import asyncio import json import logging import socket import traceback from datetime import datetime, timezone from typing import AsyncContextManager import math import numpy as np import pandas as pd import requests.packages.urllib3.util.connection as urllib3_cn # type: ignore from sqlalchemy import text import websockets from sqlalchemy.ext.asyncio import create_async_engine import valkey import os from dotenv import load_dotenv import modules.utils as utils ### Allow only ipv4 ### def allowed_gai_family(): return socket.AF_INET urllib3_cn.allowed_gai_family = allowed_gai_family ### Database ### USE_DB: bool = False USE_VK: bool = True # VK_FUND_RATE = 'fund_rate_extended' VK_FUND_RATE_ALL = 'fund_rate_extended_all' CON: AsyncContextManager VAL_KEY: valkey.Valkey ### Logging ### load_dotenv() LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_FR_ALL.log' ### Globals ### WSS_URL = "wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/" LOCAL_FUNDING_RATES = [] def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds interval_secs = interval_mins * 60 seconds = dt.timestamp() rounded_seconds = math.floor(seconds / interval_secs) * interval_secs return rounded_seconds ### Websocket ### async def ws_stream(): global LOCAL_FUNDING_RATES async for websocket in websockets.connect(WSS_URL): logging.info(f"Connected to {WSS_URL}") try: async for message in websocket: ts_arrival = round(datetime.now().timestamp()*1000) if isinstance(message, str): try: data = json.loads(message) if data.get('data', None) is not None: # print(f'FR: {data}') # fr_next_update_ts = (time_round_down(dt=datetime.now(timezone.utc), interval_mins=60)+(60*60))*1000 fr_update = { 'sequence_id': data['seq'], 'timestamp_arrival': ts_arrival, 'timestamp_msg': data['ts'], 'symbol': data['data']['m'], 'funding_rate': float(data['data']['f']), 'funding_rate_updated_ts_ms': data['data']['T'], # 'next_funding_time_ts_ms': fr_next_update_ts, } LOCAL_FUNDING_RATES = utils.upsert_list_of_dicts_by_id(LOCAL_FUNDING_RATES, fr_update, id='symbol', seq_check_field=None) VAL_KEY.set(VK_FUND_RATE_ALL, json.dumps(LOCAL_FUNDING_RATES)) # print(f'VK_SAVED: {data}') continue else: logging.info(f'Initial or unexpected data struct, skipping: {data}') continue except (json.JSONDecodeError, ValueError): logging.warning(f'Message not in JSON format, skipping: {message}') continue else: raise ValueError(f'Type: {type(data)} not expected: {message}') except websockets.ConnectionClosed as e: logging.error(f'Connection closed: {e}') logging.error(traceback.format_exc()) continue except Exception as e: logging.error(f'Connection closed: {e}') logging.error(traceback.format_exc()) ### Startup ### async def main(): global VAL_KEY global CON if USE_VK: VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0) else: logging.warning("VALKEY NOT BEING USED, NO DATA WILL BE PUBLISHED") raise NotImplementedError('Cannot run without VK') if USE_DB: engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate') async with engine.connect() as CON: # await create_rtds_btcusd_table(CON=CON) await ws_stream() else: logging.warning("DATABASE NOT BEING USED, NO DATA WILL BE RECORDED") raise NotImplementedError('DB not implemented') if __name__ == '__main__': START_TIME = round(datetime.now().timestamp()*1000) logging.info(f'Log FilePath: {LOG_FILEPATH}') logging.basicConfig( force=True, filename=LOG_FILEPATH, level=logging.INFO, format='%(asctime)s - %(levelname)s - %(message)s', filemode='w' ) logging.info(f"STARTED: {START_TIME}") try: asyncio.run(main()) except KeyboardInterrupt: logging.info("Stream stopped")