Merge pull request #21 from nicolasakf/main

Enhance data processing and utility functions

poly_data/data_processing.py

@@ -18,9 +18,12 @@ def process_book_data(asset, json_data):
     global_state.all_data[asset]['bids'].update({float(entry['price']): float(entry['size']) for entry in json_data['bids']})
     global_state.all_data[asset]['asks'].update({float(entry['price']): float(entry['size']) for entry in json_data['asks']})
 
-def process_price_change(asset, side, price_level, new_size):
+def process_price_change(asset, side, price_level, new_size, asset_id=None):
-    if asset_id != global_state.all_data[asset]['asset_id']:
+    # Skip updates for the No token to prevent duplicated updates
-        return  # skip updates for the No token to prevent duplicated updates
+    # Only process if asset_id matches the stored asset_id for this market
+    if asset_id and asset in global_state.all_data and asset_id != global_state.all_data[asset]['asset_id']:
+        return
+    
     if side == 'bids':
         book = global_state.all_data[asset]['bids']
     else:
@@ -33,7 +36,10 @@ def process_price_change(asset, side, price_level, new_size):
         book[price_level] = new_size
 
 def process_data(json_datas, trade=True):
-
+    # Ensure input is always a list
+    if isinstance(json_datas, dict):
+        json_datas = [json_datas]
+    
     for json_data in json_datas:
         event_type = json_data['event_type']
         asset = json_data['market']
@@ -49,7 +55,9 @@ def process_data(json_datas, trade=True):
                 side = 'bids' if data['side'] == 'BUY' else 'asks'
                 price_level = float(data['price'])
                 new_size = float(data['size'])
-                process_price_change(asset, side, price_level, new_size)
+                # Pass asset_id if available in the data
+                asset_id = data.get('asset_id', None)
+                process_price_change(asset, side, price_level, new_size, asset_id)
 
                 if trade:
                     asyncio.create_task(perform_trade(asset))

poly_data/data_utils.py

@@ -149,6 +149,12 @@ def update_markets():
     received_df, received_params = get_sheet_df()
 
     if len(received_df) > 0:
+        # Ensure multiplier column exists and fill NaN values with empty string
+        if 'multiplier' not in received_df.columns:
+            received_df['multiplier'] = ''
+        else:
+            received_df['multiplier'] = received_df['multiplier'].fillna('')
+            
         global_state.df, global_state.params = received_df.copy(), received_params
     
 

poly_data/trading_utils.py

@@ -188,9 +188,10 @@ def get_buy_sell_amount(position, bid_price, row, other_token_position=0):
 
     # Apply multiplier for low-priced assets
     if bid_price < 0.1 and buy_amount > 0:
-        if row['multiplier'] != '':
+        multiplier = row.get('multiplier', '')
-            print(f"Multiplying buy amount by {int(row['multiplier'])}")
+        if multiplier != '':
-            buy_amount = buy_amount * int(row['multiplier'])
+            print(f"Multiplying buy amount by {int(multiplier)}")
+            buy_amount = buy_amount * int(multiplier)
 
     return buy_amount, sell_amount