Funding_Rate/main.py

import asyncio
import json
import logging
import math
import os
import time
import traceback
from dataclasses import asdict, dataclass, field
from datetime import datetime, timezone
from decimal import ROUND_DOWN, Decimal
from typing import AsyncContextManager

from typing import Any
import numpy as np
import pandas as pd
import requests

# import talib
import valkey
from dotenv import load_dotenv
from sqlalchemy import text
from sqlalchemy.ext.asyncio import create_async_engine
from x10.models.order import OrderSide

import modules.utils as utils
import modules.aster_auth as aster_auth
import modules.extended_auth as extend_auth

### Database ###
EXTEND_CLIENT = None
CON: AsyncContextManager | None = None
VAL_KEY = None

### Logging ###
load_dotenv()
LOG_FILEPATH: str = os.getenv("LOGS_PATH") + '/Fund_Rate_Algo.log'

### CONSTANTS ###
ASTER_ALLOW_ORDERING: bool = False
EXTEND_ALLOW_ORDERING: bool = False
LOOP_SLEEP_SEC = 1
PRICE_WORSENER_ASTER = 0.00
PRICE_WORSENER_EXTEND = 0.0

MIN_TIME_TO_FUNDING: int = 1000 * 60 * 7 # 5 minutes. 

ASTER_LH_ASSET: str = 'ETH'
ASTER_RH_ASSET: str = 'USDT'
ASTER_TICKER: str = ASTER_LH_ASSET + ASTER_RH_ASSET
EXTEND_LH_ASSET: str = 'ETH'
EXTEND_RH_ASSET: str = 'USD'
EXTEND_TICKER: str = EXTEND_LH_ASSET + '-' + EXTEND_RH_ASSET

TARGET_OPEN_CASH_POSITION: float = 10 # Each side (alpha and hedge)

### GLOBALS ###
ASTER_MULT = 150
EXTEND_MULT = 50
MAX_TARGET_NOTIONAL = min([ASTER_MULT, EXTEND_MULT]) * TARGET_OPEN_CASH_POSITION

ASTER_MIN_ORDER_QTY = 0.001
EXTEND_MIN_ORDER_QTY = 0.01

ASTER_AVAIL_COLLATERAL = 0
EXTEND_AVAIL_COLLATERAL = 0

ASTER_NOTIONAL_POSITION = 0
EXTEND_NOTIONAL_POSITION = 0

ASTER_OPEN_ORDERS = []
EXTEND_OPEN_ORDERS = []

# ASTER_OPEN_POSITIONS = []
# EXTEND_OPEN_POSITIONS = []

@dataclass(kw_only=True)
class Valkey_Stream:
    channel: str
    data: Any = None
    none_fill: Any = None

    async def update(self):
        r = VAL_KEY.get(self.channel)
        self.data = json.loads(r) if r is not None else self.none_fill

@dataclass(kw_only=True)
class Position:
    market: str
    notional: float
    qty: float

@dataclass(kw_only=True)
class Open_Positions:
    Valkey: Valkey_Stream
    Positions: list[Position] = field(default_factory = list)

    async def update(self) -> None:
        self.Valkey = await self.Valkey.update()

### Collateral ###
@dataclass(kw_only=True)
class Asset:
    symbol: str
    balance: float
    # min_order_qty: float

@dataclass(kw_only=True)
class Collateral:
    Valkey: Valkey_Stream
    # Last_Updated_Ts_Ms: int
    # Last_Pulled_Ts_Ms: int
    Assets: list[Asset] = field(default_factory = list)

    async def update(self) -> None:
        self.Valkey = await self.Valkey.update()

### Orders ###
@dataclass(kw_only=True)
class Order:
    symbol: str
    order_id: str
    client_order_id: str
    side: str
    order_type: str
    original_qty: float
    original_price: float
    order_status: str
    last_filled_qty: float
    last_filled_price: float
    commission: float
    trade_is_maker: bool

@dataclass(kw_only=True)
class Order_Updates:
    # Last_Updated_Ts_Ms: int
    # Last_Pulled_Ts_Ms: int
    Valkey: Valkey_Stream
    Orders: list[Order] = field(default_factory = list)

    async def update(self) -> None:
        self.Valkey = await self.Valkey.update()

### Funding Rate ###
@dataclass(kw_only=True)
class Funding_Rate:
    # Last_Updated_Ts_Ms: int
    # Last_Pulled_Ts_Ms: int
    Valkey: Valkey_Stream
    timestamp_arrival: int
    timestamp_msg: int
    symbol: str
    funding_rate: float
    next_funding_time_ts_ms: int
    mark_price: float
    index_price: float
    estimated_settle_price: float

    async def update(self) -> None:
        self.Valkey = await self.Valkey.update()

### Markets Info ###
@dataclass(kw_only=True)
class Market:
    symbol: str
    min_order_qty: float

@dataclass(kw_only=True)
class Markets_Details:
    Markets: list[Market] = field(default_factory=list)


### Exchanges ###
@dataclass(kw_only=True)
class Perpetual_Exchange:
    Order_Updates: Order_Updates
    Position_Updates: Open_Positions
    Collateral_Updates: Collateral
    Funding_Rate: Funding_Rate
    Markets: Markets_Details
    mult: int
    lh_asset: str
    rh_asset: str
    symbol_asset_separator: str = ''
    symbol: str

    async def update(self):
        await self.Collateral_Updates.update()
        await self.Order_Updates.update()
        await self.Position_Updates.update()
        await self.Funding_Rate.update()

    def __post_init__(self) -> None:
        self.symbol = f'{self.lh_asset.upper()}{self.symbol_asset_separator}{self.rh_asset.upper()}'


@dataclass(kw_only=True)
class Aster(Perpetual_Exchange):
    name: str = 'Aster'
    lh_asset: str = 'ETH'
    rh_asset: str = 'USDT'

    def __post_init__(self):
        super().__post_init__()
        self.Order_Updates = Order_Updates(Valkey=Valkey_Stream(channel = 'fr_aster_user_balances', none_fills = []))
        self.Collateral_Updates = Collateral(Valkey=Valkey_Stream(channel = 'fr_aster_user_orders', none_fills = []))
        self.Position_Updates = Open_Positions(Valkey=Valkey_Stream(channel = 'fr_aster_user_positions', none_fills = []))
        self.Funding_Rate - Funding_Rate(Valkey=Valkey_Stream(channel = 'fund_rate_aster', none_fills = None))


@dataclass(kw_only=True)
class Extend(Perpetual_Exchange):
    name: str = 'Extended'
    lh_asset: str = 'ETH'
    rh_asset: str = 'USD'
    symbol_asset_separator: str = '-'

    def __post_init__(self):
        super().__post_init__()
        self.Order_Updates = Order_Updates(Valkey=Valkey_Stream(channel = 'fr_aster_user_balances', none_fills = []))
        self.Collateral_Updates = Collateral(Valkey=Valkey_Stream(channel = 'fr_aster_user_orders', none_fills = []))
        self.Position_Updates = Open_Positions(Valkey=Valkey_Stream(channel = 'fr_aster_user_positions', none_fills = []))
        self.Funding_Rate - Funding_Rate(Valkey=Valkey_Stream(channel = 'fund_rate_aster', none_fills = None))


# EXCHANGES: list = [ Aster(), Extend() ]

### FLAGS ###
@dataclass(kw_only=True)
class Flags:
    LIQUIDATE_POS_AND_KILL_ALGO_FLAG: bool = False
    NET_FUNDING_IS_ZERO: bool = False
Flags = Flags()


### UTILS ###
def round_decimal_down(value, decimal_places):
    # Construct precision string like '0.01' for 2 places
    fmt = f'0.{"0" * decimal_places}' if decimal_places > 0 else '0'
    precision = Decimal(fmt)
    return Decimal(str(value)).quantize(precision, rounding=ROUND_DOWN)

### OPEN ORDERS ###
async def get_aster_open_orders():
    global ASTER_OPEN_ORDERS

    fut_acct_openOrders = {
        "url": "/fapi/v3/openOrders",
        "method": "GET",
        "params": {}
    }
    ASTER_OPEN_ORDERS = await aster_auth.post_authenticated_url(fut_acct_openOrders)

async def get_extend_open_orders():
    global EXTEND_OPEN_ORDERS

    EXTEND_OPEN_ORDERS = list(dict(await EXTEND_CLIENT.account.get_open_orders()).get('data', 0))

### WALLLET ###
async def get_aster_collateral():
    global ASTER_AVAIL_COLLATERAL

    fut_acct_balances = {
        "url": "/fapi/v3/balance",
        "method": "GET",
        "params": {}
    }
    r = await aster_auth.post_authenticated_url(fut_acct_balances)
    ASTER_AVAIL_COLLATERAL = float([d for d in r if d.get('asset')==ASTER_RH_ASSET][0].get('availableBalance'))

async def get_aster_notional_position(resp: dict | None = None):
    global ASTER_NOTIONAL_POSITION
    global ASTER_MULT

    if not resp:
        fut_acct_positionRisk = {
            "url": "/fapi/v3/positionRisk",
            "method": "GET",
            "params": {
                'symbol': ASTER_TICKER,
            }
        }
        resp = await aster_auth.post_authenticated_url(fut_acct_positionRisk)
    
    d = [x for x in resp if x.get('symbol', None) == ASTER_TICKER][0]
    if len(d) < 1:
        logging.info(f'BAD NOTIONAL - ASTER CHANGE: Empty d: {d}; resp: {resp}')
        kill_algo()

    aster_unrealized_pnl = float(d['unrealized_pnl']) if d.get('unrealized_pnl') is not None else float(d['unRealizedProfit'])
    
    if d.get('notional') is not None:
        notional = float(d['notional']) 
    else:
        notional = float(d['position_amount'])*float(d['entry_price'])

    previous_notional_position = ASTER_NOTIONAL_POSITION
    ASTER_NOTIONAL_POSITION = notional - aster_unrealized_pnl
    if not resp:
        ASTER_MULT = float(d['leverage'])
    if abs(ASTER_NOTIONAL_POSITION) > MAX_TARGET_NOTIONAL*1.01:
        logging.info(f'BAD NOTIONAL - ASTER CHANGE: {ASTER_NOTIONAL_POSITION}; UR PNL: {aster_unrealized_pnl}; MULT: {ASTER_MULT}; d: {d}; resp: {resp}')
        kill_algo()
    if ASTER_NOTIONAL_POSITION != previous_notional_position:
        logging.info(f'ASTER NOTIONAL CHANGE: {ASTER_NOTIONAL_POSITION:.2f}; UR PNL: {aster_unrealized_pnl:.2f}; MULT: {ASTER_MULT:.0f}; resp: {bool(resp)}')

async def get_extend_collateral():
    global EXTEND_AVAIL_COLLATERAL

    get_bals = dict(dict(await EXTEND_CLIENT.account.get_balance()).get('data', {}))
    EXTEND_AVAIL_COLLATERAL = get_bals.get('available_for_trade', 0) if get_bals.get('collateral_name', None)==EXTEND_RH_ASSET else 0

async def get_extend_notional(resp: dict | None = None):
    global EXTEND_NOTIONAL_POSITION
    global EXTEND_MULT

    if not resp:
        resp = dict(await EXTEND_CLIENT.account.get_positions()).get('data', {})
    
    pos_dict = [dict(d) for d in resp if dict(d).get('market') == EXTEND_TICKER]
    pos_dict = pos_dict[0]
    unrealized_pnl = pos_dict.get('unrealised_pnl', 0)
    previous_notional_position = EXTEND_NOTIONAL_POSITION
    EXTEND_NOTIONAL_POSITION = float(pos_dict.get('value', 0)) - float(unrealized_pnl)
    EXTEND_MULT = pos_dict.get('leverage', EXTEND_MULT)
    if EXTEND_NOTIONAL_POSITION != previous_notional_position:
        logging.info(f'EXTEND NOTIONAL CHANGE: {EXTEND_NOTIONAL_POSITION:.2f}; UR PNL: {unrealized_pnl:.2f}; MULT: {EXTEND_MULT:.0f}; resp: {bool(resp)}')


### EXCHANGE INFO ###
async def get_aster_exch_info():
    global ASTER_MIN_ORDER_QTY
    
    fut_acct_exchangeInfo = {
        "url": "/fapi/v3/exchangeInfo",
        "method": "GET",
        "params": {}
    }
    r = await aster_auth.post_authenticated_url(fut_acct_exchangeInfo)
    s = r['symbols']
    d = [d for d in s if d.get('symbol', None) == 'ETHUSDT'][0]
    f = [f for f in d['filters'] if f.get('filterType', None) == 'LOT_SIZE'][0]
    ASTER_MIN_ORDER_QTY = float(f['minQty'])

async def get_extend_exch_info():
    global EXTEND_MIN_ORDER_QTY
    
    r = await EXTEND_CLIENT.markets_info.get_markets_dict() 
    EXTEND_MIN_ORDER_QTY = float(r['ETH-USD'].trading_config.min_order_size)

### CANCEL ORDERS ###
async def aster_cancel_all_orders():
    cancel_all_open_orders = {
        "url": "/fapi/v3/allOpenOrders",
        "method": "DELETE",
        "params": {
            'symbol': 'ETHUSDT',
        }
    }
    r = await aster_auth.post_authenticated_url(cancel_all_open_orders)
    logging.info(f'ASTER CANCEL ALL OPEN ORDERS RESP: {r}')

async def extend_cancel_all_orders():
    r = await EXTEND_CLIENT.orders.mass_cancel(markets=[EXTEND_TICKER])
    logging.info(f'EXTEND CANCEL ALL OPEN ORDERS RESP: {r}')

### KILL ALGO ###
async def kill_algo():
    await aster_cancel_all_orders()
    await extend_cancel_all_orders()
    logging.info('ALGO KILL FLAG ACTIVATED; CANCELLING OPEN ORDERS AND SHUTTING DOWN')
    raise ValueError('KILL FLAG ACTIVATED')

### ROUTES ###
# async def aster_remainder_route():
#     # Check open orders...cancel replace or new order?
#         # Check collateral to confirm you have enough money to trade
#         # if CR, what should be the new price? has it changed? maybe no action needed? how long has it been working?
#         # if not enough collateral then need to liquidate and kill algo - flip flag

#         # if good to order, then create and post order. ADD to LOCAL OPEN ORDERS LIST
    

#     pass

# async def extend_remainder_route():
#     pass


### ALGO LOOP ###
async def run_algo():

    try:
        while True:
            loop_start = time.time()
            print('__________Start___________')

            ### Load Data from Feedhandlers ###
            ASTER_FUND_RATE_DICT = json.loads(VAL_KEY.get('fund_rate_aster'))
            EXTENDED_FUND_RATE_DICT = json.loads(VAL_KEY.get('fund_rate_extended'))
            
            ASTER_FUND_RATE = float(ASTER_FUND_RATE_DICT.get('funding_rate', 0))
            EXTEND_FUND_RATE = float(EXTENDED_FUND_RATE_DICT.get('funding_rate', 0))
            ASTER_FUND_RATE_TIME = float(ASTER_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0))
            EXTEND_FUND_RATE_TIME = float(EXTENDED_FUND_RATE_DICT.get('next_funding_time_ts_ms', 0))
            
            ASTER_TICKER_DICT = json.loads(VAL_KEY.get('fut_ticker_aster'))
            EXTENDED_TICKER_DICT = json.loads(VAL_KEY.get('fut_ticker_extended'))
            
            ### Manage Local Collateral Using Updates from WS ###
            ASTER_WS_COLLATERAL_UPDATES = VAL_KEY.get('fr_aster_user_positions')
            ASTER_WS_COLLATERAL_UPDATES = json.loads(ASTER_WS_COLLATERAL_UPDATES) if ASTER_WS_COLLATERAL_UPDATES is not None else []
            EXTEND_WS_COLLATERAL_UPDATES = VAL_KEY.get('fr_extended_user_positions')
            EXTEND_WS_COLLATERAL_UPDATES = json.loads(EXTEND_WS_COLLATERAL_UPDATES) if EXTEND_WS_COLLATERAL_UPDATES is not None else []

            ### Manage Local Notionals Using Updates from WS ###
            ASTER_WS_POS_UPDATES = VAL_KEY.get('fr_aster_user_positions')
            ASTER_WS_POS_UPDATES = json.loads(ASTER_WS_POS_UPDATES) if ASTER_WS_POS_UPDATES is not None else []
            EXTEND_WS_POS_UPDATES = VAL_KEY.get('fr_extended_user_positions')
            EXTEND_WS_POS_UPDATES = json.loads(EXTEND_WS_POS_UPDATES) if EXTEND_WS_POS_UPDATES is not None else []

            ### Manage Local Orders Using Updates from WS ###
            ASTER_WS_ORDER_UPDATES = VAL_KEY.get('fr_aster_user_orders')
            ASTER_WS_ORDER_UPDATES = json.loads(ASTER_WS_ORDER_UPDATES) if ASTER_WS_ORDER_UPDATES is not None else []
            EXTEND_WS_ORDER_UPDATES = VAL_KEY.get('fr_extended_user_orders')
            EXTEND_WS_ORDER_UPDATES = json.loads(EXTEND_WS_ORDER_UPDATES) if EXTEND_WS_ORDER_UPDATES is not None else []

            # CHECK NO MORE THAN 1 OPEN ORDER ON EITHER EXCHANGE #
            if len(ASTER_OPEN_ORDERS) > 1 or len(EXTEND_OPEN_ORDERS) > 1:
                logging.info(f'MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS ({len(ASTER_OPEN_ORDERS)}): {ASTER_OPEN_ORDERS}; EXTEND_OPEN_ORDERS ({len(EXTEND_OPEN_ORDERS)}): {EXTEND_OPEN_ORDERS}')
                await kill_algo()
                raise ValueError('NOT HERE: MORE THAN 1 ORDER OPEN - KILLING ALGO: ASTER_OPEN_ORDERS')

            ### CHECK TIME TO FUNDING AND WHETHER TO BE ACTIVE ###
            now_ms = round(datetime.now().timestamp()*1000)
            time_to_funding_ms = min([ASTER_FUND_RATE_TIME, EXTEND_FUND_RATE_TIME]) - now_ms
            if ( time_to_funding_ms > MIN_TIME_TO_FUNDING ) and (not ASTER_OPEN_ORDERS) and (not EXTEND_OPEN_ORDERS):
                print(f'Outside action window (minutes) and no active order (sleeping for 5 sec): {pd.to_datetime(time_to_funding_ms, unit='ms').minute} > {pd.to_datetime(MIN_TIME_TO_FUNDING, unit='ms').minute}')
                time.sleep(5)
                continue

            if len(ASTER_WS_POS_UPDATES) > 0:
                await get_aster_notional_position(resp=ASTER_WS_POS_UPDATES)
                ###### *** returned 0 notional even though had a position, need to handle and safety check to not order above max notional.
            
            if len(EXTEND_WS_POS_UPDATES) > 0:
                await get_extend_notional(resp=EXTEND_WS_POS_UPDATES)

            if ASTER_WS_ORDER_UPDATES is not None:
                for idx, o in enumerate(ASTER_OPEN_ORDERS):
                    order_id = o.get('order_id') if o.get('order_id') is not None else o.get('orderId')
                    order_orig_status = o['status']
                    order_update = [ou for ou in ASTER_WS_ORDER_UPDATES if ou.get('order_id', None) == order_id]
                    
                    if len(order_update) > 0:
                        order_update = order_update[0]
                        order_update_status = order_update.get('status') if order_update.get('status') is not None else order_update.get('order_status')
                        order_status_changed = order_orig_status.upper() != order_update_status.upper()

                        if order_status_changed:
                            logging.info(f'ASTER ORDER ({order_id}): {order_orig_status} -> {order_update_status}')
                            ASTER_OPEN_ORDERS[idx] = order_update
                            if order_update_status in ['CANCELED','EXPIRED']:
                                logging.info(f'ASTER ORDER CANCELLED or EXPIRED: {order_id}')
                                ASTER_OPEN_ORDERS.pop(idx)
                            elif order_update_status in ['PARTIALLY_FILLED']:
                                logging.info(f'ASTER ORDER PARTIALLY FILLED: {order_id}')
                                await get_aster_collateral()
                                await get_aster_notional_position()
                            elif order_update_status in ['FILLED']:
                                logging.info(f'ASTER ORDER FILLED: {order_id}')
                                ASTER_OPEN_ORDERS.pop(idx)
                                await get_aster_collateral()
                                await get_aster_notional_position()
                            else:
                                logging.critical(f'EXTEND ORDER STATUS CHG TO UNEXPECTED VALUE, KILLING... ({order_id}): {order_orig_status} -> {order_update_status}')
            if EXTEND_WS_ORDER_UPDATES is not None:
                for idx, o in enumerate(EXTEND_OPEN_ORDERS):
                    o = dict(o)
                    order_id = o.get('order_id') if o.get('order_id') is not None else o.get('id')
                    order_orig_status = o['status']
                    order_update = [dict(ou) for ou in EXTEND_WS_ORDER_UPDATES if dict(ou).get('order_id', None) == order_id]

                    if len(order_update) > 0:
                        order_update = order_update[0]
                        order_update_status = order_update.get('status')
                        order_status_changed = order_orig_status.upper() != order_update_status.upper()

                        if order_status_changed:
                            logging.info(f'EXTEND ORDER ({order_id}): {order_orig_status} -> {order_update_status}')
                            EXTEND_OPEN_ORDERS[idx] = order_update
                            if order_update_status in ['CANCELLED','EXPIRED','REJECTED']:
                                logging.info(f'EXTEND ORDER CANCELLED or EXPIRED: {order_id}')
                                EXTEND_OPEN_ORDERS.pop(idx)
                            elif order_update_status in ['PARTIALLY_FILLED']:
                                logging.info(f'EXTEND ORDER PARTIALLY FILLED: {order_id}')
                                await get_extend_collateral()
                                await get_extend_notional()
                            elif order_update_status in ['FILLED']:
                                logging.info(f'EXTEND ORDER FILLED: {order_id}')
                                EXTEND_OPEN_ORDERS.pop(idx)
                                await get_extend_collateral()
                                await get_extend_notional()
                            else:
                                logging.critical(f'EXTEND ORDER STATUS CHG TO UNEXPECTED VALUE, KILLING... ({order_id}): {order_orig_status} -> {order_update_status}')


            ASTER_PAYOUT_DIRECTION_STR = 'LONG PAYS SHORT' if ASTER_FUND_RATE > 0 else 'SHORT PAYS LONG'
            EXTEND_PAYOUT_DIRECTION_STR = 'LONG PAYS SHORT' if EXTEND_FUND_RATE > 0 else 'SHORT PAYS LONG'
            
            min_between_fundings = round((abs(ASTER_FUND_RATE_TIME - EXTEND_FUND_RATE_TIME) / 1000 / 60))
            FUNDINGS_AT_SAME_TIME_NEXT_HR = min_between_fundings < 5
            # FUNDINGS_AT_SAME_TIME_NEXT_HR = ( (ASTER_FUND_RATE_TIME < 60*60*1000) and (EXTEND_FUND_RATE < 60*60*1000) )


            if ( abs(ASTER_FUND_RATE) > abs(EXTEND_FUND_RATE) ) and FUNDINGS_AT_SAME_TIME_NEXT_HR:
                ALPHA_EXCH = 'ASTER' 
                ALPHA_FUND_RATE = ASTER_FUND_RATE
            else:
                ALPHA_EXCH = 'EXTEND' 
                ALPHA_FUND_RATE = EXTEND_FUND_RATE 
                
            if ALPHA_FUND_RATE < 0:
                ALPHA_CARRY_SIDE = 'BUY'
                ALPHA_TGT_NOTIONAL = MAX_TARGET_NOTIONAL
            else:
                ALPHA_CARRY_SIDE = 'SELL'
                ALPHA_TGT_NOTIONAL = MAX_TARGET_NOTIONAL*-1


            def calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR: bool) -> float:
                if FUNDINGS_AT_SAME_TIME_NEXT_HR:
                    return ASTER_FUND_RATE + EXTEND_FUND_RATE
                else:
                    return EXTEND_FUND_RATE

            NEXT_NET_FUNDING_RATE = calc_next_net_fund_rate(FUNDINGS_AT_SAME_TIME_NEXT_HR)
            Flags.NET_FUNDING_IS_ZERO = NEXT_NET_FUNDING_RATE == 0.00
            if Flags.NET_FUNDING_IS_ZERO:
                logging.info('NET FUNDING = 0.00; Cancelling Open Orders; Wait Until Non-Zero.')

                ALPHA_TGT_NOTIONAL = 0.00

            if ALPHA_EXCH == 'EXTEND':
                ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL*-1
                EXTEND_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL
                if ALPHA_CARRY_SIDE == 'BUY':
                    ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px'])
                    EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px'])
                else:
                    ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px'])
                    EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px'])
            else:
                ASTER_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL
                EXTEND_TGT_NOTIONAL = ALPHA_TGT_NOTIONAL*-1
                if ALPHA_CARRY_SIDE == 'BUY':
                    ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_bid_px'])
                    EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_ask_px'])
                else:
                    ASTER_TOB_PX = float(ASTER_TICKER_DICT['best_ask_px'])
                    EXTEND_TOB_PX = float(EXTENDED_TICKER_DICT['best_bid_px'])


            ASTER_TGT_TAIL = ASTER_TGT_NOTIONAL - ASTER_NOTIONAL_POSITION
            EXTEND_TGT_TAIL = EXTEND_TGT_NOTIONAL - EXTEND_NOTIONAL_POSITION

            ASTER_TGT_TAIL_BASE_QTY = Decimal(str(float(ASTER_TGT_TAIL) / float(ASTER_TOB_PX))).quantize(Decimal(str(0.001)), rounding=ROUND_DOWN)
            EXTEND_TGT_TAIL_BASE_QTY = Decimal(str(float(EXTEND_TGT_TAIL) / float(EXTEND_TOB_PX))).quantize(Decimal(str(0.001)), rounding=ROUND_DOWN)

            ASTER_TGT_TAIL_ORDERABLE = abs(ASTER_TGT_TAIL_BASE_QTY) >= ASTER_MIN_ORDER_QTY
            EXTEND_TGT_TAIL_ORDERABLE = abs(EXTEND_TGT_TAIL_BASE_QTY) >= EXTEND_MIN_ORDER_QTY

            print(f'''
            {pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(ASTER_FUND_RATE_TIME, unit='ms')-datetime.now()):}) | {pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')} ({(pd.to_datetime(EXTEND_FUND_RATE_TIME, unit='ms')-datetime.now()):})
            ASTER: {ASTER_FUND_RATE:.6%} [{ASTER_FUND_RATE*10_000:.2f}bps] [{ASTER_FUND_RATE*1_000_000:.0f}pips]        | EXTEND: {EXTEND_FUND_RATE:.6%} [{EXTEND_FUND_RATE*10_000:.2f}bps] [{EXTEND_FUND_RATE*1_000_000:.0f}pips]
            ASTER: {ASTER_PAYOUT_DIRECTION_STR}                       | EXTEND: {EXTEND_PAYOUT_DIRECTION_STR}
            ASTER: [ Available Collateral: {ASTER_AVAIL_COLLATERAL:.4f} ]     | EXTEND: [ Available Collateral: {EXTEND_AVAIL_COLLATERAL:.4f} ]
            ASTER: [ Notional Position $ : {ASTER_NOTIONAL_POSITION:.4f} ]   | EXTEND: [ Notional Position $ : {EXTEND_NOTIONAL_POSITION:.4f} ]
            
            SAME TIME?  : {FUNDINGS_AT_SAME_TIME_NEXT_HR} [ Minutes Between Fundings: {min_between_fundings} ]
            NET FUNDING : {NEXT_NET_FUNDING_RATE:.6%} [{NEXT_NET_FUNDING_RATE*10_000:.2f}bps] [{NEXT_NET_FUNDING_RATE*1_000_000:.0f}pips]; Is Zero?: {Flags.NET_FUNDING_IS_ZERO}
            ALPHA SIDE  : {ALPHA_EXCH} [{ALPHA_CARRY_SIDE}]

            TGT NOTIONAL: $ {MAX_TARGET_NOTIONAL if not Flags.NET_FUNDING_IS_ZERO else 0.00}

            ASTER: {ASTER_NOTIONAL_POSITION:.4f} -> {ASTER_TGT_NOTIONAL:.2f} [ Remain: {ASTER_TGT_TAIL:.4f} ] | EXTEND: {EXTEND_NOTIONAL_POSITION:.4f} -> {EXTEND_TGT_NOTIONAL:.2f} [ Remain: {EXTEND_TGT_TAIL:.4f} ]
            ASTER: {ASTER_TGT_NOTIONAL:.4f} - {ASTER_NOTIONAL_POSITION:.4f} = Tail: {ASTER_TGT_TAIL:4f} | EXTEND: {EXTEND_TGT_NOTIONAL:.4f} - {EXTEND_NOTIONAL_POSITION:.4f} = Tail: {EXTEND_TGT_TAIL:4f}
            ASTER: {ASTER_TGT_TAIL_BASE_QTY:.4f} > {ASTER_MIN_ORDER_QTY:.4f} min [ Order: {ASTER_TGT_TAIL_ORDERABLE} ]    | EXTEND: {EXTEND_TGT_TAIL_BASE_QTY:.4f} > {EXTEND_MIN_ORDER_QTY:.4f} min [ Order: {EXTEND_TGT_TAIL_ORDERABLE} ]

            --- ASTER OPEN ORDERS  ---
                {ASTER_OPEN_ORDERS}
            
            --- EXTEND OPEN ORDERS ---
                {EXTEND_OPEN_ORDERS}
            ''')
            

            ### ROUTES ###
            # ASTER
            if ASTER_TGT_TAIL_ORDERABLE and ASTER_ALLOW_ORDERING:
                symbol = ASTER_TICKER
                side = 'BUY' if ASTER_TGT_TAIL_BASE_QTY > 0.00 else 'SELL'
                qty = str(abs(ASTER_TGT_TAIL_BASE_QTY))
                price = ASTER_TOB_PX - PRICE_WORSENER_ASTER if side == 'BUY' else ASTER_TOB_PX + PRICE_WORSENER_ASTER
                
                if abs(abs(float(ASTER_TGT_TAIL_BASE_QTY))*float(price)) + abs(ASTER_NOTIONAL_POSITION) > MAX_TARGET_NOTIONAL*1.01:
                    pass
                    logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - ASTER: {ASTER_NOTIONAL_POSITION} + {float(ASTER_TGT_TAIL_BASE_QTY)*float(price)} (qty: {float(ASTER_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})')
                # await aster_remainder_route()
                if ASTER_OPEN_ORDERS:
                    open_order_id = ASTER_OPEN_ORDERS[0].get('order_id') if ASTER_OPEN_ORDERS[0].get('order_id') is not None else ASTER_OPEN_ORDERS[0]['orderId']
                    open_order_px = float(ASTER_OPEN_ORDERS[0].get('price')) if ASTER_OPEN_ORDERS[0].get('price') is not None else float(ASTER_OPEN_ORDERS[0]['original_price'])
                    if round(open_order_px - float(price), 2) == 0.00:
                        logging.info('ASTER OPEN ORDER NO PX CHG; SKIPPING')
                        place_order = False
                    else:
                        cancel_order = {
                            "url": "/fapi/v3/order",
                            "method": "DELETE",
                            "params": {
                                'symbol': ASTER_TICKER,
                                'orderId': open_order_id,
                            }
                        }
                        cr = await aster_auth.post_authenticated_url(cancel_order)
                        if cr.get('status', None) == 'CANCELED':
                            ASTER_OPEN_ORDERS.pop(0)
                            place_order = True
                        else:
                            logging.warning(f'ASTER ORDER FAILED TO CANCEL DURING CR ({open_order_id}): RESP {cr}')
                            place_order = False
                else:
                    place_order = True
                
                if ASTER_TGT_TAIL_BASE_QTY == 0.00:
                    place_order = False
                    logging.info('ASTER TRYNG TO ORDER 0.00 BASE QTY, SKIPPING')

                if place_order:                
                    price = Decimal(str(price)).quantize(Decimal(str(0.01)), rounding=ROUND_DOWN)
                    post_order = {
                        "url": "/fapi/v3/order",
                        "method": "POST",
                        "params": {
                            'symbol': symbol,
                            'side': side,
                            'type': 'LIMIT',
                            'timeInForce': 'GTC',
                            'quantity': qty,
                            'price': price,
                        }
                    }
                    order_resp = await aster_auth.post_authenticated_url(post_order)
                    if order_resp.get('orderId', None) is not None:
                        order_resp['original_price'] = price
                        ASTER_OPEN_ORDERS.append(order_resp)
                        utils.send_tg_alert(f'FR_ALGO - ASTER Order. Start_$: {ASTER_NOTIONAL_POSITION:.2f}; Value: {float(ASTER_TGT_TAIL_BASE_QTY)*float(price):.2f}; Price: {float(price):.2f}')
                        logging.info(f'ASTER ORDER PLACED SUCCESS: {order_resp}')
                else:
                    logging.warning('ASTER PLACE ORDER CHECKS FAILED, SKIPPING')

            elif not(ASTER_TGT_TAIL_ORDERABLE) and ASTER_OPEN_ORDERS:
                logging.info('ASTER HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS')
                await aster_cancel_all_orders()
            
            # EXTEND
            if EXTEND_TGT_TAIL_ORDERABLE and EXTEND_ALLOW_ORDERING:
                symbol = EXTEND_TICKER
                side = OrderSide.BUY if EXTEND_TGT_TAIL_BASE_QTY > 0.00 else OrderSide.SELL
                qty = Decimal(str(abs(EXTEND_TGT_TAIL_BASE_QTY)))
                price = EXTEND_TOB_PX - PRICE_WORSENER_EXTEND if side == 'BUY' else EXTEND_TOB_PX + PRICE_WORSENER_EXTEND

                if abs(float(EXTEND_TGT_TAIL_BASE_QTY)*float(price)) + abs(float(EXTEND_NOTIONAL_POSITION)) > MAX_TARGET_NOTIONAL*1.01:
                    logging.info(f'TRYING TO ORDER OVER MAX NOTIOANL - EXTEND: {EXTEND_NOTIONAL_POSITION:.2f} + {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price):.2f} (qty: {float(EXTEND_TGT_TAIL_BASE_QTY):.2f}; px: {float(price):.2f})')
                    pass
                # await extend_remainder_route()
                if EXTEND_OPEN_ORDERS:
                    open_order_dict = dict(EXTEND_OPEN_ORDERS[0])
                    open_order_id = open_order_dict['external_id']
                    open_order_px = float(open_order_dict['price'])
                    place_order = True
                else:
                    open_order_id = None
                    open_order_px = 0
                    place_order = True
                if place_order:                
                    price = Decimal(str(price)).quantize(Decimal(str(0.01)), rounding=ROUND_DOWN)
                    if round(open_order_px - float(price), 2) == 0.00:
                        logging.info('EXTEND OPEN ORDER NO PX CHG; SKIPPING')
                    else:
                        order_resp = await EXTEND_CLIENT.place_order(
                            market_name=symbol,
                            amount_of_synthetic=qty,
                            price=price,
                            side=side,
                            taker_fee=Decimal("0.00025"),
                            previous_order_id=open_order_id,
                        )
                        order_resp_dict = dict(order_resp)
                        if order_resp_dict.get('status', None) == 'OK':
                            if EXTEND_OPEN_ORDERS:
                                EXTEND_OPEN_ORDERS.pop(0)
                            
                            order_dict = dict(order_resp_dict['data'])
                            order_dict['status'] = 'NEW'
                            order_dict['price'] = str(price)
                            
                            EXTEND_OPEN_ORDERS.append(order_dict)
                            utils.send_tg_alert(f'FR_ALGO - EXTEND Order. Start_$: {EXTEND_NOTIONAL_POSITION:.2f}; Value: {float(EXTEND_TGT_TAIL_BASE_QTY)*float(price):.2f}; Price: {float(price):.2f}')
                            logging.info(f'EXTEND ORDER PLACED SUCCESS: {order_dict}')
                else:
                    logging.warning('EXTEND PLACE ORDER CHECKS FAILED, SKIPPING')

            elif not(EXTEND_TGT_TAIL_ORDERABLE) and EXTEND_OPEN_ORDERS:
                logging.info('EXTEND HAS NO TAIL BUT OPEN ORDERS - CANCELLING OPEN ORDERS')
                await extend_cancel_all_orders()

            print(f'__________ End ___________ (Algo Engine ms: {(time.time() - loop_start)*1000})')
            
            time.sleep(LOOP_SLEEP_SEC)
            
    except KeyboardInterrupt:
        logging.info('CANCELLING OPEN ORDERS')
        await kill_algo()
    except Exception as e:
        logging.error(traceback.format_exc())
        logging.critical(f'*** ALGO ENGINE CRASHED: {e}')
        logging.info('CANCELLING OPEN ORDERS')
        utils.send_tg_alert(f'FR_ALGO_CRASHED: {str(e)}')
        await kill_algo()


### MAIN STARTUP ###
async def main():
    global EXTEND_CLIENT
    global VAL_KEY
    global CON

    _, EXTEND_CLIENT = await extend_auth.create_auth_account_and_trading_client()
    VAL_KEY = valkey.Valkey(host='localhost', port=6379, db=0, decode_responses=True)
    engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')

    async with engine.connect() as CON:
        ### ASTER SETUP ###
        await get_aster_collateral()
        await get_aster_notional_position()
        await get_aster_exch_info()
        await get_aster_open_orders()
        ### EXTEND SETUP ###
        await get_extend_collateral()
        await get_extend_notional()
        await get_extend_exch_info()
        await get_extend_open_orders()

        await run_algo()

if __name__ == '__main__':
    START_TIME = round(datetime.now().timestamp()*1000)

    logging.info(f'Log FilePath: {LOG_FILEPATH}')

    logging.basicConfig(
        force=True,
        filename=LOG_FILEPATH,
        level=logging.INFO,
        format='%(asctime)s - %(levelname)s - %(message)s',
        filemode='w'
    )
    logging.info(f"STARTED: {START_TIME}")

    asyncio.run(main())