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stevekeyharvey
2026-04-25 23:43:28 +00:00
parent b0d031d452
commit dac490ca5b
13 changed files with 591 additions and 260 deletions
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7
ws_extended_user.py
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@@ -130,6 +130,7 @@ async def ws_stream():
'created_time_ts': t['createdTime'],
'is_taker': t['isTaker'],
}
list_for_df.append(trade_update)
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]
@@ -187,15 +188,17 @@ async def ws_stream():
'tp_limit_price': float(p.get('tpLimitPrice', 0)),
'sl_trigger_price': float(p.get('slTriggerPrice', 0)),
'sl_limit_price': float(p.get('slLimitPrice', 0)),
'adl_percentile': p['adl'], # closer to 100 means higher chance of auto-deleveraging
'adl_percentile': p.get('adl', 0), # closer to 100 means higher chance of auto-deleveraging
'created_at_ts': p['createdAt'],
'updated_at_ts': p['updatedAt'],
}
list_for_df.append(position_update)
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)
VAL_KEY.set(VK_POSITIONS, VAL_KEY_OBJ)
await db.insert_df_to_mysql(table_name='fr_extended_user_position', params=list_for_df, CON=CON)
continue
case _:
@@ -231,8 +234,8 @@ async def main():
engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
async with engine.connect() as CON:
await extended_db.create_fr_extended_user_balance(CON=CON)
await extended_db.create_fr_extended_user_order(CON=CON)
await extended_db.create_fr_extended_user_position(CON=CON)
await extended_db.create_fr_extended_user_order(CON=CON)
await extended_db.create_fr_extended_user_trade(CON=CON)
await ws_stream()
else: