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 sys 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' CON: AsyncContextManager VAL_KEY: valkey.Valkey ### Logging ### load_dotenv() LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_FR.log' ### CONSTANTS ### SYMBOL: str = 'ENA-USD' ### Globals ### ALLOW_SYMBOL_CHG: bool = True 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 SYMBOL global LOCAL_FUNDING_RATES while True: # CHANGE_SYMBOL = False WSS_URL = "wss://api.starknet.extended.exchange/stream.extended.exchange/v1/funding/" async for websocket in websockets.connect(WSS_URL): # if CHANGE_SYMBOL: # break logging.info(f"Connected to {WSS_URL}") try: async for message in websocket: ### Update Symbol if Algo Outputs Change ### if ALLOW_SYMBOL_CHG: fr_algo_working_symbol = VAL_KEY.get(name='fr_algo_working_symbol') if not fr_algo_working_symbol: logging.critical(f'fr_algo_working_symbol is empty - killing: {fr_algo_working_symbol}') sys.exit(1) best_symbol_by_exchange: dict = json.loads(fr_algo_working_symbol) # ty:ignore[invalid-argument-type] best_symbol: str = best_symbol_by_exchange['EXTEND']['symbol'] if best_symbol != SYMBOL: logging.info(f'Symbol Change: {SYMBOL} -> {best_symbol}') SYMBOL = best_symbol # CHANGE_SYMBOL = True # await websocket.close() # break 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, } if fr_update.get('symbol') == SYMBOL: VAL_KEY_OBJ = json.dumps(fr_update) VAL_KEY.set(VK_FUND_RATE, VAL_KEY_OBJ) LOCAL_FUNDING_RATES = utils.upsert_list_of_dicts_by_id(LOCAL_FUNDING_RATES, fr_update, id='symbol', seq_check_field=None) VAL_KEY.set('fund_rate_extended_all', json.dumps(LOCAL_FUNDING_RATES)) 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()) 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: raise NotImplementedError('DB not implemented') # 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") await ws_stream() 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")