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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
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backend_api_python/app/services/live_trading/execution.py
+41 -28
View File
@@ -14,17 +14,16 @@ from typing import Any, Dict, Optional, Tuple
from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
from app.services.live_trading.binance import BinanceFuturesClient
from app.services.live_trading.binance_spot import BinanceSpotClient
from app.services.live_trading.okx import OkxClient
from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
from app.services.live_trading.bitget import BitgetMixClient
from app.services.live_trading.bitget_spot import BitgetSpotClient
from app.services.live_trading.bybit import BybitClient
from app.services.live_trading.coinbase_exchange import CoinbaseExchangeClient
from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
from app.services.live_trading.kraken import KrakenClient
from app.services.live_trading.kraken_futures import KrakenFuturesClient
from app.services.live_trading.kucoin import KucoinSpotClient
from app.services.live_trading.kucoin import KucoinFuturesClient
from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
from app.services.live_trading.kucoin import KucoinFuturesClient, KucoinSpotClient
from app.services.live_trading.okx import OkxClient
# Lazy import Deepcoin
DeepcoinClient = None
@@ -42,43 +41,43 @@ MT5Client = None
def _normalize_symbol_for_order(symbol: str, market_type: str = "swap") -> str:
"""
Standardize symbol formats to ensure symbols comply with exchange requirements.
Handles various input formats:
- BTC/USDT -> BTC/USDT
- BTCUSDT -> BTC/USDT
- BTC/USDT:USDT -> BTC/USDT
- PI, TRX -> PI/USDT, TRX/USDT (/USDT is added by default)
Args:
symbol: original symbol
market_type: market type (spot/swap)
Returns:
normalized symbols
"""
if not symbol:
return symbol
sym = symbol.strip()
# Remove swap/futures suffix
if ':' in sym:
sym = sym.split(':', 1)[0]
if ":" in sym:
sym = sym.split(":", 1)[0]
sym = sym.upper()
# If there is already a separator, return it directly (assuming the format is correct)
if '/' in sym:
if "/" in sym:
return sym
# Try to identify from common quote currencies
common_quotes = ['USDT', 'USD', 'BTC', 'ETH', 'BUSD', 'USDC']
common_quotes = ["USDT", "USD", "BTC", "ETH", "BUSD", "USDC"]
for quote in common_quotes:
if sym.endswith(quote) and len(sym) > len(quote):
base = sym[:-len(quote)]
base = sym[: -len(quote)]
if base:
return f"{base}/{quote}"
# If not recognized, USDT will be used by default.
return f"{sym}/USDT"
@@ -113,7 +112,9 @@ def _quote_amount_from_base_qty(client: BaseRestClient, *, symbol: str, base_qty
if not isinstance(ticker, dict):
return float(base_qty or 0.0)
try:
price = float(ticker.get("last") or ticker.get("lastPr") or ticker.get("lastPrice") or ticker.get("price") or 0.0)
price = float(
ticker.get("last") or ticker.get("lastPr") or ticker.get("lastPrice") or ticker.get("price") or 0.0
)
except Exception:
price = 0.0
if price <= 0:
@@ -147,7 +148,7 @@ def place_order_from_signal(
# Spot does not support short signals in this system.
if mt == "spot" and ("short" in (signal_type or "").lower()):
raise LiveTradingError("spot market does not support short signals")
# Standardized symbol format (unified processing of bare symbols such as PI, TRX, etc.)
symbol = _normalize_symbol_for_order(symbol, market_type=mt)
@@ -161,7 +162,7 @@ def place_order_from_signal(
client_order_id=client_order_id,
)
if isinstance(client, OkxClient):
td_mode = (cfg.get("margin_mode") or cfg.get("td_mode") or "cross")
td_mode = cfg.get("margin_mode") or cfg.get("td_mode") or "cross"
return client.place_market_order(
symbol=symbol,
side=side,
@@ -222,28 +223,37 @@ def place_order_from_signal(
if side == "buy":
kucoin_size = _quote_amount_from_base_qty(client, symbol=symbol, base_qty=qty)
quote_size = kucoin_size > 0 and kucoin_size != qty
return client.place_market_order(symbol=symbol, side=side, size=kucoin_size, client_order_id=client_order_id, quote_size=quote_size)
return client.place_market_order(
symbol=symbol, side=side, size=kucoin_size, client_order_id=client_order_id, quote_size=quote_size
)
if isinstance(client, KucoinFuturesClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id)
return client.place_market_order(
symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id
)
if isinstance(client, GateSpotClient):
gate_size = qty
if side == "buy":
gate_size = _quote_amount_from_base_qty(client, symbol=symbol, base_qty=qty)
return client.place_market_order(symbol=symbol, side=side, size=gate_size, client_order_id=client_order_id)
if isinstance(client, GateUsdtFuturesClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id)
return client.place_market_order(
symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id
)
if isinstance(client, BitfinexClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, client_order_id=client_order_id)
if isinstance(client, BitfinexDerivativesClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, client_order_id=client_order_id)
if isinstance(client, KrakenFuturesClient):
return client.place_market_order(symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id)
return client.place_market_order(
symbol=symbol, side=side, size=qty, reduce_only=reduce_only, client_order_id=client_order_id
)
# Check for Deepcoin client (lazy import to avoid circular dependency)
global DeepcoinClient
if DeepcoinClient is None:
try:
from app.services.live_trading.deepcoin import DeepcoinClient as _DeepcoinClient
DeepcoinClient = _DeepcoinClient
except ImportError:
pass
@@ -262,6 +272,7 @@ def place_order_from_signal(
if HtxClient is None:
try:
from app.services.live_trading.htx import HtxClient as _HtxClient
HtxClient = _HtxClient
except ImportError:
pass
@@ -281,6 +292,7 @@ def place_order_from_signal(
if IBKRClient is None:
try:
from app.services.ibkr_trading import IBKRClient as _IBKRClient
IBKRClient = _IBKRClient
except ImportError:
pass
@@ -299,6 +311,7 @@ def place_order_from_signal(
if MT5Client is None:
try:
from app.services.mt5_trading import MT5Client as _MT5Client
MT5Client = _MT5Client
except ImportError:
pass
@@ -404,8 +417,9 @@ def _place_mt5_order(
# Normalize symbol before placing order (MT5 requires specific format)
from app.services.mt5_trading.symbols import normalize_symbol
normalized_symbol = normalize_symbol(symbol)
# Place market order
result = client.place_market_order(
symbol=normalized_symbol,
@@ -427,4 +441,3 @@ def _place_mt5_order(
"raw": result.raw,
},
)