bifitnex-trading/trader.py

import logging
import math
import time

import config
from data_fetcher import _auth_post

logger = logging.getLogger(__name__)


def execute_trade(signal: dict, current_prices: dict, mode: str | None = None) -> dict | None:
    """Execute a trade signal. Returns trade result dict or None on failure."""
    mode = mode or ("paper" if config.PAPER_TRADING else "live")
    symbol = signal["symbol"]
    action = signal["action"]
    amount_usdt = signal.get("amount_usdt", 0)
    price = current_prices.get(symbol, 0)

    if price <= 0:
        logger.error("No price for %s, cannot execute trade", symbol)
        return None

    # Calculate amount in base currency
    if action == "SELL" and signal.get("sell_amount"):
        # Truncate to 8 decimals (Bitfinex wallet precision) to avoid "not enough balance"
        amount = -math.floor(abs(signal["sell_amount"]) * 1e8) / 1e8
    else:
        amount = amount_usdt / price
        if action == "SELL":
            amount = -abs(amount)  # negative = sell on Bitfinex

    trade_result = {
        "symbol": symbol,
        "action": action,
        "amount": abs(amount),
        "amount_usdt": amount_usdt,
        "price": price,
        "timestamp": time.time(),
        "mode": mode,
        "reason": signal.get("reason", ""),
        "confidence": signal.get("confidence", 0),
    }

    if mode == "paper":
        trade_result["status"] = "filled"
        trade_result["order_id"] = f"paper_{int(time.time() * 1000)}"
        logger.info(
            "PAPER %s %s: %.6f @ %.6g (%.2f USDT)",
            action, symbol, abs(amount), price, amount_usdt,
        )
    else:
        try:
            order = _submit_order(symbol, amount)
            trade_result["status"] = "submitted"
            trade_result["order_id"] = order.get("id", "unknown")
            logger.info(
                "LIVE %s %s: %.6f @ %.6g (%.2f USDT) — order %s",
                action, symbol, abs(amount), price, amount_usdt, trade_result["order_id"],
            )
        except Exception as e:
            logger.error("Order submission failed for %s: %s", symbol, e)
            trade_result["status"] = "failed"
            trade_result["error"] = str(e)

    return trade_result


def place_stop_loss_order(symbol: str, amount: float, entry_price: float, mode: str | None = None) -> dict | None:
    """Place an EXCHANGE STOP order as stop-loss after a BUY.

    Args:
        symbol: Trading pair (e.g. tBTCUST)
        amount: Position size in base currency (positive, will be negated for sell)
        entry_price: The buy entry price
        mode: "paper" or "live"

    Returns:
        dict with stop order info, or None on failure.
    """
    mode = mode or ("paper" if config.PAPER_TRADING else "live")

    # Skip if below exchange minimum order size
    min_amt = config.MIN_ORDER_AMOUNT.get(symbol, 0)
    if min_amt > 0 and abs(amount) < min_amt:
        logger.info("Skip stop-loss for %s: amount %.6f < min %s", symbol, abs(amount), min_amt)
        return None

    stop_price = round(entry_price * (1 - config.STOP_LOSS_PCT), 8)
    # Truncate to 8 decimals (Bitfinex wallet precision) to avoid "not enough balance"
    amount = math.floor(abs(amount) * 1e8) / 1e8
    sell_amount = -amount  # negative = sell

    if mode == "paper":
        order_id = f"paper_sl_{int(time.time() * 1000)}"
        logger.info(
            "PAPER STOP-LOSS placed: %s sell %.6f @ %.6g (entry %.6g, SL %.1f%%)",
            symbol, abs(amount), stop_price, entry_price, config.STOP_LOSS_PCT * 100,
        )
        return {"order_id": order_id, "stop_price": stop_price, "symbol": symbol, "mode": "paper"}

    # Live: submit EXCHANGE STOP order to Bitfinex
    try:
        body = {
            "type": "EXCHANGE STOP",
            "symbol": symbol,
            "amount": str(sell_amount),
            "price": str(stop_price),
        }
        result = _auth_post("/v2/auth/w/order/submit", body)
        order_id = "unknown"
        if isinstance(result, list) and len(result) > 4:
            order_data = result[4]
            if isinstance(order_data, list) and len(order_data) > 0:
                order = order_data[0] if isinstance(order_data[0], list) else order_data
                order_id = order[0]
        logger.info(
            "LIVE STOP-LOSS placed: %s sell %.6f @ %.6g — order %s",
            symbol, abs(amount), stop_price, order_id,
        )
        return {"order_id": order_id, "stop_price": stop_price, "symbol": symbol, "mode": "live"}
    except Exception as e:
        logger.error("Failed to place stop-loss for %s: %s", symbol, e)
        return None


def cancel_order(order_id, mode: str | None = None) -> bool:
    """Cancel an existing order by ID."""
    mode = mode or ("paper" if config.PAPER_TRADING else "live")

    if mode == "paper":
        logger.info("PAPER cancel order: %s", order_id)
        return True

    try:
        _auth_post("/v2/auth/w/order/cancel", {"id": int(order_id)})
        logger.info("LIVE cancel order: %s", order_id)
        return True
    except Exception as e:
        if "not found" in str(e).lower():
            logger.info("Cancel order %s: already gone", order_id)
            return True
        logger.error("Failed to cancel order %s: %s", order_id, e)
        return False


def _submit_order(symbol: str, amount: float) -> dict:
    """Submit an EXCHANGE MARKET order to Bitfinex."""
    body = {
        "type": "EXCHANGE MARKET",
        "symbol": symbol,
        "amount": str(amount),
    }
    result = _auth_post("/v2/auth/w/order/submit", body)
    if isinstance(result, list) and len(result) > 4:
        order_data = result[4]
        if isinstance(order_data, list) and len(order_data) > 0:
            order = order_data[0] if isinstance(order_data[0], list) else order_data
            return {"id": order[0], "raw": order}
    return {"id": "unknown", "raw": result}


def get_wallet_balance() -> float:
    """Get USDT balance from exchange wallet."""
    if config.PAPER_TRADING and not config.BFX_API_KEY:
        return 0
    try:
        wallets = _auth_post("/v2/auth/r/wallets")
        for w in wallets:
            if w[0] == "exchange" and w[1] in ("UST", "USDT"):
                return float(w[2])
    except Exception as e:
        logger.error("Failed to get wallet balance: %s", e)
    return 0