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warproxxx
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import poly_data.global_state as global_state
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from poly_data.utils import get_sheet_df
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import time
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import poly_data.global_state as global_state
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#sth here seems to be removing the position
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def update_positions(avgOnly=False):
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pos_df = global_state.client.get_all_positions()
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for idx, row in pos_df.iterrows():
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asset = str(row['asset'])
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if asset in global_state.positions:
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position = global_state.positions[asset].copy()
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else:
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position = {'size': 0, 'avgPrice': 0}
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position['avgPrice'] = row['avgPrice']
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if not avgOnly:
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position['size'] = row['size']
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else:
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for col in [f"{asset}_sell", f"{asset}_buy"]:
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#need to review this
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if col not in global_state.performing or not isinstance(global_state.performing[col], set) or len(global_state.performing[col]) == 0:
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try:
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old_size = position['size']
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except:
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old_size = 0
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if asset in global_state.last_trade_update:
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if time.time() - global_state.last_trade_update[asset] < 5:
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print(f"Skipping update for {asset} because last trade update was less than 5 seconds ago")
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continue
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if old_size != row['size']:
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print(f"No trades are pending. Updating position from {old_size} to {row['size']} and avgPrice to {row['avgPrice']} using API")
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position['size'] = row['size']
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else:
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print(f"ALERT: Skipping update for {asset} because there are trades pending for {col} looking like {global_state.performing[col]}")
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global_state.positions[asset] = position
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def get_position(token):
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token = str(token)
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if token in global_state.positions:
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return global_state.positions[token]
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else:
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return {'size': 0, 'avgPrice': 0}
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def set_position(token, side, size, price, source='websocket'):
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token = str(token)
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size = float(size)
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price = float(price)
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global_state.last_trade_update[token] = time.time()
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if side.lower() == 'sell':
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size *= -1
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if token in global_state.positions:
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prev_price = global_state.positions[token]['avgPrice']
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prev_size = global_state.positions[token]['size']
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if size > 0:
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if prev_size == 0:
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# Starting a new position
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avgPrice_new = price
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else:
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# Buying more; update average price
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avgPrice_new = (prev_price * prev_size + price * size) / (prev_size + size)
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elif size < 0:
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# Selling; average price remains the same
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avgPrice_new = prev_price
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else:
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# No change in position
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avgPrice_new = prev_price
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global_state.positions[token]['size'] += size
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global_state.positions[token]['avgPrice'] = avgPrice_new
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else:
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global_state.positions[token] = {'size': size, 'avgPrice': price}
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print(f"Updated position from {source}, set to ", global_state.positions[token])
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def update_orders():
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all_orders = global_state.client.get_all_orders()
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orders = {}
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if len(all_orders) > 0:
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for token in all_orders['asset_id'].unique():
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if token not in orders:
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orders[str(token)] = {'buy': {'price': 0, 'size': 0}, 'sell': {'price': 0, 'size': 0}}
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curr_orders = all_orders[all_orders['asset_id'] == str(token)]
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if len(curr_orders) > 0:
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sel_orders = {}
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sel_orders['buy'] = curr_orders[curr_orders['side'] == 'BUY']
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sel_orders['sell'] = curr_orders[curr_orders['side'] == 'SELL']
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for type in ['buy', 'sell']:
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curr = sel_orders[type]
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if len(curr) > 1:
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print("Multiple orders found, cancelling")
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global_state.client.cancel_all_asset(token)
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orders[str(token)] = {'buy': {'price': 0, 'size': 0}, 'sell': {'price': 0, 'size': 0}}
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elif len(curr) == 1:
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orders[str(token)][type]['price'] = float(curr.iloc[0]['price'])
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orders[str(token)][type]['size'] = float(curr.iloc[0]['original_size'] - curr.iloc[0]['size_matched'])
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global_state.orders = orders
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def get_order(token):
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token = str(token)
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if token in global_state.orders:
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if 'buy' not in global_state.orders[token]:
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global_state.orders[token]['buy'] = {'price': 0, 'size': 0}
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if 'sell' not in global_state.orders[token]:
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global_state.orders[token]['sell'] = {'price': 0, 'size': 0}
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return global_state.orders[token]
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else:
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return {'buy': {'price': 0, 'size': 0}, 'sell': {'price': 0, 'size': 0}}
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def set_order(token, side, size, price):
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curr = {}
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curr = {side: {'price': 0, 'size': 0}}
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curr[side]['size'] = float(size)
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curr[side]['price'] = float(price)
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global_state.orders[str(token)] = curr
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print("Updated order, set to ", curr)
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def update_markets():
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received_df, received_params = get_sheet_df()
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if len(received_df) > 0:
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global_state.df, global_state.params = received_df.copy(), received_params
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for idx, row in global_state.df.iterrows():
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for col in ['token1', 'token2']:
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row[col] = str(row[col])
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if row['token1'] not in global_state.all_tokens:
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global_state.all_tokens.append(row['token1'])
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if row['token1'] not in global_state.REVERSE_TOKENS:
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global_state.REVERSE_TOKENS[row['token1']] = row['token2']
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if row['token2'] not in global_state.REVERSE_TOKENS:
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global_state.REVERSE_TOKENS[row['token2']] = row['token1']
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for col2 in [f"{row['token1']}_buy", f"{row['token1']}_sell", f"{row['token2']}_buy", f"{row['token2']}_sell"]:
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if col2 not in global_state.performing:
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global_state.performing[col2] = set()
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