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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/gate.py
+131 -30
View File
@@ -17,8 +17,8 @@ import hashlib
import hmac
import logging
import time
from decimal import Decimal, ROUND_DOWN, ROUND_UP
from typing import Any, Dict, Optional, Tuple, Union
from decimal import ROUND_DOWN, Decimal
from typing import Any, Dict, Optional, Tuple
from urllib.parse import urlencode
from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
@@ -53,7 +53,15 @@ def _gate_ticker_response_to_normalized(raw: Any) -> Dict[str, Any]:
class _GateBase(BaseRestClient):
def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.gateio.ws", timeout_sec: float = 15.0, channel_id: str = ""):
def __init__(
self,
*,
api_key: str,
secret_key: str,
base_url: str = "https://api.gateio.ws",
timeout_sec: float = 15.0,
channel_id: str = "",
):
super().__init__(base_url=base_url, timeout_sec=timeout_sec)
self.api_key = (api_key or "").strip()
self.secret_key = (secret_key or "").strip()
@@ -137,7 +145,9 @@ class GateSpotClient(_GateBase):
def get_accounts(self) -> Any:
return self._signed_request("GET", "/api/v4/spot/accounts")
def place_limit_order(self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
def place_limit_order(
self, *, symbol: str, side: str, size: float, price: float, client_order_id: Optional[str] = None
) -> LiveOrderResult:
sd = (side or "").strip().lower()
if sd not in ("buy", "sell"):
raise LiveTradingError(f"Invalid side: {side}")
@@ -158,9 +168,17 @@ class GateSpotClient(_GateBase):
body["text"] = text
raw = self._signed_request("POST", "/api/v4/spot/orders", json_body=body)
oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})
return LiveOrderResult(
exchange_id="gate",
exchange_order_id=oid,
filled=0.0,
avg_price=0.0,
raw=raw if isinstance(raw, dict) else {"raw": raw},
)
def place_market_order(self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None) -> LiveOrderResult:
def place_market_order(
self, *, symbol: str, side: str, size: float, client_order_id: Optional[str] = None
) -> LiveOrderResult:
sd = (side or "").strip().lower()
if sd not in ("buy", "sell"):
raise LiveTradingError(f"Invalid side: {side}")
@@ -178,7 +196,13 @@ class GateSpotClient(_GateBase):
body["text"] = text
raw = self._signed_request("POST", "/api/v4/spot/orders", json_body=body)
oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})
return LiveOrderResult(
exchange_id="gate",
exchange_order_id=oid,
filled=0.0,
avg_price=0.0,
raw=raw if isinstance(raw, dict) else {"raw": raw},
)
def cancel_order(self, *, order_id: str) -> Any:
if not order_id:
@@ -190,7 +214,9 @@ class GateSpotClient(_GateBase):
raise LiveTradingError("Gate spot get_order requires order_id")
return self._signed_request("GET", f"/api/v4/spot/orders/{str(order_id)}")
def wait_for_fill(self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]:
def wait_for_fill(
self, *, order_id: str, max_wait_sec: float = 10.0, poll_interval_sec: float = 0.5
) -> Dict[str, Any]:
end_ts = time.time() + float(max_wait_sec or 0.0)
last: Dict[str, Any] = {}
while True:
@@ -221,17 +247,48 @@ class GateSpotClient(_GateBase):
fee = 0.0
fee_ccy = str(last.get("fee_currency") or "").strip()
if filled > 0 and avg_price > 0:
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
if status.lower() in ("closed", "cancelled", "canceled"):
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
if time.time() >= end_ts:
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
time.sleep(float(poll_interval_sec or 0.5))
class GateUsdtFuturesClient(_GateBase):
def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://api.gateio.ws", timeout_sec: float = 15.0, channel_id: str = ""):
super().__init__(api_key=api_key, secret_key=secret_key, base_url=base_url, timeout_sec=timeout_sec, channel_id=channel_id)
def __init__(
self,
*,
api_key: str,
secret_key: str,
base_url: str = "https://api.gateio.ws",
timeout_sec: float = 15.0,
channel_id: str = "",
):
super().__init__(
api_key=api_key, secret_key=secret_key, base_url=base_url, timeout_sec=timeout_sec, channel_id=channel_id
)
# Best-effort cache for contract metadata to convert base qty -> contracts.
self._contract_cache: Dict[str, Tuple[float, Dict[str, Any]]] = {}
self._contract_cache_ttl_sec = 300.0
@@ -276,9 +333,12 @@ class GateUsdtFuturesClient(_GateBase):
if obj and (now - float(ts or 0.0)) <= float(self._contract_cache_ttl_sec or 300.0):
return obj
code, data, text = self._request(
"GET", f"/api/v4/futures/usdt/contracts/{c}",
params=None, headers={"X-Gate-Size-Decimal": "1"},
json_body=None, data=None,
"GET",
f"/api/v4/futures/usdt/contracts/{c}",
params=None,
headers={"X-Gate-Size-Decimal": "1"},
json_body=None,
data=None,
)
if code >= 400:
raise LiveTradingError(f"Gate HTTP {code}: {text[:500]}")
@@ -293,7 +353,9 @@ class GateUsdtFuturesClient(_GateBase):
sign, digits, exponent = d.as_tuple()
return max(0, -int(exponent))
def _resolve_order_size(self, *, contract: str, side: str, base_size: float) -> Tuple[str, Optional[Dict[str, str]]]:
def _resolve_order_size(
self, *, contract: str, side: str, base_size: float
) -> Tuple[str, Optional[Dict[str, str]]]:
"""
Convert base-asset qty to a signed Gate ``size`` string and determine whether to use
the ``X-Gate-Size-Decimal`` header.
@@ -337,8 +399,7 @@ class GateUsdtFuturesClient(_GateBase):
s = format(signed_q, "f")
if "." in s:
s = s.rstrip("0").rstrip(".")
return (s if s and s not in ("-", "+", "-0", "+0", "0") else "0",
{"X-Gate-Size-Decimal": "1"})
return (s if s and s not in ("-", "+", "-0", "+0", "0") else "0", {"X-Gate-Size-Decimal": "1"})
else:
iv = int(self._floor(contracts))
int_min = max(1, int(order_min))
@@ -388,7 +449,8 @@ class GateUsdtFuturesClient(_GateBase):
def get_positions(self) -> Any:
return self._signed_request(
"GET", "/api/v4/futures/usdt/positions",
"GET",
"/api/v4/futures/usdt/positions",
extra_headers={"X-Gate-Size-Decimal": "1"},
)
@@ -442,8 +504,14 @@ class GateUsdtFuturesClient(_GateBase):
size_str, extra_headers = self._resolve_order_size(contract=contract, side=sd, base_size=base_qty)
if size_str in ("0", "-0", ""):
raise LiveTradingError("Invalid size (resolved contracts == 0)")
logger.info("Gate futures market: contract=%s side=%s base_qty=%s size_str=%s decimal_hdr=%s",
contract, sd, base_qty, size_str, extra_headers is not None)
logger.info(
"Gate futures market: contract=%s side=%s base_qty=%s size_str=%s decimal_hdr=%s",
contract,
sd,
base_qty,
size_str,
extra_headers is not None,
)
body: Dict[str, Any] = {"contract": contract, "size": size_str, "price": "0", "tif": "ioc"}
if reduce_only:
body["reduce_only"] = True
@@ -457,7 +525,13 @@ class GateUsdtFuturesClient(_GateBase):
extra_headers=extra_headers,
)
oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})
return LiveOrderResult(
exchange_id="gate",
exchange_order_id=oid,
filled=0.0,
avg_price=0.0,
raw=raw if isinstance(raw, dict) else {"raw": raw},
)
def place_limit_order(
self,
@@ -495,7 +569,13 @@ class GateUsdtFuturesClient(_GateBase):
extra_headers=extra_headers,
)
oid = str(raw.get("id") or "") if isinstance(raw, dict) else ""
return LiveOrderResult(exchange_id="gate", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw if isinstance(raw, dict) else {"raw": raw})
return LiveOrderResult(
exchange_id="gate",
exchange_order_id=oid,
filled=0.0,
avg_price=0.0,
raw=raw if isinstance(raw, dict) else {"raw": raw},
)
def cancel_order(self, *, order_id: str) -> Any:
if not order_id:
@@ -507,7 +587,9 @@ class GateUsdtFuturesClient(_GateBase):
raise LiveTradingError("Gate futures get_order requires order_id")
return self._signed_request("GET", f"/api/v4/futures/usdt/orders/{str(order_id)}")
def wait_for_fill(self, *, order_id: str, contract: str, max_wait_sec: float = 3.0, poll_interval_sec: float = 0.5) -> Dict[str, Any]:
def wait_for_fill(
self, *, order_id: str, contract: str, max_wait_sec: float = 3.0, poll_interval_sec: float = 0.5
) -> Dict[str, Any]:
end_ts = time.time() + float(max_wait_sec or 0.0)
last: Dict[str, Any] = {}
qm = Decimal("1")
@@ -548,11 +630,30 @@ class GateUsdtFuturesClient(_GateBase):
if fee > 0:
fee_ccy = "USDT"
if filled > 0 and avg_price > 0:
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
if str(status).lower() in ("finished", "cancelled", "canceled"):
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
if time.time() >= end_ts:
return {"filled": filled, "avg_price": avg_price, "fee": fee, "fee_ccy": fee_ccy, "status": status, "order": last}
return {
"filled": filled,
"avg_price": avg_price,
"fee": fee,
"fee_ccy": fee_ccy,
"status": status,
"order": last,
}
time.sleep(float(poll_interval_sec or 0.5))