gogo2/NN/exchanges/exchange_interface.py

import abc
import logging
from typing import Dict, Any, List, Tuple, Optional

logger = logging.getLogger(__name__)

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