bug fixes

modules/aster_db.py

@@ -139,9 +139,30 @@ async def create_fr_aster_user_account_pos(
         else:
             raise ValueError('Only MySQL engine is implemented')
 
-
-
-
-
-
-
+### Mkt Trades Table ####
+async def create_fr_aster_mkt_trades(
+        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_mkt_trades')
+            await CON.execute(text("""
+            CREATE TABLE IF NOT EXISTS fr_aster_mkt_trades (
+                timestamp_arrival BIGINT,
+                timestamp_msg BIGINT,
+                timestamp_trade BIGINT,
+                symbol VARCHAR(20),
+                aggregate_trade_id VARCHAR(100),
+                price DOUBLE,
+                qty DOUBLE,
+                first_trade_id VARCHAR(100),
+                last_trade_id VARCHAR(100),
+                is_buyer_mkt_maker BOOL
+            );
+            """))
+            await CON.commit()
+        else:
+            raise ValueError('Only MySQL engine is implemented')

modules/extended_db.py

@@ -150,3 +150,32 @@ async def create_fr_extended_user_position(
         else:
             raise ValueError('Only MySQL engine is implemented')
 
+### Market Trades Table ####
+async def create_fr_extended_mkt_trades(
+        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_extended_mkt_trades')
+            await CON.execute(text("""
+            CREATE TABLE IF NOT EXISTS fr_extended_mkt_trades (
+                sequence_id INT,
+                timestamp_arrival BIGINT,
+                timestamp_msg BIGINT,
+                timestamp_trade BIGINT,
+                symbol VARCHAR(20),
+                side_taker VARCHAR(20),
+                trade_type VARCHAR(20),
+                price DOUBLE,
+                qty DOUBLE,
+                trade_id VARCHAR(100),
+                is_buyer_mkt_maker BOOL
+            );
+            """))
+            await CON.commit()
+        else:
+            raise ValueError('Only MySQL engine is implemented')
+

modules/structs.py

@@ -17,6 +17,7 @@ class Algo_Config:
     Price_Worsener_Extend: float
     Target_Open_Cash_Position: int
     
+    Log_Summary_Each_Loop: bool = False
     Print_Summary_Each_Loop: bool = False
     Flip_Side_For_Testing: bool = False