add extra comments

AntoineLep · Apr 27, 2022 · 69163e6 · 69163e6
1 parent cccfc3d
commit 69163e6
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Showing 2 changed files with 16 additions and 3 deletions.
diff --git a/strategies/cryptofeed_strategy/cryptofeed_service.py b/strategies/cryptofeed_strategy/cryptofeed_service.py
@@ -9,9 +9,9 @@
 
 from strategies.cryptofeed_strategy.enums.cryptofeed_data_type_enum import CryptofeedDataTypeEnum
 
-# Display all received data if set to true. Only the data > min_data_size is displayed otherwise
+# Display all received data if set to true (verbose)
 DISPLAY_ALL_DATA = False
-exchanges = ['BINANCE_FUTURES', 'FTX']
+EXCHANGES = ['BINANCE_FUTURES', 'FTX']
 
 
 class CryptofeedService(object):
@@ -60,7 +60,7 @@ async def open_interest(data, receipt):
  print("Querying exchange metadata")
  for exchange_string, exchange_class in EXCHANGE_MAP.items():
 
- if exchange_string not in exchanges:
+ if exchange_string not in EXCHANGES:
  continue
 
  if exchange_string in ['BITFLYER', 'EXX', 'OKEX']: # We have issues with these exchanges

diff --git a/strategies/cryptofeed_strategy/cryptofeed_strategy.py b/strategies/cryptofeed_strategy/cryptofeed_strategy.py
@@ -22,8 +22,21 @@ def __init__(self):
  logging.info("TestStrategy run strategy")
  super(CryptofeedStrategy, self).__init__()
 
+ # Array of array of LiquidationDataDict, every sub array is the liquidation list received during the last
+ # SLEEP_TIME_BETWEEN_LOOPS sec. Use CryptofeedService EXCHANGES global to configure the list of exchange to
+ # retrieve data on
  self.liquidations: List[List[LiquidationDataDict]] = []
+
+ # {
+ # exchange1: {
+ # coin1: { open_interest: value, timestamp: value },
+ # coin2: { open_interest: value, timestamp: value}
+ # },
+ # ...
+ # }
+ # Use CryptofeedService EXCHANGES global to configure the list of exchange to retrieve data on
  self.open_interest = {}
+
  self._t: threading.Thread = threading.Thread(target=CryptofeedService.start_cryptofeed, args=[])
  self._t.start()