Update app/app.py

app/app.py

@@ -1,8 +1,8 @@
 """
-Sentinel Arbitrage Engine - v6.0 FINAL (Rate-Limit Proof)
+Sentinel Arbitrage Engine - v7.0 FINAL (WebSocket-Powered)
 
-Detects on-chain vs. off-chain price discrepancies using a fault-tolerant,
-multi-source data aggregator.
+Utilizes a real-time WebSocket data stream for high-frequency discrepancy
+detection between CeFi and DeFi price sources.
 """
 import asyncio
 import os
@@ -25,59 +25,64 @@ async def lifespan(app: FastAPI):
         app.state.price_fetcher = PriceFetcher(client=client)
         app.state.arbitrage_analyzer = ArbitrageAnalyzer(client=client)
         app.state.signal_queue: asyncio.Queue = asyncio.Queue()
-        # Slowing down the loop slightly to be respectful to APIs
-        arbitrage_task = asyncio.create_task(run_arbitrage_detector(app, 10))
         
-        print("🚀 Sentinel Arbitrage Engine v6.0 started successfully.")
+        # Launch the persistent WebSocket listener
+        websocket_task = asyncio.create_task(app.state.price_fetcher.run_websocket_listener())
+        # Launch the discrepancy detector
+        arbitrage_task = asyncio.create_task(run_arbitrage_detector(app, 2)) # Can run much faster now!
+        
+        print("🚀 Sentinel Arbitrage Engine v7.0 (WebSocket) started successfully.")
         yield
         
         print("⏳ Shutting down engine...")
+        websocket_task.cancel()
         arbitrage_task.cancel()
-        try: await arbitrage_task
+        try: await asyncio.gather(websocket_task, arbitrage_task)
         except asyncio.CancelledError: print("Engine shut down.")
 
 async def run_arbitrage_detector(app: FastAPI, interval_seconds: int):
-    # This loop logic remains the same, but it's now fed by a more reliable PriceFetcher
+    last_opportunity_time = 0
     while True:
-        await app.state.price_fetcher.update_prices_async()
-        prices = app.state.price_fetcher.get_current_prices()
+        # This now gets the latest price from the websocket and a fresh price from Pyth
+        prices = await app.state.price_fetcher.get_current_prices()
         
         on_chain = prices.get("on_chain_pyth")
-        off_chain = prices.get("off_chain_agg")
+        off_chain = prices.get("realtime_binance")
         
         if on_chain and off_chain:
             spread = abs(on_chain - off_chain) / off_chain
             if spread > OPPORTUNITY_THRESHOLD:
-                opportunity = {
-                    "id": f"{int(datetime.now().timestamp())}",
-                    "on_chain_price": on_chain,
-                    "off_chain_price": off_chain,
-                    "spread_pct": spread * 100
-                }
-                print(f"⚡️ Discrepancy Detected: {opportunity['spread_pct']:.3f}%")
-                briefing = await app.state.arbitrage_analyzer.get_alpha_briefing(opportunity)
-                if briefing:
-                    signal = {**opportunity, **briefing, "timestamp": datetime.now(timezone.utc).isoformat()}
-                    await app.state.signal_queue.put(signal)
+                # Throttle Gemini calls to once every 30 seconds max
+                current_time = time.time()
+                if current_time - last_opportunity_time > 30:
+                    last_opportunity_time = current_time
+                    opportunity = {
+                        "id": f"{int(current_time)}",
+                        "on_chain_price": on_chain, "off_chain_price": off_chain,
+                        "spread_pct": spread * 100
+                    }
+                    print(f"⚡️ Discrepancy Detected: {opportunity['spread_pct']:.3f}%")
+                    briefing = await app.state.arbitrage_analyzer.get_alpha_briefing(opportunity)
+                    if briefing:
+                        signal = {**opportunity, **briefing, "timestamp": datetime.now(timezone.utc).isoformat()}
+                        await app.state.signal_queue.put(signal)
 
         await asyncio.sleep(interval_seconds)
 
 app = FastAPI(title="Sentinel Arbitrage Engine", lifespan=lifespan)
 templates = Jinja2Templates(directory="templates")
 
-# No changes needed to render_signal_card, GET /, or the SSE stream endpoint.
-# The code below this line is the same as the previous version.
 def render_signal_card(payload: dict) -> str:
     s = payload
     time_str = datetime.fromisoformat(s['timestamp']).strftime('%H:%M:%S UTC')
     on_chain_class = "buy" if s['on_chain_price'] < s['off_chain_price'] else "sell"
     off_chain_class = "sell" if s['on_chain_price'] < s['off_chain_price'] else "buy"
-
+    
     return f"""
     <tr id="trade-row-{s['id']}" hx-swap-oob="afterbegin:#opportunities-table">
         <td><strong>BTC/USD</strong></td>
-        <td><span class="{on_chain_class}">On-Chain (Pyth)</span><br>${s['on_chain_price']:,.2f}</td>
-        <td><span class="{off_chain_class}">Off-Chain (Agg)</span><br>${s['off_chain_price']:,.2f}</td>
+        <td><span class="{off_chain_class}">CEX (Binance)</span><br>${s['off_chain_price']:,.2f}</td>
+        <td><span class="{on_chain_class}">DEX (Pyth)</span><br>${s['on_chain_price']:,.2f}</td>
         <td><strong>{s['spread_pct']:.3f}%</strong></td>
         <td><span class="risk-{s.get('risk', 'low').lower()}">{s.get('risk', 'N/A')}</span></td>
         <td>{s.get('rationale', 'N/A')}</td>
@@ -99,4 +104,6 @@ async def signal_stream(request: Request):
             html_card = render_signal_card(payload)
             data_payload = html_card.replace('\n', ' ').strip()
             yield f"event: message\ndata: {data_payload}\n\n"
-    return StreamingResponse(event_generator(), media_type="text/event-stream")
+    return StreamingResponse(event_generator(), media_type="text/event-stream")
+
+# Need to add 'import time' at the top of main.py