Sounds like all is going well, although I don't see a photo in your post.
It might be a little difficult to convert your snake's diet from live ASF to frozen/thawed rats, assuming that is your goal.
It's definitely possible though and there are lots of threads on this forum covering how to do it.

As for the sticky feeling, not sure what that could be! Ball pythons should feel smooth and dry.
Perhaps if your skin is clammy or sweaty or something it might feel sticky, but the snake shouldn't be.