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start of refactor to objects

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stevekeyharvey
2026-04-24 07:29:26 +00:00
parent ea46b173fa
commit afa2d1fd79
11 changed files with 1003 additions and 6884 deletions
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35
ws_aster_user.py
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@@ -18,6 +18,7 @@ from dotenv import load_dotenv
import modules.aster_auth as aster_auth
import modules.aster_db as aster_db
import modules.db as db
import modules.utils as utils
### Allow only ipv4 ###
def allowed_gai_family():
@@ -53,17 +54,7 @@ LOCAL_RECENT_BALANCES: list = []
LOCAL_RECENT_POSITIONS: list = []
def upsert_list_of_dicts_by_id(list_of_dicts, new_dict, id='id'):
for index, item in enumerate(list_of_dicts):
if item.get(id) == new_dict.get(id):
list_of_dicts[index] = new_dict
return list_of_dicts
list_of_dicts.append(new_dict)
return list_of_dicts
def get_new_listen_key() -> str:
async def get_new_listen_key() -> str:
global LISTEN_KEY_LAST_UPDATE_TS_S
listen_key_request = {
@@ -71,7 +62,7 @@ def get_new_listen_key() -> str:
"method": "POST",
"params": {}
}
r = aster_auth.post_authenticated_url(listen_key_request)
r = await aster_auth.post_authenticated_url(listen_key_request)
listen_key = r.get('listenKey', None)
print(f'LISTEN KEY: {listen_key}')
if listen_key is not None:
@@ -85,7 +76,7 @@ async def listen_key_interval():
while True:
await asyncio.sleep(LISTEN_KEY_PUT_INTERVAL_SEC)
LISTEN_KEY = get_new_listen_key()
LISTEN_KEY = await get_new_listen_key()
### Websocket ###
async def ws_stream():
@@ -95,7 +86,7 @@ async def ws_stream():
global LOCAL_RECENT_BALANCES
global LOCAL_RECENT_POSITIONS
LISTEN_KEY = get_new_listen_key()
LISTEN_KEY = await get_new_listen_key()
async for websocket in websockets.connect(WSS_URL+LISTEN_KEY):
logging.info(f"Connected to {WSS_URL}")
@@ -113,7 +104,7 @@ async def ws_stream():
match channel:
case 'ORDER_TRADE_UPDATE':
logging.info(f'ORDER_TRADE_UPDATE: {data}')
# logging.info(f'ORDER_TRADE_UPDATE: {data}')
new_order_update = {
'timestamp_arrival': ts_arrival,
'timestamp_msg': data['E'],
@@ -150,7 +141,7 @@ async def ws_stream():
'callback_rate': float(data['o'].get("cr", 0)), # :"5.0", // Callback Rate, only puhed with TRAILING_STOP_MARKET order
'realized_profit': float(data['o']["rp"]), # :"0" // Realized Profit of the trade
}
LOCAL_RECENT_ORDERS = upsert_list_of_dicts_by_id(LOCAL_RECENT_ORDERS, new_order_update, id='client_order_id')
LOCAL_RECENT_ORDERS = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_ORDERS, new_order_update, id='order_id', seq_check_field='timestamp_msg')
LOCAL_RECENT_ORDERS = [t for t in LOCAL_RECENT_ORDERS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_ORDERS)
@@ -159,7 +150,7 @@ async def ws_stream():
await db.insert_df_to_mysql(table_name='fr_aster_user_order_trade', params=new_order_update, CON=CON)
continue
case 'MARGIN_CALL':
logging.info(f'MARGIN_CALL: {data}')
# logging.info(f'MARGIN_CALL: {data}')
list_for_df = []
for p in list(data['p']):
margin_call_update = {
@@ -177,7 +168,7 @@ async def ws_stream():
'maint_margin_required': float(p["mm"]), # :"1.614445" // Maintenance Margin Required
}
list_for_df.append(margin_call_update)
LOCAL_RECENT_MARGIN_CALLS = upsert_list_of_dicts_by_id(LOCAL_RECENT_MARGIN_CALLS, margin_call_update, id='symbol')
LOCAL_RECENT_MARGIN_CALLS = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_MARGIN_CALLS, margin_call_update, id='symbol', seq_check_field='timestamp_msg')
LOCAL_RECENT_MARGIN_CALLS = [t for t in LOCAL_RECENT_MARGIN_CALLS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_MARGIN_CALLS)
@@ -186,7 +177,7 @@ async def ws_stream():
await db.insert_df_to_mysql(table_name='fr_aster_user_margin', params=list_for_df, CON=CON)
continue
case 'ACCOUNT_UPDATE':
logging.info(f'ACCOUNT_UPDATE: {data}')
# logging.info(f'ACCOUNT_UPDATE: {data}')
list_for_df_bal = []
list_for_df_pos = []
### Balance Updates ###
@@ -205,7 +196,7 @@ async def ws_stream():
'balance_change_excl_pnl_comms': float(b['bc']),
}
list_for_df_bal.append(balance_update)
LOCAL_RECENT_BALANCES = upsert_list_of_dicts_by_id(LOCAL_RECENT_BALANCES, balance_update, id='asset')
LOCAL_RECENT_BALANCES = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_BALANCES, balance_update, id='asset', seq_check_field='timestamp_msg')
LOCAL_RECENT_BALANCES = [t for t in LOCAL_RECENT_BALANCES if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY.set(VK_BALANCES, json.dumps(LOCAL_RECENT_BALANCES))
### Position Updates ###
@@ -228,13 +219,13 @@ async def ws_stream():
'position_side': p['ps'],
}
list_for_df_pos.append(position_update)
LOCAL_RECENT_POSITIONS = upsert_list_of_dicts_by_id(LOCAL_RECENT_POSITIONS, position_update, id='symbol')
LOCAL_RECENT_POSITIONS = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_POSITIONS, position_update, id='symbol', seq_check_field='timestamp_msg')
LOCAL_RECENT_POSITIONS = [t for t in LOCAL_RECENT_POSITIONS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY.set(VK_POSITIONS, json.dumps(LOCAL_RECENT_POSITIONS))
if balance_update:
await db.insert_df_to_mysql(table_name='fr_aster_user_account_bal', params=list_for_df_bal, CON=CON)
if position_update:
await db.insert_df_to_mysql(table_name='fr_aster_user_account_pos', params=list_for_df_bal, CON=CON)
await db.insert_df_to_mysql(table_name='fr_aster_user_account_pos', params=list_for_df_pos, CON=CON)
continue
case 'listenKeyExpired':
raise('Listen Key Has Expired; Failed to Update Properly. Restarting.')