dydxv3markets.py

import json
import logging
import os
import sys
import time
from datetime import datetime
from logging import handlers
from random import randint
from websocket import create_connection

def openconnection():
        global ws
#       ws = create_connection("wss://api.stage.dydx.exchange/v3/ws")
        ws = create_connection("wss://api.dydx.exchange/v3/ws")
        api_data = {"type":"subscribe", "channel":"v3_markets"}
        ws.send(json.dumps(api_data))
        api_data = ws.recv()
        api_data = json.loads(api_data)
        print(api_data)
        api_data = ws.recv()
        api_data = json.loads(api_data)
        print(api_data)

def checkwidth(elementname, elementsize):
        global maxwidthindexPrice
        global maxwidthnextFundingAt
        global maxwidthnextFundingRate
        global maxwidthopenInterest
        global maxwidthoraclePrice
        global maxwidthpriceChange24H
        global maxwidthtrades24H
        global maxwidthvolume24H
        if elementname == 'indexPrice' and elementsize > maxwidthindexPrice:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthindexPrice = elementsize
        elif elementname == 'nextFundingAt' and elementsize > maxwidthnextFundingAt:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthnextFundingAt = elementsize
        elif elementname == 'nextFundingRate' and elementsize > maxwidthnextFundingRate:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthnextFundingRate = elementsize
        elif elementname == 'openInterest' and elementsize > maxwidthopenInterest:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthopenInterest = elementsize
        elif elementname == 'oraclePrice' and elementsize > maxwidthoraclePrice:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthoraclePrice = elementsize
        elif elementname == 'priceChange24H' and elementsize > maxwidthpriceChange24H:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthpriceChange24H = elementsize
        elif elementname == 'trades24H' and elementsize > maxwidthtrades24H:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthtrades24H = elementsize
        elif elementname == 'volume24H' and elementsize > maxwidthvolume24H:
                fp = open(ramdiskpath+'/maxwidth'+elementname, "w")
                fp.write(str(elementsize)+'\n')
                fp.close()
                maxwidthvolume24H = elementsize

print(datetime.now().strftime("%Y-%m-%d %H:%M:%S")+' dydxv3markets.py')
logger = logging.getLogger("Rotating Log")
logger.setLevel(logging.INFO)
if sys.platform == "linux" or sys.platform == "linux2":
        # linux
        ramdiskpath = '/mnt/ramdisk'
elif sys.platform == "darwin":
        # OS X
        ramdiskpath = '/Volumes/RAMDisk'

handler = logging.handlers.RotatingFileHandler(ramdiskpath+'/dydxv3markets.log',
        maxBytes = 2097152,
        backupCount = 4
)
logger.addHandler(handler)

if os.path.isdir(ramdiskpath) == False:
        print('Error: Ramdisk', ramdiskpath, 'not mounted')
        sys.exit()
if os.path.ismount(ramdiskpath) == False:
        print('Warning:', ramdiskpath, 'is not a mount point')

maxwidthindexPrice = 0
maxwidthnextFundingAt = 0
maxwidthnextFundingRate = 0
maxwidthopenInterest = 0
maxwidthoraclePrice = 0
maxwidthpriceChange24H = 0
maxwidthtrades24H = 0
maxwidthvolume24H = 0
openconnection()
while True:
        try:
                api_data = ws.recv()
                api_data = json.loads(api_data)
                logger.info("{'timestamp': '"+datetime.now().strftime("%Y-%m-%d %H:%M:%S")+"'}")
                logger.info(api_data)
                for item in api_data['contents'].items():
                        market = item[0]
                        marketdata = item[1]
                        if os.path.isdir(ramdiskpath+'/'+market) == False:
                                os.system('mkdir -p '+ramdiskpath+'/'+market)
                        for marketdata in marketdata.items():
                                marketdataelement = marketdata[0]
                                marketdatavalue = marketdata[1]
                                fp = open(ramdiskpath+'/'+market+'/'+marketdataelement, "w")
                                fp.write(marketdatavalue+' '+datetime.now().strftime("%Y-%m-%d %H:%M:%S")+'\n')
                                fp.close()
                                checkwidth(marketdataelement, len(marketdatavalue))
        except KeyboardInterrupt:
                ws.close()
                sys.exit(0)
        except Exception as error:
                print(datetime.now().strftime("%Y-%m-%d %H:%M:%S"), "WebSocket message failed (%s)" % error)
                ws.close()
                time.sleep(1)
                try:
                        openconnection()
                except Exception as error:
                        print(datetime.now().strftime("%Y-%m-%d %H:%M:%S"), "WebSocket message failed (%s)" % error)
                        ws.close()
                        time.sleep(randint(1,10))