148 lines
5.2 KiB
Python
148 lines
5.2 KiB
Python
import logging
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from typing import AsyncContextManager
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from sqlalchemy import text
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### Orders and Trades Tables ####
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async def create_fr_aster_user_order_trade_table(
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CON: AsyncContextManager,
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engine: str = 'mysql', # mysql | duckdb
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) -> None:
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if CON is None:
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logging.info("NO DB CONNECTION, SKIPPING Create Statements")
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else:
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if engine == 'mysql':
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logging.info('Creating Table if Does Not Exist: fr_aster_user_order_trade')
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await CON.execute(text("""
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CREATE TABLE IF NOT EXISTS fr_aster_user_order_trade (
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timestamp_arrival BIGINT,
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timestamp_msg BIGINT,
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timestamp_value BIGINT,
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symbol VARCHAR(20),
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client_order_id VARCHAR(100),
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side VARCHAR(20),
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order_type VARCHAR(100),
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time_in_force VARCHAR(20),
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original_qty DOUBLE,
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original_price DOUBLE,
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avg_price DOUBLE,
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stop_price DOUBLE,
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execution_type VARCHAR(100),
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order_status VARCHAR(100),
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order_id BIGINT,
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last_filled_qty DOUBLE,
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filled_accumulated_qty DOUBLE,
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last_filled_price DOUBLE,
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commission_asset VARCHAR(20),
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commission DOUBLE,
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order_trade_time_ts BIGINT,
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trade_id VARCHAR(100),
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bid_notional DOUBLE,
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ask_notional DOUBLE,
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trade_is_maker BOOL,
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trade_is_reduce_only BOOL,
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stop_px_working_type VARCHAR(100),
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original_order_type VARCHAR(100),
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position_side VARCHAR(100),
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pushed_w_conditional_order BOOL,
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activation_price DOUBLE,
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callback_rate DOUBLE,
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realized_profit DOUBLE
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);
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"""))
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await CON.commit()
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else:
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raise ValueError('Only MySQL engine is implemented')
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### Margin Calls Table ####
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async def create_fr_aster_user_margin_table(
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CON: AsyncContextManager,
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engine: str = 'mysql', # mysql | duckdb
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) -> None:
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if CON is None:
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logging.info("NO DB CONNECTION, SKIPPING Create Statements")
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else:
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if engine == 'mysql':
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logging.info('Creating Table if Does Not Exist: fr_aster_user_margin')
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await CON.execute(text("""
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CREATE TABLE IF NOT EXISTS fr_aster_user_margin (
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timestamp_arrival BIGINT,
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timestamp_msg BIGINT,
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cross_wallet_balance DOUBLE,
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symbol VARCHAR(20),
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position_side VARCHAR(20),
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position_amount DOUBLE,
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margin_type VARCHAR(20),
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isolated_wallet DOUBLE,
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mark_price DOUBLE,
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unrealized_pnl DOUBLE,
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maint_margin_required DOUBLE
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);
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"""))
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await CON.commit()
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else:
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raise ValueError('Only MySQL engine is implemented')
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### Account Balance Table ####
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async def create_fr_aster_user_account_bal(
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CON: AsyncContextManager,
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engine: str = 'mysql', # mysql | duckdb
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) -> None:
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if CON is None:
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logging.info("NO DB CONNECTION, SKIPPING Create Statements")
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else:
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if engine == 'mysql':
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logging.info('Creating Table if Does Not Exist: fr_aster_user_account_bal')
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await CON.execute(text("""
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CREATE TABLE IF NOT EXISTS fr_aster_user_account_bal (
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timestamp_arrival BIGINT,
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timestamp_msg BIGINT,
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timestamp_transaction BIGINT,
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event_reason_type VARCHAR(20),
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asset VARCHAR(20),
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wallet_balance DOUBLE,
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cross_wallet_balance DOUBLE,
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balance_change_excl_pnl_comms DOUBLE
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);
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"""))
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await CON.commit()
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else:
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raise ValueError('Only MySQL engine is implemented')
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### Account Positions Table ####
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async def create_fr_aster_user_account_pos(
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CON: AsyncContextManager,
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engine: str = 'mysql', # mysql | duckdb
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) -> None:
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if CON is None:
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logging.info("NO DB CONNECTION, SKIPPING Create Statements")
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else:
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if engine == 'mysql':
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logging.info('Creating Table if Does Not Exist: fr_aster_user_account_pos')
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await CON.execute(text("""
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CREATE TABLE IF NOT EXISTS fr_aster_user_account_pos (
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timestamp_arrival BIGINT,
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timestamp_msg BIGINT,
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timestamp_transaction BIGINT,
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event_reason_type VARCHAR(20),
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symbol VARCHAR(20),
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position_amount DOUBLE,
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entry_price DOUBLE,
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accumulated_realized_pre_fees DOUBLE,
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unrealized_pnl DOUBLE,
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margin_type VARCHAR(20),
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isolated_wallet DOUBLE,
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position_side VARCHAR(20)
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);
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"""))
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await CON.commit()
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else:
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raise ValueError('Only MySQL engine is implemented')
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