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Harden trading, training, and monitoring

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Codex
2026-07-10 15:51:53 +03:00
parent 6fb79ee2a9
commit 069d75d2f2
55 changed files with 2658 additions and 2332049 deletions
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crypto_spot_bot/bybit.py
+158 -3
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@@ -9,6 +9,8 @@ from typing import Any
from urllib.parse import urlencode
import requests
from requests.adapters import HTTPAdapter
from urllib3.util.retry import Retry
from crypto_spot_bot.config import Settings
from crypto_spot_bot.models import Candle, Ticker
@@ -41,6 +43,17 @@ class BybitClient:
def __init__(self, settings: Settings):
self.settings = settings
self.session = requests.Session()
retry = Retry(
total=3,
connect=3,
read=3,
status=3,
backoff_factor=0.4,
status_forcelist=(429, 500, 502, 503, 504),
allowed_methods=frozenset({"GET"}),
respect_retry_after_header=True,
)
self.session.mount("https://", HTTPAdapter(max_retries=retry))
def public_get(self, path: str, params: dict[str, Any]) -> dict[str, Any]:
response = self.session.get(
@@ -208,27 +221,165 @@ class BybitClient:
"symbol": symbol,
"side": side,
"orderType": "Market",
"qty": f"{qty:.8f}".rstrip("0").rstrip("."),
"qty": _decimal_text(qty),
"timeInForce": "IOC",
"isLeverage": 0,
"orderFilter": "Order",
"marketUnit": market_unit,
"orderLinkId": order_link_id,
}
slippage_percent = max(0.01, min(10.0, self.settings.slippage_rate * 100.0))
payload["slippageToleranceType"] = "Percent"
payload["slippageTolerance"] = f"{slippage_percent:.2f}"
return self.private_post("/v5/order/create", payload)
def place_spot_protective_stop(
self,
*,
symbol: str,
qty: float,
trigger_price: float,
order_link_id: str,
) -> dict[str, Any]:
payload = {
"category": "spot",
"symbol": symbol,
"side": "Sell",
"orderType": "Market",
"qty": _decimal_text(qty),
"triggerPrice": _decimal_text(trigger_price),
"timeInForce": "IOC",
"isLeverage": 0,
"orderFilter": "tpslOrder",
"marketUnit": "baseCoin",
"orderLinkId": order_link_id,
}
return self.private_post("/v5/order/create", payload)
def cancel_spot_order(
self,
*,
symbol: str,
order_id: str | None = None,
order_link_id: str | None = None,
order_filter: str = "Order",
) -> dict[str, Any]:
if not order_id and not order_link_id:
raise ValueError("order_id or order_link_id is required")
payload: dict[str, Any] = {
"category": "spot",
"symbol": symbol,
"orderFilter": order_filter,
}
if order_id:
payload["orderId"] = order_id
if order_link_id:
payload["orderLinkId"] = order_link_id
return self.private_post("/v5/order/cancel", payload)
def wallet_balance(self, account_type: str = "UNIFIED", coin: str | None = None) -> dict[str, Any]:
return self.private_get(
"/v5/account/wallet-balance",
{"accountType": account_type, "coin": coin},
)
def realtime_orders(self, *, category: str = "spot", open_only: int = 0, limit: int = 50) -> dict[str, Any]:
def realtime_orders(
self,
*,
category: str = "spot",
open_only: int = 0,
limit: int = 50,
symbol: str | None = None,
order_id: str | None = None,
order_link_id: str | None = None,
order_filter: str | None = None,
) -> dict[str, Any]:
return self.private_get(
"/v5/order/realtime",
{"category": category, "openOnly": open_only, "limit": max(1, min(limit, 50))},
{
"category": category,
"openOnly": open_only,
"limit": max(1, min(limit, 50)),
"symbol": symbol,
"orderId": order_id,
"orderLinkId": order_link_id,
"orderFilter": order_filter,
},
)
def order_history(
self,
*,
symbol: str | None = None,
order_id: str | None = None,
order_link_id: str | None = None,
limit: int = 50,
) -> dict[str, Any]:
return self.private_get(
"/v5/order/history",
{
"category": "spot",
"symbol": symbol,
"orderId": order_id,
"orderLinkId": order_link_id,
"limit": max(1, min(limit, 50)),
},
)
def executions(
self,
*,
symbol: str | None = None,
order_id: str | None = None,
order_link_id: str | None = None,
limit: int = 100,
) -> dict[str, Any]:
return self.private_get(
"/v5/execution/list",
{
"category": "spot",
"symbol": symbol,
"orderId": order_id,
"orderLinkId": order_link_id,
"limit": max(1, min(limit, 100)),
},
)
def wait_for_spot_order(
self,
*,
order_id: str,
symbol: str,
timeout_seconds: float,
poll_seconds: float = 0.5,
) -> dict[str, Any]:
deadline = time.monotonic() + max(1.0, timeout_seconds)
latest: dict[str, Any] = {}
terminal = {
"Filled",
"Cancelled",
"Rejected",
"PartiallyFilledCanceled",
"PartillyFilledCancelled",
"Deactivated",
}
while time.monotonic() < deadline:
realtime = self.realtime_orders(symbol=symbol, order_id=order_id, open_only=1, limit=1)
rows = realtime.get("list") if isinstance(realtime.get("list"), list) else []
if rows and isinstance(rows[0], dict):
latest = rows[0]
if str(latest.get("orderStatus", "")) in terminal:
break
time.sleep(max(0.1, poll_seconds))
if not latest or str(latest.get("orderStatus", "")) not in terminal:
history = self.order_history(symbol=symbol, order_id=order_id, limit=1)
rows = history.get("list") if isinstance(history.get("list"), list) else []
if rows and isinstance(rows[0], dict):
latest = rows[0]
execution_result = self.executions(symbol=symbol, order_id=order_id)
executions = execution_result.get("list") if isinstance(execution_result.get("list"), list) else []
return {"order": latest, "executions": executions}
def websocket_subscribe_message(symbols: list[str], interval: str = "1") -> str:
args: list[str] = []
@@ -254,3 +405,7 @@ def _looks_like_stablecoin(base_coin: str) -> bool:
"PYUSD",
"USD1",
}
def _decimal_text(value: float) -> str:
return f"{value:.12f}".rstrip("0").rstrip(".")