#!/usr/bin/env python3 """ Sync a single-file SQLite history DB from all configured exchange accounts. This uses your API keys (private endpoints) to pull *your* account activity and store it in one append-only database file that Aureon can query as memory. """ from __future__ import annotations import sys from pathlib import Path # Make this script runnable from any working directory by ensuring repo imports work. _REPO_ROOT = Path(__file__).resolve().parents[2] for _p in ( _REPO_ROOT, _REPO_ROOT / "aureon" / "core", _REPO_ROOT / "aureon" / "exchanges", _REPO_ROOT / "aureon" / "data_feeds", _REPO_ROOT / "aureon" / "monitors", ): _sp = str(_p) if _sp not in sys.path: sys.path.insert(0, _sp) try: from aureon_baton_link import link_system as _baton_link _baton_link(__name__) except Exception: pass import argparse import json import os import sqlite3 import time from dataclasses import dataclass from datetime import datetime, timezone from typing import Any, Dict, Iterable, List, Optional, Tuple from aureon.core.aureon_global_history_db import connect, insert_account_trade, get_last_trade_ts_ms, resolve_paths def _load_env_file(env_path: Path) -> None: if not env_path.exists(): return try: for raw_line in env_path.read_text(encoding="utf-8").splitlines(): line = raw_line.strip() if not line or line.startswith("#") or "=" not in line: continue key, _, value = line.partition("=") key = key.strip() value = value.strip().strip('"').strip("'") if key and key not in os.environ: os.environ[key] = value except Exception: return def _parse_since(value: str) -> int: """ Returns epoch milliseconds. Accepts: - unix seconds/ms (int string) - ISO date/time """ value = (value or "").strip() if not value: return 0 if value.isdigit(): num = int(value) # Heuristic: treat > 10^12 as ms, else seconds. return num if num > 1_000_000_000_000 else (num * 1000) try: dt = datetime.fromisoformat(value.replace("Z", "+00:00")) if dt.tzinfo is None: dt = dt.replace(tzinfo=timezone.utc) return int(dt.timestamp() * 1000) except Exception: raise ValueError(f"Unsupported --since value: {value!r}") def _utc_now_iso() -> str: return datetime.now(timezone.utc).isoformat() def _json_dumps_safe(obj: Any) -> str: try: return json.dumps(obj, ensure_ascii=True, sort_keys=True) except Exception: try: return json.dumps(str(obj), ensure_ascii=True) except Exception: return "{}" @dataclass(frozen=True) class SyncResult: venue: str fetched: int inserted: int skipped: int error: str = "" def _normalize_kraken_trade(trade: Dict[str, Any]) -> Dict[str, Any]: base = str(trade.get("base", "") or "").upper() quote = str(trade.get("quote", "") or "").upper() pair = str(trade.get("pair", "") or "").upper() symbol = f"{base}{quote}" if base and quote else pair ts_ms = int(float(trade.get("time", 0) or 0.0) * 1000) trade_id = str(trade.get("id") or "") return { "venue": "kraken", "trade_id": trade_id, "symbol": symbol, "side": str(trade.get("type", "") or "").upper(), "qty": float(trade.get("vol", 0) or 0), "price": float(trade.get("price", 0) or 0), "cost": float(trade.get("cost", 0) or 0), "fee": float(trade.get("fee", 0) or 0), "fee_asset": quote or "", "ts_ms": ts_ms if ts_ms > 0 else None, "raw_json": _json_dumps_safe(trade), } def _normalize_binance_trade(symbol: str, trade: Dict[str, Any]) -> Dict[str, Any]: sym = str(symbol or trade.get("symbol", "") or "").upper() trade_id = str(trade.get("id") or trade.get("tradeId") or "") if sym and trade_id: trade_id = f"{sym}:{trade_id}" side = "BUY" if bool(trade.get("isBuyer", False)) else "SELL" qty = float(trade.get("qty", 0) or 0) price = float(trade.get("price", 0) or 0) quote_qty = float(trade.get("quoteQty", 0) or 0) if "quoteQty" in trade else (qty * price) ts_ms = int(trade.get("time", 0) or 0) return { "venue": "binance", "trade_id": trade_id, "symbol": sym, "side": side, "qty": qty, "price": price, "cost": quote_qty, "fee": float(trade.get("commission", 0) or 0), "fee_asset": str(trade.get("commissionAsset", "") or ""), "ts_ms": ts_ms if ts_ms > 0 else None, "raw_json": _json_dumps_safe(trade), } def _normalize_alpaca_order(order: Dict[str, Any], fee_usd: float) -> Optional[Dict[str, Any]]: if str(order.get("status", "") or "").lower() != "filled": return None order_id = str(order.get("id") or "") symbol = str(order.get("symbol", "") or "").upper() side = str(order.get("side", "") or "").upper() qty = float(order.get("filled_qty", 0) or 0) price = float(order.get("filled_avg_price", 0) or 0) if qty <= 0 or price <= 0 or not order_id: return None ts_raw = order.get("filled_at") or order.get("updated_at") or order.get("submitted_at") or "" ts_ms: Optional[int] = None if ts_raw: try: dt = datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00")) if dt.tzinfo is None: dt = dt.replace(tzinfo=timezone.utc) ts_ms = int(dt.timestamp() * 1000) except Exception: ts_ms = None return { "venue": "alpaca", "trade_id": order_id, "symbol": symbol, "side": side, "qty": qty, "price": price, "cost": qty * price, "fee": float(fee_usd or 0.0), "fee_asset": "USD", "ts_ms": ts_ms, "raw_json": _json_dumps_safe(order), } def _normalize_capital_activity(activity: Dict[str, Any]) -> Optional[Dict[str, Any]]: epic = str(activity.get("epic", "") or activity.get("details", {}).get("epic", "") or "").upper() details = activity.get("details", {}) if isinstance(activity.get("details"), dict) else {} direction = str(details.get("direction", "") or activity.get("direction", "") or "").upper() size = float(details.get("size", 0) or activity.get("size", 0) or 0) level = float(details.get("level", 0) or activity.get("level", 0) or 0) if not epic or size <= 0 or level <= 0 or not direction: return None # Capital provides different identifiers depending on activity type. base_id = ( str(details.get("dealId") or activity.get("dealId") or "") or str(details.get("dealReference") or activity.get("dealReference") or "") or str(activity.get("id") or "") ) if not base_id: base_id = f"{epic}:{abs(hash(_json_dumps_safe(activity))) & 0xFFFFFFFFFFFF:x}" ts_ms: Optional[int] = None ts_raw = activity.get("dateUTC") or activity.get("date") or activity.get("timestamp") or "" if ts_raw: try: dt = datetime.fromisoformat(str(ts_raw).replace("Z", "+00:00")) if dt.tzinfo is None: dt = dt.replace(tzinfo=timezone.utc) ts_ms = int(dt.timestamp() * 1000) except Exception: ts_ms = None activity_type = str(activity.get("type") or "").upper() status = str(activity.get("status") or "").upper() ts_key = str(ts_raw or "") trade_id = f"{base_id}:{activity_type or 'ACT'}:{status or 'NA'}:{ts_key}" return { "venue": "capital", "trade_id": trade_id, "symbol": epic, "side": direction, "qty": size, "price": level, "cost": size * level, "fee": 0.0, "fee_asset": "", "ts_ms": ts_ms, "raw_json": _json_dumps_safe(activity), } def _sync_kraken(conn: sqlite3.Connection, since_ms: int, max_records: int) -> SyncResult: os.environ.setdefault("KRAKEN_DRY_RUN", "false") try: from aureon.exchanges.kraken_client import KrakenClient except Exception as e: return SyncResult("kraken", 0, 0, 0, error=str(e)) try: client = KrakenClient() except Exception as e: return SyncResult("kraken", 0, 0, 0, error=str(e)) if client.dry_run or not getattr(client, "api_key", "") or not getattr(client, "api_secret", ""): return SyncResult("kraken", 0, 0, 0, error="keys_missing_or_dry_run") since_sec = int(since_ms / 1000) if since_ms else None trades = client.get_trades_history(since=since_sec, max_records=max_records) inserted = 0 skipped = 0 for t in trades: norm = _normalize_kraken_trade(t) if not norm.get("trade_id"): skipped += 1 continue if insert_account_trade(conn, norm): inserted += 1 else: skipped += 1 conn.commit() return SyncResult("kraken", fetched=len(trades), inserted=inserted, skipped=skipped) def _sync_binance(conn: sqlite3.Connection, since_ms: int, limit_per_symbol: int) -> SyncResult: os.environ.setdefault("BINANCE_DRY_RUN", "false") try: from aureon.exchanges.binance_client import BinanceClient except Exception as e: return SyncResult("binance", 0, 0, 0, error=str(e)) try: client = BinanceClient() except Exception as e: return SyncResult("binance", 0, 0, 0, error=str(e)) # Reuse helper that figures out relevant symbols from balances. try: trades_by_symbol = client.get_all_my_trades(symbols=None, limit_per_symbol=limit_per_symbol) except Exception as e: return SyncResult("binance", 0, 0, 0, error=str(e)) inserted = 0 skipped = 0 fetched = 0 for sym, trades in (trades_by_symbol or {}).items(): for t in trades or []: fetched += 1 norm = _normalize_binance_trade(sym, t) if since_ms and norm.get("ts_ms") and int(norm["ts_ms"]) < since_ms: skipped += 1 continue if not norm.get("trade_id"): skipped += 1 continue if insert_account_trade(conn, norm): inserted += 1 else: skipped += 1 conn.commit() return SyncResult("binance", fetched=fetched, inserted=inserted, skipped=skipped) def _sync_alpaca(conn: sqlite3.Connection, since_ms: int, limit: int) -> SyncResult: os.environ.setdefault("ALPACA_DRY_RUN", "false") try: from aureon.exchanges.alpaca_client import AlpacaClient except Exception as e: return SyncResult("alpaca", 0, 0, 0, error=str(e)) try: client = AlpacaClient() except Exception as e: return SyncResult("alpaca", 0, 0, 0, error=str(e)) try: orders = client.get_all_orders(status="closed", limit=min(500, int(limit or 500))) except Exception as e: return SyncResult("alpaca", 0, 0, 0, error=str(e)) inserted = 0 skipped = 0 fetched = 0 for order in orders or []: try: fee_usd = float(client.compute_order_fees_in_quote(order, primary_quote="USD") or 0.0) except Exception: fee_usd = 0.0 norm = _normalize_alpaca_order(order, fee_usd=fee_usd) fetched += 1 if not norm: skipped += 1 continue if since_ms and norm.get("ts_ms") and int(norm["ts_ms"]) < since_ms: skipped += 1 continue if insert_account_trade(conn, norm): inserted += 1 else: skipped += 1 conn.commit() return SyncResult("alpaca", fetched=fetched, inserted=inserted, skipped=skipped) def _sync_capital(conn: sqlite3.Connection, since_ms: int) -> SyncResult: os.environ.setdefault("CAPITAL_HTTP_TIMEOUT_SECS", os.getenv("CAPITAL_HTTP_TIMEOUT_SECS", "25")) try: from aureon.exchanges.capital_client import CapitalClient except Exception as e: return SyncResult("capital", 0, 0, 0, error=str(e)) try: client = CapitalClient() except Exception as e: return SyncResult("capital", 0, 0, 0, error=str(e)) if not getattr(client, "enabled", False): return SyncResult("capital", 0, 0, 0, error=str(getattr(client, "init_error", "") or "client_disabled")) from_date: Optional[str] = None if since_ms: try: # Capital `/history/activity` expects `YYYY-MM-DDTHH:MM:SS` (no timezone suffix). from_date = datetime.fromtimestamp(since_ms / 1000, tz=timezone.utc).strftime("%Y-%m-%dT%H:%M:%S") except Exception: from_date = None try: activities = client.get_order_history(from_date=from_date) except Exception as e: return SyncResult("capital", 0, 0, 0, error=str(e)) inserted = 0 skipped = 0 fetched = 0 for activity in activities or []: fetched += 1 norm = _normalize_capital_activity(activity) if not norm: skipped += 1 continue if since_ms and norm.get("ts_ms") and int(norm["ts_ms"]) < since_ms: skipped += 1 continue if insert_account_trade(conn, norm): inserted += 1 else: skipped += 1 conn.commit() return SyncResult("capital", fetched=fetched, inserted=inserted, skipped=skipped) def main() -> int: parser = argparse.ArgumentParser(description="Sync Aureon global history SQLite DB from exchange accounts") parser.add_argument("--db", default="", help="SQLite DB path (default: state/aureon_global_history.sqlite)") parser.add_argument("--venues", default="kraken,binance,alpaca,capital", help="Comma-separated venues to sync") parser.add_argument("--since", default="", help="Only keep trades on/after this time (ISO or unix seconds/ms)") parser.add_argument("--binance-limit", type=int, default=1000, help="Binance trades per symbol (max 1000)") parser.add_argument("--alpaca-limit", type=int, default=500, help="Alpaca closed orders to fetch (max 500)") parser.add_argument("--max-kraken", type=int, default=5000, help="Max Kraken trades to request (paged)") args = parser.parse_args() paths = resolve_paths(args.db or None) _load_env_file(paths.repo_root / ".env") conn = connect(str(paths.db_path)) venues = [v.strip().lower() for v in str(args.venues or "").split(",") if v.strip()] since_ms = _parse_since(args.since) if args.since else 0 results: List[SyncResult] = [] for venue in venues: effective_since = since_ms if not effective_since: last = get_last_trade_ts_ms(conn, venue) # Back up a bit to make sync idempotent around boundary trades. effective_since = max(0, int(last or 0) - 6 * 60 * 60 * 1000) if venue == "kraken": results.append(_sync_kraken(conn, effective_since, max_records=int(args.max_kraken))) elif venue == "binance": results.append(_sync_binance(conn, effective_since, limit_per_symbol=min(1000, int(args.binance_limit)))) elif venue == "alpaca": results.append(_sync_alpaca(conn, effective_since, limit=int(args.alpaca_limit))) elif venue == "capital": results.append(_sync_capital(conn, effective_since)) else: results.append(SyncResult(venue, 0, 0, 0, error="unknown_venue")) print("") print("AUREON GLOBAL HISTORY SYNC") print(f"DB: {paths.db_path}") print(f"UTC: {_utc_now_iso()}") print("") for r in results: status = "OK" if not r.error else f"SKIP ({r.error})" print(f"- {r.venue:7s} {status:24s} fetched={r.fetched:6d} inserted={r.inserted:6d} skipped={r.skipped:6d}") print("") print("Next: query via sqlite (example)") print(f" sqlite3 \"{paths.db_path}\" \"select venue, symbol, count(*) from account_trades group by 1,2 order by 3 desc limit 15;\"") return 0 if __name__ == "__main__": raise SystemExit(main())