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:
@@ -18,9 +18,8 @@ import hashlib
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import hmac
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import json
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import time
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from decimal import Decimal, ROUND_DOWN
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from decimal import ROUND_DOWN, Decimal
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from typing import Any, Dict, Optional, Tuple
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from urllib.parse import urlencode
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import requests
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@@ -31,11 +30,11 @@ from app.services.live_trading.symbols import to_deepcoin_symbol
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class DeepcoinClient(BaseRestClient):
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"""
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Deepcoin REST client for spot and perpetual swap trading.
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Based on official Deepcoin Python SDK.
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Supports both spot and swap (perpetual futures) markets.
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"""
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def __init__(
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self,
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*,
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@@ -53,7 +52,7 @@ class DeepcoinClient(BaseRestClient):
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self.market_type = (market_type or "swap").strip().lower()
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if self.market_type not in ("swap", "spot"):
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self.market_type = "swap"
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if not self.api_key or not self.secret_key:
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raise LiveTradingError("Missing Deepcoin api_key/secret_key")
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@@ -78,7 +77,7 @@ class DeepcoinClient(BaseRestClient):
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"""
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Convert Decimal to string with controlled precision.
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Deepcoin requires quantities to match lotSz/qtyStep precision.
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Args:
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d: Decimal value to format
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max_decimals: Maximum decimal places (fallback if strict_precision not provided)
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@@ -88,24 +87,25 @@ class DeepcoinClient(BaseRestClient):
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if d == 0:
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return "0"
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normalized = d.normalize()
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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from decimal import ROUND_DOWN
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q = Decimal("1").scaleb(-prec)
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quantized = normalized.quantize(q, rounding=ROUND_DOWN)
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s = format(quantized, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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return s if s else "0"
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except Exception:
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pass
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s = format(normalized, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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return s if s else "0"
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except Exception:
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try:
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@@ -117,18 +117,18 @@ class DeepcoinClient(BaseRestClient):
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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return s if s else "0"
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except Exception:
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pass
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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return s if s else "0"
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except Exception:
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s = str(d)
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if 'e' in s.lower() or 'E' in s:
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if "e" in s.lower() or "E" in s:
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try:
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f = float(s)
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if strict_precision is not None:
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@@ -136,14 +136,14 @@ class DeepcoinClient(BaseRestClient):
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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return s if s else "0"
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except Exception:
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pass
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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if "." in s:
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s = s.rstrip("0").rstrip(".")
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except Exception:
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pass
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return s if s else "0"
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@@ -194,23 +194,23 @@ class DeepcoinClient(BaseRestClient):
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def _sign(self, iso_time: str, method: str, uri: str, data: Optional[Dict[str, Any]] = None) -> str:
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"""
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Generate HMAC-SHA256 signature for request authentication.
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For POST: message = timestamp + method + uri + json_body
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For GET: message = timestamp + method + uri (with query params)
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"""
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method_upper = method.upper()
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if method_upper == "POST" and data:
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# Convert dict to JSON string with double quotes
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data_str = json.dumps(data, separators=(',', ':'))
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data_str = json.dumps(data, separators=(",", ":"))
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message = f"{iso_time}{method_upper}{uri}{data_str}"
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else:
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message = f"{iso_time}{method_upper}{uri}"
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message_bytes = message.encode('utf-8')
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key_bytes = self.secret_key.encode('utf-8')
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sign = base64.b64encode(
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hmac.new(key=key_bytes, msg=message_bytes, digestmod=hashlib.sha256).digest()
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).decode('utf-8')
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message_bytes = message.encode("utf-8")
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key_bytes = self.secret_key.encode("utf-8")
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sign = base64.b64encode(hmac.new(key=key_bytes, msg=message_bytes, digestmod=hashlib.sha256).digest()).decode(
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"utf-8"
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)
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return sign
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def _headers(self, iso_time: str, sign: str) -> Dict[str, str]:
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@@ -233,16 +233,16 @@ class DeepcoinClient(BaseRestClient):
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"""
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full_uri = self._build_uri_with_params(uri, params, method)
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url = f"{self.base_url}{full_uri}"
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try:
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if method.upper() == "GET":
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resp = requests.get(url=url, timeout=self.timeout_sec)
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else:
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resp = requests.post(url=url, json=params, timeout=self.timeout_sec)
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if resp.status_code >= 400:
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raise LiveTradingError(f"Deepcoin HTTP {resp.status_code}: {resp.text[:500]}")
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data = resp.json()
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if isinstance(data, dict):
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code = data.get("code") or data.get("retCode")
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@@ -261,35 +261,35 @@ class DeepcoinClient(BaseRestClient):
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) -> Dict[str, Any]:
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"""
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Make authenticated API request following Deepcoin signing spec.
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For GET requests: params are appended to URI as query string
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For POST requests: params are sent as JSON body
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"""
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iso_time = self._get_iso_time()
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method_upper = method.upper()
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# Build full URI (with query params for GET)
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full_uri = self._build_uri_with_params(uri, params, method)
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# Generate signature
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if method_upper == "POST":
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sign = self._sign(iso_time, method_upper, uri, params)
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else:
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sign = self._sign(iso_time, method_upper, full_uri, None)
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headers = self._headers(iso_time, sign)
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url = f"{self.base_url}{full_uri}"
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try:
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if method_upper == "POST":
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body_str = json.dumps(params, separators=(',', ':')) if params else ""
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body_str = json.dumps(params, separators=(",", ":")) if params else ""
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resp = requests.post(url=url, headers=headers, data=body_str, timeout=self.timeout_sec)
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else:
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resp = requests.get(url=url, headers=headers, timeout=self.timeout_sec)
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if resp.status_code >= 400:
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raise LiveTradingError(f"Deepcoin HTTP {resp.status_code}: {resp.text[:500]}")
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data = resp.json()
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if isinstance(data, dict):
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code = data.get("code") or data.get("retCode")
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@@ -314,7 +314,7 @@ class DeepcoinClient(BaseRestClient):
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def get_balance(self) -> Dict[str, Any]:
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"""
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Get account balance.
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Endpoint: GET /deepcoin/account/balances
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"""
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params = {"instType": "SWAP" if self.market_type == "swap" else "SPOT"}
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@@ -323,7 +323,7 @@ class DeepcoinClient(BaseRestClient):
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def get_positions(self, *, symbol: str = "") -> Dict[str, Any]:
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"""
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Get open positions.
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Endpoint: GET /deepcoin/account/positions
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"""
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params: Dict[str, Any] = {"instType": "SWAP" if self.market_type == "swap" else "SPOT"}
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@@ -334,20 +334,20 @@ class DeepcoinClient(BaseRestClient):
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def set_leverage(self, *, symbol: str, leverage: float, mgn_mode: str = "cross") -> bool:
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"""
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Set leverage for a trading pair.
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Endpoint: POST /deepcoin/account/set-leverage
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"""
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sym = to_deepcoin_symbol(symbol)
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if not sym:
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return False
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try:
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lv = int(float(leverage or 1.0))
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except Exception:
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lv = 1
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if lv < 1:
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lv = 1
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mm = str(mgn_mode or "cross").strip().lower()
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if mm not in ("cross", "isolated"):
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mm = "cross"
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@@ -367,7 +367,7 @@ class DeepcoinClient(BaseRestClient):
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"mgnMode": mm,
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"mrgPosition": "merge",
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}
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try:
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self._signed_request("POST", "/deepcoin/account/set-leverage", params=params)
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self._lev_cache[cache_key] = (now, True)
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@@ -378,13 +378,13 @@ class DeepcoinClient(BaseRestClient):
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def get_instrument_info(self, *, symbol: str) -> Dict[str, Any]:
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"""
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Get instrument metadata (min qty, qty step, etc.).
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Endpoint: GET /deepcoin/market/instruments
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"""
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sym = to_deepcoin_symbol(symbol)
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if not sym:
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return {}
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key = f"{self.market_type}:{sym}"
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now = time.time()
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cached = self._inst_cache.get(key)
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@@ -395,7 +395,7 @@ class DeepcoinClient(BaseRestClient):
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inst_type = "SWAP" if self.market_type == "swap" else "SPOT"
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params = {"instType": inst_type, "instId": sym}
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try:
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raw = self._public_request("GET", "/deepcoin/market/instruments", params=params)
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data = (raw.get("data") or []) if isinstance(raw, dict) else []
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@@ -409,35 +409,35 @@ class DeepcoinClient(BaseRestClient):
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def _normalize_qty(self, *, symbol: str, qty: float) -> Tuple[Decimal, Optional[int]]:
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"""
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Normalize order quantity to exchange requirements.
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Returns:
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Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
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"""
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q = self._to_dec(qty)
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if q <= 0:
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return (Decimal("0"), None)
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sym = to_deepcoin_symbol(symbol)
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try:
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info = self.get_instrument_info(symbol=sym) or {}
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except Exception:
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info = {}
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# Extract lot size filter
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step = self._to_dec(info.get("lotSz") or info.get("qtyStep") or "0")
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mn = self._to_dec(info.get("minSz") or info.get("minOrderQty") or "0")
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if step > 0:
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q = self._floor_to_step(q, step)
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# Infer precision from step
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qty_precision = None
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if step > 0:
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try:
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step_normalized = step.normalize()
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step_str = str(step_normalized)
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if '.' in step_str:
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decimal_part = step_str.split('.')[1]
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if "." in step_str:
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decimal_part = step_str.split(".")[1]
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qty_precision = len(decimal_part)
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if qty_precision < 0:
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qty_precision = 0
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@@ -447,7 +447,7 @@ class DeepcoinClient(BaseRestClient):
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qty_precision = 0
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except Exception:
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pass
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if mn > 0 and q < mn:
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return (Decimal("0"), qty_precision)
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return (q, qty_precision)
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@@ -464,9 +464,9 @@ class DeepcoinClient(BaseRestClient):
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) -> LiveOrderResult:
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"""
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Place a market order.
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Endpoint: POST /deepcoin/trade/order
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Args:
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symbol: Trading pair (e.g., "BTC/USDT:USDT" or "BTCUSDT")
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side: "buy" or "sell"
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@@ -479,7 +479,7 @@ class DeepcoinClient(BaseRestClient):
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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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q_req = float(qty or 0.0)
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q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
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if float(q_dec or 0) <= 0:
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@@ -492,7 +492,7 @@ class DeepcoinClient(BaseRestClient):
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"ordType": "market",
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"sz": self._dec_str(q_dec, strict_precision=qty_precision),
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}
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if self.market_type != "spot":
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ps = (pos_side or "").strip().lower()
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if ps in ("long", "short", "net"):
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@@ -507,7 +507,7 @@ class DeepcoinClient(BaseRestClient):
|
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data = (raw.get("data") or []) if isinstance(raw, dict) else []
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first: Dict[str, Any] = data[0] if isinstance(data, list) and data else {}
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oid = str(first.get("ordId") or first.get("orderId") or first.get("clOrdId") or "")
|
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|
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|
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return LiveOrderResult(
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exchange_id="deepcoin",
|
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exchange_order_id=oid,
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@@ -529,19 +529,19 @@ class DeepcoinClient(BaseRestClient):
|
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) -> LiveOrderResult:
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"""
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Place a limit order.
|
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|
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|
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Endpoint: POST /deepcoin/trade/order
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"""
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sym = to_deepcoin_symbol(symbol)
|
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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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|
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|
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q_req = float(qty or 0.0)
|
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px = float(price or 0.0)
|
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if q_req <= 0 or px <= 0:
|
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raise LiveTradingError("Invalid qty/price")
|
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|
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|
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q_dec, qty_precision = self._normalize_qty(symbol=symbol, qty=q_req)
|
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if float(q_dec or 0) <= 0:
|
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raise LiveTradingError(f"Invalid qty (below step/min): requested={q_req}")
|
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@@ -554,7 +554,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"sz": self._dec_str(q_dec, strict_precision=qty_precision),
|
||||
"px": str(px),
|
||||
}
|
||||
|
||||
|
||||
if self.market_type != "spot":
|
||||
ps = (pos_side or "").strip().lower()
|
||||
if ps in ("long", "short", "net"):
|
||||
@@ -569,7 +569,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
data = (raw.get("data") or []) if isinstance(raw, dict) else []
|
||||
first: Dict[str, Any] = data[0] if isinstance(data, list) and data else {}
|
||||
oid = str(first.get("ordId") or first.get("orderId") or first.get("clOrdId") or "")
|
||||
|
||||
|
||||
return LiveOrderResult(
|
||||
exchange_id="deepcoin",
|
||||
exchange_order_id=oid,
|
||||
@@ -581,12 +581,12 @@ class DeepcoinClient(BaseRestClient):
|
||||
def cancel_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
|
||||
"""
|
||||
Cancel an order.
|
||||
|
||||
|
||||
Endpoint: POST /deepcoin/trade/cancel-order
|
||||
"""
|
||||
sym = to_deepcoin_symbol(symbol)
|
||||
params: Dict[str, Any] = {"instId": sym}
|
||||
|
||||
|
||||
if order_id:
|
||||
params["ordId"] = str(order_id)
|
||||
elif client_order_id:
|
||||
@@ -599,12 +599,12 @@ class DeepcoinClient(BaseRestClient):
|
||||
def get_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
|
||||
"""
|
||||
Get order details.
|
||||
|
||||
|
||||
Endpoint: GET /deepcoin/trade/order
|
||||
"""
|
||||
sym = to_deepcoin_symbol(symbol)
|
||||
params: Dict[str, Any] = {"instId": sym}
|
||||
|
||||
|
||||
if order_id:
|
||||
params["ordId"] = str(order_id)
|
||||
elif client_order_id:
|
||||
@@ -620,7 +620,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
def get_open_orders(self, *, symbol: str = "") -> Dict[str, Any]:
|
||||
"""
|
||||
Get open orders.
|
||||
|
||||
|
||||
Endpoint: GET /deepcoin/trade/orders-pending
|
||||
"""
|
||||
params: Dict[str, Any] = {"instType": "SWAP" if self.market_type == "swap" else "SPOT"}
|
||||
@@ -631,7 +631,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
def get_order_history(self, *, symbol: str = "", limit: int = 100) -> Dict[str, Any]:
|
||||
"""
|
||||
Get order history.
|
||||
|
||||
|
||||
Endpoint: GET /deepcoin/trade/orders-history
|
||||
"""
|
||||
params: Dict[str, Any] = {
|
||||
@@ -653,7 +653,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
) -> Dict[str, Any]:
|
||||
"""
|
||||
Poll order status until filled or timeout.
|
||||
|
||||
|
||||
Returns:
|
||||
{
|
||||
"filled": float,
|
||||
@@ -666,7 +666,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"""
|
||||
end_ts = time.time() + float(max_wait_sec or 0.0)
|
||||
last: Dict[str, Any] = {}
|
||||
|
||||
|
||||
while True:
|
||||
try:
|
||||
last = self.get_order(
|
||||
@@ -676,19 +676,19 @@ class DeepcoinClient(BaseRestClient):
|
||||
)
|
||||
except Exception:
|
||||
last = last or {}
|
||||
|
||||
|
||||
status = str(last.get("state") or last.get("status") or last.get("orderStatus") or "")
|
||||
|
||||
|
||||
try:
|
||||
filled = float(last.get("accFillSz") or last.get("fillSz") or last.get("cumExecQty") or 0.0)
|
||||
except Exception:
|
||||
filled = 0.0
|
||||
|
||||
|
||||
try:
|
||||
avg_price = float(last.get("avgPx") or last.get("fillPx") or last.get("avgPrice") or 0.0)
|
||||
except Exception:
|
||||
avg_price = 0.0
|
||||
|
||||
|
||||
# Extract fee
|
||||
fee = 0.0
|
||||
fee_ccy = ""
|
||||
@@ -697,7 +697,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
fee_ccy = str(last.get("feeCcy") or "")
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
|
||||
if filled > 0 and avg_price > 0:
|
||||
return {
|
||||
"filled": filled,
|
||||
@@ -707,7 +707,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"status": status,
|
||||
"order": last,
|
||||
}
|
||||
|
||||
|
||||
if status.lower() in ("filled", "cancelled", "canceled", "rejected"):
|
||||
return {
|
||||
"filled": filled,
|
||||
@@ -717,7 +717,7 @@ class DeepcoinClient(BaseRestClient):
|
||||
"status": status,
|
||||
"order": last,
|
||||
}
|
||||
|
||||
|
||||
if time.time() >= end_ts:
|
||||
return {
|
||||
"filled": filled,
|
||||
@@ -727,5 +727,5 @@ class DeepcoinClient(BaseRestClient):
|
||||
"status": status,
|
||||
"order": last,
|
||||
}
|
||||
|
||||
|
||||
time.sleep(float(poll_interval_sec or 0.5))
|
||||
|
||||
Reference in New Issue
Block a user