Funding_Rate/algo.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 4,
   "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",
    "\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": 5,
   "id": "c6151613",
   "metadata": {},
   "outputs": [],
   "source": [
    "VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "id": "d83c61e5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1"
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "config_update = {\n",
    "    'Config': {\n",
    "        # 'Loop_Sleep_Sec': 0.00,\n",
    "        # 'Min_Time_To_Funding_Minutes': 60,\n",
    "        # 'Min_Fund_Rate_Pct_To_Trade': 0.0002,\n",
    "        # 'Price_Worsener_Extend': 0.0,\n",
    "        # 'Price_Worsener_Aster': 0.0,\n",
    "        # 'Switch_To_Taker_Seconds': 1,\n",
    "    },\n",
    "    'Logging': {\n",
    "    #     'Log_Summary_Each_Loop': False,\n",
    "        'Print_Summary_Each_Loop': False,\n",
    "    },\n",
    "    # 'Overrides': {\n",
    "    # #     'Allow_Ordering_Aster': True,\n",
    "    # #     'Allow_Ordering_Extend': True,\n",
    "    #     # 'Allow_Symbol_Change': False,\n",
    "    # #     'Flip_Side_For_Testing': False,\n",
    "    # #     'Flatten_Open_Positions': False,\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": null,
   "id": "940586bb",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "cd600e0e",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "db52edf9",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "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": 57,
   "id": "5f7535df",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'{\"ASTER\": {\"mult\": 150, \"lh_asset\": \"ETH\", \"rh_asset\": \"USD\", \"symbol_asset_separator\": \"\"}, \"EXTEND\": {\"mult\": 50, \"lh_asset\": \"ETH\", \"rh_asset\": \"USD\", \"symbol_asset_separator\": \"-\"}}'"
      ]
     },
     "execution_count": 57,
     "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": 52,
   "id": "b417adad",
   "metadata": {},
   "outputs": [],
   "source": [
    "best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_algo_working_symbol'))  # ty:ignore[invalid-argument-type]\n",
    "best_symbol_by_exchange_aster = structs.Perpetual_Exchange(**asdict(ASTER))\n",
    "best_symbol_by_exchange_extend = structs.Perpetual_Exchange(**asdict(EXTEND))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "id": "fa5a8e85",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Perpetual_Exchange(mult=50, lh_asset='ETH', rh_asset='USD', symbol_asset_separator='-')"
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "best_symbol_by_exchange_extend"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "id": "fb81441a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "True"
      ]
     },
     "execution_count": 54,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\n",
    "VAL_KEY.set('fr_algo_working_symbol', json.dumps({'ASTER': asdict(best_symbol_by_exchange_aster), 'EXTEND': asdict(best_symbol_by_exchange_extend)}))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "09571e38",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
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   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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