ionos_last_commit

database.ipynb

@@ -0,0 +1,77 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "id": "4cae6bf1",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "from sqlalchemy import create_engine, text\n",
+    "import pandas as pd"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "f5040527",
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Connection failed: (pymysql.err.OperationalError) (2003, \"Can't connect to MySQL server on 'localhost' ([Errno 111] Connection refused)\")\n",
+      "(Background on this error at: https://sqlalche.me/e/20/e3q8)\n"
+     ]
+    }
+   ],
+   "source": [
+    "### MYSQL ###\n",
+    "engine = create_engine('mysql+pymysql://root:pwd@localhost/mkt_maker')\n",
+    "try:\n",
+    "    with engine.connect() as conn:\n",
+    "        print(\"Connection successful\")\n",
+    "except Exception as e:\n",
+    "    print(f\"Connection failed: {e}\")   "
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "a866e9ca",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "5ba7be5f",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "py_313",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.13.5"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}

ws_rtds.py

@@ -1,24 +1,98 @@
 import asyncio
 import json
-import math
+import logging
-import pandas as pd
+import socket
-import os
+import traceback
-from datetime import datetime, timezone
+from datetime import datetime
-import websockets
+from typing import AsyncContextManager
+
 import numpy as np
-import talib
+import pandas as pd
-import requests
+import requests.packages.urllib3.util.connection as urllib3_cn  # type: ignore
+from sqlalchemy import text
+import websockets
+from sqlalchemy.ext.asyncio import create_async_engine
 
+
+### Allow only ipv4 ###
+def allowed_gai_family():
+    return socket.AF_INET
+urllib3_cn.allowed_gai_family = allowed_gai_family
+
+### Database ###
+USE_DB: bool = True
+CON: AsyncContextManager | None = None
+
+### Logging ###
+LOG_FILEPATH: str = '/root/logs/Polymarket_RTDS.log'
+
+### Globals ###
 WSS_URL = "wss://ws-live-data.polymarket.com"
+# HIST_TRADES = np.empty((0, 2))
 
-HIST_TRADES = np.empty((0, 2))
+### Database Funcs ###
+async def create_rtds_btcusd_table(
+        CON: AsyncContextManager,
+        engine: str = 'mysql', # mysql | duckdb
+    ) -> None:
+    if CON is None:
+        logging.info("NO DB CONNECTION, SKIPPING Create Statements")
+    else:
+        if engine == 'mysql':
+            await CON.execute(text("""
+            CREATE TABLE IF NOT EXISTS poly_rtds_btcusd_cl (
+                timestamp_msg BIGINT,
+                timestamp_value BIGINT,
+                value DOUBLE,
+            );
+            """))
+            await CON.commit()
+        else:
+            raise ValueError('Only MySQL engine is implemented')
+
+async def insert_rtds_btcusd_table(
+        timestamp_msg: int,
+        timestamp_value: int,
+        value: int,
+        CON: AsyncContextManager,
+        engine: str = 'mysql', # mysql | duckdb
+    ) -> None:
+    params={
+        'timestamp_msg': timestamp_msg,
+        'timestamp_value': timestamp_value,
+        'value': value,
+    }
+    if CON is None:
+        logging.info("NO DB CONNECTION, SKIPPING Insert Statements")
+    else:
+        if engine == 'mysql':
+            await CON.execute(text("""
+            INSERT INTO poly_rtds_btcusd_cl 
+            (
+                timestamp_msg,
+                timestamp_value,
+                value
+            )
+            VALUES 
+                (
+                :timestamp_msg,
+                :timestamp_value,
+                :value
+                )
+            """),
+            parameters=params
+            )
+            await CON.commit()
+        else:
+            raise ValueError('Only MySQL engine is implemented')
 
 
+### Websocket ###
 async def rtds_stream():
     global HIST_TRADES
 
     async with websockets.connect(WSS_URL) as websocket:
-        print(f"Connected to {WSS_URL}")
+        logging.info(f"Connected to {WSS_URL}")
 
         subscribe_msg = {
             "action": "subscribe",
@@ -41,21 +115,49 @@ async def rtds_stream():
                         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}')
+                            logging.info(f'Initial or unexpected data struct, skipping: {data}')
                             continue
                     except (json.JSONDecodeError, ValueError):
-                        print(f'Message not in JSON format, skipping: {message}')
+                        logging.warning(f'Message not in JSON format, skipping: {message}')
                         continue
                 else:
                     raise ValueError(f'Type: {type(data)}  not expected: {message}')
-                
+        except websockets.ConnectionClosed as e:
+            logging.error(f'Connection closed: {e}')
+            logging.error(traceback.format_exc())
+        except Exception as e:
+            logging.error(f'Connection closed: {e}')
+            logging.error(traceback.format_exc())
 
-        except websockets.ConnectionClosed:
+
-            print("Connection closed by server.")
+async def main():
+    global CON
+
+    if USE_DB:
+        engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/mkt_maker')
+        async with engine.connect() as CON:
+            await rtds_stream()
+    else:
+        CON = None
+        logging.warning("DATABASE NOT BEING USED, NO DATA WILL BE RECORDED")
+        await rtds_stream()
 
 
 if __name__ == '__main__':
+    START_TIME = round(datetime.now().timestamp()*1000)
+
+    logging.info(f'Log FilePath: {LOG_FILEPATH}')
+
+    logging.basicConfig(
+        force=True,
+        filename=LOG_FILEPATH,
+        level=logging.INFO,
+        format='%(asctime)s - %(levelname)s - %(message)s',
+        filemode='w'
+    )
+    logging.info(f"STARTED: {START_TIME}")
+    
     try:
-        asyncio.run(rtds_stream())
+        asyncio.run(main())
     except KeyboardInterrupt:
-        print("Stream stopped.")
+        logging.info("Stream stopped")