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