get open orders

main.py

@@ -61,6 +61,92 @@ EXTEND_OPEN_ORDERS = []
 ### FLAGS ###
 LIQUIDATE_POS_AND_KILL_ALGO_FLAG: bool = False
 
+
+### 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 = 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 = 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():
+    global ASTER_NOTIONAL_POSITION
+    global ASTER_MULT
+
+    fut_acct_positionRisk = {
+        "url": "/fapi/v3/positionRisk",
+        "method": "GET",
+        "params": {}
+    }
+    r = aster_auth.post_authenticated_url(fut_acct_positionRisk)
+    d = [d for d in r if d.get('symbol', None) == ASTER_TICKER][0]
+
+    ASTER_NOTIONAL_POSITION = float(d.get('notional' ,0))
+    ASTER_MULT = float(d.get('leverage', ASTER_MULT))
+
+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():
+    global EXTEND_NOTIONAL_POSITION
+    global EXTEND_MULT
+
+    get_pos = dict(await EXTEND_CLIENT.account.get_positions()).get('data', {})
+    pos_dict = [d for d in get_pos if d.get('market') == EXTEND_TICKER]
+    if pos_dict:
+        pos_dict = pos_dict[0]
+        EXTEND_NOTIONAL_POSITION = pos_dict.get('value', 0)
+        EXTEND_MULT = pos_dict.get('leverage', EXTEND_MULT)
+    else:
+        EXTEND_NOTIONAL_POSITION = 0
+
+### EXCHANGE INFO ###
+async def get_aster_exch_info():
+    global ASTER_MIN_ORDER_QTY
+    
+    fut_acct_exchangeInfo = {
+        "url": "/fapi/v3/exchangeInfo",
+        "method": "GET",
+        "params": {}
+    }
+    r = 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)
+
+
+### ROUTES ###
 async def aster_remainder_route():
     # Check open orders...cancel replace or new order?
         # Check collateral to confirm you have enough money to trade
@@ -69,12 +155,13 @@ async def aster_remainder_route():
 
         # 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:
@@ -158,6 +245,8 @@ async def run_algo():
             ### SCAN VALKEY USER FEEDS FOR BALANCE UPDATES ###
             # or just to begin hit the rest API before ordering and update bals then
 
+            ### SCAN VALKEY USER FEEDS FOR ORDER UPDATES ###
+
 
             ### ROUTES ###
             if ASTER_TGT_TAIL_ORDERABLE:
@@ -167,7 +256,6 @@ async def run_algo():
                 await extend_remainder_route()
 
             
-
             print(f'__________ End ___________ (Algo Engine ms: {(time.time() - loop_start)*1000})')
             time.sleep(5)
             
@@ -179,73 +267,8 @@ async def run_algo():
         logging.error(traceback.format_exc())
         # await cancel_all_orders(CLIENT=CLIENT)
 
-### WALLLET ###
-async def get_aster_collateral():
-    global ASTER_AVAIL_COLLATERAL
-
-    fut_acct_balances = {
-        "url": "/fapi/v3/balance",
-        "method": "GET",
-        "params": {}
-    }
-    r = 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():
-    global ASTER_NOTIONAL_POSITION
-    global ASTER_MULT
-
-    fut_acct_positionRisk = {
-        "url": "/fapi/v3/positionRisk",
-        "method": "GET",
-        "params": {}
-    }
-    r = aster_auth.post_authenticated_url(fut_acct_positionRisk)
-    d = [d for d in r if d.get('symbol', None) == ASTER_TICKER][0]
-
-    ASTER_NOTIONAL_POSITION = float(d.get('notional' ,0))
-    ASTER_MULT = float(d.get('leverage', ASTER_MULT))
-
-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():
-    global EXTEND_NOTIONAL_POSITION
-    global EXTEND_MULT
-
-    get_pos = dict(await EXTEND_CLIENT.account.get_positions()).get('data', {})
-    pos_dict = [d for d in get_pos if d.get('market') == EXTEND_TICKER]
-    if pos_dict:
-        pos_dict = pos_dict[0]
-        EXTEND_NOTIONAL_POSITION = pos_dict.get('value', 0)
-        EXTEND_MULT = pos_dict.get('leverage', EXTEND_MULT)
-    else:
-        EXTEND_NOTIONAL_POSITION = 0
-
-### EXCHANGE INFO ###
-async def get_aster_exch_info():
-    global ASTER_MIN_ORDER_QTY
-    
-    fut_acct_exchangeInfo = {
-        "url": "/fapi/v3/exchangeInfo",
-        "method": "GET",
-        "params": {}
-    }
-    r = 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)
 
+### MAIN STARTUP ###
 async def main():
     global EXTEND_CLIENT
     global VAL_KEY
@@ -256,11 +279,16 @@ async def main():
     engine = create_async_engine('mysql+asyncmy://root:pwd@localhost/fund_rate')
 
     async with engine.connect() as CON:
-        # await create_executions_orders_table(CON=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()
 

modules/aster_db.py

@@ -17,7 +17,7 @@ async def create_fr_aster_user_order_trade_table(
             CREATE TABLE IF NOT EXISTS fr_aster_user_order_trade (
                 timestamp_arrival BIGINT,
                 timestamp_msg BIGINT,
-                timestamp_value BIGINT,
+                timestamp_transaction BIGINT,
                 symbol VARCHAR(20),
                 client_order_id VARCHAR(100),
                 side VARCHAR(20),