zwitschi
1df4b11aef
CI / lint-test-build (push) Failing after 1m7s
- Introduced new HTML templates for the dashboard, metrics, overview, and backtesting functionalities. - Implemented partial templates for metrics, overview, audit, controls, and charts to enhance modularity. - Updated the Jinja2 template resolution logic to support different deployment environments. - Added a health check template to display the service status. - Included a test suite to verify the template resolution logic. - Updated `pyproject.toml` to include new HTML templates in the package data.
99 lines
3.6 KiB
Python
99 lines
3.6 KiB
Python
from __future__ import annotations
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from collections.abc import Mapping
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from arbitrade.alerting.notifier import SupportsAlerts, dispatch_alert_nowait
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class TradeLimitsGuard:
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def __init__(
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self,
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*,
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max_concurrent_trades: int | None = None,
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max_exposure_per_asset: float | None = None,
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alert_notifier: SupportsAlerts | None = None,
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) -> None:
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if max_concurrent_trades is not None and max_concurrent_trades <= 0:
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raise ValueError("max_concurrent_trades must be > 0")
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if max_exposure_per_asset is not None and max_exposure_per_asset <= 0.0:
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raise ValueError("max_exposure_per_asset must be > 0.0")
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self._max_concurrent_trades = max_concurrent_trades
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self._max_exposure_per_asset = max_exposure_per_asset
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self._active_trades = 0
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self._asset_exposure: dict[str, float] = {}
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self._alert_notifier = alert_notifier
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@property
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def active_trades(self) -> int:
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return self._active_trades
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def exposure_for_asset(self, asset: str) -> float:
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return self._asset_exposure.get(asset.upper(), 0.0)
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def is_trade_allowed(self, exposure_by_asset: Mapping[str, float]) -> bool:
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if (
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self._max_concurrent_trades is not None
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and self._active_trades >= self._max_concurrent_trades
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):
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dispatch_alert_nowait(
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self._alert_notifier,
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category="threshold",
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severity="warning",
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title="Concurrent trade limit reached",
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message="Trade rejected by concurrent trade cap.",
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details={
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"active_trades": f"{self._active_trades}",
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"max_concurrent_trades": f"{self._max_concurrent_trades}",
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},
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)
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return False
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if self._max_exposure_per_asset is None:
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return True
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for asset, exposure in exposure_by_asset.items():
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if exposure <= 0.0:
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continue
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key = asset.upper()
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next_exposure = self._asset_exposure.get(key, 0.0) + exposure
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if next_exposure > self._max_exposure_per_asset:
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dispatch_alert_nowait(
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self._alert_notifier,
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category="threshold",
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severity="warning",
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title="Asset exposure limit reached",
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message="Trade rejected by per-asset exposure cap.",
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details={
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"asset": key,
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"next_exposure": f"{next_exposure}",
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"max_exposure_per_asset": f"{self._max_exposure_per_asset}",
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},
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)
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return False
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return True
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def open_trade(self, exposure_by_asset: Mapping[str, float]) -> None:
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self._active_trades += 1
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for asset, exposure in exposure_by_asset.items():
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if exposure <= 0.0:
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continue
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key = asset.upper()
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self._asset_exposure[key] = self._asset_exposure.get(key, 0.0) + exposure
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def close_trade(self, exposure_by_asset: Mapping[str, float]) -> None:
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if self._active_trades > 0:
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self._active_trades -= 1
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for asset, exposure in exposure_by_asset.items():
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if exposure <= 0.0:
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continue
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key = asset.upper()
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current = self._asset_exposure.get(key, 0.0)
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next_exposure = max(current - exposure, 0.0)
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if next_exposure == 0.0:
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self._asset_exposure.pop(key, None)
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else:
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self._asset_exposure[key] = next_exposure
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