gitadmin/dzentra_bot
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: add market data architecture and complete migration through build 039

Browse Source
This commit is contained in:
Sergey
2026-07-14 09:58:16 +03:00
parent 26deb861bc
commit a996f2f797
443 changed files with 80452 additions and 1335 deletions
Download Patch File Download Diff File Expand all files Collapse all files

82
app/src/trading/debug/execution.py
View File

@@ -5,6 +5,7 @@ from __future__ import annotations
import math
from datetime import datetime
from src.core.types import NumericLike
from src.integrations.exchange.service import ExchangeService
from src.trading.debug.state import DebugPositionState, DebugTradeState
from src.trading.execution.models import ExecutionDecision
@@ -389,49 +390,88 @@ class DebugExecutionEngine:
return self._market_last_price(state.symbol)
def _entry_price_for_side(self, symbol: str, side: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
snapshot = ExchangeService().get_execution_snapshot(
symbol,
runtime_key="debug_auto",
)
if side == "LONG":
return self._snapshot_price(snapshot, "ask_price", "last_price")
return self._execution_price(
snapshot.ask_price,
snapshot.last_price,
price_name="ask_price",
)
if side == "SHORT":
return self._snapshot_price(snapshot, "bid_price", "last_price")
return self._execution_price(
snapshot.bid_price,
snapshot.last_price,
price_name="bid_price",
)
return self._snapshot_price(snapshot, "last_price")
return self._execution_price(
snapshot.last_price,
price_name="last_price",
)
def _exit_price_for_side(self, symbol: str, side: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
snapshot = ExchangeService().get_execution_snapshot(
symbol,
runtime_key="debug_auto",
)
if side == "LONG":
return self._snapshot_price(snapshot, "bid_price", "last_price")
return self._execution_price(
snapshot.bid_price,
snapshot.last_price,
price_name="bid_price",
)
if side == "SHORT":
return self._snapshot_price(snapshot, "ask_price", "last_price")
return self._execution_price(
snapshot.ask_price,
snapshot.last_price,
price_name="ask_price",
)
return self._snapshot_price(snapshot, "last_price")
return self._execution_price(
snapshot.last_price,
price_name="last_price",
)
def _market_last_price(self, symbol: str) -> float:
snapshot = ExchangeService().get_fresh_market_snapshot(symbol)
return self._snapshot_price(snapshot, "last_price")
snapshot = ExchangeService().get_execution_snapshot(
symbol,
runtime_key="debug_auto",
)
return self._execution_price(
snapshot.last_price,
price_name="last_price",
)
def _snapshot_price(
def _execution_price(
self,
snapshot: dict[str, object],
primary_key: str,
fallback_key: str | None = None,
raw_price: NumericLike | None,
fallback_price: NumericLike | None = None,
*,
price_name: str,
) -> float:
raw_price = snapshot.get(primary_key)
value = raw_price
if raw_price is None and fallback_key is not None:
raw_price = snapshot.get(fallback_key)
if value is None:
value = fallback_price
if raw_price is None:
raise ValueError(f"Market snapshot price '{primary_key}' is missing.")
if value is None:
raise ValueError(
f"Execution price '{price_name}' is missing."
)
price = float(raw_price)
price = float(value)
if price <= 0:
raise ValueError(f"Market snapshot price '{primary_key}' is invalid: {price}")
raise ValueError(
f"Execution price '{price_name}' is invalid: {price}"
)
return price