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refactor deployment config and exchange integrations

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Simplify runtime configuration and remove legacy database and settings surface so new installs are easier to operate.
Refresh deployment assets, docs, and order execution behavior to keep the packaged app aligned with the current backend.

Made-with: Cursor
This commit is contained in:
Dinger
2026-03-21 18:32:04 +08:00
parent 9473e50d59
commit 05f07ee544
138 changed files with 1530 additions and 860 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/services/live_trading/bitget.py
+20 -3
View File
@@ -20,6 +20,17 @@ from app.services.live_trading.symbols import to_bitget_um_symbol
class BitgetMixClient(BaseRestClient):
_CHANNEL_API_CODE_ORDER_PATHS = {
"/api/v2/mix/order/place-order",
"/api/v2/mix/order/batch-place-order",
"/api/v2/mix/order/modify-order",
"/api/v2/mix/order/place-plan-order",
"/api/v2/mix/order/place-tpsl-order",
"/api/v3/trade/place-order",
"/api/v3/trade/place-batch",
"/api/v3/trade/modify-order",
}
def __init__(
self,
*,
@@ -28,11 +39,13 @@ class BitgetMixClient(BaseRestClient):
passphrase: str,
base_url: str = "https://api.bitget.com",
timeout_sec: float = 15.0,
channel_api_code: str = "qvz9x",
):
super().__init__(base_url=base_url, timeout_sec=timeout_sec)
self.api_key = (api_key or "").strip()
self.secret_key = (secret_key or "").strip()
self.passphrase = (passphrase or "").strip()
self.channel_api_code = (channel_api_code or "").strip()
if not self.api_key or not self.secret_key or not self.passphrase:
raise LiveTradingError("Missing Bitget api_key/secret_key/passphrase")
@@ -172,14 +185,18 @@ class BitgetMixClient(BaseRestClient):
mac = hmac.new(self.secret_key.encode("utf-8"), prehash.encode("utf-8"), hashlib.sha256).digest()
return base64.b64encode(mac).decode("utf-8")
def _headers(self, ts_ms: str, sign: str) -> Dict[str, str]:
return {
def _headers(self, ts_ms: str, sign: str, request_path: str = "") -> Dict[str, str]:
headers = {
"ACCESS-KEY": self.api_key,
"ACCESS-SIGN": sign,
"ACCESS-TIMESTAMP": ts_ms,
"ACCESS-PASSPHRASE": self.passphrase,
"Content-Type": "application/json",
}
clean_path = str(request_path or "").split("?", 1)[0]
if self.channel_api_code and clean_path in self._CHANNEL_API_CODE_ORDER_PATHS:
headers["X-CHANNEL-API-CODE"] = self.channel_api_code
return headers
def _signed_request(
self,
@@ -210,7 +227,7 @@ class BitgetMixClient(BaseRestClient):
path,
params=params,
data=body_str if body_str else None,
headers=self._headers(ts_ms, sign),
headers=self._headers(ts_ms, sign, path),
)
if code >= 400:
raise LiveTradingError(f"Bitget HTTP {code}: {text[:500]}")
backend_api_python/app/services/live_trading/bitget_spot.py
+14 -4
View File
@@ -23,6 +23,15 @@ from app.services.live_trading.symbols import to_bitget_um_symbol
class BitgetSpotClient(BaseRestClient):
_CHANNEL_API_CODE_ORDER_PATHS = {
"/api/v2/spot/trade/place-order",
"/api/v2/spot/trade/batch-orders",
"/api/v2/spot/trade/place-plan-order",
"/api/v3/trade/place-order",
"/api/v3/trade/place-batch",
"/api/v3/trade/modify-order",
}
def __init__(
self,
*,
@@ -31,7 +40,7 @@ class BitgetSpotClient(BaseRestClient):
passphrase: str,
base_url: str = "https://api.bitget.com",
timeout_sec: float = 15.0,
channel_api_code: str = "bntva",
channel_api_code: str = "qvz9x",
):
super().__init__(base_url=base_url, timeout_sec=timeout_sec)
self.api_key = (api_key or "").strip()
@@ -150,7 +159,7 @@ class BitgetSpotClient(BaseRestClient):
mac = hmac.new(self.secret_key.encode("utf-8"), prehash.encode("utf-8"), hashlib.sha256).digest()
return base64.b64encode(mac).decode("utf-8")
def _headers(self, ts_ms: str, sign: str) -> Dict[str, str]:
def _headers(self, ts_ms: str, sign: str, request_path: str = "") -> Dict[str, str]:
h = {
"ACCESS-KEY": self.api_key,
"ACCESS-SIGN": sign,
@@ -158,7 +167,8 @@ class BitgetSpotClient(BaseRestClient):
"ACCESS-PASSPHRASE": self.passphrase,
"Content-Type": "application/json",
}
if self.channel_api_code:
clean_path = str(request_path or "").split("?", 1)[0]
if self.channel_api_code and clean_path in self._CHANNEL_API_CODE_ORDER_PATHS:
h["X-CHANNEL-API-CODE"] = self.channel_api_code
return h
@@ -188,7 +198,7 @@ class BitgetSpotClient(BaseRestClient):
path,
params=params,
data=body_str if body_str else None,
headers=self._headers(ts_ms, sign),
headers=self._headers(ts_ms, sign, path),
)
if code >= 400:
raise LiveTradingError(f"BitgetSpot HTTP {code}: {text[:500]}")
backend_api_python/app/services/live_trading/bybit.py
+86 -12
View File
@@ -22,6 +22,8 @@ from app.services.live_trading.symbols import to_bybit_symbol
class BybitClient(BaseRestClient):
_DEFAULT_BROKER_REFERER = "Ri001020"
def __init__(
self,
*,
@@ -36,6 +38,7 @@ class BybitClient(BaseRestClient):
self.api_key = (api_key or "").strip()
self.secret_key = (secret_key or "").strip()
self.category = (category or "linear").strip().lower()
self.broker_referer = self._DEFAULT_BROKER_REFERER
if self.category not in ("linear", "spot"):
self.category = "linear"
try:
@@ -155,8 +158,17 @@ class BybitClient(BaseRestClient):
def _sign(self, prehash: str) -> str:
return hmac.new(self.secret_key.encode("utf-8"), prehash.encode("utf-8"), hashlib.sha256).hexdigest()
@staticmethod
def _resolve_position_idx(pos_side: str) -> Optional[int]:
ps = str(pos_side or "").strip().lower()
if ps == "long":
return 1
if ps == "short":
return 2
return None
def _headers(self, ts_ms: str, sign: str) -> Dict[str, str]:
return {
headers = {
"X-BAPI-API-KEY": self.api_key,
"X-BAPI-SIGN": sign,
"X-BAPI-TIMESTAMP": ts_ms,
@@ -164,6 +176,9 @@ class BybitClient(BaseRestClient):
"X-BAPI-SIGN-TYPE": "2",
"Content-Type": "application/json",
}
if self.broker_referer:
headers["Referer"] = self.broker_referer
return headers
def _signed_request(
self,
@@ -277,6 +292,37 @@ class BybitClient(BaseRestClient):
return (Decimal("0"), qty_precision)
return (q, qty_precision)
def _normalize_price(self, *, symbol: str, price: float) -> Tuple[Decimal, Optional[int]]:
p = self._to_dec(price)
if p <= 0:
return (Decimal("0"), None)
sym = to_bybit_symbol(symbol)
try:
info = self.get_instrument_info(category=self.category, symbol=sym) or {}
except Exception:
info = {}
pf = (info.get("priceFilter") if isinstance(info, dict) else None) or {}
tick = self._to_dec((pf or {}).get("tickSize") or "0")
if tick > 0:
p = self._floor_to_step(p, tick)
price_precision = None
if tick > 0:
try:
tick_normalized = tick.normalize()
tick_str = str(tick_normalized)
if "." in tick_str:
price_precision = len(tick_str.split(".")[1])
if price_precision < 0:
price_precision = 0
if price_precision > 18:
price_precision = 18
else:
price_precision = 0
except Exception:
pass
return (p, price_precision)
def place_market_order(
self,
*,
@@ -284,6 +330,7 @@ class BybitClient(BaseRestClient):
side: str,
qty: float,
reduce_only: bool = False,
pos_side: str = "",
client_order_id: Optional[str] = None,
) -> LiveOrderResult:
sym = to_bybit_symbol(symbol)
@@ -300,8 +347,13 @@ class BybitClient(BaseRestClient):
"side": "Buy" if sd == "buy" else "Sell",
"orderType": "Market",
"qty": self._dec_str(q_dec, strict_precision=qty_precision),
"timeInForce": "GTC",
"timeInForce": "IOC",
}
if self.category == "spot":
body["marketUnit"] = "baseCoin"
pos_idx = self._resolve_position_idx(pos_side) if self.category == "linear" else None
if pos_idx is not None:
body["positionIdx"] = pos_idx
if reduce_only and self.category == "linear":
body["reduceOnly"] = True
if client_order_id:
@@ -319,6 +371,7 @@ class BybitClient(BaseRestClient):
qty: float,
price: float,
reduce_only: bool = False,
pos_side: str = "",
client_order_id: Optional[str] = None,
) -> LiveOrderResult:
sym = to_bybit_symbol(symbol)
@@ -326,21 +379,27 @@ class BybitClient(BaseRestClient):
if sd not in ("buy", "sell"):
raise LiveTradingError(f"Invalid side: {side}")
q_req = float(qty or 0.0)
px = float(price or 0.0)
if q_req <= 0 or px <= 0:
px_req = float(price or 0.0)
if q_req <= 0 or px_req <= 0:
raise LiveTradingError("Invalid qty/price")
q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
px_dec, price_precision = self._normalize_price(symbol=symbol, price=px_req)
if float(q_dec or 0) <= 0:
raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
if float(px_dec or 0) <= 0:
raise LiveTradingError(f"Invalid price (below tick/min): requested={px_req}")
body: Dict[str, Any] = {
"category": self.category,
"symbol": sym,
"side": "Buy" if sd == "buy" else "Sell",
"orderType": "Limit",
"qty": self._dec_str(q_dec, strict_precision=qty_precision),
"price": str(px),
"price": self._dec_str(px_dec, strict_precision=price_precision),
"timeInForce": "GTC",
}
pos_idx = self._resolve_position_idx(pos_side) if self.category == "linear" else None
if pos_idx is not None:
body["positionIdx"] = pos_idx
if reduce_only and self.category == "linear":
body["reduceOnly"] = True
if client_order_id:
@@ -404,13 +463,28 @@ class BybitClient(BaseRestClient):
# Extract fee from cumExecFee (Bybit API field for cumulative execution fee)
fee = 0.0
fee_ccy = ""
try:
fee = abs(float(last.get("cumExecFee") or 0.0))
except Exception:
fee = 0.0
# Bybit linear contracts are settled in USDT
if fee > 0:
fee_ccy = "USDT"
fee_detail = last.get("cumFeeDetail") if isinstance(last, dict) else None
if isinstance(fee_detail, dict) and fee_detail:
total_fee = 0.0
fee_keys = []
for k, v in fee_detail.items():
try:
fv = abs(float(v or 0.0))
except Exception:
fv = 0.0
if fv > 0:
total_fee += fv
fee_keys.append(str(k))
fee = total_fee
if len(fee_keys) == 1:
fee_ccy = fee_keys[0]
if fee <= 0:
try:
fee = abs(float(last.get("cumExecFee") or 0.0))
except Exception:
fee = 0.0
if fee > 0 and self.category == "linear":
fee_ccy = "USDT"
if filled > 0 and avg_price > 0:
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
if status.lower() in ("filled", "cancelled", "canceled", "rejected"):
backend_api_python/app/services/live_trading/execution.py
+1
View File
@@ -184,6 +184,7 @@ def place_order_from_signal(
side=side,
qty=qty,
reduce_only=reduce_only,
pos_side=pos_side,
client_order_id=client_order_id,
)
if isinstance(client, CoinbaseExchangeClient):
backend_api_python/app/services/live_trading/factory.py
+10 -3
View File
@@ -84,15 +84,22 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
if exchange_id == "bitget":
base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.bitget.com"
if mt == "spot":
channel_api_code = _get(exchange_config, "channel_api_code", "channelApiCode") or "bntva"
channel_api_code = _get(exchange_config, "channel_api_code", "channelApiCode") or "qvz9x"
return BitgetSpotClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url, channel_api_code=channel_api_code)
return BitgetMixClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url)
channel_api_code = _get(exchange_config, "channel_api_code", "channelApiCode") or "qvz9x"
return BitgetMixClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url, channel_api_code=channel_api_code)
if exchange_id == "bybit":
base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.bybit.com"
category = "spot" if mt == "spot" else "linear"
recv_window_ms = int(exchange_config.get("recv_window_ms") or exchange_config.get("recvWindow") or 5000)
return BybitClient(api_key=api_key, secret_key=secret_key, base_url=base_url, category=category, recv_window_ms=recv_window_ms)
return BybitClient(
api_key=api_key,
secret_key=secret_key,
base_url=base_url,
category=category,
recv_window_ms=recv_window_ms,
)
if exchange_id in ("coinbaseexchange", "coinbase_exchange"):
base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.exchange.coinbase.com"