94 lines
2.8 KiB
Python
94 lines
2.8 KiB
Python
import asyncio
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import json
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import logging
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import math
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import os
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import time
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import traceback
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from dataclasses import asdict, dataclass
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from datetime import datetime, timezone
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from typing import AsyncContextManager
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from dotenv import load_dotenv
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import numpy as np
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import pandas as pd
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import requests
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# import talib
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import valkey
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from sqlalchemy import text
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from sqlalchemy.ext.asyncio import create_async_engine
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### Database ###
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CLIENT = None
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CON: AsyncContextManager | None = None
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VAL_KEY = None
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### Logging ###
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load_dotenv()
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LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Algo.log'
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async def run_algo():
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try:
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while True:
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loop_start = time.time()
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print('__________Start___________')
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ASTER_FUND_RATE_DICT = json.loads(VAL_KEY.get('fund_rate_aster'))
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ASTER_TICKER_DICT = json.loads(VAL_KEY.get('fut_ticker_aster'))
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# print(f'ASTER FUND RATE: {ASTER_FUND_RATE}')
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# print(f'ASTER TICKER: {ASTER_TICKER}')
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EXTENDED_FUND_RATE_DICT = json.loads(VAL_KEY.get('fund_rate_extended'))
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EXTENDED_TICKER_DICT = json.loads(VAL_KEY.get('fut_ticker_extended'))
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# print(f'EXTENDED FUND RATE: {EXTENDED_FUND_RATE}')
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# print(f'EXTENDED TICKER: {EXTENDED_TICKER}')
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ASTER_FUND_RATE = float(ASTER_FUND_RATE_DICT.get('funding_rate', 0))
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EXTEND_FUND_RATE = float(EXTENDED_FUND_RATE_DICT.get('funding_rate', 0))
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print(f'''
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ASTER FR: {ASTER_FUND_RATE:.6%} | EXTEND FR: {EXTEND_FUND_RATE:.6%}
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''')
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time.sleep(5)
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print(f'__________________________ (Algo Engine ms: {(time.time() - loop_start)*1000})')
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except KeyboardInterrupt:
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print('...algo stopped')
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# await cancel_all_orders(CLIENT=CLIENT)
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except Exception as e:
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logging.critical(f'*** ALGO ENGINE CRASHED: {e}')
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logging.error(traceback.format_exc())
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# await cancel_all_orders(CLIENT=CLIENT)
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async def main():
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global CLIENT
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global VAL_KEY
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global CON
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VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)
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engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
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async with engine.connect() as CON:
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# await create_executions_orders_table(CON=CON)
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await run_algo()
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if __name__ == '__main__':
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START_TIME = round(datetime.now().timestamp()*1000)
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logging.info(f'Log FilePath: {LOG_FILEPATH}')
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logging.basicConfig(
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force=True,
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filename=LOG_FILEPATH,
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level=logging.INFO,
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format='%(asctime)s - %(levelname)s - %(message)s',
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filemode='w'
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)
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logging.info(f"STARTED: {START_TIME}")
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asyncio.run(main())
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