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v2.2.1

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Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
This commit is contained in:
TIANHE
2026-02-27 22:28:01 +08:00
parent a90f336b93
commit d92d4c53dc
91 changed files with 1773 additions and 39 deletions
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backend_api_python/app/services/live_trading/execution.py
+24 -1
View File
@@ -2,7 +2,7 @@
Translate a strategy signal into a direct-exchange order call.
Supports:
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
- Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex, Deepcoin
- Traditional brokers: Interactive Brokers (IBKR) for US stocks
- Forex brokers: MetaTrader 5 (MT5)
"""
@@ -26,6 +26,9 @@ 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
# Lazy import Deepcoin
DeepcoinClient = None
# Lazy import IBKR
IBKRClient = None
@@ -94,6 +97,7 @@ def place_order_from_signal(
side=side,
pos_side=pos_side,
size=qty,
market_type=mt,
td_mode=str(td_mode),
reduce_only=reduce_only,
client_order_id=client_order_id,
@@ -155,6 +159,25 @@ def place_order_from_signal(
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)
# 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
if DeepcoinClient is not None and isinstance(client, DeepcoinClient):
return client.place_market_order(
symbol=symbol,
side=side,
qty=qty,
reduce_only=reduce_only,
pos_side=pos_side,
client_order_id=client_order_id,
)
# Check for IBKR client (lazy import to avoid circular dependency)
global IBKRClient
if IBKRClient is None:
backend_api_python/app/services/live_trading/okx.py
+91 -10
View File
@@ -294,21 +294,79 @@ class OkxClient(BaseRestClient):
if params:
# OKX expects the query string in the signed request path. Keep key order stable.
# Convert all values to string to avoid "True"/"False" surprises.
norm = {str(k): "" if v is None else str(v) for k, v in dict(params).items()}
qs = urlencode(sorted(norm.items()), doseq=True)
# Filter out empty strings and None values (OKX doesn't like empty params)
norm = {str(k): str(v) for k, v in dict(params).items() if v is not None and str(v).strip() != ""}
if norm:
# Sort by key to ensure consistent ordering (OKX requirement)
qs = urlencode(sorted(norm.items()), doseq=True)
signed_path = f"{path}?{qs}" if qs else path
sign = self._sign(ts, method, signed_path, body_str)
# For GET requests with query params, we need to ensure the actual request URL matches the signed path
# OKX requires exact match between signed path and actual request path
if method.upper() == "GET" and qs:
# Append query string directly to path to match signature exactly
# Don't use params parameter to avoid double encoding
request_path = f"{path}?{qs}"
request_params = None
else:
request_path = path
request_params = params
code, data, text = self._request(
method,
path,
params=params,
request_path,
params=request_params,
data=body_str if body_str else None,
headers=self._headers(ts, sign),
)
if code >= 400:
raise LiveTradingError(f"OKX HTTP {code}: {text[:500]}")
# Provide more helpful error messages for common permission issues
error_msg = text[:500] if text else f"HTTP {code}"
if code == 401:
error_code = ""
if isinstance(data, dict):
error_code = str(data.get("code") or "")
if error_code == "50120" or "permission" in error_msg.lower():
raise LiveTradingError(
f"OKX API permission error (HTTP {code}, code {error_code}): {error_msg}\n"
f"Solution: Please enable 'Trade' permission for your API key in OKX account.\n"
f"Path: OKX website -> API Management -> Edit API Key -> Enable 'Trade' permission"
)
raise LiveTradingError(f"OKX HTTP {code}: {error_msg}")
if isinstance(data, dict) and str(data.get("code") or "") not in ("0", ""):
error_code = str(data.get("code") or "")
error_msg = str(data.get("msg") or data)
# Check for specific error codes in data array
data_array = data.get("data", [])
if isinstance(data_array, list) and data_array:
first_item = data_array[0] if isinstance(data_array[0], dict) else {}
s_code = str(first_item.get("sCode") or "")
s_msg = str(first_item.get("sMsg") or "")
# Error code 51008: Insufficient margin
if s_code == "51008" or "insufficient" in s_msg.lower() or "margin" in s_msg.lower():
raise LiveTradingError(
f"OKX insufficient margin error (code {s_code}): {s_msg}\n"
f"Solution: Please ensure you have sufficient USDT margin in your account to place this order."
)
# Error code 50120: Permission error
if s_code == "50120" or error_code == "50120" or "permission" in str(error_msg).lower():
raise LiveTradingError(
f"OKX API permission error (code {s_code or error_code}): {s_msg or error_msg}\n"
f"Solution: Please enable 'Trade' permission for your API key in OKX account.\n"
f"Path: OKX website -> API Management -> Edit API Key -> Enable 'Trade' permission"
)
# Fallback for permission errors
if error_code == "50120" or "permission" in str(error_msg).lower():
raise LiveTradingError(
f"OKX API permission error (code {error_code}): {error_msg}\n"
f"Solution: Please enable 'Trade' permission for your API key in OKX account.\n"
f"Path: OKX website -> API Management -> Edit API Key -> Enable 'Trade' permission"
)
raise LiveTradingError(f"OKX error: {data}")
return data if isinstance(data, dict) else {"raw": data}
@@ -316,21 +374,44 @@ class OkxClient(BaseRestClient):
code, data, _ = self._request("GET", "/api/v5/public/time")
return code == 200 and isinstance(data, dict)
def get_ticker(self, *, inst_id: str) -> Dict[str, Any]:
"""
Get ticker price for an instrument.
Endpoint: GET /api/v5/market/ticker?instId=...
"""
if not inst_id:
return {}
raw = self._public_request("GET", "/api/v5/market/ticker", params={"instId": inst_id})
data = (raw.get("data") or []) if isinstance(raw, dict) else []
first: Dict[str, Any] = data[0] if isinstance(data, list) and data else {}
return first if isinstance(first, dict) else {}
def get_balance(self) -> Dict[str, Any]:
"""
Private endpoint to validate credentials (best-effort).
"""
return self._signed_request("GET", "/api/v5/account/balance")
def get_positions(self, *, inst_id: str = "") -> Dict[str, Any]:
def get_positions(self, *, inst_id: str = "", inst_type: str = "SWAP") -> Dict[str, Any]:
"""
Get swap positions (best-effort).
Get positions (best-effort).
Args:
inst_id: Instrument ID (optional, for filtering)
inst_type: Instrument type - "SPOT" or "SWAP" (default: "SWAP")
Endpoint: GET /api/v5/account/positions
"""
params: Dict[str, Any] = {"instType": "SWAP"}
if inst_id:
params["instId"] = str(inst_id)
# Validate inst_type
it = str(inst_type or "SWAP").strip().upper()
if it not in ("SPOT", "SWAP", "FUTURES", "OPTION"):
it = "SWAP"
params: Dict[str, Any] = {"instType": it}
# Only add instId if it's not empty
if inst_id and str(inst_id).strip():
params["instId"] = str(inst_id).strip()
return self._signed_request("GET", "/api/v5/account/positions", params=params)
def set_leverage(self, *, inst_id: str, lever: float, mgn_mode: str = "cross", pos_side: str = "") -> bool: