stevekeyharvey/Funding_Rate
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algo status

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stevekeyharvey
2026-05-07 00:25:49 +00:00
parent 99312b768f
commit f45c035ebb
6 changed files with 634 additions and 81 deletions
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45
ng.py
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@@ -6,19 +6,12 @@ import json
# import time
# import re
import valkey
# import asyncio
import asyncio
# import datetime as dt
# from random import random
# from nicegui_modules import data
# from nicegui_modules import ui_components
# from glide import GlideClient, NodeAddress, GlideClientConfiguration
LISTENING_CLIENT = None
LH_PAIR = 'BTC'
RH_PAIR = 'USD'
DEFAULT_TO_DARKMODE: bool = True
ALLOW_BODY_SCROLL: bool = True
LOOKBACK: int = 60
LOOKBACK_RT_TV_MAX_POINTS: int = 3000
@@ -26,7 +19,7 @@ REFRESH_INTERVAL_SEC: float = 10
REFRESH_INTERVAL_RT_SEC: float = 1/30
ENGINE = create_engine('mysql+pymysql://root:pwd@localhost/fund_rate')
VALKEY_R = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)
VALKEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)
### Utils ###
def update_body_scroll(e=None, bool_override=False):
@@ -43,24 +36,26 @@ def update_body_scroll(e=None, bool_override=False):
### Callbacks ###
async def update_tv():
series_update = json.loads(VALKEY_R.get('poly_rtds_cl_btcusd')) # ty:ignore[invalid-argument-type]
series_update_b = json.loads(VALKEY_R.get('poly_binance_btcusd')) # ty:ignore[invalid-argument-type]
series_update_c = json.loads(VALKEY_R.get('poly_5min_btcusd')) # ty:ignore[invalid-argument-type]
timestamp = round( ( series_update['timestamp_arrival'] / 1000 ) , 2)
timestamp_b = round( ( series_update_b['timestamp_arrival'] / 1000 ) , 2)
timestamp_c = round( ( series_update_c['timestamp_arrival'] / 1000 ) , 2)
value = float(series_update['value'])
value_b = float(series_update_b['value'])
value_c = float(series_update_c['price'])
series_update_aster_tob = json.loads(VALKEY.get('fut_ticker_aster')) # ty:ignore[invalid-argument-type]
series_update_extend_tob = json.loads(VALKEY.get('fut_ticker_extended')) # ty:ignore[invalid-argument-type]
series_update_algo_status = json.loads(VALKEY.get('algo_status')) # ty:ignore[invalid-argument-type]
timestamp_aster_tob = round( ( series_update_aster_tob['timestamp_arrival'] / 1000 ) , 2)
timestamp_extend_tob = round( ( series_update_extend_tob['timestamp_arrival'] / 1000 ) , 2)
timestamp_algo_status = round( ( series_update_algo_status['timestamp_arrival'] / 1000 ) , 2)
value_aster_tob = ( float(series_update_aster_tob['best_ask_px']) + float(series_update_aster_tob['best_bid_px']) ) / 2
value_extend_tob = ( float(series_update_extend_tob['best_ask_px']) + float(series_update_extend_tob['best_bid_px']) ) / 2
value_algo_expected_alpha = float(series_update_algo_status['price'])
data_dict = {
'timestamp': timestamp,
'timestamp_b': timestamp_b,
'timestamp_c': timestamp_c,
'value': value,
'value_b': value_b,
'value_c': value_c,
'target': series_update_c['target_price'],
'timestamp': timestamp_aster_tob,
'timestamp_b': timestamp_extend_tob,
'timestamp_c': timestamp_algo_status,
'value': value_aster_tob,
'value_b': value_extend_tob,
'value_c': value_algo_expected_alpha,
'target': series_update_algo_status['target_price'],
'LOOKBACK_RT_TV_MAX_POINTS': LOOKBACK_RT_TV_MAX_POINTS,
}