saving

ws_clob.py

@@ -13,6 +13,7 @@ from typing import AsyncContextManager
 from sqlalchemy.ext.asyncio import create_async_engine
 from sqlalchemy import text
 import valkey
+import time
 
 import os
 from dotenv import load_dotenv
@@ -27,7 +28,7 @@ VAL_KEY = None
 
 ### Logging ###
 load_dotenv()
-LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Polymarket_5min.log'
+LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Polymarket_CLOB.log'
 
 WSS_URL = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
 SLUG_END_TIME = 0
@@ -67,10 +68,10 @@ def get_mkt_details_by_slug(slug: str) -> dict[str, str, str]: # {'Up' : 123, 'D
     d['ConditionId'] = market['conditionId']
     d['EndDateTime'] = market['endDate']
     # d['Liquidity'] = market['liquidity']
-    d['LiquidityClob'] = market['liquidityClob']
-    d['VolumeNum'] = market['volumeNum']
-    d['Volume24hr'] = market['volume24hr']
-    print(market)
+    # d['LiquidityClob'] = market['liquidityClob']
+    # d['VolumeNum'] = market['volumeNum']
+    # d['Volume24hr'] = market['volume24hr']
+    logging.info(f'MARKET CHANGED: {market}')
 
     return d, market
 
@@ -197,6 +198,7 @@ async def polymarket_stream():
                 sec_remaining = SLUG_END_TIME - round(datetime.now().timestamp())
 
                 if sec_remaining <= 0:
+                    time.sleep(0.1)
                     ref_data = json.loads(VAL_KEY.get('poly_rtds_cl_btcusd'))
                     TARGET_PX = float(ref_data['value'])
                     HIST_TRADES = np.empty((0, 2))
@@ -316,15 +318,15 @@ async def polymarket_stream():
                         continue
                     elif event_type == "market_resolved":
                         print(f"Received: {event_type}")
-                        print(data)
+                        # print(data)
                         continue
                     elif event_type == "tick_size_change": # may want for CLOB order routing
                         print(f"Received: {event_type}")
-                        print(data)
+                        # print(data)
                         continue
                     else:
                         print(f"*********** REC UNMAPPED EVENT: {event_type}")
-                        print(data)
+                        # print(data)
                         continue
                 elif isinstance(data, dict):
                     continue