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v3.0.1

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Signed-off-by: Dinger <quantdinger@gmail.com>
This commit is contained in:
Dinger
2026-04-06 01:39:25 +08:00
parent 15c901364b
commit 3ca291a346
214 changed files with 2771 additions and 8535 deletions
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backend_api_python/app/services/live_trading/factory.py
+56 -8
View File
@@ -2,7 +2,7 @@
Factory for direct exchange clients.
Supports:
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex, Deepcoin, HTX
- Traditional brokers: Interactive Brokers (IBKR) for US stocks
- Forex brokers: MetaTrader 5 (MT5)
"""
@@ -25,6 +25,7 @@ from app.services.live_trading.kucoin import KucoinSpotClient, KucoinFuturesClie
from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
from app.services.live_trading.deepcoin import DeepcoinClient
from app.services.live_trading.htx import HtxClient
# Lazy import IBKR to avoid ImportError if ib_insync not installed
IBKRClient = None
@@ -68,14 +69,16 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
is_demo = _demo_enabled(exchange_config)
if exchange_id == "binance":
spot_broker_id = _get(exchange_config, "spot_broker_id", "spotBrokerId", "broker_id", "brokerId") or "A2NAPZAC"
futures_broker_id = _get(exchange_config, "futures_broker_id", "futuresBrokerId", "broker_id", "brokerId") or "HBpUbQjT"
if mt == "spot":
default_url = "https://demo-api.binance.com" if is_demo else "https://api.binance.com"
base_url = _get(exchange_config, "base_url", "baseUrl") or default_url
return BinanceSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url, enable_demo_trading=is_demo)
return BinanceSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url, enable_demo_trading=is_demo, broker_id=spot_broker_id)
# Default to USDT-M futures
default_url = "https://demo-fapi.binance.com" if is_demo else "https://fapi.binance.com"
base_url = _get(exchange_config, "base_url", "baseUrl") or default_url
return BinanceFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url, enable_demo_trading=is_demo)
return BinanceFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url, enable_demo_trading=is_demo, broker_id=futures_broker_id)
if exchange_id == "okx":
base_url = _get(exchange_config, "base_url", "baseUrl") or "https://www.okx.com"
broker_code = "56fa80b0ce8cBCDE"
@@ -92,21 +95,48 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
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 "qvz9x"
return BitgetSpotClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url, channel_api_code=channel_api_code)
return BitgetSpotClient(
api_key=api_key,
secret_key=secret_key,
passphrase=passphrase,
base_url=base_url,
channel_api_code=channel_api_code,
simulated_trading=is_demo,
)
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)
return BitgetMixClient(
api_key=api_key,
secret_key=secret_key,
passphrase=passphrase,
base_url=base_url,
channel_api_code=channel_api_code,
simulated_trading=is_demo,
)
if exchange_id == "bybit":
default_bybit = "https://api-testnet.bybit.com" if is_demo else "https://api.bybit.com"
base_url = _get(exchange_config, "base_url", "baseUrl") or default_bybit
category = "spot" if mt == "spot" else "linear"
recv_window_ms = int(exchange_config.get("recv_window_ms") or exchange_config.get("recvWindow") or 5000)
broker_referer = _get(exchange_config, "bybit_referer", "broker_referer", "brokerReferer") or "Ri001020"
hedge_mode_raw = exchange_config.get("hedge_mode")
if hedge_mode_raw is None:
hedge_mode_raw = exchange_config.get("hedgeMode")
if hedge_mode_raw is None:
hedge_mode_raw = exchange_config.get("position_mode") or exchange_config.get("positionMode")
hedge_mode = False
if isinstance(hedge_mode_raw, bool):
hedge_mode = hedge_mode_raw
else:
hedge_mode = str(hedge_mode_raw or "").strip().lower() in ("true", "1", "yes", "hedge", "both_side")
return BybitClient(
api_key=api_key,
secret_key=secret_key,
base_url=base_url,
category=category,
recv_window_ms=recv_window_ms,
broker_referer=broker_referer,
hedge_mode=hedge_mode,
)
if exchange_id in ("coinbaseexchange", "coinbase_exchange"):
@@ -135,13 +165,14 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
return KucoinFuturesClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=fut_url)
if exchange_id == "gate":
gate_channel_id = _get(exchange_config, "gate_channel_id", "gateChannelId") or "dinger"
if mt == "spot":
default_gate = "https://api-testnet.gateio.ws" if is_demo else "https://api.gateio.ws"
base_url = _get(exchange_config, "base_url", "baseUrl") or default_gate
return GateSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
default_fut = "https://fx-api-testnet.gateio.ws" if is_demo else "https://api.gateio.ws"
return GateSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url, channel_id=gate_channel_id)
default_fut = "https://fx-api-testnet.gateio.ws" if is_demo else "https://fx-api.gateio.ws"
base_url = _get(exchange_config, "base_url", "baseUrl") or default_fut
return GateUsdtFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
return GateUsdtFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url, channel_id=gate_channel_id)
if exchange_id == "bitfinex":
# Same REST host; use keys from Bitfinex paper/sub-account where applicable.
@@ -151,6 +182,8 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
return BitfinexDerivativesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
if exchange_id == "deepcoin":
if is_demo and not (_get(exchange_config, "base_url", "baseUrl")):
raise LiveTradingError("Deepcoin demo/testnet is not configured in this project yet. Please disable demo mode or provide an explicit testnet base_url.")
base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.deepcoin.com"
return DeepcoinClient(
api_key=api_key,
@@ -160,6 +193,21 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
market_type=mt,
)
if exchange_id == "htx":
if is_demo and not (_get(exchange_config, "base_url", "baseUrl") or _get(exchange_config, "futures_base_url", "futuresBaseUrl")):
raise LiveTradingError("HTX demo/testnet is not configured in this project yet. Please disable demo mode or provide explicit testnet base_url/futures_base_url.")
spot_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.huobi.pro"
futures_url = _get(exchange_config, "futures_base_url", "futuresBaseUrl") or "https://api.hbdm.com"
broker_id = _get(exchange_config, "broker_id", "brokerId") or "AA7b890547"
return HtxClient(
api_key=api_key,
secret_key=secret_key,
base_url=spot_url,
futures_base_url=futures_url,
market_type=mt,
broker_id=broker_id,
)
# Traditional brokers (IBKR for US stocks only)
if exchange_id == "ibkr":
# Note: Market category validation should be done at the caller level