v1 working switch symbols w volume filter

modules/manual_leverage.py

@@ -26,7 +26,7 @@ LEVERAGE_BY_EXCH: list[Asset_Leverage] = [
     Asset_Leverage('ASTER', 'LIT'  , 'USDT', 50 , 2_500  ), Asset_Leverage('EXTEND', 'LIT'  , 'USD', 25, 400_000  ),
     Asset_Leverage('ASTER', 'SOL'  , 'USDT', 100, 50_000 ), Asset_Leverage('EXTEND', 'SOL'  , 'USD', 50, 1_000_000),
     Asset_Leverage('ASTER', 'SUI'  , 'USDT', 75 , 5_416  ), Asset_Leverage('EXTEND', 'SUI'  , 'USD', 50, 500_000  ),
-    Asset_Leverage('ASTER', 'TRUMP', 'USDT', 50 , 5_567  ), Asset_Leverage('EXTEND', 'TRUMP', 'USD', 25, 400_000  ),
+    Asset_Leverage('ASTER', 'TRUMP', 'USDT', 10 , 60_000 ), Asset_Leverage('EXTEND', 'TRUMP', 'USD', 25, 400_000  ),
     Asset_Leverage('ASTER', 'WLFI' , 'USDT', 25 , 104_869), Asset_Leverage('EXTEND', 'WLFI' , 'USD', 10, 250_000  ),
     Asset_Leverage('ASTER', 'XAG'  , 'USDT', 100, 50_000 ), Asset_Leverage('EXTEND', 'XAG'  , 'USD', 10, 1_000_000),
     Asset_Leverage('ASTER', 'XAU'  , 'USDT', 75 , 2_500  ), Asset_Leverage('EXTEND', 'XAU'  , 'USD', 25, 2_000_000),

modules/structs.py

@@ -1,3 +1,4 @@
+from rel.rel import init
 import json
 from dataclasses import dataclass, field
 from typing import Any
@@ -11,6 +12,7 @@ class Algo_Config_Overrides(BaseModel):
     Allow_Ordering_Extend: bool
     Allow_Symbol_Change: bool
     Flatten_Open_Positions: bool
+    Flatten_Open_Positions_Opportunistic: bool
     Flip_Side_For_Testing: bool
 
 
@@ -21,8 +23,8 @@ class Algo_Config_Config(BaseModel):
     Max_Target_Notional: float
     Min_Time_To_Funding_Minutes: int
     Min_Fund_Rate_Pct_To_Trade: float
-    Price_Worsener_Aster: float
-    Price_Worsener_Extend: float
+    Price_Worsener_Aster: int
+    Price_Worsener_Extend: int
     Switch_To_Taker_Seconds: int
     Target_Open_Cash_Position: int
 
@@ -159,10 +161,14 @@ class Perpetual_Exchange:
     # Collateral_Updates: Collateral
     # Funding_Rate: Funding_Rate
     # Markets: Markets_Details
-    mult: int
     lh_asset: str
     rh_asset: str
+    symbol: str = ''
     symbol_asset_separator: str = ''
+    mult: int
+    initial_funding_rate: float = 0
+    min_price: float = 0
+    min_order_size: float = 0
 
     # async def update(self):
     #     await self.Collateral_Updates.update()

modules/utils.py

@@ -5,10 +5,10 @@ import os
 
 load_dotenv()
 
-def upsert_list_of_dicts_by_id(list_of_dicts, new_dict, id='id', seq_check_field: str | None = None) -> list[dict]:
+def upsert_list_of_dicts_by_id(list_of_dicts, new_dict, id='id', seq_check_field: str | None = None, reset_seq_id: bool = False) -> list[dict]:
     for index, item in enumerate(list_of_dicts):
         if item.get(id) == new_dict.get(id):
-            if seq_check_field is not None:
+            if ( seq_check_field is not None ) and ( not(reset_seq_id) ):
                 if item.get(seq_check_field) > new_dict.get(seq_check_field):
                     logging.info('Skipping out of sequence msg')
                     return list_of_dicts
@@ -40,4 +40,10 @@ def rec_set_dict(orig_dict, new_dict, allow_new_fields: bool = False) -> dict:
                 else:
                     logging.warning(msg=f'rec_set_dict: encountered nonexistent key: "{k}"; skipping')
     
-    return orig_dict
+    return orig_dict
+
+def symbol_to_aster_fmt(symbol: str) -> str:
+    return (symbol+'T' if symbol[-1].upper()!='T' else symbol).replace('-','').upper()
+
+def symbol_to_extend_fmt(symbol: str) -> str:
+    return (symbol[0:-1] if symbol[-1].upper()=='T' else symbol).replace('-','').upper().split('USD')[0]+'-'+'USD'