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d5b7ee9 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 | """Binance adapter stub β crypto trading via Binance API.
This is a stub implementation. To enable:
1. Install ccxt: `uv add ccxt`
2. Add your Binance API keys to config
3. Implement the TODO sections below
"""
from __future__ import annotations
import logging
from datetime import datetime, timedelta, timezone
import pandas as pd
from trading_cli.execution.adapters.base import (
AccountInfo,
MarketClock,
OrderResult,
Position,
TradingAdapter,
)
from trading_cli.execution.adapters.registry import register_adapter
logger = logging.getLogger(__name__)
@register_adapter
class BinanceAdapter(TradingAdapter):
"""Binance adapter for cryptocurrency trading.
Requires: ccxt library (`uv add ccxt`)
Config keys:
binance_api_key: Your Binance API key
binance_api_secret: Your Binance API secret
binance_sandbox: Use sandbox/testnet (default: False)
"""
def __init__(self, config: dict) -> None:
self._config = config
self._api_key = config.get("binance_api_key", "")
self._api_secret = config.get("binance_api_secret", "")
self._sandbox = config.get("binance_sandbox", False)
self._demo = not (self._api_key and self._api_secret)
if self._demo:
logger.info("BinanceAdapter: no API keys found, stub mode only")
return
try:
import ccxt
self._exchange = ccxt.binance({
"apiKey": self._api_key,
"secret": self._api_secret,
"enableRateLimit": True,
})
if self._sandbox:
self._exchange.set_sandbox_mode(True)
logger.info("BinanceAdapter connected (sandbox=%s)", self._sandbox)
except ImportError:
logger.warning("ccxt not installed. Run: uv add ccxt")
self._demo = True
self._exchange = None
except Exception as exc:
logger.error("Failed to connect to Binance: %s", exc)
self._demo = True
self._exchange = None
@property
def adapter_id(self) -> str:
return "binance"
@property
def supports_paper_trading(self) -> bool:
return self._sandbox # Binance testnet
@property
def is_demo_mode(self) -> bool:
return self._demo
# ββ Account & Positions βββββββββββββββββββββββββββββββββββββββββββββββββββ
def get_account(self) -> AccountInfo:
if self._demo or not self._exchange:
return AccountInfo(
equity=100000.0,
cash=100000.0,
buying_power=100000.0,
portfolio_value=100000.0,
)
# TODO: Implement real account fetch using self._exchange.fetch_balance()
balance = self._exchange.fetch_balance()
# Extract USDT balance as cash equivalent
cash = float(balance.get("USDT", {}).get("free", 0))
return AccountInfo(
equity=cash, # Simplified
cash=cash,
buying_power=cash,
portfolio_value=cash,
)
def get_positions(self) -> list[Position]:
if self._demo or not self._exchange:
return []
# TODO: Implement real position fetch
# For crypto, positions are balances with non-zero amounts
positions = []
balance = self._exchange.fetch_balance()
for currency, amount_info in balance.items():
if isinstance(amount_info, dict) and amount_info.get("total", 0) > 0:
if currency in ("free", "used", "total", "info"):
continue
total = amount_info.get("total", 0)
positions.append(
Position(
symbol=f"{currency}/USDT",
qty=total,
avg_entry_price=0.0, # TODO: Track entry prices
current_price=0.0, # TODO: Fetch current price
unrealized_pl=0.0,
unrealized_plpc=0.0,
market_value=0.0,
side="long",
)
)
return positions
# ββ Orders βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
def submit_market_order(self, symbol: str, qty: int, side: str) -> OrderResult:
if self._demo or not self._exchange:
return OrderResult(
order_id=f"BINANCE-DEMO-{datetime.now().timestamp()}",
symbol=symbol,
action=side,
qty=qty,
status="filled",
filled_price=0.0,
)
# TODO: Implement real order submission
try:
# Convert to ccxt format: 'BTC/USDT'
order = self._exchange.create_market_order(symbol, side.lower(), qty)
return OrderResult(
order_id=order.get("id", "unknown"),
symbol=symbol,
action=side,
qty=qty,
status=order.get("status", "filled"),
filled_price=float(order.get("average") or order.get("price") or 0),
)
except Exception as exc:
logger.error("Binance order failed for %s %s %d: %s", side, symbol, qty, exc)
raise
def close_position(self, symbol: str) -> OrderResult | None:
if self._demo or not self._exchange:
return None
# TODO: Implement position close
# Need to look up current position qty and sell all
return None
# ββ Market Data βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
def fetch_ohlcv(self, symbol: str, days: int = 90) -> pd.DataFrame:
if self._demo or not self._exchange:
return pd.DataFrame()
try:
# Binance uses 'BTC/USDT' format
ohlcv = self._exchange.fetch_ohlcv(symbol, timeframe="1d", limit=days)
df = pd.DataFrame(
ohlcv,
columns=["timestamp", "Open", "High", "Low", "Close", "Volume"],
)
df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms", utc=True)
df.set_index("timestamp", inplace=True)
return df
except Exception as exc:
logger.warning("Binance OHLCV fetch failed for %s: %s", symbol, exc)
return pd.DataFrame()
def get_latest_quote(self, symbol: str) -> float | None:
if self._demo or not self._exchange:
return None
try:
ticker = self._exchange.fetch_ticker(symbol)
return float(ticker.get("last") or 0)
except Exception as exc:
logger.warning("Binance quote failed for %s: %s", symbol, exc)
return None
# ββ Market Info βββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
def get_market_clock(self) -> MarketClock:
# Crypto markets are 24/7
return MarketClock(
is_open=True,
next_open="24/7",
next_close="24/7",
)
# ββ News ββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββββ
def fetch_news(self, symbol: str, max_articles: int = 50,
days_ago: int = 0) -> list[tuple[str, float]]:
# Binance doesn't provide news via API
return []
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