84e4a50e3f
67 production .py modules that the running PINK service imports but which were never committed: prod/bingx/ (HTTP client, market/user streams, journal, config), prod/clean_arch/ adapters/persistence/runtime/dita/dita_v2 production modules and their co-located tests. Rule going forward: every module imported by launch_dolphin_pink.py / pink_direct.py must appear in git ls-files. Excludes _backup dirs, __pycache__, and non-code files. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
72 lines
2.4 KiB
Python
72 lines
2.4 KiB
Python
from __future__ import annotations
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from typing import Any
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from typing import Literal
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from typing import Mapping
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from prod.utils.trade_sizing_bridge import TradeSizingDefaults
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from prod.utils.trade_sizing_bridge import build_engine_ready_sizing
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from prod.utils.trade_sizing_bridge import load_trade_sizing_defaults_from_control_plane
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SizingMode = Literal["engine", "testnet", "live_market"]
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ENGINE_MODE: SizingMode = "engine"
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TESTNET_MODE: SizingMode = "testnet"
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LIVE_MARKET_MODE: SizingMode = "live_market"
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def normalize_sizing_mode(mode: Any) -> SizingMode:
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"""Normalize a caller-provided sizing mode."""
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if isinstance(mode, str):
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normalized = mode.strip().lower()
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if normalized == TESTNET_MODE:
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return TESTNET_MODE
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if normalized == LIVE_MARKET_MODE:
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return LIVE_MARKET_MODE
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return ENGINE_MODE
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def build_split_sizing_payload(
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*,
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sizing_mode: Any = ENGINE_MODE,
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sizing_lev: float,
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capital: float | None = None,
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mark_price: float | None = None,
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quantity_step: float | None = None,
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venue_notional_cap: float | None = None,
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exchange_leverage_cap: int | None = None,
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margin_budget_fraction_override: float | None = None,
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system_fraction_override: float | None = None,
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control_plane: Mapping[str, Any] | None = None,
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hz_client: Any | None = None,
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defaults: TradeSizingDefaults | None = None,
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notes: dict[str, Any] | None = None,
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) -> dict[str, Any] | None:
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"""Return a BingX-ready sizing payload in testnet or live-market mode."""
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mode = normalize_sizing_mode(sizing_mode)
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if mode == ENGINE_MODE:
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return None
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resolved_defaults = defaults or load_trade_sizing_defaults_from_control_plane(
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hz_client=hz_client,
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control_plane=control_plane,
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fallback=TradeSizingDefaults(),
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)
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result = build_engine_ready_sizing(
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sizing_lev=sizing_lev,
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capital=capital,
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mark_price=mark_price,
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quantity_step=quantity_step,
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venue_notional_cap=venue_notional_cap,
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exchange_leverage_cap=exchange_leverage_cap,
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margin_budget_fraction_override=margin_budget_fraction_override,
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system_fraction_override=system_fraction_override,
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control_plane=control_plane,
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hz_client=hz_client,
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defaults=resolved_defaults,
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notes=notes or {},
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)
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payload = result.to_engine_payload()
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payload["sizing_mode"] = mode
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return payload
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