84 lines
2.3 KiB
Python
84 lines
2.3 KiB
Python
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from __future__ import annotations
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from decimal import Decimal
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from decimal import ROUND_HALF_EVEN
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from typing import Any
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CONVICTION_MIN = 0.5
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CONVICTION_MAX = 9.0
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EXCHANGE_LEV_MIN = 1
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EXCHANGE_LEV_MAX = 3
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LEVERAGE_MAPPING_RULE = "round_half_even_linear_0.5_to_9.0_to_1_to_exchange_cap"
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def _clamp_exchange_bounds(exchange_min: Any, exchange_max: Any) -> tuple[int, int]:
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lower = int(Decimal(str(exchange_min)))
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upper = int(Decimal(str(exchange_max)))
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if lower < 1:
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lower = 1
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if upper < lower:
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upper = lower
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return lower, upper
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def normalize_bingx_leverage_value(
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leverage: Any,
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*,
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exchange_min: Any = EXCHANGE_LEV_MIN,
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exchange_max: Any = EXCHANGE_LEV_MAX,
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) -> int:
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"""
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BingX exchange leverage is integer-only and conservatively capped.
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"""
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lower, upper = _clamp_exchange_bounds(exchange_min, exchange_max)
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desired = int(
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Decimal(str(leverage)).quantize(Decimal("1"), rounding=ROUND_HALF_EVEN)
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)
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if desired < lower:
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return lower
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if desired > upper:
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return upper
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return desired
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def map_internal_conviction_to_exchange_leverage_target(
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leverage: Any,
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*,
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exchange_min: Any = EXCHANGE_LEV_MIN,
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exchange_max: Any = EXCHANGE_LEV_MAX,
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) -> float:
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"""
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Map engine conviction/sizing into BingX exchange leverage.
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The engine retains the fractional conviction signal internally. The exchange
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receives a leverage target derived from that signal.
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"""
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lower, upper = _clamp_exchange_bounds(exchange_min, exchange_max)
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internal = float(Decimal(str(leverage)))
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internal = max(CONVICTION_MIN, min(CONVICTION_MAX, internal))
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return float(lower + (
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(internal - CONVICTION_MIN) / (CONVICTION_MAX - CONVICTION_MIN)
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) * (upper - lower))
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def map_internal_conviction_to_exchange_leverage(
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leverage: Any,
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*,
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exchange_min: Any = EXCHANGE_LEV_MIN,
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exchange_max: Any = EXCHANGE_LEV_MAX,
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) -> int:
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"""
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Backwards-compatible integer exchange leverage mapper.
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"""
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target = map_internal_conviction_to_exchange_leverage_target(
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leverage,
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exchange_min=exchange_min,
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exchange_max=exchange_max,
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)
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return normalize_bingx_leverage_value(
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target,
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exchange_min=exchange_min,
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exchange_max=exchange_max,
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)
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