showing trades on realtime chart - chart broken
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191
NN/exchanges/exchange_interface.py
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191
NN/exchanges/exchange_interface.py
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import abc
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import logging
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from typing import Dict, Any, List, Tuple, Optional
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logger = logging.getLogger(__name__)
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class ExchangeInterface(abc.ABC):
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"""Base class for all exchange interfaces.
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This abstract class defines the required methods that all exchange
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implementations must provide to ensure compatibility with the trading system.
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"""
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def __init__(self, api_key: str = None, api_secret: str = None, test_mode: bool = True):
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"""Initialize the exchange interface.
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Args:
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api_key: API key for the exchange
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api_secret: API secret for the exchange
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test_mode: If True, use test/sandbox environment
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"""
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self.api_key = api_key
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self.api_secret = api_secret
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self.test_mode = test_mode
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self.client = None
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self.last_price_cache = {}
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@abc.abstractmethod
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def connect(self) -> bool:
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"""Connect to the exchange API.
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Returns:
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bool: True if connection successful, False otherwise
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"""
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pass
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@abc.abstractmethod
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def get_balance(self, asset: str) -> float:
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"""Get balance of a specific asset.
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Args:
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asset: Asset symbol (e.g., 'BTC', 'USDT')
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Returns:
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float: Available balance of the asset
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"""
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pass
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@abc.abstractmethod
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def get_ticker(self, symbol: str) -> Dict[str, Any]:
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"""Get current ticker data for a symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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Returns:
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dict: Ticker data including price information
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"""
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pass
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@abc.abstractmethod
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def place_order(self, symbol: str, side: str, order_type: str,
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quantity: float, price: float = None) -> Dict[str, Any]:
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"""Place an order on the exchange.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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side: Order side ('buy' or 'sell')
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order_type: Order type ('market', 'limit', etc.)
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quantity: Order quantity
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price: Order price (for limit orders)
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Returns:
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dict: Order information including order ID
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"""
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pass
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@abc.abstractmethod
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def cancel_order(self, symbol: str, order_id: str) -> bool:
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"""Cancel an existing order.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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order_id: ID of the order to cancel
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Returns:
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bool: True if cancellation successful, False otherwise
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"""
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pass
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@abc.abstractmethod
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def get_order_status(self, symbol: str, order_id: str) -> Dict[str, Any]:
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"""Get status of an existing order.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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order_id: ID of the order
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Returns:
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dict: Order status information
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"""
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pass
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@abc.abstractmethod
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def get_open_orders(self, symbol: str = None) -> List[Dict[str, Any]]:
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"""Get all open orders, optionally filtered by symbol.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT'), or None for all symbols
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Returns:
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list: List of open orders
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"""
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pass
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def get_last_price(self, symbol: str) -> float:
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"""Get last known price for a symbol, may use cached value.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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Returns:
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float: Last price
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"""
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try:
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ticker = self.get_ticker(symbol)
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price = float(ticker['last'])
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self.last_price_cache[symbol] = price
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return price
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except Exception as e:
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logger.error(f"Error getting price for {symbol}: {str(e)}")
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# Return cached price if available
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return self.last_price_cache.get(symbol, 0.0)
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def execute_trade(self, symbol: str, action: str, quantity: float = None,
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percent_of_balance: float = None) -> Optional[Dict[str, Any]]:
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"""Execute a trade based on a signal.
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Args:
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symbol: Trading symbol (e.g., 'BTC/USDT')
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action: Trade action ('BUY', 'SELL')
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quantity: Specific quantity to trade
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percent_of_balance: Alternative to quantity - percentage of available balance to use
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Returns:
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dict: Order information or None if order failed
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"""
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if action not in ['BUY', 'SELL']:
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logger.error(f"Invalid action: {action}. Must be 'BUY' or 'SELL'")
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return None
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side = action.lower()
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try:
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# Determine base and quote assets from symbol (e.g., BTC/USDT -> BTC, USDT)
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base_asset, quote_asset = symbol.split('/')
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# Calculate quantity if percent_of_balance is provided
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if quantity is None and percent_of_balance is not None:
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if percent_of_balance <= 0 or percent_of_balance > 1:
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logger.error(f"Invalid percent_of_balance: {percent_of_balance}. Must be between 0 and 1")
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return None
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if side == 'buy':
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# For buy, use quote asset (e.g., USDT)
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balance = self.get_balance(quote_asset)
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price = self.get_last_price(symbol)
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quantity = (balance * percent_of_balance) / price
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else:
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# For sell, use base asset (e.g., BTC)
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balance = self.get_balance(base_asset)
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quantity = balance * percent_of_balance
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if not quantity or quantity <= 0:
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logger.error(f"Invalid quantity: {quantity}")
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return None
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# Place market order
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order = self.place_order(
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symbol=symbol,
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side=side,
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order_type='market',
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quantity=quantity
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)
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logger.info(f"Executed {side.upper()} order for {quantity} {base_asset} at market price")
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return order
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except Exception as e:
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logger.error(f"Error executing {action} trade for {symbol}: {str(e)}")
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return None
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