Initial TradeBot implementation

2026-06-20 19:22:59 +03:00
commit de9de755f5
37 changed files with 6840 additions and 0 deletions
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+from __future__ import annotations
+
+from crypto_spot_bot.bybit import Instrument
+from crypto_spot_bot.execution import PaperBroker
+from crypto_spot_bot.models import Signal, Ticker
+from crypto_spot_bot.storage import Storage
+
+
+def test_paper_broker_buy_and_sell_records_trade(make_settings, tmp_path) -> None:
+    settings = make_settings(tmp_path)
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
+    signal = Signal("BTCUSDT", "BUY", 0.8, "test")
+
+    position = broker.buy(signal, ticker, instrument, {"BTCUSDT": 100})
+    assert position is not None
+    assert broker.cash < settings.starting_balance_usdt
+    assert len(broker.open_positions()) == 1
+
+    trade = broker.sell(position, ticker, "test exit")
+    assert trade.side == "SELL"
+    assert len(broker.open_positions()) == 0
+    assert storage.recent_trades(limit=10)
+
+
+def test_paper_broker_limits_fast_entries_per_minute(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        max_entries_per_minute=1,
+        max_open_positions=3,
+        max_positions_per_symbol=3,
+        max_total_exposure_usdt=90,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 5)
+
+    first = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "first"), ticker, instrument, {"BTCUSDT": 100})
+    second = broker.buy(Signal("BTCUSDT", "BUY", 0.8, "second"), ticker, instrument, {"BTCUSDT": 100})
+
+    assert first is not None
+    assert second is None
+    assert len(broker.open_positions()) == 1
+    assert "лимит новых входов" in storage.recent_events(limit=1)[0]["message"]
+
+
+def test_paper_broker_uses_signal_notional_and_pair_exposure(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=6,
+        max_total_exposure_usdt=50,
+        max_open_positions=20,
+        max_positions_per_symbol=1,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
+
+    first = broker.buy(
+        Signal("BTCUSDT", "BUY", 0.8, "first", {"position_notional_usdt": 2}),
+        ticker,
+        instrument,
+        {"BTCUSDT": 100},
+    )
+    second = broker.buy(
+        Signal("BTCUSDT", "BUY", 0.8, "second", {"position_notional_usdt": 2}),
+        ticker,
+        instrument,
+        {"BTCUSDT": 100},
+    )
+    third = broker.buy(
+        Signal("BTCUSDT", "BUY", 0.8, "third", {"position_notional_usdt": 2}),
+        ticker,
+        instrument,
+        {"BTCUSDT": 100},
+    )
+    fourth = broker.buy(
+        Signal("BTCUSDT", "BUY", 0.8, "fourth", {"position_notional_usdt": 2}),
+        ticker,
+        instrument,
+        {"BTCUSDT": 100},
+    )
+
+    assert first is not None
+    assert second is not None
+    assert third is not None
+    assert fourth is None
+    assert len(broker.open_positions()) == 3
+    assert 5.5 <= broker.symbol_exposure("BTCUSDT") <= 6.0
+
+
+def test_paper_broker_respects_adaptive_exposure_target(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        min_position_usdt=1,
+        max_position_usdt=20,
+        max_symbol_exposure_usdt=20,
+        max_total_exposure_usdt=80,
+        max_open_positions=20,
+        max_positions_per_symbol=20,
+        max_entries_per_minute=0,
+    )
+    storage = Storage(settings.database_path)
+    broker = PaperBroker(settings, storage)
+    ticker = Ticker("BTCUSDT", 100, 99.9, 100.1, 10_000_000, 100, 0)
+    instrument = Instrument("BTCUSDT", "BTC", "USDT", "Trading", 0.01, 0.000001, 0.000001, 1)
+    capped_signal = Signal(
+        "BTCUSDT",
+        "BUY",
+        0.8,
+        "adaptive cap",
+        {
+            "position_notional_usdt": 10,
+            "adaptive_rules": {
+                "target_total_exposure_usdt": 0,
+                "target_symbol_exposure_usdt": 0,
+            },
+        },
+    )
+
+    position = broker.buy(capped_signal, ticker, instrument, {"BTCUSDT": 100})
+
+    assert position is None
+    assert broker.open_positions() == []