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/extended_db.py
+++ b/modules/extended_db.py
@@ -0,0 +1,152 @@
+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')
+