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feedhandlers extended

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stevekeyharvey
2026-04-23 03:11:52 +00:00
parent 408a63fe58
commit 539e6004cf
22 changed files with 1340 additions and 205 deletions
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modules/aster_auth_api.py → modules/aster_auth.py
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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')

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### Database Funcs ###
import logging
from typing import AsyncContextManager
import pandas as pd
async def insert_df_to_mysql(
table_name: str,
params: dict | list | pd.DataFrame,
CON: AsyncContextManager,
engine: str = 'mysql', # mysql | duckdb
) -> None:
if CON is None:
logging.info("NO DB CONNECTION, SKIPPING Insert Statements")
else:
if engine == 'mysql':
if not isinstance(params, pd.DataFrame):
if isinstance(params, dict):
params = [params]
df = pd.DataFrame(params)
await CON.run_sync(
lambda sync_conn: df.to_sql(name=table_name, con=sync_conn, if_exists='append', index=False)
)
await CON.commit()
else:
raise ValueError('Only MySQL engine is implemented')

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import os
from dotenv import load_dotenv
from x10.config import MAINNET_CONFIG
from x10.core.stark_account import StarkPerpetualAccount
from x10.perpetual.trading_client import PerpetualTradingClient
import logging
async def create_auth_account_and_trading_client() -> tuple[StarkPerpetualAccount, PerpetualTradingClient]:
load_dotenv()
API_KEY = os.getenv('EXTENDED_API_KEY')
PUBLIC_KEY = os.getenv('EXTENDED_STARK_KEY_PUBLIC')
PRIVATE_KEY = os.getenv('EXTENDED_STARK_KEY_PRIVATE')
VAULT = int(os.getenv('EXTENDED_VAULT_NUMBER'))
stark_account = StarkPerpetualAccount(
vault=VAULT,
private_key=PRIVATE_KEY,
public_key=PUBLIC_KEY,
api_key=API_KEY,
)
trading_client = PerpetualTradingClient(MAINNET_CONFIG, stark_account)
try:
await trading_client.account.get_balance()
except ValueError as e:
logging.critical(f'Failed to get balance after creation of trading account: {e}')
return stark_account, trading_client

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import logging
from typing import AsyncContextManager
from sqlalchemy import text
### Orders Table ####
async def create_fr_extended_user_order(
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_user_order')
await CON.execute(text("""
CREATE TABLE IF NOT EXISTS fr_extended_user_order (
sequence_id INT,
timestamp_arrival BIGINT,
timestamp_msg BIGINT,
order_id VARCHAR(100),
account_id VARCHAR(100),
external_id VARCHAR(100),
market VARCHAR(20),
type VARCHAR(20),
side VARCHAR(20),
status VARCHAR(20),
status_reason VARCHAR(100),
price DOUBLE,
averagePrice DOUBLE,
qty DOUBLE,
filled_qty DOUBLE,
payed_fee DOUBLE,
tp_sl_type VARCHAR(20),
reduce_only BOOL,
post_only BOOL,
created_time_ts BIGINT,
updated_time_ts BIGINT,
expire_time_ts BIGINT
);
"""))
await CON.commit()
else:
raise ValueError('Only MySQL engine is implemented')
### Orders Table ####
async def create_fr_extended_user_trade(
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_user_trade')
await CON.execute(text("""
CREATE TABLE IF NOT EXISTS fr_extended_user_trade (
sequence_id INT,
timestamp_arrival BIGINT,
timestamp_msg BIGINT,
trade_id VARCHAR(100),
account_id VARCHAR(100),
market VARCHAR(20),
order_id VARCHAR(100),
external_order_id VARCHAR(100),
side VARCHAR(20),
price DOUBLE,
qty DOUBLE,
value DOUBLE,
fee DOUBLE,
trade_type VARCHAR(20),
created_time_ts BIGINT,
is_taker BOOL
);
"""))
await CON.commit()
else:
raise ValueError('Only MySQL engine is implemented')
### Balance Table ####
async def create_fr_extended_user_balance(
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_user_balance')
await CON.execute(text("""
CREATE TABLE IF NOT EXISTS fr_extended_user_balance (
sequence_id INT,
timestamp_arrival BIGINT,
timestamp_msg BIGINT,
collateral_name VARCHAR(20),
balance DOUBLE,
equity DOUBLE,
available_for_trade DOUBLE,
available_for_withdrawal DOUBLE,
unrealised_pnl DOUBLE,
initial_margin DOUBLE,
margin_ratio DOUBLE,
updated_time_ts BIGINT,
exposure DOUBLE,
leverage DOUBLE
);
"""))
await CON.commit()
else:
raise ValueError('Only MySQL engine is implemented')
### Balance Table ####
async def create_fr_extended_user_position(
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_user_position')
await CON.execute(text("""
CREATE TABLE IF NOT EXISTS fr_extended_user_position (
sequence_id INT,
timestamp_arrival BIGINT,
timestamp_msg BIGINT,
position_id VARCHAR(100),
account_id VARCHAR(100),
market VARCHAR(20),
side VARCHAR(20),
leverage DOUBLE,
size DOUBLE,
value DOUBLE,
open_price DOUBLE,
mark_price DOUBLE,
liquidation_price DOUBLE,
margin DOUBLE,
unrealised_pnl DOUBLE,
realised_pnl DOUBLE,
tp_trigger_price DOUBLE,
tp_limit_price DOUBLE,
sl_trigger_price DOUBLE,
sl_limit_price DOUBLE,
adl_percentile INT,
created_at_ts BIGINT,
updated_at_ts BIGINT
);
"""))
await CON.commit()
else:
raise ValueError('Only MySQL engine is implemented')