{ "cells": [ { "cell_type": "code", "execution_count": 1, "id": "d1eed397", "metadata": {}, "outputs": [], "source": [ "import modules.structs as structs\n", "import json\n", "from dataclasses import dataclass, asdict\n", "import valkey\n", "import modules.utils as utils\n", "from decimal import Decimal, ROUND_DOWN\n", "\n", "with open('algo_config.json', 'r', encoding='utf-8') as file:\n", " ALGO_CONFIG = json.load(file)\n", " ALGO_CONFIG = structs.Algo_Config(**ALGO_CONFIG)" ] }, { "cell_type": "code", "execution_count": 2, "id": "c6151613", "metadata": {}, "outputs": [], "source": [ "VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)" ] }, { "cell_type": "code", "execution_count": null, "id": "d83c61e5", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "1" ] }, "execution_count": 7, "metadata": {}, "output_type": "execute_result" } ], "source": [ "config_update = {\n", " # 'Config': {\n", " # 'Price_Worsener_Aster': 0,\n", " # 'Price_Worsener_Extend': -1\n", " # },\n", " 'Logging': {\n", " 'Log_Summary_Each_Loop': False,\n", " 'Print_Summary_Each_Loop': True,\n", " },\n", " # 'Overrides': {\n", " # 'Allow_Ordering_Aster': True,\n", " # 'Allow_Ordering_Extend': True,\n", " # 'Allow_Symbol_Change': True,\n", " # },\n", "}\n", "VAL_KEY.publish('fr_orchestrator_input', json.dumps(config_update))" ] }, { "cell_type": "code", "execution_count": 52, "id": "f5260342", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "1" ] }, "execution_count": 52, "metadata": {}, "output_type": "execute_result" } ], "source": [ "order = {'order_id':'test_1'}\n", "VAL_KEY.publish('fr_engine_orders_input', json.dumps(order))" ] }, { "cell_type": "code", "execution_count": 6, "id": "940586bb", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "'{\"stream\":\"btcusdt@bookTicker\",\"data\":{\"event_type\":\"bookTicker\",\"update_id\":458028589204,\"symbol\":\"BTCUSDT\",\"best_bid_price\":\"76414.9\",\"best_bid_qty\":\"0.507\",\"best_ask_price\":\"76415.0\",\"best_ask_qty\":\"0.878\",\"transaction_time\":1777565596460,\"event_time\":1777565596488}}'" ] }, "execution_count": 6, "metadata": {}, "output_type": "execute_result" } ], "source": [ "VAL_KEY.get('test_key')" ] }, { "cell_type": "code", "execution_count": 13, "id": "cd600e0e", "metadata": {}, "outputs": [], "source": [ "from decimal import Decimal" ] }, { "cell_type": "code", "execution_count": 16, "id": "db52edf9", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "0" ] }, "execution_count": 16, "metadata": {}, "output_type": "execute_result" } ], "source": [ "int(Decimal(0.56))" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": 35, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Timestamp('2026-04-27 15:20:58.950000')" ] }, "execution_count": 35, "metadata": {}, "output_type": "execute_result" } ], "source": [ "import pandas as pd\n", "pd.to_datetime(1777303258950, unit='ms')" ] }, { "cell_type": "code", "execution_count": 18, "id": "5f7535df", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "'{\"ASTER\": {\"lh_asset\": \"ZEC\", \"rh_asset\": \"USDT\", \"symbol_asset_separator\": \"\", \"mult\": 75, \"initial_funding_rate\": -8.836e-05, \"min_price\": 0.01, \"min_order_size\": 0.01}, \"EXTEND\": {\"lh_asset\": \"ZEC\", \"rh_asset\": \"USD\", \"symbol_asset_separator\": \"-\", \"mult\": 10, \"initial_funding_rate\": 1.3e-05, \"min_price\": 0.01, \"min_order_size\": 0.01}}'" ] }, "execution_count": 18, "metadata": {}, "output_type": "execute_result" } ], "source": [ "VAL_KEY.get('fr_algo_working_symbol')" ] }, { "cell_type": "code", "execution_count": 51, "id": "3acaa8cd", "metadata": {}, "outputs": [], "source": [ "ASTER = structs.Perpetual_Exchange(\n", " mult = 150,\n", " lh_asset = 'ETH',\n", " rh_asset = 'USD',\n", " symbol_asset_separator = '',\n", ")\n", "EXTEND = structs.Perpetual_Exchange(\n", " mult = 50,\n", " lh_asset = 'ETH',\n", " rh_asset = 'USD',\n", " symbol_asset_separator = '-',\n", ")" ] }, { "cell_type": "code", "execution_count": 3, "id": "b417adad", "metadata": {}, "outputs": [], "source": [ "best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_engine_best_fund_rate_output')) # ty:ignore[invalid-argument-type]\n", "best_symbol_by_exchange_aster = structs.Perpetual_Exchange(**best_symbol_by_exchange['ASTER'])\n", "best_symbol_by_exchange_extend = structs.Perpetual_Exchange(**best_symbol_by_exchange['EXTEND'])" ] }, { "cell_type": "code", "execution_count": 4, "id": "ba98754e", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Perpetual_Exchange(lh_asset='ZEC', rh_asset='USDT', symbol_asset_separator='', mult=75, initial_funding_rate=-8.836e-05, min_price=0.01, min_order_size=0.001)" ] }, "execution_count": 4, "metadata": {}, "output_type": "execute_result" } ], "source": [ "best_symbol_by_exchange_aster" ] }, { "cell_type": "code", "execution_count": 5, "id": "fa5a8e85", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Perpetual_Exchange(lh_asset='ZEC', rh_asset='USD', symbol_asset_separator='-', mult=10, initial_funding_rate=1.3e-05, min_price=0.001, min_order_size=0.1)" ] }, "execution_count": 5, "metadata": {}, "output_type": "execute_result" } ], "source": [ "best_symbol_by_exchange_extend" ] }, { "cell_type": "code", "execution_count": null, "id": "09571e38", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Decimal('1.0')" ] }, "execution_count": 13, "metadata": {}, "output_type": "execute_result" } ], "source": [ "Decimal('1.0').quantize()" ] }, { "cell_type": "code", "execution_count": 16, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "1.0" ] }, "execution_count": 16, "metadata": {}, "output_type": "execute_result" } ], "source": [ "x = 1.0\n", "x" ] }, { "cell_type": "code", "execution_count": 8, "id": "70b57870", "metadata": {}, "outputs": [], "source": [ "f = ['b','a','z','e']" ] }, { "cell_type": "code", "execution_count": 9, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "['b', 'a', 'z', 'e']" ] }, "execution_count": 9, "metadata": {}, "output_type": "execute_result" } ], "source": [ "f" ] }, { "cell_type": "code", "execution_count": 10, "id": "9fd60c6e", "metadata": {}, "outputs": [], "source": [ "f.sort()" ] }, { "cell_type": "code", "execution_count": 11, "id": "cd8b41de", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "['a', 'b', 'e', 'z']" ] }, "execution_count": 11, "metadata": {}, "output_type": "execute_result" } ], "source": [ "f" ] }, { "cell_type": "code", "execution_count": 46, "id": "4c566e14", "metadata": {}, "outputs": [], "source": [ "price = float(0.9066)\n", "min_price = float(0.0001)\n", "\n", "min_price = int(min_price) if min_price == int(min_price) else min_price\n", "price: Decimal = Decimal(str(price)).quantize(Decimal(str(min_price)), rounding=ROUND_DOWN)" ] }, { "cell_type": "code", "execution_count": 49, "id": "ad6444a5", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "6" ] }, "execution_count": 49, "metadata": {}, "output_type": "execute_result" } ], "source": [ "len(str(price))" ] }, { "cell_type": "code", "execution_count": 50, "id": "74a227cc", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Decimal('0.9066')" ] }, "execution_count": 50, "metadata": {}, "output_type": "execute_result" } ], "source": [ "price" ] }, { "cell_type": "code", "execution_count": null, "id": "57fac02c", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "2331e29f", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": 33, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Decimal('0.000100000000000000004792173602385929598312941379845142364501953125')" ] }, "execution_count": 33, "metadata": {}, "output_type": "execute_result" } ], "source": [ "Decimal(min_price)\n" ] }, { "cell_type": "code", "execution_count": null, "id": "1c139413", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "a938b2e0", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "39667bd8", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "py_313", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.13.13" } }, "nbformat": 4, "nbformat_minor": 5 }