First commit

ws_rtds.py

@@ -0,0 +1,61 @@
+import asyncio
+import json
+import math
+import pandas as pd
+import os
+from datetime import datetime, timezone
+import websockets
+import numpy as np
+import talib
+import requests
+
+WSS_URL = "wss://ws-live-data.polymarket.com"
+
+HIST_TRADES = np.empty((0, 2))
+
+
+async def rtds_stream():
+    global HIST_TRADES
+
+    async with websockets.connect(WSS_URL) as websocket:
+        print(f"Connected to {WSS_URL}")
+
+        subscribe_msg = {
+            "action": "subscribe",
+            "subscriptions": [
+                {
+                "topic": "crypto_prices_chainlink",
+                "type": "*",
+                "filters": "{\"symbol\":\"btc/usd\"}"
+                }
+            ]
+        }
+
+        await websocket.send(json.dumps(subscribe_msg))
+
+        try:
+            async for message in websocket:
+                if isinstance(message, str):
+                    try: 
+                        data = json.loads(message)
+                        if data['payload'].get('value', None) is not None:
+                            print(f'🤑 BTC Chainlink Last Px: {data['payload']['value']:_.4f}; TS: {pd.to_datetime(data['timestamp'], unit='ms')}')
+                        else:
+                            print(f'Initial or unexpected data struct, skipping: {data}')
+                            continue
+                    except (json.JSONDecodeError, ValueError):
+                        print(f'Message not in JSON format, skipping: {message}')
+                        continue
+                else:
+                    raise ValueError(f'Type: {type(data)}  not expected: {message}')
+                
+
+        except websockets.ConnectionClosed:
+            print("Connection closed by server.")
+
+
+if __name__ == '__main__':
+    try:
+        asyncio.run(rtds_stream())
+    except KeyboardInterrupt:
+        print("Stream stopped.")