102 lines
3.3 KiB
Python
102 lines
3.3 KiB
Python
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"""VIOLET L3 exchange leverage wrapper.
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Dual-leverage doctrine:
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- internal conviction leverage sizes quantity
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- exchange leverage is derived at the venue boundary
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This module is a typed wrapper around the authoritative BingX mapping in
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``prod/bingx/leverage.py``. It must stay bit-identical to the production
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functions and exists so V4 can consume the derived exchange leverage with a
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traceable boundary model.
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References:
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- ``prod/docs/FRACTIONAL_LEVERAGE_TO_BINGX_FIX.md``
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- ``prod/docs/VIOLET_V3_FINDINGS.md`` §2
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"""
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from __future__ import annotations
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from typing import Annotated, Any
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from pydantic import Field
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from .domain import StrictModel, typed
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from prod.bingx import leverage as bingx_leverage
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CONVICTION_MIN = bingx_leverage.CONVICTION_MIN
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CONVICTION_MAX = bingx_leverage.CONVICTION_MAX
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EXCHANGE_LEV_MIN = bingx_leverage.EXCHANGE_LEV_MIN
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EXCHANGE_LEV_MAX = bingx_leverage.EXCHANGE_LEV_MAX
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LEVERAGE_MAPPING_RULE = bingx_leverage.LEVERAGE_MAPPING_RULE
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ExchangeLeverage = Annotated[int, Field(ge=1)]
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__all__ = [
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"CONVICTION_MIN",
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"CONVICTION_MAX",
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"EXCHANGE_LEV_MIN",
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"EXCHANGE_LEV_MAX",
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"LEVERAGE_MAPPING_RULE",
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"ExchangeLeverage",
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"ExchangeLeverageDecision",
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"VioletExchangeLeverage",
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]
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class ExchangeLeverageDecision(StrictModel):
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"""Traceable exchange-leverage mapping decision."""
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# Plain float (allow_inf_nan poison guard only) so the trace records the ACTUAL
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# input faithfully — incl. out-of-domain negatives (which leverage.py clamps
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# internally) rather than masking them by clamping the trace to 0 (review fix).
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internal_conviction: float = Field(allow_inf_nan=False)
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target_exchange_leverage: float = Field(allow_inf_nan=False)
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exchange_leverage: ExchangeLeverage
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exchange_min: int
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exchange_max: int
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class VioletExchangeLeverage:
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"""Typed wrapper around ``prod.bingx.leverage``."""
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def __init__(self, *, exchange_min: int = EXCHANGE_LEV_MIN, exchange_max: int = EXCHANGE_LEV_MAX):
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self.exchange_min = int(exchange_min)
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self.exchange_max = int(exchange_max)
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self._mod = self._import_leverage()
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def _import_leverage(self) -> Any:
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return bingx_leverage
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@typed
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def map_target(self, internal_conviction: float) -> float:
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return self._mod.map_internal_conviction_to_exchange_leverage_target(
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internal_conviction,
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exchange_min=self.exchange_min,
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exchange_max=self.exchange_max,
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)
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@typed
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def normalize(self, leverage: float) -> int:
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return self._mod.normalize_bingx_leverage_value(
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leverage,
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exchange_min=self.exchange_min,
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exchange_max=self.exchange_max,
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)
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@typed
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def to_exchange(self, internal_conviction: float) -> ExchangeLeverageDecision:
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target = self.map_target(internal_conviction)
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exchange = self._mod.map_internal_conviction_to_exchange_leverage(
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internal_conviction,
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exchange_min=self.exchange_min,
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exchange_max=self.exchange_max,
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)
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return ExchangeLeverageDecision(
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internal_conviction=float(internal_conviction),
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target_exchange_leverage=target,
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exchange_leverage=exchange,
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exchange_min=self.exchange_min,
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exchange_max=self.exchange_max,
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)
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