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…s with leverage (long-only) Phase 1 — exchanges - ExchangeSpec registry is the single source of truth (name, passphrase, ccxt config, keys URL, sandbox/candle notes); SUPPORTED_EXCHANGES derived - Added Bybit, Gate, Bitget, MEXC, HTX, BingX (13 exchanges total) - Frontend reads GET /api/keys/exchanges via api/exchanges.js everywhere (Settings, DataManager, builder); no hardcoded lists Phase 2 — market types / perpetual swaps - ExchangeSpec.markets with MarketCaps (max leverage, ccxt id, leverage in order params); build_exchange pins options.defaultType, auth cache keyed on market type, get_exchange_symbols(exchange, market_type) - engine/symbols.py: BASE/QUOTE:SETTLE helpers, market_type_for, leverage_for - Additive migrations: exchange_keys.market_type, positions.market_type/ leverage/contracts, orders.market_type/reduce_only - Backtest/forward: entry locks notional/leverage + fees, PnL on full notional, liquidation at entry*(1-(1-0.005)/lev), summary adds market_type/leverage/liquidations/funding:"ignored" - Live: create_order with reduceOnly/contracts on derivatives (spot path unchanged), ensure_leverage at startup and before the first buy, fetch_positions reconciliation for swaps, force-close reduce-only - Validator: key/bot market-type match, :SETTLE form rules, leverage caps (warn above 3x), margin mode; keys router enforces market type per key - Frontend: Market/Leverage/Margin controls in Exchange Routing, whitelist form hints, go-live checklist line, Perps chips on card/analytics/home, DataManager market select - Tests: test_exchange_registry.py, test_swap.py (13); goldens unchanged Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
- engine/pnl.py: side-aware PnL, liquidation, order sides, short/cover legs - exits: mirrored short rules (SL above entry on high, TP below on low, trailing on lowest); long path untouched, goldens byte-identical - backtest/forward/live: SHORT/COVER actions, long-short conflict gate, short liquidation on the high, reduce-only cover orders, side-aware reconciliation and cooldown - validator: shorts refused on spot, short leg validated like entry - API: positions expose market_type/leverage, orders reduce_only, stats bySide - builder: SHORT/COVER action blocks, rebuild + serialize short legs only when present; chart markers, analytics side split, home short exposure - tests/test_shorts.py (28), docs README + STRATEGY_CONTEXT
Audit (coder/trader/UI) follow-up, all in one: - engine/contracts.py ContractSpec (spot|linear|inverse) + engine/capital.py CapitalPools per cash currency; one cash currency per bot (validator) - inverse (coin-margined) swaps end to end; registry kinds, binancecoinm - positions.cash_currency/contract_kind/contract_size, orders.fee_currency/ fee_cash; /stats by_currency, /symbols markets, keys valuation_currency - safety: side=None close, int coercion + per-bot tick isolation, live fee clamp, liquidation in forward + live detection, reconciliation failure refuses live, manual close under bot lock, leverage cache invalidation, bot_log_buffer push after commit (30s stall) - honesty: profit_pct on locked capital everywhere, SL/TP before liquidation, 1x short liquidation, forward DD group, unrealized at candle_ts, candle-based cooldown, reduce_only-aware dedup, forward close frictions, max_order_value in backtest (fingerprint) - exits.py single direction-parameterised body - UI: Modal portal above builder (Close/Esc fix), builder name/dirty fixes, per-exchange live prices, side-aware close + Side columns, per-mode analytics tiles, fmtMoney per currency (no bare $), linear/inverse chips, chart/DataManager/Home/CSV fixes - tests: 227 (parity modes, hypothesis properties, contracts, swap golden) - docs: README, STRATEGY_CONTEXT, BETA
…_examples currency-aware
… backtest and forward test - funding_rates/leverage_tiers tables, engine/funding.py + engine/tiers.py - Position.funding_paid/funding_until, forward_pool includes open funding - cross margin: account-level liquidation drains the pool (backtest + forward) - Supertrend long/short perp example, verify_examples currency-aware - swap goldens regenerated summary-only (orders unchanged)
…uting block width
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Release v2.3.0
Three phases in one release: more exchanges, perpetual swaps with leverage, and shorts — plus the simulation realism work that makes those bots comparable across backtest, forward test and live. Spot bots are unaffected: every golden backtest is byte-identical to v2.2.1.
Exchanges
ExchangeSpecregistry is the single source of truth (name, passphrase, ccxt config, market types, contract kinds); adding an exchange is one entry.GET /api/keys/exchanges; no hardcoded lists.Perpetual swaps & leverage
spot/swap); bots getmarket_type,leverage,margin_mode, validated against the key and the exchange's capabilities.ContractSpec(notional, margin, fees, PnL, liquidation price);Position.amountis base units on spot/linear and contracts on inverse.ensure_leverageat startup, position reconciliation throughfetch_positions, rejected closes probed and booked as liquidations.krakenfutures, KuCoin →kucoinfutures, Binance inverse →binancecoinm; MEXC swaps excluded.Shorts
Open short/Close shortaction blocks;short_node/cover_nodemirror the long leg.stats.bySide, "Buy to cover" force close.Per-currency capital
CapitalPoolskeyed by currency;cash_currencyon positions and orders; one cash currency per whitelist (validator)./statsreportsby_currencyand never sums across currencies; the UI renders money only throughfmtMoney.profit_pcteverywhere = realized PnL / locked capital (margin + entry fee).Simulation realism
funding_paidon positions; summaryfunding,funding_paid,funding_events,funding_by_symbol).mmr_source).Examples & tooling
Supertrend_LongShort_Perp_1dexample (1× BTC+ETH USDT perps), import test,verify_examples.pycurrency-aware.Fixes
dev).Migrations (additive, idempotent)
positions:market_type,leverage,contracts,cash_currency,contract_kind,contract_size,funding_paid,funding_until(+ currency backfill for existing rows).orders:market_type,reduce_only,fee_currency,fee_cash.exchange_keys:market_type.funding_rates,leverage_tiers.Tests
test_contracts.py,test_parity_modes.py,test_properties.py,test_swap.py,test_shorts.py,test_funding_tiers_cross.py,test_exchange_registry.py; two swap goldens added, all spot goldens unchanged.