onv-cex 0.1.0__tar.gz

onv_cex-0.1.0/LICENSE

@@ -0,0 +1,202 @@
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onv_cex-0.1.0/NOTICE

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+onv-cex
+Copyright 2026 sftgroup
+
+This product includes software developed at sftgroup (https://onv.codes).
+
+The following components are required by this distribution:
+
+  requests                   Apache License 2.0
+  ccxt                       MIT License
+  certifi (optional)         Mozilla Public License 2.0
+
+Test tooling (not distributed at runtime):
+
+  pytest                     MIT License
+
+The exchange APIs themselves are governed by each exchange's own terms of service.
+See THIRD_PARTY_LICENSES.md for details.

onv_cex-0.1.0/PKG-INFO

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+Metadata-Version: 2.4
+Name: onv-cex
+Version: 0.1.0
+Summary: Exchange adapter interface with a Binance spot/futures reference implementation (ccxt signing kernel, fail-closed demo mode, idempotent rate-limit retries).
+Author-email: sftgroup <security@onv.codes>
+License: Apache-2.0
+Project-URL: Homepage, https://github.com/sftgroup/onv-cex
+Project-URL: Repository, https://github.com/sftgroup/onv-cex
+Project-URL: Security, https://github.com/sftgroup/onv-cex/blob/main/SECURITY.md
+Keywords: trading,exchange,binance,ccxt,market-data,quant
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: Apache Software License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+License-File: NOTICE
+Requires-Dist: requests>=2.28
+Requires-Dist: ccxt>=4.0.0
+Provides-Extra: test
+Requires-Dist: pytest>=7.0; extra == "test"
+Dynamic: license-file
+
+# onv-cex
+
+[![CI](https://github.com/sftgroup/onv-cex/actions/workflows/ci.yml/badge.svg)](https://github.com/sftgroup/onv-cex/actions/workflows/ci.yml)
+[![License](https://img.shields.io/badge/license-Apache--2.0-blue.svg)](LICENSE)
+[![Python](https://img.shields.io/badge/python-3.10%2B-blue.svg)](pyproject.toml)
+
+ONV 交易栈中的**交易所适配器接口与 Binance 参考实现**：薄、可读、可离线测试。
+
+> **本仓是只读发布镜像。** 日常开发在内部主仓进行，每次同步由导出脚本推送；
+> 欢迎提 issue，但不接受改动实现的 PR（见 [CONTRIBUTING.md](CONTRIBUTING.md)）。
+
+## 这个仓解决什么问题
+
+自研交易系统接交易所时，真正的坑不在「怎么发一个 HTTP 请求」，而在：
+
+- **签名与私有端点**：主网 / 演示网双域名、时间戳窗口、参数排序，逐家重写必踩坑；
+- **精度过滤**：LOT_SIZE / tickSize / NOTIONAL，取整方向错一次就是交易所拒单；
+- **下单语义**：单向 vs 双向持仓（`positionSide` / `reduceOnly`）、现货市价买入用计价额（`quoteOrderQty`）；
+- **模拟盘**：切不过去就静默回落主网 = 用户以为在模拟、实际在下真单；
+- **限频**：429 / `-1003` 类错误的重试必须幂等，否则重复下单。
+
+本仓把这五件事写成可读的参考实现，供对账与自建时对照。
+
+## 内容
+
+| 模块 | 说明 |
+|---|---|
+| [`onv_cex/base.py`](src/onv_cex/base.py) | 不依赖 ccxt 的 REST 基类、统一结果类型 `LiveOrderResult`、TLS/CA 解析 |
+| [`onv_cex/symbols.py`](src/onv_cex/symbols.py) | 符号归一（`BTC/USDT:USDT` / `BTCUSDT` → 交易所原生符号） |
+| [`onv_cex/binance/base.py`](src/onv_cex/binance/base.py) | Binance 现货 / 合约共用内核：ccxt 建连、精度、订单参数、成交查询 |
+| [`onv_cex/binance/spot.py`](src/onv_cex/binance/spot.py) | 现货（原生 `/api/v3/*`，市价买入走 `quoteOrderQty`） |
+| [`onv_cex/binance/futures.py`](src/onv_cex/binance/futures.py) | USDⓈ-M 合约（原生 `/fapi/*`，`positionSide` / `reduceOnly` / 杠杆与保证金模式） |
+| [`onv_cex/demo.py`](src/onv_cex/demo.py) | 演示环境切换：ccxt 原生 `enable_demo_trading` 优先，`sandbox` + 域名改写退路，**失败即拒连** |
+| [`onv_cex/rate_limit.py`](src/onv_cex/rate_limit.py) | 限频/致命错误三分类、下单节流、指数退避 + 幂等重查 |
+| [`onv_cex/spot_sizing.py`](src/onv_cex/spot_sizing.py) | 现货手数 / 最小名义额 / 尘埃预检（按可用余额封顶） |
+
+**本仓不含**：其余 9 家交易所适配、凭据存储与解密、持仓落库、风控、策略运行时、
+订单执行编排。这些属于闭源部分，本仓不声明其存在。
+
+## 安装
+
+```bash
+pip install onv-cex
+# 或从源码
+git clone https://github.com/sftgroup/onv-cex && cd onv-cex && pip install -e ".[test]"
+```
+
+依赖：`requests`（REST）、`ccxt>=4.0.0`（`onv_cex.binance` 的签名内核；`onv_cex.base` / `symbols` / `spot_sizing` / `rate_limit` 本身不依赖 ccxt）。
+
+## 用法
+
+### Binance 现货：按计价额市价买入
+
+```python
+from onv_cex.binance.spot import BinanceSpotClient
+
+client = BinanceSpotClient(api_key="...", secret_key="...")
+res = client.place_market_order("BTC/USDT", "buy", quote_order_qty=100.0)
+print(res.exchange_order_id, res.filled, res.avg_price)
+```
+
+### Binance 合约：开仓 / 平仓
+
+```python
+from onv_cex.binance.futures import BinanceFuturesClient
+
+fut = BinanceFuturesClient(api_key="...", secret_key="...")
+fut.set_leverage("BTC/USDT", 3)
+fut.place_market_order("BTC/USDT", "buy", 0.002)
+fut.place_market_order("BTC/USDT", "sell", 0.002, reduce_only=True)
+```
+
+单向持仓时自动带 `positionSide=BOTH` + `reduceOnly`；双向（hedge）账户自动改为
+`positionSide=LONG|SHORT` 且不带 `reduceOnly`（币安 `-1106`）。
+
+### 演示环境（fail-closed）
+
+```python
+from onv_cex.demo import enable_demo_mode_strict
+
+# 传入已构造的 ccxt 客户端；切不过去直接抛 DemoModeUnsupported，绝不回落主网
+status = enable_demo_mode_strict(exchange, "binance")
+print(status)   # native | sandbox | sandbox+rewrite:...
+```
+
+### 限频退避 + 幂等重查
+
+```python
+from onv_cex.rate_limit import place_order_with_backoff
+
+order = place_order_with_backoff(
+    lambda: futures.place_market_order("BTC/USDT", "buy", 0.002),
+    exchange_id="binance",
+    client_order_id="my-cid-001",
+    fetch_fn=lambda: query_by_client_order_id("my-cid-001"),
+)
+```
+
+只对限频 / 风控类错误重试；密钥无效、IP 白名单等致命错误立即抛出；未知异常不重试。
+
+### 现货平仓前的手数收敛
+
+```python
+from onv_cex.spot_sizing import clamp_spot_close_quantity
+
+qty, meta = clamp_spot_close_quantity(client, symbol="DOGE/USDT", requested_qty=2000)
+if qty == 0:
+    print(meta["reason"])   # no_free_balance | below_lot_step | below_min_qty | below_min_notional
+```
+
+## 测试
+
+```bash
+pip install -e ".[test]"
+pytest -q
+```
+
+测试全部离线：用 fake ccxt 客户端校验参数构造，不发真实请求、不需要 API Key。
+
+## 与 ONV 平台的关系
+
+本仓是 ONV 平台交易所适配层的**参考实现**，主仓另有 9 家交易所适配与完整执行编排。
+平台对外接口见 <https://onv.codes/mcp-setup>。
+
+## 许可
+
+[Apache-2.0](LICENSE)。第三方依赖许可见 [THIRD_PARTY_LICENSES.md](THIRD_PARTY_LICENSES.md)；
+`onv` 名称与 Logo 不随代码授权，见 [TRADEMARK.md](TRADEMARK.md)。
+
+> 交易软件涉及资金风险。本仓按「现状」提供，不构成投资建议，也不对交易结果负责。

onv_cex-0.1.0/README.md

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+# onv-cex
+
+[![CI](https://github.com/sftgroup/onv-cex/actions/workflows/ci.yml/badge.svg)](https://github.com/sftgroup/onv-cex/actions/workflows/ci.yml)
+[![License](https://img.shields.io/badge/license-Apache--2.0-blue.svg)](LICENSE)
+[![Python](https://img.shields.io/badge/python-3.10%2B-blue.svg)](pyproject.toml)
+
+ONV 交易栈中的**交易所适配器接口与 Binance 参考实现**：薄、可读、可离线测试。
+
+> **本仓是只读发布镜像。** 日常开发在内部主仓进行，每次同步由导出脚本推送；
+> 欢迎提 issue，但不接受改动实现的 PR（见 [CONTRIBUTING.md](CONTRIBUTING.md)）。
+
+## 这个仓解决什么问题
+
+自研交易系统接交易所时，真正的坑不在「怎么发一个 HTTP 请求」，而在：
+
+- **签名与私有端点**：主网 / 演示网双域名、时间戳窗口、参数排序，逐家重写必踩坑；
+- **精度过滤**：LOT_SIZE / tickSize / NOTIONAL，取整方向错一次就是交易所拒单；
+- **下单语义**：单向 vs 双向持仓（`positionSide` / `reduceOnly`）、现货市价买入用计价额（`quoteOrderQty`）；
+- **模拟盘**：切不过去就静默回落主网 = 用户以为在模拟、实际在下真单；
+- **限频**：429 / `-1003` 类错误的重试必须幂等，否则重复下单。
+
+本仓把这五件事写成可读的参考实现，供对账与自建时对照。
+
+## 内容
+
+| 模块 | 说明 |
+|---|---|
+| [`onv_cex/base.py`](src/onv_cex/base.py) | 不依赖 ccxt 的 REST 基类、统一结果类型 `LiveOrderResult`、TLS/CA 解析 |
+| [`onv_cex/symbols.py`](src/onv_cex/symbols.py) | 符号归一（`BTC/USDT:USDT` / `BTCUSDT` → 交易所原生符号） |
+| [`onv_cex/binance/base.py`](src/onv_cex/binance/base.py) | Binance 现货 / 合约共用内核：ccxt 建连、精度、订单参数、成交查询 |
+| [`onv_cex/binance/spot.py`](src/onv_cex/binance/spot.py) | 现货（原生 `/api/v3/*`，市价买入走 `quoteOrderQty`） |
+| [`onv_cex/binance/futures.py`](src/onv_cex/binance/futures.py) | USDⓈ-M 合约（原生 `/fapi/*`，`positionSide` / `reduceOnly` / 杠杆与保证金模式） |
+| [`onv_cex/demo.py`](src/onv_cex/demo.py) | 演示环境切换：ccxt 原生 `enable_demo_trading` 优先，`sandbox` + 域名改写退路，**失败即拒连** |
+| [`onv_cex/rate_limit.py`](src/onv_cex/rate_limit.py) | 限频/致命错误三分类、下单节流、指数退避 + 幂等重查 |
+| [`onv_cex/spot_sizing.py`](src/onv_cex/spot_sizing.py) | 现货手数 / 最小名义额 / 尘埃预检（按可用余额封顶） |
+
+**本仓不含**：其余 9 家交易所适配、凭据存储与解密、持仓落库、风控、策略运行时、
+订单执行编排。这些属于闭源部分，本仓不声明其存在。
+
+## 安装
+
+```bash
+pip install onv-cex
+# 或从源码
+git clone https://github.com/sftgroup/onv-cex && cd onv-cex && pip install -e ".[test]"
+```
+
+依赖：`requests`（REST）、`ccxt>=4.0.0`（`onv_cex.binance` 的签名内核；`onv_cex.base` / `symbols` / `spot_sizing` / `rate_limit` 本身不依赖 ccxt）。
+
+## 用法
+
+### Binance 现货：按计价额市价买入
+
+```python
+from onv_cex.binance.spot import BinanceSpotClient
+
+client = BinanceSpotClient(api_key="...", secret_key="...")
+res = client.place_market_order("BTC/USDT", "buy", quote_order_qty=100.0)
+print(res.exchange_order_id, res.filled, res.avg_price)
+```
+
+### Binance 合约：开仓 / 平仓
+
+```python
+from onv_cex.binance.futures import BinanceFuturesClient
+
+fut = BinanceFuturesClient(api_key="...", secret_key="...")
+fut.set_leverage("BTC/USDT", 3)
+fut.place_market_order("BTC/USDT", "buy", 0.002)
+fut.place_market_order("BTC/USDT", "sell", 0.002, reduce_only=True)
+```
+
+单向持仓时自动带 `positionSide=BOTH` + `reduceOnly`；双向（hedge）账户自动改为
+`positionSide=LONG|SHORT` 且不带 `reduceOnly`（币安 `-1106`）。
+
+### 演示环境（fail-closed）
+
+```python
+from onv_cex.demo import enable_demo_mode_strict
+
+# 传入已构造的 ccxt 客户端；切不过去直接抛 DemoModeUnsupported，绝不回落主网
+status = enable_demo_mode_strict(exchange, "binance")
+print(status)   # native | sandbox | sandbox+rewrite:...
+```
+
+### 限频退避 + 幂等重查
+
+```python
+from onv_cex.rate_limit import place_order_with_backoff
+
+order = place_order_with_backoff(
+    lambda: futures.place_market_order("BTC/USDT", "buy", 0.002),
+    exchange_id="binance",
+    client_order_id="my-cid-001",
+    fetch_fn=lambda: query_by_client_order_id("my-cid-001"),
+)
+```
+
+只对限频 / 风控类错误重试；密钥无效、IP 白名单等致命错误立即抛出；未知异常不重试。
+
+### 现货平仓前的手数收敛
+
+```python
+from onv_cex.spot_sizing import clamp_spot_close_quantity
+
+qty, meta = clamp_spot_close_quantity(client, symbol="DOGE/USDT", requested_qty=2000)
+if qty == 0:
+    print(meta["reason"])   # no_free_balance | below_lot_step | below_min_qty | below_min_notional
+```
+
+## 测试
+
+```bash
+pip install -e ".[test]"
+pytest -q
+```
+
+测试全部离线：用 fake ccxt 客户端校验参数构造，不发真实请求、不需要 API Key。
+
+## 与 ONV 平台的关系
+
+本仓是 ONV 平台交易所适配层的**参考实现**，主仓另有 9 家交易所适配与完整执行编排。
+平台对外接口见 <https://onv.codes/mcp-setup>。
+
+## 许可
+
+[Apache-2.0](LICENSE)。第三方依赖许可见 [THIRD_PARTY_LICENSES.md](THIRD_PARTY_LICENSES.md)；
+`onv` 名称与 Logo 不随代码授权，见 [TRADEMARK.md](TRADEMARK.md)。
+
+> 交易软件涉及资金风险。本仓按「现状」提供，不构成投资建议，也不对交易结果负责。

onv_cex-0.1.0/pyproject.toml

@@ -0,0 +1,42 @@
+[build-system]
+requires = ["setuptools>=68"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "onv-cex"
+version = "0.1.0"
+description = "Exchange adapter interface with a Binance spot/futures reference implementation (ccxt signing kernel, fail-closed demo mode, idempotent rate-limit retries)."
+readme = "README.md"
+license = { text = "Apache-2.0" }
+requires-python = ">=3.10"
+authors = [{ name = "sftgroup", email = "security@onv.codes" }]
+keywords = ["trading", "exchange", "binance", "ccxt", "market-data", "quant"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Intended Audience :: Developers",
+    "License :: OSI Approved :: Apache Software License",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Topic :: Office/Business :: Financial :: Investment",
+]
+dependencies = [
+    "requests>=2.28",
+    "ccxt>=4.0.0",
+]
+
+[project.optional-dependencies]
+test = ["pytest>=7.0"]
+
+[project.urls]
+Homepage = "https://github.com/sftgroup/onv-cex"
+Repository = "https://github.com/sftgroup/onv-cex"
+Security = "https://github.com/sftgroup/onv-cex/blob/main/SECURITY.md"
+
+[tool.setuptools.packages.find]
+where = ["src"]
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+addopts = "-q"

onv_cex-0.1.0/setup.cfg

@@ -0,0 +1,4 @@
+[egg_info]
+tag_build = 
+tag_date = 0
+

onv_cex-0.1.0/src/onv_cex/__init__.py

@@ -0,0 +1,7 @@
+"""ONV exchange adapter interface with a Binance reference implementation."""
+
+from onv_cex.base import BaseRestClient, LiveOrderResult, LiveTradingError
+
+__all__ = ["BaseRestClient", "LiveOrderResult", "LiveTradingError", "__version__"]
+
+__version__ = "0.1.0"