TIANHE
e5bb37bcbb
- Add strict_precision parameter to _dec_str methods - Modify quantity normalization methods to return (Decimal, precision) tuple - Infer precision from stepSize/lotSz/qtyStep for accurate formatting - Update all order placement methods to use precision information - Fix LOT_SIZE filter errors by strictly limiting decimal places Affected exchanges: - Binance Spot & Futures - OKX - Bybit - Bitget Spot & Futures - Deepcoin This ensures order quantities are formatted with correct precision matching exchange requirements.
561 lines
23 KiB
Python
561 lines
23 KiB
Python
"""
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Binance Spot (direct REST) client.
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"""
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from __future__ import annotations
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import hmac
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import hashlib
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import time
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from decimal import Decimal, ROUND_DOWN
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from typing import Any, Dict, Optional, Tuple
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from urllib.parse import urlencode
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from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
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from app.services.live_trading.symbols import to_binance_futures_symbol
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class BinanceSpotClient(BaseRestClient):
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def __init__(self, *, api_key: str, secret_key: str, base_url: str = None, enable_demo_trading: bool = False, timeout_sec: float = 15.0):
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if not base_url:
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base_url = "https://demo-api.binance.com" if enable_demo_trading else "https://api.binance.com"
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super().__init__(base_url=base_url, timeout_sec=timeout_sec)
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self.api_key = (api_key or "").strip()
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self.secret_key = (secret_key or "").strip()
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if not self.api_key or not self.secret_key:
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raise LiveTradingError("Missing Binance api_key/secret_key")
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# Best-effort cache for public symbol filters used to normalize quantities.
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self._sym_filter_cache: Dict[str, Tuple[float, Dict[str, Any]]] = {}
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self._sym_filter_cache_ttl_sec = 300.0
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@staticmethod
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def _to_dec(x: Any) -> Decimal:
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try:
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return Decimal(str(x))
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except Exception:
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return Decimal("0")
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@staticmethod
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def _dec_str(d: Decimal, max_decimals: int = 18, strict_precision: Optional[int] = None) -> str:
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"""
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Convert Decimal to string with controlled precision.
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Binance requires quantities/prices to match LOT_SIZE/PRICE_FILTER precision.
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This method ensures the output string doesn't exceed the required precision.
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Args:
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d: Decimal value to format
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max_decimals: Maximum decimal places (fallback if strict_precision not provided)
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strict_precision: If provided, strictly limit to this many decimal places (no trailing zero removal)
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"""
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try:
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if d == 0:
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return "0"
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# Normalize to remove unnecessary trailing zeros from internal representation
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normalized = d.normalize()
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# If strict_precision is provided, use it and strictly limit decimal places
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# This ensures we match the stepSize requirement exactly
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if prec < 0:
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prec = 0
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if prec > 18:
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prec = 18
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# Use quantize to ensure exact precision (round down to match stepSize)
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q = Decimal("1").scaleb(-prec)
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quantized = normalized.quantize(q, rounding=ROUND_DOWN)
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# Format with exact precision - this will produce at most 'prec' decimal places
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# Use fixed-point format to ensure we don't exceed precision
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s = format(quantized, f".{prec}f")
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# Remove trailing zeros and decimal point if not needed
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# This is safe because we've already quantized to the correct precision
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Fallback to original logic if strict_precision not provided or failed
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# Convert to string using fixed-point notation
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s = format(normalized, f".{max_decimals}f")
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# Remove trailing zeros and decimal point if not needed
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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# Fallback: try to convert safely
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try:
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f = float(d)
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if f == 0:
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return "0"
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if prec < 0:
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prec = 0
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if prec > 18:
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prec = 18
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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# Format with max_decimals and remove trailing zeros
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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# Last resort: convert to string
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s = str(d)
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# Try to remove scientific notation if present
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if 'e' in s.lower() or 'E' in s:
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try:
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f = float(s)
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if strict_precision is not None:
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try:
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prec = int(strict_precision)
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if 0 <= prec <= 18:
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s = format(f, f".{prec}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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return s if s else "0"
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except Exception:
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pass
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s = format(f, f".{max_decimals}f")
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if '.' in s:
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s = s.rstrip('0').rstrip('.')
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except Exception:
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pass
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return s if s else "0"
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@staticmethod
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def _floor_to_step(value: Decimal, step: Decimal) -> Decimal:
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if step is None:
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return value
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if value <= 0:
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return Decimal("0")
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try:
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st = Decimal(step)
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except Exception:
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st = Decimal("0")
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if st <= 0:
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return value
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try:
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n = (value / st).to_integral_value(rounding=ROUND_DOWN)
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return n * st
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except Exception:
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return Decimal("0")
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def _sign(self, query_string: str) -> str:
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return hmac.new(self.secret_key.encode("utf-8"), query_string.encode("utf-8"), hashlib.sha256).hexdigest()
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def _signed_headers(self) -> Dict[str, str]:
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return {"X-MBX-APIKEY": self.api_key}
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def _signed_request(self, method: str, path: str, *, params: Dict[str, Any]) -> Dict[str, Any]:
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p = dict(params or {})
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p["timestamp"] = int(time.time() * 1000)
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qs = urlencode(p, doseq=True)
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p["signature"] = self._sign(qs)
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code, data, text = self._request(method, path, params=p, headers=self._signed_headers())
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if code >= 400:
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raise LiveTradingError(f"BinanceSpot HTTP {code}: {text[:500]}")
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if isinstance(data, dict) and data.get("code") and int(data.get("code")) < 0:
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raise LiveTradingError(f"BinanceSpot error: {data}")
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return data if isinstance(data, dict) else {"raw": data}
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def ping(self) -> bool:
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"""
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Public connectivity check.
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Endpoint: GET /api/v3/time
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"""
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code, data, _ = self._request("GET", "/api/v3/time")
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return code == 200 and isinstance(data, dict)
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def _public_request(self, method: str, path: str, *, params: Optional[Dict[str, Any]] = None) -> Dict[str, Any]:
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code, data, text = self._request(method, path, params=params, headers=None, json_body=None, data=None)
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if code >= 400:
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raise LiveTradingError(f"BinanceSpot HTTP {code}: {text[:500]}")
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if isinstance(data, dict) and data.get("code") and int(data.get("code")) < 0:
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raise LiveTradingError(f"BinanceSpot error: {data}")
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return data if isinstance(data, dict) else {"raw": data}
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def get_symbol_filters(self, *, symbol: str) -> Dict[str, Any]:
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"""
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Get spot symbol filters from exchangeInfo (best-effort).
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Endpoint: GET /api/v3/exchangeInfo?symbol=...
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"""
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sym = to_binance_futures_symbol(symbol)
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if not sym:
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return {}
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now = time.time()
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cached = self._sym_filter_cache.get(sym)
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if cached:
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ts, obj = cached
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if obj and (now - float(ts or 0.0)) <= float(self._sym_filter_cache_ttl_sec or 300.0):
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return obj
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raw = self._public_request("GET", "/api/v3/exchangeInfo", params={"symbol": sym})
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symbols = raw.get("symbols") if isinstance(raw, dict) else None
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# Defensive: some gateways/proxies may strip query params; Binance may then return full list.
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first: Dict[str, Any] = {}
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if isinstance(symbols, list) and symbols:
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picked = None
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try:
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picked = next((s for s in symbols if isinstance(s, dict) and str(s.get("symbol") or "") == sym), None)
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except Exception:
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picked = None
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first = picked if isinstance(picked, dict) else (symbols[0] if isinstance(symbols[0], dict) else {})
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filters = first.get("filters") if isinstance(first, dict) else None
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fdict: Dict[str, Any] = {}
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if isinstance(filters, list):
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for f in filters:
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if isinstance(f, dict) and f.get("filterType"):
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fdict[str(f.get("filterType"))] = f
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# Also keep precision metadata when available (used to avoid -1111).
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try:
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qty_prec = first.get("baseAssetPrecision") if isinstance(first, dict) else None
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# For spot, price precision is typically quotePrecision/quoteAssetPrecision.
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price_prec = None
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if isinstance(first, dict):
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price_prec = first.get("quotePrecision")
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if price_prec is None:
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price_prec = first.get("quoteAssetPrecision")
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meta = {
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"symbol": str(first.get("symbol") or "") if isinstance(first, dict) else "",
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"quantityPrecision": int(qty_prec) if qty_prec is not None else None,
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"pricePrecision": int(price_prec) if price_prec is not None else None,
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}
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fdict["_meta"] = meta
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except Exception:
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pass
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if fdict:
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self._sym_filter_cache[sym] = (now, fdict)
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return fdict
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@staticmethod
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def _floor_to_precision(value: Decimal, precision: Optional[int]) -> Decimal:
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try:
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if precision is None:
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return value
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p = int(precision)
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except Exception:
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return value
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if p < 0 or p > 18:
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return value
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try:
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q = Decimal("1").scaleb(-p)
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return value.quantize(q, rounding=ROUND_DOWN)
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except Exception:
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return value
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def _normalize_price(self, *, symbol: str, price: float) -> Decimal:
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"""
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Normalize spot limit price using PRICE_FILTER tickSize (best-effort).
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"""
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px = self._to_dec(price)
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if px <= 0:
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return Decimal("0")
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fdict: Dict[str, Any] = {}
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try:
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fdict = self.get_symbol_filters(symbol=symbol) or {}
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except Exception:
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fdict = {}
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filt = fdict.get("PRICE_FILTER") or {}
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tick = self._to_dec((filt or {}).get("tickSize") or "0")
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min_px = self._to_dec((filt or {}).get("minPrice") or "0")
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if tick > 0:
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px = self._floor_to_step(px, tick)
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# Enforce price precision cap (some symbols reject more decimals even if tick looks permissive).
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try:
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meta = fdict.get("_meta") or {}
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px = self._floor_to_precision(px, (meta.get("pricePrecision") if isinstance(meta, dict) else None))
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except Exception:
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pass
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if min_px > 0 and px < min_px:
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return Decimal("0")
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return px
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def _normalize_quantity(self, *, symbol: str, quantity: float, for_market: bool) -> Tuple[Decimal, Optional[int]]:
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"""
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Normalize spot order quantity using LOT_SIZE / MARKET_LOT_SIZE filters (best-effort).
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Returns:
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Tuple of (normalized_quantity, precision) where precision is the number of decimal places required.
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"""
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q = self._to_dec(quantity)
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if q <= 0:
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return (Decimal("0"), None)
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fdict: Dict[str, Any] = {}
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try:
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fdict = self.get_symbol_filters(symbol=symbol) or {}
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except Exception:
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fdict = {}
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key = "MARKET_LOT_SIZE" if for_market else "LOT_SIZE"
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filt = fdict.get(key) or fdict.get("LOT_SIZE") or {}
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step = self._to_dec((filt or {}).get("stepSize") or "0")
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min_qty = self._to_dec((filt or {}).get("minQty") or "0")
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if step > 0:
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q = self._floor_to_step(q, step)
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# Enforce quantity precision cap (Binance may reject quantities with too many decimals: -1111).
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# First try to get precision from metadata
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qty_precision = None
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try:
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meta = fdict.get("_meta") or {}
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if isinstance(meta, dict):
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qty_precision = meta.get("quantityPrecision")
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except Exception:
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pass
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# If precision not available, infer from stepSize
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if qty_precision is None and step > 0:
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try:
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# stepSize like "0.001" means 3 decimal places
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# Use normalize() to remove trailing zeros, then count decimal places
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step_normalized = step.normalize()
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step_str = str(step_normalized)
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if '.' in step_str:
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# Count decimal places after removing trailing zeros
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decimal_part = step_str.split('.')[1]
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qty_precision = len(decimal_part)
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# Ensure precision is at least 0 and at most 18
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if qty_precision < 0:
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qty_precision = 0
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if qty_precision > 18:
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qty_precision = 18
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else:
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# If stepSize is 1 or larger, precision is 0
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qty_precision = 0
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except Exception:
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pass
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# Apply precision limit
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if qty_precision is not None:
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q = self._floor_to_precision(q, qty_precision)
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if min_qty > 0 and q < min_qty:
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return (Decimal("0"), qty_precision)
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return (q, qty_precision)
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def place_limit_order(
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self,
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*,
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symbol: str,
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side: str,
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quantity: float,
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price: float,
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client_order_id: Optional[str] = None,
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) -> LiveOrderResult:
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sym = to_binance_futures_symbol(symbol)
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sd = (side or "").upper()
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if sd not in ("BUY", "SELL"):
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raise LiveTradingError(f"Invalid side: {side}")
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q_req = float(quantity or 0.0)
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px = float(price or 0.0)
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if q_req <= 0 or px <= 0:
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raise LiveTradingError("Invalid quantity/price")
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=False)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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px_dec = self._normalize_price(symbol=symbol, price=px)
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if float(px_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid price (bad tick/minPrice): requested={px}")
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params: Dict[str, Any] = {
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"symbol": sym,
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"side": sd,
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"type": "LIMIT",
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"timeInForce": "GTC",
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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"price": self._dec_str(px_dec),
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}
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if client_order_id:
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params["newClientOrderId"] = str(client_order_id)
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try:
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raw = self._signed_request("POST", "/api/v3/order", params=params)
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except LiveTradingError as e:
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)} "
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f"price_req={px} price_norm={self._dec_str(px_dec)}"
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)
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return LiveOrderResult(
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exchange_id="binance",
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exchange_order_id=str(raw.get("orderId") or raw.get("clientOrderId") or ""),
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filled=float(raw.get("executedQty") or 0.0),
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avg_price=float(raw.get("cummulativeQuoteQty") or 0.0) / float(raw.get("executedQty") or 1.0) if float(raw.get("executedQty") or 0.0) > 0 else 0.0,
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raw=raw,
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)
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def place_market_order(
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self,
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*,
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symbol: str,
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side: str,
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quantity: float,
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client_order_id: Optional[str] = None,
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) -> LiveOrderResult:
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sym = to_binance_futures_symbol(symbol)
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sd = (side or "").upper()
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if sd not in ("BUY", "SELL"):
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raise LiveTradingError(f"Invalid side: {side}")
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q_req = float(quantity or 0.0)
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q_dec, qty_precision = self._normalize_quantity(symbol=symbol, quantity=q_req, for_market=True)
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if float(q_dec or 0) <= 0:
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raise LiveTradingError(f"Invalid quantity (below step/minQty): requested={q_req}")
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params: Dict[str, Any] = {
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"symbol": sym,
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"side": sd,
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"type": "MARKET",
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"quantity": self._dec_str(q_dec, strict_precision=qty_precision),
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}
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if client_order_id:
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params["newClientOrderId"] = str(client_order_id)
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try:
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raw = self._signed_request("POST", "/api/v3/order", params=params)
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except LiveTradingError as e:
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raise LiveTradingError(
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f"{e} | debug: symbol={sym} side={sd} "
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f"qty_req={q_req} qty_norm={self._dec_str(q_dec, strict_precision=qty_precision)}"
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)
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return LiveOrderResult(
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exchange_id="binance",
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exchange_order_id=str(raw.get("orderId") or raw.get("clientOrderId") or ""),
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filled=float(raw.get("executedQty") or 0.0),
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avg_price=float(raw.get("cummulativeQuoteQty") or 0.0) / float(raw.get("executedQty") or 1.0) if float(raw.get("executedQty") or 0.0) > 0 else 0.0,
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raw=raw,
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)
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def get_account(self) -> Dict[str, Any]:
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"""
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Get spot account balances.
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Endpoint: GET /api/v3/account
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"""
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return self._signed_request("GET", "/api/v3/account", params={})
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def get_my_trades(self, *, symbol: str, order_id: str = "", limit: int = 100) -> Any:
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"""
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Fetch spot trade fills.
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Endpoint: GET /api/v3/myTrades
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"""
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sym = to_binance_futures_symbol(symbol)
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if not sym:
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return []
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params: Dict[str, Any] = {"symbol": sym}
|
|
if order_id:
|
|
params["orderId"] = str(order_id)
|
|
try:
|
|
lim = int(limit or 100)
|
|
except Exception:
|
|
lim = 100
|
|
lim = max(1, min(1000, lim))
|
|
params["limit"] = lim
|
|
data = self._signed_request("GET", "/api/v3/myTrades", params=params)
|
|
return data
|
|
|
|
def get_fee_for_order(self, *, symbol: str, order_id: str) -> Tuple[float, str]:
|
|
"""
|
|
Best-effort: sum commissions from fills for a specific spot order.
|
|
|
|
Returns: (total_fee, fee_ccy)
|
|
"""
|
|
try:
|
|
trades = self.get_my_trades(symbol=symbol, order_id=str(order_id or ""), limit=200)
|
|
except Exception:
|
|
trades = []
|
|
if not isinstance(trades, list):
|
|
return 0.0, ""
|
|
total_fee = 0.0
|
|
fee_ccy = ""
|
|
for t in trades:
|
|
if not isinstance(t, dict):
|
|
continue
|
|
try:
|
|
fee = float(t.get("commission") or 0.0)
|
|
except Exception:
|
|
fee = 0.0
|
|
ccy = str(t.get("commissionAsset") or "").strip()
|
|
if fee != 0.0:
|
|
total_fee += abs(float(fee))
|
|
if (not fee_ccy) and ccy:
|
|
fee_ccy = ccy
|
|
return float(total_fee), str(fee_ccy or "")
|
|
|
|
def cancel_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
|
|
sym = to_binance_futures_symbol(symbol)
|
|
params: Dict[str, Any] = {"symbol": sym}
|
|
if order_id:
|
|
params["orderId"] = str(order_id)
|
|
elif client_order_id:
|
|
params["origClientOrderId"] = str(client_order_id)
|
|
else:
|
|
raise LiveTradingError("BinanceSpot cancel_order requires order_id or client_order_id")
|
|
return self._signed_request("DELETE", "/api/v3/order", params=params)
|
|
|
|
def get_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
|
|
sym = to_binance_futures_symbol(symbol)
|
|
params: Dict[str, Any] = {"symbol": sym}
|
|
if order_id:
|
|
params["orderId"] = str(order_id)
|
|
elif client_order_id:
|
|
params["origClientOrderId"] = str(client_order_id)
|
|
else:
|
|
raise LiveTradingError("BinanceSpot get_order requires order_id or client_order_id")
|
|
return self._signed_request("GET", "/api/v3/order", params=params)
|
|
|
|
def wait_for_fill(
|
|
self,
|
|
*,
|
|
symbol: str,
|
|
order_id: str = "",
|
|
client_order_id: str = "",
|
|
max_wait_sec: float = 10.0,
|
|
poll_interval_sec: float = 0.5,
|
|
) -> Dict[str, Any]:
|
|
end_ts = time.time() + float(max_wait_sec or 0.0)
|
|
last: Dict[str, Any] = {}
|
|
while True:
|
|
try:
|
|
last = self.get_order(symbol=symbol, order_id=str(order_id or ""), client_order_id=str(client_order_id or ""))
|
|
except Exception:
|
|
last = last or {}
|
|
|
|
status = str(last.get("status") or "")
|
|
try:
|
|
filled = float(last.get("executedQty") or 0.0)
|
|
except Exception:
|
|
filled = 0.0
|
|
avg_price = 0.0
|
|
try:
|
|
cum_quote = float(last.get("cummulativeQuoteQty") or 0.0)
|
|
if filled > 0 and cum_quote > 0:
|
|
avg_price = cum_quote / filled
|
|
except Exception:
|
|
pass
|
|
|
|
if filled > 0 and avg_price > 0:
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if status in ("FILLED", "CANCELED", "EXPIRED", "REJECTED"):
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
if time.time() >= end_ts:
|
|
return {"filled": filled, "avg_price": avg_price, "status": status, "order": last}
|
|
time.sleep(float(poll_interval_sec or 0.5))
|
|
|
|
|