live market

live_market_utils.py

@@ -0,0 +1,49 @@
+import logging
+import json
+import time
+from hyperliquid.info import Info
+from hyperliquid.utils import constants
+
+from logging_utils import setup_logging
+
+def on_message(message, shared_prices_dict):
+    """
+    Callback function to process incoming 'allMids' messages and update the
+    shared memory dictionary directly.
+    """
+    try:
+        if message.get("channel") == "allMids":
+            new_prices = message.get("data", {}).get("mids", {})
+            # Update the shared dictionary with the new price data
+            shared_prices_dict.update(new_prices)
+    except Exception as e:
+        # It's important to log errors inside the process
+        logging.error(f"Error in WebSocket on_message: {e}")
+
+def start_live_feed(shared_prices_dict, log_level='off'):
+    """
+    Main function for the WebSocket process. It takes a shared dictionary
+    and continuously feeds it with live market data.
+    """
+    setup_logging(log_level, 'LiveMarketFeed')
+    
+    # The Info object manages the WebSocket connection.
+    info = Info(constants.MAINNET_API_URL, skip_ws=False)
+
+    # We need to wrap the callback in a lambda to pass our shared dictionary
+    callback = lambda msg: on_message(msg, shared_prices_dict)
+
+    # Subscribe to the allMids channel
+    subscription = {"type": "allMids"}
+    info.subscribe(subscription, callback)
+    logging.info("Subscribed to 'allMids' for live mark prices.")
+
+    logging.info("Starting live price feed process. Press Ctrl+C in main app to stop.")
+    try:
+        # The background thread in the SDK handles messages. This loop just keeps the process alive.
+        while True:
+            time.sleep(1)
+    except KeyboardInterrupt:
+        logging.info("Stopping WebSocket listener...")
+        info.ws_manager.stop()
+        logging.info("Listener stopped.")