Refactor code for improved readability and consistency
- 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
@@ -19,12 +19,13 @@ import time
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from typing import Any, Dict, Optional
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from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
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from app.services.live_trading.symbols import to_bitfinex_spot_symbol
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from app.services.live_trading.symbols import to_bitfinex_perp_symbol
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from app.services.live_trading.symbols import to_bitfinex_perp_symbol, to_bitfinex_spot_symbol
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class BitfinexClient(BaseRestClient):
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def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.bitfinex.com", timeout_sec: float = 15.0):
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def __init__(
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self, *, api_key: str, secret_key: str, base_url: str = "https://api.bitfinex.com", timeout_sec: float = 15.0
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):
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super().__init__(base_url=base_url, timeout_sec=timeout_sec)
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self.api_key = (api_key or "").strip()
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self.secret_key = (secret_key or "").strip()
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@@ -40,14 +41,21 @@ class BitfinexClient(BaseRestClient):
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return hmac.new(self.secret_key.encode("utf-8"), payload.encode("utf-8"), hashlib.sha384).hexdigest()
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def _headers(self, nonce: str, sign: str) -> Dict[str, str]:
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return {"bfx-apikey": self.api_key, "bfx-nonce": nonce, "bfx-signature": sign, "content-type": "application/json"}
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return {
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"bfx-apikey": self.api_key,
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"bfx-nonce": nonce,
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"bfx-signature": sign,
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"content-type": "application/json",
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}
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def _signed_request(self, method: str, path: str, *, json_body: Optional[Dict[str, Any]] = None) -> Any:
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m = str(method or "POST").upper()
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nonce = self._nonce()
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body_str = self._json_dumps(json_body) if json_body is not None else ""
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sign = self._sign(path, nonce, body_str)
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code, data, text = self._request(m, path, params=None, data=body_str if body_str else None, headers=self._headers(nonce, sign))
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code, data, text = self._request(
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m, path, params=None, data=body_str if body_str else None, headers=self._headers(nonce, sign)
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)
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if code >= 400:
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raise LiveTradingError(f"Bitfinex HTTP {code}: {text[:500]}")
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return data
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@@ -71,77 +79,9 @@ class BitfinexClient(BaseRestClient):
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"""
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return self._signed_request("POST", "/v2/auth/r/wallets", json_body={})
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class BitfinexDerivativesClient(BitfinexClient):
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"""
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Bitfinex derivatives/perpetual client (best-effort).
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Differences vs spot:
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- Symbol uses tBASEF0:QUOTEF0 (e.g. tBTCF0:USTF0)
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- Order type typically uses MARKET/LIMIT (not EXCHANGE MARKET/LIMIT)
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"""
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def place_market_order(self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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qty = float(size or 0.0)
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if qty <= 0:
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raise LiveTradingError("Invalid size")
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sym = to_bitfinex_perp_symbol(symbol)
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amt = qty if sd == "buy" else -qty
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body: Dict[str, Any] = {"type": "MARKET", "symbol": sym, "amount": str(amt)}
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if client_order_id:
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try:
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cid = int("".join([c for c in str(client_order_id) if c.isdigit()])[:18] or "0")
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if cid > 0:
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body["cid"] = cid
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except Exception:
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pass
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raw = self._signed_request("POST", "/v2/auth/w/order/submit", json_body=body)
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oid = ""
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try:
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if isinstance(raw, list) and len(raw) >= 4 and isinstance(raw[3], list) and raw[3]:
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order = raw[3][0]
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if isinstance(order, list) and order:
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw})
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def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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qty = float(size or 0.0)
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px = float(price or 0.0)
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if qty <= 0 or px <= 0:
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raise LiveTradingError("Invalid size/price")
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sym = to_bitfinex_perp_symbol(symbol)
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amt = qty if sd == "buy" else -qty
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body: Dict[str, Any] = {"type": "LIMIT", "symbol": sym, "amount": str(amt), "price": str(px)}
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if client_order_id:
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try:
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cid = int("".join([c for c in str(client_order_id) if c.isdigit()])[:18] or "0")
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if cid > 0:
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body["cid"] = cid
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except Exception:
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pass
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raw = self._signed_request("POST", "/v2/auth/w/order/submit", json_body=body)
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oid = ""
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try:
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if isinstance(raw, list) and len(raw) >= 4 and isinstance(raw[3], list) and raw[3]:
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order = raw[3][0]
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if isinstance(order, list) and order:
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw})
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def get_positions(self) -> Any:
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return self._signed_request("POST", "/v2/auth/r/positions", json_body={})
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def place_market_order(self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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def place_market_order(
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self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None
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) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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@@ -169,9 +109,13 @@ class BitfinexDerivativesClient(BitfinexClient):
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw})
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return LiveOrderResult(
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exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw}
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)
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def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
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def place_limit_order(
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self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None
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) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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@@ -198,7 +142,9 @@ class BitfinexDerivativesClient(BitfinexClient):
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw})
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return LiveOrderResult(
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exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw}
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)
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def cancel_order(self, *, order_id: str = "", client_order_id: str = "") -> Any:
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if order_id:
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@@ -224,7 +170,9 @@ class BitfinexDerivativesClient(BitfinexClient):
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# Bitfinex v2 order status endpoint
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return self._signed_request("POST", f"/v2/auth/r/order/{oid}")
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def wait_for_fill(self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]:
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def wait_for_fill(
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self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5
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) -> Dict[str, Any]:
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end_ts = time.time() + float(max_wait_sec or 0.0)
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last: Any = None
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while True:
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@@ -251,11 +199,108 @@ class BitfinexDerivativesClient(BitfinexClient):
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# Note: Bitfinex order response doesn't include fee; fee is typically in trades.
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# We return 0.0 here; actual fee can be fetched via trades endpoint if needed.
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if filled > 0 and avg_price > 0:
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return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
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return {
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"filled": filled,
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"avg_price": avg_price,
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"fee": fee,
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"fee_ccy": fee_ccy,
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"status": status,
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"order": last,
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}
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if isinstance(status, str) and ("EXECUTED" in status.upper() or "CANCELED" in status.upper()):
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return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
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return {
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"filled": filled,
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"avg_price": avg_price,
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"fee": fee,
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"fee_ccy": fee_ccy,
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"status": status,
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"order": last,
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}
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if time.time() >= end_ts:
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return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
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return {
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"filled": filled,
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"avg_price": avg_price,
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"fee": fee,
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"fee_ccy": fee_ccy,
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"status": status,
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"order": last,
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}
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time.sleep(float(poll_interval_sec or 0.5))
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class BitfinexDerivativesClient(BitfinexClient):
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"""
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Bitfinex derivatives/perpetual client (best-effort).
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Differences vs spot:
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- Symbol uses tBASEF0:QUOTEF0 (e.g. tBTCF0:USTF0)
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- Order type typically uses MARKET/LIMIT (not EXCHANGE MARKET/LIMIT)
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"""
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def place_market_order(
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self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None
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) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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qty = float(size or 0.0)
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if qty <= 0:
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raise LiveTradingError("Invalid size")
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sym = to_bitfinex_perp_symbol(symbol)
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amt = qty if sd == "buy" else -qty
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body: Dict[str, Any] = {"type": "MARKET", "symbol": sym, "amount": str(amt)}
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if client_order_id:
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try:
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cid = int("".join([c for c in str(client_order_id) if c.isdigit()])[:18] or "0")
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if cid > 0:
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body["cid"] = cid
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except Exception:
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pass
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raw = self._signed_request("POST", "/v2/auth/w/order/submit", json_body=body)
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oid = ""
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try:
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if isinstance(raw, list) and len(raw) >= 4 and isinstance(raw[3], list) and raw[3]:
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order = raw[3][0]
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if isinstance(order, list) and order:
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(
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exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw}
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)
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def place_limit_order(
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self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None
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) -> LiveOrderResult:
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sd = (side or "").strip().lower()
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if sd not in ("buy", "sell"):
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raise LiveTradingError(f"Invalid side: {side}")
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qty = float(size or 0.0)
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px = float(price or 0.0)
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if qty <= 0 or px <= 0:
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raise LiveTradingError("Invalid size/price")
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sym = to_bitfinex_perp_symbol(symbol)
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amt = qty if sd == "buy" else -qty
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body: Dict[str, Any] = {"type": "LIMIT", "symbol": sym, "amount": str(amt), "price": str(px)}
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if client_order_id:
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try:
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cid = int("".join([c for c in str(client_order_id) if c.isdigit()])[:18] or "0")
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if cid > 0:
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body["cid"] = cid
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except Exception:
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pass
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raw = self._signed_request("POST", "/v2/auth/w/order/submit", json_body=body)
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oid = ""
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try:
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if isinstance(raw, list) and len(raw) >= 4 and isinstance(raw[3], list) and raw[3]:
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order = raw[3][0]
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if isinstance(order, list) and order:
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oid = str(order[0])
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except Exception:
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oid = ""
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return LiveOrderResult(
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exchange_id="bitfinex", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw={"raw": raw}
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)
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def get_positions(self) -> Any:
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return self._signed_request("POST", "/v2/auth/r/positions", json_body={})
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