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signal_handler.py
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95 lines (82 loc) · 3.1 KB
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import os
import logging
from logging.handlers import RotatingFileHandler
import config
import ccxt
# Setup logging
if os.getenv("DOCKER_ENV"):
log_directory = "/app/logs" # Inside Docker
else:
log_directory = "logs" # Local execution
os.makedirs(log_directory, exist_ok=True)
log_file_path = os.path.join(log_directory, "trading.log")
file_handler = RotatingFileHandler(log_file_path, maxBytes=2_000_000, backupCount=5)
console_handler = logging.StreamHandler()
logger = logging.getLogger("trading")
logger.setLevel(logging.INFO)
formatter = logging.Formatter("%(asctime)s - %(levelname)s - %(filename)s:%(lineno)d - %(message)s")
file_handler.setFormatter(formatter)
console_handler.setFormatter(formatter)
# add handlers to logger
logger.addHandler(file_handler)
logger.addHandler(console_handler)
logger.info("🎉 Trading Signal Handler initialized!")
# Initialize exchanges
exchanges = {
"bybit": ccxt.bybit({
"apiKey": config.BYBIT_API_KEY,
"secret": config.BYBIT_API_SECRET,
"enableRateLimit": True,
}),
"binance": ccxt.binance({
"apiKey": config.BINANCE_API_KEY,
"secret": config.BINANCE_API_SECRET,
"enableRateLimit": True,
})
}
def process_signal(data):
try:
# Validate required fields
required_fields = ["EXCHANGE", "SYMBOL", "SIDE", "ORDER_TYPE", "QUANTITY"]
for field in required_fields:
if field not in data:
logger.error(f"❌ Missing required field: {field}")
return
exchange_name = data["EXCHANGE"].lower()
symbol = data["SYMBOL"]
side = data["SIDE"].lower()
order_type = data["ORDER_TYPE"].lower()
try:
quantity = float(data["QUANTITY"])
except ValueError:
logger.error("❌ Invalid QUANTITY: must be a number")
return
# Validate side
if side not in ["buy", "sell"]:
logger.error(f"❌ Invalid SIDE: {side}. Must be 'buy' or 'sell'.")
return
# Validate required fields based on order type
if order_type == "limit":
if "PRICE" not in data:
logger.error("❌ Missing required field 'PRICE' for limit order.")
return
try:
price = float(data["PRICE"])
except ValueError:
logger.error("❌ Invalid PRICE: must be a number")
return
exchange = exchanges.get(exchange_name)
if not exchange:
logger.error(f"Exchange '{exchange_name}' is not configured.")
return
logger.info(f"Placing order on {exchange_name}: {data}")
if order_type == "limit":
order = exchange.create_order(symbol, order_type, side, quantity, price)
elif order_type == "market":
order = exchange.create_order(symbol, order_type, side, quantity)
else:
logger.error(f"❌ Unsupported order type: {order_type}")
return
logger.info(f"✅ Order placed successfully: {order}")
except Exception as e:
logger.error(f"❌ Error processing signal: {e}")