Files
crypto_trading/backend/app/runtime.py
T
matitos 03dfa369e5
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Risk controls, alerts, API token, more exchanges, presets
- 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).
2026-09-18 19:26:29 +00:00

173 lines
6.0 KiB
Python

from __future__ import annotations
import asyncio
import logging
from collections.abc import Callable
from contextlib import suppress
from typing import Any
from app.backtest import Backtester
from app.broker import build_broker
from app.broker.base import Broker
from app.config import Settings
from app.engine.engine import TradingEngine
from app.engine.strategies import get_strategy
from app.market import build_market_data
from app.market.base import MarketData
from app.notify import Notifier, build_notifier
from app.schemas import BacktestRequest, BacktestResult, StatusOut
from app.store import Store
logger = logging.getLogger(__name__)
FeedFactory = Callable[[Settings], MarketData]
BrokerFactory = Callable[[Settings], Broker]
NotifierFactory = Callable[[Settings], Notifier | None]
class Runtime:
"""Owns the active engine and fans out live updates to WebSocket clients."""
def __init__(
self,
settings: Settings,
store: Store | None = None,
*,
feed_factory: FeedFactory = build_market_data,
broker_factory: BrokerFactory = build_broker,
notifier: Notifier | None = None,
notifier_factory: NotifierFactory = build_notifier,
notify_levels: set[str] | None = None,
) -> None:
self.settings = settings
self.store = store or Store()
self._feed_factory = feed_factory
self._broker_factory = broker_factory
self.notifier = notifier if notifier is not None else notifier_factory(settings)
self.notify_levels = notify_levels or {"trade", "error"}
self.engine: TradingEngine | None = None
self._subscribers: set[asyncio.Queue] = set()
self._notify_tasks: set[asyncio.Task] = set()
# --- pub/sub ------------------------------------------------------
def subscribe(self) -> asyncio.Queue:
queue: asyncio.Queue = asyncio.Queue(maxsize=100)
self._subscribers.add(queue)
return queue
def unsubscribe(self, queue: asyncio.Queue) -> None:
self._subscribers.discard(queue)
def _broadcast(self, payload: dict[str, Any]) -> None:
for queue in list(self._subscribers):
if queue.full():
with suppress(asyncio.QueueEmpty):
queue.get_nowait()
with suppress(asyncio.QueueFull):
queue.put_nowait(payload)
if payload.get("type") == "event":
self._maybe_notify(payload["data"])
def _maybe_notify(self, event: dict[str, Any]) -> None:
if self.notifier is None or event.get("level") not in self.notify_levels:
return
message = event.get("message", "")
try:
task = asyncio.create_task(self.notifier.send(event["level"], message))
except RuntimeError: # no running loop (e.g. sync test context)
return
self._notify_tasks.add(task)
task.add_done_callback(self._notify_tasks.discard)
# --- lifecycle ----------------------------------------------------
async def start(
self,
strategy_key: str,
params: dict[str, Any] | None = None,
*,
symbol: str | None = None,
timeframe: str | None = None,
starting_balance: float | None = None,
) -> StatusOut:
if self.engine is not None and self.engine.running:
await self.stop()
engine = TradingEngine(
feed=self._feed_factory(self.settings),
broker=self._broker_factory(self.settings),
store=self.store,
settings=self.settings,
)
engine.set_publisher(self._broadcast)
self.engine = engine
await engine.start(
strategy_key,
params,
symbol=symbol,
timeframe=timeframe,
starting_balance=starting_balance,
)
return engine.status()
async def stop(self) -> StatusOut:
if self.engine is not None:
await self.engine.stop()
return self.engine.status()
return self._idle_status()
async def kill(self, reason: str = "manual kill switch") -> StatusOut:
if self.engine is not None:
await self.engine.kill(reason)
return self.engine.status()
return self._idle_status()
async def run_backtest(self, request: BacktestRequest) -> BacktestResult:
symbol = request.symbol or self.settings.symbol
timeframe = request.timeframe or self.settings.timeframe
strategy_cls = get_strategy(request.strategy_key)
strategy = strategy_cls(request.params)
feed = self._feed_factory(self.settings)
try:
candles = await feed.fetch_candles(symbol, timeframe, request.limit)
finally:
await feed.close()
backtester = Backtester(
fee_bps=self.settings.fee_bps,
slippage_bps=self.settings.slippage_bps,
starting_balance=request.starting_balance or self.settings.starting_balance,
)
return backtester.run(candles, strategy, symbol, timeframe)
async def shutdown(self) -> None:
if self.engine is not None:
await self.engine.shutdown()
if self.notifier is not None:
await self.notifier.close()
def status(self) -> StatusOut:
if self.engine is not None:
return self.engine.status()
return self._idle_status()
def _idle_status(self) -> StatusOut:
return StatusOut(
running=False,
mode=self.settings.mode,
exchange=self.settings.exchange,
symbol=self.settings.symbol,
timeframe=self.settings.timeframe,
strategy_key=None,
strategy_name=None,
params={},
price=None,
cash=self.settings.starting_balance,
equity=self.settings.starting_balance,
starting_balance=self.settings.starting_balance,
realized_pnl=0.0,
unrealized_pnl=0.0,
total_pnl=0.0,
open_positions=0,
last_tick=None,
)