Repo is ready

2025-03-31 12:16:51 -04:00
commit 8e500d9437
35 changed files with 6044 additions and 0 deletions
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+import asyncio                      # Asynchronous I/O
+import json                        # JSON handling
+import websockets                  # WebSocket client
+import traceback                   # Exception handling
+
+from poly_data.data_processing import process_data, process_user_data
+import poly_data.global_state as global_state
+
+async def connect_market_websocket(chunk):
+    """
+    Connect to Polymarket's market WebSocket API and process market updates.
+    
+    This function:
+    1. Establishes a WebSocket connection to the Polymarket API
+    2. Subscribes to updates for a specified list of market tokens
+    3. Processes incoming order book and price updates
+    
+    Args:
+        chunk (list): List of token IDs to subscribe to
+        
+    Notes:
+        If the connection is lost, the function will exit and the main loop will
+        attempt to reconnect after a short delay.
+    """
+    uri = "wss://ws-subscriptions-clob.polymarket.com/ws/market"
+    async with websockets.connect(uri, ping_interval=5, ping_timeout=None) as websocket:
+        # Prepare and send subscription message
+        message = {"assets_ids": chunk}
+        await websocket.send(json.dumps(message))
+
+        print("\n")
+        print(f"Sent market subscription message: {message}")
+
+        try:
+            # Process incoming market data indefinitely
+            while True:
+                message = await websocket.recv()
+                json_data = json.loads(message)
+                # Process order book updates and trigger trading as needed
+                process_data(json_data)
+        except websockets.ConnectionClosed:
+            print("Connection closed in market websocket")
+            print(traceback.format_exc())
+        except Exception as e:
+            print(f"Exception in market websocket: {e}")
+            print(traceback.format_exc())
+        finally:
+            # Brief delay before attempting to reconnect
+            await asyncio.sleep(5)
+
+async def connect_user_websocket():
+    """
+    Connect to Polymarket's user WebSocket API and process order/trade updates.
+    
+    This function:
+    1. Establishes a WebSocket connection to the Polymarket user API
+    2. Authenticates using API credentials
+    3. Processes incoming order and trade updates for the user
+    
+    Notes:
+        If the connection is lost, the function will exit and the main loop will
+        attempt to reconnect after a short delay.
+    """
+    uri = "wss://ws-subscriptions-clob.polymarket.com/ws/user"
+
+    async with websockets.connect(uri, ping_interval=5, ping_timeout=None) as websocket:
+        # Prepare authentication message with API credentials
+        message = {
+            "type": "user",
+            "auth": {
+                "apiKey": global_state.client.client.creds.api_key, 
+                "secret": global_state.client.client.creds.api_secret,  
+                "passphrase": global_state.client.client.creds.api_passphrase
+            }
+        }
+
+        # Send authentication message
+        await websocket.send(json.dumps(message))
+
+        print("\n")
+        print(f"Sent user subscription message")
+
+        try:
+            # Process incoming user data indefinitely
+            while True:
+                message = await websocket.recv()
+                json_data = json.loads(message)
+                # Process trade and order updates
+                process_user_data(json_data)
+        except websockets.ConnectionClosed:
+            print("Connection closed in user websocket")
+            print(traceback.format_exc())
+        except Exception as e:
+            print(f"Exception in user websocket: {e}")
+            print(traceback.format_exc())
+        finally:
+            # Brief delay before attempting to reconnect
+            await asyncio.sleep(5)