""" MALKHUT Asset Store — DuckDB file-backed storage. High-performance columnar store for the system-wide asset universe. Replaces in-memory dicts with DuckDB for persistence, query, and analytics. Usage: from malkhut.storage.asset_store import AssetStore store = AssetStore() # opens malkhut_assets.duckdb store.sync_from_profiles() # populate from in-memory AssetProfile dict assets = store.query_assets(sector='layer1') btc = store.get_asset('BTCUSDT') """ from __future__ import annotations import os from pathlib import Path from typing import Any, Dict, List, Optional, Sequence, Tuple import duckdb _DEFAULT_DB_PATH = str(Path(__file__).resolve().parent / "malkhut_assets.duckdb") class AssetStore: """DuckDB-backed asset universe store. Thread-safe reads, single-writer writes.""" def __init__(self, db_path: Optional[str] = None) -> None: self.db_path = db_path or os.environ.get("MALKHUT_DUCKDB_PATH", _DEFAULT_DB_PATH) self.conn = duckdb.connect(self.db_path) self._ensure_schema() def _ensure_schema(self) -> None: self.conn.execute(''' CREATE TABLE IF NOT EXISTS exchanges ( exchange_id VARCHAR PRIMARY KEY, display_name VARCHAR NOT NULL, has_spot BOOLEAN DEFAULT true, has_perps BOOLEAN DEFAULT true, has_options BOOLEAN DEFAULT false, api_base_url VARCHAR DEFAULT '', ws_base_url VARCHAR DEFAULT '', default_taker_fee_bps DOUBLE DEFAULT 0.0, default_maker_fee_bps DOUBLE DEFAULT 0.0, typical_latency_ms DOUBLE DEFAULT 0.0 ) ''') self.conn.execute(''' CREATE TABLE IF NOT EXISTS assets ( symbol VARCHAR PRIMARY KEY, base_asset VARCHAR NOT NULL, name VARCHAR NOT NULL, unified_symbol VARCHAR NOT NULL, quote_currency VARCHAR NOT NULL DEFAULT 'USDT', coingecko_id VARCHAR DEFAULT '', cmc_id INTEGER DEFAULT 0, blockchain VARCHAR DEFAULT '', contract_address VARCHAR DEFAULT '', sectors VARCHAR[] NOT NULL, token_roles VARCHAR[] NOT NULL, supply_model VARCHAR NOT NULL, consensus VARCHAR NOT NULL, smart_contracts VARCHAR NOT NULL, market_cap_tier VARCHAR NOT NULL, volatility_profile VARCHAR NOT NULL, liquidity_profile VARCHAR NOT NULL, derivative_access VARCHAR NOT NULL, tick_size DOUBLE NOT NULL, lot_size DOUBLE NOT NULL, price_decimals INTEGER NOT NULL, maker_fee_bps DOUBLE NOT NULL, taker_fee_bps DOUBLE NOT NULL, typical_spread_bps DOUBLE NOT NULL, typical_depth_usd DOUBLE NOT NULL, typical_daily_volume_usd DOUBLE NOT NULL, has_funding BOOLEAN DEFAULT false, has_options BOOLEAN DEFAULT false ) ''') self.conn.execute(''' CREATE TABLE IF NOT EXISTS asset_exchanges ( symbol VARCHAR NOT NULL, exchange_id VARCHAR NOT NULL, PRIMARY KEY (symbol, exchange_id) ) ''') self.conn.execute(''' CREATE TABLE IF NOT EXISTS behavior_profiles ( symbol VARCHAR PRIMARY KEY, template_name VARCHAR DEFAULT '', reference_price DOUBLE DEFAULT 0.0, depth_amplitude_usd DOUBLE NOT NULL, depth_alpha DOUBLE NOT NULL, depth_fragility DOUBLE NOT NULL, depth_at_10bps_usd DOUBLE NOT NULL, depth_at_100bps_usd DOUBLE NOT NULL, spread_normal_bps DOUBLE NOT NULL, spread_stress_mult DOUBLE NOT NULL, flow_orders_per_sec DOUBLE NOT NULL, flow_cancel_fill_ratio DOUBLE NOT NULL, flow_median_order_usd DOUBLE NOT NULL, flow_p99_order_usd DOUBLE NOT NULL, vol_annualized_normal DOUBLE NOT NULL, vol_annualized_crisis DOUBLE NOT NULL, vol_garch_alpha DOUBLE NOT NULL, vol_garch_beta DOUBLE NOT NULL, vol_half_life_hours DOUBLE NOT NULL, retail_ratio DOUBLE NOT NULL, retail_inst_gap DOUBLE NOT NULL, liq_oi_mcap_ratio DOUBLE NOT NULL, liq_trigger_pct DOUBLE NOT NULL, liq_speed VARCHAR NOT NULL, liq_recovery VARCHAR NOT NULL, bingx_spread_mult DOUBLE NOT NULL, bingx_depth_ratio DOUBLE NOT NULL, bingx_latency_ms DOUBLE NOT NULL ) ''') self.conn.execute('CREATE INDEX IF NOT EXISTS idx_assets_blockchain ON assets(blockchain)') self.conn.execute('CREATE INDEX IF NOT EXISTS idx_assets_coingecko ON assets(coingecko_id)') self.conn.execute('CREATE INDEX IF NOT EXISTS idx_assets_cmc ON assets(cmc_id)') self.conn.execute('CREATE INDEX IF NOT EXISTS idx_asset_exchanges_ex ON asset_exchanges(exchange_id)') # ── Write operations ──────────────────────────────────────────── def upsert_exchange(self, ex: Any) -> None: self.conn.execute(''' INSERT OR REPLACE INTO exchanges VALUES (?,?,?,?,?,?,?,?,?,?) ''', [ ex.exchange_id, ex.display_name, ex.has_spot, ex.has_perps, ex.has_options, ex.api_base_url, ex.ws_base_url, ex.default_taker_fee_bps, ex.default_maker_fee_bps, ex.typical_latency_ms, ]) def upsert_asset(self, p: Any) -> None: self.conn.execute(''' INSERT OR REPLACE INTO assets VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?) ''', [ p.symbol, p.base_asset, p.name, p.unified_symbol, p.quote_currency, p.coingecko_id, p.cmc_id, p.blockchain, p.contract_address, list(p.sectors), list(p.token_roles), p.supply_model.value if hasattr(p.supply_model, 'value') else str(p.supply_model), p.consensus.value if hasattr(p.consensus, 'value') else str(p.consensus), p.smart_contracts.value if hasattr(p.smart_contracts, 'value') else str(p.smart_contracts), p.market_cap_tier.value if hasattr(p.market_cap_tier, 'value') else str(p.market_cap_tier), p.volatility_profile.value if hasattr(p.volatility_profile, 'value') else str(p.volatility_profile), p.liquidity_profile.value if hasattr(p.liquidity_profile, 'value') else str(p.liquidity_profile), p.derivative_access.value if hasattr(p.derivative_access, 'value') else str(p.derivative_access), p.tick_size, p.lot_size, p.price_decimals, p.maker_fee_bps, p.taker_fee_bps, p.typical_spread_bps, p.typical_depth_usd, p.typical_daily_volume_usd, p.has_funding, p.has_options, ]) def upsert_asset_exchanges(self, symbol: str, exchanges: Tuple[str, ...]) -> None: self.conn.execute('DELETE FROM asset_exchanges WHERE symbol = ?', [symbol]) for ex in exchanges: self.conn.execute( 'INSERT INTO asset_exchanges (symbol, exchange_id) VALUES (?, ?)', [symbol, ex], ) def upsert_behavior(self, b: Any) -> None: self.conn.execute(''' INSERT OR REPLACE INTO behavior_profiles VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?,?) ''', [ b.symbol, b.template_name, b.reference_price, b.depth.amplitude_usd, b.depth.alpha, b.depth.fragility_factor, b.depth.depth_at_10bps_usd, b.depth.depth_at_100bps_usd, b.spread.normal_bps, b.spread.stress_multiplier, b.flow.orders_per_sec_normal, b.flow.cancel_fill_ratio, b.flow.median_order_usd, b.flow.p99_order_usd, b.vol.annualized_normal, b.vol.annualized_crisis, b.vol.garch_alpha, b.vol.garch_beta, b.vol.half_life_hours, b.retail.ratio, b.retail.inst_gap, b.liquidation.oi_mcap_ratio, b.liquidation.trigger_pct, b.liquidation.speed, b.liquidation.recovery, b.bingx.spread_mult, b.bingx.depth_ratio, b.bingx.latency_ms, ]) # ── Read operations ───────────────────────────────────────────── def get_asset(self, symbol: str) -> Optional[dict]: row = self.conn.execute( 'SELECT * FROM assets WHERE symbol = ?', [symbol] ).fetchone() if row is None: return None cols = [d[0] for d in self.conn.description] return dict(zip(cols, row)) def get_asset_exchanges(self, symbol: str) -> List[str]: rows = self.conn.execute( 'SELECT exchange_id FROM asset_exchanges WHERE symbol = ? ORDER BY exchange_id', [symbol], ).fetchall() return [r[0] for r in rows] def query_assets(self, **filters: Any) -> List[dict]: """Query assets with optional WHERE filters. Arrays use list_contains.""" where_parts = [] params = [] for key, val in filters.items(): if isinstance(val, list): # DuckDB: check if array column contains any of the values placeholders = ", ".join(["?" for _ in val]) where_parts.append(f"list_has_any({key}, ARRAY[{placeholders}])") params.extend(val) elif isinstance(val, str): where_parts.append(f"{key} = ?") params.append(val) elif isinstance(val, (int, float)): where_parts.append(f"{key} = ?") params.append(val) elif isinstance(val, bool): where_parts.append(f"{key} = ?") params.append(val) where_clause = " AND ".join(where_parts) if where_parts else "1=1" rows = self.conn.execute( f'SELECT * FROM assets WHERE {where_clause} ORDER BY symbol', params ).fetchall() cols = [d[0] for d in self.conn.description] return [dict(zip(cols, row)) for row in rows] def symbols_for_exchange(self, exchange_id: str) -> List[str]: rows = self.conn.execute(''' SELECT a.symbol FROM assets a JOIN asset_exchanges ae ON a.symbol = ae.symbol WHERE LOWER(ae.exchange_id) = LOWER(?) ORDER BY a.symbol ''', [exchange_id]).fetchall() return [r[0] for r in rows] def assets_on_blockchain(self, blockchain: str) -> List[str]: rows = self.conn.execute( 'SELECT symbol FROM assets WHERE blockchain = ? ORDER BY symbol', [blockchain], ).fetchall() return [r[0] for r in rows] def asset_count(self) -> int: return self.conn.execute('SELECT COUNT(*) FROM assets').fetchone()[0] def exchange_count(self) -> int: return self.conn.execute('SELECT COUNT(*) FROM exchanges').fetchone()[0] # ── Sync from Python dicts ────────────────────────────────────── def sync_from_profiles(self) -> int: """Populate DuckDB from in-memory ASSET_PROFILES + ASSET_BEHAVIORS + EXCHANGE_PROFILES.""" from malkhut.training.asset_classification import ( ASSET_PROFILES, EXCHANGE_PROFILES, ) from malkhut.training.asset_behavior import ASSET_BEHAVIORS count = 0 for ex in EXCHANGE_PROFILES.values(): self.upsert_exchange(ex) for p in ASSET_PROFILES.values(): self.upsert_asset(p) self.upsert_asset_exchanges(p.symbol, p.exchanges) count += 1 for b in ASSET_BEHAVIORS.values(): if b.symbol in ASSET_PROFILES: self.upsert_behavior(b) self.conn.commit() return count def close(self) -> None: self.conn.close()