + "7.328e-05", + "25", + "50", + "LIT", + "LIT", + "USD", + "USDT", + "0.0020091324", + "6.0280000000000006e-05", + "6.0280000000000006e-05", + "True", + "1778047641000.0", + "0.9681", + "2.01", + "1778047669181", + "0.9686", + "-0.0005162089613875986", + "2026-05-06 06:07:21", + "2026-05-06 06:07:49.181000", + "0.002622391175397122", + "0.00029906773980648005", + "-0.00029906773980648005" + ], + [ + "2", + "HYPE-USD", + "HYPEUSDT", + "58639909.104356", + "12556357.08", + "0.001", + "0.00100", + "0.1", + "0.01", + "0.01", + "0.01", + "0.0", + "5", + "-1.9e-05", + "-9.312e-05", + "50", + "300", + "HYPE", + "HYPE", + "USD", + "USDT", + "0.00162849", + "1.9e-05", + "-1.9e-05", + "False", + "1778047667153.0", + "43.959", + "1.63", + "1778047650011", + "43.966", + "-0.00015921393804296802", + "2026-05-06 06:07:47.153000", + "2026-05-06 06:07:30.011000", + "0.0018040102704939252", + "0.00013074942172808246", + "-0.00013074942172808246" + ], + [ + "3", "BNB-USD", "BNBUSDT", - "8095373.18022", - "27967490.3", + "9050763.96402", + "14871971.35", "0.01", "0.010", "0.01", @@ -482,65 +839,35 @@ "0.0", "5", "1.3e-05", - "0.0002262", + "0.0001168", "50", "100", "BNB", "BNB", "USD", "USDT", - "0.014214044", - "0.0002132", - "0.0002132", - "True", - "1777936598200.0", - "14.21", - "1777936072912", - "2026-05-04 23:16:38.200000", - "2026-05-04 23:07:52.912000", - "0.0011228796327485968", - "-0.0011228796327485968" + "0.0008667099999999999", + "1.3e-05", + "1.3e-05", + "False", + "1778047667495.0", + "635.32", + "0.87", + "1778047650009", + "634.86", + "0.0007245691963582157", + "2026-05-06 06:07:47.495000", + "2026-05-06 06:07:30.009000", + "0.0025526195877070383", + "0.0010505163053042832", + "-0.0010505163053042832" ], [ - "1", - "BTC-USD", - "BTCUSDT", - "488351979.81626", - "1481693192.93", - "1", - "1", - "0.0001", - "0.001", - "0.00001", - "0.001", - "0.0", - "5", - "-1.6e-05", - "-0.00018598", - "50", - "150", - "BTC", - "BTC", - "USD", - "USDT", - "0.0127485", - "0.00016998", - "0.00016998", - "True", - "1777936600931.0", - "12.75", - "1777936599985", - "2026-05-04 23:16:40.931000", - "2026-05-04 23:16:39.985000", - "0.00012664131806006118", - "-0.00012664131806006118" - ], - [ - "2", + "4", "SOL-USD", "SOLUSDT", - "25091089.5396", - "91872770.73", + "22574115.81168", + "62436541.41", "0.01", "0.4200", "0.1", @@ -549,134 +876,74 @@ "0.01", "0.0", "5", - "-1.5e-05", - "0.0001", + "1.3e-05", + "6.45e-06", "50", "100", "SOL", "SOL", "USD", "USDT", - "0.007667050000000001", - "0.000115", - "0.000115", - "True", - "1777936599229.0", - "7.67", - "1777936544932", - "2026-05-04 23:16:39.229000", - "2026-05-04 23:15:44.932000", - "0.00023334500137750513", - "-0.00023334500137750513" + "0.0008667099999999999", + "1.3e-05", + "1.3e-05", + "False", + "1778047667855.0", + "87.32", + "0.87", + "1778047602027", + "87.45", + "-0.0014865637507147644", + "2026-05-06 06:07:47.855000", + "2026-05-06 06:06:42.027000", + "0.0007759805411291462", + "0.00011580440645486689", + "-0.00011580440645486689" ], [ - "3", - "DOGE-USD", - "DOGEUSDT", - "2591346.53", - "28160254.68", - "0.00001", - "0.002440", - "100", - "1", + "5", + "SUI-USD", + "SUIUSDT", + "5872094.79", + "285709.1", + "0.0001", + "0.000100", "10", + "0.1", "1", + "0.1", "0.0", "5", "1.3e-05", "0.0001", "50", "75", - "DOGE", - "DOGE", + "SUI", + "SUI", "USD", "USDT", - "0.00522", - "8.7e-05", - "8.7e-05", - "True", - "1777936600123.0", - "5.22", - "1777936287673", - "2026-05-04 23:16:40.123000", - "2026-05-04 23:11:27.673000", - "-0.00040496760587160896", - "0.00040496760587160896" - ], - [ - "4", - "XRP-USD", - "XRPUSDT", - "13446078.3648", - "16676498.36", - "0.0001", - "0.0143", - "10", - "0.1", - "1", - "0.1", - "0.0", - "5", - "-1e-05", - "5.291e-05", - "50", - "100", - "XRP", - "XRP", - "USD", - "USDT", - "0.004194209700000001", - "6.291e-05", - "6.291e-05", - "True", - "1777936600008.0", - "4.19", - "1777936411533", - "2026-05-04 23:16:40.008000", - "2026-05-04 23:13:31.533000", - "0.0", - "-0.0" - ], - [ - "5", - "XMR-USD", - "XMRUSDT", - "1649243.4598", - "350789.32", - "0.01", - "0.01", - "0.1", - "0.001", - "0.01", - "0.001", - "0.0", - "5", - "0.000134", - "5.656e-05", - "25", - "50", - "XMR", - "XMR", - "USD", - "USDT", - "0.0025810752", - "7.744e-05", - "7.744e-05", - "True", - "1777936559400.0", - "2.58", - "1777936419604", - "2026-05-04 23:15:59.400000", - "2026-05-04 23:13:39.604000", - "-3.0867055590966253e-06", - "3.0867055590966253e-06" + "0.00078", + "1.3e-05", + "1.3e-05", + "False", + "1778047666700.0", + "0.9871", + "0.78", + "1778047576123", + "0.9889", + "-0.001820204267367842", + "2026-05-06 06:07:46.700000", + "2026-05-06 06:06:16.123000", + "0.004225649627470575", + "0.00021061518497555998", + "-0.00021061518497555998" ], [ "6", "ETH-USD", "ETHUSDT", - "161696125.296", - "656152175.7", + "61213736.629642", + "404498738.24", "0.1", "0.01", "0.01", @@ -685,32 +952,36 @@ "0.001", "0.0", "5", - "-1.9e-05", - "-5.123e-05", + "-9e-06", + "-8.57e-05", "50", "150", "ETH", "ETH", "USD", "USDT", - "0.00241725", - "3.223e-05", - "3.223e-05", - "True", - "1777936600075.0", - "2.42", - "1777936565323", - "2026-05-04 23:16:40.075000", - "2026-05-04 23:16:05.323000", - "0.0002782506695702125", - "-0.0002782506695702125" + "0.000675", + "9e-06", + "-9e-06", + "False", + "1778047668250.0", + "2361.69", + "0.68", + "1778047670911", + "2361.3", + "0.00016516325752768957", + "2026-05-06 06:07:48.250000", + "2026-05-06 06:07:50.911000", + "0.0006846669865609136", + "0.00021041337278360217", + "-0.00021041337278360217" ], [ "7", "4-USD", "4USDT", - "302719.5314", - "454834.78", + "320967.1974", + "313586.23", "0.00001", "0.0000010", "100", @@ -719,7 +990,7 @@ "1", "0.0", "5", - "0.000239", + "-6.1e-05", "1.25e-05", "5", "50", @@ -727,59 +998,67 @@ "4", "USD", "USDT", - "0.002058885", - "0.0002265", - "0.0002265", + "0.0006681149999999999", + "7.35e-05", + "7.35e-05", "True", - "1777936575650.0", - "2.06", - "1777936522376", - "2026-05-04 23:16:15.650000", - "2026-05-04 23:15:22.376000", - "0.0014364921188296798", - "-0.0014364921188296798" + "1778047577183.0", + "0.013347", + "0.67", + "1778047526553", + "0.01327", + "0.005802562170308834", + "2026-05-06 06:06:17.183000", + "2026-05-06 06:05:26.553000", + "0.02444970583284721", + "0.00476737157079099", + "-0.00476737157079099" ], [ "8", - "HYPE-USD", - "HYPEUSDT", - "43654316.41094", - "10530623.22", - "0.001", - "0.00100", - "0.1", - "0.01", + "ASTER-USD", + "ASTERUSDT", + "322824.77694", + "41706939.66", + "0.00001", + "0.00010", + "10", "0.01", + "1", "0.01", "0.0", "5", "1.3e-05", - "3.497e-05", - "50", - "300", - "HYPE", - "HYPE", + "5e-05", + "25", + "75", + "ASTER", + "ASTER", "USD", "USDT", - "0.0018830487", - "2.197e-05", - "2.197e-05", - "True", - "1777936600796.0", - "1.88", - "1777936590010", - "2026-05-04 23:16:40.796000", - "2026-05-04 23:16:30.010000", - "-0.0001818557371249807", - "0.0001818557371249807" + "0.0004875", + "1.3e-05", + "1.3e-05", + "False", + "1778047668250.0", + "0.6782", + "0.49", + "1778047182945", + "0.68006", + "-0.0027350527894597354", + "2026-05-06 06:07:48.250000", + "2026-05-06 05:59:42.945000", + "0.0012757713355909424", + "-0.0007417494377083833", + "0.0007417494377083833" ], [ "9", - "ENA-USD", - "ENAUSDT", - "11420296.1562", - "400913.34", - "0.00001", + "CHIP-USD", + "CHIPUSDT", + "452591.4998", + "237493.21", + "0.000001", "0.0000100", "100", "1", @@ -787,100 +1066,112 @@ "1", "0.0", "5", - "1.3e-05", - "5e-05", + "-0.000114", + "-0.00016655", + "5", "50", - "25", - "ENA", - "ENA", + "CHIP", + "CHIP", "USD", "USDT", - "0.00123321", - "3.7000000000000005e-05", - "3.7000000000000005e-05", + "0.0004776795", + "5.2550000000000003e-05", + "5.2550000000000003e-05", "True", - "1777936593650.0", - "1.23", - "1777936576866", - "2026-05-04 23:16:33.650000", - "2026-05-04 23:16:16.866000", - "-0.0012409275558957766", - "0.0012409275558957766" + "1778047577697.0", + "0.05425", + "0.48", + "1778047490911", + "0.054252", + "-3.6865000368702106e-05", + "2026-05-06 06:06:17.697000", + "2026-05-06 06:04:50.911000", + "0.04160502643730578", + "-9.917334996478733e-05", + "9.917334996478733e-05" ], [ "10", - "WLFI-USD", - "WLFIUSDT", - "760135.4338", - "4159098.72", - "0.00001", - "0.0001000", - "100", - "1", + "XRP-USD", + "XRPUSDT", + "9026961.613246", + "16134762.15", + "0.0001", + "0.0143", "10", + "0.1", "1", + "0.1", "0.0", "5", - "1.3e-05", - "7.3e-05", - "10", - "25", - "WLFI", - "WLFI", + "-4e-06", + "4.078e-05", + "50", + "100", + "XRP", + "XRP", "USD", "USDT", - "0.0008574", - "6e-05", - "6e-05", - "True", - "1777936585617.0", - "0.86", - "1777935796212", - "2026-05-04 23:16:25.617000", - "2026-05-04 23:03:16.212000", - "0.002205245675518719", - "-0.002205245675518719" + "0.00026668", + "4e-06", + "-4e-06", + "False", + "1778047665356.0", + "1.4235", + "0.27", + "1778047623101", + "1.4236", + "-7.02444506883726e-05", + "2026-05-06 06:07:45.356000", + "2026-05-06 06:07:03.101000", + "0.004378592970391728", + "0.00021180831354239427", + "-0.00021180831354239427" ], [ "11", - "LIT-USD", - "LITUSDT", - "1854603.5998", - "1350734.67", + "BTC-USD", + "BTCUSDT", + "182885518.024236", + "979418882.68", + "1", + "1", "0.0001", - "0.0001000", - "10", - "1", - "1", - "1", + "0.001", + "0.00001", + "0.001", "0.0", "5", - "1.3e-05", - "1.25e-05", - "25", + "-3e-06", + "-4.625e-05", "50", - "LIT", - "LIT", + "150", + "BTC", + "BTC", "USD", "USDT", - "1.6664999999999953e-05", - "4.999999999999986e-07", - "4.999999999999986e-07", - "True", - "1777936570643.0", - "0.02", - "1777936593781", - "2026-05-04 23:16:10.643000", - "2026-05-04 23:16:33.781000", - "0.0002960668027209845", - "-0.0002960668027209845" + "0.000225", + "3e-06", + "-3e-06", + "False", + "1778047666657.0", + "81258.1", + "0.22", + "1778047671637", + "81255.0", + "3.815149836938758e-05", + "2026-05-06 06:07:46.657000", + "2026-05-06 06:07:51.637000", + "0.0009994776913570872", + "9.690676685325528e-05", + "-9.690676685325528e-05" ], [ "12", "ZEC-USD", "ZECUSDT", - "6512462.1458", - "4174326.53", + "6849535.1586", + "6584711.06", "0.001", "0.0100", "0.1", @@ -901,17 +1192,21 @@ "4.999999999999986e-07", "4.999999999999986e-07", "True", - "1777936591300.0", + "1778047666530.0", + "545.9", "0.01", - "1777936396208", - "2026-05-04 23:16:31.300000", - "2026-05-04 23:13:16.208000", - "-0.0001769694330865934", - "0.0001769694330865934" + "1778047665513", + "546.126", + "-0.0004138239160925705", + "2026-05-06 06:07:46.530000", + "2026-05-06 06:07:45.513000", + "0.003199062977836445", + "1.3323150701682884e-05", + "-1.3323150701682884e-05" ] ], "shape": { - "columns": 31, + "columns": 35, "rows": 13 } }, @@ -945,97 +1240,25 @@ " min_lot_size_ext\n", " min_lot_size_ast\n", " ...\n", - " net_funding_rate_abs\n", - " net_funding_rate\n", - " next_funding_at_same_time\n", - " last_trade_ts_ast\n", + " last_trade_px_ast\n", " hourly_dollars_per_1k\n", " last_trade_ts_ext\n", + " last_trade_px_ext\n", + " current_ast_over_ext_ratio\n", " last_trade_ts_dt_ast\n", " last_trade_ts_dt_ext\n", - " buy_price_ext\n", - " buy_price_ast\n", + " buy_ratio_std\n", + " buy_ratio_ext\n", + " buy_ratio_ast\n", " \n", " \n", " \n", " \n", " 0\n", - " BNB-USD\n", - " BNBUSDT\n", - " 8.095373e+06\n", - " 2.796749e+07\n", - " 0.01\n", - " 0.010\n", - " 0.01\n", - " 0.01\n", - " 0.001\n", - " 0.01\n", - " ...\n", - " 2.132000e-04\n", - " 2.132000e-04\n", - " True\n", - " 1.777937e+12\n", - " 14.21\n", - " 1777936072912\n", - " 2026-05-04 23:16:38.200\n", - " 2026-05-04 23:07:52.912\n", - " 0.001123\n", - " -0.001123\n", - " \n", - " \n", - " 1\n", - " BTC-USD\n", - " BTCUSDT\n", - " 4.883520e+08\n", - " 1.481693e+09\n", - " 1\n", - " 1\n", - " 0.0001\n", - " 0.001\n", - " 0.00001\n", - " 0.001\n", - " ...\n", - " 1.699800e-04\n", - " 1.699800e-04\n", - " True\n", - " 1.777937e+12\n", - " 12.75\n", - " 1777936599985\n", - " 2026-05-04 23:16:40.931\n", - " 2026-05-04 23:16:39.985\n", - " 0.000127\n", - " -0.000127\n", - " \n", - " \n", - " 2\n", - " SOL-USD\n", - " SOLUSDT\n", - " 2.509109e+07\n", - " 9.187277e+07\n", - " 0.01\n", - " 0.4200\n", - " 0.1\n", - " 0.01\n", - " 0.01\n", - " 0.01\n", - " ...\n", - " 1.150000e-04\n", - " 1.150000e-04\n", - " True\n", - " 1.777937e+12\n", - " 7.67\n", - " 1777936544932\n", - " 2026-05-04 23:16:39.229\n", - " 2026-05-04 23:15:44.932\n", - " 0.000233\n", - " -0.000233\n", - " \n", - " \n", - " 3\n", " DOGE-USD\n", " DOGEUSDT\n", - " 2.591347e+06\n", - " 2.816025e+07\n", + " 6.750571e+06\n", + " 2.321757e+07\n", " 0.00001\n", " 0.002440\n", " 100\n", @@ -1043,119 +1266,47 @@ " 10\n", " 1\n", " ...\n", - " 8.700000e-05\n", - " 8.700000e-05\n", - " True\n", - " 1.777937e+12\n", - " 5.22\n", - " 1777936287673\n", - " 2026-05-04 23:16:40.123\n", - " 2026-05-04 23:11:27.673\n", - " -0.000405\n", - " 0.000405\n", + " 0.115520\n", + " 3.24\n", + " 1778047363102\n", + " 0.115940\n", + " -0.003623\n", + " 2026-05-06 06:07:47.600\n", + " 2026-05-06 06:02:43.102\n", + " 0.001433\n", + " -0.001181\n", + " 0.001181\n", " \n", " \n", - " 4\n", - " XRP-USD\n", - " XRPUSDT\n", - " 1.344608e+07\n", - " 1.667650e+07\n", + " 1\n", + " LIT-USD\n", + " LITUSDT\n", + " 2.522778e+06\n", + " 7.523452e+05\n", " 0.0001\n", - " 0.0143\n", - " 10\n", - " 0.1\n", - " 1\n", - " 0.1\n", - " ...\n", - " 6.291000e-05\n", - " 6.291000e-05\n", - " True\n", - " 1.777937e+12\n", - " 4.19\n", - " 1777936411533\n", - " 2026-05-04 23:16:40.008\n", - " 2026-05-04 23:13:31.533\n", - " 0.000000\n", - " -0.000000\n", - " \n", - " \n", - " 5\n", - " XMR-USD\n", - " XMRUSDT\n", - " 1.649243e+06\n", - " 3.507893e+05\n", - " 0.01\n", - " 0.01\n", - " 0.1\n", - " 0.001\n", - " 0.01\n", - " 0.001\n", - " ...\n", - " 7.744000e-05\n", - " 7.744000e-05\n", - " True\n", - " 1.777937e+12\n", - " 2.58\n", - " 1777936419604\n", - " 2026-05-04 23:15:59.400\n", - " 2026-05-04 23:13:39.604\n", - " -0.000003\n", - " 0.000003\n", - " \n", - " \n", - " 6\n", - " ETH-USD\n", - " ETHUSDT\n", - " 1.616961e+08\n", - " 6.561522e+08\n", - " 0.1\n", - " 0.01\n", - " 0.01\n", - " 0.001\n", - " 0.001\n", - " 0.001\n", - " ...\n", - " 3.223000e-05\n", - " 3.223000e-05\n", - " True\n", - " 1.777937e+12\n", - " 2.42\n", - " 1777936565323\n", - " 2026-05-04 23:16:40.075\n", - " 2026-05-04 23:16:05.323\n", - " 0.000278\n", - " -0.000278\n", - " \n", - " \n", - " 7\n", - " 4-USD\n", - " 4USDT\n", - " 3.027195e+05\n", - " 4.548348e+05\n", - " 0.00001\n", - " 0.0000010\n", - " 100\n", - " 1\n", + " 0.0001000\n", " 10\n", " 1\n", + " 1\n", + " 1\n", " ...\n", - " 2.265000e-04\n", - " 2.265000e-04\n", - " True\n", - " 1.777937e+12\n", - " 2.06\n", - " 1777936522376\n", - " 2026-05-04 23:16:15.650\n", - " 2026-05-04 23:15:22.376\n", - " 0.001436\n", - " -0.001436\n", + " 0.968100\n", + " 2.01\n", + " 1778047669181\n", + " 0.968600\n", + " -0.000516\n", + " 2026-05-06 06:07:21.000\n", + " 2026-05-06 06:07:49.181\n", + " 0.002622\n", + " 0.000299\n", + " -0.000299\n", " \n", " \n", - " 8\n", + " 2\n", " HYPE-USD\n", " HYPEUSDT\n", - " 4.365432e+07\n", - " 1.053062e+07\n", + " 5.863991e+07\n", + " 1.255636e+07\n", " 0.001\n", " 0.00100\n", " 0.1\n", @@ -1163,95 +1314,239 @@ " 0.01\n", " 0.01\n", " ...\n", - " 2.197000e-05\n", - " 2.197000e-05\n", - " True\n", - " 1.777937e+12\n", - " 1.88\n", - " 1777936590010\n", - " 2026-05-04 23:16:40.796\n", - " 2026-05-04 23:16:30.010\n", - " -0.000182\n", - " 0.000182\n", + " 43.959000\n", + " 1.63\n", + " 1778047650011\n", + " 43.966000\n", + " -0.000159\n", + " 2026-05-06 06:07:47.153\n", + " 2026-05-06 06:07:30.011\n", + " 0.001804\n", + " 0.000131\n", + " -0.000131\n", + " \n", + " \n", + " 3\n", + " BNB-USD\n", + " BNBUSDT\n", + " 9.050764e+06\n", + " 1.487197e+07\n", + " 0.01\n", + " 0.010\n", + " 0.01\n", + " 0.01\n", + " 0.001\n", + " 0.01\n", + " ...\n", + " 635.320000\n", + " 0.87\n", + " 1778047650009\n", + " 634.860000\n", + " 0.000725\n", + " 2026-05-06 06:07:47.495\n", + " 2026-05-06 06:07:30.009\n", + " 0.002553\n", + " 0.001051\n", + " -0.001051\n", + " \n", + " \n", + " 4\n", + " SOL-USD\n", + " SOLUSDT\n", + " 2.257412e+07\n", + " 6.243654e+07\n", + " 0.01\n", + " 0.4200\n", + " 0.1\n", + " 0.01\n", + " 0.01\n", + " 0.01\n", + " ...\n", + " 87.320000\n", + " 0.87\n", + " 1778047602027\n", + " 87.450000\n", + " -0.001487\n", + " 2026-05-06 06:07:47.855\n", + " 2026-05-06 06:06:42.027\n", + " 0.000776\n", + " 0.000116\n", + " -0.000116\n", + " \n", + " \n", + " 5\n", + " SUI-USD\n", + " SUIUSDT\n", + " 5.872095e+06\n", + " 2.857091e+05\n", + " 0.0001\n", + " 0.000100\n", + " 10\n", + " 0.1\n", + " 1\n", + " 0.1\n", + " ...\n", + " 0.987100\n", + " 0.78\n", + " 1778047576123\n", + " 0.988900\n", + " -0.001820\n", + " 2026-05-06 06:07:46.700\n", + " 2026-05-06 06:06:16.123\n", + " 0.004226\n", + " 0.000211\n", + " -0.000211\n", + " \n", + " \n", + " 6\n", + " ETH-USD\n", + " ETHUSDT\n", + " 6.121374e+07\n", + " 4.044987e+08\n", + " 0.1\n", + " 0.01\n", + " 0.01\n", + " 0.001\n", + " 0.001\n", + " 0.001\n", + " ...\n", + " 2361.690000\n", + " 0.68\n", + " 1778047670911\n", + " 2361.300000\n", + " 0.000165\n", + " 2026-05-06 06:07:48.250\n", + " 2026-05-06 06:07:50.911\n", + " 0.000685\n", + " 0.000210\n", + " -0.000210\n", + " \n", + " \n", + " 7\n", + " 4-USD\n", + " 4USDT\n", + " 3.209672e+05\n", + " 3.135862e+05\n", + " 0.00001\n", + " 0.0000010\n", + " 100\n", + " 1\n", + " 10\n", + " 1\n", + " ...\n", + " 0.013347\n", + " 0.67\n", + " 1778047526553\n", + " 0.013270\n", + " 0.005803\n", + " 2026-05-06 06:06:17.183\n", + " 2026-05-06 06:05:26.553\n", + " 0.024450\n", + " 0.004767\n", + " -0.004767\n", + " \n", + " \n", + " 8\n", + " ASTER-USD\n", + " ASTERUSDT\n", + " 3.228248e+05\n", + " 4.170694e+07\n", + " 0.00001\n", + " 0.00010\n", + " 10\n", + " 0.01\n", + " 1\n", + " 0.01\n", + " ...\n", + " 0.678200\n", + " 0.49\n", + " 1778047182945\n", + " 0.680060\n", + " -0.002735\n", + " 2026-05-06 06:07:48.250\n", + " 2026-05-06 05:59:42.945\n", + " 0.001276\n", + " -0.000742\n", + " 0.000742\n", " \n", " \n", " 9\n", - " ENA-USD\n", - " ENAUSDT\n", - " 1.142030e+07\n", - " 4.009133e+05\n", - " 0.00001\n", + " CHIP-USD\n", + " CHIPUSDT\n", + " 4.525915e+05\n", + " 2.374932e+05\n", + " 0.000001\n", " 0.0000100\n", " 100\n", " 1\n", " 10\n", " 1\n", " ...\n", - " 3.700000e-05\n", - " 3.700000e-05\n", - " True\n", - " 1.777937e+12\n", - " 1.23\n", - " 1777936576866\n", - " 2026-05-04 23:16:33.650\n", - " 2026-05-04 23:16:16.866\n", - " -0.001241\n", - " 0.001241\n", + " 0.054250\n", + " 0.48\n", + " 1778047490911\n", + " 0.054252\n", + " -0.000037\n", + " 2026-05-06 06:06:17.697\n", + " 2026-05-06 06:04:50.911\n", + " 0.041605\n", + " -0.000099\n", + " 0.000099\n", " \n", " \n", " 10\n", - " WLFI-USD\n", - " WLFIUSDT\n", - " 7.601354e+05\n", - " 4.159099e+06\n", - " 0.00001\n", - " 0.0001000\n", - " 100\n", - " 1\n", + " XRP-USD\n", + " XRPUSDT\n", + " 9.026962e+06\n", + " 1.613476e+07\n", + " 0.0001\n", + " 0.0143\n", " 10\n", + " 0.1\n", " 1\n", + " 0.1\n", " ...\n", - " 6.000000e-05\n", - " 6.000000e-05\n", - " True\n", - " 1.777937e+12\n", - " 0.86\n", - " 1777935796212\n", - " 2026-05-04 23:16:25.617\n", - " 2026-05-04 23:03:16.212\n", - " 0.002205\n", - " -0.002205\n", + " 1.423500\n", + " 0.27\n", + " 1778047623101\n", + " 1.423600\n", + " -0.000070\n", + " 2026-05-06 06:07:45.356\n", + " 2026-05-06 06:07:03.101\n", + " 0.004379\n", + " 0.000212\n", + " -0.000212\n", " \n", " \n", " 11\n", - " LIT-USD\n", - " LITUSDT\n", - " 1.854604e+06\n", - " 1.350735e+06\n", + " BTC-USD\n", + " BTCUSDT\n", + " 1.828855e+08\n", + " 9.794189e+08\n", + " 1\n", + " 1\n", " 0.0001\n", - " 0.0001000\n", - " 10\n", - " 1\n", - " 1\n", - " 1\n", + " 0.001\n", + " 0.00001\n", + " 0.001\n", " ...\n", - " 5.000000e-07\n", - " 5.000000e-07\n", - " True\n", - " 1.777937e+12\n", - " 0.02\n", - " 1777936593781\n", - " 2026-05-04 23:16:10.643\n", - " 2026-05-04 23:16:33.781\n", - " 0.000296\n", - " -0.000296\n", + " 81258.100000\n", + " 0.22\n", + " 1778047671637\n", + " 81255.000000\n", + " 0.000038\n", + " 2026-05-06 06:07:46.657\n", + " 2026-05-06 06:07:51.637\n", + " 0.000999\n", + " 0.000097\n", + " -0.000097\n", " \n", " \n", " 12\n", " ZEC-USD\n", " ZECUSDT\n", - " 6.512462e+06\n", - " 4.174327e+06\n", + " 6.849535e+06\n", + " 6.584711e+06\n", " 0.001\n", " 0.0100\n", " 0.1\n", @@ -1259,117 +1554,117 @@ " 0.1\n", " 0.001\n", " ...\n", - " 5.000000e-07\n", - " 5.000000e-07\n", - " True\n", - " 1.777937e+12\n", + " 545.900000\n", " 0.01\n", - " 1777936396208\n", - " 2026-05-04 23:16:31.300\n", - " 2026-05-04 23:13:16.208\n", - " -0.000177\n", - " 0.000177\n", + " 1778047665513\n", + " 546.126000\n", + " -0.000414\n", + " 2026-05-06 06:07:46.530\n", + " 2026-05-06 06:07:45.513\n", + " 0.003199\n", + " 0.000013\n", + " -0.000013\n", " \n", " \n", "\n", - "

13 rows × 31 columns

\n", + "

13 rows × 35 columns

\n", "" ], "text/plain": [ " symbol_ext symbol_ast daily_volume_ext daily_volume_ast min_price_ext \\\n", - "0 BNB-USD BNBUSDT 8.095373e+06 2.796749e+07 0.01 \n", - "1 BTC-USD BTCUSDT 4.883520e+08 1.481693e+09 1 \n", - "2 SOL-USD SOLUSDT 2.509109e+07 9.187277e+07 0.01 \n", - "3 DOGE-USD DOGEUSDT 2.591347e+06 2.816025e+07 0.00001 \n", - "4 XRP-USD XRPUSDT 1.344608e+07 1.667650e+07 0.0001 \n", - "5 XMR-USD XMRUSDT 1.649243e+06 3.507893e+05 0.01 \n", - "6 ETH-USD ETHUSDT 1.616961e+08 6.561522e+08 0.1 \n", - "7 4-USD 4USDT 3.027195e+05 4.548348e+05 0.00001 \n", - "8 HYPE-USD HYPEUSDT 4.365432e+07 1.053062e+07 0.001 \n", - "9 ENA-USD ENAUSDT 1.142030e+07 4.009133e+05 0.00001 \n", - "10 WLFI-USD WLFIUSDT 7.601354e+05 4.159099e+06 0.00001 \n", - "11 LIT-USD LITUSDT 1.854604e+06 1.350735e+06 0.0001 \n", - "12 ZEC-USD ZECUSDT 6.512462e+06 4.174327e+06 0.001 \n", + "0 DOGE-USD DOGEUSDT 6.750571e+06 2.321757e+07 0.00001 \n", + "1 LIT-USD LITUSDT 2.522778e+06 7.523452e+05 0.0001 \n", + "2 HYPE-USD HYPEUSDT 5.863991e+07 1.255636e+07 0.001 \n", + "3 BNB-USD BNBUSDT 9.050764e+06 1.487197e+07 0.01 \n", + "4 SOL-USD SOLUSDT 2.257412e+07 6.243654e+07 0.01 \n", + "5 SUI-USD SUIUSDT 5.872095e+06 2.857091e+05 0.0001 \n", + "6 ETH-USD ETHUSDT 6.121374e+07 4.044987e+08 0.1 \n", + "7 4-USD 4USDT 3.209672e+05 3.135862e+05 0.00001 \n", + "8 ASTER-USD ASTERUSDT 3.228248e+05 4.170694e+07 0.00001 \n", + "9 CHIP-USD CHIPUSDT 4.525915e+05 2.374932e+05 0.000001 \n", + "10 XRP-USD XRPUSDT 9.026962e+06 1.613476e+07 0.0001 \n", + "11 BTC-USD BTCUSDT 1.828855e+08 9.794189e+08 1 \n", + "12 ZEC-USD ZECUSDT 6.849535e+06 6.584711e+06 0.001 \n", "\n", " min_price_ast min_order_size_ext min_order_size_ast min_lot_size_ext \\\n", - "0 0.010 0.01 0.01 0.001 \n", - "1 1 0.0001 0.001 0.00001 \n", - "2 0.4200 0.1 0.01 0.01 \n", - "3 0.002440 100 1 10 \n", - "4 0.0143 10 0.1 1 \n", - "5 0.01 0.1 0.001 0.01 \n", + "0 0.002440 100 1 10 \n", + "1 0.0001000 10 1 1 \n", + "2 0.00100 0.1 0.01 0.01 \n", + "3 0.010 0.01 0.01 0.001 \n", + "4 0.4200 0.1 0.01 0.01 \n", + "5 0.000100 10 0.1 1 \n", "6 0.01 0.01 0.001 0.001 \n", "7 0.0000010 100 1 10 \n", - "8 0.00100 0.1 0.01 0.01 \n", + "8 0.00010 10 0.01 1 \n", "9 0.0000100 100 1 10 \n", - "10 0.0001000 100 1 10 \n", - "11 0.0001000 10 1 1 \n", + "10 0.0143 10 0.1 1 \n", + "11 1 0.0001 0.001 0.00001 \n", "12 0.0100 0.1 0.001 0.1 \n", "\n", - " min_lot_size_ast ... net_funding_rate_abs net_funding_rate \\\n", - "0 0.01 ... 2.132000e-04 2.132000e-04 \n", - "1 0.001 ... 1.699800e-04 1.699800e-04 \n", - "2 0.01 ... 1.150000e-04 1.150000e-04 \n", - "3 1 ... 8.700000e-05 8.700000e-05 \n", - "4 0.1 ... 6.291000e-05 6.291000e-05 \n", - "5 0.001 ... 7.744000e-05 7.744000e-05 \n", - "6 0.001 ... 3.223000e-05 3.223000e-05 \n", - "7 1 ... 2.265000e-04 2.265000e-04 \n", - "8 0.01 ... 2.197000e-05 2.197000e-05 \n", - "9 1 ... 3.700000e-05 3.700000e-05 \n", - "10 1 ... 6.000000e-05 6.000000e-05 \n", - "11 1 ... 5.000000e-07 5.000000e-07 \n", - "12 0.001 ... 5.000000e-07 5.000000e-07 \n", + " min_lot_size_ast ... last_trade_px_ast hourly_dollars_per_1k \\\n", + "0 1 ... 0.115520 3.24 \n", + "1 1 ... 0.968100 2.01 \n", + "2 0.01 ... 43.959000 1.63 \n", + "3 0.01 ... 635.320000 0.87 \n", + "4 0.01 ... 87.320000 0.87 \n", + "5 0.1 ... 0.987100 0.78 \n", + "6 0.001 ... 2361.690000 0.68 \n", + "7 1 ... 0.013347 0.67 \n", + "8 0.01 ... 0.678200 0.49 \n", + "9 1 ... 0.054250 0.48 \n", + "10 0.1 ... 1.423500 0.27 \n", + "11 0.001 ... 81258.100000 0.22 \n", + "12 0.001 ... 545.900000 0.01 \n", "\n", - " next_funding_at_same_time last_trade_ts_ast hourly_dollars_per_1k \\\n", - "0 True 1.777937e+12 14.21 \n", - "1 True 1.777937e+12 12.75 \n", - "2 True 1.777937e+12 7.67 \n", - "3 True 1.777937e+12 5.22 \n", - "4 True 1.777937e+12 4.19 \n", - "5 True 1.777937e+12 2.58 \n", - "6 True 1.777937e+12 2.42 \n", - "7 True 1.777937e+12 2.06 \n", - "8 True 1.777937e+12 1.88 \n", - "9 True 1.777937e+12 1.23 \n", - "10 True 1.777937e+12 0.86 \n", - "11 True 1.777937e+12 0.02 \n", - "12 True 1.777937e+12 0.01 \n", + " last_trade_ts_ext last_trade_px_ext current_ast_over_ext_ratio \\\n", + "0 1778047363102 0.115940 -0.003623 \n", + "1 1778047669181 0.968600 -0.000516 \n", + "2 1778047650011 43.966000 -0.000159 \n", + "3 1778047650009 634.860000 0.000725 \n", + "4 1778047602027 87.450000 -0.001487 \n", + "5 1778047576123 0.988900 -0.001820 \n", + "6 1778047670911 2361.300000 0.000165 \n", + "7 1778047526553 0.013270 0.005803 \n", + "8 1778047182945 0.680060 -0.002735 \n", + "9 1778047490911 0.054252 -0.000037 \n", + "10 1778047623101 1.423600 -0.000070 \n", + "11 1778047671637 81255.000000 0.000038 \n", + "12 1778047665513 546.126000 -0.000414 \n", "\n", - " last_trade_ts_ext last_trade_ts_dt_ast last_trade_ts_dt_ext \\\n", - "0 1777936072912 2026-05-04 23:16:38.200 2026-05-04 23:07:52.912 \n", - "1 1777936599985 2026-05-04 23:16:40.931 2026-05-04 23:16:39.985 \n", - "2 1777936544932 2026-05-04 23:16:39.229 2026-05-04 23:15:44.932 \n", - "3 1777936287673 2026-05-04 23:16:40.123 2026-05-04 23:11:27.673 \n", - "4 1777936411533 2026-05-04 23:16:40.008 2026-05-04 23:13:31.533 \n", - "5 1777936419604 2026-05-04 23:15:59.400 2026-05-04 23:13:39.604 \n", - "6 1777936565323 2026-05-04 23:16:40.075 2026-05-04 23:16:05.323 \n", - "7 1777936522376 2026-05-04 23:16:15.650 2026-05-04 23:15:22.376 \n", - "8 1777936590010 2026-05-04 23:16:40.796 2026-05-04 23:16:30.010 \n", - "9 1777936576866 2026-05-04 23:16:33.650 2026-05-04 23:16:16.866 \n", - "10 1777935796212 2026-05-04 23:16:25.617 2026-05-04 23:03:16.212 \n", - "11 1777936593781 2026-05-04 23:16:10.643 2026-05-04 23:16:33.781 \n", - "12 1777936396208 2026-05-04 23:16:31.300 2026-05-04 23:13:16.208 \n", + " last_trade_ts_dt_ast last_trade_ts_dt_ext buy_ratio_std \\\n", + "0 2026-05-06 06:07:47.600 2026-05-06 06:02:43.102 0.001433 \n", + "1 2026-05-06 06:07:21.000 2026-05-06 06:07:49.181 0.002622 \n", + "2 2026-05-06 06:07:47.153 2026-05-06 06:07:30.011 0.001804 \n", + "3 2026-05-06 06:07:47.495 2026-05-06 06:07:30.009 0.002553 \n", + "4 2026-05-06 06:07:47.855 2026-05-06 06:06:42.027 0.000776 \n", + "5 2026-05-06 06:07:46.700 2026-05-06 06:06:16.123 0.004226 \n", + "6 2026-05-06 06:07:48.250 2026-05-06 06:07:50.911 0.000685 \n", + "7 2026-05-06 06:06:17.183 2026-05-06 06:05:26.553 0.024450 \n", + "8 2026-05-06 06:07:48.250 2026-05-06 05:59:42.945 0.001276 \n", + "9 2026-05-06 06:06:17.697 2026-05-06 06:04:50.911 0.041605 \n", + "10 2026-05-06 06:07:45.356 2026-05-06 06:07:03.101 0.004379 \n", + "11 2026-05-06 06:07:46.657 2026-05-06 06:07:51.637 0.000999 \n", + "12 2026-05-06 06:07:46.530 2026-05-06 06:07:45.513 0.003199 \n", "\n", - " buy_price_ext buy_price_ast \n", - "0 0.001123 -0.001123 \n", - "1 0.000127 -0.000127 \n", - "2 0.000233 -0.000233 \n", - "3 -0.000405 0.000405 \n", - "4 0.000000 -0.000000 \n", - "5 -0.000003 0.000003 \n", - "6 0.000278 -0.000278 \n", - "7 0.001436 -0.001436 \n", - "8 -0.000182 0.000182 \n", - "9 -0.001241 0.001241 \n", - "10 0.002205 -0.002205 \n", - "11 0.000296 -0.000296 \n", - "12 -0.000177 0.000177 \n", + " buy_ratio_ext buy_ratio_ast \n", + "0 -0.001181 0.001181 \n", + "1 0.000299 -0.000299 \n", + "2 0.000131 -0.000131 \n", + "3 0.001051 -0.001051 \n", + "4 0.000116 -0.000116 \n", + "5 0.000211 -0.000211 \n", + "6 0.000210 -0.000210 \n", + "7 0.004767 -0.004767 \n", + "8 -0.000742 0.000742 \n", + "9 -0.000099 0.000099 \n", + "10 0.000212 -0.000212 \n", + "11 0.000097 -0.000097 \n", + "12 0.000013 -0.000013 \n", "\n", - "[13 rows x 31 columns]" + "[13 rows x 35 columns]" ] }, - "execution_count": 37, + "execution_count": 170, "metadata": {}, "output_type": "execute_result" } @@ -1380,14 +1675,7 @@ }, { "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [] - }, - { - "cell_type": "code", - "execution_count": null, + "execution_count": 171, "id": "bbad7d21", "metadata": {}, "outputs": [], @@ -1397,7 +1685,7 @@ "\n", "\n", "\n", - "symbol = 'LITUSDT'\n", + "symbol = 'HYPEUSDT'\n", "aster_candles = {\n", " \"url\": \"/fapi/v3/klines\",\n", " \"method\": \"GET\",\n", @@ -1416,7 +1704,7 @@ "df_candles_aster['typical_px'] = ( df_candles_aster['open_px'] + df_candles_aster['high_px'] + df_candles_aster['low_px'] + df_candles_aster['close_px'] ) / 4\n", "\n", "# Extend\n", - "symbol_ext = 'LIT-USD'\n", + "symbol_ext = 'HYPE-USD'\n", "ext_params = {\n", " 'interval':'1m',\n", " 'limit':1440,\n", @@ -1436,95 +1724,96 @@ }, { "cell_type": "code", - "execution_count": 46, + "execution_count": 172, "id": "799ffa9c", "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "np.float64(0.00027310069856325913)" + "np.float64(0.00013075388140060262)" ] }, - "execution_count": 46, + "execution_count": 172, "metadata": {}, "output_type": "execute_result" } ], "source": [ - "df_candles_comb['med_ratio_aster_over_extend'].median() * df_candles_comb['med_px_ext'].median()" + "df_candles_comb['med_ratio_aster_over_extend'].median()" ] }, { "cell_type": "code", - "execution_count": 43, - "id": "2bb2d8f2", + "execution_count": 184, + "id": "75ac86aa", "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "np.float64(0.941825)" + "np.float64(0.00015347678748833804)" ] }, - "execution_count": 43, + "execution_count": 184, "metadata": {}, "output_type": "execute_result" } ], "source": [ - "df_candles_comb['med_px_ext'].median()" + "df_candles_comb.iloc[-60:]['med_ratio_aster_over_extend'].median()\n" ] }, { "cell_type": "code", - "execution_count": 50, + "execution_count": null, + "id": "beff570b", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": 173, + "id": "9eb589c7", "metadata": {}, "outputs": [ { - "name": "stdout", - "output_type": "stream", - "text": [ - "__________Start___________\n" - ] - }, - { - "name": "stdout", - "output_type": "stream", - "text": [ - "__________VK Loads Time: 5000.38 ___________\n" + "ename": "KeyError", + "evalue": "'current_last_px_ratio'", + "output_type": "error", + "traceback": [ + "\u001b[31m---------------------------------------------------------------------------\u001b[39m", + "\u001b[31mKeyError\u001b[39m Traceback (most recent call last)", + "\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/pandas/core/indexes/base.py:3641\u001b[39m, in \u001b[36mIndex.get_loc\u001b[39m\u001b[34m(self, key)\u001b[39m\n\u001b[32m 3640\u001b[39m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[32m-> \u001b[39m\u001b[32m3641\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[30;43mself\u001b[39;49m\u001b[30;43m.\u001b[39;49m\u001b[30;43m_engine\u001b[39;49m\u001b[30;43m.\u001b[39;49m\u001b[30;43mget_loc\u001b[39;49m\u001b[30;43m(\u001b[39;49m\u001b[30;43mcasted_key\u001b[39;49m\u001b[30;43m)\u001b[39;49m\n\u001b[32m 3642\u001b[39m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m err:\n", + "\u001b[36mFile \u001b[39m\u001b[32mpandas/_libs/index.pyx:168\u001b[39m, in \u001b[36mpandas._libs.index.IndexEngine.get_loc\u001b[39m\u001b[34m()\u001b[39m\n\u001b[32m--> \u001b[39m\u001b[32m168\u001b[39m \u001b[33m'Could not get source, probably due dynamically evaluated source code.'\u001b[39m\n", + "\u001b[36mFile \u001b[39m\u001b[32mpandas/_libs/index.pyx:197\u001b[39m, in \u001b[36mpandas._libs.index.IndexEngine.get_loc\u001b[39m\u001b[34m()\u001b[39m\n\u001b[32m--> \u001b[39m\u001b[32m197\u001b[39m \u001b[33m'Could not get source, probably due dynamically evaluated source code.'\u001b[39m\n", + "\u001b[36mFile \u001b[39m\u001b[32mpandas/_libs/hashtable_class_helper.pxi:7668\u001b[39m, in \u001b[36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[39m\u001b[34m()\u001b[39m\n\u001b[32m-> \u001b[39m\u001b[32m7668\u001b[39m \u001b[33m'Could not get source, probably due dynamically evaluated source code.'\u001b[39m\n", + "\u001b[36mFile \u001b[39m\u001b[32mpandas/_libs/hashtable_class_helper.pxi:7676\u001b[39m, in \u001b[36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[39m\u001b[34m()\u001b[39m\n\u001b[32m-> \u001b[39m\u001b[32m7676\u001b[39m \u001b[33m'Could not get source, probably due dynamically evaluated source code.'\u001b[39m\n", + "\u001b[31mKeyError\u001b[39m: 'current_last_px_ratio'", + "\nThe above exception was the direct cause of the following exception:\n", + "\u001b[31mKeyError\u001b[39m Traceback (most recent call last)", + "\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[173]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m df_candles_comb[\u001b[33m'current_last_px_ratio'\u001b[39m].median()\n", + "\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/pandas/core/frame.py:4378\u001b[39m, in \u001b[36mDataFrame.__getitem__\u001b[39m\u001b[34m(self, key)\u001b[39m\n\u001b[32m 4374\u001b[39m \n\u001b[32m 4375\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m is_single_key:\n\u001b[32m 4376\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m self.columns.nlevels > \u001b[32m1\u001b[39m:\n\u001b[32m 4377\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m self._getitem_multilevel(key)\n\u001b[32m-> \u001b[39m\u001b[32m4378\u001b[39m indexer = self.columns.get_loc(key)\n\u001b[32m 4379\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m is_integer(indexer):\n\u001b[32m 4380\u001b[39m indexer = [indexer]\n\u001b[32m 4381\u001b[39m \u001b[38;5;28;01melse\u001b[39;00m:\n", + "\u001b[36mFile \u001b[39m\u001b[32m~/miniconda3/envs/py_313/lib/python3.13/site-packages/pandas/core/indexes/base.py:3648\u001b[39m, in \u001b[36mIndex.get_loc\u001b[39m\u001b[34m(self, key)\u001b[39m\n\u001b[32m 3643\u001b[39m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(casted_key, \u001b[38;5;28mslice\u001b[39m) \u001b[38;5;129;01mor\u001b[39;00m (\n\u001b[32m 3644\u001b[39m \u001b[38;5;28misinstance\u001b[39m(casted_key, abc.Iterable)\n\u001b[32m 3645\u001b[39m \u001b[38;5;129;01mand\u001b[39;00m \u001b[38;5;28many\u001b[39m(\u001b[38;5;28misinstance\u001b[39m(x, \u001b[38;5;28mslice\u001b[39m) \u001b[38;5;28;01mfor\u001b[39;00m x \u001b[38;5;129;01min\u001b[39;00m casted_key)\n\u001b[32m 3646\u001b[39m ):\n\u001b[32m 3647\u001b[39m \u001b[38;5;28;01mraise\u001b[39;00m InvalidIndexError(key) \u001b[38;5;28;01mfrom\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01merr\u001b[39;00m\n\u001b[32m-> \u001b[39m\u001b[32m3648\u001b[39m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m(key) \u001b[38;5;28;01mfrom\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34;01merr\u001b[39;00m\n\u001b[32m 3649\u001b[39m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mTypeError\u001b[39;00m:\n\u001b[32m 3650\u001b[39m \u001b[38;5;66;03m# If we have a listlike key, _check_indexing_error will raise\u001b[39;00m\n\u001b[32m 3651\u001b[39m \u001b[38;5;66;03m# InvalidIndexError. Otherwise we fall through and re-raise\u001b[39;00m\n\u001b[32m 3652\u001b[39m \u001b[38;5;66;03m# the TypeError.\u001b[39;00m\n\u001b[32m 3653\u001b[39m \u001b[38;5;28mself\u001b[39m._check_indexing_error(key)\n", + "\u001b[31mKeyError\u001b[39m: 'current_last_px_ratio'" ] } ], "source": [ - "import time\n", - "\n", - "loop_start = time.time()\n", - "print('__________Start___________')\n", - "\n", - "time.sleep(5)\n", - "\n", - "print(f'__________VK Loads Time: {(time.time() - loop_start)*1000:.2f} ___________')" + "df_candles_comb['current_last_px_ratio'].median()" ] }, { "cell_type": "code", "execution_count": null, - "id": "7211dfcf", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", - "execution_count": null, - "metadata": {}, - "outputs": [], - "source": [] - }, - { - "cell_type": "code", - "execution_count": 7, + "execution_count": 174, "id": "0182370c", "metadata": {}, "outputs": [ @@ -1550,1449 +1839,1449 @@ "showlegend": true, "type": "scattergl", "x": [ - 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", 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qRUAEVg4tsu1FQPLSTWIQ8EVA001iEFjxRUCBlUOLbO9FQC2yne+n7kVAWmQ730/tRUAzMzMzM+tFQArXo3A96kVA/tR46SbpRUCOl24Sg+hFQCuHFtnO50VAqvHSTWLoRUBeukkMAutFQKrx0k1i8EVAcD0K16PwRUB56SYxCPRFQKjGSzeJ8UVAMN0kBoHtRUCuR+F6FO5FQGq8dJMY5EVAsHJoke3kRUDm0CLb+eZFQJLtfD815kVA1XjpJjHoRUBWDi2yne9FQDZeukkM8kVA7nw/NV7yRUC28/3UePFFQAAAAAAA8EVA9P3UeOnuRUCR7Xw/Ne5FQGQ730+N70VAItv5fmrsRUDo+6nx0u1FQMDKoUW280VAYOXQItvxRUDhehSuR/FFQDq0yHa+70VAvHSTGATuRUDTTWIQWPFFQPhT46Wb9EVACtejcD3yRUD6fmq8dOtFQH0/NV664UVA1XjpJjHgRUAxCKwcWtxFQCQGgZVD00VAUrgehevJRUBU46WbxMhFQLTIdr6fykVA0CLb+X7SRUDhehSuR9FFQLKd76fGy0VAke18PzXGRUBU46WbxMhFQIlBYOXQykVAHVpkO9/XRUCQwvUoXN9FQMh2vp8a30VAjGzn+6nZRUBCYOXQIttFQNNNYhBY2UVAWmQ730/dRUCamZmZmeFFQDq0yHa+50VAoBov3STmRUA1XrpJDOJFQFyPwvUo1EVAjpduEoPYRUBmZmZmZt5FQHsUrkfh2kVAxCCwcmjZRUApXI/C9dhFQP7UeOkm2UVAZDvfT43fRUAGgZVDi+RFQHSTGARW5kVARrbz/dToRUApXI/C9ehFQJhuEoPA6kVAvHSTGATuRUDwp8ZLN+lFQN9PjZdu4kVAsHJoke3kRUC6SQwCK+dFQJzEILBy6EVA/Knx0k3qRUCF61G4Hu1FQFyPwvUo7EVA/tR46SbpRUDTTWIQWOFFQBov3SQG2UVASOF6FK7XRUDufD81XtJFQJZDi2zn20VAjpduEoPgRUCBlUOLbN9FQBgEVg4t2kVATmIQWDnURUAv3SQGgdVFQM73U+Ol20VAuB6F61HgRUAYBFYOLeJFQD4K16Nw3UVAHoXrUbjeRUCOl24Sg+BFQIcW2c7340VArBxaZDvnRUAv3SQGgeVFQC/dJAaB5UVAYhBYObToRUD6fmq8dOtFQNnO91Pj7UVAUrgehevxRUCkcD0K1/NFQNv5fmq89EVAcD0K16P4RUAK16NwPfpFQARWDi2y/UVA6iYxCKz8RUCUGARWDv1FQGq8dJMYBEZAI9v5fmoERkBOYhBYOQxGQNAi2/l+EkZA30+Nl24SRkAlBoGVQxNGQGZmZmZmDkZAqvHSTWIIRkCgGi/dJAZGQE5iEFg5BEZADi2yne8HRkBcj8L1KARGQKAaL90kBkZAjZduEoMIRkArhxbZzgdGQHJoke18B0ZAKVyPwvUARkBzaJHtfPdFQAaBlUOL7EVAHVpkO9/vRUC0yHa+n+pFQEJg5dAi80VA1XjpJjHwRUB0kxgEVu5FQOj7qfHS7UVAbOf7qfHyRUAW2c73U/NFQO58PzVe8kVAGi/dJAb5RUBwPQrXowBGQC/dJAaB/UVABFYOLbL9RUCmm8QgsPpFQGQ730+N/0VAbhKDwMoBRkCUGARWDgVGQDm0yHa+B0ZA6iYxCKwMRkBGtvP91BBGQKAaL90kDkZAgZVDi2wHRkAMAiuHFglGQG4Sg8DKAUZAEoPAyqH9RUCcxCCwcgBGQFCNl24SA0ZA6iYxCKwERkCWQ4ts5wNGQKrx0k1iAEZAAiuHFtn+RUDXo3A9Cv9FQHw/NV66AUZAku18PzUGRkAgsHJokQVGQL6fGi/dBEZAPgrXo3AFRkBiEFg5tAhGQE5iEFg5DEZA2s73U+MNRkBU46WbxBBGQFTjpZvEEEZAGy/dJAYJRkCLbOf7qQlGQL6fGi/dDEZAoBov3SQORkBaZDvfTw1GQNejcD0KD0ZAzMzMzMwMRkAv3SQGgQ1GQKAaL90kDkZA4E+Nl24SRkDRItv5fhJGQL6fGi/dFEZAQDVeukkURkCIFtnO9xNGQHSTGARWFkZAwMqhRbYTRkCOl24SgxBGQHe+nxovDUZAeOkmMQgERkAhsHJokQVGQNv5fmq8BEZAqMZLN4kBRkAEVg4tsv1FQDiJQWDl+EVA5KWbxCD4RUBaZDvfT/VFQPhT46Wb9EVAVOOlm8TwRUBcj8L1KOxFQCuHFtnO30VA6iYxCKzkRUDsUbgehetFQBBYObTI7kVAppvEILDqRUBeukkMAutFQFK4HoXr6UVAhutRuB7tRUBI4XoUru9FQGiR7Xw/9UVAx0s3iUH4RUDGSzeJQfhFQAAAAAAA+EVAGy/dJAb5RUBGtvP91PhFQEa28/3U+EVAK4cW2c73RUCsHFpkO/dFQIGVQ4ts90VALbKd76f2RUCyne+nxvNFQD4K16Nw9UVAxCCwcmj5RUDsUbgehftFQMh2vp8a/0VA2c73U+P9RUDP91PjpftFQJzEILBy+EVAYOXQItv5RUASg8DKofVFQFpkO99P9UVAvHSTGAT2RUBwPQrXo/hFQNNNYhBY+UVAfT81Xrr5RUD4U+Olm/xFQDiJQWDlAEZAL90kBoEFRkBmZmZmZgZGQGDl0CLbCUZAqMZLN4kJRkD2KFyPwg1GQO58PzVeGkZA8KfGSzchRkD4U+OlmxxGQLgehetRIEZAN4lBYOUgRkDkpZvEIChGQPhT46WbJEZAhxbZzvcrRkA730+Nly5GQAaBlUOLLEZAf2q8dJMoRkAW2c73UytGQM3MzMzMJEZAaJHtfD8lRkDufD81XipGQML1KFyPKkZAgZVDi2wvRkBANV66SSxGQCuHFtnOL0ZA+FPjpZssRkAMAiuHFilGQLKd76fGI0ZA7nw/NV4iRkC4HoXrUSBGQAIrhxbZHkZAg8DKoUUeRkC0yHa+nyJGQBgEVg4tIkZA8tJNYhAgRkAEVg4tshVGQIXrUbgeFUZAj8L1KFwfRkCq8dJNYiBGQGIQWDm0GEZARrbz/dQYRkAQWDm0yB5GQJhuEoPAIkZA7nw/NV4iRkBEi2zn+yFGQHa+nxovJUZAIbByaJElRkD6fmq8dCNGQO58PzVeIkZA9P3UeOkmRkAYBFYOLSpGQE5iEFg5LEZAyqFFtvMtRkDMzMzMzCxGQGDl0CLbMUZAeOkmMQg0RkD0/dR46TZGQO58PzVeOkZAKVyPwvU4RkBEi2zn+zlGQKabxCCwOkZASOF6FK43RkCF61G4HjVGQBKDwMqhNUZAJAaBlUMzRkDiehSuRzFGQESLbOf7MUZATDeJQWAtRkCMbOf7qSlGQDq0yHa+J0ZAcmiR7XwnRkBzaJHtfCdGQEJg5dAiK0ZAVOOlm8QwRkD2KFyPwjVGQOomMQisNEZAFtnO91MzRkCOl24SgzBGQDQzMzMzM0ZAvp8aL900RkBMN4lBYDVGQAisHFpkM0ZA7FG4HoUzRkCF61G4HjVGQLByaJHtNEZA6Pup8dI1RkCwcmiR7TRGQHWTGARWNkZAPN9PjZc2RkBcj8L1KDRGQKabxCCwMkZAwvUoXI8yRkCwcmiR7TRGQEw3iUFgNUZATDeJQWA1RkAEVg4tsjVGQK5H4XoUNkZAnMQgsHIwRkDufD81XipGQIxs5/upKUZAcT0K16MoRkBANV66SSRGQCcxCKwcIkZACKwcWmQjRkCS7Xw/NSZGQPYoXI/CJUZA5KWbxCAgRkC0yHa+nxpGQHE9CtejGEZAvp8aL90URkC+nxov3RRGQHNoke18F0ZAdZMYBFYWRkAIrBxaZBNGQCPb+X5qFEZAqvHSTWIYRkA+CtejcBVGQHnpJjEIFEZARrbz/dQYRkC28/3UeBlGQIcW2c73E0ZA3Pl+arwURkCyne+nxhtGQGZmZmZmHkZAarx0kxgkRkAj2/l+aiRGQCYxCKwcIkZAGi/dJAYhRkA4iUFg5SBGQHnpJjEIJEZAVOOlm8QoRkCQwvUoXCdGQBKDwMqhJUZAdZMYBFYmRkDsUbgehSNGQPCnxks3IUZA7FG4HoUjRkCyne+nxiNGQFpkO99PJUZAsHJoke0kRkCyne+nxiNGQE5iEFg5JEZApHA9CtcjRkBANV66SSRGQMQgsHJoIUZAbOf7qfEiRkC+nxov3SRGQEoMAiuHJkZAVg4tsp0nRkAUrkfheiRGQAaBlUOLHEZAVOOlm8QYRkBuEoPAyhlGQEJg5dAiG0ZAZmZmZmYWRkBwPQrXoxBGQPyp8dJNCkZAarx0kxgERkBiEFg5tABGQBKDwMqh/UVASOF6FK7/RUBKDAIrhwZGQIPAyqFF/kVASgwCK4f+RUDNzMzMzARGQJhuEoPACkZAwvUoXI8SRkA4iUFg5RhGQML1KFyPGkZAXrpJDAIbRkAaL90kBhlGQNV46SYxGEZA2/l+arwURkDazvdT4xVGQEa28/3UEEZAg8DKoUUORkB46SYxCBRGQKRwPQrXE0ZAvHSTGAQWRkAUrkfhehRGQML1KFyPEkZA6iYxCKwURkCWQ4ts5xNGQPYoXI/CFUZAj8L1KFwXRkAehetRuBZGQHJoke18F0ZAppvEILAaRkDNzMzMzBxGQFpkO99PHUZAfT81XrohRkBoke18PyVGQHA9CtejKEZAdJMYBFYmRkAUrkfheiRGQMuhRbbzJUZAke18PzUmRkA730+NlyZGQG4Sg8DKKUZA4noUrkcpRkCYbhKDwCpGQHsUrkfhKkZAeekmMQgsRkDO91PjpStGQHa+nxovLUZAlBgEVg4tRkCYbhKDwDJGQIcW2c73M0ZADi2yne83RkBU46WbxDhGQNrO91PjNUZA2c73U+M1RkB6FK5H4TJGQIPAyqFFLkZAarx0kxgsRkAIrBxaZCtGQN4kBoGVK0ZAsHJoke0sRkA830+Nly5GQLx0kxgEJkZAWDm0yHYmRkBkO99PjSdGQMh2vp8aJ0ZAUI2XbhIrRkD4U+OlmyxGQBKDwMqhLUZA16NwPQovRkC28/3UeDlGQIlBYOXQQkZAjpduEoNIRkA0MzMzM0tGQDiJQWDlSEZAMQisHFpERkC4HoXrUUhGQIpBYOXQSkZAbOf7qfFKRkAlBoGVQ0tGQPp+arx0S0ZATmIQWDlERkDwp8ZLN0FGQNEi2/l+QkZAFK5H4XpERkACK4cW2T5GQNz5fmq8PEZAlkOLbOc7RkBANV66STxGQML1KFyPOkZAd76fGi89RkCyne+nxjtGQDEIrBxaNEZASgwCK4cuRkDJdr6fGidGQMUgsHJoKUZAukkMAisnRkApXI/C9SBGQLKd76fGI0ZAPN9PjZceRkAYBFYOLRpGQCcxCKwcGkZAkML1KFwXRkAnMQisHBJGQAAAAAAAEEZAGy/dJAYRRkAIrBxaZBNGQGiR7Xw/FUZA9ihcj8IVRkAoXI/C9RBGQCPb+X5qFEZA/tR46SYZRkDb+X5qvBxGQNnO91PjHUZAhxbZzvcbRkDqJjEIrBxGQHsUrkfhIkZAK4cW2c4nRkA830+NlyZGQIcW2c73I0ZAoBov3SQmRkDm0CLb+SZGQJqZmZmZKUZABFYOLbIlRkAv3SQGgR1GQG4Sg8DKGUZAmG4Sg8AaRkDP91PjpRtGQP7UeOkmIUZANV66SQwiRkBYObTIdiZGQLTIdr6fKkZAbhKDwMopRkDTTWIQWClGQJqZmZmZKUZA001iEFgpRkBI4XoUridGQFTjpZvEKEZAy6FFtvMtRkA830+Nly5GQFyPwvUoLEZAVOOlm8QoRkAcWmQ73ydGQC2yne+nJkZA9P3UeOkmRkDfT42XbipGQFCNl24SK0ZA1XjpJjEwRkCyne+nxjNGQMQgsHJoMUZAarx0kxg0RkCWQ4ts5zNGQFK4HoXrMUZAg8DKoUU2RkD+1HjpJjlGQJhuEoPAOkZAqMZLN4k5RkCsHFpkOzdGQHsUrkfhMkZA5KWbxCAwRkD8qfHSTSpGQDEIrBxaJEZAJzEIrBwiRkCq8dJNYiBGQKAaL90kHkZATDeJQWAdRkDwp8ZLNxlGQLByaJHtFEZA/tR46SYRRkBGtvP91AhGQAwCK4cWCUZAokW28/0MRkDGSzeJQRBGQEoMAiuHFkZAAiuHFtkWRkBmZmZmZhZGQMZLN4lBGEZAfT81XroZRkB2vp8aLx1GQOxRuB6FG0ZAXI/C9SgkRkAnMQisHCJGQIKVQ4tsH0ZAMzMzMzMjRkC0yHa+nyJGQHsUrkfhGkZASOF6FK4XRkBI4XoUrhdGQMZLN4lBGEZAJQaBlUMTRkBoke18Pw1GQDiJQWDlCEZAqvHSTWIIRkCsHFpkOwdGQCcxCKwcAkZAVOOlm8QARkDGSzeJQQBGQPLSTWIQAEZA0SLb+X4CRkC4HoXrUQBGQGQ730+N/0VACKwcWmT7RUDGSzeJQfhFQCGwcmiR7UVAAiuHFtnuRUASg8DKoe1FQNejcD0K70VAObTIdr7vRUDm0CLb+e5FQFg5tMh27kVA7nw/NV7qRUBSuB6F6+lFQOOlm8Qg6EVAPgrXo3DlRUAyCKwcWuRFQARWDi2y3UVAQmDl0CLbRUBg5dAi29lFQKRwPQrX20VAL90kBoHdRUBWDi2ynd9FQCQGgZVD20VAtvP91HjRRUBI4XoUrs9FQDMzMzMzy0VA6Pup8dLNRUCe76fGS89FQJHtfD81zkVA/tR46SbRRUB2vp8aL9VFQAIrhxbZ1kVAcmiR7XzXRUBoke18P9VFQKJFtvP91EVA7FG4HoXTRUCF61G4HtVFQBbZzvdT00VANV66SQzSRUAcWmQ7389FQFK4HoXr0UVA4noUrkfRRUCIFtnO99NFQOj7qfHS1UVALbKd76fWRUDEILByaNlFQPYoXI/C3UVAwvUoXI/aRUDGSzeJQdhFQMQgsHJo2UVA46WbxCDYRUAUrkfhetxFQEa28/3U4EVA/Knx0k3iRUCamZmZmeFFQNV46SYx4EVAzvdT46XjRUCmm8QgsOJFQFK4HoXr4UVA30+Nl27iRUBMN4lBYOVFQLx0kxgE5kVAiBbZzvfjRUBoke18P+VFQLgehetR6EVA+FPjpZvsRUCwcmiR7exFQD4K16Nw7UVABoGVQ4vsRUBs5/up8epFQKRwPQrX60VAKVyPwvXoRUAlBoGVQ+NFQBbZzvdT40VAtMh2vp/iRUBwPQrXo+hFQKAaL90k5kVAMQisHFrkRUDn+6nx0uVFQARWDi2y5UVAppvEILDiRUAW2c73U+NFQP7UeOkm4UVAJQaBlUPjRUCMbOf7qelFQBgEVg4t6kVAWmQ730/tRUDc+X5qvOxFQP7UeOkm6UVA16NwPQrnRUDo+6nx0uVFQAisHFpk40VAppvEILDiRUAYBFYOLeJFQDq0yHa+30VACKwcWmTbRUB56SYxCNRFQBbZzvdT00VATmIQWDnURUBoke18P91FQPCnxks34UVASOF6FK7fRUCBlUOLbN9FQJLtfD813kVABFYOLbLdRUCmm8QgsNpFQFYOLbKd10VA8KfGSzfZRUDufD81XtpFQPhT46Wb3EVAmpmZmZnZRUBGtvP91NhFQFTjpZvE2EVA/tR46SbZRUDwp8ZLN9lFQKjGSzeJ2UVAsp3vp8bbRUCyne+nxttFQCLb+X5q3EVA3SQGgZXbRUDAyqFFtttFQJZDi2zn20VABFYOLbLdRUAK16NwPeJFQNejcD0K50VAmpmZmZnpRUCS7Xw/Ne5FQDVeukkM8kVAVOOlm8TwRUBQjZduEvNFQARWDi2y9UVAL90kBoH1RUCIFtnO9/NFQHe+nxov9UVAeOkmMQj0RUCmm8QgsPJFQKJFtvP99EVARrbz/dT4RUCq8dJNYvhFQIGVQ4ts90VAHFpkO9/3RUDb+X5qvPRFQJDC9Shc90VAVOOlm8T4RUBcj8L1KPRFQEw3iUFg7UVAku18PzXuRUCgGi/dJO5FQH0/NV668UVA6iYxCKz0RUA830+Nl/ZFQBxaZDvf90VAcT0K16P4RUD8qfHSTfpFQGDl0CLb+UVA8KfGSzf5RUAlBoGVQ/tFQPp+arx0+0VAItv5fmr8RUDKoUW28/1FQCPb+X5q/EVAvp8aL938RUCUGARWDv1FQL6fGi/d/EVAeekmMQj8RUAlBoGVQ/tFQBbZzvdT+0VAQmDl0CL7RUBANV66SfxFQBSuR+F6/EVA7FG4HoX7RUBOYhBYOfxFQHnpJjEI/EVAbOf7qfH6RUCamZmZmflFQEa28/3U+EVAmpmZmZn5RUBEi2zn+/lFQAaBlUOL/EVAsHJoke38RUBMN4lBYP1FQPhT46Wb/EVAvp8aL938RUCF61G4Hv1FQARWDi2y/UVAWmQ730/9RUACK4cW2f5FQGQ730+N/0VAcmiR7Xz/RUAAAAAAAABGQEjhehSu/0VAPN9PjZf+RUCQwvUoXP9FQDq0yHa+/0VABFYOLbL9RUAK16NwPfpFQFyPwvUo9EVAaJHtfD/tRUBGtvP91OhFQPT91Hjp5kVAxSCwcmjpRUDXo3A9CudFQHA9Ctej6EVAbhKDwMrhRUA0MzMzM9tFQDiJQWDl2EVAKVyPwvXYRUA4iUFg5dhFQNEi2/l+0kVAfmq8dJPQRUCoxks3idlFQNNNYhBY4UVAxks3iUHgRUAxCKwcWuRFQGQ730+N50VA1XjpJjHoRUB/arx0k+hFQPp+arx060VAg8DKoUXuRUASg8DKoe1FQDIIrBxa7EVAehSuR+HqRUDjpZvEIPBFQPCnxks38UVAarx0kxj0RUAgsHJokfVFQBsv3SQG+UVAGi/dJAb5RUDkpZvEIPhFQBov3SQG+UVAnMQgsHL4RUBEi2zn+/lFQCPb+X5q/EVA2/l+arz8RUBWDi2ynf9FQO58PzVe+kVAqvHSTWL4RUB56SYxCPRFQPhT46Wb9EVAf2q8dJP4RUBqvHSTGPxFQCUGgZVD+0VABoGVQ4v8RUCsHFpkO/9FQBBYObTI/kVADi2yne//RUBqvHSTGPxFQGiR7Xw//UVA1XjpJjEARkAK16NwPQJGQClcj8L1AEZAYOXQItsBRkCJQWDl0AJGQDzfT42XBkZAwvUoXI8KRkBOYhBYOQxGQHnpJjEIDEZAGARWDi0KRkD6fmq8dAtGQDEIrBxaDEZASgwCK4cORkA5tMh2vg9GQMQgsHJoEUZAVOOlm8QQRkBs5/up8RJGQFpkO99PFUZAaJHtfD8VRkBI4XoUrg9GQOF6FK5HCUZAJjEIrBwCRkBOYhBYOfxFQBKDwMqh/UVAuB6F61EARkCoxks3iQFGQOxRuB6FA0ZA30+Nl24CRkB6FK5H4QJGQESLbOf7AUZAvp8aL90ERkCkcD0K1wNGQK5H4XoUBkZA3SQGgZULRkC0yHa+nwpGQCYxCKwcCkZACtejcD0KRkBaZDvfTw1GQJqZmZmZEUZAlBgEVg4VRkDRItv5fhJGQD4K16NwFUZAMQisHFoURkDm0CLb+RZGQPhT46WbFEZAd76fGi8VRkCJQWDl0BJGQAisHFpkE0ZA9ihcj8IVRkCmm8QgsBJGQBgEVg4tEkZAmG4Sg8AKRkCMbOf7qQlGQOSlm8QgCEZAEFg5tMgGRkBcj8L1KARGQBSuR+F6BEZAYOXQItsBRkDAyqFFtvtFQPLSTWIQ+EVAeekmMQj0RUCkcD0K1/NFQGzn+6nx8kVAlkOLbOfzRUC4HoXrUfBFQMuhRbbz7UVAAiuHFtnuRUBOYhBYOexFQIcW2c7360VAeOkmMQjsRUDkpZvEIOhFQGDl0CLb6UVAUI2XbhLrRUCwcmiR7exFQMqhRbbz7UVAzvdT46XrRUAK16NwPepFQKabxCCw6kVA6iYxCKzsRUBoke18P+1FQCUGgZVD60VAUI2XbhLrRUBg5dAi2+lFQJqZmZmZ6UVA0SLb+X7qRUBoke18P+1FQHA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gI/2a4C0/AID8DGbt8b4AoLaP0WgzPwAAj0ez2Do/AMDbIf3+Mj8AUBwBvhk0PwAg6bw23TE/AKBVi4GaKD8AAAahv+AxPwAA+nP33AQ/ABBTNehjKb8AkEyj8WkwPwAA3aha3xo/ACCa9Y0aLT8AgPULOiQ0PwBg/G5sYDY/AKAGw6omIT8AQOKaJmgQPwAABVu83ue+AKBUHZOZKD8AgOiGEuAxPwDgJt8Pxy0/AABSWnjW9z4AQBusEiMhPwBgudaO1Co/AGAOkQtXKT8AAAjjedzXvgBArNpFXiY/AMggeuHzQD8AoILFDt0kPwCg9fsRZSA/AMD43CrUGj8AoJ7ax2IgPw==", "dtype": "f8" }, "yaxis": "y" @@ -12806,17 +13095,17 @@ }, { "cell_type": "code", - "execution_count": 10, + "execution_count": 58, "id": "11df4770", "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "np.float64(0.00032550317365598325)" + "np.float64(0.000125082440699531)" ] }, - "execution_count": 10, + "execution_count": 58, "metadata": {}, "output_type": "execute_result" } @@ -12827,17 +13116,17 @@ }, { "cell_type": "code", - "execution_count": 11, + "execution_count": 48, "id": "89cbf119", "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "np.float64(0.00032550317365598325)" + "np.float64(0.0003062005613676533)" ] }, - "execution_count": 11, + "execution_count": 48, "metadata": {}, "output_type": "execute_result" } @@ -12848,7 +13137,7 @@ }, { "cell_type": "code", - "execution_count": 32, + "execution_count": 49, "id": "f83feeda", "metadata": {}, "outputs": [], @@ -12865,23 +13154,12 @@ "execution_count": null, "id": "9ed1f5af", "metadata": {}, - "outputs": [ - { - "data": { - "text/plain": [ - "np.float64(-0.00313859949887918)" - ] - }, - "execution_count": 37, - "metadata": {}, - "output_type": "execute_result" - } - ], + "outputs": [], "source": [] }, { "cell_type": "code", - "execution_count": 38, + "execution_count": 50, "id": "9bac094e", "metadata": {}, "outputs": [], @@ -14695,16 +14973,16 @@ }, { "cell_type": "code", - "execution_count": 98, + "execution_count": 193, "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "{'symbol_ast': 'CHIPUSDT', 'symbol_extended': 'CHIP-USD'}" + "{'symbol_ast': 'DOGEUSDT', 'symbol_extended': 'DOGE-USD'}" ] }, - "execution_count": 98, + "execution_count": 193, "metadata": {}, "output_type": "execute_result" } @@ -14720,7 +14998,7 @@ }, { "cell_type": "code", - "execution_count": 82, + "execution_count": 195, "id": "125ee5ed", "metadata": {}, "outputs": [], @@ -14752,16 +15030,133 @@ }, { "cell_type": "code", - "execution_count": null, + "execution_count": 199, "id": "185c04e9", "metadata": {}, - "outputs": [], - "source": [] + "outputs": [ + { + "data": { + "text/plain": [ + "True" + ] + }, + "execution_count": 199, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "from decimal import Decimal\n", + "Decimal('10.00') > 0" + ] + }, + { + "cell_type": "code", + "execution_count": 196, + "id": "b7a08468", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Perpetual_Exchange(lh_asset='DOGE', rh_asset='USD', symbol='DOGE-USD', symbol_asset_separator='-', mult=50, initial_funding_rate=5.4e-05, min_price=1e-05, min_order_size=100.0, min_lot_size=10.0, min_notional=0.0, buy_ratio=0, notional_obj={}, notional_position=0, unrealized_pnl=0)" + ] + }, + "execution_count": 196, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "EXTEND" + ] + }, + { + "cell_type": "code", + "execution_count": 202, + "id": "ca6b3810", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Decimal('-4.0')" + ] + }, + "execution_count": 202, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "Decimal(str('-2614')) % Decimal('10.0')" + ] + }, + { + "cell_type": "code", + "execution_count": 204, + "id": "fd1838f4", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "Decimal('-2610.0')" + ] + }, + "execution_count": 204, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "tail = Decimal(str('-2614'))\n", + "min_lot_size = Decimal('10.0')\n", + "tail = tail - (tail % min_lot_size)\n", + "tail" + ] }, { "cell_type": "code", "execution_count": null, - "id": "b7a08468", + "id": "dbfe6a5d", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "8dcc42a1", + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "edc30ffb", "metadata": {}, "outputs": [], "source": [] @@ -14769,7 +15164,6 @@ { "cell_type": "code", "execution_count": null, - "id": "ca6b3810", "metadata": {}, "outputs": [], "source": [] diff --git a/engine_best_funding_rate.py b/engine_best_funding_rate.py index 0442003..da1b933 100644 --- a/engine_best_funding_rate.py +++ b/engine_best_funding_rate.py @@ -54,8 +54,6 @@ async def get_extended_markets_info() -> pd.DataFrame: df['min_notional'] = 0 df['min_lot_size'] = df['tradingConfig'].apply(lambda x: x.get('minOrderSizeChange',{})) df['max_leverage'] = df['tradingConfig'].apply(lambda x: x.get('maxLeverage',{})) - - #### TODO: ADD IN LOT SIZE FOR ROUND LOTS (SEE IPYNB) print('Extend markets info refreshed successfully') @@ -184,7 +182,12 @@ async def loop() -> None: df_comb_fr['net_mult'] = df_comb_fr['net_mult'].round(2) df_comb_fr['net_mult_x_net_fr_abs'] = df_comb_fr['net_funding_rate_abs'] * df_comb_fr['net_mult'] - df_best_fr_rate = df_comb_fr[['symbol_ext','symbol_ast','daily_volume_ext','daily_volume_ast','min_price_ext','min_price_ast','min_order_size_ext','min_order_size_ast','min_lot_size_ext','min_lot_size_ast','min_notional_ext','min_notional_ast','funding_rate_ext','funding_rate_ast','max_leverage_ext','max_leverage_ast','lh_asset_ext','lh_asset_ast','rh_asset_ext','rh_asset_ast','net_mult_x_net_fr_abs','net_funding_rate_abs','net_funding_rate','next_funding_at_same_time','last_trade_ts_ast']].sort_values(by='net_mult_x_net_fr_abs', ascending=False).reset_index(drop=True) + df_best_fr_rate = df_comb_fr[ + ['symbol_ext','symbol_ast','daily_volume_ext','daily_volume_ast','min_price_ext','min_price_ast','min_order_size_ext', + 'min_order_size_ast','min_lot_size_ext','min_lot_size_ast','min_notional_ext','min_notional_ast','funding_rate_ext', + 'funding_rate_ast','max_leverage_ext','max_leverage_ast','lh_asset_ext','lh_asset_ast','rh_asset_ext','rh_asset_ast', + 'net_mult_x_net_fr_abs','net_funding_rate_abs','net_funding_rate','next_funding_at_same_time','last_trade_ts_ast'] + ].sort_values(by='net_mult_x_net_fr_abs', ascending=False).reset_index(drop=True) # min_daily_volume = 100_000 # df_best_fr_rate = df_best_fr_rate.loc[ (df_best_fr_rate['daily_volume_ast']>=min_daily_volume) & (df_best_fr_rate['daily_volume_ext']>min_daily_volume) ,:].reset_index(drop=True) @@ -211,7 +214,8 @@ async def loop() -> None: for index, row in df_best_fr_rate.iterrows(): df = await get_candles(symbol=row['symbol_ext']) buy_ratio_ext = float(df['med_ratio_aster_over_extend'].median()) - candles_ratios.append({'symbol_ext':row['symbol_ext'], 'buy_ratio_ext':buy_ratio_ext,'buy_ratio_ast':buy_ratio_ext*-1}) + buy_ratio_std = float(df['med_ratio_aster_over_extend'].std()) + candles_ratios.append({'symbol_ext':row['symbol_ext'], 'buy_ratio_std': buy_ratio_std, 'buy_ratio_ext':buy_ratio_ext,'buy_ratio_ast':buy_ratio_ext*-1}) df_best_fr_rate = df_best_fr_rate.merge(pd.DataFrame(candles_ratios), on='symbol_ext', how='left') @@ -230,6 +234,7 @@ async def loop() -> None: min_lot_size=float(df_best_fr_rate['min_lot_size_ast'].iloc[0]), min_notional=float(df_best_fr_rate['min_notional_ast'].iloc[0]), buy_ratio=float(df_best_fr_rate['buy_ratio_ast'].iloc[0]), + buy_ratio_std=float(df_best_fr_rate['buy_ratio_std'].iloc[0]), ) EXTEND = structs.Perpetual_Exchange( mult = int(df_best_fr_rate['max_leverage_ext'].iloc[0]), @@ -242,6 +247,7 @@ async def loop() -> None: min_lot_size=float(df_best_fr_rate['min_lot_size_ext'].iloc[0]), min_notional=float(df_best_fr_rate['min_notional_ext'].iloc[0]), buy_ratio=float(df_best_fr_rate['buy_ratio_ext'].iloc[0]), + buy_ratio_std=float(df_best_fr_rate['buy_ratio_std'].iloc[0]), ) except Exception as e: logging.critical(f'Failed to build ASTER/EXTEND objs err: {e}; df cols: {df_best_fr_rate.columns}') @@ -252,7 +258,7 @@ async def loop() -> None: master_data = df_best_fr_rate[ ['symbol_ast','max_leverage_ast','lh_asset_ast','rh_asset_ast','funding_rate_ast','min_price_ast','min_order_size_ast','min_lot_size_ast','min_notional_ast','buy_ratio_ast', - 'symbol_ext','max_leverage_ext','lh_asset_ext','rh_asset_ext','funding_rate_ext','min_price_ext','min_order_size_ext','min_lot_size_ext','min_notional_ext','buy_ratio_ext'] + 'symbol_ext','max_leverage_ext','lh_asset_ext','rh_asset_ext','funding_rate_ext','min_price_ext','min_order_size_ext','min_lot_size_ext','min_notional_ext','buy_ratio_ext', 'buy_ratio_std'] ].to_json(orient='records') VAL_KEY.set(name='fr_engine_best_fund_rate_master', value=str(master_data)) diff --git a/extended.ipynb b/extended.ipynb index f616ccf..c4920d1 100644 --- a/extended.ipynb +++ b/extended.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 1, + "execution_count": 10, "id": "6c70a8c3", "metadata": {}, "outputs": [], @@ -27,7 +27,7 @@ }, { "cell_type": "code", - "execution_count": 2, + "execution_count": 11, "id": "ff971ca9", "metadata": {}, "outputs": [], @@ -49,7 +49,7 @@ }, { "cell_type": "code", - "execution_count": 3, + "execution_count": 12, "id": "fc2c6d2b", "metadata": {}, "outputs": [], @@ -59,7 +59,7 @@ }, { "cell_type": "code", - "execution_count": 65, + "execution_count": 13, "id": "32ed5ff1", "metadata": {}, "outputs": [], @@ -73,29 +73,29 @@ }, { "cell_type": "code", - "execution_count": 24, + "execution_count": 32, "id": "13c77a09", "metadata": {}, "outputs": [ { "data": { "text/plain": [ - "WrappedApiResponse[PlacedOrderModel](status='OK', data=PlacedOrderModel(id=2050968195556405248, external_id='568330596456633775076894572695283213707051390160460447061058608689459399656'), error=None, pagination=None)" + "WrappedApiResponse[PlacedOrderModel](status='OK', data=PlacedOrderModel(id=2051770708505657344, external_id='2340464894308509827608947727447767756843769945398481824754838465475567294613'), error=None, pagination=None)" ] }, - "execution_count": 24, + "execution_count": 32, "metadata": {}, "output_type": "execute_result" } ], "source": [ - "symbol = 'LIT-USD'\n", - "qty = 3\n", - "price = 0.9090\n", - "side = 'BUY'\n", + "symbol = 'HYPE-USD'\n", + "qty = 11.2\n", + "price = 45.455\n", + "side = 'SELL'\n", "taker_fee = 0.00025\n", "post_only = False\n", - "reduce_only = True\n", + "reduce_only = False\n", "\n", "order_resp = await trading_client.place_order(\n", " market_name=symbol,\n", @@ -109,6 +109,53 @@ "order_resp" ] }, + { + "cell_type": "code", + "execution_count": 29, + "id": "d751e661", + "metadata": {}, + "outputs": [ + { + "ename": "_IncompleteInputError", + "evalue": "incomplete input (2582004791.py, line 1)", + "output_type": "error", + "traceback": [ + " \u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[29]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[31m \u001b[39m\u001b[31mtaker_fee = str(0.00025\u001b[39m\n ^\n\u001b[31m_IncompleteInputError\u001b[39m\u001b[31m:\u001b[39m incomplete input\n" + ] + } + ], + "source": [ + "taker_fee = str(0.00025" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "True" + ] + }, + "execution_count": 30, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "taker_fee" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "id": "8af88032", + "metadata": {}, + "outputs": [], + "source": [] + }, { "cell_type": "code", "execution_count": 17, diff --git a/main.py b/main.py index 9ee221c..a04f5a5 100644 --- a/main.py +++ b/main.py @@ -1,4 +1,3 @@ - from x10.utils.http import WrappedApiResponse from x10.perpetual.trading_client.trading_client import PerpetualTradingClient import asyncio @@ -11,7 +10,7 @@ import traceback from datetime import datetime, timezone from decimal import ROUND_DOWN, ROUND_UP, ROUND_HALF_UP, Decimal from typing import AsyncContextManager -from dataclasses import dataclass, asdict +from dataclasses import dataclass, asdict, field from typing import Any import numpy as np import pandas as pd @@ -39,37 +38,431 @@ load_dotenv() LOG_FILEPATH: str = f'{os.getenv(key="LOGS_PATH")}/Fund_Rate_Algo.log' ### Algo Config ### -ALGO_CONFIG: structs.Algo_Config -MIN_TIME_TO_FUNDING: int +Config: structs.Algo_Config -### EXCHANGES ### -ASTER: structs.Perpetual_Exchange -EXTEND: structs.Perpetual_Exchange +### Exchanges ### +Aster: structs.Perpetual_Exchange +Extend: structs.Perpetual_Exchange -### GLOBALS ### +### Globals ### Open_Symbols: list[str] = [] Last_Aster_Fill_Time_Ts: float = 0.00 -Just_Rejected_Or_Expired: bool = False -at_notional_target: structs.Locked_Value = structs.Locked_Value(None) -ALPHA_TGT_NOTIONAL: structs.Current_Previous_Value = structs.Current_Previous_Value(None) +Funding_Rates_Min_Remaining_Factor_Pcts: list[float] = [] -ASTER_OPEN_ORDERS: list[dict] = [] -EXTEND_OPEN_ORDERS: list[dict] = [] +Aster_Open_Orders: list[dict] = [] +Extend_Open_Orders: list[dict] = [] -### FLAGS ### +### Flags ### Flags = structs.Flags() -### UTILS ### -# def round_decimal_down(value, decimal_places): -# # Construct precision string like '0.01' for 2 places -# fmt = f'0.{"0" * decimal_places}' if decimal_places > 0 else '0' -# precision = Decimal(fmt) -# return Decimal(str(value)).quantize(precision, rounding=ROUND_HALF_UP) +### Algo ### +def create_exchange_objs_from_dict(exchanges_dict: dict) -> tuple[structs.Perpetual_Exchange, structs.Perpetual_Exchange]: + Aster = structs.Perpetual_Exchange( + mult = int(exchanges_dict['max_leverage_ast']), + lh_asset = exchanges_dict['lh_asset_ast'], + rh_asset = exchanges_dict['rh_asset_ast'], + symbol_asset_separator = '', + initial_funding_rate=float(exchanges_dict['funding_rate_ast']), + min_price=float(exchanges_dict['min_price_ast']), + min_order_size=float(exchanges_dict['min_order_size_ast']), + min_lot_size=float(exchanges_dict['min_lot_size_ast']), + min_notional=float(exchanges_dict['min_notional_ast']), + buy_ratio=float(exchanges_dict['buy_ratio_ast']), + buy_ratio_std=float(exchanges_dict['buy_ratio_std']), + ) + Extend = structs.Perpetual_Exchange( + mult = int(exchanges_dict['max_leverage_ext']), + lh_asset = exchanges_dict['lh_asset_ext'], + rh_asset = exchanges_dict['rh_asset_ext'], + symbol_asset_separator = '-', + initial_funding_rate=float(exchanges_dict['funding_rate_ext']), + min_price=float(exchanges_dict['min_price_ext']), + min_order_size=float(exchanges_dict['min_order_size_ext']), + min_lot_size=float(exchanges_dict['min_lot_size_ext']), + min_notional=float(exchanges_dict['min_notional_ext']), + buy_ratio=float(exchanges_dict['buy_ratio_ext']), + buy_ratio_std=float(exchanges_dict['buy_ratio_std']), + ) + return Aster, Extend + +async def symbol_switch(best_symbol_by_exchange_aster: structs.Perpetual_Exchange, best_symbol_by_exchange_extend: structs.Perpetual_Exchange): + global Config + global Aster + global Extend + + if (best_symbol_by_exchange_aster.symbol != Aster.symbol) or (best_symbol_by_exchange_extend.symbol != Extend.symbol): + if abs( Aster.notional_position ) > 0.00 or abs( Extend.notional_position ) > 0.00: + if Config.Logging.Print_Summary_Each_Loop: + print(f'Symbol switch [{Aster.symbol} > {best_symbol_by_exchange_aster.symbol}] - Flattening Positions') + + ### Check if its worth switching - is this truly the best move fees included etc? + Config.Overrides.Flatten_Open_Positions_Opportunistic = True + else: + logging.info('Balances Flattened - Updating to Trade New Symbols:') + logging.info(f' ASTER.symbol -> {best_symbol_by_exchange_aster.symbol}') + logging.info(f' EXTEND.symbol -> {best_symbol_by_exchange_extend.symbol}') + Config.Overrides.Flatten_Open_Positions_Opportunistic = False + if Open_Symbols: + logging.info(f'OPEN SYMBOLS: {Open_Symbols}') + master_data = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_master')) # ty:ignore[invalid-argument-type] + open_symbol_to_work = Open_Symbols[0] + current_pos_master_ast = [d for d in master_data if d.get('symbol_ext') == open_symbol_to_work][0] + + Aster, Extend = create_exchange_objs_from_dict(exchanges_dict=current_pos_master_ast) + + Open_Symbols.pop(0) + + await get_aster_notional_position() + await get_extend_notional() + else: + Aster = best_symbol_by_exchange_aster + Extend = best_symbol_by_exchange_extend + + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) + +def calc_fr_minutes_remaining_factor( + min_start_procedure: int = 30, + min_to_end_procedure: int = 7, + factor_exp_pct: float = 0.50 + ): + factors = [np.float64(0.00)] + for x in range(min_start_procedure+1,61-min_to_end_procedure): + y = (x)**(np.log(x)*factor_exp_pct) + factors.append(y) + + pcts = list(factors / np.max(factors)) + for x in range(61-min_to_end_procedure, 61): + pcts.append(1) + + pcts.reverse() + + return pcts + +def get_fr_factor_by_minute(min_left: int, factor_pcts: list[float]) -> Decimal: + return Decimal(str(factor_pcts[min(len(factor_pcts) - 1, min_left)])).quantize(Decimal('0.0001')) + +@dataclass(kw_only=True) +class Target: + exchange: str # ASTER | EXTEND + symbol: str # e.g. BTC-USD + side: str = '' + notional_tgt: Decimal + notional_tail: Decimal = Decimal('0.00') + min_order_notional: Decimal = Decimal('0.00') + min_order_base: Decimal = Decimal('0.00') + min_order_price: Decimal = Decimal('0.00') + min_lot_size: Decimal = Decimal('0.00') + + def __post_init__(self): + if self.exchange == 'ASTER': + self.notional_tail = self.notional_tgt - Decimal( str(Aster.notional_position) ) #+ Decimal( str(Aster.unrealized_pnl) ) + self.min_order_notional = Decimal(str(Aster.min_notional)) + min_order_base = Decimal(str(Aster.min_order_size)) + min_order_price = Decimal(str(Aster.min_price)) + self.min_lot_size = Decimal(str(Aster.min_lot_size)) + else: + self.notional_tail = self.notional_tgt - Decimal( str(Extend.notional_position) ) #+ Decimal( str(Extend.unrealized_pnl) ) + self.min_order_notional = Decimal(str(Extend.min_notional)) + min_order_base = Decimal(str(Extend.min_order_size)) + min_order_price = Decimal(str(Extend.min_price)) + self.min_lot_size = Decimal(str(Extend.min_lot_size)) + + self.min_order_base = Decimal(str(int(min_order_base))) if min_order_base == int(min_order_base) else Decimal(str(min_order_base)) + self.min_order_price = Decimal(str(int(min_order_price))) if min_order_price == int(min_order_price) else Decimal(str(min_order_price)) + self.side = 'BUY' if self.notional_tail > Decimal('0.00') else 'SELL' + + def base_tgt(self, price: Decimal) -> Decimal: + tgt = Decimal(str(float(self.notional_tgt) / float(price))).quantize(Decimal(str(self.min_order_base))) + if self.min_lot_size > 0: + tgt = tgt - (tgt % self.min_lot_size) + return tgt.quantize(Decimal(str(self.min_order_base))) + + def base_tail(self, price: Decimal) -> Decimal: + tail = Decimal(str(float(self.notional_tail) / float(price))).quantize(Decimal(str(self.min_order_base))) + if Decimal(str(self.min_lot_size)) > 0: + tail = tail - (tail % self.min_lot_size) + return tail.quantize(Decimal(str(self.min_order_base))) + + def is_flattening(self) -> bool: + return self.notional_tgt == Decimal('0.00') + + def is_reduce_only(self, price: Decimal) -> bool: + if abs(self.notional_tail) < abs(self.min_order_notional): + return True + if abs(self.base_tail(price=price)) < abs(self.min_order_base): + return True + + return False + + def is_orderable(self, price: Decimal) -> bool: + if self.notional_tail == Decimal('0.00'): + return False + if self.base_tail(price=price) == Decimal('0.00'): + return False + if self.exchange == 'ASTER' and not(Config.Overrides.Allow_Ordering_Aster): + return False + if self.exchange == 'EXTEND' and not(Config.Overrides.Allow_Ordering_Extend): + return False + if self.is_reduce_only(price=price) and not(self.is_flattening()): + return False + + return True + + +@dataclass(kw_only=True) +class Signal: + signal: bool + exchange: str # ASTER | EXTEND + side: str # BUY | SELL + symbol: str # e.g. BTC-USD + expected_alpha: Decimal # e.g. BTC-USD + model_ratio: Decimal + current_ratio: Decimal + + +def signal_alpha_over_taker( + Aster: structs.Perpetual_Exchange, + Extend: structs.Perpetual_Exchange, + aster_ticker_dict: dict, + extend_ticker_dict: dict, + funding_rate_exch: str, + funding_rate_side: str, + funding_rate: Decimal = Decimal('0.00'), + taker_fee: Decimal = Decimal(str(0.00025)), + alpha_hurdle_adj: Decimal = Decimal('0.00'), + ) -> Signal: + + if funding_rate_exch == 'ASTER': + if funding_rate_side == 'BUY': + aster_buy_fund_rate_return = funding_rate*-1 + extend_buy_fund_rate_return = funding_rate + else: + aster_buy_fund_rate_return = funding_rate + extend_buy_fund_rate_return = funding_rate*-1 + else: + if funding_rate_side == 'BUY': + aster_buy_fund_rate_return = funding_rate + extend_buy_fund_rate_return = funding_rate*-1 + else: + aster_buy_fund_rate_return = funding_rate*-1 + extend_buy_fund_rate_return = funding_rate + + aster_mid_px: Decimal = ( Decimal(str(aster_ticker_dict['best_ask_px'])) + Decimal(str(aster_ticker_dict['best_bid_px'])) ) / 2 + extend_mid_px: Decimal = ( Decimal(str(extend_ticker_dict['best_ask_px'])) + Decimal(str(extend_ticker_dict['best_bid_px'])) ) / 2 + + aster_buy_ratio: Decimal = Decimal(str((extend_mid_px / aster_mid_px) - 1)) + extend_buy_ratio: Decimal = Decimal(str(aster_buy_ratio*-1)) + + aster_buy_ratio_min_taker_hurdle = ( aster_buy_ratio + aster_buy_fund_rate_return ) - taker_fee - alpha_hurdle_adj + extend_buy_ratio_min_taker_hurdle = ( extend_buy_ratio + extend_buy_fund_rate_return ) - taker_fee - alpha_hurdle_adj + + aster_buy_expected_alpha: Decimal = ( aster_buy_ratio_min_taker_hurdle - Decimal(str(Aster.buy_ratio)) ).quantize(Decimal('0.0001'), rounding='ROUND_DOWN') # Decimal Price % Diff (x Qty = Alpha $) + extend_buy_expected_alpha: Decimal = ( extend_buy_ratio_min_taker_hurdle - Decimal(str(Extend.buy_ratio)) ).quantize(Decimal('0.0001'), rounding='ROUND_DOWN') # Decimal Price % Diff (x Qty = Alpha $) + + if aster_buy_expected_alpha > 0: + signal: bool = True + exchange: str = 'ASTER' + side: str = 'BUY' + symbol: str = Extend.symbol # USING EXT SYMBOL AS DEFAULT + expected_alpha: Decimal = aster_buy_expected_alpha + model_ratio: Decimal = Decimal(str(Aster.buy_ratio)) + current_ratio: Decimal = aster_buy_ratio_min_taker_hurdle + elif extend_buy_expected_alpha > 0: + signal: bool = True + exchange: str = 'EXTEND' + side: str = 'BUY' + symbol: str = Extend.symbol + expected_alpha: Decimal = extend_buy_expected_alpha + model_ratio: Decimal = Decimal(str(Extend.buy_ratio)) + current_ratio: Decimal = extend_buy_ratio_min_taker_hurdle + else: + if max([aster_buy_expected_alpha,extend_buy_expected_alpha]) == aster_buy_expected_alpha: + signal: bool = False + exchange: str = 'ASTER' + side: str = 'BUY' + symbol: str = Extend.symbol # USING EXT SYMBOL AS DEFAULT + expected_alpha: Decimal = aster_buy_expected_alpha + model_ratio: Decimal = Decimal(str(Aster.buy_ratio)) + current_ratio: Decimal = aster_buy_ratio_min_taker_hurdle + else: + signal: bool = False + exchange: str = 'EXTEND' + side: str = 'BUY' + symbol: str = Extend.symbol + expected_alpha: Decimal = extend_buy_expected_alpha + model_ratio: Decimal = Decimal(str(Extend.buy_ratio)) + current_ratio: Decimal = extend_buy_ratio_min_taker_hurdle + + return Signal( + signal = signal, + exchange = exchange, + side = side, + symbol = symbol, + expected_alpha = expected_alpha, + model_ratio = model_ratio, + current_ratio = current_ratio, + ) + +### Define Ordering Logic ### +''' +Notes +- handle increasing vs flattening + - if increasing, set not reduce only + - if flattening, set as reduce only and make sure allowed to trade below min notional, and qty calc should be exact +- handle opportunistic vs immediate +- handle cancel-replace manually for aster and sometimes manually for extend (e.g. cant change certain things on an existing order) +- gracefully handle err responses (well known err codes e.g.) and response errors (e.g. json fails to parse) +''' + +async def cancel_aster_order(open_order_id: str): + global Aster_Open_Orders + start = time.time() + cancel_order: dict = { + "url": "/fapi/v3/order", + "method": "DELETE", + "params": { + 'symbol': Aster.symbol, + 'orderId': open_order_id, + } + } + cr: dict = await aster_auth.post_authenticated_url(cancel_order) # ty:ignore[invalid-assignment] + if cr.get('status', None) == 'CANCELED': + Aster_Open_Orders.pop(0) + else: + logging.warning(f'ASTER ORDER FAILED TO CANCEL DURING CR ({open_order_id}): RESP {cr}') + logging.info(f'TIMING - cancel_aster_order: {(time.time() - start)*1000:.2f}') + +async def post_aster_order( + symbol: str, + side: str, + qty: Decimal, + price: Decimal, + reduceOnly: bool, + postOnly: bool +): + global Aster_Open_Orders + global Aster + + if postOnly: + timeInForce = 'GTX' + else: + timeInForce = 'GTC' + + post_order = { + "url": "/fapi/v3/order", + "method": "POST", + "params": { + 'symbol': symbol, + 'side': side, + 'type': 'LIMIT', + 'timeInForce': timeInForce, + 'quantity': abs(qty), + 'price': price, + 'reduceOnly': reduceOnly + } + } + order_resp: dict = await aster_auth.post_authenticated_url(post_order) # ty:ignore[invalid-assignment] + if order_resp.get('orderId', None) is not None: + order_resp['order_id'] = order_resp['orderId'] + order_resp['original_price'] = price + order_resp['price'] = price + order_resp['order_status'] = order_resp['status'] + + Aster_Open_Orders.append(order_resp) + Aster.just_rejected_count = 0 + + utils.send_tg_alert(f'FR_ALGO - ASTER Order ({order_resp['orderId']}). Start_$: {Aster.notional_position:.4f}; {side}: {float(qty)*float(price):.4f}; Price: {float(price):.4f}') + logging.info(f'ASTER ORDER PLACED SUCCESS: {order_resp}') + # print_summary(use_logging=True) + else: + logging.critical(f'*** Aster Order Response Abnormal: {order_resp}; post_order: {post_order}') + await kill_algo() + +async def cancel_extend_order(order_id: str): + r = EXTEND_CLIENT.orders.cancel_order(order_id=order_id) + + r = dict(r) + if r.get('status', None) == 'OK': + logging.info(f'EXTEND ORDER CANCELLED: {order_id}') + else: + logging.warning(f'EXTEND ORDER FAILED TO CANCEL DURING CR ({order_id}): RESP {r}') + +async def post_extend_order( + symbol: str, + side: str, + qty: Decimal, + price: Decimal, + reduceOnly: bool, + postOnly: bool, + cxl_prev_order_id: str | None = None, +): + global Extend_Open_Orders + global Extend + + side = OrderSide.BUY if side == 'BUY' else OrderSide.SELL + taker_fee = Decimal("0.00025") + try: + order_resp: WrappedApiResponse[PlacedOrderModel] = await EXTEND_CLIENT.place_order( + market_name=symbol, + amount_of_synthetic=abs(qty), + price=price, + side=side, + taker_fee=taker_fee, + previous_order_id=cxl_prev_order_id, + post_only=postOnly, + reduce_only=reduceOnly + ) + order_resp_dict = dict(order_resp) + except Exception as e: + logging.critical(f'e: {e}; market_name: {symbol}; amount_of_synthetic: {qty}; price: {price}; side: {side}; taker_fee: {taker_fee}; previous_order_id: {cxl_prev_order_id}; post_only: {postOnly}; reduce_only: {reduceOnly}') + if '1140' in str(e): # Error response from https://api.starknet.extended.exchange/api/v1/user/order: {"status":"ERROR","error":{"code":1140,"message":"New order cost exceeds available balance","debugInfo":"Order cost 19.458300 exceeds available for trade 1.467180\nOrder price = 43.825, mark price = 43.832222240625 estimated market price = 44.045"}} + logging.info('EXTEND New order - cost exceeds available balance') + await kill_algo() + if '1121' in str(e): # Error response from https://api.starknet.extended.exchange/api/v1/user/order: code 400 - {"status":"ERROR","error":{"code":1121,"message":"Invalid quantity, wrong size increment"}} + logging.info('EXTEND New order - Invalid quantity') + await kill_algo() + if '1123' in str(e): # Error response from https://api.starknet.extended.exchange/api/v1/user/order: code 400 - {"status":"ERROR","error":{"code":1123,"message":"Invalid quantity precision"}} + logging.info('EXTEND New order - Invalid quantity precision') + await kill_algo() + elif '1142' in str(e): # 'Error response from https://api.starknet.extended.exchange/api/v1/user/order: code 400 - {"status":"ERROR","error":{"code":1142,"message":"Edit order not found"}};' + logging.info('EXTEND EDIT ORDER, NOT FOUND, CANCELLING and continuing') + await extend_cancel_all_orders() + # if Extend_Open_Orders: + # Extend_Open_Orders.pop(0) + # time.sleep(0.1) + return + + if order_resp_dict.get('status', None) == 'ERROR': + if order_resp_dict['error']['code']==1142: + logging.info('Cant find edit order for Extend, skipping cancel.') + else: + logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') + await kill_algo() + if order_resp_dict.get('status', None) == 'OK': + if Extend_Open_Orders: + Extend_Open_Orders.pop(0) + + order_dict = dict(order_resp_dict['data']) + order_dict['status'] = 'NEW' + order_dict['price'] = str(price) + order_dict['qty'] = str(qty) + order_dict['filled_qty'] = str(0) + order_dict['side'] = str(side) + + Extend_Open_Orders.append(order_dict) + Extend.just_rejected_count = 0 + utils.send_tg_alert(f'FR_ALGO - EXTEND Order ({order_dict.get('id', None)}). Start_$: {Extend.notional_position:.2f}; {str(side)}: {float(qty)*float(price):.2f}; Price: {float(price):.2f}') + logging.info(f'EXTEND ORDER PLACED SUCCESS: {order_dict}') + # print_summary(use_logging=True) + else: + logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') + await kill_algo() ### OPEN ORDERS ### async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open_orders: list[dict]) -> list[dict]: # exch = 'ASTER' | 'EXTEND' - global Just_Rejected_Or_Expired + global Aster + global Extend global Last_Aster_Fill_Time_Ts if ws_open_orders: @@ -98,16 +491,29 @@ async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open if order_status_changed: logging.info(f'{exch} ORDER ({order_id}): {order_orig_status} -> {order_update_status}') local_open_orders[idx] = order_update - if order_update_status in ['CANCELLED','CANCELED','EXPIRED','REJECTED']: - logging.info(f'{exch} ORDER CANCELLED or EXPIRED: {order_id}') + if order_update_status in ['CANCELLED','CANCELED']: + logging.info(f'{exch} ORDER CANCELLED: {order_id}') local_open_orders.pop(idx) - Just_Rejected_Or_Expired = True + # utils.send_tg_alert(f'FR_ALGO - {exch} REJECTED ({order_id})') + elif order_update_status in ['EXPIRED','REJECTED']: + logging.info(f'{exch} ORDER REJECTED or EXPIRED: {order_id}') + local_open_orders.pop(idx) + if exch=='ASTER': + Aster.just_rejected_count = Aster.just_rejected_count + 1 + Config.Config.Price_Worsener_Aster=1 + else: + Extend.just_rejected_count = Extend.just_rejected_count + 1 + # Config.Config.Price_Worsener_Extend=1 + if Aster.just_rejected_count > 1 or Extend.just_rejected_count > 1: + time.sleep(1) + Aster.just_rejected_count = 0 + Extend.just_rejected_count = 0 utils.send_tg_alert(f'FR_ALGO - {exch} REJECTED ({order_id})') elif order_update_status in ['PARTIALLY_FILLED']: logging.info(f'{exch} ORDER PARTIALLY FILLED: {order_id}') # await get_aster_collateral() if exch=='ASTER': - await get_aster_notional_position(resp=ws_open_orders) + await get_aster_notional_position() Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 else: await get_extend_notional() @@ -117,7 +523,7 @@ async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open local_open_orders.pop(idx) # await get_aster_collateral() if exch=='ASTER': - await get_aster_notional_position(resp=ws_open_orders) + await get_aster_notional_position() Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 else: await get_extend_notional() @@ -128,19 +534,19 @@ async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open return local_open_orders async def get_aster_open_orders(): - global ASTER_OPEN_ORDERS + global Aster_Open_Orders fut_acct_openOrders = { "url": "/fapi/v3/openOrders", "method": "GET", "params": {} } - ASTER_OPEN_ORDERS = await aster_auth.post_authenticated_url(fut_acct_openOrders) # ty:ignore[invalid-assignment] + Aster_Open_Orders = await aster_auth.post_authenticated_url(fut_acct_openOrders) # ty:ignore[invalid-assignment] async def get_extend_open_orders(): - global EXTEND_OPEN_ORDERS + global Extend_Open_Orders - EXTEND_OPEN_ORDERS = list(dict(await EXTEND_CLIENT.account.get_open_orders()).get('data', 0)) + Extend_Open_Orders = list(dict(await EXTEND_CLIENT.account.get_open_orders()).get('data', 0)) ### WALLLET ### async def get_aster_account_open_symbols() -> list[str]: @@ -161,13 +567,13 @@ async def get_aster_account_open_symbols() -> list[str]: return ld async def get_aster_notional_position(resp: list | None = None): - global ASTER + global Aster - previous_notional_obj = ASTER.notional_obj - previous_notional_position = ASTER.notional_position + previous_notional_obj = Aster.notional_obj + previous_notional_position = Aster.notional_position if resp: - pos_dict = [x for x in resp if x.get('symbol', None) == ASTER.symbol] + pos_dict = [x for x in resp if x.get('symbol', None) == Aster.symbol] if pos_dict: pos_dict = pos_dict[0] else: @@ -184,7 +590,7 @@ async def get_aster_notional_position(resp: list | None = None): "url": "/fapi/v3/positionRisk", "method": "GET", "params": { - 'symbol': ASTER.symbol, + 'symbol': Aster.symbol, } } try: @@ -193,7 +599,7 @@ async def get_aster_notional_position(resp: list | None = None): logging.critical(f'JSONDecodeError trying to get Aster notional: {e}; resp: {resp}') await kill_algo() resp: list = [] - pos_dict = [x for x in resp if x.get('symbol', None) == ASTER.symbol] + pos_dict = [x for x in resp if x.get('symbol', None) == Aster.symbol] if pos_dict: pos_dict = pos_dict[0] else: @@ -210,25 +616,29 @@ async def get_aster_notional_position(resp: list | None = None): # logging.info(f'ASTER NOTIONAL: prev timestamp ({pd.to_datetime(previous_notional_obj['timestamp_arrival'], unit='ms')}) > new timestamp ({pd.to_datetime(pos_dict['timestamp_arrival'], unit='ms')}); skipping') return - ASTER.notional_obj = pos_dict + Aster.notional_obj = pos_dict if len(pos_dict) < 1: logging.info(f'BAD NOTIONAL - ASTER CHANGE: Empty pos_dict: {pos_dict}; resp: {resp}') await kill_algo() - ASTER.unrealized_pnl = float(pos_dict['unrealized_pnl']) if pos_dict.get('unrealized_pnl') is not None else float(pos_dict['unRealizedProfit']) + try: + Aster.unrealized_pnl = float(pos_dict['unrealized_pnl']) if pos_dict.get('unrealized_pnl') is not None else float(pos_dict['unRealizedProfit']) + except Exception as e: + logging.critical(f'Aster.unrealized_pnl pos_dict: {pos_dict}') + raise ValueError(e) if pos_dict.get('notional') is not None: - ASTER.notional_position = float(pos_dict['notional']) - ASTER.unrealized_pnl + Aster.notional_position = float(pos_dict['notional']) #- Aster.unrealized_pnl else: - ASTER.notional_position = float(pos_dict['position_amount'])*float(pos_dict['entry_price']) + Aster.notional_position = float(pos_dict['position_amount'])*float(pos_dict['entry_price']) if pos_dict.get('leverage') is not None: - ASTER.mult = int(pos_dict['leverage']) - if abs(ASTER.notional_position) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'BAD NOTIONAL - ASTER CHANGE: {previous_notional_position} -> {ASTER.notional_position}; UR PNL: {ASTER.unrealized_pnl}; MULT: {ASTER.mult}; pos_dict: {pos_dict}; resp: {resp}; max_tgt_notional: {ALGO_CONFIG.Config.Max_Target_Notional}') + Aster.mult = int(pos_dict['leverage']) + if abs(Aster.notional_position) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'BAD NOTIONAL - ASTER CHANGE: {previous_notional_position} -> {Aster.notional_position}; UR PNL: {Aster.unrealized_pnl}; MULT: {Aster.mult}; pos_dict: {pos_dict}; resp: {resp}; max_tgt_notional: {Config.Config.Max_Target_Notional}') await kill_algo() - if ASTER.notional_position != previous_notional_position: - logging.info(f'ASTER NOTIONAL CHANGE: {previous_notional_position:.2f} -> {ASTER.notional_position:.2f}; UR PNL: {ASTER.unrealized_pnl:.2f}; MULT: {ASTER.mult:.0f}; resp: {bool(resp)}') + if Aster.notional_position != previous_notional_position: + logging.info(f'ASTER NOTIONAL CHANGE: {previous_notional_position:.2f} -> {Aster.notional_position:.2f}; UR PNL: {Aster.unrealized_pnl:.2f}; MULT: {Aster.mult:.0f}; resp: {bool(resp)}') async def get_extend_account_open_symbols() -> list[str]: resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) @@ -244,14 +654,14 @@ async def set_comb_open_symbols() -> None: Open_Symbols = list(set(open_aster_symbols + open_extend_symbols)) async def get_extend_notional(resp: list | None = None): - global EXTEND + global Extend - previous_notional_obj = EXTEND.notional_obj - previous_notional_position = EXTEND.notional_position + previous_notional_obj = Extend.notional_obj + previous_notional_position = Extend.notional_position if not resp: resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) - pos_dict = [dict(d) for d in resp if dict(d).get('market') == EXTEND.symbol] + pos_dict = [dict(d) for d in resp if dict(d).get('market') == Extend.symbol] if pos_dict: pos_dict = pos_dict[0] pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) @@ -263,7 +673,7 @@ async def get_extend_notional(resp: list | None = None): pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) logging.info('get_extend_notional - No Positions') else: - pos_dict = [dict(d) for d in resp if dict(d).get('market') == EXTEND.symbol] + pos_dict = [dict(d) for d in resp if dict(d).get('market') == Extend.symbol] if pos_dict: pos_dict = pos_dict[0] else: @@ -283,9 +693,9 @@ async def get_extend_notional(resp: list | None = None): else: previous_notional_obj = {} - EXTEND.notional_obj = pos_dict + Extend.notional_obj = pos_dict - EXTEND.unrealized_pnl = pos_dict.get('unrealised_pnl', 0) + Extend.unrealized_pnl = pos_dict.get('unrealised_pnl', 0) position_side = pos_dict['side'] # LONG or SHORT notional_pos_abs = abs(float(pos_dict['value'])) if position_side == 'LONG': @@ -295,20 +705,20 @@ async def get_extend_notional(resp: list | None = None): else: logging.info(f'EXTEND BAD SIDE ON POSITION UPDATE: {pos_dict}') - EXTEND.notional_position = notional_pos_sided - float(EXTEND.unrealized_pnl) - EXTEND.mult = pos_dict.get('leverage', EXTEND.mult) - if abs(EXTEND.notional_position) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'BAD NOTIONAL - EXTEND CHANGE: {previous_notional_position} -> {EXTEND.notional_position}; UR PNL: {EXTEND.unrealized_pnl}; MULT: {EXTEND.mult}; pos_dict: {pos_dict}; resp: {resp}') + Extend.notional_position = notional_pos_sided - float(Extend.unrealized_pnl) + Extend.mult = pos_dict.get('leverage', Extend.mult) + if abs(Extend.notional_position) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'BAD NOTIONAL - EXTEND CHANGE: {previous_notional_position} -> {Extend.notional_position}; UR PNL: {Extend.unrealized_pnl}; MULT: {Extend.mult}; pos_dict: {pos_dict}; resp: {resp}') await kill_algo() - if EXTEND.notional_position != previous_notional_position: - logging.info(f'EXTEND NOTIONAL CHANGE: {previous_notional_position} [{previous_notional_obj.get('timestamp_arrival')}] -> {EXTEND.notional_position:.2f} [{EXTEND.notional_obj['timestamp_arrival']}]; UR PNL: {EXTEND.unrealized_pnl:.2f}; MULT: {EXTEND.mult}; resp: {bool(resp)}') + if Extend.notional_position != previous_notional_position: + logging.info(f'EXTEND NOTIONAL CHANGE: {previous_notional_position} [{previous_notional_obj.get('timestamp_arrival')}] -> {Extend.notional_position:.2f} [{Extend.notional_obj['timestamp_arrival']}]; UR PNL: {Extend.unrealized_pnl:.2f}; MULT: {Extend.mult}; resp: {bool(resp)}') ### EXCHANGE INFO ### async def get_aster_exch_info(symbol_override: str | None = None): - global ASTER + global Aster if symbol_override: - ASTER.symbol = utils.symbol_to_aster_fmt(symbol_override) + Aster.symbol = utils.symbol_to_aster_fmt(symbol_override) fut_acct_exchangeInfo: dict = { "url": "/fapi/v3/exchangeInfo", @@ -317,7 +727,7 @@ async def get_aster_exch_info(symbol_override: str | None = None): } r: dict = await aster_auth.post_authenticated_url(fut_acct_exchangeInfo) # ty:ignore[invalid-assignment] s: list = r['symbols'] - d: dict = [d for d in s if d.get('symbol', None) == ASTER.symbol][0] + d: dict = [d for d in s if d.get('symbol', None) == Aster.symbol][0] f: dict = [f for f in d['filters'] if f.get('filterType', None) == 'LOT_SIZE'][0] q: dict = [f for f in d['filters'] if f.get('filterType', None) == 'PRICE_FILTER'][0] n: dict = [f for f in d['filters'] if f.get('filterType', None) == 'MIN_NOTIONAL'][0] @@ -327,19 +737,19 @@ async def get_aster_exch_info(symbol_override: str | None = None): min_price = float(q['minPrice']) min_price = int(min_price) if min_price == int(min_price) else min_price - ASTER.min_order_size = min_qty - ASTER.min_price = min_price - ASTER.min_notional = float(n['notional']) + Aster.min_order_size = min_qty + Aster.min_price = min_price + Aster.min_notional = float(n['notional']) async def get_extend_exch_info(symbol_override: str | None = None): - global EXTEND + global Extend if symbol_override: - EXTEND.symbol = utils.symbol_to_extend_fmt(symbol_override) + Extend.symbol = utils.symbol_to_extend_fmt(symbol_override) r = await EXTEND_CLIENT.markets_info.get_markets_dict() - EXTEND.min_order_size = float(r[EXTEND.symbol].trading_config.min_order_size) - EXTEND.min_price = float(r[EXTEND.symbol].trading_config.min_price_change) + Extend.min_order_size = float(r[Extend.symbol].trading_config.min_order_size) + Extend.min_price = float(r[Extend.symbol].trading_config.min_price_change) ### CANCEL ORDERS ### async def aster_cancel_all_orders(): @@ -347,14 +757,14 @@ async def aster_cancel_all_orders(): "url": "/fapi/v3/allOpenOrders", "method": "DELETE", "params": { - 'symbol': ASTER.symbol, + 'symbol': Aster.symbol, } } r = await aster_auth.post_authenticated_url(cancel_all_open_orders) logging.info(f'ASTER CANCEL ALL OPEN ORDERS RESP: {r}') async def extend_cancel_all_orders(): - r = await EXTEND_CLIENT.orders.mass_cancel(markets=[EXTEND.symbol]) + r = await EXTEND_CLIENT.orders.mass_cancel(markets=[Extend.symbol]) logging.info(f'EXTEND CANCEL ALL OPEN ORDERS RESP: {r}') ### KILL ALGO ### @@ -366,243 +776,190 @@ async def kill_algo(): ### ALGO LOOP ### async def run_algo(): - global ASTER - global EXTEND + global Config - global ALGO_CONFIG - global MIN_TIME_TO_FUNDING - global ASTER_OPEN_ORDERS - global EXTEND_OPEN_ORDERS + global Aster + global Extend + global Open_Symbols global Last_Aster_Fill_Time_Ts - global Just_Rejected_Or_Expired - global ALPHA_TGT_NOTIONAL - global at_notional_target + global Aster_Open_Orders + global Extend_Open_Orders + + global Flags + global Funding_Rates_Min_Remaining_Factor_Pcts + try: while True: loop_start = time.time() # print('__________Start___________') - ### Load ALGO CONIFG ### - ALGO_CONFIG = json.loads(VAL_KEY.get('fr_orchestrator_output')) # ty:ignore[invalid-argument-type] - ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG) - ALGO_CONFIG.Config.Max_Target_Notional = float(min([ASTER.mult, EXTEND.mult]) * ALGO_CONFIG.Config.Target_Open_Cash_Position) - MIN_TIME_TO_FUNDING = ALGO_CONFIG.Config.Min_Time_To_Funding_Minutes * 60 * 1000 + ### Load Algo Config ### + Config = json.loads(VAL_KEY.get('fr_orchestrator_output')) # ty:ignore[invalid-argument-type] + Config = structs.Algo_Config(**Config) + Config.Config.Max_Target_Notional = float(min([Aster.mult, Extend.mult]) * Config.Config.Target_Open_Cash_Position) + + min_time_to_funding = Config.Config.Min_Time_To_Funding_Minutes * 60 * 1000 ### Load Data from Feedhandlers ### best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] best_symbol_by_exchange_aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) best_symbol_by_exchange_extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) - ASTER_FUND_RATE_DICT: Any = VAL_KEY.get('fund_rate_aster') - ASTER_FUND_RATE_DICT: dict = json.loads(s=ASTER_FUND_RATE_DICT) if ASTER_FUND_RATE_DICT is not None else {} - if ASTER_FUND_RATE_DICT.get('symbol', None) != ASTER.symbol: - ASTER_FUND_RATE: float = ASTER.initial_funding_rate + if Config.Overrides.Allow_Symbol_Change: + await symbol_switch(best_symbol_by_exchange_aster=best_symbol_by_exchange_aster, best_symbol_by_exchange_extend=best_symbol_by_exchange_extend) + + ### Fund Rates + aster_fund_rate_dict: Any = VAL_KEY.get('fund_rate_aster') + aster_fund_rate_dict: dict = json.loads(s=aster_fund_rate_dict) if aster_fund_rate_dict is not None else {} + if aster_fund_rate_dict.get('symbol', None) != Aster.symbol: + aster_fund_rate: float = Aster.initial_funding_rate # logging.info(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') # raise ValueError(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') else: - ASTER_FUND_RATE: float = float(ASTER_FUND_RATE_DICT.get('funding_rate', 0)) + aster_fund_rate: float = float(aster_fund_rate_dict.get('funding_rate', 0)) - EXTENDED_FUND_RATE_DICT: Any = VAL_KEY.get('fund_rate_extended') - EXTENDED_FUND_RATE_DICT: dict = json.loads(s=EXTENDED_FUND_RATE_DICT) if EXTENDED_FUND_RATE_DICT is not None else {} - if EXTENDED_FUND_RATE_DICT.get('symbol', None) != EXTEND.symbol: - EXTEND_FUND_RATE: float = EXTEND.initial_funding_rate + extend_fund_rate_dict: Any = VAL_KEY.get('fund_rate_extended') + extend_fund_rate_dict: dict = json.loads(s=extend_fund_rate_dict) if extend_fund_rate_dict is not None else {} + if extend_fund_rate_dict.get('symbol', None) != Extend.symbol: + extend_fund_rate: float = Extend.initial_funding_rate # logging.info(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') # raise ValueError(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') else: - EXTEND_FUND_RATE: float = float(EXTENDED_FUND_RATE_DICT.get('funding_rate', 0)) + extend_fund_rate: float = float(extend_fund_rate_dict.get('funding_rate', 0)) - if ALGO_CONFIG.Overrides.Flip_Side_For_Testing: - ASTER_FUND_RATE = ASTER_FUND_RATE * -1 - EXTEND_FUND_RATE = EXTEND_FUND_RATE * -1 + if Config.Overrides.Flip_Side_For_Testing: + aster_fund_rate = aster_fund_rate * -1 + extend_fund_rate = extend_fund_rate * -1 - ASTER_FUND_RATE_TIME = float(ASTER_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0)) - ASTER_FUND_RATE_TIME = ASTER_FUND_RATE_TIME+(60*60*1000) if ASTER_FUND_RATE_TIME < (datetime.now().timestamp()*1000) else ASTER_FUND_RATE_TIME + aster_fund_rate_time = float(aster_fund_rate_dict.get('next_funding_time_ts_ms', 0)) + aster_fund_rate_time = aster_fund_rate_time+(60*60*1000) if aster_fund_rate_time < (datetime.now().timestamp()*1000) else aster_fund_rate_time - EXTEND_FUND_RATE_TIME = max([float(EXTENDED_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0)), 0]) - EXTEND_FUND_RATE_TIME = EXTEND_FUND_RATE_TIME+(60*60*1000) if EXTEND_FUND_RATE_TIME < (datetime.now().timestamp()*1000) else EXTEND_FUND_RATE_TIME + extend_fund_rate_time = max([float(extend_fund_rate_dict.get('next_funding_time_ts_ms', 0)), 0]) + extend_fund_rate_time = extend_fund_rate_time+(60*60*1000) if extend_fund_rate_time < (datetime.now().timestamp()*1000) else extend_fund_rate_time - ASTER_TICKER_DICT: Any = VAL_KEY.get('fut_ticker_aster') - ASTER_TICKER_DICT: dict = json.loads(s=ASTER_TICKER_DICT) if ASTER_TICKER_DICT is not None else {} - if ( ASTER_TICKER_DICT.get('symbol', None) != ASTER.symbol ) and not(ALGO_CONFIG.Overrides.Flatten_Open_Positions): - logging.warning(f'ASTER Symbol mismatch: {ASTER_TICKER_DICT}; expected symbol: {ASTER.symbol}') - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + now_ms = round(datetime.now().timestamp()*1000) + time_to_funding_ms = min([aster_fund_rate_time, extend_fund_rate_time]) - now_ms + time_to_funding_minutes = int(time_to_funding_ms/1000/60) + min_between_fundings = round((abs(aster_fund_rate_time - extend_fund_rate_time) / 1000 / 60)) + next_funding_at_same_time = min_between_fundings < 5 + + def calc_next_net_fund_rate(next_funding_at_same_time: bool) -> tuple[float, str, str]: + if next_funding_at_same_time: + net_fr = max([aster_fund_rate, extend_fund_rate]) - min([aster_fund_rate, extend_fund_rate]) + fr_best_exch = 'ASTER' if max([abs(aster_fund_rate), abs(extend_fund_rate)]) == abs(aster_fund_rate) else 'EXTEND' + fr_best_side = 'BUY' if net_fr < 0 else 'SELL' + return net_fr, fr_best_exch, fr_best_side + else: + fr_best_exch = 'EXTEND' + fr_best_side = 'BUY' if extend_fund_rate < 0 else 'SELL' + return extend_fund_rate, fr_best_exch, fr_best_side + + next_net_funding_rate, fr_best_exch, fr_best_side = calc_next_net_fund_rate(next_funding_at_same_time) + Flags.NET_FUNDING_IS_ZERO = ( next_net_funding_rate >= ( (Config.Config.Min_Fund_Rate_Pct_To_Trade*-1) / 100) ) and ( next_net_funding_rate <= ( Config.Config.Min_Fund_Rate_Pct_To_Trade / 100 ) ) + + # Tickers + aster_ticker_dict: Any = VAL_KEY.get('fut_ticker_aster') + aster_ticker_dict: dict = json.loads(s=aster_ticker_dict) if aster_ticker_dict is not None else {} + if ( aster_ticker_dict.get('symbol', None) != Aster.symbol ) and not(Config.Overrides.Flatten_Open_Positions): + logging.warning(f'ASTER Symbol mismatch: {aster_ticker_dict}; expected symbol: {Aster.symbol}') + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) time.sleep(5) continue # raise ValueError(f'ASTER Symbol mismatch: {ASTER_TICKER_DICT}; expected symbol: {ASTER.symbol}') - EXTENDED_TICKER_DICT: Any = VAL_KEY.get('fut_ticker_extended') - EXTENDED_TICKER_DICT: dict = json.loads(s=EXTENDED_TICKER_DICT) if EXTENDED_TICKER_DICT is not None else {} - if ( EXTENDED_TICKER_DICT.get('symbol', None) != EXTEND.symbol) and not(ALGO_CONFIG.Overrides.Flatten_Open_Positions): - logging.warning(f'EXTEND Symbol mismatch: {EXTENDED_TICKER_DICT}; expected symbol: {EXTEND.symbol}') - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + extend_ticker_dict: Any = VAL_KEY.get('fut_ticker_extended') + extend_ticker_dict: dict = json.loads(s=extend_ticker_dict) if extend_ticker_dict is not None else {} + if ( extend_ticker_dict.get('symbol', None) != Extend.symbol) and not(Config.Overrides.Flatten_Open_Positions): + logging.warning(f'EXTEND Symbol mismatch: {extend_ticker_dict}; expected symbol: {Extend.symbol}') + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) time.sleep(5) continue # raise ValueError(f'EXTEND Symbol mismatch: {EXTENDED_TICKER_DICT}; expected symbol: {EXTEND.symbol}') ### Load Local Notional Updates from WS ### - ASTER_WS_POS_UPDATES: Any = VAL_KEY.get(name='fr_aster_user_positions') - ASTER_WS_POS_UPDATES: list = json.loads(s=ASTER_WS_POS_UPDATES) if ASTER_WS_POS_UPDATES is not None else [] - EXTEND_WS_POS_UPDATES: Any = VAL_KEY.get('fr_extended_user_positions') - EXTEND_WS_POS_UPDATES: list = json.loads(EXTEND_WS_POS_UPDATES) if EXTEND_WS_POS_UPDATES is not None else [] + aster_ws_pos_updates: Any = VAL_KEY.get(name='fr_aster_user_positions') + aster_ws_pos_updates: list = json.loads(s=aster_ws_pos_updates) if aster_ws_pos_updates is not None else [] + extend_ws_pos_updates: Any = VAL_KEY.get('fr_extended_user_positions') + extend_ws_pos_updates: list = json.loads(extend_ws_pos_updates) if extend_ws_pos_updates is not None else [] - if len(ASTER_WS_POS_UPDATES) > 0: - await get_aster_notional_position(resp=ASTER_WS_POS_UPDATES) + if len(aster_ws_pos_updates) > 0: + await get_aster_notional_position(resp=aster_ws_pos_updates) - if len(EXTEND_WS_POS_UPDATES) > 0: - await get_extend_notional(resp=EXTEND_WS_POS_UPDATES) + if len(extend_ws_pos_updates) > 0: + await get_extend_notional(resp=extend_ws_pos_updates) ### Load Local Order Updates from WS ### - ASTER_WS_ORDER_UPDATES: Any = VAL_KEY.get('fr_aster_user_orders') - ASTER_WS_ORDER_UPDATES: list = json.loads(ASTER_WS_ORDER_UPDATES) if ASTER_WS_ORDER_UPDATES is not None else [] - EXTEND_WS_ORDER_UPDATES: Any = VAL_KEY.get('fr_extended_user_orders') - EXTEND_WS_ORDER_UPDATES: list = json.loads(EXTEND_WS_ORDER_UPDATES) if EXTEND_WS_ORDER_UPDATES is not None else [] + aster_ws_order_updates: Any = VAL_KEY.get('fr_aster_user_orders') + aster_ws_order_updates: list = json.loads(aster_ws_order_updates) if aster_ws_order_updates is not None else [] + extend_ws_order_updates: Any = VAL_KEY.get('fr_extended_user_orders') + extend_ws_order_updates: list = json.loads(extend_ws_order_updates) if extend_ws_order_updates is not None else [] + + ### Update Local Open Orders w Changes from WS ### + Aster_Open_Orders = await handle_order_updates(exch='ASTER', local_open_orders=Aster_Open_Orders, ws_open_orders=aster_ws_order_updates) + Extend_Open_Orders = await handle_order_updates(exch='EXTEND', local_open_orders=Extend_Open_Orders, ws_open_orders=extend_ws_order_updates) ### CHECK NO MORE THAN 1 OPEN ORDER ON EITHER EXCHANGE ### - if len(ASTER_OPEN_ORDERS) > 1 or len(EXTEND_OPEN_ORDERS) > 1: - logging.info(f'MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS ({len(ASTER_OPEN_ORDERS)}): {ASTER_OPEN_ORDERS}; EXTEND_OPEN_ORDERS ({len(EXTEND_OPEN_ORDERS)}): {EXTEND_OPEN_ORDERS}') + if len(Aster_Open_Orders) > 1 or len(Extend_Open_Orders) > 1: + logging.info(f'MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS ({len(Aster_Open_Orders)}): {Aster_Open_Orders}; EXTEND_OPEN_ORDERS ({len(Extend_Open_Orders)}): {Extend_Open_Orders}') await kill_algo() raise ValueError('NOT HERE: MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS') - ### Update Local Open Orders w Changes from WS ### - ASTER_OPEN_ORDERS = await handle_order_updates(exch='ASTER', local_open_orders=ASTER_OPEN_ORDERS, ws_open_orders=ASTER_WS_ORDER_UPDATES) - EXTEND_OPEN_ORDERS = await handle_order_updates(exch='EXTEND', local_open_orders=EXTEND_OPEN_ORDERS, ws_open_orders=EXTEND_WS_ORDER_UPDATES) - - ### CHECK TIME TO FUNDING AND WHETHER TO BE ACTIVE ### - now_ms = round(datetime.now().timestamp()*1000) - time_to_funding_ms = min([ASTER_FUND_RATE_TIME, EXTEND_FUND_RATE_TIME]) - now_ms - if ( time_to_funding_ms > MIN_TIME_TO_FUNDING ) and (not ASTER_OPEN_ORDERS) and (not EXTEND_OPEN_ORDERS): - logging.info(f'Outside action window (minutes) and no active order (sleeping for 5 sec): {pd.to_datetime(time_to_funding_ms, unit='ms').minute} > {pd.to_datetime(MIN_TIME_TO_FUNDING, unit='ms').minute}') - time.sleep(5) - continue - - - min_between_fundings = round((abs(ASTER_FUND_RATE_TIME - EXTEND_FUND_RATE_TIME) / 1000 / 60)) - FUNDINGS_AT_SAME_TIME_NEXT_HR = min_between_fundings < 5 - - if ( abs(ASTER_FUND_RATE) > abs(EXTEND_FUND_RATE) ) and FUNDINGS_AT_SAME_TIME_NEXT_HR: - ALPHA_EXCH = 'ASTER' - ALPHA_FUND_RATE = ASTER_FUND_RATE + ### Decisions ### + fr_factor: Decimal = get_fr_factor_by_minute(time_to_funding_minutes, Funding_Rates_Min_Remaining_Factor_Pcts) + funding_rate_factored = Decimal(str(next_net_funding_rate)) * fr_factor + signal: Signal = signal_alpha_over_taker( + Aster=Aster, + Extend=Extend, + aster_ticker_dict=aster_ticker_dict, + extend_ticker_dict=extend_ticker_dict, + funding_rate_exch=fr_best_exch, + funding_rate_side=fr_best_side, + funding_rate=funding_rate_factored, + alpha_hurdle_adj=Decimal(str(Config.Config.Min_Fund_Rate_Pct_To_Trade)), + ) + if signal.signal: + ### True signal, standard target + alpha_target_notional = Decimal(str(Config.Config.Max_Target_Notional)) else: - ALPHA_EXCH = 'EXTEND' - ALPHA_FUND_RATE = EXTEND_FUND_RATE - - if ALPHA_FUND_RATE < 0: - ALPHA_CARRY_SIDE = 'BUY' - ALPHA_TGT_NOTIONAL.value = ALGO_CONFIG.Config.Max_Target_Notional - else: - ALPHA_CARRY_SIDE = 'SELL' - ALPHA_TGT_NOTIONAL.value = ALGO_CONFIG.Config.Max_Target_Notional*-1 - - def calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR: bool) -> float: - if FUNDINGS_AT_SAME_TIME_NEXT_HR: - return max([ASTER_FUND_RATE, EXTEND_FUND_RATE]) - min([ASTER_FUND_RATE, EXTEND_FUND_RATE]) + ### False signal, set target equal to current position + if signal.exchange == 'ASTER': + alpha_target_notional = Decimal(str(Aster.notional_position)) else: - return EXTEND_FUND_RATE + alpha_target_notional = Decimal(str(Aster.notional_position*-1)) - ### Calculate Alpha ### - def unlock_notional_tgt() -> bool: - return ( ALPHA_TGT_NOTIONAL.value != ALPHA_TGT_NOTIONAL.previous_value ) - at_notional_target.unlock() - sec_until_funding = round(( EXTEND_FUND_RATE_TIME - (datetime.now().timestamp()*1000) ) / 1000) - if at_notional_target.is_locked and ( sec_until_funding > ( 60*5 ) ) and at_notional_target.value: - ALPHA_TGT_NOTIONAL_FINAL = 0.00 - ALPHA_CARRY_SIDE = 'BUY' if ALPHA_CARRY_SIDE == 'SELL' else 'SELL' + ### Apply Overrides ### + if signal.exchange == 'ASTER': + aster_tgt = alpha_target_notional else: - ALPHA_TGT_NOTIONAL_FINAL = ALPHA_TGT_NOTIONAL.value - ALPHA_CARRY_SIDE = ALPHA_CARRY_SIDE + aster_tgt = Decimal(str(alpha_target_notional*-1)) - NEXT_NET_FUNDING_RATE = calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR) - Flags.NET_FUNDING_IS_ZERO = ( NEXT_NET_FUNDING_RATE >= ( (ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade*-1) / 100) ) and ( NEXT_NET_FUNDING_RATE <= ( ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade / 100 ) ) - - # if Flags.NET_FUNDING_IS_ZERO or ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic: - # ALPHA_TGT_NOTIONAL.value = 0.00 + if Config.Overrides.Flatten_Open_Positions: + aster_tgt = Decimal('0.00') + elif Config.Overrides.Flatten_Open_Positions_Opportunistic: + if signal.signal: + if signal.exchange == 'EXTEND' and Decimal(str(Aster.notional_position)) > 0: + aster_tgt = Decimal('0.00') + if signal.exchange == 'EXTEND' and Decimal(str(Aster.notional_position)) < 0: + pass + if signal.exchange == 'ASTER' and Decimal(str(Aster.notional_position)) > 0: + pass + if signal.exchange == 'ASTER' and Decimal(str(Aster.notional_position)) < 0: + aster_tgt = Decimal('0.00') - if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL==0.00: - # ROUNDING = ROUND_UP - ROUNDING = ROUND_HALF_UP - else: - ROUNDING = ROUND_DOWN - - if ALPHA_EXCH == 'EXTEND': - ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL_FINAL*-1 - if ALPHA_CARRY_SIDE == 'BUY': - ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px']) - EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px']) - current_ratio = ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 - alpha_model_ratio = EXTEND.buy_ratio - alpha_signal: bool = current_ratio > EXTEND.buy_ratio - else: - ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px']) - EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px']) - current_ratio = ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 - alpha_model_ratio = EXTEND.buy_ratio - alpha_signal: bool = current_ratio < EXTEND.buy_ratio - else: - ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL_FINAL - if ALPHA_CARRY_SIDE == 'BUY': - ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px']) - EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px']) - current_ratio = ( ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 ) * -1 - alpha_model_ratio = ASTER.buy_ratio - alpha_signal: bool = current_ratio > ASTER.buy_ratio - else: - ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px']) - EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px']) - current_ratio = ( ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 ) * -1 - alpha_model_ratio = ASTER.buy_ratio - alpha_signal: bool = current_ratio < ASTER.buy_ratio - - EXTEND_TGT_NOTIONAL = ASTER.notional_position * -1 - - ASTER_TGT_TAIL = structs.Current_Previous_Value( (ASTER_TGT_NOTIONAL - ( float(ASTER.notional_position) + float(ASTER.unrealized_pnl) )) ) - # ASTER_TGT_TAIL.value = ASTER_TGT_NOTIONAL - ( float(ASTER.notional_position) + float(ASTER.unrealized_pnl) ) - EXTEND_TGT_TAIL = structs.Current_Previous_Value( (EXTEND_TGT_NOTIONAL - ( float(EXTEND.notional_position) )) ) - - - min_order_size = ASTER.min_order_size - min_order_size = int(min_order_size) if min_order_size == int(min_order_size) else min_order_size - ASTER_TGT_TAIL_BASE_QTY = Decimal(str(float(ASTER_TGT_TAIL.value) / float(ASTER_TOB_PX))).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) - if ASTER.min_lot_size: - ASTER_TGT_TAIL_BASE_QTY = float(ASTER_TGT_TAIL_BASE_QTY) - ( float(ASTER_TGT_TAIL_BASE_QTY) % ASTER.min_lot_size ) - ASTER_TGT_TAIL_BASE_QTY = Decimal(str(ASTER_TGT_TAIL_BASE_QTY)).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) - - min_order_size = EXTEND.min_order_size - min_order_size = int(min_order_size) if min_order_size == int(min_order_size) else min_order_size - EXTEND_TGT_TAIL_BASE_QTY = Decimal(str(float(EXTEND_TGT_TAIL.value) / float(EXTEND_TOB_PX))).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) - if EXTEND.min_lot_size: - EXTEND_TGT_TAIL_BASE_QTY = float(EXTEND_TGT_TAIL_BASE_QTY) - ( float(EXTEND_TGT_TAIL_BASE_QTY) % EXTEND.min_lot_size ) - EXTEND_TGT_TAIL_BASE_QTY = Decimal(str(EXTEND_TGT_TAIL_BASE_QTY)).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) - - ### Define if Orderable ### - ASTER_TGT_TAIL_ORDERABLE = ( Decimal(str(abs(ASTER_TGT_TAIL_BASE_QTY)) ) >= Decimal(str(abs(ASTER.min_order_size))) ) and ( Decimal(str(abs(ASTER_TGT_TAIL.value))) > Decimal(str(abs(ASTER.min_notional))) ) - EXTEND_TGT_TAIL_ORDERABLE = ( Decimal(str(abs(EXTEND_TGT_TAIL_BASE_QTY))) >= Decimal(str(abs(EXTEND.min_order_size))) ) and ( Decimal(str(abs(EXTEND_TGT_TAIL.value))) > Decimal(str(abs(EXTEND.min_notional))) ) - - - # if not ASTER_TGT_TAIL_ORDERABLE: - # if abs(ASTER_TGT_TAIL_BASE_QTY) > 0: - # if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL == 0.00: - # logging.info('* Trying to flatten small Aster balance, was originally not orderable.') - # ASTER_TGT_TAIL_ORDERABLE = True - # if not EXTEND_TGT_TAIL_ORDERABLE: - # if abs(EXTEND_TGT_TAIL_BASE_QTY) > 0: - # if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL == 0.00: - # logging.info('* Trying to flatten small Extend balance, was originally not orderable.') - # EXTEND_TGT_TAIL_ORDERABLE = True - - if at_notional_target.is_unlocked: - at_notional_target.value = not(ASTER_TGT_TAIL_ORDERABLE) and not(EXTEND_TGT_TAIL_ORDERABLE) - if at_notional_target.value: - at_notional_target._unlock_func = unlock_notional_tgt - at_notional_target.lock() - continue - - ### Check if Currently Hedged ### - # Hedge_Ratio = abs( ( EXTEND.notional_position + ASTER.notional_position ) / max([ASTER.notional_position, 0.01]) ) * 100 - # Currently_Hedged = Hedge_Ratio < 1.00 + aster_target = Target( + exchange = 'ASTER', + symbol = Aster.symbol, + notional_tgt = aster_tgt, + ) + extend_target = Target( + exchange = 'EXTEND', + symbol = Extend.symbol, + notional_tgt = Decimal(str(Aster.notional_position*-1)), + ) ### Logging ### def print_summary(use_logging: bool = False): @@ -610,307 +967,186 @@ async def run_algo(): # ASTER: [ Available Collateral: {ASTER_AVAIL_COLLATERAL:.4f} ] | EXTEND: [ Available Collateral: {EXTEND_AVAIL_COLLATERAL:.4f} ] OUT(f''' - FLIP SIDES FOR TESTING?: {ALGO_CONFIG.Overrides.Flip_Side_For_Testing}; ASTER ORDER ENABLED? {ALGO_CONFIG.Overrides.Allow_Ordering_Aster}; EXTEND ORDER ENABLED? {ALGO_CONFIG.Overrides.Allow_Ordering_Extend} + FLIP SIDES FOR TESTING?: {Config.Overrides.Flip_Side_For_Testing}; ASTER ORDER ENABLED? {Config.Overrides.Allow_Ordering_Aster}; EXTEND ORDER ENABLED? {Config.Overrides.Allow_Ordering_Extend} - MKT : Aster: {ASTER.symbol:<10} (best: {best_symbol_by_exchange_aster.symbol}) | Extend: {EXTEND.symbol:<10} (best: {best_symbol_by_exchange_extend.symbol}) - {pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')-datetime.now()):}) | {pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')-datetime.now()):}) - ASTER: {ASTER_FUND_RATE:.6%} [{ASTER_FUND_RATE*10_000:.2f}bps] [{ASTER_FUND_RATE*1_000_000:.0f}pips] | EXTEND: {EXTEND_FUND_RATE:.6%} [{EXTEND_FUND_RATE*10_000:.2f}bps] [{EXTEND_FUND_RATE*1_000_000:.0f}pips] - ASTER: {'LONG PAYS SHORT' if ASTER_FUND_RATE > 0 else 'SHORT PAYS LONG'} | EXTEND: {'LONG PAYS SHORT' if EXTEND_FUND_RATE > 0 else 'SHORT PAYS LONG'} - ASTER: [ Notional Position $ : {ASTER.notional_position:.4f} ] | EXTEND: [ Notional Position $ : {EXTEND.notional_position:.4f} ] + MKT : Aster: {Aster.symbol:<10} (best: {best_symbol_by_exchange_aster.symbol}) | Extend: {Extend.symbol:<10} (best: {best_symbol_by_exchange_extend.symbol}) - SAME TIME? : {FUNDINGS_AT_SAME_TIME_NEXT_HR} [ Minutes Between Fundings: {min_between_fundings} ] - NET FUNDING : {NEXT_NET_FUNDING_RATE:.6%} [{NEXT_NET_FUNDING_RATE*10_000:.2f}bps] [{NEXT_NET_FUNDING_RATE*1_000_000:.0f}pips]; Is Zero?: {Flags.NET_FUNDING_IS_ZERO} [Min: {ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade}] - - ALPHA SIDE : {ALPHA_EXCH} [{ALPHA_CARRY_SIDE}] - ALPHA SIGNAL: {alpha_signal}; Current {current_ratio:.4f} [{current_ratio*10_000:.2f}scl] {">" if ALPHA_CARRY_SIDE=='BUY' else "<"} Model {alpha_model_ratio:.4f} [{alpha_model_ratio*10_000:.2f}scl] + {pd.to_datetime(aster_fund_rate_time, unit='ms')} ({(pd.to_datetime(aster_fund_rate_time, unit='ms')-datetime.now()):}) | {pd.to_datetime(extend_fund_rate_time, unit='ms')} ({(pd.to_datetime(extend_fund_rate_time, unit='ms')-datetime.now()):}) + ASTER: {aster_fund_rate:.6%} [{aster_fund_rate*10_000:.2f}bps] [{aster_fund_rate*1_000_000:.0f}pips] | EXTEND: {extend_fund_rate:.6%} [{extend_fund_rate*10_000:.2f}bps] [{extend_fund_rate*1_000_000:.0f}pips] + ASTER: {'LONG PAYS SHORT' if aster_fund_rate > 0 else 'SHORT PAYS LONG'} | EXTEND: {'LONG PAYS SHORT' if extend_fund_rate > 0 else 'SHORT PAYS LONG'} + ASTER: [ Notional Position $ : {Aster.notional_position:.4f} ] | EXTEND: [ Notional Position $ : {Extend.notional_position:.4f} ] - TGT NOTIONAL: $ {abs(ALPHA_TGT_NOTIONAL_FINAL):.2f}; Flatten Open Positions Flag? {ALGO_CONFIG.Overrides.Flatten_Open_Positions}; Opportunistic? {ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic} - AT TARGET? : {at_notional_target.value}; is_locked?: {at_notional_target.is_locked} - >5min Fund? : {( sec_until_funding > ( 60*5 ) )} + SAME TIME? : {next_funding_at_same_time} [ Minutes Between Fundings: {min_between_fundings} ] + NET FUNDING : {next_net_funding_rate:.6%} [{next_net_funding_rate*10_000:.2f}bps] [{next_net_funding_rate*1_000_000:.0f}pips]; Is Zero?: {Flags.NET_FUNDING_IS_ZERO} [Min: {Config.Config.Min_Fund_Rate_Pct_To_Trade}] + FR BEST : {fr_best_side:<5} at {fr_best_exch}; FR Factor %: {fr_factor:.4%} * {next_net_funding_rate:.4%} = {float(fr_factor)*float(next_net_funding_rate):.6%} + - ASTER : {ASTER.notional_position:.4f} -> {ASTER_TGT_NOTIONAL:.2f} [ Remain: {ASTER_TGT_TAIL.value:.4f} ] | EXTEND: {EXTEND.notional_position:.4f} -> {EXTEND_TGT_NOTIONAL:.2f} [ Remain: {EXTEND_TGT_TAIL.value:.4f} ] - ASTER : {ASTER_TGT_NOTIONAL:.2f} - {ASTER.notional_position:.2f} + {ASTER.unrealized_pnl:.2f} = {ASTER_TGT_TAIL.value:2f} | EXTEND: {EXTEND_TGT_NOTIONAL:.2f} - {EXTEND.notional_position:.2f} + {EXTEND.unrealized_pnl:.2f} = {EXTEND_TGT_TAIL.value:2f} - ASTER : {ASTER_TGT_TAIL_BASE_QTY:.4f} > {ASTER.min_order_size:.4f} min [ Order: {ASTER_TGT_TAIL_ORDERABLE} ] | EXTEND: {EXTEND_TGT_TAIL_BASE_QTY:.4f} > {EXTEND.min_order_size:.4f} min [ Order: {EXTEND_TGT_TAIL_ORDERABLE} ] + ALPHA SIDE : {signal.side:<5} at {signal.exchange} + ALPHA ALPHA : {signal.expected_alpha: .4f} [{signal.expected_alpha*100:.2f}bps] [{signal.expected_alpha*10_000:.2f}pips]; Current {signal.current_ratio:.4f} [{signal.current_ratio*10_000:.2f}scl] {">" if signal.side=='BUY' else "<"} Model {signal.model_ratio:.4f} [{signal.model_ratio*10_000:.2f}scl] + ALPHA St.Dev: Buy Ratio Std: {Aster.buy_ratio_std:.4%} + + *** ALPHA SIGNAL: {signal.signal} *** + + ASTER: [ Notional Position $ : {Aster.notional_position:05.4f} ] | EXTEND: [ Notional Position $ : {Extend.notional_position:05.4f} ] + ASTER: {Aster.notional_position:05.4f} -> {aster_target.notional_tgt:05.4f} [ Remain: {aster_target.notional_tail:05.4f} ] | EXTEND: {Extend.notional_position:05.4f} -> {extend_target.notional_tgt:05.4f} [ Remain: {extend_target.notional_tail:05.4f} ] + ASTER: {aster_target.notional_tgt:.2f} - {Aster.notional_position:.2f} + {Aster.unrealized_pnl:.2f} = {aster_target.notional_tail:2f} | EXTEND: {extend_target.notional_tgt:.2f} - {Extend.notional_position:.2f} + {Extend.unrealized_pnl:.2f} = {extend_target.notional_tail:2f} + + TGT NOTIONAL: $ {abs(alpha_target_notional):.2f}; Flatten Open Positions Flag? {Config.Overrides.Flatten_Open_Positions}; Opportunistic? {Config.Overrides.Flatten_Open_Positions_Opportunistic} --- ASTER OPEN ORDERS --- - {ASTER_OPEN_ORDERS} + {Aster_Open_Orders} --- EXTEND OPEN ORDERS --- - {EXTEND_OPEN_ORDERS} + {Extend_Open_Orders} ''') - - if ALGO_CONFIG.Logging.Log_Summary_Each_Loop: + if Config.Logging.Log_Summary_Each_Loop: print_summary(use_logging=True) - if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + if Config.Logging.Print_Summary_Each_Loop: print_summary(use_logging=False) - ### Define Ordering Logic ### - ''' - Notes - - handle increasing vs flattening - - if increasing, set not reduce only - - if flattening, set as reduce only and make sure allowed to trade below min notional, and qty calc should be exact - - handle opportunistic vs immediate - - handle cancel-replace manually for aster and sometimes manually for extend (e.g. cant change certain things on an existing order) - - gracefully handle err responses (well known err codes e.g.) and response errors (e.g. json fails to parse) - ''' - - async def cancel_aster_order(open_order_id: str): - global ASTER_OPEN_ORDERS - start = time.time() - cancel_order: dict = { - "url": "/fapi/v3/order", - "method": "DELETE", - "params": { - 'symbol': ASTER.symbol, - 'orderId': open_order_id, - } - } - cr: dict = await aster_auth.post_authenticated_url(cancel_order) # ty:ignore[invalid-assignment] - if cr.get('status', None) == 'CANCELED': - ASTER_OPEN_ORDERS.pop(0) - else: - logging.warning(f'ASTER ORDER FAILED TO CANCEL DURING CR ({open_order_id}): RESP {cr}') - logging.info(f'TIMING - cancel_aster_order: {(time.time() - start)*1000:.2f}') - - async def post_aster_order( - symbol: str, - side: str, - qty: Decimal, - price: Decimal, - reduceOnly: bool, - postOnly: bool - ): - global ASTER_OPEN_ORDERS - global Just_Rejected_Or_Expired + ### ASTER + async def aster_order_logic(): + skip = False + side = aster_target.side + price_worsener: Decimal = Decimal(str(Aster.min_price)) * Decimal(str(int(Config.Config.Price_Worsener_Aster))) - if postOnly: - timeInForce = 'GTX' + if side == 'BUY': + tob_px: Decimal = Decimal(str(aster_ticker_dict['best_bid_px'])) + price: Decimal = tob_px - price_worsener else: - timeInForce = 'GTC' + tob_px: Decimal = Decimal(str(aster_ticker_dict['best_ask_px'])) + price: Decimal = tob_px + price_worsener - post_order = { - "url": "/fapi/v3/order", - "method": "POST", - "params": { - 'symbol': symbol, - 'side': side, - 'type': 'LIMIT', - 'timeInForce': timeInForce, - 'quantity': qty, - 'price': price, - 'reduceOnly': reduceOnly - } - } - order_resp: dict = await aster_auth.post_authenticated_url(post_order) # ty:ignore[invalid-assignment] - if order_resp.get('orderId', None) is not None: - order_resp['original_price'] = price - order_resp['order_status'] = order_resp['status'] - - ASTER_OPEN_ORDERS.append(order_resp) - Just_Rejected_Or_Expired = False - - utils.send_tg_alert(f'FR_ALGO - ASTER Order ({order_resp['orderId']}). Start_$: {ASTER.notional_position:.4f}; Value: {float(ASTER_TGT_TAIL_BASE_QTY)*float(price):.4f}; Price: {float(price):.4f}') - logging.info(f'ASTER ORDER PLACED SUCCESS: {order_resp}') - print_summary(use_logging=True) - else: - logging.critical(f'*** Aster Order Response Abnormal: {order_resp}; post_order: {post_order}') + qty: Decimal = aster_target.base_tail(price=price) + + ### CHECKS ### + if abs( (qty*price) + Decimal(str(Aster.notional_position)) ) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'TRYING TO ORDER OVER MAX NOTIONAL - ASTER: {Aster.notional_position} + {(qty*price) + Decimal(str(Aster.notional_position))} (qty: {aster_target.base_tail(price=price)}; px: {price})') + skip = True await kill_algo() - - async def cancel_extend_order(order_id: str): - r = EXTEND_CLIENT.orders.cancel_order(order_id=order_id) - - r = dict(r) - if r.get('status', None) == 'OK': - logging.info(f'EXTEND ORDER CANCELLED: {order_id}') - else: - logging.warning(f'EXTEND ORDER FAILED TO CANCEL DURING CR ({order_id}): RESP {r}') - - async def post_extend_order( - symbol: str, - side: str, - qty: Decimal, - price: Decimal, - reduceOnly: bool, - postOnly: bool, - cxl_prev_order_id: str | None = None, - ): - global EXTEND_OPEN_ORDERS - global Just_Rejected_Or_Expired - - side = OrderSide.BUY if side == 'BUY' else OrderSide.SELL - taker_fee = Decimal("0.00025") - try: - order_resp: WrappedApiResponse[PlacedOrderModel] = await EXTEND_CLIENT.place_order( - market_name=symbol, - amount_of_synthetic=qty, - price=price, - side=side, - taker_fee=taker_fee, - previous_order_id=cxl_prev_order_id, - post_only=postOnly, - reduce_only=reduceOnly - ) - except Exception as e: - logging.critical(e) - - order_resp_dict = dict(order_resp) - - if order_resp_dict.get('status', None) == 'ERROR': - if order_resp_dict['error']['code']==1142: - logging.info('Cant find edit order for Extend, skipping cancel.') - else: - logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') - await kill_algo() - if order_resp_dict.get('status', None) == 'OK': - if EXTEND_OPEN_ORDERS: - EXTEND_OPEN_ORDERS.pop(0) - - order_dict = dict(order_resp_dict['data']) - order_dict['status'] = 'NEW' - order_dict['price'] = str(price) - order_dict['qty'] = str(qty) - order_dict['filled_qty'] = str(0) - order_dict['side'] = str(side) - - EXTEND_OPEN_ORDERS.append(order_dict) - Just_Rejected_Or_Expired = False - utils.send_tg_alert(f'FR_ALGO - EXTEND Order ({order_dict.get('id', None)}). Start_$: {EXTEND.notional_position:.2f}; Value: {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price):.2f}; Price: {float(price):.2f}') - logging.info(f'EXTEND ORDER PLACED SUCCESS: {order_dict}') - print_summary(use_logging=True) - else: - logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') + if not(aster_target.is_orderable(price=price)) and Aster_Open_Orders: + logging.info('ASTER HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS; SKIPPING') + skip = True + await aster_cancel_all_orders() + if aster_target.is_orderable(price=price) and aster_target.base_tail(price=price) == Decimal('0.00'): + logging.info(f'ASTER TRYNG TO ORDER 0.00 BASE QTY, SKIPPING: base_qty: {aster_target.base_tail(price=price)}; {aster_target}') + skip = True await kill_algo() + if aster_target.is_orderable(price=price) and price == Decimal(str(0.00)).quantize(Decimal(str(aster_target.min_order_price)), rounding="ROUND_DOWN"): + logging.info(f'ASTER TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING: {aster_target}') + skip = True + await kill_algo() + ### Order Path ### + if aster_target.is_orderable(price=price) and not(skip): + if Aster_Open_Orders: # Cancel Open Order? + open_order_dict = dict(Aster_Open_Orders[0]) + open_order_id = str(open_order_dict['order_id']) + try: + open_order_px = float(open_order_dict['price']) + except Exception as e: + logging.critical(f'Aster cant find price on order obj: {open_order_dict}; e: {e}') + await kill_algo() + + if Decimal(str(float(open_order_px))) == price: + skip = True + if Config.Logging.Print_Summary_Each_Loop: + print('ASTER OPEN ORDER NO PX CHG; SKIPPING') + else: + await cancel_aster_order(open_order_id) + skip = False - ### ASTER - if ALGO_CONFIG.Overrides.Allow_Ordering_Aster and ASTER_TGT_TAIL_ORDERABLE: # Tier 1 Overrides - if alpha_signal or ALGO_CONFIG.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha - skip = False - side = 'BUY' if ASTER_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' - qty = Decimal(value=str(abs(ASTER_TGT_TAIL_BASE_QTY))) - price = ASTER_TOB_PX - ( float(ASTER.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Aster) ) if side == 'BUY' else ASTER_TOB_PX + ( float(ASTER.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Aster) ) - - if abs( ( float(ASTER_TGT_TAIL_BASE_QTY)*float(price) ) + ASTER.notional_position ) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - ASTER: {ASTER.notional_position} + {float(ASTER_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(ASTER_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') - await kill_algo() - - if ASTER_OPEN_ORDERS: # Cancel Open Order? - open_order_id = ASTER_OPEN_ORDERS[0].get('order_id') if ASTER_OPEN_ORDERS[0].get('order_id') is not None else ASTER_OPEN_ORDERS[0]['orderId'] - open_order_px = float(ASTER_OPEN_ORDERS[0].get('price',0)) if ASTER_OPEN_ORDERS[0].get('price') is not None else float(ASTER_OPEN_ORDERS[0]['original_price']) - - open_order_dict = dict(ASTER_OPEN_ORDERS[0]) + if not (skip): + print_summary(use_logging=True) + await post_aster_order( + symbol=Aster.symbol, + side=side, + qty=qty, + price=price, + reduceOnly=aster_target.is_reduce_only(price=price), + postOnly=True, + ) + + ### EXTEND + async def extend_order_logic(): + skip = False + side = extend_target.side + time_since_last_aster_fill_ms = ( datetime.now().timestamp()*1000 ) - Last_Aster_Fill_Time_Ts + if time_since_last_aster_fill_ms > ( 1000 * Config.Config.Switch_To_Taker_Seconds ): # Change to allow taker orders if its been more than x seconds + post_only = False + price_worsener: Decimal = Decimal(str(Extend.min_price)) * Decimal(str(int(Config.Config.Price_Worsener_Extend))) + else: + post_only = True + price_worsener = Decimal('0') + + if side == 'BUY': + tob_px: Decimal = Decimal(str(extend_ticker_dict['best_bid_px'])) + price: Decimal = tob_px - price_worsener + else: + tob_px: Decimal = Decimal(str(extend_ticker_dict['best_ask_px'])) + price: Decimal = tob_px + price_worsener + + qty: Decimal = extend_target.base_tail(price=price) + + ### CHECKS ### + if abs( (qty*price) + Decimal(str(Extend.notional_position)) ) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'TRYING TO ORDER OVER MAX NOTIONAL - EXTEND: {Extend.notional_position} + {(qty*price) + Decimal(str(Extend.notional_position))} (qty: {extend_target.base_tail(price=price)}; px: {price})') + skip = True + await kill_algo() + if not(extend_target.is_orderable(price=price)) and Extend_Open_Orders: + logging.info('EXTEND HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS; SKIPPING') + skip = True + await extend_cancel_all_orders() + if extend_target.is_orderable(price=price) and extend_target.base_tail(price=price) == Decimal('0.00'): + logging.info(f'EXTEND TRYNG TO ORDER 0.00 BASE QTY, SKIPPING: base_qty: {extend_target.base_tail(price=price)}; {extend_target}') + skip = True + await kill_algo() + if extend_target.is_orderable(price=price) and price == Decimal(str(0.00)).quantize(Decimal(str(extend_target.min_order_price)), rounding="ROUND_DOWN"): + logging.info(f'EXTEND TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING: {extend_target}') + skip = True + await kill_algo() + ### Order Path ### + if extend_target.is_orderable(price=price) and not(skip): + open_order_id = None + if Extend_Open_Orders: # Cancel Open Order? + open_order_dict = dict(Extend_Open_Orders[0]) open_order_id = str(open_order_dict['order_id']) open_order_px = float(open_order_dict['price']) - min_price = ASTER.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: - if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: - print('ASTER OPEN ORDER NO PX CHG; SKIPPING') - skip = True - else: - await cancel_aster_order(open_order_id) # ty:ignore[invalid-argument-type] - - if ASTER_TGT_TAIL_BASE_QTY == 0.00: - logging.info('ASTER TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') - skip = True - - if not skip: - min_price = ASTER.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) - - if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): - logging.info('ASTER TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') - continue - - if qty >= ASTER.min_order_size and ((qty*price) > ASTER.min_notional): - reduceOnly = False - else: - reduceOnly = True - - await post_aster_order( - symbol=ASTER.symbol, - side=side, - qty=qty, - price=price, - reduceOnly=reduceOnly, - postOnly=True, - ) - else: - pass - elif not(ASTER_TGT_TAIL_ORDERABLE) and ASTER_OPEN_ORDERS: - logging.info('ASTER HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') - await extend_cancel_all_orders() - - ### EXTEND ### - if ALGO_CONFIG.Overrides.Allow_Ordering_Extend and EXTEND_TGT_TAIL_ORDERABLE: # Tier 1 Overrides - if alpha_signal or ALGO_CONFIG.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha - skip = False - side = 'BUY' if EXTEND_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' - qty = Decimal(value=str(abs(EXTEND_TGT_TAIL_BASE_QTY))) - price = EXTEND_TOB_PX - ( float(EXTEND.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Extend) ) if side == 'BUY' else EXTEND_TOB_PX + ( float(EXTEND.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Extend) ) # ty:ignore[invalid-assignment] - - if abs( ( float(EXTEND_TGT_TAIL_BASE_QTY)*float(price) ) + EXTEND.notional_position ) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - EXTEND: {EXTEND.notional_position} + {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(EXTEND_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') - await kill_algo() - - if EXTEND_OPEN_ORDERS: # Cancel Open Order? - open_order_dict = dict(EXTEND_OPEN_ORDERS[0]) - open_order_id = str(open_order_dict['external_id']) - open_order_px = float(open_order_dict['price']) - - min_price = EXTEND.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: - if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + if Decimal(str(float(open_order_px))) == price: + skip = True + if Config.Logging.Print_Summary_Each_Loop: print('EXTEND OPEN ORDER NO PX CHG; SKIPPING') - skip = True - else: - open_order_id = None - - if EXTEND_TGT_TAIL_BASE_QTY == 0.00: - logging.info('EXTEND TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') - skip = True - - if not skip: - min_price = EXTEND.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) - - if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): - logging.info('EXTEND TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') - continue - - if qty >= EXTEND.min_order_size and ((qty*price) > EXTEND.min_notional): - reduceOnly = False else: - reduceOnly = True + skip = False + if not (skip): + print_summary(use_logging=True) await post_extend_order( - symbol=EXTEND.symbol, + symbol=Extend.symbol, side=side, qty=qty, price=price, - reduceOnly=reduceOnly, - postOnly=True, + reduceOnly=extend_target.is_reduce_only(price=price), + postOnly=post_only, cxl_prev_order_id=open_order_id ) - else: - pass - elif not(EXTEND_TGT_TAIL_ORDERABLE) and EXTEND_OPEN_ORDERS: - logging.info('EXTEND HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') - await extend_cancel_all_orders() - ### Continue immediately or sleep ### - if ASTER_OPEN_ORDERS or EXTEND_OPEN_ORDERS: - if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + ### CHECK TIME TO FUNDING AND WHETHER TO BE ACTIVE ### + if ( time_to_funding_ms > min_time_to_funding ) and (not Aster_Open_Orders) and (not Extend_Open_Orders): + logging.info(f'Outside action window (minutes) and no active order (sleeping for 5 sec): {pd.to_datetime(time_to_funding_ms, unit='ms').minute} > {pd.to_datetime(min_time_to_funding, unit='ms').minute}') + time.sleep(5) + else: + await aster_order_logic() + await extend_order_logic() + + if Aster_Open_Orders or Extend_Open_Orders: + if Config.Logging.Print_Summary_Each_Loop: print(f'_____ Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Continuing...') continue else: - if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: - print(f'_____ End No Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Sleeping for sec: {ALGO_CONFIG.Config.Loop_Sleep_Sec:.0f}') - time.sleep(ALGO_CONFIG.Config.Loop_Sleep_Sec) + if Config.Logging.Print_Summary_Each_Loop: + print(f'_____ End No Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Sleeping for sec: {Config.Config.Loop_Sleep_Sec:.0f}') + time.sleep(Config.Config.Loop_Sleep_Sec) except KeyboardInterrupt: logging.info('CANCELLING OPEN ORDERS') await kill_algo() @@ -926,10 +1162,11 @@ async def main(): global EXTEND_CLIENT global VAL_KEY global CON - global ALGO_CONFIG - global ASTER - global EXTEND + global Config + global Aster + global Extend global Open_Symbols + global Funding_Rates_Min_Remaining_Factor_Pcts _, EXTEND_CLIENT = await extend_auth.create_auth_account_and_trading_client() @@ -937,55 +1174,42 @@ async def main(): engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate') await set_comb_open_symbols() + # Open_Symbols = ['HYPE-USD'] best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] + if Open_Symbols: logging.info(f'OPEN SYMBOLS: {Open_Symbols}') master_data = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_master')) # ty:ignore[invalid-argument-type] open_symbol_to_work = Open_Symbols[0] current_pos_master_ast = [d for d in master_data if d.get('symbol_ext') == open_symbol_to_work][0] - ASTER = structs.Perpetual_Exchange( - mult = int(current_pos_master_ast['max_leverage_ast']), - lh_asset = current_pos_master_ast['lh_asset_ast'], - rh_asset = current_pos_master_ast['rh_asset_ast'], - symbol_asset_separator = '', - initial_funding_rate=float(current_pos_master_ast['funding_rate_ast']), - min_price=float(current_pos_master_ast['min_price_ast']), - min_order_size=float(current_pos_master_ast['min_order_size_ast']), - min_lot_size=float(current_pos_master_ast['min_lot_size_ast']), - min_notional=float(current_pos_master_ast['min_notional_ast']), - buy_ratio=float(current_pos_master_ast['buy_ratio_ast']), - ) - EXTEND = structs.Perpetual_Exchange( - mult = int(current_pos_master_ast['max_leverage_ext']), - lh_asset = current_pos_master_ast['lh_asset_ext'], - rh_asset = current_pos_master_ast['rh_asset_ext'], - symbol_asset_separator = '-', - initial_funding_rate=float(current_pos_master_ast['funding_rate_ext']), - min_price=float(current_pos_master_ast['min_price_ext']), - min_order_size=float(current_pos_master_ast['min_order_size_ext']), - min_lot_size=float(current_pos_master_ast['min_lot_size_ext']), - min_notional=float(current_pos_master_ast['min_notional_ext']), - buy_ratio=float(current_pos_master_ast['buy_ratio_ext']), - ) + + Aster, Extend = create_exchange_objs_from_dict(exchanges_dict=current_pos_master_ast) + Open_Symbols.pop(0) else: - ASTER = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) - EXTEND = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) + Aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) + Extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) # await get_aster_exch_info(symbol_override=Open_Symbols[0]) # await get_extend_exch_info(symbol_override=Open_Symbols[0]) with open('algo_config.json', mode='r', encoding='utf-8') as file: - ALGO_CONFIG = json.load(file) - ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG) + Config = json.load(file) + Config = structs.Algo_Config(**Config) - ALGO_CONFIG.Config.Max_Target_Notional = float(min([ASTER.mult, EXTEND.mult]) * ALGO_CONFIG.Config.Target_Open_Cash_Position) + Config.Config.Max_Target_Notional = float(min([Aster.mult, Extend.mult]) * Config.Config.Target_Open_Cash_Position) # logging.info(f'Initial Algo Config: {ALGO_CONFIG}') - VAL_KEY.set(name='fr_orchestrator_output', value=json.dumps(obj=ALGO_CONFIG.model_dump())) - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + VAL_KEY.set(name='fr_orchestrator_output', value=json.dumps(obj=Config.model_dump())) + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) + Funding_Rates_Min_Remaining_Factor_Pcts = calc_fr_minutes_remaining_factor( + min_start_procedure = 30, + min_to_end_procedure = 7, + factor_exp_pct = 0.50 + ) + async with engine.connect() as CON: ### ASTER SETUP ### # await get_aster_collateral() diff --git a/main_trading_only.py b/main_trading_only.py deleted file mode 100644 index a64fe9e..0000000 --- a/main_trading_only.py +++ /dev/null @@ -1,870 +0,0 @@ - -from x10.utils.http import WrappedApiResponse -from x10.perpetual.trading_client.trading_client import PerpetualTradingClient -import asyncio -import json -import logging -import math -import os -import time -import traceback -from datetime import datetime, timezone -from decimal import ROUND_DOWN, ROUND_UP, ROUND_HALF_UP, Decimal -from typing import AsyncContextManager -from dataclasses import dataclass, asdict -from typing import Any -import numpy as np -import pandas as pd -import requests - -# import talib -import valkey -from dotenv import load_dotenv -from sqlalchemy import text -from sqlalchemy.ext.asyncio import create_async_engine -from x10.models.order import OrderSide, PlacedOrderModel - -import modules.utils as utils -import modules.aster_auth as aster_auth -import modules.extended_auth as extend_auth -import modules.structs as structs - -### Clients ### -EXTEND_CLIENT: PerpetualTradingClient -CON: AsyncContextManager -VAL_KEY: valkey.Valkey - -### Logging ### -load_dotenv() -LOG_FILEPATH: str = f'{os.getenv(key="LOGS_PATH")}/Fund_Rate_Algo.log' - -### Algo Config ### -Config: structs.Algo_Config - -### Exchanges ### -Aster: structs.Perpetual_Exchange -Extend: structs.Perpetual_Exchange - -### Globals ### -Open_Symbols: list[str] = [] -Last_Aster_Fill_Time_Ts: float = 0.00 -Just_Rejected_Or_Expired: bool = False - -Aster_Open_Orders: list[dict] = [] -Extend_Open_Orders: list[dict] = [] - -### Flags ### -# Flags = structs.Flags() - - -### Define Ordering Logic ### -''' -Notes -- handle increasing vs flattening - - if increasing, set not reduce only - - if flattening, set as reduce only and make sure allowed to trade below min notional, and qty calc should be exact -- handle opportunistic vs immediate -- handle cancel-replace manually for aster and sometimes manually for extend (e.g. cant change certain things on an existing order) -- gracefully handle err responses (well known err codes e.g.) and response errors (e.g. json fails to parse) -''' - -async def cancel_aster_order(open_order_id: str): - global Aster_Open_Orders - start = time.time() - cancel_order: dict = { - "url": "/fapi/v3/order", - "method": "DELETE", - "params": { - 'symbol': Aster.symbol, - 'orderId': open_order_id, - } - } - cr: dict = await aster_auth.post_authenticated_url(cancel_order) # ty:ignore[invalid-assignment] - if cr.get('status', None) == 'CANCELED': - Aster_Open_Orders.pop(0) - else: - logging.warning(f'ASTER ORDER FAILED TO CANCEL DURING CR ({open_order_id}): RESP {cr}') - logging.info(f'TIMING - cancel_aster_order: {(time.time() - start)*1000:.2f}') - -async def post_aster_order( - symbol: str, - side: str, - qty: Decimal, - price: Decimal, - reduceOnly: bool, - postOnly: bool -): - global Aster_Open_Orders - global Just_Rejected_Or_Expired - - if postOnly: - timeInForce = 'GTX' - else: - timeInForce = 'GTC' - - post_order = { - "url": "/fapi/v3/order", - "method": "POST", - "params": { - 'symbol': symbol, - 'side': side, - 'type': 'LIMIT', - 'timeInForce': timeInForce, - 'quantity': qty, - 'price': price, - 'reduceOnly': reduceOnly - } - } - order_resp: dict = await aster_auth.post_authenticated_url(post_order) # ty:ignore[invalid-assignment] - if order_resp.get('orderId', None) is not None: - order_resp['original_price'] = price - order_resp['order_status'] = order_resp['status'] - - Aster_Open_Orders.append(order_resp) - Just_Rejected_Or_Expired = False - - utils.send_tg_alert(f'FR_ALGO - ASTER Order ({order_resp['orderId']}). Start_$: {Aster.notional_position:.4f}; {side}: {float(qty)*float(price):.4f}; Price: {float(price):.4f}') - logging.info(f'ASTER ORDER PLACED SUCCESS: {order_resp}') - # print_summary(use_logging=True) - else: - logging.critical(f'*** Aster Order Response Abnormal: {order_resp}; post_order: {post_order}') - await kill_algo() - -async def cancel_extend_order(order_id: str): - r = EXTEND_CLIENT.orders.cancel_order(order_id=order_id) - - r = dict(r) - if r.get('status', None) == 'OK': - logging.info(f'EXTEND ORDER CANCELLED: {order_id}') - else: - logging.warning(f'EXTEND ORDER FAILED TO CANCEL DURING CR ({order_id}): RESP {r}') - -async def post_extend_order( - symbol: str, - side: str, - qty: Decimal, - price: Decimal, - reduceOnly: bool, - postOnly: bool, - cxl_prev_order_id: str | None = None, -): - global Extend_Open_Orders - global Just_Rejected_Or_Expired - - side = OrderSide.BUY if side == 'BUY' else OrderSide.SELL - taker_fee = Decimal("0.00025") - try: - order_resp: WrappedApiResponse[PlacedOrderModel] = await EXTEND_CLIENT.place_order( - market_name=symbol, - amount_of_synthetic=qty, - price=price, - side=side, - taker_fee=taker_fee, - previous_order_id=cxl_prev_order_id, - post_only=postOnly, - reduce_only=reduceOnly - ) - except Exception as e: - logging.critical(e) - - order_resp_dict = dict(order_resp) - - if order_resp_dict.get('status', None) == 'ERROR': - if order_resp_dict['error']['code']==1142: - logging.info('Cant find edit order for Extend, skipping cancel.') - else: - logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') - await kill_algo() - if order_resp_dict.get('status', None) == 'OK': - if Extend_Open_Orders: - Extend_Open_Orders.pop(0) - - order_dict = dict(order_resp_dict['data']) - order_dict['status'] = 'NEW' - order_dict['price'] = str(price) - order_dict['qty'] = str(qty) - order_dict['filled_qty'] = str(0) - order_dict['side'] = str(side) - - Extend_Open_Orders.append(order_dict) - Just_Rejected_Or_Expired = False - utils.send_tg_alert(f'FR_ALGO - EXTEND Order ({order_dict.get('id', None)}). Start_$: {Extend.notional_position:.2f}; {str(side)}: {float(qty)*float(price):.2f}; Price: {float(price):.2f}') - logging.info(f'EXTEND ORDER PLACED SUCCESS: {order_dict}') - # print_summary(use_logging=True) - else: - logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') - await kill_algo() - -### OPEN ORDERS ### -async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open_orders: list[dict]) -> list[dict]: # exch = 'ASTER' | 'EXTEND' - global Just_Rejected_Or_Expired - global Last_Aster_Fill_Time_Ts - - if ws_open_orders: - for idx, o in enumerate(local_open_orders): - o = dict(o) - if o.get('order_id') is not None: - ws_order_id_field = 'order_id' - elif o.get('orderId') is not None: - ws_order_id_field = 'orderId' - else: - ws_order_id_field = 'id' - - order_id = o[ws_order_id_field] - order_orig_status: str = o.get('status') if o.get('status') is not None else o['order_status'] # ty:ignore[invalid-assignment] - order_update: list[dict] = [dict(ou) for ou in ws_open_orders if dict(ou).get('order_id', None) == order_id] - - if len(order_update) > 0: - order_update: dict = order_update[0] - order_update_status: str = order_update.get('status') if order_update.get('status') is not None else order_update['order_status'] # ty:ignore[invalid-assignment] - order_status_changed: bool = order_orig_status.upper() != order_update_status.upper() - - local_open_orders[idx]['order_id'] = order_id - local_open_orders[idx]['status'] = order_update_status - local_open_orders[idx]['price'] = order_update.get('price', 0) if order_update.get('price') is not None else order_update['original_price'] - - if order_status_changed: - logging.info(f'{exch} ORDER ({order_id}): {order_orig_status} -> {order_update_status}') - local_open_orders[idx] = order_update - if order_update_status in ['CANCELLED','CANCELED','EXPIRED','REJECTED']: - logging.info(f'{exch} ORDER CANCELLED or EXPIRED: {order_id}') - local_open_orders.pop(idx) - Just_Rejected_Or_Expired = True - utils.send_tg_alert(f'FR_ALGO - {exch} REJECTED ({order_id})') - elif order_update_status in ['PARTIALLY_FILLED']: - logging.info(f'{exch} ORDER PARTIALLY FILLED: {order_id}') - # await get_aster_collateral() - if exch=='ASTER': - await get_aster_notional_position(resp=ws_open_orders) - Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 - else: - await get_extend_notional() - utils.send_tg_alert(f'FR_ALGO - {exch} PARTIALLY FILLED ({order_id})') - elif order_update_status in ['FILLED']: - logging.info(f'{exch} ORDER FILLED: {order_id}') - local_open_orders.pop(idx) - # await get_aster_collateral() - if exch=='ASTER': - await get_aster_notional_position(resp=ws_open_orders) - Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 - else: - await get_extend_notional() - utils.send_tg_alert(f'FR_ALGO - {exch} FILLED ({order_id})') - else: - logging.critical(f'{exch} ORDER STATUS CHG TO UNEXPECTED VALUE, KILLING... ({order_id}): {order_orig_status} -> {order_update_status}') - await kill_algo() - return local_open_orders - -async def get_aster_open_orders(): - global Aster_Open_Orders - - fut_acct_openOrders = { - "url": "/fapi/v3/openOrders", - "method": "GET", - "params": {} - } - Aster_Open_Orders = await aster_auth.post_authenticated_url(fut_acct_openOrders) # ty:ignore[invalid-assignment] - -async def get_extend_open_orders(): - global Extend_Open_Orders - - Extend_Open_Orders = list(dict(await EXTEND_CLIENT.account.get_open_orders()).get('data', 0)) - -### WALLLET ### -async def get_aster_account_open_symbols() -> list[str]: - fut_acct_positionRisk: dict = { - "url": "/fapi/v3/positionRisk", - "method": "GET", - "params": { - 'symbol':'' - } - } - try: - resp: list = await aster_auth.post_authenticated_url(req=fut_acct_positionRisk) # ty:ignore[invalid-assignment] - except Exception as e: - logging.critical(f'JSONDecodeError trying to get Aster open orders: {e}; resp: {resp}') - await kill_algo() - resp: list = [] - ld = [ utils.symbol_to_extend_fmt(x['symbol']) for x in resp if abs(float(x.get('positionAmt', 0))) > 0] - return ld - -async def get_aster_notional_position(resp: list | None = None): - global Aster - - previous_notional_obj = Aster.notional_obj - previous_notional_position = Aster.notional_position - - if resp: - pos_dict = [x for x in resp if x.get('symbol', None) == Aster.symbol] - if pos_dict: - pos_dict = pos_dict[0] - else: - pos_dict = {} - pos_dict['side'] = 'LONG' - pos_dict['entry_price'] = 0.00 - pos_dict['position_amount'] = 0.00 - pos_dict['unrealized_pnl'] = 0.00 - pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - # logging.info('get_aster_notional - No Positions') - else: - logging.info('Getting Aster Notionals from API') - fut_acct_positionRisk: dict = { - "url": "/fapi/v3/positionRisk", - "method": "GET", - "params": { - 'symbol': Aster.symbol, - } - } - try: - resp: list = await aster_auth.post_authenticated_url(req=fut_acct_positionRisk) # ty:ignore[invalid-assignment] - except Exception as e: - logging.critical(f'JSONDecodeError trying to get Aster notional: {e}; resp: {resp}') - await kill_algo() - resp: list = [] - pos_dict = [x for x in resp if x.get('symbol', None) == Aster.symbol] - if pos_dict: - pos_dict = pos_dict[0] - else: - pos_dict = {} - pos_dict['side'] = 'LONG' - pos_dict['entry_price'] = 0.00 - pos_dict['position_amount'] = 0.00 - pos_dict['unrealized_pnl'] = 0.00 - logging.info('get_aster_notional - No Positions') - pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - - if previous_notional_obj: - if previous_notional_obj['timestamp_arrival'] > pos_dict['timestamp_arrival']: - # logging.info(f'ASTER NOTIONAL: prev timestamp ({pd.to_datetime(previous_notional_obj['timestamp_arrival'], unit='ms')}) > new timestamp ({pd.to_datetime(pos_dict['timestamp_arrival'], unit='ms')}); skipping') - return - - Aster.notional_obj = pos_dict - - if len(pos_dict) < 1: - logging.info(f'BAD NOTIONAL - ASTER CHANGE: Empty pos_dict: {pos_dict}; resp: {resp}') - await kill_algo() - - Aster.unrealized_pnl = float(pos_dict['unrealized_pnl']) if pos_dict.get('unrealized_pnl') is not None else float(pos_dict['unRealizedProfit']) - - if pos_dict.get('notional') is not None: - Aster.notional_position = float(pos_dict['notional']) - Aster.unrealized_pnl - else: - Aster.notional_position = float(pos_dict['position_amount'])*float(pos_dict['entry_price']) - if pos_dict.get('leverage') is not None: - Aster.mult = int(pos_dict['leverage']) - if abs(Aster.notional_position) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'BAD NOTIONAL - ASTER CHANGE: {previous_notional_position} -> {Aster.notional_position}; UR PNL: {Aster.unrealized_pnl}; MULT: {Aster.mult}; pos_dict: {pos_dict}; resp: {resp}; max_tgt_notional: {Config.Config.Max_Target_Notional}') - await kill_algo() - if Aster.notional_position != previous_notional_position: - logging.info(f'ASTER NOTIONAL CHANGE: {previous_notional_position:.2f} -> {Aster.notional_position:.2f}; UR PNL: {Aster.unrealized_pnl:.2f}; MULT: {Aster.mult:.0f}; resp: {bool(resp)}') - -async def get_extend_account_open_symbols() -> list[str]: - resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) - ld = [x.market for x in list(resp) if abs(float(x.size)) > 0] - return ld - -async def set_comb_open_symbols() -> None: - global Open_Symbols - - open_aster_symbols = await get_aster_account_open_symbols() - open_extend_symbols = await get_extend_account_open_symbols() - - Open_Symbols = list(set(open_aster_symbols + open_extend_symbols)) - -async def get_extend_notional(resp: list | None = None): - global Extend - - previous_notional_obj = Extend.notional_obj - previous_notional_position = Extend.notional_position - - if not resp: - resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) - pos_dict = [dict(d) for d in resp if dict(d).get('market') == Extend.symbol] - if pos_dict: - pos_dict = pos_dict[0] - pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - else: - pos_dict = {} - pos_dict['side'] = 'LONG' - pos_dict['value'] = 0.00 - pos_dict['unrealised_pnl'] = 0.00 - pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - logging.info('get_extend_notional - No Positions') - else: - pos_dict = [dict(d) for d in resp if dict(d).get('market') == Extend.symbol] - if pos_dict: - pos_dict = pos_dict[0] - else: - pos_dict = {} - pos_dict['side'] = 'LONG' - pos_dict['value'] = 0.00 - pos_dict['unrealised_pnl'] = 0.00 - pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - # logging.info('get_extend_notional - No Positions') - - # pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) - - if previous_notional_obj: - if previous_notional_obj['timestamp_arrival'] > pos_dict['timestamp_arrival']: - # logging.info(f'EXTEND NOTIONAL: prev timestamp ({pd.to_datetime(previous_notional_obj['timestamp_arrival'], unit='ms')}) > new timestamp ({pd.to_datetime(pos_dict['timestamp_arrival'], unit='ms')}); skipping') - return - else: - previous_notional_obj = {} - - Extend.notional_obj = pos_dict - - Extend.unrealized_pnl = pos_dict.get('unrealised_pnl', 0) - position_side = pos_dict['side'] # LONG or SHORT - notional_pos_abs = abs(float(pos_dict['value'])) - if position_side == 'LONG': - notional_pos_sided = notional_pos_abs - elif position_side == 'SHORT': - notional_pos_sided = notional_pos_abs * -1 - else: - logging.info(f'EXTEND BAD SIDE ON POSITION UPDATE: {pos_dict}') - - Extend.notional_position = notional_pos_sided - float(Extend.unrealized_pnl) - Extend.mult = pos_dict.get('leverage', Extend.mult) - if abs(Extend.notional_position) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'BAD NOTIONAL - EXTEND CHANGE: {previous_notional_position} -> {Extend.notional_position}; UR PNL: {Extend.unrealized_pnl}; MULT: {Extend.mult}; pos_dict: {pos_dict}; resp: {resp}') - await kill_algo() - if Extend.notional_position != previous_notional_position: - logging.info(f'EXTEND NOTIONAL CHANGE: {previous_notional_position} [{previous_notional_obj.get('timestamp_arrival')}] -> {Extend.notional_position:.2f} [{Extend.notional_obj['timestamp_arrival']}]; UR PNL: {Extend.unrealized_pnl:.2f}; MULT: {Extend.mult}; resp: {bool(resp)}') - -### EXCHANGE INFO ### -async def get_aster_exch_info(symbol_override: str | None = None): - global Aster - - if symbol_override: - Aster.symbol = utils.symbol_to_aster_fmt(symbol_override) - - fut_acct_exchangeInfo: dict = { - "url": "/fapi/v3/exchangeInfo", - "method": "GET", - "params": {} - } - r: dict = await aster_auth.post_authenticated_url(fut_acct_exchangeInfo) # ty:ignore[invalid-assignment] - s: list = r['symbols'] - d: dict = [d for d in s if d.get('symbol', None) == Aster.symbol][0] - f: dict = [f for f in d['filters'] if f.get('filterType', None) == 'LOT_SIZE'][0] - q: dict = [f for f in d['filters'] if f.get('filterType', None) == 'PRICE_FILTER'][0] - n: dict = [f for f in d['filters'] if f.get('filterType', None) == 'MIN_NOTIONAL'][0] - - min_qty = float(f['minQty']) - min_qty = int(min_qty) if min_qty == int(min_qty) else min_qty - - min_price = float(q['minPrice']) - min_price = int(min_price) if min_price == int(min_price) else min_price - Aster.min_order_size = min_qty - Aster.min_price = min_price - Aster.min_notional = float(n['notional']) - -async def get_extend_exch_info(symbol_override: str | None = None): - global Extend - - if symbol_override: - Extend.symbol = utils.symbol_to_extend_fmt(symbol_override) - - r = await EXTEND_CLIENT.markets_info.get_markets_dict() - Extend.min_order_size = float(r[Extend.symbol].trading_config.min_order_size) - Extend.min_price = float(r[Extend.symbol].trading_config.min_price_change) - -### CANCEL ORDERS ### -async def aster_cancel_all_orders(): - cancel_all_open_orders = { - "url": "/fapi/v3/allOpenOrders", - "method": "DELETE", - "params": { - 'symbol': Aster.symbol, - } - } - r = await aster_auth.post_authenticated_url(cancel_all_open_orders) - logging.info(f'ASTER CANCEL ALL OPEN ORDERS RESP: {r}') - -async def extend_cancel_all_orders(): - r = await EXTEND_CLIENT.orders.mass_cancel(markets=[Extend.symbol]) - logging.info(f'EXTEND CANCEL ALL OPEN ORDERS RESP: {r}') - -### KILL ALGO ### -async def kill_algo(): - await aster_cancel_all_orders() - await extend_cancel_all_orders() - logging.info('ALGO KILL FLAG ACTIVATED; CANCELLING OPEN ORDERS AND SHUTTING DOWN') - raise ValueError('KILL FLAG ACTIVATED') - -### ALGO LOOP ### -async def run_algo(): - global Config - - global Aster - global Extend - - global Open_Symbols - global Last_Aster_Fill_Time_Ts - global Just_Rejected_Or_Expired - - global Aster_Open_Orders - global Extend_Open_Orders - - # global Flags - - try: - while True: - loop_start = time.time() - # print('__________Start___________') - - ### Load Algo Config ### - Config = json.loads(VAL_KEY.get('fr_orchestrator_output')) # ty:ignore[invalid-argument-type] - Config = structs.Algo_Config(**Config) - Config.Config.Max_Target_Notional = float(min([Aster.mult, Extend.mult]) * Config.Config.Target_Open_Cash_Position) - - ### Load Data from Feedhandlers ### - best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] - best_symbol_by_exchange_aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) - best_symbol_by_exchange_extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) - - # Fund Rates - # aster_fund_rate_dict: Any = VAL_KEY.get('fund_rate_aster') - # aster_fund_rate_dict: dict = json.loads(s=aster_fund_rate_dict) if aster_fund_rate_dict is not None else {} - # if aster_fund_rate_dict.get('symbol', None) != Aster.symbol: - # aster_fund_rate: float = Aster.initial_funding_rate - # # logging.info(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') - # # raise ValueError(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') - # else: - # aster_fund_rate: float = float(aster_fund_rate_dict.get('funding_rate', 0)) - - # extend_fund_rate_dict: Any = VAL_KEY.get('fund_rate_extended') - # extend_fund_rate_dict: dict = json.loads(s=extend_fund_rate_dict) if extend_fund_rate_dict is not None else {} - # if extend_fund_rate_dict.get('symbol', None) != Extend.symbol: - # extend_fund_rate: float = Extend.initial_funding_rate - # # logging.info(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') - # # raise ValueError(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') - # else: - # extend_fund_rate: float = float(extend_fund_rate_dict.get('funding_rate', 0)) - - # if Config.Overrides.Flip_Side_For_Testing: - # aster_fund_rate = aster_fund_rate * -1 - # extend_fund_rate = extend_fund_rate * -1 - - # aster_fund_rate_time = float(aster_fund_rate_dict.get('next_funding_time_ts_ms', 0)) - # aster_fund_rate_time = aster_fund_rate_time+(60*60*1000) if aster_fund_rate_time < (datetime.now().timestamp()*1000) else aster_fund_rate_time - - # extend_fund_rate_time = max([float(extend_fund_rate_dict.get('next_funding_time_ts_ms', 0)), 0]) - # extend_fund_rate_time = extend_fund_rate_time+(60*60*1000) if extend_fund_rate_time < (datetime.now().timestamp()*1000) else extend_fund_rate_time - - # Tickers - aster_ticker_dict: Any = VAL_KEY.get('fut_ticker_aster') - aster_ticker_dict: dict = json.loads(s=aster_ticker_dict) if aster_ticker_dict is not None else {} - if ( aster_ticker_dict.get('symbol', None) != Aster.symbol ) and not(Config.Overrides.Flatten_Open_Positions): - logging.warning(f'ASTER Symbol mismatch: {aster_ticker_dict}; expected symbol: {Aster.symbol}') - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) - time.sleep(5) - continue - # raise ValueError(f'ASTER Symbol mismatch: {ASTER_TICKER_DICT}; expected symbol: {ASTER.symbol}') - - extend_ticker_dict: Any = VAL_KEY.get('fut_ticker_extended') - extend_ticker_dict: dict = json.loads(s=extend_ticker_dict) if extend_ticker_dict is not None else {} - if ( extend_ticker_dict.get('symbol', None) != Extend.symbol) and not(Config.Overrides.Flatten_Open_Positions): - logging.warning(f'EXTEND Symbol mismatch: {extend_ticker_dict}; expected symbol: {Extend.symbol}') - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) - time.sleep(5) - continue - # raise ValueError(f'EXTEND Symbol mismatch: {EXTENDED_TICKER_DICT}; expected symbol: {EXTEND.symbol}') - - ### Load Local Notional Updates from WS ### - aster_ws_pos_updates: Any = VAL_KEY.get(name='fr_aster_user_positions') - aster_ws_pos_updates: list = json.loads(s=aster_ws_pos_updates) if aster_ws_pos_updates is not None else [] - extend_ws_pos_updates: Any = VAL_KEY.get('fr_extended_user_positions') - extend_ws_pos_updates: list = json.loads(extend_ws_pos_updates) if extend_ws_pos_updates is not None else [] - - if len(aster_ws_pos_updates) > 0: - await get_aster_notional_position(resp=aster_ws_pos_updates) - - if len(extend_ws_pos_updates) > 0: - await get_extend_notional(resp=extend_ws_pos_updates) - - ### Load Local Order Updates from WS ### - aster_ws_order_updates: Any = VAL_KEY.get('fr_aster_user_orders') - aster_ws_order_updates: list = json.loads(aster_ws_order_updates) if aster_ws_order_updates is not None else [] - extend_ws_order_updates: Any = VAL_KEY.get('fr_extended_user_orders') - extend_ws_order_updates: list = json.loads(extend_ws_order_updates) if extend_ws_order_updates is not None else [] - - ### CHECK NO MORE THAN 1 OPEN ORDER ON EITHER EXCHANGE ### - if len(Aster_Open_Orders) > 1 or len(Extend_Open_Orders) > 1: - logging.info(f'MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS ({len(Aster_Open_Orders)}): {Aster_Open_Orders}; EXTEND_OPEN_ORDERS ({len(Extend_Open_Orders)}): {Extend_Open_Orders}') - await kill_algo() - raise ValueError('NOT HERE: MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS') - - ### Update Local Open Orders w Changes from WS ### - Aster_Open_Orders = await handle_order_updates(exch='ASTER', local_open_orders=Aster_Open_Orders, ws_open_orders=aster_ws_order_updates) - Extend_Open_Orders = await handle_order_updates(exch='EXTEND', local_open_orders=Extend_Open_Orders, ws_open_orders=extend_ws_order_updates) - - ### Decisions ### - - - - ### Logging ### - def print_summary(use_logging: bool = False): - OUT: Any = logging.info if use_logging else print - - # ASTER: [ Available Collateral: {ASTER_AVAIL_COLLATERAL:.4f} ] | EXTEND: [ Available Collateral: {EXTEND_AVAIL_COLLATERAL:.4f} ] - OUT(f''' - FLIP SIDES FOR TESTING?: {Config.Overrides.Flip_Side_For_Testing}; ASTER ORDER ENABLED? {Config.Overrides.Allow_Ordering_Aster}; EXTEND ORDER ENABLED? {Config.Overrides.Allow_Ordering_Extend} - - MKT : Aster: {Aster.symbol:<10} (best: {best_symbol_by_exchange_aster.symbol}) | Extend: {Extend.symbol:<10} (best: {best_symbol_by_exchange_extend.symbol}) - {pd.to_datetime(aster_fund_rate_time, unit='ms')} ({(pd.to_datetime(aster_fund_rate_time, unit='ms')-datetime.now()):}) | {pd.to_datetime(extend_fund_rate_time, unit='ms')} ({(pd.to_datetime(extend_fund_rate_time, unit='ms')-datetime.now()):}) - ASTER: {aster_fund_rate:.6%} [{aster_fund_rate*10_000:.2f}bps] [{aster_fund_rate*1_000_000:.0f}pips] | EXTEND: {extend_fund_rate:.6%} [{extend_fund_rate*10_000:.2f}bps] [{extend_fund_rate*1_000_000:.0f}pips] - ASTER: {'LONG PAYS SHORT' if aster_fund_rate > 0 else 'SHORT PAYS LONG'} | EXTEND: {'LONG PAYS SHORT' if extend_fund_rate > 0 else 'SHORT PAYS LONG'} - ASTER: [ Notional Position $ : {Aster.notional_position:.4f} ] | EXTEND: [ Notional Position $ : {Extend.notional_position:.4f} ] - - ALPHA SIDE : {ALPHA_EXCH} [{ALPHA_CARRY_SIDE}] - ALPHA SIGNAL: {alpha_signal}; Current {current_ratio:.4f} [{current_ratio*10_000:.2f}scl] {">" if ALPHA_CARRY_SIDE=='BUY' else "<"} Model {alpha_model_ratio:.4f} [{alpha_model_ratio*10_000:.2f}scl] - - TGT NOTIONAL: $ {abs(ALPHA_TGT_NOTIONAL_FINAL):.2f}; Flatten Open Positions Flag? {Config.Overrides.Flatten_Open_Positions}; Opportunistic? {Config.Overrides.Flatten_Open_Positions_Opportunistic} - AT TARGET? : {at_notional_target.value}; is_locked?: {at_notional_target.is_locked} - - - --- ASTER OPEN ORDERS --- - {Aster_Open_Orders} - - --- EXTEND OPEN ORDERS --- - {Extend_Open_Orders} - ''') - if Config.Logging.Log_Summary_Each_Loop: - print_summary(use_logging=True) - if Config.Logging.Print_Summary_Each_Loop: - print_summary(use_logging=False) - - ### ASTER - if Config.Overrides.Allow_Ordering_Aster and ASTER_TGT_TAIL_ORDERABLE: # Tier 1 Overrides - if alpha_signal or Config.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha - skip = False - side = 'BUY' if ASTER_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' - qty = Decimal(value=str(abs(ASTER_TGT_TAIL_BASE_QTY))) - price = ASTER_TOB_PX - ( float(Aster.min_price)*int(Config.Config.Price_Worsener_Aster) ) if side == 'BUY' else ASTER_TOB_PX + ( float(Aster.min_price)*int(Config.Config.Price_Worsener_Aster) ) - - if abs( ( float(ASTER_TGT_TAIL_BASE_QTY)*float(price) ) + Aster.notional_position ) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - ASTER: {Aster.notional_position} + {float(ASTER_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(ASTER_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') - await kill_algo() - - if Aster_Open_Orders: # Cancel Open Order? - open_order_id = Aster_Open_Orders[0].get('order_id') if Aster_Open_Orders[0].get('order_id') is not None else Aster_Open_Orders[0]['orderId'] - open_order_px = float(Aster_Open_Orders[0].get('price',0)) if Aster_Open_Orders[0].get('price') is not None else float(Aster_Open_Orders[0]['original_price']) - - open_order_dict = dict(Aster_Open_Orders[0]) - open_order_id = str(open_order_dict['order_id']) - open_order_px = float(open_order_dict['price']) - - min_price = Aster.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: - if Config.Logging.Print_Summary_Each_Loop: - print('ASTER OPEN ORDER NO PX CHG; SKIPPING') - skip = True - else: - await cancel_aster_order(open_order_id) # ty:ignore[invalid-argument-type] - - if ASTER_TGT_TAIL_BASE_QTY == 0.00: - logging.info('ASTER TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') - skip = True - - if not skip: - min_price = Aster.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) - - if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): - logging.info('ASTER TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') - continue - - if ( qty < Aster.min_order_size ) or ( (qty*price) < Aster.min_notional ): - reduceOnly = True - else: - reduceOnly = False - - await post_aster_order( - symbol=Aster.symbol, - side=side, - qty=qty, - price=price, - reduceOnly=reduceOnly, - postOnly=True, - ) - else: - pass - elif not(ASTER_TGT_TAIL_ORDERABLE) and Aster_Open_Orders: - logging.info('ASTER HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') - await extend_cancel_all_orders() - - ### EXTEND ### - if Config.Overrides.Allow_Ordering_Extend and EXTEND_TGT_TAIL_ORDERABLE: # Tier 1 Overrides - if alpha_signal or Config.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha - skip = False - side = 'BUY' if EXTEND_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' - qty = Decimal(value=str(abs(EXTEND_TGT_TAIL_BASE_QTY))) - price = EXTEND_TOB_PX - ( float(Extend.min_price)*int(Config.Config.Price_Worsener_Extend) ) if side == 'BUY' else EXTEND_TOB_PX + ( float(Extend.min_price)*int(Config.Config.Price_Worsener_Extend) ) # ty:ignore[invalid-assignment] - - if abs( ( float(EXTEND_TGT_TAIL_BASE_QTY)*float(price) ) + Extend.notional_position ) > Config.Config.Max_Target_Notional*Config.Config.Max_Order_Over_Notional_Ratio: - logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - EXTEND: {Extend.notional_position} + {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(EXTEND_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') - await kill_algo() - - if Extend_Open_Orders: # Cancel Open Order? - open_order_dict = dict(Extend_Open_Orders[0]) - open_order_id = str(open_order_dict['external_id']) - open_order_px = float(open_order_dict['price']) - - min_price = Extend.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: - if Config.Logging.Print_Summary_Each_Loop: - print('EXTEND OPEN ORDER NO PX CHG; SKIPPING') - skip = True - else: - open_order_id = None - - if EXTEND_TGT_TAIL_BASE_QTY == 0.00: - logging.info('EXTEND TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') - skip = True - - if not skip: - min_price = Extend.min_price - min_price = int(min_price) if min_price == int(min_price) else min_price - price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) - - if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): - logging.info('EXTEND TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') - continue - - if ( qty < Extend.min_order_size ) or ( (qty*price) < Extend.min_notional ): - reduceOnly = True - else: - reduceOnly = False - - await post_extend_order( - symbol=Extend.symbol, - side=side, - qty=qty, - price=price, - reduceOnly=reduceOnly, - postOnly=True, - cxl_prev_order_id=open_order_id - ) - else: - pass - elif not(EXTEND_TGT_TAIL_ORDERABLE) and Extend_Open_Orders: - logging.info('EXTEND HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') - await extend_cancel_all_orders() - - ### Continue immediately or sleep ### - if Aster_Open_Orders or Extend_Open_Orders: - if Config.Logging.Print_Summary_Each_Loop: - print(f'_____ Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Continuing...') - continue - else: - if Config.Logging.Print_Summary_Each_Loop: - print(f'_____ End No Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Sleeping for sec: {Config.Config.Loop_Sleep_Sec:.0f}') - time.sleep(Config.Config.Loop_Sleep_Sec) - except KeyboardInterrupt: - logging.info('CANCELLING OPEN ORDERS') - await kill_algo() - except Exception as e: - logging.error(traceback.format_exc()) - logging.critical(f'*** ALGO ENGINE CRASHED: {e}') - logging.info('CANCELLING OPEN ORDERS') - utils.send_tg_alert(f'FR_ALGO_CRASHED: {str(e)}') - await kill_algo() - -### MAIN STARTUP ### -async def main(): - global EXTEND_CLIENT - global VAL_KEY - global CON - global Config - global Aster - global Extend - global Open_Symbols - - - _, EXTEND_CLIENT = await extend_auth.create_auth_account_and_trading_client() - VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True) - engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate') - - await set_comb_open_symbols() - - best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] - if Open_Symbols: - logging.info(f'OPEN SYMBOLS: {Open_Symbols}') - master_data = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_master')) # ty:ignore[invalid-argument-type] - open_symbol_to_work = Open_Symbols[0] - current_pos_master_ast = [d for d in master_data if d.get('symbol_ext') == open_symbol_to_work][0] - Aster = structs.Perpetual_Exchange( - mult = int(current_pos_master_ast['max_leverage_ast']), - lh_asset = current_pos_master_ast['lh_asset_ast'], - rh_asset = current_pos_master_ast['rh_asset_ast'], - symbol_asset_separator = '', - initial_funding_rate=float(current_pos_master_ast['funding_rate_ast']), - min_price=float(current_pos_master_ast['min_price_ast']), - min_order_size=float(current_pos_master_ast['min_order_size_ast']), - min_lot_size=float(current_pos_master_ast['min_lot_size_ast']), - min_notional=float(current_pos_master_ast['min_notional_ast']), - buy_ratio=float(current_pos_master_ast['buy_ratio_ast']), - ) - Extend = structs.Perpetual_Exchange( - mult = int(current_pos_master_ast['max_leverage_ext']), - lh_asset = current_pos_master_ast['lh_asset_ext'], - rh_asset = current_pos_master_ast['rh_asset_ext'], - symbol_asset_separator = '-', - initial_funding_rate=float(current_pos_master_ast['funding_rate_ext']), - min_price=float(current_pos_master_ast['min_price_ext']), - min_order_size=float(current_pos_master_ast['min_order_size_ext']), - min_lot_size=float(current_pos_master_ast['min_lot_size_ext']), - min_notional=float(current_pos_master_ast['min_notional_ext']), - buy_ratio=float(current_pos_master_ast['buy_ratio_ext']), - ) - Open_Symbols.pop(0) - else: - Aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) - Extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) - - # await get_aster_exch_info(symbol_override=Open_Symbols[0]) - # await get_extend_exch_info(symbol_override=Open_Symbols[0]) - - with open('algo_config.json', mode='r', encoding='utf-8') as file: - Config = json.load(file) - Config = structs.Algo_Config(**Config) - - Config.Config.Max_Target_Notional = float(min([Aster.mult, Extend.mult]) * Config.Config.Target_Open_Cash_Position) - # logging.info(f'Initial Algo Config: {ALGO_CONFIG}') - - VAL_KEY.set(name='fr_orchestrator_output', value=json.dumps(obj=Config.model_dump())) - VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=Aster), 'EXTEND': asdict(obj=Extend)})) - - async with engine.connect() as CON: - ### ASTER SETUP ### - # await get_aster_collateral() - await get_aster_notional_position() - await get_aster_exch_info() - await get_aster_open_orders() - ### EXTEND SETUP ### - # await get_extend_collateral() - await get_extend_notional() - await get_extend_exch_info() - await get_extend_open_orders() - - await run_algo() - -if __name__ == '__main__': - START_TIME = round(datetime.now().timestamp()*1000) - - logging.info(f'Log FilePath: {LOG_FILEPATH}') - - logging.basicConfig( - force=True, - filename=LOG_FILEPATH, - level=logging.INFO, - format='%(asctime)s - %(levelname)s - %(message)s', - filemode='w' - ) - logging.info(f"STARTED: {START_TIME}") - - asyncio.run(main()) diff --git a/main_v1.1.py b/main_v1.1.py new file mode 100644 index 0000000..9ee221c --- /dev/null +++ b/main_v1.1.py @@ -0,0 +1,1017 @@ + +from x10.utils.http import WrappedApiResponse +from x10.perpetual.trading_client.trading_client import PerpetualTradingClient +import asyncio +import json +import logging +import math +import os +import time +import traceback +from datetime import datetime, timezone +from decimal import ROUND_DOWN, ROUND_UP, ROUND_HALF_UP, Decimal +from typing import AsyncContextManager +from dataclasses import dataclass, asdict +from typing import Any +import numpy as np +import pandas as pd +import requests + +# import talib +import valkey +from dotenv import load_dotenv +from sqlalchemy import text +from sqlalchemy.ext.asyncio import create_async_engine +from x10.models.order import OrderSide, PlacedOrderModel + +import modules.utils as utils +import modules.aster_auth as aster_auth +import modules.extended_auth as extend_auth +import modules.structs as structs + +### Clients ### +EXTEND_CLIENT: PerpetualTradingClient +CON: AsyncContextManager +VAL_KEY: valkey.Valkey + +### Logging ### +load_dotenv() +LOG_FILEPATH: str = f'{os.getenv(key="LOGS_PATH")}/Fund_Rate_Algo.log' + +### Algo Config ### +ALGO_CONFIG: structs.Algo_Config +MIN_TIME_TO_FUNDING: int + +### EXCHANGES ### +ASTER: structs.Perpetual_Exchange +EXTEND: structs.Perpetual_Exchange + +### GLOBALS ### +Open_Symbols: list[str] = [] +Last_Aster_Fill_Time_Ts: float = 0.00 +Just_Rejected_Or_Expired: bool = False +at_notional_target: structs.Locked_Value = structs.Locked_Value(None) +ALPHA_TGT_NOTIONAL: structs.Current_Previous_Value = structs.Current_Previous_Value(None) + +ASTER_OPEN_ORDERS: list[dict] = [] +EXTEND_OPEN_ORDERS: list[dict] = [] + +### FLAGS ### +Flags = structs.Flags() + +### UTILS ### +# def round_decimal_down(value, decimal_places): +# # Construct precision string like '0.01' for 2 places +# fmt = f'0.{"0" * decimal_places}' if decimal_places > 0 else '0' +# precision = Decimal(fmt) +# return Decimal(str(value)).quantize(precision, rounding=ROUND_HALF_UP) + + +### OPEN ORDERS ### +async def handle_order_updates(exch: str, local_open_orders: list[dict], ws_open_orders: list[dict]) -> list[dict]: # exch = 'ASTER' | 'EXTEND' + global Just_Rejected_Or_Expired + global Last_Aster_Fill_Time_Ts + + if ws_open_orders: + for idx, o in enumerate(local_open_orders): + o = dict(o) + if o.get('order_id') is not None: + ws_order_id_field = 'order_id' + elif o.get('orderId') is not None: + ws_order_id_field = 'orderId' + else: + ws_order_id_field = 'id' + + order_id = o[ws_order_id_field] + order_orig_status: str = o.get('status') if o.get('status') is not None else o['order_status'] # ty:ignore[invalid-assignment] + order_update: list[dict] = [dict(ou) for ou in ws_open_orders if dict(ou).get('order_id', None) == order_id] + + if len(order_update) > 0: + order_update: dict = order_update[0] + order_update_status: str = order_update.get('status') if order_update.get('status') is not None else order_update['order_status'] # ty:ignore[invalid-assignment] + order_status_changed: bool = order_orig_status.upper() != order_update_status.upper() + + local_open_orders[idx]['order_id'] = order_id + local_open_orders[idx]['status'] = order_update_status + local_open_orders[idx]['price'] = order_update.get('price', 0) if order_update.get('price') is not None else order_update['original_price'] + + if order_status_changed: + logging.info(f'{exch} ORDER ({order_id}): {order_orig_status} -> {order_update_status}') + local_open_orders[idx] = order_update + if order_update_status in ['CANCELLED','CANCELED','EXPIRED','REJECTED']: + logging.info(f'{exch} ORDER CANCELLED or EXPIRED: {order_id}') + local_open_orders.pop(idx) + Just_Rejected_Or_Expired = True + utils.send_tg_alert(f'FR_ALGO - {exch} REJECTED ({order_id})') + elif order_update_status in ['PARTIALLY_FILLED']: + logging.info(f'{exch} ORDER PARTIALLY FILLED: {order_id}') + # await get_aster_collateral() + if exch=='ASTER': + await get_aster_notional_position(resp=ws_open_orders) + Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 + else: + await get_extend_notional() + utils.send_tg_alert(f'FR_ALGO - {exch} PARTIALLY FILLED ({order_id})') + elif order_update_status in ['FILLED']: + logging.info(f'{exch} ORDER FILLED: {order_id}') + local_open_orders.pop(idx) + # await get_aster_collateral() + if exch=='ASTER': + await get_aster_notional_position(resp=ws_open_orders) + Last_Aster_Fill_Time_Ts = datetime.now().timestamp()*1000 + else: + await get_extend_notional() + utils.send_tg_alert(f'FR_ALGO - {exch} FILLED ({order_id})') + else: + logging.critical(f'{exch} ORDER STATUS CHG TO UNEXPECTED VALUE, KILLING... ({order_id}): {order_orig_status} -> {order_update_status}') + await kill_algo() + return local_open_orders + +async def get_aster_open_orders(): + global ASTER_OPEN_ORDERS + + fut_acct_openOrders = { + "url": "/fapi/v3/openOrders", + "method": "GET", + "params": {} + } + ASTER_OPEN_ORDERS = await aster_auth.post_authenticated_url(fut_acct_openOrders) # ty:ignore[invalid-assignment] + +async def get_extend_open_orders(): + global EXTEND_OPEN_ORDERS + + EXTEND_OPEN_ORDERS = list(dict(await EXTEND_CLIENT.account.get_open_orders()).get('data', 0)) + +### WALLLET ### +async def get_aster_account_open_symbols() -> list[str]: + fut_acct_positionRisk: dict = { + "url": "/fapi/v3/positionRisk", + "method": "GET", + "params": { + 'symbol':'' + } + } + try: + resp: list = await aster_auth.post_authenticated_url(req=fut_acct_positionRisk) # ty:ignore[invalid-assignment] + except Exception as e: + logging.critical(f'JSONDecodeError trying to get Aster open orders: {e}; resp: {resp}') + await kill_algo() + resp: list = [] + ld = [ utils.symbol_to_extend_fmt(x['symbol']) for x in resp if abs(float(x.get('positionAmt', 0))) > 0] + return ld + +async def get_aster_notional_position(resp: list | None = None): + global ASTER + + previous_notional_obj = ASTER.notional_obj + previous_notional_position = ASTER.notional_position + + if resp: + pos_dict = [x for x in resp if x.get('symbol', None) == ASTER.symbol] + if pos_dict: + pos_dict = pos_dict[0] + else: + pos_dict = {} + pos_dict['side'] = 'LONG' + pos_dict['entry_price'] = 0.00 + pos_dict['position_amount'] = 0.00 + pos_dict['unrealized_pnl'] = 0.00 + pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + # logging.info('get_aster_notional - No Positions') + else: + logging.info('Getting Aster Notionals from API') + fut_acct_positionRisk: dict = { + "url": "/fapi/v3/positionRisk", + "method": "GET", + "params": { + 'symbol': ASTER.symbol, + } + } + try: + resp: list = await aster_auth.post_authenticated_url(req=fut_acct_positionRisk) # ty:ignore[invalid-assignment] + except Exception as e: + logging.critical(f'JSONDecodeError trying to get Aster notional: {e}; resp: {resp}') + await kill_algo() + resp: list = [] + pos_dict = [x for x in resp if x.get('symbol', None) == ASTER.symbol] + if pos_dict: + pos_dict = pos_dict[0] + else: + pos_dict = {} + pos_dict['side'] = 'LONG' + pos_dict['entry_price'] = 0.00 + pos_dict['position_amount'] = 0.00 + pos_dict['unrealized_pnl'] = 0.00 + logging.info('get_aster_notional - No Positions') + pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + + if previous_notional_obj: + if previous_notional_obj['timestamp_arrival'] > pos_dict['timestamp_arrival']: + # logging.info(f'ASTER NOTIONAL: prev timestamp ({pd.to_datetime(previous_notional_obj['timestamp_arrival'], unit='ms')}) > new timestamp ({pd.to_datetime(pos_dict['timestamp_arrival'], unit='ms')}); skipping') + return + + ASTER.notional_obj = pos_dict + + if len(pos_dict) < 1: + logging.info(f'BAD NOTIONAL - ASTER CHANGE: Empty pos_dict: {pos_dict}; resp: {resp}') + await kill_algo() + + ASTER.unrealized_pnl = float(pos_dict['unrealized_pnl']) if pos_dict.get('unrealized_pnl') is not None else float(pos_dict['unRealizedProfit']) + + if pos_dict.get('notional') is not None: + ASTER.notional_position = float(pos_dict['notional']) - ASTER.unrealized_pnl + else: + ASTER.notional_position = float(pos_dict['position_amount'])*float(pos_dict['entry_price']) + if pos_dict.get('leverage') is not None: + ASTER.mult = int(pos_dict['leverage']) + if abs(ASTER.notional_position) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'BAD NOTIONAL - ASTER CHANGE: {previous_notional_position} -> {ASTER.notional_position}; UR PNL: {ASTER.unrealized_pnl}; MULT: {ASTER.mult}; pos_dict: {pos_dict}; resp: {resp}; max_tgt_notional: {ALGO_CONFIG.Config.Max_Target_Notional}') + await kill_algo() + if ASTER.notional_position != previous_notional_position: + logging.info(f'ASTER NOTIONAL CHANGE: {previous_notional_position:.2f} -> {ASTER.notional_position:.2f}; UR PNL: {ASTER.unrealized_pnl:.2f}; MULT: {ASTER.mult:.0f}; resp: {bool(resp)}') + +async def get_extend_account_open_symbols() -> list[str]: + resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) + ld = [x.market for x in list(resp) if abs(float(x.size)) > 0] + return ld + +async def set_comb_open_symbols() -> None: + global Open_Symbols + + open_aster_symbols = await get_aster_account_open_symbols() + open_extend_symbols = await get_extend_account_open_symbols() + + Open_Symbols = list(set(open_aster_symbols + open_extend_symbols)) + +async def get_extend_notional(resp: list | None = None): + global EXTEND + + previous_notional_obj = EXTEND.notional_obj + previous_notional_position = EXTEND.notional_position + + if not resp: + resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', []) + pos_dict = [dict(d) for d in resp if dict(d).get('market') == EXTEND.symbol] + if pos_dict: + pos_dict = pos_dict[0] + pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + else: + pos_dict = {} + pos_dict['side'] = 'LONG' + pos_dict['value'] = 0.00 + pos_dict['unrealised_pnl'] = 0.00 + pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + logging.info('get_extend_notional - No Positions') + else: + pos_dict = [dict(d) for d in resp if dict(d).get('market') == EXTEND.symbol] + if pos_dict: + pos_dict = pos_dict[0] + else: + pos_dict = {} + pos_dict['side'] = 'LONG' + pos_dict['value'] = 0.00 + pos_dict['unrealised_pnl'] = 0.00 + pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + # logging.info('get_extend_notional - No Positions') + + # pos_dict['timestamp_arrival'] = round(datetime.now().timestamp()*1000) + + if previous_notional_obj: + if previous_notional_obj['timestamp_arrival'] > pos_dict['timestamp_arrival']: + # logging.info(f'EXTEND NOTIONAL: prev timestamp ({pd.to_datetime(previous_notional_obj['timestamp_arrival'], unit='ms')}) > new timestamp ({pd.to_datetime(pos_dict['timestamp_arrival'], unit='ms')}); skipping') + return + else: + previous_notional_obj = {} + + EXTEND.notional_obj = pos_dict + + EXTEND.unrealized_pnl = pos_dict.get('unrealised_pnl', 0) + position_side = pos_dict['side'] # LONG or SHORT + notional_pos_abs = abs(float(pos_dict['value'])) + if position_side == 'LONG': + notional_pos_sided = notional_pos_abs + elif position_side == 'SHORT': + notional_pos_sided = notional_pos_abs * -1 + else: + logging.info(f'EXTEND BAD SIDE ON POSITION UPDATE: {pos_dict}') + + EXTEND.notional_position = notional_pos_sided - float(EXTEND.unrealized_pnl) + EXTEND.mult = pos_dict.get('leverage', EXTEND.mult) + if abs(EXTEND.notional_position) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'BAD NOTIONAL - EXTEND CHANGE: {previous_notional_position} -> {EXTEND.notional_position}; UR PNL: {EXTEND.unrealized_pnl}; MULT: {EXTEND.mult}; pos_dict: {pos_dict}; resp: {resp}') + await kill_algo() + if EXTEND.notional_position != previous_notional_position: + logging.info(f'EXTEND NOTIONAL CHANGE: {previous_notional_position} [{previous_notional_obj.get('timestamp_arrival')}] -> {EXTEND.notional_position:.2f} [{EXTEND.notional_obj['timestamp_arrival']}]; UR PNL: {EXTEND.unrealized_pnl:.2f}; MULT: {EXTEND.mult}; resp: {bool(resp)}') + +### EXCHANGE INFO ### +async def get_aster_exch_info(symbol_override: str | None = None): + global ASTER + + if symbol_override: + ASTER.symbol = utils.symbol_to_aster_fmt(symbol_override) + + fut_acct_exchangeInfo: dict = { + "url": "/fapi/v3/exchangeInfo", + "method": "GET", + "params": {} + } + r: dict = await aster_auth.post_authenticated_url(fut_acct_exchangeInfo) # ty:ignore[invalid-assignment] + s: list = r['symbols'] + d: dict = [d for d in s if d.get('symbol', None) == ASTER.symbol][0] + f: dict = [f for f in d['filters'] if f.get('filterType', None) == 'LOT_SIZE'][0] + q: dict = [f for f in d['filters'] if f.get('filterType', None) == 'PRICE_FILTER'][0] + n: dict = [f for f in d['filters'] if f.get('filterType', None) == 'MIN_NOTIONAL'][0] + + min_qty = float(f['minQty']) + min_qty = int(min_qty) if min_qty == int(min_qty) else min_qty + + min_price = float(q['minPrice']) + min_price = int(min_price) if min_price == int(min_price) else min_price + ASTER.min_order_size = min_qty + ASTER.min_price = min_price + ASTER.min_notional = float(n['notional']) + +async def get_extend_exch_info(symbol_override: str | None = None): + global EXTEND + + if symbol_override: + EXTEND.symbol = utils.symbol_to_extend_fmt(symbol_override) + + r = await EXTEND_CLIENT.markets_info.get_markets_dict() + EXTEND.min_order_size = float(r[EXTEND.symbol].trading_config.min_order_size) + EXTEND.min_price = float(r[EXTEND.symbol].trading_config.min_price_change) + +### CANCEL ORDERS ### +async def aster_cancel_all_orders(): + cancel_all_open_orders = { + "url": "/fapi/v3/allOpenOrders", + "method": "DELETE", + "params": { + 'symbol': ASTER.symbol, + } + } + r = await aster_auth.post_authenticated_url(cancel_all_open_orders) + logging.info(f'ASTER CANCEL ALL OPEN ORDERS RESP: {r}') + +async def extend_cancel_all_orders(): + r = await EXTEND_CLIENT.orders.mass_cancel(markets=[EXTEND.symbol]) + logging.info(f'EXTEND CANCEL ALL OPEN ORDERS RESP: {r}') + +### KILL ALGO ### +async def kill_algo(): + await aster_cancel_all_orders() + await extend_cancel_all_orders() + logging.info('ALGO KILL FLAG ACTIVATED; CANCELLING OPEN ORDERS AND SHUTTING DOWN') + raise ValueError('KILL FLAG ACTIVATED') + +### ALGO LOOP ### +async def run_algo(): + global ASTER + global EXTEND + + global ALGO_CONFIG + global MIN_TIME_TO_FUNDING + global ASTER_OPEN_ORDERS + global EXTEND_OPEN_ORDERS + + global Last_Aster_Fill_Time_Ts + global Just_Rejected_Or_Expired + + global ALPHA_TGT_NOTIONAL + global at_notional_target + + try: + while True: + loop_start = time.time() + # print('__________Start___________') + ### Load ALGO CONIFG ### + ALGO_CONFIG = json.loads(VAL_KEY.get('fr_orchestrator_output')) # ty:ignore[invalid-argument-type] + ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG) + ALGO_CONFIG.Config.Max_Target_Notional = float(min([ASTER.mult, EXTEND.mult]) * ALGO_CONFIG.Config.Target_Open_Cash_Position) + + MIN_TIME_TO_FUNDING = ALGO_CONFIG.Config.Min_Time_To_Funding_Minutes * 60 * 1000 + + ### Load Data from Feedhandlers ### + best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] + best_symbol_by_exchange_aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) + best_symbol_by_exchange_extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) + + ASTER_FUND_RATE_DICT: Any = VAL_KEY.get('fund_rate_aster') + ASTER_FUND_RATE_DICT: dict = json.loads(s=ASTER_FUND_RATE_DICT) if ASTER_FUND_RATE_DICT is not None else {} + if ASTER_FUND_RATE_DICT.get('symbol', None) != ASTER.symbol: + ASTER_FUND_RATE: float = ASTER.initial_funding_rate + # logging.info(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') + # raise ValueError(f'ASTER Symbol mismatch: {ASTER_FUND_RATE_DICT}; expected symbol: {ASTER.symbol}') + else: + ASTER_FUND_RATE: float = float(ASTER_FUND_RATE_DICT.get('funding_rate', 0)) + + EXTENDED_FUND_RATE_DICT: Any = VAL_KEY.get('fund_rate_extended') + EXTENDED_FUND_RATE_DICT: dict = json.loads(s=EXTENDED_FUND_RATE_DICT) if EXTENDED_FUND_RATE_DICT is not None else {} + if EXTENDED_FUND_RATE_DICT.get('symbol', None) != EXTEND.symbol: + EXTEND_FUND_RATE: float = EXTEND.initial_funding_rate + # logging.info(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') + # raise ValueError(f'ASTER Symbol mismatch: {EXTENDED_FUND_RATE_DICT}; expected symbol: {EXTEND.symbol}') + else: + EXTEND_FUND_RATE: float = float(EXTENDED_FUND_RATE_DICT.get('funding_rate', 0)) + + if ALGO_CONFIG.Overrides.Flip_Side_For_Testing: + ASTER_FUND_RATE = ASTER_FUND_RATE * -1 + EXTEND_FUND_RATE = EXTEND_FUND_RATE * -1 + + ASTER_FUND_RATE_TIME = float(ASTER_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0)) + ASTER_FUND_RATE_TIME = ASTER_FUND_RATE_TIME+(60*60*1000) if ASTER_FUND_RATE_TIME < (datetime.now().timestamp()*1000) else ASTER_FUND_RATE_TIME + + EXTEND_FUND_RATE_TIME = max([float(EXTENDED_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0)), 0]) + EXTEND_FUND_RATE_TIME = EXTEND_FUND_RATE_TIME+(60*60*1000) if EXTEND_FUND_RATE_TIME < (datetime.now().timestamp()*1000) else EXTEND_FUND_RATE_TIME + + ASTER_TICKER_DICT: Any = VAL_KEY.get('fut_ticker_aster') + ASTER_TICKER_DICT: dict = json.loads(s=ASTER_TICKER_DICT) if ASTER_TICKER_DICT is not None else {} + if ( ASTER_TICKER_DICT.get('symbol', None) != ASTER.symbol ) and not(ALGO_CONFIG.Overrides.Flatten_Open_Positions): + logging.warning(f'ASTER Symbol mismatch: {ASTER_TICKER_DICT}; expected symbol: {ASTER.symbol}') + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + time.sleep(5) + continue + # raise ValueError(f'ASTER Symbol mismatch: {ASTER_TICKER_DICT}; expected symbol: {ASTER.symbol}') + + EXTENDED_TICKER_DICT: Any = VAL_KEY.get('fut_ticker_extended') + EXTENDED_TICKER_DICT: dict = json.loads(s=EXTENDED_TICKER_DICT) if EXTENDED_TICKER_DICT is not None else {} + if ( EXTENDED_TICKER_DICT.get('symbol', None) != EXTEND.symbol) and not(ALGO_CONFIG.Overrides.Flatten_Open_Positions): + logging.warning(f'EXTEND Symbol mismatch: {EXTENDED_TICKER_DICT}; expected symbol: {EXTEND.symbol}') + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + time.sleep(5) + continue + # raise ValueError(f'EXTEND Symbol mismatch: {EXTENDED_TICKER_DICT}; expected symbol: {EXTEND.symbol}') + + ### Load Local Notional Updates from WS ### + ASTER_WS_POS_UPDATES: Any = VAL_KEY.get(name='fr_aster_user_positions') + ASTER_WS_POS_UPDATES: list = json.loads(s=ASTER_WS_POS_UPDATES) if ASTER_WS_POS_UPDATES is not None else [] + EXTEND_WS_POS_UPDATES: Any = VAL_KEY.get('fr_extended_user_positions') + EXTEND_WS_POS_UPDATES: list = json.loads(EXTEND_WS_POS_UPDATES) if EXTEND_WS_POS_UPDATES is not None else [] + + if len(ASTER_WS_POS_UPDATES) > 0: + await get_aster_notional_position(resp=ASTER_WS_POS_UPDATES) + + if len(EXTEND_WS_POS_UPDATES) > 0: + await get_extend_notional(resp=EXTEND_WS_POS_UPDATES) + + ### Load Local Order Updates from WS ### + ASTER_WS_ORDER_UPDATES: Any = VAL_KEY.get('fr_aster_user_orders') + ASTER_WS_ORDER_UPDATES: list = json.loads(ASTER_WS_ORDER_UPDATES) if ASTER_WS_ORDER_UPDATES is not None else [] + EXTEND_WS_ORDER_UPDATES: Any = VAL_KEY.get('fr_extended_user_orders') + EXTEND_WS_ORDER_UPDATES: list = json.loads(EXTEND_WS_ORDER_UPDATES) if EXTEND_WS_ORDER_UPDATES is not None else [] + + ### CHECK NO MORE THAN 1 OPEN ORDER ON EITHER EXCHANGE ### + if len(ASTER_OPEN_ORDERS) > 1 or len(EXTEND_OPEN_ORDERS) > 1: + logging.info(f'MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS ({len(ASTER_OPEN_ORDERS)}): {ASTER_OPEN_ORDERS}; EXTEND_OPEN_ORDERS ({len(EXTEND_OPEN_ORDERS)}): {EXTEND_OPEN_ORDERS}') + await kill_algo() + raise ValueError('NOT HERE: MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS') + + ### Update Local Open Orders w Changes from WS ### + ASTER_OPEN_ORDERS = await handle_order_updates(exch='ASTER', local_open_orders=ASTER_OPEN_ORDERS, ws_open_orders=ASTER_WS_ORDER_UPDATES) + EXTEND_OPEN_ORDERS = await handle_order_updates(exch='EXTEND', local_open_orders=EXTEND_OPEN_ORDERS, ws_open_orders=EXTEND_WS_ORDER_UPDATES) + + ### CHECK TIME TO FUNDING AND WHETHER TO BE ACTIVE ### + now_ms = round(datetime.now().timestamp()*1000) + time_to_funding_ms = min([ASTER_FUND_RATE_TIME, EXTEND_FUND_RATE_TIME]) - now_ms + if ( time_to_funding_ms > MIN_TIME_TO_FUNDING ) and (not ASTER_OPEN_ORDERS) and (not EXTEND_OPEN_ORDERS): + logging.info(f'Outside action window (minutes) and no active order (sleeping for 5 sec): {pd.to_datetime(time_to_funding_ms, unit='ms').minute} > {pd.to_datetime(MIN_TIME_TO_FUNDING, unit='ms').minute}') + time.sleep(5) + continue + + + min_between_fundings = round((abs(ASTER_FUND_RATE_TIME - EXTEND_FUND_RATE_TIME) / 1000 / 60)) + FUNDINGS_AT_SAME_TIME_NEXT_HR = min_between_fundings < 5 + + if ( abs(ASTER_FUND_RATE) > abs(EXTEND_FUND_RATE) ) and FUNDINGS_AT_SAME_TIME_NEXT_HR: + ALPHA_EXCH = 'ASTER' + ALPHA_FUND_RATE = ASTER_FUND_RATE + else: + ALPHA_EXCH = 'EXTEND' + ALPHA_FUND_RATE = EXTEND_FUND_RATE + + if ALPHA_FUND_RATE < 0: + ALPHA_CARRY_SIDE = 'BUY' + ALPHA_TGT_NOTIONAL.value = ALGO_CONFIG.Config.Max_Target_Notional + else: + ALPHA_CARRY_SIDE = 'SELL' + ALPHA_TGT_NOTIONAL.value = ALGO_CONFIG.Config.Max_Target_Notional*-1 + + def calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR: bool) -> float: + if FUNDINGS_AT_SAME_TIME_NEXT_HR: + return max([ASTER_FUND_RATE, EXTEND_FUND_RATE]) - min([ASTER_FUND_RATE, EXTEND_FUND_RATE]) + else: + return EXTEND_FUND_RATE + + ### Calculate Alpha ### + def unlock_notional_tgt() -> bool: + return ( ALPHA_TGT_NOTIONAL.value != ALPHA_TGT_NOTIONAL.previous_value ) + + at_notional_target.unlock() + sec_until_funding = round(( EXTEND_FUND_RATE_TIME - (datetime.now().timestamp()*1000) ) / 1000) + if at_notional_target.is_locked and ( sec_until_funding > ( 60*5 ) ) and at_notional_target.value: + ALPHA_TGT_NOTIONAL_FINAL = 0.00 + ALPHA_CARRY_SIDE = 'BUY' if ALPHA_CARRY_SIDE == 'SELL' else 'SELL' + else: + ALPHA_TGT_NOTIONAL_FINAL = ALPHA_TGT_NOTIONAL.value + ALPHA_CARRY_SIDE = ALPHA_CARRY_SIDE + + NEXT_NET_FUNDING_RATE = calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR) + Flags.NET_FUNDING_IS_ZERO = ( NEXT_NET_FUNDING_RATE >= ( (ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade*-1) / 100) ) and ( NEXT_NET_FUNDING_RATE <= ( ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade / 100 ) ) + + # if Flags.NET_FUNDING_IS_ZERO or ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic: + # ALPHA_TGT_NOTIONAL.value = 0.00 + + if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL==0.00: + # ROUNDING = ROUND_UP + ROUNDING = ROUND_HALF_UP + else: + ROUNDING = ROUND_DOWN + + if ALPHA_EXCH == 'EXTEND': + ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL_FINAL*-1 + if ALPHA_CARRY_SIDE == 'BUY': + ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px']) + EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px']) + current_ratio = ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 + alpha_model_ratio = EXTEND.buy_ratio + alpha_signal: bool = current_ratio > EXTEND.buy_ratio + else: + ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px']) + EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px']) + current_ratio = ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 + alpha_model_ratio = EXTEND.buy_ratio + alpha_signal: bool = current_ratio < EXTEND.buy_ratio + else: + ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL_FINAL + if ALPHA_CARRY_SIDE == 'BUY': + ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px']) + EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px']) + current_ratio = ( ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 ) * -1 + alpha_model_ratio = ASTER.buy_ratio + alpha_signal: bool = current_ratio > ASTER.buy_ratio + else: + ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px']) + EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px']) + current_ratio = ( ( ASTER_TOB_PX / EXTEND_TOB_PX ) - 1 ) * -1 + alpha_model_ratio = ASTER.buy_ratio + alpha_signal: bool = current_ratio < ASTER.buy_ratio + + EXTEND_TGT_NOTIONAL = ASTER.notional_position * -1 + + ASTER_TGT_TAIL = structs.Current_Previous_Value( (ASTER_TGT_NOTIONAL - ( float(ASTER.notional_position) + float(ASTER.unrealized_pnl) )) ) + # ASTER_TGT_TAIL.value = ASTER_TGT_NOTIONAL - ( float(ASTER.notional_position) + float(ASTER.unrealized_pnl) ) + EXTEND_TGT_TAIL = structs.Current_Previous_Value( (EXTEND_TGT_NOTIONAL - ( float(EXTEND.notional_position) )) ) + + + min_order_size = ASTER.min_order_size + min_order_size = int(min_order_size) if min_order_size == int(min_order_size) else min_order_size + ASTER_TGT_TAIL_BASE_QTY = Decimal(str(float(ASTER_TGT_TAIL.value) / float(ASTER_TOB_PX))).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) + if ASTER.min_lot_size: + ASTER_TGT_TAIL_BASE_QTY = float(ASTER_TGT_TAIL_BASE_QTY) - ( float(ASTER_TGT_TAIL_BASE_QTY) % ASTER.min_lot_size ) + ASTER_TGT_TAIL_BASE_QTY = Decimal(str(ASTER_TGT_TAIL_BASE_QTY)).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) + + min_order_size = EXTEND.min_order_size + min_order_size = int(min_order_size) if min_order_size == int(min_order_size) else min_order_size + EXTEND_TGT_TAIL_BASE_QTY = Decimal(str(float(EXTEND_TGT_TAIL.value) / float(EXTEND_TOB_PX))).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) + if EXTEND.min_lot_size: + EXTEND_TGT_TAIL_BASE_QTY = float(EXTEND_TGT_TAIL_BASE_QTY) - ( float(EXTEND_TGT_TAIL_BASE_QTY) % EXTEND.min_lot_size ) + EXTEND_TGT_TAIL_BASE_QTY = Decimal(str(EXTEND_TGT_TAIL_BASE_QTY)).quantize(Decimal(str(min_order_size)), rounding=ROUNDING) + + ### Define if Orderable ### + ASTER_TGT_TAIL_ORDERABLE = ( Decimal(str(abs(ASTER_TGT_TAIL_BASE_QTY)) ) >= Decimal(str(abs(ASTER.min_order_size))) ) and ( Decimal(str(abs(ASTER_TGT_TAIL.value))) > Decimal(str(abs(ASTER.min_notional))) ) + EXTEND_TGT_TAIL_ORDERABLE = ( Decimal(str(abs(EXTEND_TGT_TAIL_BASE_QTY))) >= Decimal(str(abs(EXTEND.min_order_size))) ) and ( Decimal(str(abs(EXTEND_TGT_TAIL.value))) > Decimal(str(abs(EXTEND.min_notional))) ) + + + # if not ASTER_TGT_TAIL_ORDERABLE: + # if abs(ASTER_TGT_TAIL_BASE_QTY) > 0: + # if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL == 0.00: + # logging.info('* Trying to flatten small Aster balance, was originally not orderable.') + # ASTER_TGT_TAIL_ORDERABLE = True + # if not EXTEND_TGT_TAIL_ORDERABLE: + # if abs(EXTEND_TGT_TAIL_BASE_QTY) > 0: + # if ALGO_CONFIG.Overrides.Flatten_Open_Positions or ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic or ALPHA_TGT_NOTIONAL_FINAL == 0.00: + # logging.info('* Trying to flatten small Extend balance, was originally not orderable.') + # EXTEND_TGT_TAIL_ORDERABLE = True + + if at_notional_target.is_unlocked: + at_notional_target.value = not(ASTER_TGT_TAIL_ORDERABLE) and not(EXTEND_TGT_TAIL_ORDERABLE) + if at_notional_target.value: + at_notional_target._unlock_func = unlock_notional_tgt + at_notional_target.lock() + continue + + ### Check if Currently Hedged ### + # Hedge_Ratio = abs( ( EXTEND.notional_position + ASTER.notional_position ) / max([ASTER.notional_position, 0.01]) ) * 100 + # Currently_Hedged = Hedge_Ratio < 1.00 + + ### Logging ### + def print_summary(use_logging: bool = False): + OUT: Any = logging.info if use_logging else print + + # ASTER: [ Available Collateral: {ASTER_AVAIL_COLLATERAL:.4f} ] | EXTEND: [ Available Collateral: {EXTEND_AVAIL_COLLATERAL:.4f} ] + OUT(f''' + FLIP SIDES FOR TESTING?: {ALGO_CONFIG.Overrides.Flip_Side_For_Testing}; ASTER ORDER ENABLED? {ALGO_CONFIG.Overrides.Allow_Ordering_Aster}; EXTEND ORDER ENABLED? {ALGO_CONFIG.Overrides.Allow_Ordering_Extend} + + MKT : Aster: {ASTER.symbol:<10} (best: {best_symbol_by_exchange_aster.symbol}) | Extend: {EXTEND.symbol:<10} (best: {best_symbol_by_exchange_extend.symbol}) + {pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')-datetime.now()):}) | {pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')-datetime.now()):}) + ASTER: {ASTER_FUND_RATE:.6%} [{ASTER_FUND_RATE*10_000:.2f}bps] [{ASTER_FUND_RATE*1_000_000:.0f}pips] | EXTEND: {EXTEND_FUND_RATE:.6%} [{EXTEND_FUND_RATE*10_000:.2f}bps] [{EXTEND_FUND_RATE*1_000_000:.0f}pips] + ASTER: {'LONG PAYS SHORT' if ASTER_FUND_RATE > 0 else 'SHORT PAYS LONG'} | EXTEND: {'LONG PAYS SHORT' if EXTEND_FUND_RATE > 0 else 'SHORT PAYS LONG'} + ASTER: [ Notional Position $ : {ASTER.notional_position:.4f} ] | EXTEND: [ Notional Position $ : {EXTEND.notional_position:.4f} ] + + SAME TIME? : {FUNDINGS_AT_SAME_TIME_NEXT_HR} [ Minutes Between Fundings: {min_between_fundings} ] + NET FUNDING : {NEXT_NET_FUNDING_RATE:.6%} [{NEXT_NET_FUNDING_RATE*10_000:.2f}bps] [{NEXT_NET_FUNDING_RATE*1_000_000:.0f}pips]; Is Zero?: {Flags.NET_FUNDING_IS_ZERO} [Min: {ALGO_CONFIG.Config.Min_Fund_Rate_Pct_To_Trade}] + + ALPHA SIDE : {ALPHA_EXCH} [{ALPHA_CARRY_SIDE}] + ALPHA SIGNAL: {alpha_signal}; Current {current_ratio:.4f} [{current_ratio*10_000:.2f}scl] {">" if ALPHA_CARRY_SIDE=='BUY' else "<"} Model {alpha_model_ratio:.4f} [{alpha_model_ratio*10_000:.2f}scl] + + TGT NOTIONAL: $ {abs(ALPHA_TGT_NOTIONAL_FINAL):.2f}; Flatten Open Positions Flag? {ALGO_CONFIG.Overrides.Flatten_Open_Positions}; Opportunistic? {ALGO_CONFIG.Overrides.Flatten_Open_Positions_Opportunistic} + AT TARGET? : {at_notional_target.value}; is_locked?: {at_notional_target.is_locked} + >5min Fund? : {( sec_until_funding > ( 60*5 ) )} + + ASTER : {ASTER.notional_position:.4f} -> {ASTER_TGT_NOTIONAL:.2f} [ Remain: {ASTER_TGT_TAIL.value:.4f} ] | EXTEND: {EXTEND.notional_position:.4f} -> {EXTEND_TGT_NOTIONAL:.2f} [ Remain: {EXTEND_TGT_TAIL.value:.4f} ] + ASTER : {ASTER_TGT_NOTIONAL:.2f} - {ASTER.notional_position:.2f} + {ASTER.unrealized_pnl:.2f} = {ASTER_TGT_TAIL.value:2f} | EXTEND: {EXTEND_TGT_NOTIONAL:.2f} - {EXTEND.notional_position:.2f} + {EXTEND.unrealized_pnl:.2f} = {EXTEND_TGT_TAIL.value:2f} + ASTER : {ASTER_TGT_TAIL_BASE_QTY:.4f} > {ASTER.min_order_size:.4f} min [ Order: {ASTER_TGT_TAIL_ORDERABLE} ] | EXTEND: {EXTEND_TGT_TAIL_BASE_QTY:.4f} > {EXTEND.min_order_size:.4f} min [ Order: {EXTEND_TGT_TAIL_ORDERABLE} ] + + --- ASTER OPEN ORDERS --- + {ASTER_OPEN_ORDERS} + + --- EXTEND OPEN ORDERS --- + {EXTEND_OPEN_ORDERS} + ''') + + if ALGO_CONFIG.Logging.Log_Summary_Each_Loop: + print_summary(use_logging=True) + if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + print_summary(use_logging=False) + + ### Define Ordering Logic ### + ''' + Notes + - handle increasing vs flattening + - if increasing, set not reduce only + - if flattening, set as reduce only and make sure allowed to trade below min notional, and qty calc should be exact + - handle opportunistic vs immediate + - handle cancel-replace manually for aster and sometimes manually for extend (e.g. cant change certain things on an existing order) + - gracefully handle err responses (well known err codes e.g.) and response errors (e.g. json fails to parse) + ''' + + async def cancel_aster_order(open_order_id: str): + global ASTER_OPEN_ORDERS + start = time.time() + cancel_order: dict = { + "url": "/fapi/v3/order", + "method": "DELETE", + "params": { + 'symbol': ASTER.symbol, + 'orderId': open_order_id, + } + } + cr: dict = await aster_auth.post_authenticated_url(cancel_order) # ty:ignore[invalid-assignment] + if cr.get('status', None) == 'CANCELED': + ASTER_OPEN_ORDERS.pop(0) + else: + logging.warning(f'ASTER ORDER FAILED TO CANCEL DURING CR ({open_order_id}): RESP {cr}') + logging.info(f'TIMING - cancel_aster_order: {(time.time() - start)*1000:.2f}') + + async def post_aster_order( + symbol: str, + side: str, + qty: Decimal, + price: Decimal, + reduceOnly: bool, + postOnly: bool + ): + global ASTER_OPEN_ORDERS + global Just_Rejected_Or_Expired + + if postOnly: + timeInForce = 'GTX' + else: + timeInForce = 'GTC' + + post_order = { + "url": "/fapi/v3/order", + "method": "POST", + "params": { + 'symbol': symbol, + 'side': side, + 'type': 'LIMIT', + 'timeInForce': timeInForce, + 'quantity': qty, + 'price': price, + 'reduceOnly': reduceOnly + } + } + order_resp: dict = await aster_auth.post_authenticated_url(post_order) # ty:ignore[invalid-assignment] + if order_resp.get('orderId', None) is not None: + order_resp['original_price'] = price + order_resp['order_status'] = order_resp['status'] + + ASTER_OPEN_ORDERS.append(order_resp) + Just_Rejected_Or_Expired = False + + utils.send_tg_alert(f'FR_ALGO - ASTER Order ({order_resp['orderId']}). Start_$: {ASTER.notional_position:.4f}; Value: {float(ASTER_TGT_TAIL_BASE_QTY)*float(price):.4f}; Price: {float(price):.4f}') + logging.info(f'ASTER ORDER PLACED SUCCESS: {order_resp}') + print_summary(use_logging=True) + else: + logging.critical(f'*** Aster Order Response Abnormal: {order_resp}; post_order: {post_order}') + await kill_algo() + + async def cancel_extend_order(order_id: str): + r = EXTEND_CLIENT.orders.cancel_order(order_id=order_id) + + r = dict(r) + if r.get('status', None) == 'OK': + logging.info(f'EXTEND ORDER CANCELLED: {order_id}') + else: + logging.warning(f'EXTEND ORDER FAILED TO CANCEL DURING CR ({order_id}): RESP {r}') + + async def post_extend_order( + symbol: str, + side: str, + qty: Decimal, + price: Decimal, + reduceOnly: bool, + postOnly: bool, + cxl_prev_order_id: str | None = None, + ): + global EXTEND_OPEN_ORDERS + global Just_Rejected_Or_Expired + + side = OrderSide.BUY if side == 'BUY' else OrderSide.SELL + taker_fee = Decimal("0.00025") + try: + order_resp: WrappedApiResponse[PlacedOrderModel] = await EXTEND_CLIENT.place_order( + market_name=symbol, + amount_of_synthetic=qty, + price=price, + side=side, + taker_fee=taker_fee, + previous_order_id=cxl_prev_order_id, + post_only=postOnly, + reduce_only=reduceOnly + ) + except Exception as e: + logging.critical(e) + + order_resp_dict = dict(order_resp) + + if order_resp_dict.get('status', None) == 'ERROR': + if order_resp_dict['error']['code']==1142: + logging.info('Cant find edit order for Extend, skipping cancel.') + else: + logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') + await kill_algo() + if order_resp_dict.get('status', None) == 'OK': + if EXTEND_OPEN_ORDERS: + EXTEND_OPEN_ORDERS.pop(0) + + order_dict = dict(order_resp_dict['data']) + order_dict['status'] = 'NEW' + order_dict['price'] = str(price) + order_dict['qty'] = str(qty) + order_dict['filled_qty'] = str(0) + order_dict['side'] = str(side) + + EXTEND_OPEN_ORDERS.append(order_dict) + Just_Rejected_Or_Expired = False + utils.send_tg_alert(f'FR_ALGO - EXTEND Order ({order_dict.get('id', None)}). Start_$: {EXTEND.notional_position:.2f}; Value: {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price):.2f}; Price: {float(price):.2f}') + logging.info(f'EXTEND ORDER PLACED SUCCESS: {order_dict}') + print_summary(use_logging=True) + else: + logging.critical(f'*** Extend Order Response Abnormal: {order_resp};') + await kill_algo() + + ### ASTER + if ALGO_CONFIG.Overrides.Allow_Ordering_Aster and ASTER_TGT_TAIL_ORDERABLE: # Tier 1 Overrides + if alpha_signal or ALGO_CONFIG.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha + skip = False + side = 'BUY' if ASTER_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' + qty = Decimal(value=str(abs(ASTER_TGT_TAIL_BASE_QTY))) + price = ASTER_TOB_PX - ( float(ASTER.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Aster) ) if side == 'BUY' else ASTER_TOB_PX + ( float(ASTER.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Aster) ) + + if abs( ( float(ASTER_TGT_TAIL_BASE_QTY)*float(price) ) + ASTER.notional_position ) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - ASTER: {ASTER.notional_position} + {float(ASTER_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(ASTER_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') + await kill_algo() + + if ASTER_OPEN_ORDERS: # Cancel Open Order? + open_order_id = ASTER_OPEN_ORDERS[0].get('order_id') if ASTER_OPEN_ORDERS[0].get('order_id') is not None else ASTER_OPEN_ORDERS[0]['orderId'] + open_order_px = float(ASTER_OPEN_ORDERS[0].get('price',0)) if ASTER_OPEN_ORDERS[0].get('price') is not None else float(ASTER_OPEN_ORDERS[0]['original_price']) + + open_order_dict = dict(ASTER_OPEN_ORDERS[0]) + open_order_id = str(open_order_dict['order_id']) + open_order_px = float(open_order_dict['price']) + + min_price = ASTER.min_price + min_price = int(min_price) if min_price == int(min_price) else min_price + if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: + if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + print('ASTER OPEN ORDER NO PX CHG; SKIPPING') + skip = True + else: + await cancel_aster_order(open_order_id) # ty:ignore[invalid-argument-type] + + if ASTER_TGT_TAIL_BASE_QTY == 0.00: + logging.info('ASTER TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') + skip = True + + if not skip: + min_price = ASTER.min_price + min_price = int(min_price) if min_price == int(min_price) else min_price + price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) + + if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): + logging.info('ASTER TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') + continue + + if qty >= ASTER.min_order_size and ((qty*price) > ASTER.min_notional): + reduceOnly = False + else: + reduceOnly = True + + await post_aster_order( + symbol=ASTER.symbol, + side=side, + qty=qty, + price=price, + reduceOnly=reduceOnly, + postOnly=True, + ) + else: + pass + elif not(ASTER_TGT_TAIL_ORDERABLE) and ASTER_OPEN_ORDERS: + logging.info('ASTER HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') + await extend_cancel_all_orders() + + ### EXTEND ### + if ALGO_CONFIG.Overrides.Allow_Ordering_Extend and EXTEND_TGT_TAIL_ORDERABLE: # Tier 1 Overrides + if alpha_signal or ALGO_CONFIG.Overrides.Flatten_Open_Positions: # Tier 2 Overrides / Alpha + skip = False + side = 'BUY' if EXTEND_TGT_TAIL_BASE_QTY > 0.00 else 'SELL' + qty = Decimal(value=str(abs(EXTEND_TGT_TAIL_BASE_QTY))) + price = EXTEND_TOB_PX - ( float(EXTEND.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Extend) ) if side == 'BUY' else EXTEND_TOB_PX + ( float(EXTEND.min_price)*int(ALGO_CONFIG.Config.Price_Worsener_Extend) ) # ty:ignore[invalid-assignment] + + if abs( ( float(EXTEND_TGT_TAIL_BASE_QTY)*float(price) ) + EXTEND.notional_position ) > ALGO_CONFIG.Config.Max_Target_Notional*ALGO_CONFIG.Config.Max_Order_Over_Notional_Ratio: + logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - EXTEND: {EXTEND.notional_position} + {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(EXTEND_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})') + await kill_algo() + + if EXTEND_OPEN_ORDERS: # Cancel Open Order? + open_order_dict = dict(EXTEND_OPEN_ORDERS[0]) + open_order_id = str(open_order_dict['external_id']) + open_order_px = float(open_order_dict['price']) + + min_price = EXTEND.min_price + min_price = int(min_price) if min_price == int(min_price) else min_price + if Decimal(str( float(open_order_px) - float(price) )).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) == 0.00: + if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + print('EXTEND OPEN ORDER NO PX CHG; SKIPPING') + skip = True + else: + open_order_id = None + + if EXTEND_TGT_TAIL_BASE_QTY == 0.00: + logging.info('EXTEND TRYNG TO ORDER 0.00 BASE QTY, SKIPPING') + skip = True + + if not skip: + min_price = EXTEND.min_price + min_price = int(min_price) if min_price == int(min_price) else min_price + price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP) + + if price == Decimal(str(0.00)).quantize(Decimal(str(min_price)), rounding=ROUND_HALF_UP): + logging.info('EXTEND TRYNG TO ORDER with A PRICE OF 0.00, SKIPPING') + continue + + if qty >= EXTEND.min_order_size and ((qty*price) > EXTEND.min_notional): + reduceOnly = False + else: + reduceOnly = True + + await post_extend_order( + symbol=EXTEND.symbol, + side=side, + qty=qty, + price=price, + reduceOnly=reduceOnly, + postOnly=True, + cxl_prev_order_id=open_order_id + ) + else: + pass + elif not(EXTEND_TGT_TAIL_ORDERABLE) and EXTEND_OPEN_ORDERS: + logging.info('EXTEND HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS') + await extend_cancel_all_orders() + + ### Continue immediately or sleep ### + if ASTER_OPEN_ORDERS or EXTEND_OPEN_ORDERS: + if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + print(f'_____ Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Continuing...') + continue + else: + if ALGO_CONFIG.Logging.Print_Summary_Each_Loop: + print(f'_____ End No Open Orders _____ (Algo Engine ms: {(time.time() - loop_start)*1000:.2f}); Sleeping for sec: {ALGO_CONFIG.Config.Loop_Sleep_Sec:.0f}') + time.sleep(ALGO_CONFIG.Config.Loop_Sleep_Sec) + except KeyboardInterrupt: + logging.info('CANCELLING OPEN ORDERS') + await kill_algo() + except Exception as e: + logging.error(traceback.format_exc()) + logging.critical(f'*** ALGO ENGINE CRASHED: {e}') + logging.info('CANCELLING OPEN ORDERS') + utils.send_tg_alert(f'FR_ALGO_CRASHED: {str(e)}') + await kill_algo() + +### MAIN STARTUP ### +async def main(): + global EXTEND_CLIENT + global VAL_KEY + global CON + global ALGO_CONFIG + global ASTER + global EXTEND + global Open_Symbols + + + _, EXTEND_CLIENT = await extend_auth.create_auth_account_and_trading_client() + VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True) + engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate') + + await set_comb_open_symbols() + + best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type] + if Open_Symbols: + logging.info(f'OPEN SYMBOLS: {Open_Symbols}') + master_data = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_master')) # ty:ignore[invalid-argument-type] + open_symbol_to_work = Open_Symbols[0] + current_pos_master_ast = [d for d in master_data if d.get('symbol_ext') == open_symbol_to_work][0] + ASTER = structs.Perpetual_Exchange( + mult = int(current_pos_master_ast['max_leverage_ast']), + lh_asset = current_pos_master_ast['lh_asset_ast'], + rh_asset = current_pos_master_ast['rh_asset_ast'], + symbol_asset_separator = '', + initial_funding_rate=float(current_pos_master_ast['funding_rate_ast']), + min_price=float(current_pos_master_ast['min_price_ast']), + min_order_size=float(current_pos_master_ast['min_order_size_ast']), + min_lot_size=float(current_pos_master_ast['min_lot_size_ast']), + min_notional=float(current_pos_master_ast['min_notional_ast']), + buy_ratio=float(current_pos_master_ast['buy_ratio_ast']), + ) + EXTEND = structs.Perpetual_Exchange( + mult = int(current_pos_master_ast['max_leverage_ext']), + lh_asset = current_pos_master_ast['lh_asset_ext'], + rh_asset = current_pos_master_ast['rh_asset_ext'], + symbol_asset_separator = '-', + initial_funding_rate=float(current_pos_master_ast['funding_rate_ext']), + min_price=float(current_pos_master_ast['min_price_ext']), + min_order_size=float(current_pos_master_ast['min_order_size_ext']), + min_lot_size=float(current_pos_master_ast['min_lot_size_ext']), + min_notional=float(current_pos_master_ast['min_notional_ext']), + buy_ratio=float(current_pos_master_ast['buy_ratio_ext']), + ) + Open_Symbols.pop(0) + else: + ASTER = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER']) + EXTEND = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND']) + + # await get_aster_exch_info(symbol_override=Open_Symbols[0]) + # await get_extend_exch_info(symbol_override=Open_Symbols[0]) + + with open('algo_config.json', mode='r', encoding='utf-8') as file: + ALGO_CONFIG = json.load(file) + ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG) + + ALGO_CONFIG.Config.Max_Target_Notional = float(min([ASTER.mult, EXTEND.mult]) * ALGO_CONFIG.Config.Target_Open_Cash_Position) + # logging.info(f'Initial Algo Config: {ALGO_CONFIG}') + + VAL_KEY.set(name='fr_orchestrator_output', value=json.dumps(obj=ALGO_CONFIG.model_dump())) + VAL_KEY.set(name='fr_algo_working_symbol', value=json.dumps(obj={'ASTER': asdict(obj=ASTER), 'EXTEND': asdict(obj=EXTEND)})) + + async with engine.connect() as CON: + ### ASTER SETUP ### + # await get_aster_collateral() + await get_aster_notional_position() + await get_aster_exch_info() + await get_aster_open_orders() + ### EXTEND SETUP ### + # await get_extend_collateral() + await get_extend_notional() + await get_extend_exch_info() + await get_extend_open_orders() + + await run_algo() + +if __name__ == '__main__': + START_TIME = round(datetime.now().timestamp()*1000) + + logging.info(f'Log FilePath: {LOG_FILEPATH}') + + logging.basicConfig( + force=True, + filename=LOG_FILEPATH, + level=logging.INFO, + format='%(asctime)s - %(levelname)s - %(message)s', + filemode='w' + ) + logging.info(f"STARTED: {START_TIME}") + + asyncio.run(main()) diff --git a/modules/structs.py b/modules/structs.py index 8a54fe4..bb29db0 100644 --- a/modules/structs.py +++ b/modules/structs.py @@ -261,6 +261,8 @@ class Perpetual_Exchange: notional_obj: dict = field(default_factory=dict) notional_position: float = 0 unrealized_pnl: float = 0 + buy_ratio_std: float = 0 + just_rejected_count: int = 0 # async def update(self): # await self.Collateral_Updates.update() diff --git a/ng.py b/ng.py index 3ecfad0..8c4f358 100644 --- a/ng.py +++ b/ng.py @@ -1,13 +1,91 @@ import os from nicegui import ui, app from sqlalchemy import create_engine +# import requests import json +# import time +# import re import valkey +# import asyncio +# import datetime as dt +# from random import random +# from nicegui_modules import data +# from nicegui_modules import ui_components +# from glide import GlideClient, NodeAddress, GlideClientConfiguration +LISTENING_CLIENT = None +LH_PAIR = 'BTC' +RH_PAIR = 'USD' + +DEFAULT_TO_DARKMODE: bool = True +ALLOW_BODY_SCROLL: bool = True +LOOKBACK: int = 60 +LOOKBACK_RT_TV_MAX_POINTS: int = 3000 +REFRESH_INTERVAL_SEC: float = 10 +REFRESH_INTERVAL_RT_SEC: float = 1/30 + +ENGINE = create_engine('mysql+pymysql://root:pwd@localhost/fund_rate') VALKEY_R = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True) +### Utils ### +def update_body_scroll(e=None, bool_override=False): + if e is None: + if bool_override: + ui.query('body').style('height: 100%; overflow-y: auto;') + else: + ui.query('body').style('height: 100%; overflow-y: hidden;') + else: + if e.value: + ui.query('body').style('height: 100%; overflow-y: auto;') + else: + ui.query('body').style('height: 100%; overflow-y: hidden;') +### Callbacks ### +async def update_tv(): + series_update = json.loads(VALKEY_R.get('poly_rtds_cl_btcusd')) # ty:ignore[invalid-argument-type] + series_update_b = json.loads(VALKEY_R.get('poly_binance_btcusd')) # ty:ignore[invalid-argument-type] + series_update_c = json.loads(VALKEY_R.get('poly_5min_btcusd')) # ty:ignore[invalid-argument-type] + timestamp = round( ( series_update['timestamp_arrival'] / 1000 ) , 2) + timestamp_b = round( ( series_update_b['timestamp_arrival'] / 1000 ) , 2) + timestamp_c = round( ( series_update_c['timestamp_arrival'] / 1000 ) , 2) + value = float(series_update['value']) + value_b = float(series_update_b['value']) + value_c = float(series_update_c['price']) + + data_dict = { + 'timestamp': timestamp, + 'timestamp_b': timestamp_b, + 'timestamp_c': timestamp_c, + 'value': value, + 'value_b': value_b, + 'value_c': value_c, + 'target': series_update_c['target_price'], + 'LOOKBACK_RT_TV_MAX_POINTS': LOOKBACK_RT_TV_MAX_POINTS, + } + + ui.run_javascript(f'await update_tv(data_dict={data_dict});') + + +### Pages ### +async def rt_chart_page(): + global LOOKBACK + + LOOKBACK = app.storage.user.get('lookback', LOOKBACK) + timer = ui.timer(REFRESH_INTERVAL_RT_SEC, update_tv) + + with ui.row(): + with ui.column(): + ui.switch('☸︎', value=ALLOW_BODY_SCROLL, on_change=lambda e: update_body_scroll(e)) + with ui.column(): + ui.switch('▶️', value=True).bind_value_to(timer, 'active') + with ui.column().style('position: absolute; right: 20px; font-family: monospace; align-self: center;'): + ui.label('Atwater Trading: Orderbook') + + with ui.grid(columns=16).classes('w-full gap-0 auto-fit'): + with ui.card().tight().classes('w-full col-span-full no-shadow border border-black-200').style('overflow: auto;'): + ui.html('
', sanitize=False).classes('w-full') + ui.run_javascript('await create_tv();') def root(): app.add_static_files(max_cache_age=0, url_path='/static', local_directory=os.path.join(os.path.dirname(__file__), 'nicegui_modules/static')) @@ -18,19 +96,12 @@ def root(): ''' ) + # ui.add_head_html('') - # update_body_scroll(bool_override=ALLOW_BODY_SCROLL) + update_body_scroll(bool_override=ALLOW_BODY_SCROLL) ui.sub_pages({ - '/': controls_grid, + '/': rt_chart_page, }).classes('w-full') - -async def controls_grid(): - with ui.grid(columns=16).classes('w-full gap-0 auto-fit'): - with ui.card().tight().classes('w-full col-span-full no-shadow border border-black-200').style('overflow: auto;'): - ui.html('
', sanitize=False).classes('w-full') - ui.run_javascript('await create_tv();') - - -ui.run(root, storage_secret="123ABC", reload=True, dark=True, title='Atwater_Trading') \ No newline at end of file +ui.run(root, storage_secret="123ABC", reload=True, dark=True, title='Atwater Trading') \ No newline at end of file diff --git a/ng_modules/static/script.js b/ng_modules/static/script.js new file mode 100644 index 0000000..aedf603 --- /dev/null +++ b/ng_modules/static/script.js @@ -0,0 +1,223 @@ +async function waitForVariable(variableName, timeout = 5000) { + const startTime = Date.now(); + while (typeof window[variableName] === 'undefined') { + if (Date.now() - startTime > timeout) { + throw new Error(`Variable '${variableName}' not defined within ${timeout}ms`); + } + await new Promise(resolve => setTimeout(resolve, 100)); + } + console.log(`Variable '${variableName}' is now defined.`); +} + +async function update_tv(data_dict) { + + window.data.push({ time: data_dict.timestamp, value: data_dict.value }); + window.data_b.push({ time: data_dict.timestamp_b, value: data_dict.value_b }); + window.data_c.push({ time: data_dict.timestamp_c, value: data_dict.value_c }); + window.data_tgt.push({ time: data_dict.timestamp_c, value: data_dict.target }); + window.lineSeries.update({ time: data_dict.timestamp, value: data_dict.value }); + window.lineSeries_b.update({ time: data_dict.timestamp_b, value: data_dict.value_b }); + window.lineSeries_c.update({ time: data_dict.timestamp_c, value: data_dict.value_c }); + window.lineSeries_tgt.update({ time: data_dict.timestamp_c, value: data_dict.target }); + + // midPriceLine.applyOptions({ + // price: data_dict.mid_px, + // color: '#c78228', + // lineWidth: 3, + // lineStyle: LightweightCharts.LineStyle.Dashed, + // axisLabelVisible: true, + // }); + + window.chart.timeScale().scrollToRealTime(); + // const currentRange = window.chart.timeScale().getVisibleLogicalRange(); + // window.chart.timeScale().fitContent(); + // window.chart.timeScale().setVisibleLogicalRange(currentRange); + + const MAX_DATA_POINTS = data_dict.LOOKBACK_RT_TV_MAX_POINTS; + if (window.lineSeries.data().length > MAX_DATA_POINTS) { + window.lineSeries.setData(lineSeries.data().slice(-MAX_DATA_POINTS)); + } + if (window.lineSeries_b.data().length > MAX_DATA_POINTS) { + window.lineSeries_b.setData(lineSeries_b.data().slice(-MAX_DATA_POINTS)); + } + if (window.lineSeries_c.data().length > MAX_DATA_POINTS) { + window.lineSeries_c.setData(lineSeries_c.data().slice(-MAX_DATA_POINTS)); + } + if (window.lineSeries_tgt.data().length > MAX_DATA_POINTS) { + window.lineSeries_tgt.setData(lineSeries_tgt.data().slice(-MAX_DATA_POINTS)); + } +}; + + +async function create_tv() { + window.chart = LightweightCharts.createChart(document.getElementById('tv'), + { + autoSize: true, + toolbox: true, + timeScale: { + timeVisible: true, // Shows HH:mm on x-axis + secondsVisible: true // Optional: show seconds + }, + rightPriceScale: { + visible: true, + autoScale: true + }, + leftPriceScale: { + visible: true + }, + + layout: { + background: { type: 'solid', color: '#222' }, + textColor: '#DDD', + }, + grid: { + vertLines: { + color: '#e1e1e1', // Set vertical line color + visible: true, + style: 2, // 0: Solid, 1: Dashed, 2: Dotted, 3: LargeDashed, 4: SparseDotted + }, + horzLines: { + color: '#e1e1e1', // Set horizontal line color + visible: true, + style: 2, + }, + }, + + crosshair: { mode: LightweightCharts.CrosshairMode.Normal }, + } + ); + window.lineSeries = chart.addSeries(LightweightCharts.LineSeries, { + color: '#94fcdf', + priceScaleId: 'right' + // topColor: '#94fcdf', + // bottomColor: 'rgba(112, 171, 249, 0.28)', + // invertFilledArea: false + }); + window.lineSeries_b = chart.addSeries(LightweightCharts.LineSeries, { + color: '#dd7525', + priceScaleId: 'right' + // topColor: '#94fcdf', + // bottomColor: 'rgba(112, 171, 249, 0.28)', + // invertFilledArea: false + }); + window.lineSeries_c = chart.addSeries(LightweightCharts.LineSeries, { + color: '#ea0707', + priceScaleId: 'left', + autoscaleInfoProvider: () => ({ + priceRange: { + minValue: 0.0, + maxValue: 1.0 + } + }) + // topColor: '#94fcdf', + // bottomColor: 'rgba(112, 171, 249, 0.28)', + // invertFilledArea: false + }); + window.lineSeries_tgt = chart.addSeries(LightweightCharts.LineSeries, { + color: '#ffffff', + priceScaleId: 'right', + lineStyle: LightweightCharts.LineStyle.Dashed + // topColor: '#94fcdf', + // bottomColor: 'rgba(112, 171, 249, 0.28)', + // invertFilledArea: false + }); + // window.midPriceLine_Config = { + // price: 0, + // color: '#c78228', + // lineWidth: 3, + // lineStyle: LightweightCharts.LineStyle.Dashed, + // axisLabelVisible: false, + // }; + // window.midPriceLine = window.lineSeries.createPriceLine(midPriceLine_Config); + window.data = []; + window.data_b = []; + window.data_c = []; + window.data_tgt = []; + window.lineSeries.setData(window.data); + window.lineSeries_b.setData(window.data_b); + window.lineSeries_c.setData(window.data_c); + window.lineSeries_tgt.setData(window.data_tgt); + + // Create and style the tooltip html element + const container = document.getElementById('tv'); + + window.toolTipWidth = 200; + + const toolTip = document.createElement('div'); + toolTip.style = `width: ${window.toolTipWidth}px; height: 100%; position: absolute; display: none; padding: 8px; box-sizing: border-box; font-size: 12px; text-align: left; z-index: 1000; top: 12px; left: 12px; pointer-events: none; border-radius: 4px 4px 0px 0px; border-bottom: none; box-shadow: 0 2px 5px 0 rgba(117, 134, 150, 0.45);font-family: -apple-system, BlinkMacSystemFont, 'Trebuchet MS', Roboto, Ubuntu, sans-serif; -webkit-font-smoothing: antialiased; -moz-osx-font-smoothing: grayscale;`; + toolTip.style.background = `rgba(${'0, 0, 0'}, 0.25)`; + toolTip.style.color = 'white'; + toolTip.style.borderColor = 'rgba( 239, 83, 80, 1)'; + container.appendChild(toolTip); + + // update tooltip + window.chart.subscribeCrosshairMove(async param => { + + if ( + param.point === undefined || + !param.time || + param.point.x < 0 || + param.point.x > container.clientWidth || + param.point.y < 0 || + param.point.y > container.clientHeight + ) { + toolTip.style.display = 'none'; + } else { + + // toolTip.style.height = '100%'; + toolTip.style.alignContent = 'center'; + + const dateStr = new Date(param.time*1000).toISOString(); + + let data = await param.seriesData.get(window.lineSeries); + if (data === undefined) { + data = {} + data.value = 0 + console.log('data is UNDEFINED, SETTING TO 0') + }; + + let data_b = await param.seriesData.get(window.lineSeries_b); + if (data_b === undefined) { + data_b = {} + data_b.value = 0 + console.log('data is UNDEFINED, SETTING TO 0') + }; + + const value_px = data.value + const value_px_b = window.data_b.value + const value_px_c = window.data_c.value + const value_px_tgt = window.data_tgt.value + + toolTip.style.display = 'block'; + //
+ // Atwater Trading + //
+ toolTip.innerHTML = ` +
+ Chainlink: ${Math.round(100 * value_px) / 100} + Binance: ${Math.round(100 * value_px_b) / 100} +
+
+ ${dateStr} +
+ `; + + let left = param.point.x; // relative to timeScale + const timeScaleWidth = chart.timeScale().width(); + const priceScaleWidth = chart.priceScale('left').width(); + const halfTooltipWidth = toolTipWidth / 2; + left += priceScaleWidth - halfTooltipWidth; + left = Math.min(left, priceScaleWidth + timeScaleWidth - toolTipWidth); + left = Math.max(left, priceScaleWidth); + + toolTip.style.left = left + 'px'; + toolTip.style.top = 0 + 'px'; + } + }); + + + + window.chart.timeScale().fitContent(); + + console.log("TV Created!") +}; \ No newline at end of file diff --git a/ng_modules/static/styles.css b/ng_modules/static/styles.css new file mode 100644 index 0000000..7dc00b2 --- /dev/null +++ b/ng_modules/static/styles.css @@ -0,0 +1,33 @@ +/* Sticky Quasar Table for Dark Mode */ +.table-sticky-dark .q-table__top, +.table-sticky-dark .q-table__bottom, +.table-sticky-dark thead tr:first-child th { + background-color: black; +} +.table-sticky-dark thead tr th { + position: sticky; + z-index: 1; +} +.table-sticky-dark thead tr:first-child th { + top: 0; +} +.table-sticky-dark tbody { + scroll-margin-top: 48px; +} + +/* Sticky Quasar Table for Light Mode */ +/* .table-sticky-light .q-table__top, +.table-sticky-light .q-table__bottom, +.table-sticky-light thead tr:first-child th { + background-color: rgb(229, 223, 223); +} +.table-sticky-light thead tr th { + position: sticky; + z-index: 1; +} +.table-sticky-light thead tr:first-child th { + top: 0; +} +.table-sticky-light tbody { + scroll-margin-top: 48px; +} */ \ No newline at end of file