saving

modules/structs.py

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+import json
+from dataclasses import dataclass, field
+from typing import Any
+
+import valkey
+
+
+@dataclass(kw_only=True)
+class Algo_Config:
+    Config_Updated_Timestamp: int
+    Allow_Ordering_Aster: bool
+    Allow_Ordering_Extend: bool
+    Loop_Sleep_Sec: int
+    Max_Target_Notional: float
+    Min_Time_To_Funding_Minutes: int
+    Price_Worsener_Aster: float
+    Price_Worsener_Extend: float
+    Target_Open_Cash_Position: int
+
+@dataclass(kw_only=True)
+class Flags:
+    LIQUIDATE_POS_AND_KILL_ALGO_FLAG: bool = False
+    NET_FUNDING_IS_ZERO: bool = False
+
+
+@dataclass(kw_only=True)
+class Valkey_Stream:
+    client: valkey.Valkey
+    channel: str
+    data: Any = None
+    none_fill: Any = None
+
+    async def update(self):
+        r = self.client.get(self.channel)
+        self.data = json.loads(r) if r is not None else self.none_fill
+
+
+@dataclass(kw_only=True)
+class Position:
+    market: str
+    notional: float
+    qty: float
+
+
+@dataclass(kw_only=True)
+class Open_Positions:
+    Valkey: Valkey_Stream
+    Positions: list[Position] = field(default_factory = list)
+
+    async def update(self) -> None:
+        self.Valkey = await self.Valkey.update()
+
+
+### Collateral ###
+@dataclass(kw_only=True)
+class Asset:
+    symbol: str
+    balance: float
+    # min_order_qty: float
+
+
+@dataclass(kw_only=True)
+class Collateral:
+    Valkey: Valkey_Stream
+    # Last_Updated_Ts_Ms: int
+    # Last_Pulled_Ts_Ms: int
+    Assets: list[Asset] = field(default_factory = list)
+
+    async def update(self) -> None:
+        self.Valkey = await self.Valkey.update()
+
+
+### Orders ###
+@dataclass(kw_only=True)
+class Order:
+    symbol: str
+    order_id: str
+    client_order_id: str
+    side: str
+    order_type: str
+    original_qty: float
+    original_price: float
+    order_status: str
+    last_filled_qty: float
+    last_filled_price: float
+    commission: float
+    trade_is_maker: bool
+
+
+@dataclass(kw_only=True)
+class Order_Updates:
+    # Last_Updated_Ts_Ms: int
+    # Last_Pulled_Ts_Ms: int
+    Valkey: Valkey_Stream
+    Orders: list[Order] = field(default_factory = list)
+
+    async def update(self) -> None:
+        self.Valkey = await self.Valkey.update()
+
+
+### Funding Rate ###
+@dataclass(kw_only=True)
+class Funding_Rate:
+    # Last_Updated_Ts_Ms: int
+    # Last_Pulled_Ts_Ms: int
+    Valkey: Valkey_Stream
+    timestamp_arrival: int
+    timestamp_msg: int
+    symbol: str
+    funding_rate: float
+    next_funding_time_ts_ms: int
+    mark_price: float
+    index_price: float
+    estimated_settle_price: float
+
+    async def update(self) -> None:
+        self.Valkey = await self.Valkey.update()
+
+
+### Markets Info ###
+@dataclass(kw_only=True)
+class Market:
+    symbol: str
+    min_order_qty: float
+
+
+@dataclass(kw_only=True)
+class Markets_Details:
+    Markets: list[Market] = field(default_factory=list)
+
+
+### Exchanges ###
+@dataclass(kw_only=True)
+class Perpetual_Exchange:
+    # Order_Updates: Order_Updates
+    # Position_Updates: Open_Positions
+    # Collateral_Updates: Collateral
+    # Funding_Rate: Funding_Rate
+    # Markets: Markets_Details
+    mult: int
+    lh_asset: str
+    rh_asset: str
+    symbol_asset_separator: str = ''
+
+    async def update(self):
+        await self.Collateral_Updates.update()
+        await self.Order_Updates.update()
+        await self.Position_Updates.update()
+        await self.Funding_Rate.update()
+
+    def __post_init__(self) -> None:
+        self.symbol = f'{self.lh_asset.upper()}{self.symbol_asset_separator}{self.rh_asset.upper()}'
+
+
+@dataclass(kw_only=True)
+class Aster(Perpetual_Exchange):
+    name: str = 'Aster'
+    lh_asset: str = 'ETH'
+    rh_asset: str = 'USDT'
+
+    def __post_init__(self):
+        super().__post_init__()
+        self.Order_Updates = Order_Updates(Valkey=Valkey_Stream(channel = 'fr_aster_user_balances', none_fills = []))
+        self.Collateral_Updates = Collateral(Valkey=Valkey_Stream(channel = 'fr_aster_user_orders', none_fills = []))
+        self.Position_Updates = Open_Positions(Valkey=Valkey_Stream(channel = 'fr_aster_user_positions', none_fills = []))
+        self.Funding_Rate - Funding_Rate(Valkey=Valkey_Stream(channel = 'fund_rate_aster', none_fills = None))
+
+
+@dataclass(kw_only=True)
+class Extend(Perpetual_Exchange):
+    name: str = 'Extended'
+    lh_asset: str = 'ETH'
+    rh_asset: str = 'USD'
+    symbol_asset_separator: str = '-'
+
+    def __post_init__(self):
+        super().__post_init__()
+        self.Order_Updates = Order_Updates(Valkey=Valkey_Stream(channel = 'fr_aster_user_balances', none_fills = []))
+        self.Collateral_Updates = Collateral(Valkey=Valkey_Stream(channel = 'fr_aster_user_orders', none_fills = []))
+        self.Position_Updates = Open_Positions(Valkey=Valkey_Stream(channel = 'fr_aster_user_positions', none_fills = []))
+        self.Funding_Rate - Funding_Rate(Valkey=Valkey_Stream(channel = 'fund_rate_aster', none_fills = None))