81 lines
3.0 KiB
Python
81 lines
3.0 KiB
Python
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from __future__ import annotations
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from dataclasses import dataclass
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from decimal import Decimal
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def _as_decimal(value: object, default: str = "0") -> Decimal:
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if value is None:
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return Decimal(default)
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return Decimal(str(value))
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def unwrap_order_payload(payload: dict[str, object]) -> dict[str, object]:
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row = payload.get("order") if isinstance(payload, dict) else None
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return row if isinstance(row, dict) else payload
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@dataclass(frozen=True)
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class BingxContract:
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symbol: str
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venue_symbol: str
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quote_asset: str
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base_asset: str
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price_precision: int
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quantity_precision: int
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min_quantity: Decimal
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min_notional: Decimal
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tick_size: Decimal
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step_size: Decimal
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maker_fee: Decimal
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taker_fee: Decimal
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max_leverage: int
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@classmethod
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def from_http(cls, payload: dict[str, object]) -> "BingxContract":
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venue_symbol = str(payload.get("symbol") or payload.get("ticker") or "")
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normalized = venue_symbol.replace("-", "")
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price_precision = int(payload.get("pricePrecision") or payload.get("price_scale") or 2)
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quantity_precision = int(
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payload.get("quantityPrecision") or payload.get("quantity_scale") or 3,
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)
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tick_size = _as_decimal(
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payload.get("tickSize") or payload.get("priceStep") or f"1e-{price_precision}",
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)
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step_size = _as_decimal(
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payload.get("stepSize") or payload.get("quantityStep") or f"1e-{quantity_precision}",
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)
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return cls(
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symbol=normalized,
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venue_symbol=venue_symbol,
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quote_asset=str(payload.get("currency") or payload.get("quoteAsset") or "USDT"),
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base_asset=str(payload.get("asset") or payload.get("baseAsset") or normalized[:-4]),
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price_precision=price_precision,
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quantity_precision=quantity_precision,
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min_quantity=_as_decimal(payload.get("minQty") or payload.get("minQuantity") or step_size),
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min_notional=_as_decimal(payload.get("minNotional") or payload.get("minQuoteAmount") or "2"),
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tick_size=tick_size,
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step_size=step_size,
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maker_fee=_as_decimal(payload.get("makerFeeRate") or payload.get("makerFee") or "0.0002"),
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taker_fee=_as_decimal(payload.get("takerFeeRate") or payload.get("takerFee") or "0.0005"),
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max_leverage=int(payload.get("maxLongLeverage") or payload.get("maxLeverage") or 1),
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)
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@dataclass(frozen=True)
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class BingxOrderAck:
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order_id: str
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client_order_id: str
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symbol: str
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status: str | None
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@classmethod
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def from_http(cls, payload: dict[str, object]) -> "BingxOrderAck":
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row = unwrap_order_payload(payload)
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return cls(
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order_id=str(row.get("orderId") or row.get("id") or ""),
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client_order_id=str(row.get("clientOrderID") or row.get("clientOrderId") or ""),
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symbol=str(row.get("symbol") or ""),
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status=str(row.get("status")) if row.get("status") is not None else None,
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)
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