feedhandlers extended

2026-04-23 03:11:52 +00:00
parent 408a63fe58
commit 539e6004cf
22 changed files with 1340 additions and 205 deletions
--- a/modules/aster_db.py
+++ b/modules/aster_db.py
@@ -0,0 +1,147 @@
+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')
+
+
+
+
+
+
+