Add test suite and fix configuration for Python 3.12
- Add AGENTS.md with coding guidelines for AI agents - Add comprehensive unit tests for Binance adapter (mocked) - Add integration tests for Binance testnet connectivity - Fix pydantic-settings v2 compatibility for nested settings - Fix MarginType enum to handle lowercase API responses - Update Python requirement to 3.12+ (pandas-ta dependency) - Update ruff config to new lint section format - Update PLAN.md to reflect completed milestones 1.1-1.3 32 tests passing with 81% coverage
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bnair123
@@ -10,7 +10,7 @@ Supports:
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import hashlib
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import hmac
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import time
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from datetime import datetime, timezone
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from datetime import UTC, datetime
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from decimal import Decimal
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from typing import Any
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from urllib.parse import urlencode
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@@ -124,7 +124,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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endpoint: str,
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params: dict[str, Any] | None = None,
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signed: bool = False,
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) -> dict[str, Any]:
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) -> Any:
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"""Make HTTP request to Binance API.
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Args:
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@@ -262,9 +262,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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step_size=Decimal(lot_size.get("stepSize", "0")),
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)
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logger.info(
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"Loaded exchange info", symbol_count=len(self._symbol_info_cache)
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)
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logger.info("Loaded exchange info", symbol_count=len(self._symbol_info_cache))
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# =========================================================================
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# Configuration
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@@ -304,7 +302,9 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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except ExchangeError as e:
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# Error -4046 means already in requested mode
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if "-4046" in str(e):
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logger.debug("Margin type already set", symbol=symbol, margin_type=margin_type.value)
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logger.debug(
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"Margin type already set", symbol=symbol, margin_type=margin_type.value
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)
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else:
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raise
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@@ -334,7 +334,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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unrealized_pnl=Decimal(balance["crossUnPnl"]),
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margin_balance=Decimal(balance["balance"]),
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available_balance=Decimal(balance["availableBalance"]),
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updated_at=datetime.now(timezone.utc),
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updated_at=datetime.now(UTC),
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)
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raise ExchangeError(f"Asset {asset} not found in balances")
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@@ -357,14 +357,14 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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mark_price=Decimal(pos["markPrice"]),
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unrealized_pnl=Decimal(pos["unRealizedProfit"]),
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leverage=int(pos["leverage"]),
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margin_type=MarginType(pos["marginType"]),
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margin_type=self._parse_margin_type(pos["marginType"]),
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isolated_margin=Decimal(pos["isolatedMargin"])
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if pos["marginType"] == "isolated"
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if pos["marginType"].upper() == "ISOLATED"
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else None,
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liquidation_price=Decimal(pos["liquidationPrice"])
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if Decimal(pos["liquidationPrice"]) > 0
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else None,
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updated_at=datetime.now(timezone.utc),
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updated_at=datetime.now(UTC),
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raw=pos,
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)
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)
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@@ -392,9 +392,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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quantity = self.round_quantity(request.symbol, request.quantity)
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price = self.round_price(request.symbol, request.price) if request.price else None
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stop_price = (
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self.round_price(request.symbol, request.stop_price)
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if request.stop_price
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else None
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self.round_price(request.symbol, request.stop_price) if request.stop_price else None
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)
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params: dict[str, Any] = {
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@@ -507,16 +505,12 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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if data.get("avgPrice") and Decimal(data["avgPrice"]) > 0
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else None,
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commission=Decimal("0"), # Not provided in order response
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created_at=datetime.fromtimestamp(
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data["time"] / 1000, tz=timezone.utc
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)
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created_at=datetime.fromtimestamp(data["time"] / 1000, tz=UTC)
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if "time" in data
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else datetime.now(timezone.utc),
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updated_at=datetime.fromtimestamp(
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data["updateTime"] / 1000, tz=timezone.utc
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)
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else datetime.now(UTC),
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updated_at=datetime.fromtimestamp(data["updateTime"] / 1000, tz=UTC)
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if "updateTime" in data
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else datetime.now(timezone.utc),
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else datetime.now(UTC),
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raw=data,
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)
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@@ -549,7 +543,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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for k in data:
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candles.append(
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Candle(
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timestamp=datetime.fromtimestamp(k[0] / 1000, tz=timezone.utc),
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timestamp=datetime.fromtimestamp(k[0] / 1000, tz=UTC),
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open=Decimal(str(k[1])),
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high=Decimal(str(k[2])),
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low=Decimal(str(k[3])),
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@@ -578,9 +572,7 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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return FundingRate(
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symbol=symbol,
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funding_rate=Decimal(data["lastFundingRate"]),
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funding_time=datetime.fromtimestamp(
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data["nextFundingTime"] / 1000, tz=timezone.utc
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),
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funding_time=datetime.fromtimestamp(data["nextFundingTime"] / 1000, tz=UTC),
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mark_price=Decimal(data["markPrice"]),
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)
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@@ -596,6 +588,13 @@ class BinanceUSDMAdapter(ExchangeAdapter):
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# Utility Methods
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# =========================================================================
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def _parse_margin_type(self, value: str) -> MarginType:
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"""Parse margin type from API response (handles lowercase values)."""
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value_upper = value.upper()
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if value_upper in ("CROSS", "CROSSED"):
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return MarginType.CROSS
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return MarginType.ISOLATED
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def round_price(self, symbol: str, price: Decimal) -> Decimal:
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"""Round price to valid tick size for symbol."""
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info = self._symbol_info_cache.get(symbol)
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@@ -30,7 +30,12 @@ class LogFormat(str, Enum):
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class BinanceSettings(BaseSettings):
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"""Binance API configuration."""
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model_config = SettingsConfigDict(env_prefix="BINANCE_")
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model_config = SettingsConfigDict(
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env_prefix="BINANCE_",
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env_file=".env",
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env_file_encoding="utf-8",
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extra="ignore",
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)
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# Testnet credentials
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testnet_api_key: SecretStr | None = Field(
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@@ -56,7 +61,12 @@ class BinanceSettings(BaseSettings):
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class RiskSettings(BaseSettings):
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"""Risk management configuration."""
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model_config = SettingsConfigDict(env_prefix="RISK_")
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model_config = SettingsConfigDict(
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env_prefix="RISK_",
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env_file=".env",
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env_file_encoding="utf-8",
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extra="ignore",
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)
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per_trade_pct: Annotated[
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float,
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@@ -109,6 +119,7 @@ class Settings(BaseSettings):
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env_file_encoding="utf-8",
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case_sensitive=False,
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extra="ignore",
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env_parse_none_str="None",
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)
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# Trading mode
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@@ -127,10 +138,10 @@ class Settings(BaseSettings):
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),
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]
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# Symbols
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symbols: list[str] = Field(
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default=["BTCUSDT", "ETHUSDT"],
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description="Trading symbols (comma-separated in env)",
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# Symbols - use str with custom validator since pydantic-settings 2.x has issues with list[str]
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symbols: str = Field(
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default="BTCUSDT,ETHUSDT",
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description="Trading symbols (comma-separated)",
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)
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# Timeframes
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@@ -177,13 +188,10 @@ class Settings(BaseSettings):
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binance: BinanceSettings = Field(default_factory=BinanceSettings)
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risk: RiskSettings = Field(default_factory=RiskSettings)
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@field_validator("symbols", mode="before")
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@classmethod
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def parse_symbols(cls, v: str | list[str]) -> list[str]:
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"""Parse comma-separated symbols from environment."""
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if isinstance(v, str):
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return [s.strip().upper() for s in v.split(",") if s.strip()]
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return [s.upper() for s in v]
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@property
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def symbols_list(self) -> list[str]:
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"""Get symbols as a list."""
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return [s.strip().upper() for s in self.symbols.split(",") if s.strip()]
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@field_validator("log_level", mode="before")
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@classmethod
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@@ -230,9 +238,7 @@ class Settings(BaseSettings):
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)
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elif self.trading_mode == TradingMode.LIVE:
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if not self.binance.api_key or not self.binance.secret:
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raise ValueError(
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"Live mode requires BINANCE_API_KEY and BINANCE_SECRET"
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)
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raise ValueError("Live mode requires BINANCE_API_KEY and BINANCE_SECRET")
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# PAPER mode doesn't require any credentials
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return self
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