TIANHE
107 lines
5.6 KiB
Python
107 lines
5.6 KiB
Python
"""
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Factory for direct exchange clients.
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"""
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from __future__ import annotations
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from typing import Any, Dict
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from app.services.live_trading.base import BaseRestClient, LiveTradingError
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from app.services.live_trading.binance import BinanceFuturesClient
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from app.services.live_trading.binance_spot import BinanceSpotClient
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from app.services.live_trading.okx import OkxClient
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from app.services.live_trading.bitget import BitgetMixClient
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from app.services.live_trading.bitget_spot import BitgetSpotClient
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from app.services.live_trading.bybit import BybitClient
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from app.services.live_trading.coinbase_exchange import CoinbaseExchangeClient
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from app.services.live_trading.kraken import KrakenClient
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from app.services.live_trading.kraken_futures import KrakenFuturesClient
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from app.services.live_trading.kucoin import KucoinSpotClient, KucoinFuturesClient
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from app.services.live_trading.gate import GateSpotClient, GateUsdtFuturesClient
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from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativesClient
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def _get(cfg: Dict[str, Any], *keys: str) -> str:
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for k in keys:
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v = cfg.get(k)
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if v is None:
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continue
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s = str(v).strip()
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if s:
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return s
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return ""
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def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap") -> BaseRestClient:
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if not isinstance(exchange_config, dict):
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raise LiveTradingError("Invalid exchange_config")
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exchange_id = _get(exchange_config, "exchange_id", "exchangeId").lower()
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api_key = _get(exchange_config, "api_key", "apiKey")
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secret_key = _get(exchange_config, "secret_key", "secret")
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passphrase = _get(exchange_config, "passphrase", "password")
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mt = (market_type or exchange_config.get("market_type") or exchange_config.get("defaultType") or "swap").strip().lower()
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if mt in ("futures", "future", "perp", "perpetual"):
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mt = "swap"
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if exchange_id == "binance":
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if mt == "spot":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.binance.com"
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return BinanceSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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# Default to USDT-M futures
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://fapi.binance.com"
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return BinanceFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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if exchange_id == "okx":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://www.okx.com"
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return OkxClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url)
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if exchange_id == "bitget":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.bitget.com"
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if mt == "spot":
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channel_api_code = _get(exchange_config, "channel_api_code", "channelApiCode") or "bntva"
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return BitgetSpotClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url, channel_api_code=channel_api_code)
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return BitgetMixClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url)
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if exchange_id == "bybit":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.bybit.com"
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category = "spot" if mt == "spot" else "linear"
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recv_window_ms = int(exchange_config.get("recv_window_ms") or exchange_config.get("recvWindow") or 5000)
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return BybitClient(api_key=api_key, secret_key=secret_key, base_url=base_url, category=category, recv_window_ms=recv_window_ms)
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if exchange_id in ("coinbaseexchange", "coinbase_exchange"):
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.exchange.coinbase.com"
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if mt != "spot":
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raise LiveTradingError("CoinbaseExchange only supports spot market_type in this project")
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return CoinbaseExchangeClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url)
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if exchange_id == "kraken":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.kraken.com"
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if mt == "spot":
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return KrakenClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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# Futures/perp
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fut_url = _get(exchange_config, "futures_base_url", "futuresBaseUrl") or "https://futures.kraken.com"
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return KrakenFuturesClient(api_key=api_key, secret_key=secret_key, base_url=fut_url)
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if exchange_id == "kucoin":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.kucoin.com"
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if mt == "spot":
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return KucoinSpotClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=base_url)
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fut_url = _get(exchange_config, "futures_base_url", "futuresBaseUrl") or "https://api-futures.kucoin.com"
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return KucoinFuturesClient(api_key=api_key, secret_key=secret_key, passphrase=passphrase, base_url=fut_url)
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if exchange_id == "gate":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.gateio.ws"
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if mt == "spot":
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return GateSpotClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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# Default to USDT futures for swap
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return GateUsdtFuturesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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if exchange_id == "bitfinex":
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base_url = _get(exchange_config, "base_url", "baseUrl") or "https://api.bitfinex.com"
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if mt == "spot":
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return BitfinexClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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return BitfinexDerivativesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
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raise LiveTradingError(f"Unsupported exchange_id: {exchange_id}")
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