Funding_Rate/modules/aster_db.py

import logging
from typing import AsyncContextManager
from sqlalchemy import text


### Orders and Trades Tables ####
async def create_fr_aster_user_order_trade_table(
        CON: AsyncContextManager,
        engine: str = 'mysql', # mysql | duckdb
    ) -> None:
    if CON is None:
        logging.info("NO DB CONNECTION, SKIPPING Create Statements")
    else:
        if engine == 'mysql':
            logging.info('Creating Table if Does Not Exist: fr_aster_user_order_trade')
            await CON.execute(text("""
            CREATE TABLE IF NOT EXISTS fr_aster_user_order_trade (
                timestamp_arrival BIGINT,
                timestamp_msg BIGINT,
                timestamp_value BIGINT,
                symbol VARCHAR(20),
                client_order_id VARCHAR(100),
                side VARCHAR(20),
                order_type VARCHAR(100),
                time_in_force VARCHAR(20),
                original_qty DOUBLE,
                original_price DOUBLE,
                avg_price DOUBLE,
                stop_price DOUBLE,
                execution_type VARCHAR(100),
                order_status VARCHAR(100),
                order_id BIGINT,
                last_filled_qty DOUBLE,
                filled_accumulated_qty DOUBLE,
                last_filled_price DOUBLE,
                commission_asset VARCHAR(20),
                commission DOUBLE,
                order_trade_time_ts BIGINT,
                trade_id VARCHAR(100),
                bid_notional DOUBLE,
                ask_notional DOUBLE,
                trade_is_maker BOOL,
                trade_is_reduce_only BOOL,
                stop_px_working_type VARCHAR(100),
                original_order_type VARCHAR(100),
                position_side VARCHAR(100),
                pushed_w_conditional_order BOOL,
                activation_price DOUBLE,
                callback_rate DOUBLE,
                realized_profit DOUBLE
            );
            """))
            await CON.commit()
        else:
            raise ValueError('Only MySQL engine is implemented')

### Margin Calls Table ####
async def create_fr_aster_user_margin_table(
        CON: AsyncContextManager,
        engine: str = 'mysql', # mysql | duckdb
    ) -> None:
    if CON is None:
        logging.info("NO DB CONNECTION, SKIPPING Create Statements")
    else:
        if engine == 'mysql':
            logging.info('Creating Table if Does Not Exist: fr_aster_user_margin')
            await CON.execute(text("""
            CREATE TABLE IF NOT EXISTS fr_aster_user_margin (
                timestamp_arrival BIGINT,
                timestamp_msg BIGINT,
                cross_wallet_balance DOUBLE,
                symbol VARCHAR(20),
                position_side VARCHAR(20),
                position_amount DOUBLE,
                margin_type VARCHAR(20),
                isolated_wallet DOUBLE,
                mark_price DOUBLE,
                unrealized_pnl DOUBLE,
                maint_margin_required DOUBLE
            );
            """))
            await CON.commit()
        else:
            raise ValueError('Only MySQL engine is implemented')

### Account Balance Table ####
async def create_fr_aster_user_account_bal(
        CON: AsyncContextManager,
        engine: str = 'mysql', # mysql | duckdb
    ) -> None:
    if CON is None:
        logging.info("NO DB CONNECTION, SKIPPING Create Statements")
    else:
        if engine == 'mysql':
            logging.info('Creating Table if Does Not Exist: fr_aster_user_account_bal')
            await CON.execute(text("""
            CREATE TABLE IF NOT EXISTS fr_aster_user_account_bal (
                timestamp_arrival BIGINT,
                timestamp_msg BIGINT,
                timestamp_transaction BIGINT,
                event_reason_type VARCHAR(20),
                asset VARCHAR(20),
                wallet_balance DOUBLE,
                cross_wallet_balance DOUBLE,
                balance_change_excl_pnl_comms DOUBLE
            );
            """))
            await CON.commit()
        else:
            raise ValueError('Only MySQL engine is implemented')

### Account Positions Table ####
async def create_fr_aster_user_account_pos(
        CON: AsyncContextManager,
        engine: str = 'mysql', # mysql | duckdb
    ) -> None:
    if CON is None:
        logging.info("NO DB CONNECTION, SKIPPING Create Statements")
    else:
        if engine == 'mysql':
            logging.info('Creating Table if Does Not Exist: fr_aster_user_account_pos')
            await CON.execute(text("""
            CREATE TABLE IF NOT EXISTS fr_aster_user_account_pos (
                timestamp_arrival BIGINT,
                timestamp_msg BIGINT,
                timestamp_transaction BIGINT,
                event_reason_type VARCHAR(20),
                symbol VARCHAR(20),
                position_amount DOUBLE,
                entry_price DOUBLE,
                accumulated_realized_pre_fees DOUBLE,
                unrealized_pnl DOUBLE,
                margin_type VARCHAR(20),
                isolated_wallet DOUBLE,
                position_side VARCHAR(20)
            );
            """))
            await CON.commit()
        else:
            raise ValueError('Only MySQL engine is implemented')