- 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).
43 lines
1.4 KiB
Python
43 lines
1.4 KiB
Python
from __future__ import annotations
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from app.broker.base import Broker, Fill
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from app.broker.binance import TESTNET_URL, BinanceBroker
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from app.broker.coinbase import CoinbaseBroker
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from app.broker.paper import PaperBroker
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from app.config import Settings
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from app.market.binance import BASE_URL
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# Exchanges with a live execution adapter. Others fall back to paper and the
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# engine surfaces a clear error at start.
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_LIVE_BROKERS: dict[str, type[Broker]] = {
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"binance": BinanceBroker,
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"binanceus": BinanceBroker,
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"coinbase": CoinbaseBroker,
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}
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def build_broker(settings: Settings) -> Broker:
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if settings.mode != "live":
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return PaperBroker(fee_bps=settings.fee_bps, slippage_bps=settings.slippage_bps)
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exchange = settings.exchange.lower()
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if exchange not in _LIVE_BROKERS:
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raise ValueError(
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f"live trading is not supported on '{settings.exchange}' yet; "
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f"use MODE=paper or one of {sorted(_LIVE_BROKERS)}"
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)
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if exchange in {"binance", "binanceus"}:
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return BinanceBroker(
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api_key=settings.exchange_api_key,
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api_secret=settings.exchange_api_secret,
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base_url=TESTNET_URL if settings.exchange_sandbox else BASE_URL,
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)
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return CoinbaseBroker(
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api_key=settings.exchange_api_key,
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api_secret=settings.exchange_api_secret,
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)
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__all__ = ["Broker", "Fill", "PaperBroker", "build_broker"]
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