Files
DinQuant/backend_api_python/app/services/live_trading/base.py
T
Dinger 8563e4ea53 v3.0.1
Signed-off-by: Dinger <quantdinger@gmail.com>
2026-04-07 22:47:07 +08:00

154 lines
5.1 KiB
Python

"""
Base REST client helpers for direct exchange connections.
Notes:
- Keep this minimal and dependency-light (requests only).
- All secrets must be excluded from logs.
"""
from __future__ import annotations
import json
import logging
import os
import time
from dataclasses import dataclass
from typing import Any, Dict, Optional, Tuple, Union
import requests
logger = logging.getLogger(__name__)
# Cached SSL verify setting for all live-trading REST calls (requests + SOCKS proxy).
_requests_verify_value: Optional[Union[bool, str]] = None
_ssl_verify_disabled_logged = False
# OS CA bundles (Docker / slim images: install ``ca-certificates``; corporate roots often added here too).
_SYSTEM_CA_BUNDLE_CANDIDATES: Tuple[str, ...] = (
"/etc/ssl/certs/ca-certificates.crt", # Debian/Ubuntu
"/etc/ssl/cert.pem", # Alpine, some slim images
"/etc/pki/tls/certs/ca-bundle.crt", # RHEL/Fedora
)
def _get_requests_verify() -> Union[bool, str]:
"""
Resolve ``verify`` for ``requests`` when calling exchanges through proxies (e.g. PROXY_URL=socks5h://...).
- LIVE_TRADING_SSL_VERIFY=0|false|no|off: disable verification (insecure; mitm risk).
- LIVE_TRADING_CA_BUNDLE / REQUESTS_CA_BUNDLE / SSL_CERT_FILE / CURL_CA_BUNDLE: path to a PEM CA bundle
(needed for corporate TLS inspection or custom roots).
- Else a non-empty OS CA file if present (helps Gate/HTX/hbdm etc. in minimal images).
- Otherwise certifi's bundle when available.
"""
global _requests_verify_value, _ssl_verify_disabled_logged
if _requests_verify_value is not None:
return _requests_verify_value
flag = (os.environ.get("LIVE_TRADING_SSL_VERIFY") or "").strip().lower()
if flag in ("0", "false", "no", "off"):
if not _ssl_verify_disabled_logged:
logger.warning(
"LIVE_TRADING_SSL_VERIFY is disabled: HTTPS certificate verification is OFF for live trading "
"requests (MITM risk). Fix CA trust or set LIVE_TRADING_CA_BUNDLE instead for production."
)
_ssl_verify_disabled_logged = True
_requests_verify_value = False
return _requests_verify_value
for key in ("LIVE_TRADING_CA_BUNDLE", "REQUESTS_CA_BUNDLE", "SSL_CERT_FILE", "CURL_CA_BUNDLE"):
path = (os.environ.get(key) or "").strip()
if path and os.path.isfile(path):
_requests_verify_value = path
return _requests_verify_value
for path in _SYSTEM_CA_BUNDLE_CANDIDATES:
try:
if path and os.path.isfile(path) and os.path.getsize(path) >= 256:
_requests_verify_value = path
return _requests_verify_value
except OSError:
continue
try:
import certifi
_requests_verify_value = certifi.where()
except ImportError:
_requests_verify_value = True
return _requests_verify_value
@dataclass
class LiveOrderResult:
exchange_id: str
exchange_order_id: str
filled: float
avg_price: float
raw: Dict[str, Any]
class LiveTradingError(Exception):
pass
class BaseRestClient:
def __init__(self, base_url: str, timeout_sec: float = 15.0):
self.base_url = (base_url or "").rstrip("/")
self.timeout_sec = float(timeout_sec)
def _url(self, path: str) -> str:
p = str(path or "")
if not p.startswith("/"):
p = "/" + p
return f"{self.base_url}{p}"
def _request(
self,
method: str,
path: str,
*,
params: Optional[Dict[str, Any]] = None,
json_body: Optional[Dict[str, Any]] = None,
headers: Optional[Dict[str, str]] = None,
data: Optional[Any] = None,
) -> Tuple[int, Dict[str, Any], str]:
url = self._url(path)
try:
resp = requests.request(
method=str(method or "GET").upper(),
url=url,
params=params or None,
json=json_body if json_body is not None else None,
data=data,
headers=headers or None,
timeout=self.timeout_sec,
verify=_get_requests_verify(),
)
except requests.exceptions.SSLError as e:
logger.warning(
"Exchange HTTPS TLS verify failed (%s). Same setting applies to all REST exchanges (Gate, HTX/hbdm, etc.). "
"Behind PROXY_URL/SOCKS or TLS inspection: set LIVE_TRADING_CA_BUNDLE to a PEM bundle (or REQUESTS_CA_BUNDLE), "
"ensure ca-certificates in the image, or dev-only LIVE_TRADING_SSL_VERIFY=false. %s",
url,
e,
)
raise
text = resp.text or ""
parsed: Dict[str, Any] = {}
try:
parsed = resp.json() if text else {}
except Exception:
parsed = {"raw_text": text[:2000]}
return int(resp.status_code), parsed, text
@staticmethod
def _now_ms() -> int:
return int(time.time() * 1000)
@staticmethod
def _json_dumps(obj: Any) -> str:
return json.dumps(obj, ensure_ascii=False, separators=(",", ":"))