stevekeyharvey/Polymarket
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

saving

Browse Source
This commit is contained in:
stevekeyharvey
2026-04-25 23:43:03 +00:00
parent f5d8037594
commit 27227709e6
8 changed files with 2257 additions and 498 deletions
Download Patch File Download Diff File Expand all files Collapse all files

5
ws_binance.py
View File

@@ -36,7 +36,7 @@ LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Polymarket_Binance_Trades.log'
### Globals ###
WSS_URL = "wss://stream.binance.com:9443/ws/BTCUSDT@aggTrade"
HIST_TRADES = np.empty((0, 3))
HIST_TRADES_LOOKBACK_SEC = 5
HIST_TRADES_LOOKBACK_SEC = 6
### Database Funcs ###
async def create_rtds_btcusd_table(
@@ -132,7 +132,8 @@ async def binance_trades_stream():
last_px = float(data['p'])
qty = float(data['q'])
# print(f'🤑 BTC Binance Last Px: {last_px:_.4f}; TS: {pd.to_datetime(data['T'], unit='ms')}')
HIST_TRADES = np.append(HIST_TRADES, np.array([[timestamp_value, last_px, qty]]), axis=0)
# HIST_TRADES = np.append(HIST_TRADES, np.array([[timestamp_value, last_px, qty]]), axis=0)
HIST_TRADES = np.append(HIST_TRADES, np.array([[ts_arrival, last_px, qty]]), axis=0)
hist_trades_lookback_ts_ms = round(datetime.now().timestamp() - HIST_TRADES_LOOKBACK_SEC)*1000
HIST_TRADES = HIST_TRADES[HIST_TRADES[:, 0] >= hist_trades_lookback_ts_ms]
VAL_KEY_OBJ = json.dumps({