matitos
03dfa369e5
- RiskManager halts + flattens on max daily loss / drawdown, caps position size and trades per day; adds a manual kill switch (POST /api/bot/kill). - Telegram and webhook notifications on trades, errors and halts. - Optional API bearer token on /api, injected server-side by the frontend nginx so the browser never sees it. - Kraken and Coinbase market data (public); Coinbase live broker. Live on an unsupported exchange now errors instead of silently falling back to paper. - Strategy presets backed by the StrategyConfig table (CRUD API + UI). - Idempotent additive-column migration so existing SQLite databases upgrade in place (fixes the new strategy_configs.name column).
73 lines
2.2 KiB
Python
73 lines
2.2 KiB
Python
from __future__ import annotations
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import httpx
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from app.market.base import MarketData
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from app.schemas import Candle
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BASE_URL = "https://api.exchange.coinbase.com"
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# Coinbase granularities are in seconds.
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GRANULARITIES: dict[str, int] = {
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"1m": 60,
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"5m": 300,
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"15m": 900,
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"1h": 3600,
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"6h": 21600,
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"1d": 86400,
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}
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def to_product_id(symbol: str) -> str:
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return symbol.replace("/", "-").upper()
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class CoinbaseMarketData(MarketData):
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"""Public Coinbase Exchange market data over REST (no API key required)."""
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def __init__(self, base_url: str = BASE_URL, timeout: float = 10.0) -> None:
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self._client = httpx.AsyncClient(
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base_url=base_url,
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timeout=timeout,
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headers={"User-Agent": "crypto_trading/0.1"},
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)
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@staticmethod
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def _granularity(timeframe: str) -> int:
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try:
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return GRANULARITIES[timeframe]
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except KeyError:
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raise ValueError(
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f"unsupported timeframe '{timeframe}' for Coinbase; "
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f"use one of {sorted(GRANULARITIES)}"
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) from None
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async def fetch_candles(self, symbol: str, timeframe: str, limit: int) -> list[Candle]:
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response = await self._client.get(
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f"/products/{to_product_id(symbol)}/candles",
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params={"granularity": self._granularity(timeframe)},
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)
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response.raise_for_status()
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# Coinbase returns newest-first rows: [time, low, high, open, close, volume].
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rows = sorted(response.json(), key=lambda row: row[0])
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candles = [
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Candle(
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ts=int(row[0]) * 1000,
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open=float(row[3]),
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high=float(row[2]),
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low=float(row[1]),
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close=float(row[4]),
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volume=float(row[5]),
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)
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for row in rows
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]
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return candles[-limit:]
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async def fetch_price(self, symbol: str) -> float:
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response = await self._client.get(f"/products/{to_product_id(symbol)}/ticker")
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response.raise_for_status()
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return float(response.json()["price"])
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async def close(self) -> None:
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await self._client.aclose()
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