Codex
439 lines
19 KiB
Python
439 lines
19 KiB
Python
from __future__ import annotations
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import json
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from contextlib import asynccontextmanager
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from typing import Any
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from fastapi import FastAPI, HTTPException, Response
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from fastapi.responses import JSONResponse, PlainTextResponse
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from crypto_spot_bot.analytics import analytics_snapshot
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from crypto_spot_bot.bot import CryptoSpotBot
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from crypto_spot_bot.bybit import BybitClient
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from crypto_spot_bot.config import Settings, load_settings, update_env_value
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from crypto_spot_bot.execution import LiveBroker, PaperBroker
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from crypto_spot_bot.learning import TradeLearner
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from crypto_spot_bot.market_data import MarketData
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from crypto_spot_bot.patterns import PatternAnalyzer
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from crypto_spot_bot.reconciliation import reconciliation_snapshot
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from crypto_spot_bot.storage import Storage
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from crypto_spot_bot.strategy import SpotStrategy
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from crypto_spot_bot.time_series import TimeSeriesForecaster
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from crypto_spot_bot.training_coordination import TrainingCoordinator
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WEB_UI_REMOVED_MESSAGE = "Web UI removed. Use the Android TradeBot AI app and /api/* endpoints."
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def create_app(settings: Settings | None = None) -> FastAPI:
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settings = settings or load_settings()
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storage = Storage(settings.database_path)
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runtime_fast_trading = storage.get_runtime("fast_trading_enabled", None)
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if isinstance(runtime_fast_trading, bool):
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settings.fast_trading_enabled = runtime_fast_trading
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client = BybitClient(settings)
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market = MarketData(settings, client, storage)
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broker: PaperBroker | LiveBroker
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if settings.trading_mode == "live":
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broker = LiveBroker(settings, storage, client)
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else:
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broker = PaperBroker(settings, storage)
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strategy = SpotStrategy(settings)
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pattern_analyzer = PatternAnalyzer()
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learner = TradeLearner(settings, storage)
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forecaster = TimeSeriesForecaster(settings)
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bot = CryptoSpotBot(settings, storage, market, broker, strategy, pattern_analyzer, learner, forecaster)
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training = TrainingCoordinator(settings.time_series_lstm_model_path.parent)
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@asynccontextmanager
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async def lifespan(_: FastAPI):
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await bot.start()
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try:
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yield
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finally:
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await bot.stop()
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app = FastAPI(title="Крипто спот-бот", lifespan=lifespan)
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app.state.settings = settings
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app.state.storage = storage
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app.state.bot = bot
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app.state.market = market
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app.state.training = training
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@app.get("/", response_class=PlainTextResponse, status_code=410)
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async def index() -> str:
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return WEB_UI_REMOVED_MESSAGE
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@app.get("/api/health")
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async def health() -> dict[str, Any]:
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return {"ok": True, "running": bot.running, "mode": settings.trading_mode}
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@app.get("/api/status")
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async def status() -> dict[str, Any]:
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return {
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"status": bot.status().as_dict(),
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"account": bot.account_snapshot(),
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"positions": bot.positions_snapshot(),
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"learning": bot.learning_snapshot(),
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"latest_equity": storage.latest_equity(),
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}
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@app.get("/api/markets")
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async def markets() -> dict[str, Any]:
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return market.snapshot()
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@app.get("/api/trades")
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async def trades(limit: int = 80) -> dict[str, Any]:
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return {"items": storage.recent_trades(_limit(limit))}
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@app.get("/api/signals")
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async def signals(limit: int = 120) -> dict[str, Any]:
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return {"items": storage.recent_signals(_limit(limit))}
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@app.get("/api/events")
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async def events(limit: int = 120) -> dict[str, Any]:
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return {"items": storage.recent_events(_limit(limit))}
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@app.get("/api/analytics")
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async def analytics() -> dict[str, Any]:
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return analytics_snapshot(settings, storage)
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@app.get("/api/quality")
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async def quality() -> dict[str, Any]:
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return market.snapshot().get("quality", {})
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@app.get("/api/reconciliation")
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async def reconciliation() -> dict[str, Any]:
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return reconciliation_snapshot(
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settings=settings,
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storage=storage,
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client=client,
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instruments=market.instruments,
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)
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@app.get("/api/backtest")
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async def backtest() -> dict[str, Any]:
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return _runtime_json(settings, "torch_threshold_calibration.json")
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@app.get("/api/retrain")
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async def retrain() -> dict[str, Any]:
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data = _runtime_json(settings, "torch_retrain_guard.json")
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data["coordination"] = training.status()
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return data
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@app.get("/api/training/status")
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async def training_status() -> dict[str, Any]:
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return training.status()
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@app.post("/api/training/retrain")
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async def training_retrain(payload: dict[str, Any] | None = None) -> dict[str, Any]:
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return training.request_retrain(payload)
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@app.post("/api/training/heartbeat")
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async def training_heartbeat(payload: dict[str, Any] | None = None) -> dict[str, Any]:
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return training.heartbeat(payload)
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@app.post("/api/training/claim")
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async def training_claim(payload: dict[str, Any] | None = None) -> dict[str, Any]:
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return training.claim(payload)
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@app.post("/api/training/jobs/{job_id}/artifacts/chunk")
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async def training_artifact_chunk(job_id: str, payload: dict[str, Any]) -> dict[str, Any]:
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try:
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return training.save_artifact_chunk(job_id, payload)
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except ValueError as exc:
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raise HTTPException(status_code=400, detail=str(exc)) from exc
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@app.post("/api/training/jobs/{job_id}/progress")
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async def training_progress(job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
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try:
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return training.progress(job_id, payload)
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except ValueError as exc:
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raise HTTPException(status_code=404, detail=str(exc)) from exc
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@app.post("/api/training/jobs/{job_id}/complete")
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async def training_complete(job_id: str, payload: dict[str, Any] | None = None) -> dict[str, Any]:
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try:
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return training.complete(job_id, payload)
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except ValueError as exc:
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raise HTTPException(status_code=404, detail=str(exc)) from exc
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@app.get("/api/config")
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async def config() -> dict[str, Any]:
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return _safe_config(settings)
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@app.post("/api/config/fast-trading")
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async def set_fast_trading(payload: dict[str, Any]) -> dict[str, Any]:
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enabled = _enabled_from_payload(payload)
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env_persisted = _apply_fast_trading(settings, storage, enabled)
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response = _safe_config(settings)
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response["env_persisted"] = env_persisted
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return response
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@app.post("/api/control/start")
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async def start() -> dict[str, Any]:
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await bot.start()
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return bot.status().as_dict()
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@app.post("/api/control/stop")
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async def stop() -> dict[str, Any]:
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await bot.stop()
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return bot.status().as_dict()
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@app.get("/metrics")
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async def metrics() -> Response:
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account = bot.account_snapshot()
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lines = [
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"# HELP tradebot_equity_usdt Current account equity.",
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"# TYPE tradebot_equity_usdt gauge",
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f"tradebot_equity_usdt {account['equity']:.8f}",
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"# HELP tradebot_cash_usdt Current free USDT cash.",
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"# TYPE tradebot_cash_usdt gauge",
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f"tradebot_cash_usdt {account['cash']:.8f}",
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"# HELP tradebot_open_positions Open positions count.",
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"# TYPE tradebot_open_positions gauge",
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f"tradebot_open_positions {len(bot.positions_snapshot())}",
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"# HELP tradebot_websocket_connected Bybit WebSocket connection status.",
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"# TYPE tradebot_websocket_connected gauge",
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f"tradebot_websocket_connected {1 if market.ws_connected else 0}",
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"# HELP tradebot_fast_trading_enabled Fast trading mode status.",
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"# TYPE tradebot_fast_trading_enabled gauge",
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f"tradebot_fast_trading_enabled {1 if settings.fast_trading_enabled else 0}",
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"# HELP tradebot_loop_interval_seconds Effective bot decision loop interval.",
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"# TYPE tradebot_loop_interval_seconds gauge",
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f"tradebot_loop_interval_seconds {settings.effective_loop_interval_seconds:.4f}",
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]
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return PlainTextResponse("\n".join(lines) + "\n")
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@app.exception_handler(Exception)
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async def error_handler(_, exc: Exception) -> JSONResponse:
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storage.event(f"API error: {exc}", "ERROR")
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return JSONResponse({"error": str(exc)}, status_code=500)
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return app
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def _limit(value: int) -> int:
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return max(1, min(int(value), 500))
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def _enabled_from_payload(payload: dict[str, Any]) -> bool:
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value = payload.get("enabled")
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if isinstance(value, bool):
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return value
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if isinstance(value, str):
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return value.strip().lower() in {"1", "true", "yes", "y", "on", "вкл", "включено"}
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return bool(value)
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def _apply_fast_trading(settings: Settings, storage: Storage, enabled: bool) -> bool:
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settings.fast_trading_enabled = enabled
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storage.set_runtime("fast_trading_enabled", enabled)
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env_persisted = True
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try:
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update_env_value(settings.env_file_path, "FAST_TRADING_ENABLED", "true" if enabled else "false")
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except OSError as exc:
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env_persisted = False
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storage.event(f"Быстрая торговля изменена только в runtime, .env не записан: {exc}", "WARN")
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state = "включена" if enabled else "выключена"
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storage.event(f"Быстрая торговля {state}")
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return env_persisted
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def _safe_config(settings: Settings) -> dict[str, Any]:
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return {
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"trading_mode": settings.trading_mode,
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"bybit_testnet": settings.bybit_testnet,
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"starting_balance_usdt": settings.starting_balance_usdt,
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"auto_select_symbols": settings.auto_select_symbols,
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"top_symbols_count": settings.top_symbols_count,
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"symbols": settings.symbols,
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"strategy_mode": settings.strategy_mode,
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"base_interval": settings.base_interval,
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"kline_limit": settings.kline_limit,
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"trend_interval": settings.trend_interval,
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"trend_kline_limit": settings.trend_kline_limit,
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"loop_interval_seconds": settings.loop_interval_seconds,
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"fast_trading_enabled": settings.fast_trading_enabled,
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"fast_loop_interval_seconds": settings.fast_loop_interval_seconds,
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"effective_loop_interval_seconds": settings.effective_loop_interval_seconds,
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"fast_entry_cooldown_seconds": settings.fast_entry_cooldown_seconds,
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"effective_entry_cooldown_seconds": settings.effective_entry_cooldown_seconds,
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"max_entries_per_minute": settings.max_entries_per_minute,
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"websocket_enabled": settings.websocket_enabled,
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"min_signal_confidence": settings.min_signal_confidence,
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"max_spread_percent": settings.max_spread_percent,
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"min_24h_turnover_usdt": settings.min_24h_turnover_usdt,
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"pattern_analysis_enabled": settings.pattern_analysis_enabled,
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"pattern_score_weight": settings.pattern_score_weight,
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"learning_enabled": settings.learning_enabled,
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"learning_lookback_trades": settings.learning_lookback_trades,
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"learning_min_samples": settings.learning_min_samples,
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"learning_max_adjustment": settings.learning_max_adjustment,
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"learning_max_position_multiplier": settings.learning_max_position_multiplier,
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"min_position_usdt": settings.min_position_usdt,
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"max_position_usdt": settings.max_position_usdt,
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"max_symbol_exposure_usdt": settings.max_symbol_exposure_usdt,
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"max_total_exposure_usdt": settings.max_total_exposure_usdt,
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"max_open_positions": settings.max_open_positions,
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"max_positions_per_symbol": settings.max_positions_per_symbol,
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"grid_trading_enabled": settings.grid_trading_enabled,
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"grid_entry_confidence": settings.grid_entry_confidence,
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"grid_buy_zone": settings.grid_buy_zone,
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"grid_max_position_usdt": settings.grid_max_position_usdt,
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"rebound_trading_enabled": settings.rebound_trading_enabled,
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"rebound_entry_confidence": settings.rebound_entry_confidence,
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"rebound_min_probability": settings.rebound_min_probability,
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"rebound_max_position_usdt": settings.rebound_max_position_usdt,
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"kelly_sizing_enabled": settings.kelly_sizing_enabled,
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"kelly_fraction": settings.kelly_fraction,
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"kelly_max_fraction": settings.kelly_max_fraction,
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"risk_per_trade_percent": settings.risk_per_trade_percent,
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"risk_guard_enabled": settings.risk_guard_enabled,
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"risk_symbol_guard_enabled": settings.risk_symbol_guard_enabled,
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"risk_recent_trade_window": settings.risk_recent_trade_window,
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"risk_max_consecutive_losses": settings.risk_max_consecutive_losses,
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"risk_min_recent_profit_factor": settings.risk_min_recent_profit_factor,
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"risk_reduce_multiplier": settings.risk_reduce_multiplier,
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"atr_trailing_multiplier": settings.atr_trailing_multiplier,
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"trend_rsi_min": settings.trend_rsi_min,
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"trend_rsi_max": settings.trend_rsi_max,
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"time_series_forecast_enabled": settings.time_series_forecast_enabled,
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"time_series_min_candles": settings.time_series_min_candles,
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"time_series_forecast_horizon": settings.time_series_forecast_horizon,
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"time_series_min_edge_percent": settings.time_series_min_edge_percent,
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"time_series_min_probability_up": settings.time_series_min_probability_up,
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"time_series_min_confidence": settings.time_series_min_confidence,
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"time_series_max_adjustment": settings.time_series_max_adjustment,
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"time_series_lstm_enabled": settings.time_series_lstm_enabled,
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"time_series_lstm_model_path": str(settings.time_series_lstm_model_path),
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"time_series_probe_enabled": settings.time_series_probe_enabled,
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"time_series_probe_min_edge_percent": settings.time_series_probe_min_edge_percent,
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"time_series_probe_min_probability_up": settings.time_series_probe_min_probability_up,
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"time_series_probe_size_multiplier": settings.time_series_probe_size_multiplier,
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"time_series_rebound_fallback_enabled": settings.time_series_rebound_fallback_enabled,
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"time_series_model_artifact": _time_series_model_artifact(settings),
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"stop_loss_percent": settings.stop_loss_percent,
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"take_profit_percent": settings.take_profit_percent,
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"trailing_stop_percent": settings.trailing_stop_percent,
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"min_hold_seconds": settings.min_hold_seconds,
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"entry_cooldown_seconds": settings.entry_cooldown_seconds,
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"max_daily_drawdown_usdt": settings.max_daily_drawdown_usdt,
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"min_cash_reserve_usdt": settings.min_cash_reserve_usdt,
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"taker_fee_rate": settings.taker_fee_rate,
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"slippage_rate": settings.slippage_rate,
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"live_ready": settings.live_ready,
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"live_order_max_usdt": settings.live_order_max_usdt,
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}
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def _runtime_json(settings: Settings, name: str) -> dict[str, Any]:
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path = settings.time_series_lstm_model_path.parent / name
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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except (OSError, json.JSONDecodeError):
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return {"available": False, "path": str(path)}
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if not isinstance(data, dict):
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return {"available": False, "path": str(path)}
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data["available"] = True
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data["path"] = str(path)
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return data
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def _time_series_model_artifact(settings: Settings) -> dict[str, Any]:
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path = settings.time_series_lstm_model_path
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try:
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data = json.loads(path.read_text(encoding="utf-8"))
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except (OSError, json.JSONDecodeError):
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return {
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"available": False,
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"type": "missing",
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"label": "нет файла модели",
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"symbol_count": 0,
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"models": [],
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}
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if not isinstance(data, dict):
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return {
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"available": False,
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"type": "invalid",
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"label": "файл модели не распознан",
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"symbol_count": 0,
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"models": [],
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}
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artifact_type = str(data.get("type", "")).strip()
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symbols = data.get("symbols")
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rows = list(symbols.values()) if isinstance(symbols, dict) else []
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models = sorted(
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{
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_forecast_model_label(
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str(row.get("model", row.get("architecture", "lstm"))),
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torch_artifact=artifact_type == "pytorch_recurrent_forecaster",
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)
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for row in rows
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if isinstance(row, dict)
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}
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)
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if artifact_type != "pytorch_recurrent_forecaster":
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return {
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"available": False,
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"type": artifact_type or "unknown",
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"label": "устаревший файл модели не используется",
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"created_at": data.get("created_at", ""),
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"symbol_count": len(rows),
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"models": models,
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}
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return {
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"available": True,
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"type": artifact_type,
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"label": "PyTorch LSTM/GRU",
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"created_at": data.get("created_at", ""),
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"symbol_count": len(rows),
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"models": models,
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"feature_count": _artifact_feature_count(data, rows),
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"target_horizon": _artifact_target_horizon(data, rows),
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"direct_horizon": _artifact_direct_horizon(data, rows),
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}
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def _artifact_feature_count(data: dict[str, Any], rows: list[Any]) -> int:
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feature_count = data.get("feature_count")
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if isinstance(feature_count, int):
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return feature_count
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counts = [
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int(row.get("input_size", 0))
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for row in rows
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if isinstance(row, dict) and isinstance(row.get("input_size"), int)
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]
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return max(counts) if counts else 1
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def _artifact_target_horizon(data: dict[str, Any], rows: list[Any]) -> int:
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horizon = data.get("target_horizon")
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if isinstance(horizon, int):
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return horizon
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horizons = [
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int(row.get("target_horizon", 0))
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for row in rows
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if isinstance(row, dict) and isinstance(row.get("target_horizon"), int)
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]
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return max(horizons) if horizons else 0
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def _artifact_direct_horizon(data: dict[str, Any], rows: list[Any]) -> bool:
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if bool(data.get("direct_horizon")):
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return True
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return any(isinstance(row, dict) and bool(row.get("direct_horizon")) for row in rows)
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def _forecast_model_label(model: str, *, torch_artifact: bool = False) -> str:
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normalized = model.strip().lower()
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if normalized in {"torch_lstm", "lstm"} and torch_artifact:
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|
return "PyTorch LSTM"
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if normalized in {"torch_gru", "gru"} and torch_artifact:
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|
return "PyTorch GRU"
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|
if normalized == "lstm":
|
|
return "устаревший артефакт"
|
|
if normalized == "gru":
|
|
return "устаревший артефакт"
|
|
return model
|