Stage 05.6 - order draft logic improvements

app/src/integrations/exchange/models.py

@@ -1,3 +1,5 @@
+# app/src/integrations/exchange/models.py
+
 from __future__ import annotations
 
 from dataclasses import dataclass
@@ -36,6 +38,9 @@ class ExchangeSymbol:
     market_modes: list[str]
     market_type: str
     tick_size: float | None
+    step_size: float | None
+    min_qty: float | None
+    min_notional: float | None
 
 
 @dataclass(slots=True)
@@ -50,4 +55,4 @@ class SymbolValidationResult:
 @dataclass(slots=True)
 class PrivateAuthHealth:
     ok: bool
-    message: str
+    message: str

app/src/integrations/exchange/service.py

@@ -1,3 +1,5 @@
+# app/src/integrations/exchange/service.py
+
 from __future__ import annotations
 
 from datetime import datetime
@@ -227,28 +229,85 @@ class ExchangeService:
             if isinstance(inner, dict) and isinstance(inner.get("symbols"), list):
                 symbols_raw = inner["symbols"]
             else:
-                raise ExchangeError(
-                    "Field 'symbols' is missing in exchangeInfo response."
-                )
+                raise ExchangeError("Field 'symbols' is missing in exchangeInfo response.")
 
         def _safe_str(value: object, default: str = "") -> str:
             if value is None:
                 return default
             return str(value).strip()
 
+        def _safe_float(value: object) -> float | None:
+            if value in (None, ""):
+                return None
+            try:
+                return float(str(value).strip())
+            except (TypeError, ValueError):
+                return None
+
+        def _extract_filter_value(
+            filters: object,
+            filter_names: list[str],
+            keys: list[str],
+        ) -> float | None:
+            if not isinstance(filters, list):
+                return None
+
+            normalized_filter_names = {name.upper() for name in filter_names}
+
+            for entry in filters:
+                if not isinstance(entry, dict):
+                    continue
+
+                filter_type = str(entry.get("filterType", "")).strip().upper()
+                if filter_type not in normalized_filter_names:
+                    continue
+
+                for key in keys:
+                    value = _safe_float(entry.get(key))
+                    if value is not None:
+                        return value
+
+            return None
+
         items: list[ExchangeSymbol] = []
 
         for item in symbols_raw:
             if not isinstance(item, dict):
                 continue
 
-            tick_size_raw = item.get("tickSize")
-            tick_size = None
-            if tick_size_raw not in (None, ""):
-                try:
-                    tick_size = float(str(tick_size_raw))
-                except (TypeError, ValueError):
-                    tick_size = None
+            filters = item.get("filters")
+
+            tick_size = _safe_float(item.get("tickSize"))
+            if tick_size is None:
+                tick_size = _extract_filter_value(
+                    filters,
+                    filter_names=["PRICE_FILTER"],
+                    keys=["tickSize"],
+                )
+
+            step_size = _safe_float(item.get("stepSize"))
+            if step_size is None:
+                step_size = _extract_filter_value(
+                    filters,
+                    filter_names=["LOT_SIZE", "MARKET_LOT_SIZE"],
+                    keys=["stepSize"],
+                )
+
+            min_qty = _safe_float(item.get("minQty"))
+            if min_qty is None:
+                min_qty = _extract_filter_value(
+                    filters,
+                    filter_names=["LOT_SIZE", "MARKET_LOT_SIZE"],
+                    keys=["minQty"],
+                )
+
+            min_notional = _safe_float(item.get("minNotional"))
+            if min_notional is None:
+                min_notional = _extract_filter_value(
+                    filters,
+                    filter_names=["MIN_NOTIONAL", "NOTIONAL"],
+                    keys=["minNotional", "notional"],
+                )
 
             market_modes_raw = item.get("marketModes")
             if isinstance(market_modes_raw, list):
@@ -259,7 +318,11 @@ class ExchangeService:
                 market_modes = []
 
             market_type_raw = item.get("marketType")
-            market_type = str(market_type_raw).strip() if market_type_raw is not None else "unknown"
+            market_type = (
+                str(market_type_raw).strip()
+                if market_type_raw is not None
+                else "unknown"
+            )
 
             items.append(
                 ExchangeSymbol(
@@ -271,6 +334,9 @@ class ExchangeService:
                     market_modes=market_modes,
                     market_type=market_type,
                     tick_size=tick_size,
+                    step_size=step_size,
+                    min_qty=min_qty,
+                    min_notional=min_notional,
                 )
             )