Initial TradeBot implementation

crypto_spot_bot/models.py

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+from __future__ import annotations
+
+from dataclasses import asdict, dataclass, field
+from datetime import datetime, timezone
+from typing import Any
+
+
+def utc_now() -> datetime:
+    return datetime.now(timezone.utc)
+
+
+@dataclass(slots=True)
+class Candle:
+    timestamp: int
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+    turnover: float = 0.0
+    ema_20: float | None = None
+    ema_50: float | None = None
+    ema_200: float | None = None
+    rsi_14: float | None = None
+    atr_14: float | None = None
+    volume_ma_20: float | None = None
+
+    def as_dict(self) -> dict[str, Any]:
+        return asdict(self)
+
+
+@dataclass(slots=True)
+class Ticker:
+    symbol: str
+    last_price: float
+    bid: float
+    ask: float
+    turnover_24h: float
+    volume_24h: float
+    change_24h: float
+    updated_at: datetime = field(default_factory=utc_now)
+
+    @property
+    def spread_percent(self) -> float:
+        if self.bid <= 0 or self.ask <= 0:
+            return 0.0
+        mid = (self.ask + self.bid) / 2
+        return ((self.ask - self.bid) / mid) * 100 if mid else 0.0
+
+    def as_dict(self) -> dict[str, Any]:
+        data = asdict(self)
+        data["updated_at"] = self.updated_at.isoformat()
+        data["spread_percent"] = self.spread_percent
+        return data
+
+
+@dataclass(slots=True)
+class Signal:
+    symbol: str
+    action: str
+    confidence: float
+    reason: str
+    diagnostics: dict[str, Any] = field(default_factory=dict)
+    created_at: datetime = field(default_factory=utc_now)
+
+    def as_dict(self) -> dict[str, Any]:
+        data = asdict(self)
+        data["created_at"] = self.created_at.isoformat()
+        return data
+
+
+@dataclass(slots=True)
+class Position:
+    id: int | None
+    symbol: str
+    qty: float
+    entry_price: float
+    notional_usdt: float
+    entry_fee_usdt: float
+    stop_loss: float
+    take_profit: float
+    highest_price: float
+    opened_at: datetime = field(default_factory=utc_now)
+    entry_reason: str = ""
+    entry_confidence: float = 0.0
+    entry_pattern: str = ""
+
+    def mark_price(self, price: float) -> float:
+        return self.qty * price
+
+    def unrealized_pnl(self, price: float) -> float:
+        return (price - self.entry_price) * self.qty - self.entry_fee_usdt
+
+    def trailing_stop(self, percent: float) -> float | None:
+        stop = self.highest_price * (1 - percent)
+        return stop if stop > self.entry_price else None
+
+    def as_dict(self, mark_price: float | None = None) -> dict[str, Any]:
+        data = asdict(self)
+        data["opened_at"] = self.opened_at.isoformat()
+        if mark_price is not None:
+            data["mark_price"] = mark_price
+            data["market_value"] = self.mark_price(mark_price)
+            data["unrealized_pnl"] = self.unrealized_pnl(mark_price)
+            data["unrealized_pnl_percent"] = (
+                self.unrealized_pnl(mark_price) / self.notional_usdt * 100
+                if self.notional_usdt
+                else 0.0
+            )
+        return data
+
+
+@dataclass(slots=True)
+class Trade:
+    id: int | None
+    symbol: str
+    side: str
+    qty: float
+    entry_price: float | None = None
+    exit_price: float | None = None
+    gross_pnl: float = 0.0
+    fee_usdt: float = 0.0
+    net_pnl: float = 0.0
+    reason: str = ""
+    entry_pattern: str = ""
+    entry_confidence: float = 0.0
+    opened_at: datetime | None = None
+    closed_at: datetime | None = None
+
+    def as_dict(self) -> dict[str, Any]:
+        data = asdict(self)
+        data["opened_at"] = self.opened_at.isoformat() if self.opened_at else None
+        data["closed_at"] = self.closed_at.isoformat() if self.closed_at else None
+        return data
+
+
+@dataclass(slots=True)
+class BotStatus:
+    running: bool
+    mode: str
+    live_trading_ready: bool
+    symbols: list[str]
+    started_at: datetime | None
+    last_loop_at: datetime | None
+    message: str = ""
+
+    def as_dict(self) -> dict[str, Any]:
+        data = asdict(self)
+        data["started_at"] = self.started_at.isoformat() if self.started_at else None
+        data["last_loop_at"] = self.last_loop_at.isoformat() if self.last_loop_at else None
+        return data