progress

2025-08-02 00:12:31 +00:00
parent 80c3e8d54b
commit 73f36ddcea
21 changed files with 812 additions and 321 deletions
@@ -0,0 +1,69 @@
+
+from functools import partial
+from typing import Dict
+
+from cvtt_client.mkt_data import (CvttPricerWebSockClient,
+                                  CvttPricesSubscription, MessageTypeT,
+                                  SubscriptionIdT)
+from cvttpy_base.tools.app import App
+from cvttpy_base.tools.base import NamedObject
+from pt_strategy.live_strategy import PtLiveStrategy
+
+
+class PairTradingRunner(NamedObject):
+    def __init__(self) -> None:
+        super().__init__()
+        App.instance().add_call(App.Stage.Config, self._on_config())
+        App.instance().add_call(App.Stage.Run, self.run())
+        
+    async def _on_config(self) -> None:
+        pass
+
+    async def run(self) -> None:
+        pass
+
+# async def main() -> None:
+#     live_strategy = PtLiveStrategy(
+#         config={},
+#         instruments=[
+#             {"exchange_config_name": "COINBASE_AT", "instrument_id": "PAIR-BTC-USD"},
+#             {"exchange_config_name": "COINBASE_AT", "instrument_id": "PAIR-ETH-USD"},
+#         ]
+#     )
+#     async def on_message(message_type: MessageTypeT, subscr_id: SubscriptionIdT, message: Dict, instrument_id: str) -> None:
+#         print(f"{message_type=} {subscr_id=} {instrument_id}")
+#         if message_type == "md_aggregate":
+#             aggr = message.get("md_aggregate", [])
+#             print(f"[{aggr['tstmp'][:19]}] *** RLTM ***  {message}")
+#         elif message_type == "historical_md_aggregate":
+#             for aggr in message.get("historical_data", []):
+#                 print(f"[{aggr['tstmp'][:19]}] *** HIST *** {aggr}")
+#         else:
+#             print(f"Unknown message type: {message_type}")
+        
+#     pricer_client = CvttPricerWebSockClient(
+#         "ws://localhost:12346/ws"
+#     )
+#     await pricer_client.subscribe(CvttPricesSubscription(
+#         exchange_config_name="COINBASE_AT",
+#         instrument_id="PAIR-BTC-USD",
+#         interval_sec=60,
+#         history_depth_sec=60*60*24,
+#         callback=partial(on_message, instrument_id="PAIR-BTC-USD")
+#     ))
+#     await pricer_client.subscribe(CvttPricesSubscription(
+#         exchange_config_name="COINBASE_AT",
+#         instrument_id="PAIR-ETH-USD",
+#         interval_sec=60,
+#         history_depth_sec=60*60*24,
+#         callback=partial(on_message, instrument_id="PAIR-ETH-USD")
+#     ))
+
+#     await pricer_client.run() 
+    
+
+
+if __name__ == "__main__":
+    App()
+    
+    App.instance().run()