154 lines
5.7 KiB
Python
154 lines
5.7 KiB
Python
import asyncio
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import json
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import logging
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import os
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import socket
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import traceback
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from datetime import datetime
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from typing import AsyncContextManager
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import numpy as np
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import pandas as pd
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import requests.packages.urllib3.util.connection as urllib3_cn # type: ignore
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import valkey
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import websockets
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from dotenv import load_dotenv
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from sqlalchemy.ext.asyncio import create_async_engine
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import modules.db as db
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import modules.extended_db as extended_db
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### Allow only ipv4 ###
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def allowed_gai_family():
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return socket.AF_INET
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urllib3_cn.allowed_gai_family = allowed_gai_family
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### Database ###
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USE_DB: bool = True
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USE_VK: bool = True
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VK_LAST_TRADE = 'fut_last_trade_extended'
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CON: AsyncContextManager
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VAL_KEY: valkey.Valkey
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### Logging ###
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load_dotenv()
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LOG_FILEPATH: str = f'{os.getenv("LOGS_PATH")}/Fund_Rate_Extended_Trades.log'
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### CONSTANTS ###
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SYMBOL: str = 'ETH-USD'
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### Globals ###
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ALLOW_SYMBOL_CHG: bool = True
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### Websocket ###
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async def ws_stream():
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global SYMBOL
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while True:
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CHANGE_SYMBOL: bool = False
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WSS_URL = f"wss://api.starknet.extended.exchange/stream.extended.exchange/v1/publicTrades/{SYMBOL}"
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async for websocket in websockets.connect(WSS_URL):
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if CHANGE_SYMBOL:
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break
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logging.info(f"Connected to {WSS_URL}")
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try:
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async for message in websocket:
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### Update Symbol if Algo Outputs Change ###
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if ALLOW_SYMBOL_CHG:
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best_symbol_by_exchange: dict = json.loads(s=VAL_KEY.get(name='fr_algo_working_symbol')) # ty:ignore[invalid-argument-type]
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best_symbol: str = best_symbol_by_exchange['EXTEND']['symbol']
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if best_symbol != SYMBOL:
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logging.info(f'Symbol Change: {SYMBOL} -> {best_symbol}')
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SYMBOL = best_symbol
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CHANGE_SYMBOL = True
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await websocket.close()
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break
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ts_arrival = round(datetime.now().timestamp()*1000)
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if isinstance(message, str):
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try:
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data = json.loads(message)
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if data.get('data', None) is not None:
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# print(data)
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if data['seq'] == 1: # Skip first msg that has historical trades
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continue
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list_for_df = []
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for t in data['data']:
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trade_obj = {
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'sequence_id': data['seq'],
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'timestamp_arrival': ts_arrival,
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'timestamp_msg': data['ts'],
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'timestamp_trade': t['T'],
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'symbol': t['m'],
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'side_taker': t['S'],
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'trade_type': t['tT'],
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'price': float(t['p']),
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'qty': float(t['q']),
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'trade_id': t['i'],
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'is_buyer_mkt_maker': True if t['S']=='SELL' else False,
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}
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list_for_df.append(trade_obj)
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# VAL_KEY.set(VK_LAST_TRADE, json.dumps(trade_obj))
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if USE_DB:
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await db.insert_df_to_mysql(table_name='fr_extended_mkt_trades', params=list_for_df, CON=CON)
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pass
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continue
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else:
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logging.info(f'Initial or unexpected data struct, skipping: {data}')
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continue
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except (json.JSONDecodeError, ValueError):
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logging.warning(f'Message not in JSON format, skipping: {message}')
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continue
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else:
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raise ValueError(f'Type: {type(data)} not expected: {message}')
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except websockets.ConnectionClosed as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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continue
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except Exception as e:
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logging.error(f'Connection closed: {e}')
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logging.error(traceback.format_exc())
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async def main():
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global VAL_KEY
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global CON
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if USE_VK:
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VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0)
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else:
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logging.warning("VALKEY NOT BEING USED, NO DATA WILL BE PUBLISHED")
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raise NotImplementedError('Cannot run without VK')
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if USE_DB:
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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 extended_db.create_fr_extended_mkt_trades(CON=CON)
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await ws_stream()
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else:
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logging.warning("DATABASE NOT BEING USED, NO DATA WILL BE RECORDED")
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raise NotImplementedError('Cannot run without DB')
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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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try:
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asyncio.run(main())
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except KeyboardInterrupt:
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logging.info("Stream stopped") |