Fix Binance linear market context

src/llm_trade_bot/agent.py

@@ -465,25 +465,16 @@ def _has_existing_idea(state: dict[str, Any], category: str, symbol: str) -> boo
         for item in state.get("positions", [])
     ):
         return True
-    if category == "spot":
-        base_coin = symbol.removesuffix("USDT")
-        wallets = state.get("wallet", [])
-        if wallets and any(
-            item.get("coin") == base_coin and Decimal(str(item.get("usdValue") or 0)) > 0
-            for item in wallets[0].get("coin", [])
-        ):
-            return True
-        spot_balances = state.get("wallets", {}).get("spot", {}).get("balances", [])
-        if any(
-            item.get("asset") == base_coin
-            and Decimal(str(item.get("free") or 0)) + Decimal(str(item.get("locked") or 0)) > 0
-            for item in spot_balances
-        ):
-            return True
     return any(
         item.get("symbol") == symbol
         and item.get("category", category) == category
-        and not bool(item.get("reduceOnly") or item.get("protective"))
+        and (
+            not bool(item.get("reduceOnly") or item.get("protective"))
+            or (
+                category == "spot"
+                and str(item.get("client_id") or item.get("orderLinkId") or "").startswith("ltb-")
+            )
+        )
         for item in state.get("open_orders", [])
     )
 

src/llm_trade_bot/binance_gateway.py

@@ -35,7 +35,6 @@ from llm_trade_bot.models import (
 )
 
 _INTERVALS = {"60": "1h", "240": "4h", "D": "1d"}
-_STABLE_COINS = {"USDT", "USDC", "FDUSD", "BUSD", "DAI", "USDE"}
 
 
 class BinanceGateway:
@@ -148,7 +147,7 @@ class BinanceGateway:
 
     async def account_snapshot(self, category: str | None = None) -> AccountSnapshot:
         state = await self.account_state()
-        active = _active_ideas(state, self.scanner.quote_coin)
+        active = _active_ideas(state)
         if category == "linear":
             wallet = state["wallets"]["linear"]
             gross = sum(
@@ -241,7 +240,8 @@ class BinanceGateway:
         self._known_symbols[category].add(symbol)
         ticker, book = await asyncio.gather(
             client.request("GET", f"{prefix}/ticker/24hr", {"symbol": symbol}),
-            client.request("GET", f"{prefix}/depth", {"symbol": symbol, "limit": 25}),
+            # Binance accepts a discrete set of depth limits; 25 is a Bybit-only value.
+            client.request("GET", f"{prefix}/depth", {"symbol": symbol, "limit": 20}),
         )
         frames: dict[str, Any] = {}
         for requested in self.scanner.candle_intervals:
@@ -994,18 +994,18 @@ def _normalize_futures_event(event: dict[str, Any]) -> dict[str, Any]:
     return {"provider": "binance", "category": "linear", "kind": "account", "event_type": event.get("e"), "raw": event}
 
 
-def _active_ideas(state: dict[str, Any], quote_coin: str) -> set[str]:
+def _active_ideas(state: dict[str, Any]) -> set[str]:
     result = {
         f"linear:{item['symbol']}" for item in state.get("positions", []) if _decimal(item.get("size")) > 0
     }
-    for balance in state.get("wallets", {}).get("spot", {}).get("balances", []):
-        asset = str(balance.get("asset"))
-        if asset not in _STABLE_COINS and _decimal(balance.get("free")) + _decimal(balance.get("locked")) > 0:
-            result.add(f"spot:{asset}{quote_coin}")
     result.update(
         f"{item['category']}:{item['symbol']}"
         for item in state.get("open_orders", [])
         if not item.get("protective")
+        or (
+            item.get("category") == "spot"
+            and str(item.get("client_id") or "").startswith("ltb-")
+        )
     )
     return result
 

tests/test_agent_tools.py

@@ -5,7 +5,7 @@ from zoneinfo import ZoneInfo
 
 import pytest
 
-from llm_trade_bot.agent import AgentTools
+from llm_trade_bot.agent import AgentTools, _has_existing_idea
 from llm_trade_bot.config import (
     AppConfig,
     BraveConfig,
@@ -102,3 +102,22 @@ async def test_pause_blocks_entry_from_running_session(tmp_path):
             )
     finally:
         await database.close()
+
+
+def test_seeded_spot_balance_does_not_block_new_agent_entry():
+    state = {
+        "wallets": {"spot": {"balances": [{"asset": "SOL", "free": "4", "locked": "0"}]}},
+        "positions": [],
+        "open_orders": [],
+    }
+    assert _has_existing_idea(state, "spot", "SOLUSDT") is False
+
+    state["open_orders"] = [
+        {
+            "category": "spot",
+            "symbol": "SOLUSDT",
+            "protective": True,
+            "client_id": "ltb-12-abcd-tp",
+        }
+    ]
+    assert _has_existing_idea(state, "spot", "SOLUSDT") is True

tests/test_binance_gateway.py

@@ -5,7 +5,7 @@ from typing import Any
 
 import pytest
 
-from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway
+from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway, _active_ideas
 from llm_trade_bot.config import BinanceAccountConfig, BinanceConfig, ScannerConfig
 from llm_trade_bot.models import (
     Category,
@@ -160,3 +160,36 @@ async def test_trailing_rate_outside_binance_range_rejects_before_opening():
         )
     assert not usdm.requests
     assert not usdm.mutations
+
+
+async def test_linear_market_context_uses_a_valid_binance_depth_limit():
+    class MarketClient(FakeBinanceClient):
+        async def request(self, method: str, path: str, parameters=None, **kwargs):
+            self.requests.append((method, path, parameters, kwargs))
+            if path.endswith("/ticker/24hr"):
+                return {"lastPrice": "100"}
+            if path.endswith("/depth"):
+                return {"bids": [], "asks": []}
+            if path.endswith("/klines"):
+                return [[0, "1", "101", "99", "100", "10"] for _ in range(20)]
+            return await super().request(method, path, parameters, **kwargs)
+
+    spot = MarketClient("/api/v3/exchangeInfo", [])
+    usdm = MarketClient("/fapi/v1/exchangeInfo", [])
+    context = await gateway(spot, usdm).market_context("linear", "BTCUSDT")
+    depth = next(parameters for _, path, parameters, _ in usdm.requests if path == "/fapi/v1/depth")
+    assert context["ticker"]["lastPrice"] == "100"
+    assert depth == {"symbol": "BTCUSDT", "limit": 20}
+
+
+def test_seeded_spot_assets_are_exposure_but_not_active_ideas():
+    state = {
+        "wallets": {"spot": {"balances": [{"asset": "SOL", "free": "4", "locked": "0"}]}},
+        "positions": [],
+        "open_orders": [],
+    }
+    assert _active_ideas(state) == set()
+    state["open_orders"] = [
+        {"category": "spot", "symbol": "SOLUSDT", "protective": True, "client_id": "ltb-1-tp"}
+    ]
+    assert _active_ideas(state) == {"spot:SOLUSDT"}