walrasquant-lib 0.4.20__py3-none-any.whl

walrasquant/exchange/bitget/exchange.py

@@ -0,0 +1,128 @@
+import ccxt
+import msgspec
+from typing import Any, Dict
+from decimal import Decimal
+from walrasquant.base import ExchangeManager
+from walrasquant.schema import InstrumentId
+from walrasquant.error import EngineBuildError
+from walrasquant.config import BasicConfig
+from walrasquant.constants import AccountType, ConfigType
+from walrasquant.exchange.bitget.schema import BitgetMarket
+from walrasquant.exchange.bitget.constants import BitgetAccountType
+
+
+class BitgetExchangeManager(ExchangeManager):
+    api: ccxt.bitget
+    market: Dict[str, BitgetMarket]
+    market_id: Dict[str, str]
+
+    def __init__(self, config: ConfigType | None = None):
+        resolved_config: ConfigType = {
+            "apiKey": config.get("apiKey", "") if config else "",
+            "secret": config.get("secret", "") if config else "",
+            "exchange_id": config.get("exchange_id", "bitget") if config else "bitget",
+            "sandbox": config.get("sandbox", False) if config else False,
+        }
+        if config and "password" in config:
+            resolved_config["password"] = config["password"]
+        super().__init__(resolved_config)
+        self.passphrase = resolved_config.get("password")
+        self._public_conn_account_type: BitgetAccountType | None = None
+
+    def load_markets(self, reload: bool = False) -> None:
+        market = self.api.load_markets(reload=reload)
+        for symbol, mkt in market.items():
+            try:
+                mkt_json = msgspec.json.encode(mkt)
+                mkt = msgspec.json.decode(mkt_json, type=BitgetMarket)
+
+                if (
+                    mkt.spot or mkt.linear or mkt.inverse or mkt.future
+                ) and not mkt.option:
+                    symbol = self._parse_symbol(mkt, exchange_suffix="BITGET")
+                    mkt.symbol = symbol
+
+                    if (
+                        (mkt.linear or mkt.inverse)
+                        and mkt.info.priceEndStep is not None
+                        and mkt.info.pricePlace is not None
+                    ):
+                        mkt.info.priceEndStep = str(
+                            Decimal(mkt.info.priceEndStep)
+                            / (Decimal("10") ** Decimal(mkt.info.pricePlace))
+                        )
+                    self.market[symbol] = mkt
+                    if mkt.type.value == "spot":
+                        self.market_id[f"{mkt.id}_spot"] = symbol
+                    elif mkt.linear:
+                        self.market_id[f"{mkt.id}_linear"] = symbol
+                    elif mkt.inverse:
+                        self.market_id[f"{mkt.id}_inverse"] = symbol
+
+            except msgspec.ValidationError as ve:
+                self._log.warning(f"Symbol Format Error: {ve}, {symbol}, {mkt}")
+                continue
+
+    def validate_public_connector_config(
+        self, account_type: AccountType, basic_config: BasicConfig | None = None
+    ) -> None:
+        """Validate public connector configuration for this exchange"""
+        if basic_config is None:
+            raise EngineBuildError("basic_config is required for Bitget")
+        if not isinstance(account_type, BitgetAccountType):
+            raise EngineBuildError(
+                f"Expected BitgetAccountType, got {type(account_type)}"
+            )
+
+        if basic_config.testnet != account_type.is_testnet:
+            raise EngineBuildError(
+                f"The `testnet` setting of Bitget is not consistent with the public connector's account type `{account_type}`."
+            )
+
+    def validate_public_connector_limits(
+        self, existing_connectors: Dict[AccountType, Any]
+    ) -> None:
+        """Validate public connector limits for this exchange"""
+        bitget_connectors = [
+            c
+            for c in existing_connectors.values()
+            if hasattr(c, "account_type")
+            and isinstance(c.account_type, BitgetAccountType)
+        ]
+        if len(bitget_connectors) > 1:
+            raise EngineBuildError(
+                "Only one public connector is supported for Bitget, please remove the extra public connector config."
+            )
+
+    def set_public_connector_account_type(
+        self, account_type: BitgetAccountType
+    ) -> None:
+        """Set the account type for public connector configuration"""
+        self._public_conn_account_type = account_type
+
+    def instrument_id_to_account_type(self, instrument_id: InstrumentId) -> AccountType:
+        """Convert an instrument ID to the appropriate account type for this exchange"""
+        if self._public_conn_account_type is None:
+            raise EngineBuildError(
+                "Public connector account type not set for Bitget. Please add Bitget in public_conn_config."
+            )
+        return self._public_conn_account_type
+
+
+def main():
+    # Example usage
+    exchange = BitgetExchangeManager(
+        config={
+            "apiKey": "",
+            "secret": "",
+            "exchange_id": "bitget",
+            "sandbox": False,
+        }
+    )
+    exchange.load_markets()
+
+    # print(exchange.market)
+
+
+if __name__ == "__main__":
+    main()

walrasquant/exchange/bitget/factory.py

@@ -0,0 +1,135 @@
+"""
+Bitget exchange factory implementation.
+"""
+
+from typing import cast
+
+from walrasquant.constants import ExchangeType, AccountType, ConfigType
+from walrasquant.config import (
+    PublicConnectorConfig,
+    PrivateConnectorConfig,
+    BasicConfig,
+)
+from walrasquant.exchange.base_factory import ExchangeFactory, BuildContext
+from walrasquant.base import (
+    ExchangeManager,
+    PublicConnector,
+    PrivateConnector,
+    ExecutionManagementSystem,
+)
+
+from walrasquant.exchange.bitget.exchange import BitgetExchangeManager
+from walrasquant.exchange.bitget.constants import BitgetAccountType
+from walrasquant.exchange.bitget.connector import (
+    BitgetPublicConnector,
+    BitgetPrivateConnector,
+)
+from walrasquant.exchange.bitget.ems import BitgetExecutionManagementSystem
+from walrasquant.exchange.bitget.schema import BitgetMarket
+
+
+class BitgetFactory(ExchangeFactory):
+    """Factory for creating Bitget exchange components."""
+
+    @property
+    def exchange_type(self) -> ExchangeType:
+        return ExchangeType.BITGET
+
+    def create_manager(self, basic_config: BasicConfig) -> ExchangeManager:
+        """Create BitgetExchangeManager."""
+        ccxt_config: ConfigType = {
+            "apiKey": basic_config.api_key or "",
+            "secret": basic_config.secret or "",
+            "exchange_id": "bitget",
+            "sandbox": basic_config.testnet,
+        }
+        if basic_config.passphrase:
+            ccxt_config["password"] = basic_config.passphrase
+
+        return BitgetExchangeManager(ccxt_config)
+
+    def create_public_connector(
+        self,
+        config: PublicConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+    ) -> PublicConnector:
+        """Create BitgetPublicConnector."""
+        if not isinstance(config.account_type, BitgetAccountType):
+            raise TypeError("Bitget public connector requires BitgetAccountType")
+        connector = BitgetPublicConnector(
+            account_type=config.account_type,
+            exchange=cast(BitgetExchangeManager, exchange),
+            msgbus=context.msgbus,
+            clock=context.clock,
+            task_manager=context.task_manager,
+            enable_rate_limit=config.enable_rate_limit,
+            custom_url=config.custom_url,
+            max_subscriptions_per_client=config.max_subscriptions_per_client,
+            max_clients=config.max_clients,
+        )
+
+        # Bitget needs post-creation setup
+        self.setup_public_connector(
+            cast(BitgetExchangeManager, exchange), connector, config.account_type
+        )
+        return connector
+
+    def create_private_connector(
+        self,
+        config: PrivateConnectorConfig,
+        exchange: ExchangeManager,
+        context: BuildContext,
+        account_type: AccountType | None = None,
+    ) -> PrivateConnector:
+        """Create BitgetPrivateConnector."""
+        # Use provided account_type or fall back to config
+        final_account_type = account_type or config.account_type
+        if not isinstance(final_account_type, BitgetAccountType):
+            raise TypeError("Bitget private connector requires BitgetAccountType")
+
+        return BitgetPrivateConnector(
+            exchange=cast(BitgetExchangeManager, exchange),
+            account_type=final_account_type,
+            cache=context.cache,
+            msgbus=context.msgbus,
+            clock=context.clock,
+            registry=context.registry,
+            enable_rate_limit=config.enable_rate_limit,
+            task_manager=context.task_manager,
+            max_retries=config.max_retries,
+            delay_initial_ms=config.delay_initial_ms,
+            delay_max_ms=config.delay_max_ms,
+            backoff_factor=config.backoff_factor,
+            max_slippage=config.max_slippage,
+            max_subscriptions_per_client=config.max_subscriptions_per_client,
+            max_clients=config.max_clients,
+            order_query_config=context.order_query_config,
+        )
+
+    def create_ems(
+        self, exchange: ExchangeManager, context: BuildContext
+    ) -> ExecutionManagementSystem:
+        """Create BitgetExecutionManagementSystem."""
+        return BitgetExecutionManagementSystem(
+            market=cast(dict[str, BitgetMarket], exchange.market),
+            cache=context.cache,
+            msgbus=context.msgbus,
+            clock=context.clock,
+            task_manager=context.task_manager,
+            registry=context.registry,
+            queue_maxsize=context.queue_maxsize,
+        )
+
+    def setup_public_connector(
+        self,
+        exchange: ExchangeManager,
+        connector: PublicConnector,
+        account_type: AccountType,
+    ) -> None:
+        """Setup public connector account type."""
+        if not isinstance(account_type, BitgetAccountType):
+            raise TypeError("Bitget public connector requires BitgetAccountType")
+        cast(BitgetExchangeManager, exchange).set_public_connector_account_type(
+            account_type
+        )