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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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22
ws_extended_user.py
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@@ -18,6 +18,7 @@ import os
from dotenv import load_dotenv
import modules.extended_db as extended_db
import modules.db as db
import modules.utils as utils
### Allow only ipv4 ###
def allowed_gai_family():
@@ -49,19 +50,6 @@ LOCAL_RECENT_TRADES: list = []
LOCAL_RECENT_BALANCES: list = []
LOCAL_RECENT_POSITIONS: list = []
def upsert_list_of_dicts_by_id(list_of_dicts, new_dict, id='id', seq_check_field: str | None = None):
for index, item in enumerate(list_of_dicts):
if item.get(id) == new_dict.get(id):
if seq_check_field is not None:
if item.get(seq_check_field) < new_dict.get(seq_check_field):
logging.info('Skipping out of sequence msg')
return list_of_dicts
list_of_dicts[index] = new_dict
return list_of_dicts
list_of_dicts.append(new_dict)
return list_of_dicts
### Websocket ###
async def ws_stream():
global LOCAL_RECENT_ORDERS
@@ -113,7 +101,7 @@ async def ws_stream():
'expire_time_ts': o['expireTime'],
}
list_for_df.append(order_update)
LOCAL_RECENT_ORDERS = upsert_list_of_dicts_by_id(LOCAL_RECENT_ORDERS, order_update, id='order_id', seq_check_field='sequence_id')
LOCAL_RECENT_ORDERS = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_ORDERS, order_update, id='order_id', seq_check_field='sequence_id')
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)
@@ -142,7 +130,7 @@ async def ws_stream():
'created_time_ts': t['createdTime'],
'is_taker': t['isTaker'],
}
LOCAL_RECENT_TRADES = upsert_list_of_dicts_by_id(LOCAL_RECENT_TRADES, trade_update, id='trade_id', seq_check_field='sequence_id')
LOCAL_RECENT_TRADES = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_TRADES, trade_update, id='trade_id', seq_check_field='sequence_id')
LOCAL_RECENT_TRADES = [t for t in LOCAL_RECENT_TRADES if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_TRADES)
@@ -167,7 +155,7 @@ async def ws_stream():
'exposure': float(data['data']['balance']['exposure']),
'leverage': float(data['data']['balance']['leverage']),
}
LOCAL_RECENT_BALANCES = upsert_list_of_dicts_by_id(LOCAL_RECENT_BALANCES, balance_update, id='collateral_name', seq_check_field='sequence_id')
LOCAL_RECENT_BALANCES = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_BALANCES, balance_update, id='collateral_name', seq_check_field='sequence_id')
LOCAL_RECENT_BALANCES = [t for t in LOCAL_RECENT_BALANCES if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_BALANCES)
@@ -203,7 +191,7 @@ async def ws_stream():
'created_at_ts': p['createdAt'],
'updated_at_ts': p['updatedAt'],
}
LOCAL_RECENT_POSITIONS = upsert_list_of_dicts_by_id(LOCAL_RECENT_POSITIONS, position_update, id='position_id', seq_check_field='sequence_id')
LOCAL_RECENT_POSITIONS = utils.upsert_list_of_dicts_by_id(LOCAL_RECENT_POSITIONS, position_update, id='position_id', seq_check_field='sequence_id')
LOCAL_RECENT_POSITIONS = [t for t in LOCAL_RECENT_POSITIONS if t.get('timestamp_arrival', 0) >= LOOKBACK_MIN_TS_MS]
VAL_KEY_OBJ = json.dumps(LOCAL_RECENT_POSITIONS)