deribit
This commit is contained in:
Dobromir Popov
@ -22,7 +22,8 @@ import sys
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# Add NN directory to path for exchange interfaces
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sys.path.append(os.path.join(os.path.dirname(__file__), '..', 'NN'))
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from NN.exchanges import MEXCInterface
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from NN.exchanges.exchange_factory import ExchangeFactory
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from NN.exchanges.exchange_interface import ExchangeInterface
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from .config import get_config
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from .config_sync import ConfigSynchronizer
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@ -63,53 +64,68 @@ class TradeRecord:
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hold_time_seconds: float = 0.0 # Hold time in seconds
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class TradingExecutor:
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"""Handles trade execution through MEXC API with risk management"""
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"""Handles trade execution through multiple exchange APIs with risk management"""
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def __init__(self, config_path: str = "config.yaml"):
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"""Initialize the trading executor"""
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self.config = get_config(config_path)
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self.mexc_config = self.config.get('mexc_trading', {})
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self.exchanges_config = self.config.get('exchanges', {})
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self.trading_config = self.config.get('trading', {})
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# Initialize MEXC interface
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api_key = os.getenv('MEXC_API_KEY', self.mexc_config.get('api_key', ''))
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api_secret = os.getenv('MEXC_SECRET_KEY', self.mexc_config.get('api_secret', ''))
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# Initialize exchanges using factory
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self.primary_exchange = ExchangeFactory.get_primary_exchange(self.exchanges_config)
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self.all_exchanges = ExchangeFactory.create_multiple_exchanges(self.exchanges_config)
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# Determine trading mode from unified config
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trading_mode = self.mexc_config.get('trading_mode', 'simulation')
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# Set primary exchange as main interface
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self.exchange = self.primary_exchange
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# Map trading mode to exchange test_mode and execution mode
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if trading_mode == 'simulation':
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exchange_test_mode = True
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if not self.exchange:
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logger.error("Failed to initialize primary exchange")
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self.trading_enabled = False
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self.simulation_mode = True
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elif trading_mode == 'testnet':
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exchange_test_mode = True
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self.simulation_mode = False
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elif trading_mode == 'live':
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exchange_test_mode = False
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self.simulation_mode = False
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else:
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logger.warning(f"Unknown trading_mode '{trading_mode}', defaulting to simulation")
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exchange_test_mode = True
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self.simulation_mode = True
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primary_name = self.exchanges_config.get('primary', 'deribit')
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primary_config = self.exchanges_config.get(primary_name, {})
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# Determine trading and simulation modes
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trading_mode = primary_config.get('trading_mode', 'simulation')
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self.trading_enabled = self.trading_config.get('enabled', True)
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self.simulation_mode = trading_mode == 'simulation'
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logger.info(f"Trading Executor initialized with {primary_name} as primary exchange")
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logger.info(f"Trading mode: {trading_mode}, Simulation: {self.simulation_mode}")
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self.exchange = MEXCInterface(
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api_key=api_key,
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api_secret=api_secret,
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test_mode=exchange_test_mode,
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# Initialize config synchronizer with the primary exchange
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self.config_sync = ConfigSynchronizer(
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config_path=config_path,
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mexc_interface=self.exchange if self.trading_enabled else None
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)
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# Trading state
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self.positions: Dict[str, Position] = {}
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self.trade_history: List[TradeRecord] = []
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# Trading state management
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self.current_position = {} # symbol -> position data
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self.trade_history = []
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self.daily_trades = 0
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self.daily_pnl = 0.0
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self.daily_loss = 0.0
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self.last_trade_time = {}
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self.trading_enabled = self.mexc_config.get('enabled', False)
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self.trading_mode = trading_mode
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self.consecutive_losses = 0 # Track consecutive losing trades
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logger.debug(f"TRADING EXECUTOR: Initial trading_enabled state from config: {self.trading_enabled}")
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# Store trading mode for compatibility
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primary_name = self.exchanges_config.get('primary', 'deribit')
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primary_config = self.exchanges_config.get(primary_name, {})
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self.trading_mode = primary_config.get('trading_mode', 'simulation')
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# Initialize session stats
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self.session_start_time = datetime.now()
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self.session_trades = 0
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self.session_pnl = 0.0
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# Position tracking
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self.positions = {} # symbol -> Position object
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self.trade_records = [] # List of TradeRecord objects
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logger.info(f"TradingExecutor initialized - Trading: {self.trading_enabled}, Mode: {self.trading_mode}")
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# Legacy compatibility (deprecated)
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self.dry_run = self.simulation_mode
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@ -155,24 +171,34 @@ class TradingExecutor:
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logger.info(f"Trading Executor initialized - Mode: {self.trading_mode}, Enabled: {self.trading_enabled}")
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def _connect_exchange(self) -> bool:
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"""Connect to the MEXC exchange"""
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def _safe_exchange_call(self, method_name: str, *args, **kwargs):
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"""Safely call exchange methods with null checking"""
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if not self.exchange:
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logger.warning(f"No exchange interface available for {method_name}")
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return None
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try:
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logger.debug("TRADING EXECUTOR: Calling self.exchange.connect()...")
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connected = self.exchange.connect()
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logger.debug(f"TRADING EXECUTOR: self.exchange.connect() returned: {connected}")
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if connected:
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logger.info("Successfully connected to MEXC exchange")
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return True
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method = getattr(self.exchange, method_name, None)
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if method:
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return method(*args, **kwargs)
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else:
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logger.error("Failed to connect to MEXC exchange: Connection returned False.")
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if not self.dry_run:
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logger.info("TRADING EXECUTOR: Setting trading_enabled to False due to connection failure.")
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self.trading_enabled = False
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return False
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logger.error(f"Method {method_name} not available on exchange")
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return None
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except Exception as e:
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logger.error(f"Error connecting to MEXC exchange: {e}. Setting trading_enabled to False.")
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self.trading_enabled = False
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logger.error(f"Error calling {method_name}: {e}")
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return None
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def _connect_exchange(self) -> bool:
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"""Connect to the primary exchange"""
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if not self.exchange:
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logger.warning("No exchange interface available")
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return False
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if self.exchange.connect():
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logger.info("Successfully connected to exchange")
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return True
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else:
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logger.error("Failed to connect to exchange")
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return False
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def execute_signal(self, symbol: str, action: str, confidence: float,
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