gavindiaz/DinQuant
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Refactor code for improved readability and consistency

Browse Source 
- 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 19023 additions and 17770 deletions
Download Patch File Download Diff File Expand all files Collapse all files
backend_api_python/app/services/live_trading/kraken_futures.py
+51 -10
View File
@@ -29,7 +29,9 @@ from app.services.live_trading.symbols import to_kraken_futures_symbol
class KrakenFuturesClient(BaseRestClient):
def __init__(self, *, api_key: str, secret_key: str, base_url: str = "https://futures.kraken.com", timeout_sec: float = 15.0):
def __init__(
self, *, api_key: str, secret_key: str, base_url: str = "https://futures.kraken.com", timeout_sec: float = 15.0
):
super().__init__(base_url=base_url, timeout_sec=timeout_sec)
self.api_key = (api_key or "").strip()
self.secret_key = (secret_key or "").strip()
@@ -41,7 +43,12 @@ class KrakenFuturesClient(BaseRestClient):
return base64.b64encode(mac).decode("utf-8")
def _headers(self, nonce: str, authent: str) -> Dict[str, str]:
return {"APIKey": self.api_key, "Nonce": nonce, "Authent": authent, "Content-Type": "application/x-www-form-urlencoded"}
return {
"APIKey": self.api_key,
"Nonce": nonce,
"Authent": authent,
"Content-Type": "application/x-www-form-urlencoded",
}
def _signed_request(self, method: str, path: str, *, data: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
m = str(method or "POST").upper()
@@ -52,7 +59,14 @@ class KrakenFuturesClient(BaseRestClient):
# Sign with endpoint path (not including domain)
prehash = f"{nonce}{postdata}{path}"
authent = self._b64_hmac_sha256(prehash)
code, resp, text = self._request(m, path, params=None, json_body=None, data=postdata if postdata else None, headers=self._headers(nonce, authent))
code, resp, text = self._request(
m,
path,
params=None,
json_body=None,
data=postdata if postdata else None,
headers=self._headers(nonce, authent),
)
if code >= 400:
raise LiveTradingError(f"KrakenFutures HTTP {code}: {text[:500]}")
if isinstance(resp, dict):
@@ -109,7 +123,11 @@ class KrakenFuturesClient(BaseRestClient):
if client_order_id:
body["cliOrdId"] = str(client_order_id)[:32]
raw = self._signed_request("POST", "/derivatives/api/v3/sendorder", data=body)
oid = str((raw.get("sendStatus") or {}).get("order_id") or (raw.get("order_id") or "")) if isinstance(raw, dict) else ""
oid = (
str((raw.get("sendStatus") or {}).get("order_id") or (raw.get("order_id") or ""))
if isinstance(raw, dict)
else ""
)
return LiveOrderResult(exchange_id="kraken", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw)
def place_limit_order(
@@ -145,7 +163,11 @@ class KrakenFuturesClient(BaseRestClient):
if client_order_id:
body["cliOrdId"] = str(client_order_id)[:32]
raw = self._signed_request("POST", "/derivatives/api/v3/sendorder", data=body)
oid = str((raw.get("sendStatus") or {}).get("order_id") or (raw.get("order_id") or "")) if isinstance(raw, dict) else ""
oid = (
str((raw.get("sendStatus") or {}).get("order_id") or (raw.get("order_id") or ""))
if isinstance(raw, dict)
else ""
)
return LiveOrderResult(exchange_id="kraken", exchange_order_id=oid, filled=0.0, avg_price=0.0, raw=raw)
def cancel_order(self, *, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
@@ -205,11 +227,30 @@ class KrakenFuturesClient(BaseRestClient):
if fee > 0:
fee_ccy = "USD"
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 ("filled", "cancelled", "canceled", "rejected"):
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))