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).
86 lines
3.1 KiB
Python
86 lines
3.1 KiB
Python
from __future__ import annotations
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import base64
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import json
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import time
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import uuid
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import httpx
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from app.broker.base import Broker, Fill
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from app.market.coinbase import BASE_URL, to_product_id
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from app.models import OrderSide, utcnow
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class CoinbaseBroker(Broker):
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"""Live Coinbase Advanced Trade execution (requires API credentials).
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Credentials are a Coinbase CDP API key + an EC private key (PEM). The key
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name is ``EXCHANGE_API_KEY`` and the PEM is ``EXCHANGE_API_SECRET`` (with
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literal ``\\n`` escapes allowed).
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"""
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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(
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"Coinbase broker requires EXCHANGE_API_KEY and EXCHANGE_API_SECRET (PEM)"
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)
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self.api_key = api_key
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self.api_secret = api_secret
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self._client = httpx.AsyncClient(base_url=base_url, timeout=timeout)
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def _token(self, method: str, path: str) -> str:
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from cryptography.hazmat.primitives import hashes, serialization
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from cryptography.hazmat.primitives.asymmetric import ec
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nonce = str(uuid.uuid4())
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timestamp = str(int(time.time()))
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message = f"{timestamp}{method}{path}{nonce}"
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private_key = serialization.load_pem_private_key(
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self.api_secret.replace("\\n", "\n").encode(), password=None
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)
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signature = private_key.sign(message.encode(), ec.ECDSA(hashes.SHA256()))
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return f"Bearer {self.api_key}:{base64.b64encode(signature).decode()}:{nonce}:{timestamp}"
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async def _market_order(self, symbol: str, side: OrderSide, qty: float) -> Fill:
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path = "/api/v3/brokerage/orders"
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body = {
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"client_order_id": str(uuid.uuid4()),
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"product_id": to_product_id(symbol),
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"side": side.value.upper(),
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"order_configuration": {"market_market_ioc": {"base_size": f"{qty:.8f}"}},
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}
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response = await self._client.post(
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path,
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content=json.dumps(body),
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headers={
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"Authorization": self._token("POST", path),
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"Content-Type": "application/json",
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},
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)
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response.raise_for_status()
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data = response.json()
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order = data.get("order", data)
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success = order.get("success", True)
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if not success:
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raise RuntimeError(f"coinbase order rejected: {order.get('failure_reason', order)}")
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filled = float(order.get("filled_size") or qty)
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price = float(order.get("average_filled_price") or 0.0)
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fee = float(order.get("total_fees") or 0.0)
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return Fill(symbol=symbol, side=side, qty=filled, price=price, fee=fee, ts=utcnow())
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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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