feat: yaml files for llm reasoning
This commit is contained in:
Danny
parent
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ecb498c8ba
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source_file: exch_live/__init__.py
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schema_version: v1.1
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factual_summary: >
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Defines shared utilities and base behavior for exchange integrations,
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including standardized order string formatting and basic exchange
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health/state tracking used across concrete exchange implementations.
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methods:
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- name: order_str
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signature: "(inst, order_dict, eOid) -> str"
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description: >
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Formats a human-readable string representation of an order, including
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side, quantity, symbol, price, exchange name, and external order ID.
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- name: all_up
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signature: "() -> bool"
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description: >
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Returns whether all tracked exchange subsystems are currently marked
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as operational.
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- name: set_up
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signature: "(kind) -> None"
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description: >
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Marks a specific exchange subsystem as operational and logs the updated
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exchange state, including any remaining subsystems that are not yet up.
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interpretive_summary: >
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Provides a minimal base abstraction for exchange integrations, centralizing
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shared concerns such as operational state tracking and consistent logging.
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This base class deliberately avoids order placement or strategy logic,
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serving instead as a foundation that concrete exchange implementations
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can extend while preserving uniform health semantics and observability.
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invariants:
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- Exchange operational state is represented consistently via string values
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- An exchange is considered fully operational only when all subsystems are up
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- Logging reflects partial readiness when subsystems are still initializing
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tags:
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domain:
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- exchange_integration
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- monitoring
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trading_function:
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- order_execution
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strategy_layer:
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- execution
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system_layer:
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- engine
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intent:
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- abstraction
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- observability
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data_type:
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- orders
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- configs
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risk:
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- latency
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- data_corruption
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maturity:
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- production
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provenance:
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generated_at: 2026-02-02
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generated_by: llm_assisted
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confidence_score: 0.70
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@ -0,0 +1,108 @@
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source_file: exch_live/binance.py
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schema_version: v1.1
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factual_summary: >
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Provides asynchronous utilities for discovering available perpetual futures
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contracts, normalizing symbol representations, and streaming real-time order
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book depth and trade data from a futures exchange via REST and websocket
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interfaces. The module coordinates contract discovery, websocket subscription,
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message parsing, and queue-based data distribution.
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methods:
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- name: propose_contracts
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signature: "() -> list"
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description: >
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Retrieves metadata for all available perpetual futures contracts from the
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exchange, filters for actively trading instruments, normalizes symbol names,
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and returns the resulting contract list for downstream consumption.
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- name: get_depths
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signature: "(qDepth: asyncio.Queue, qOut: asyncio.Queue, sendRaw: bool) -> None"
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description: >
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Continuously fetches order book depth snapshots for symbols received via an
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asyncio queue and forwards either raw or processed depth data to an output
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queue depending on configuration.
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- name: run_ws
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signature: "(contract_data: list, qDepth: asyncio.Queue, qOut: asyncio.Queue, sendRaw: bool) -> None"
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description: >
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Establishes and maintains websocket subscriptions for depth and trade streams
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for a set of contracts, receives and parses streaming messages, and forwards
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structured data to downstream consumers with basic timeout handling.
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- name: get_normalized_symbols
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signature: "(cd: list) -> list"
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description: >
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Extracts and returns the standardized symbol identifiers from a list of
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contract metadata objects.
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- name: get_native_symbols
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signature: "(cd: list) -> list"
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description: >
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Extracts and returns the exchange-native symbol identifiers from a list of
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contract metadata objects.
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- name: price_precision_from_ticksize
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signature: "(ts: str) -> int"
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description: >
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Derives the price precision implied by a tick size representation.
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- name: get_price_precision_map
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signature: "(cd: list) -> dict"
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description: >
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Builds a mapping from symbol to price precision based on exchange-provided
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price filter metadata.
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- name: get_min_qty_map
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signature: "(cd: list) -> dict"
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description: >
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Builds a mapping from symbol to minimum tradable quantity using exchange
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contract metadata.
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- name: main
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signature: "(runWriter: bool, contracts: list, args) -> None"
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description: >
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Orchestrates contract selection, data stream initialization, and optional
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downstream writing or processing behavior based on runtime configuration.
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interpretive_summary: >
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Acts as a market data ingestion and normalization layer for perpetual futures
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trading, abstracting away exchange-specific REST and websocket mechanics.
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This module is intentionally focused on data acquisition and standardization,
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avoiding any trading or decision logic so that downstream components can rely
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on consistent, exchange-agnostic market data streams.
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invariants:
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- Only actively trading perpetual contracts are streamed
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- Symbol normalization is applied consistently across all downstream consumers
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- Market data is distributed via asynchronous queues to avoid tight coupling
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- Websocket reconnection logic preserves the original contract set
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tags:
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domain:
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- market_data
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- exchange_integration
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trading_function:
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- data_ingest
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- feature_engineering
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strategy_layer:
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- signal
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system_layer:
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- worker
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intent:
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- abstraction
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- isolation
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- observability
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data_type:
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- raw_market_ticks
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- aggregated_candles
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risk:
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- latency
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- data_corruption
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maturity:
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- production
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provenance:
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generated_at: 2026-02-02
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generated_by: manual_from_docs
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confidence_score: 0.75
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source_file: exch_live/btcc.py
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schema_version: v1.1
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factual_summary: >
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Implements the exchange integration for the BTCC perpetual futures exchange.
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This module manages authentication, HTTP and websocket connectivity, order
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lifecycle handling, and synchronization of positions and execution state
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between the exchange and the trading system. It extends shared exchange
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behavior from a base exchange abstraction.
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methods:
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- name: CustomAdapter.process
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signature: "(msg, kwargs) -> str"
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description: >
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Modifies log messages by applying a standardized prefix to improve
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identification of BTCC-related log output.
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- name: sympathToSymbol
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signature: "(sympath: str) -> str"
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description: >
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Converts BTCC-specific symbol path representations into standardized
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symbol identifiers used internally by the trading system.
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- name: volumesListToLeverage
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signature: "(vl: str) -> int"
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description: >
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Extracts leverage information from a volume list string provided by
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the exchange.
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- name: __init__
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signature: "(trader, exchName) -> None"
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description: >
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Initializes the BTCC exchange instance, sets up internal state tracking,
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and schedules asynchronous initialization tasks.
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- name: up
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signature: "() -> None"
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description: >
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Establishes authenticated websocket and HTTP sessions, initializes
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exchange state, retrieves position information, and synchronizes
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positions with the trader component.
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- name: run
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signature: "() -> None"
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description: >
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Coordinates asynchronous processing of websocket messages and queued
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tasks, ensuring proper handling once all exchange subsystems are ready.
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- name: send_order
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signature: "(instr, side, price, qty, isHedge=0) -> None"
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description: >
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Submits a new order to the exchange and tracks its lifecycle using
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exchange-provided order identifiers.
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- name: cancel_order
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signature: "(sym, eOid) -> None"
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description: >
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Cancels an existing order on the exchange using the exchange order ID.
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interpretive_summary: >
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Serves as the concrete execution-layer integration for the BTCC exchange,
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encapsulating all exchange-specific protocols, state management, and
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authentication details. This module deliberately isolates exchange mechanics
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from trading strategy logic, allowing the broader system to interact with
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BTCC through a consistent interface while reducing coupling and operational
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risk across exchanges.
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invariants:
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- Exchange connectivity must be fully established before order processing
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- Exchange order IDs are the source of truth for order lifecycle tracking
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- Internal state reflects readiness of user, trade, position, and instrument subsystems
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- Symbol normalization is applied consistently across all exchange interactions
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tags:
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domain:
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- exchange_integration
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- order_execution
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trading_function:
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- order_execution
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- position_management
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strategy_layer:
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- execution
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system_layer:
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- engine
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intent:
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- abstraction
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- isolation
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- fault_tolerance
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- observability
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data_type:
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- orders
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- positions
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- configs
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risk:
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- capital_loss
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- latency
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- exchange_ban
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maturity:
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- production
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provenance:
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generated_at: 2026-02-02
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generated_by: manual_from_docs
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confidence_score: 0.78
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@ -0,0 +1,92 @@
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source_file: exch_live/bullish.py
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schema_version: v1.1
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factual_summary: >
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Implements the exchange integration for the Bullish exchange, providing
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authenticated access via HTTP and private WebSocket connections. This module
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manages authentication using HMAC and JWT tokens, establishes exchange
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connectivity, retrieves position data, and maintains readiness state for
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downstream trading operations.
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methods:
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- name: __init__
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signature: "(trader, exchName) -> None"
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description: >
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Initializes the Bullish exchange instance, configures authentication
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parameters, and prepares internal state for asynchronous startup.
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- name: up
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signature: "() -> None"
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description: >
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Retrieves an authentication token, establishes a private WebSocket
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connection, and fetches initial position data from the exchange.
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- name: run
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signature: "() -> None"
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description: >
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Waits for all required exchange subsystems to be fully initialized before
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allowing further processing or interaction.
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- name: get_jwt_token
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signature: "() -> str"
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description: >
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Generates and retrieves a JWT token using HMAC-based authentication for
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authorized access to the Bullish API.
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- name: http_get
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signature: "(url: str) -> dict"
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description: >
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Performs an asynchronous HTTP GET request to the specified API endpoint
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and returns the parsed JSON response.
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- name: all_up
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signature: "() -> bool"
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description: >
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Determines whether all exchange components, including connectivity and
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position state, are fully initialized and operational.
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interpretive_summary: >
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Serves as the execution-layer adapter for the Bullish exchange, encapsulating
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all exchange-specific authentication, connectivity, and state initialization
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logic. This module intentionally isolates Bullish protocol details from the
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rest of the trading system, enabling consistent exchange interaction while
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reducing coupling and simplifying multi-exchange support.
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invariants:
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- Authentication must be completed successfully before private data access
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- Position data must be synchronized before the exchange is considered ready
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- Trading operations are gated on full exchange readiness
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- Exchange-specific credentials are handled exclusively within this module
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tags:
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domain:
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- exchange_integration
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- order_execution
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trading_function:
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- order_execution
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- position_management
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strategy_layer:
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- execution
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system_layer:
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- engine
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intent:
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- abstraction
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- isolation
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- safety
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- observability
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data_type:
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- orders
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- positions
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- configs
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risk:
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- capital_loss
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- latency
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- exchange_ban
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- security
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maturity:
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- production
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provenance:
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generated_at: 2026-02-02
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generated_by: manual_from_docs
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confidence_score: 0.76
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@ -0,0 +1,109 @@
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# artifacts/exchange/bybit_exchange.yaml
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source_file: exch_live/bybit.py
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schema_version: v1.1
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factual_summary: >
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Implements the exchange integration for the Bybit exchange, supporting
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authenticated HTTP and websocket connectivity for order, trade, position,
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and instrument data. This module manages exchange state tracking, order
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lifecycle mapping, rate limit observability, and synchronization of execution
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and position information with the trading system.
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methods:
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- name: gen_signature
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signature: "(param_str: str) -> str"
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description: >
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Generates an HMAC SHA256 signature for authenticated API requests using
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exchange credentials.
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- name: parse_and_print_rate_limiting_data
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signature: "(d: dict) -> None"
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description: >
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Parses and logs rate limit usage information provided by the exchange.
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- name: __init__
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signature: "(trader, exchName, mode) -> None"
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description: >
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Initializes the Bybit exchange instance, configures operational mode,
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prepares websocket endpoints, and initializes internal state tracking.
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- name: up
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signature: "() -> None"
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description: >
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Establishes authenticated connections to order and trade websockets and
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handles exchange authentication responses.
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- name: run
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signature: "() -> None"
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description: >
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Executes the main asynchronous processing loop, monitoring websocket
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messages and handling order updates, executions, and cancellations.
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- name: send_auth
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signature: "(ws) -> None"
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description: >
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Sends authentication messages to a websocket connection to authorize
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private data access.
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- name: set_up
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signature: "(component: str) -> None"
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description: >
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Marks a specific exchange subsystem as operational.
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- name: all_up
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signature: "() -> bool"
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description: >
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Returns whether all exchange subsystems are fully initialized and ready.
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- name: update_pos_for_pos_entry_line
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signature: "(posEntry: dict) -> None"
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description: >
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Updates internal position state using position entry data received from
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the exchange.
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interpretive_summary: >
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Serves as the execution-layer adapter for the Bybit exchange, encapsulating
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all exchange-specific authentication, websocket coordination, and order and
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position state management. This module deliberately isolates Bybit protocol
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details from strategy and decision logic, enabling consistent multi-exchange
|
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execution while maintaining clear readiness and lifecycle semantics.
|
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|
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invariants:
|
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- Exchange subsystems must be fully initialized before trading operations proceed
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- Exchange order identifiers are consistently mapped to internal order IDs
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- Position state reflects the latest exchange-provided execution data
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- Authentication is required before processing private websocket messages
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|
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tags:
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domain:
|
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- exchange_integration
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- order_execution
|
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trading_function:
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- order_execution
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- position_management
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strategy_layer:
|
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- execution
|
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system_layer:
|
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- engine
|
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intent:
|
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- abstraction
|
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- isolation
|
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- observability
|
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- fault_tolerance
|
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data_type:
|
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- orders
|
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- positions
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- configs
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risk:
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- capital_loss
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- latency
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- exchange_ban
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- security
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maturity:
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- production
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provenance:
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generated_at: 2026-02-02
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generated_by: manual_from_docs
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confidence_score: 0.77
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@ -0,0 +1,94 @@
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# artifacts/exchange/mexc_exchange.yaml
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source_file: exchange/mexc.py
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schema_version: v1.1
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factual_summary: >
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Implements the exchange integration for the MEXC exchange, providing
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authenticated REST and websocket connectivity for order execution and
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exchange state monitoring. This module manages request signing, connection
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setup, instrument discovery, and asynchronous processing of exchange events
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using a shared base exchange abstraction.
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methods:
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- name: sign_rest
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signature: "(key, obj) -> MexcSignature"
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description: >
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Generates a REST API signature for authenticated requests by serializing
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request data and producing a signed representation.
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- name: sign_ws
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signature: "() -> MexcSignature"
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description: >
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Generates a signature required for authenticated websocket connections
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to the exchange.
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- name: headers_for_sign
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signature: "(s: MexcSignature) -> dict"
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description: >
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Constructs HTTP headers required for authenticated REST requests using
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a previously generated signature.
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- name: __init__
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signature: "(trader, exchName) -> None"
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description: >
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Initializes the MEXC exchange instance, configures internal state tracking,
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and starts background tasks required for exchange interaction.
|
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|
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- name: up
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signature: "() -> None"
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description: >
|
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Establishes authenticated websocket and HTTP connections, retrieves
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instrument information, and initializes exchange readiness state.
|
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|
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- name: run
|
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signature: "() -> None"
|
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description: >
|
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Monitors websocket streams and asynchronous task queues, processes
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incoming exchange events, and logs relevant operational information.
|
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|
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interpretive_summary: >
|
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Serves as the execution-layer adapter for the MEXC exchange, encapsulating
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all exchange-specific authentication, request signing, and connectivity
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logic. This module isolates MEXC protocol and security requirements from
|
||||
trading strategy and decision-making components, enabling consistent and
|
||||
safer multi-exchange execution within the trading system.
|
||||
|
||||
invariants:
|
||||
- Exchange authentication must be completed before private data is processed
|
||||
- Request signing is required for all authenticated REST and websocket interactions
|
||||
- Instrument information is fetched before the exchange is considered ready
|
||||
- Exchange readiness state reflects user, trade, position, and instrument subsystems
|
||||
|
||||
tags:
|
||||
domain:
|
||||
- exchange_integration
|
||||
- order_execution
|
||||
trading_function:
|
||||
- order_execution
|
||||
- position_management
|
||||
strategy_layer:
|
||||
- execution
|
||||
system_layer:
|
||||
- engine
|
||||
intent:
|
||||
- abstraction
|
||||
- isolation
|
||||
- security
|
||||
- observability
|
||||
data_type:
|
||||
- orders
|
||||
- positions
|
||||
- configs
|
||||
risk:
|
||||
- capital_loss
|
||||
- latency
|
||||
- exchange_ban
|
||||
- security
|
||||
maturity:
|
||||
- production
|
||||
|
||||
provenance:
|
||||
generated_at: 2026-02-02
|
||||
generated_by: manual_from_docs
|
||||
confidence_score: 0.77
|
||||
Loading…
Reference in New Issue