stevekeyharvey/Funding_Rate
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update switching fr logic for expected alpha

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stevekeyharvey
2026-05-07 20:59:47 +00:00
parent 1bbb4797ce
commit e4bdb3f6a0
6 changed files with 122 additions and 60 deletions
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4
engine_best_funding_rate.py
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@@ -204,8 +204,8 @@ async def loop() -> None:
df_best_fr_rate['last_trade_ts_dt_ast'] = pd.to_datetime(df_best_fr_rate['last_trade_ts_ast'], unit='ms')
df_best_fr_rate['last_trade_ts_dt_ext'] = pd.to_datetime(df_best_fr_rate['last_trade_ts_ext'], unit='ms')
df_best_fr_rate = df_best_fr_rate.loc[( (datetime.now().timestamp()*1000 )-df_best_fr_rate['last_trade_ts_ast']) < (3*60*1000) ]
df_best_fr_rate = df_best_fr_rate.loc[( (datetime.now().timestamp()*1000 )-df_best_fr_rate['last_trade_ts_ext']) < (15*60*1000) ]
df_best_fr_rate = df_best_fr_rate.loc[( (datetime.now().timestamp()*1000 )-df_best_fr_rate['last_trade_ts_ast']) < (5*60*1000) ] # Last traded in 3min
# df_best_fr_rate = df_best_fr_rate.loc[( (datetime.now().timestamp()*1000 )-df_best_fr_rate['last_trade_ts_ext']) < (15*60*1000) ] # Last traded in 15min
# print(df_best_fr_rate.columns)
# print(df_best_fr_rate.iloc[0])