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Refactor code for improved readability and consistency

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- Cleaned up whitespace and formatting in various files including http.py, language.py, logger.py, safe_exec.py, and SQL migration scripts.
- Consolidated import statements and removed unnecessary blank lines.
- Updated logging configuration for better clarity.
- Enhanced the safe execution code with improved error handling and logging.
- Removed commented-out code and unnecessary variables in backfill_zero_trades.py and other scripts.
- Added a pyproject.toml for Ruff and Vulture configuration.
- Introduced requirements-dev.txt for development dependencies.
- Removed commented-out stock entries in init.sql for cleaner migration scripts.
This commit is contained in:
dienakdz
2026-04-09 14:30:51 +07:00
parent 103055b3df
commit 87f2845483
157 changed files with 19026 additions and 17773 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/services/live_trading/binance.py
+62 -35
View File
@@ -7,10 +7,10 @@ API docs (reference):
from __future__ import annotations
import hmac
import hashlib
import hmac
import time
from decimal import Decimal, ROUND_DOWN
from decimal import ROUND_DOWN, Decimal
from typing import Any, Dict, Optional, Tuple
from urllib.parse import urlencode
@@ -19,7 +19,16 @@ from app.services.live_trading.symbols import to_binance_futures_symbol
class BinanceFuturesClient(BaseRestClient):
def __init__(self, *, api_key: str, secret_key: str, base_url: str = None, enable_demo_trading: bool = False, timeout_sec: float = 15.0, broker_id: str = ""):
def __init__(
self,
*,
api_key: str,
secret_key: str,
base_url: str = None,
enable_demo_trading: bool = False,
timeout_sec: float = 15.0,
broker_id: str = "",
):
if not base_url:
base_url = "https://demo-fapi.binance.com" if enable_demo_trading else "https://fapi.binance.com"
@@ -57,7 +66,7 @@ class BinanceFuturesClient(BaseRestClient):
Convert Decimal to string with controlled precision.
Binance requires quantities/prices to match LOT_SIZE/PRICE_FILTER precision.
This method ensures the output string doesn't exceed the required precision.
Args:
d: Decimal value to format
max_decimals: Maximum decimal places (fallback if strict_precision not provided)
@@ -68,7 +77,7 @@ class BinanceFuturesClient(BaseRestClient):
return "0"
# Normalize to remove unnecessary trailing zeros from internal representation
normalized = d.normalize()
# If strict_precision is provided, use it and strictly limit decimal places
# This ensures we match the stepSize requirement exactly
if strict_precision is not None:
@@ -84,18 +93,18 @@ class BinanceFuturesClient(BaseRestClient):
# Format with exact precision - this will produce at most 'prec' decimal places
s = format(quantized, f".{prec}f")
# Remove trailing zeros and decimal point if not needed
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
return s if s else "0"
except Exception:
pass
# Fallback to original logic if strict_precision not provided or failed
# Convert to string using fixed-point notation
s = format(normalized, f".{max_decimals}f")
# Remove trailing zeros and decimal point if not needed
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
return s if s else "0"
except Exception:
# Fallback: try to convert safely
@@ -108,21 +117,21 @@ class BinanceFuturesClient(BaseRestClient):
prec = int(strict_precision)
if 0 <= prec <= 18:
s = format(f, f".{prec}f")
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
return s if s else "0"
except Exception:
pass
# Format with max_decimals and remove trailing zeros
s = format(f, f".{max_decimals}f")
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
return s if s else "0"
except Exception:
# Last resort: convert to string
s = str(d)
# Try to remove scientific notation if present
if 'e' in s.lower() or 'E' in s:
if "e" in s.lower() or "E" in s:
try:
f = float(s)
if strict_precision is not None:
@@ -130,14 +139,14 @@ class BinanceFuturesClient(BaseRestClient):
prec = int(strict_precision)
if 0 <= prec <= 18:
s = format(f, f".{prec}f")
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
return s if s else "0"
except Exception:
pass
s = format(f, f".{max_decimals}f")
if '.' in s:
s = s.rstrip('0').rstrip('.')
if "." in s:
s = s.rstrip("0").rstrip(".")
except Exception:
pass
return s if s else "0"
@@ -360,7 +369,7 @@ class BinanceFuturesClient(BaseRestClient):
def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Tuple[Decimal, Optional[int]]:
"""
Normalize futures order quantity using LOT_SIZE / MARKET_LOT_SIZE filters (best-effort).
Returns:
Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
"""
@@ -381,7 +390,7 @@ class BinanceFuturesClient(BaseRestClient):
if step > 0:
q = self._floor_to_step(q, step)
# Enforce quantity precision cap (Binance may reject quantities with too many decimals: -1111).
# First try to get precision from metadata
qty_precision = None
@@ -391,7 +400,7 @@ class BinanceFuturesClient(BaseRestClient):
qty_precision = meta.get("quantityPrecision")
except Exception:
pass
# If precision not available, infer from stepSize
if qty_precision is None and step > 0:
try:
@@ -399,9 +408,9 @@ class BinanceFuturesClient(BaseRestClient):
# Use normalize() to remove trailing zeros, then count decimal places
step_normalized = step.normalize()
step_str = str(step_normalized)
if '.' in step_str:
if "." in step_str:
# Count decimal places after removing trailing zeros
decimal_part = step_str.split('.')[1]
decimal_part = step_str.split(".")[1]
qty_precision = len(decimal_part)
# Ensure precision is at least 0 and at most 18
if qty_precision < 0:
@@ -413,11 +422,11 @@ class BinanceFuturesClient(BaseRestClient):
qty_precision = 0
except Exception:
pass
# Apply precision limit
if qty_precision is not None:
q = self._floor_to_precision(q, qty_precision)
if min_qty > 0 and q < min_qty:
return (Decimal("0"), qty_precision)
return (q, qty_precision)
@@ -539,7 +548,7 @@ class BinanceFuturesClient(BaseRestClient):
s = str(err or "")
except Exception:
s = ""
return f'\"code\":{int(code)}' in s or f"'code': {int(code)}" in s or f"'code':{int(code)}" in s
return f'"code":{int(code)}' in s or f"'code': {int(code)}" in s or f"'code':{int(code)}" in s
@staticmethod
def _normalize_position_side(pos_side: Optional[str]) -> str:
@@ -613,7 +622,9 @@ class BinanceFuturesClient(BaseRestClient):
while True:
try:
last = self.get_order(symbol=symbol, order_id=str(order_id or ""), client_order_id=str(client_order_id or ""))
last = self.get_order(
symbol=symbol, order_id=str(order_id or ""), client_order_id=str(client_order_id or "")
)
except Exception:
last = last or {}
@@ -712,7 +723,11 @@ class BinanceFuturesClient(BaseRestClient):
dual_side = self.get_dual_side_position()
pos_norm = self._normalize_position_side(position_side)
if dual_side is True:
params["positionSide"] = (pos_norm if pos_norm in ("LONG", "SHORT") else self._infer_position_side(side=sd, reduce_only=reduce_only))
params["positionSide"] = (
pos_norm
if pos_norm in ("LONG", "SHORT")
else self._infer_position_side(side=sd, reduce_only=reduce_only)
)
elif dual_side is False:
# Keep default (BOTH) by omitting positionSide.
params.pop("positionSide", None)
@@ -748,7 +763,11 @@ class BinanceFuturesClient(BaseRestClient):
pass
else:
# Likely hedge mode; retry with inferred positionSide.
params2["positionSide"] = (pos_norm if pos_norm in ("LONG", "SHORT") else self._infer_position_side(side=sd, reduce_only=reduce_only))
params2["positionSide"] = (
pos_norm
if pos_norm in ("LONG", "SHORT")
else self._infer_position_side(side=sd, reduce_only=reduce_only)
)
params2.pop("reduceOnly", None)
try:
raw = self._signed_request("POST", "/fapi/v1/order", params=params2)
@@ -853,7 +872,11 @@ class BinanceFuturesClient(BaseRestClient):
dual_side = self.get_dual_side_position()
pos_norm = self._normalize_position_side(position_side)
if dual_side is True:
params["positionSide"] = (pos_norm if pos_norm in ("LONG", "SHORT") else self._infer_position_side(side=sd, reduce_only=reduce_only))
params["positionSide"] = (
pos_norm
if pos_norm in ("LONG", "SHORT")
else self._infer_position_side(side=sd, reduce_only=reduce_only)
)
elif dual_side is False:
params.pop("positionSide", None)
else:
@@ -881,7 +904,11 @@ class BinanceFuturesClient(BaseRestClient):
except Exception:
pass
else:
params2["positionSide"] = (pos_norm if pos_norm in ("LONG", "SHORT") else self._infer_position_side(side=sd, reduce_only=reduce_only))
params2["positionSide"] = (
pos_norm
if pos_norm in ("LONG", "SHORT")
else self._infer_position_side(side=sd, reduce_only=reduce_only)
)
params2.pop("reduceOnly", None)
try:
raw = self._signed_request("POST", "/fapi/v1/order", params=params2)
@@ -903,7 +930,9 @@ class BinanceFuturesClient(BaseRestClient):
exchange_order_id = str(raw.get("orderId") or raw.get("clientOrderId") or "")
filled = float(raw.get("executedQty") or 0.0)
avg_price = float(raw.get("avgPrice") or raw.get("price") or 0.0)
return LiveOrderResult(exchange_id="binance", exchange_order_id=exchange_order_id, filled=filled, avg_price=avg_price, raw=raw)
return LiveOrderResult(
exchange_id="binance", exchange_order_id=exchange_order_id, filled=filled, avg_price=avg_price, raw=raw
)
def cancel_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
sym = to_binance_futures_symbol(symbol)
@@ -952,5 +981,3 @@ class BinanceFuturesClient(BaseRestClient):
return rows
sym = to_binance_futures_symbol(want)
return [p for p in rows if isinstance(p, dict) and str(p.get("symbol") or "") == sym]