{
 "cells": [
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### installs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Defaulting to user installation because normal site-packages is not writeable\n",
      "Requirement already satisfied: websocket-client in /home/arham/.local/lib/python3.10/site-packages (1.5.1)\n",
      "Note: you may need to restart the kernel to use updated packages.\n"
     ]
    }
   ],
   "source": [
    "%pip install websocket-client"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Imports"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [],
   "source": [
    "import json\n",
    "import websocket"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### data"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### packets"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {},
   "outputs": [],
   "source": [
    "outer = lambda method,params:{\n",
    "    \"jsonrpc\": 2,\n",
    "    \"method\": method,\n",
    "    \"params\": params,\n",
    "    \"id\": 1\n",
    "}\n",
    "enter_order_params=lambda type,custom:{\n",
    "    \"price\":1646.8,\n",
    "    \"quantity\":1,\n",
    "    \"order_type\":type,\n",
    "    \"side\":\"buy\",\n",
    "    \"account\":\"main\",\n",
    "    \"user\":\"bts\",\n",
    "    \"exchange_securty_name\": \"ETH-31MAR23\",\n",
    "    \"venue\":\"deribit\",\n",
    "    \"custom\":custom\n",
    "}\n",
    "upd_order_params=lambda type,custom:{\n",
    "    \"order_id\":538001,\n",
    "    \"price\":1641.8,\n",
    "    \"quantity\":2,\n",
    "    \"order_type\":type,\n",
    "    \"custom\":custom\n",
    "}\n",
    "simple_filter={\n",
    "    \"symbol\":[\"ETH\"],\n",
    "    \"expiration\":[\"2023/04/28\"],\n",
    "    \"venue\":[\"deribit\"]\n",
    "}\n",
    "order_customs = {\n",
    "    \"limit\":{},\n",
    "    \"iceberg\":{\"showquanity\":5},\n",
    "    \"cover\":{\"hedge_ticks\":2,\"cancel_on_external_hedge_cancel\":True,\"cancel_hedges_on_cancel\":True,\"detach_hedges\":False}\n",
    "    }\n",
    "order_customs_upd = {\n",
    "    \"limit\":{},\n",
    "    \"iceberg\":{\"showquanity\":7},\n",
    "    \"cover\":{\"hedge_ticks\":6,\"cancel_on_external_hedge_cancel\":False,\"cancel_hedges_on_cancel\":True,\"detach_hedges\":False}}\n"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [],
   "source": [
    "REST_code=lambda payload :f'''import json\n",
    "import websocket\n",
    "json_payload = {json.dumps(payload,indent=4)}\n",
    "json_string = json.dumps(json_payload)\n",
    "ws_url = \"ws://localhost:8080\"\n",
    "# Define a callback function to handle received messages\n",
    "def on_message(ws, message):\n",
    "    print(\"Received message: \", message)\n",
    "    ws.close()\n",
    "\n",
    "# Define a callback function to handle the WebSocket connection opening\n",
    "def on_open(ws):\n",
    "    print(\"WebSocket connection opened\")\n",
    "    ws.send(json_string)\n",
    "\n",
    "# Define a callback function to handle the WebSocket connection closing\n",
    "def on_close(ws):\n",
    "    print(\"WebSocket connection closed\")\n",
    "# Create a WebSocket connection and send the JSON payload\n",
    "ws = websocket.WebSocketApp(ws_url, on_message=on_message, on_open=on_open, on_close=on_close)\n",
    "\n",
    "# Start the WebSocket connection and listen for incoming messages\n",
    "ws.run_forever()\n",
    "input(\"press any key to continue\")'''"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {},
   "outputs": [],
   "source": [
    "sub_code=lambda payload :f'''import json\n",
    "import websocket\n",
    "json_payload = {json.dumps(payload,indent=4)}\n",
    "json_string = json.dumps(json_payload)\n",
    "ws_url = \"ws://localhost:8080\"\n",
    "message_count = [0]\n",
    "# Define a callback function to handle received messages\n",
    "def on_message(ws, message):\n",
    "    print(\"Received message: \", message)\n",
    "    if(message_count[0]>0):\n",
    "        ws.close()\n",
    "    message_count[0]+=1\n",
    "\n",
    "# Define a callback function to handle the WebSocket connection opening\n",
    "def on_open(ws):\n",
    "    print(\"WebSocket connection opened\")\n",
    "    ws.send(json_string)\n",
    "\n",
    "# Define a callback function to handle the WebSocket connection closing\n",
    "def on_close(ws):\n",
    "    print(\"WebSocket connection closed\")\n",
    "# Create a WebSocket connection and send the JSON payload\n",
    "ws = websocket.WebSocketApp(ws_url, on_message=on_message, on_open=on_open, on_close=on_close)\n",
    "\n",
    "# Start the WebSocket connection and listen for incoming messages\n",
    "ws.run_forever()\n",
    "input(\"press any key to continue\")\n",
    "'''"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### file writers"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [],
   "source": [
    "def file_writer(name,val):\n",
    "    with open(name,\"w\") as f:\n",
    "        f.write(val)"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### subscription"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {},
   "outputs": [],
   "source": [
    "get_sub = lambda typ,filter: outer(\"subscribe\",{\"subscription_id\":1,\"type\":typ,\"filter\":filter})\n",
    "subscriptions={key:get_sub(key,simple_filter) for key in [\"books\",\"orders\",\"fills\",\"trades\",\"securities\",\"price_stats\",\"price_tickers\"]}\n",
    "for key, value in subscriptions.items():\n",
    "    file_writer(f\"subscribe_{key}.py\",sub_code(value))"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### order entry"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [],
   "source": [
    "get_enter_order = lambda ord_type,params:outer(\"enter_order\",enter_order_params(ord_type,params))\n",
    "for key, value in order_customs.items():\n",
    "    file_writer(f\"enter_{key}_order.py\",REST_code(get_enter_order(key,value)))"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### update order"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [],
   "source": [
    "get_upd_order = lambda ord_type,params:outer(\"update_order\",upd_order_params(ord_type,params))\n",
    "for key, value in order_customs.items():\n",
    "    file_writer(f\"upd_{key}_order.py\",REST_code(get_upd_order(key,value)))"
   ]
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "##### delete order"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [],
   "source": [
    "file_writer(\"delete_order.py\",REST_code(outer(\"delete_order\",{\"order_id\":541002})))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": []
  },
  {
   "attachments": {},
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "#### Run Examples"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "WebSocket connection opened\n",
      "Received message:  {\"jsonrpc\":2.0,\"id\":\"1\",\"status\":\"1\",\"result\":{\"subscription_id\":\"1\"}}\n"
     ]
    }
   ],
   "source": [
    "%run subscribe_price_stats.py"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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