Crypto trading bot: engine, brokers, backtester, dashboard, deploy

FastAPI backend with a single-strategy async engine, paper and Binance
brokers, pure-python indicators, a backtester that shares the engine's
portfolio math, and a Vue dashboard with a live WebSocket feed. Adds the
Gitea Actions CI/CD workflow that deploys to Traefik via docker_default.

backend/app/broker/__init__.py

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+from __future__ import annotations
+
+from app.broker.base import Broker, Fill
+from app.broker.binance import TESTNET_URL, BinanceBroker
+from app.broker.paper import PaperBroker
+from app.config import Settings
+from app.market.binance import BASE_URL
+
+
+def build_broker(settings: Settings) -> Broker:
+    if settings.mode == "live":
+        return BinanceBroker(
+            api_key=settings.exchange_api_key,
+            api_secret=settings.exchange_api_secret,
+            base_url=TESTNET_URL if settings.exchange_sandbox else BASE_URL,
+        )
+    return PaperBroker(fee_bps=settings.fee_bps, slippage_bps=settings.slippage_bps)
+
+
+__all__ = ["Broker", "Fill", "PaperBroker", "build_broker"]

backend/app/broker/base.py

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+from __future__ import annotations
+
+from abc import ABC, abstractmethod
+from dataclasses import dataclass
+from datetime import datetime
+
+from app.models import OrderSide
+
+
+@dataclass(slots=True)
+class Fill:
+    symbol: str
+    side: OrderSide
+    qty: float
+    price: float
+    fee: float
+    ts: datetime
+
+    @property
+    def notional(self) -> float:
+        return self.qty * self.price
+
+
+class Broker(ABC):
+    """Executes market orders. Paper and live brokers share this interface."""
+
+    @abstractmethod
+    async def buy(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        raise NotImplementedError
+
+    @abstractmethod
+    async def sell(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        raise NotImplementedError
+
+    async def close(self) -> None:
+        return None

backend/app/broker/binance.py

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+from __future__ import annotations
+
+import hashlib
+import hmac
+import time
+from urllib.parse import urlencode
+
+import httpx
+
+from app.broker.base import Broker, Fill
+from app.market.binance import BASE_URL, to_exchange_symbol
+from app.models import OrderSide, utcnow
+
+TESTNET_URL = "https://testnet.binance.vision"
+
+
+class BinanceBroker(Broker):
+    """Live Binance spot market-order execution (requires API credentials)."""
+
+    def __init__(
+        self,
+        api_key: str,
+        api_secret: str,
+        base_url: str = BASE_URL,
+        timeout: float = 10.0,
+    ) -> None:
+        if not api_key or not api_secret:
+            raise ValueError("Binance broker requires EXCHANGE_API_KEY and EXCHANGE_API_SECRET")
+        self.api_key = api_key
+        self.api_secret = api_secret.encode()
+        self._client = httpx.AsyncClient(base_url=base_url, timeout=timeout)
+
+    def _sign(self, params: dict) -> dict:
+        params = {**params, "timestamp": int(time.time() * 1000), "recvWindow": 5000}
+        query = urlencode(params)
+        signature = hmac.new(self.api_secret, query.encode(), hashlib.sha256).hexdigest()
+        return {**params, "signature": signature}
+
+    async def _market_order(self, symbol: str, side: OrderSide, qty: float) -> Fill:
+        params = self._sign(
+            {
+                "symbol": to_exchange_symbol(symbol),
+                "side": side.value.upper(),
+                "type": "MARKET",
+                "quantity": f"{qty:.8f}".rstrip("0").rstrip("."),
+            }
+        )
+        response = await self._client.post(
+            "/api/v3/order",
+            params=params,
+            headers={"X-MBX-APIKEY": self.api_key},
+        )
+        response.raise_for_status()
+        data = response.json()
+        executed = float(data.get("executedQty", qty))
+        quote = float(data.get("cummulativeQuoteQty", 0.0))
+        price = quote / executed if executed else 0.0
+        fee = sum(float(fill.get("commission", 0.0)) for fill in data.get("fills", []))
+        return Fill(
+            symbol=symbol,
+            side=side,
+            qty=executed,
+            price=price,
+            fee=fee,
+            ts=utcnow(),
+        )
+
+    async def buy(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        return await self._market_order(symbol, OrderSide.BUY, qty)
+
+    async def sell(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        return await self._market_order(symbol, OrderSide.SELL, qty)
+
+    async def close(self) -> None:
+        await self._client.aclose()

backend/app/broker/paper.py

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+from __future__ import annotations
+
+from app.broker.base import Broker, Fill
+from app.models import OrderSide, utcnow
+
+
+class PaperBroker(Broker):
+    """Simulated fills against a reference price, with fees and slippage.
+
+    Buys fill slightly above and sells slightly below the reference price to
+    approximate adverse slippage.
+    """
+
+    def __init__(self, fee_bps: float = 10.0, slippage_bps: float = 5.0) -> None:
+        self.fee_bps = fee_bps
+        self.slippage_bps = slippage_bps
+
+    def _fee(self, notional: float) -> float:
+        return abs(notional) * self.fee_bps / 10_000
+
+    def fill(self, symbol: str, side: OrderSide, qty: float, ref_price: float) -> Fill:
+        """Synchronous fill used by the backtester (same model as buy/sell)."""
+        direction = 1 if side == OrderSide.BUY else -1
+        price = ref_price * (1 + direction * self.slippage_bps / 10_000)
+        return Fill(
+            symbol=symbol,
+            side=side,
+            qty=qty,
+            price=price,
+            fee=self._fee(qty * price),
+            ts=utcnow(),
+        )
+
+    async def buy(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        return self.fill(symbol, OrderSide.BUY, qty, ref_price)
+
+    async def sell(self, symbol: str, qty: float, ref_price: float) -> Fill:
+        return self.fill(symbol, OrderSide.SELL, qty, ref_price)