creat

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
2025-12-29 03:06:49 +08:00
commit f43312a858
292 changed files with 103739 additions and 0 deletions
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+"""
+Translate a strategy signal into a direct-exchange order call.
+"""
+
+from __future__ import annotations
+
+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.bitget import BitgetMixClient
+from app.services.live_trading.bitget_spot import BitgetSpotClient
+
+
+def _signal_to_sides(signal_type: str) -> Tuple[str, str, bool]:
+    """
+    Returns (side, pos_side, reduce_only)
+    - side: buy/sell
+    - pos_side: long/short (for OKX)
+    """
+    sig = (signal_type or "").strip().lower()
+    if sig in ("open_long", "add_long"):
+        return "buy", "long", False
+    if sig in ("open_short", "add_short"):
+        return "sell", "short", False
+    if sig in ("close_long", "reduce_long"):
+        return "sell", "long", True
+    if sig in ("close_short", "reduce_short"):
+        return "buy", "short", True
+    raise LiveTradingError(f"Unsupported signal_type: {signal_type}")
+
+
+def place_order_from_signal(
+    client: BaseRestClient,
+    *,
+    signal_type: str,
+    symbol: str,
+    amount: float,
+    market_type: str = "swap",
+    exchange_config: Optional[Dict[str, Any]] = None,
+    client_order_id: Optional[str] = None,
+) -> LiveOrderResult:
+    if amount is None:
+        amount = 0.0
+    qty = float(amount or 0.0)
+    if qty <= 0:
+        raise LiveTradingError("Invalid amount")
+
+    side, pos_side, reduce_only = _signal_to_sides(signal_type)
+
+    cfg = exchange_config if isinstance(exchange_config, dict) else {}
+    mt = (market_type or cfg.get("market_type") or "swap").strip().lower()
+    if mt in ("futures", "future", "perp", "perpetual"):
+        mt = "swap"
+
+    # 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")
+
+    if isinstance(client, BinanceFuturesClient):
+        return client.place_market_order(
+            symbol=symbol,
+            side="BUY" if side == "buy" else "SELL",
+            quantity=qty,
+            reduce_only=reduce_only,
+            position_side=pos_side,
+            client_order_id=client_order_id,
+        )
+    if isinstance(client, OkxClient):
+        td_mode = (cfg.get("margin_mode") or cfg.get("td_mode") or "cross")
+        return client.place_market_order(
+            symbol=symbol,
+            side=side,
+            pos_side=pos_side,
+            size=qty,
+            td_mode=str(td_mode),
+            reduce_only=reduce_only,
+            client_order_id=client_order_id,
+        )
+    if isinstance(client, BitgetMixClient):
+        margin_coin = str(cfg.get("margin_coin") or cfg.get("marginCoin") or "USDT")
+        product_type = str(cfg.get("product_type") or cfg.get("productType") or "USDT-FUTURES")
+        margin_mode = str(cfg.get("margin_mode") or cfg.get("marginMode") or cfg.get("td_mode") or "cross")
+        return client.place_market_order(
+            symbol=symbol,
+            side=side,
+            size=qty,
+            margin_coin=margin_coin,
+            product_type=product_type,
+            margin_mode=margin_mode,
+            reduce_only=reduce_only,
+            client_order_id=client_order_id,
+        )
+    if isinstance(client, BinanceSpotClient):
+        return client.place_market_order(
+            symbol=symbol,
+            side="BUY" if side == "buy" else "SELL",
+            quantity=qty,
+            client_order_id=client_order_id,
+        )
+    if isinstance(client, BitgetSpotClient):
+        # For spot market BUY, Bitget may expect quote size; we pass base size here and let caller override if needed.
+        return client.place_market_order(
+            symbol=symbol,
+            side=side,
+            size=qty,
+            client_order_id=client_order_id,
+        )
+
+    raise LiveTradingError(f"Unsupported client type: {type(client)}")
+
+