Add Binance Testnet exchange gateway

tests/test_binance_gateway.py

@@ -0,0 +1,162 @@
+from __future__ import annotations
+
+from decimal import Decimal
+from typing import Any
+
+import pytest
+
+from llm_trade_bot.binance_gateway import BinanceError, BinanceGateway
+from llm_trade_bot.config import BinanceAccountConfig, BinanceConfig, ScannerConfig
+from llm_trade_bot.models import (
+    Category,
+    OpenTradeRequest,
+    OrderType,
+    Side,
+    ValidatedOrder,
+)
+
+
+class FakeBinanceClient:
+    def __init__(self, exchange_info_path: str, mutation_results: list[dict[str, Any]]):
+        self.exchange_info_path = exchange_info_path
+        self.mutation_results = mutation_results
+        self.requests: list[tuple[str, str, dict[str, Any] | None, dict[str, Any]]] = []
+        self.mutations: list[tuple[str, str, dict[str, Any]]] = []
+
+    async def request(self, method: str, path: str, parameters=None, **kwargs):
+        self.requests.append((method, path, parameters, kwargs))
+        if path == self.exchange_info_path:
+            return {
+                "symbols": [
+                    {
+                        "symbol": "BTCUSDT",
+                        "status": "TRADING",
+                        "otoAllowed": True,
+                        "ocoAllowed": True,
+                        "filters": [
+                            {"filterType": "PRICE_FILTER", "tickSize": "0.1"},
+                            {"filterType": "LOT_SIZE", "minQty": "0.001", "stepSize": "0.001"},
+                            {"filterType": "MIN_NOTIONAL", "minNotional": "5"},
+                        ],
+                    }
+                ]
+            }
+        if path == "/fapi/v1/positionSide/dual":
+            return {"dualSidePosition": False}
+        return {"ok": True}
+
+    async def mutate_with_recovery(self, method: str, path: str, parameters: dict[str, Any], **kwargs):
+        self.mutations.append((method, path, parameters))
+        return self.mutation_results.pop(0)
+
+    async def close(self) -> None:
+        return None
+
+
+def gateway(spot: FakeBinanceClient, usdm: FakeBinanceClient) -> BinanceGateway:
+    return BinanceGateway(
+        BinanceConfig(BinanceAccountConfig("spot-key", "spot-secret"), BinanceAccountConfig("future-key", "future-secret")),
+        ScannerConfig(),
+        spot_client=spot,  # type: ignore[arg-type]
+        usdm_client=usdm,  # type: ignore[arg-type]
+    )
+
+
+def request(category: Category, **changes: Any) -> OpenTradeRequest:
+    values = {
+        "category": category,
+        "symbol": "BTCUSDT",
+        "side": Side.BUY,
+        "order_type": OrderType.LIMIT if category is Category.SPOT else OrderType.MARKET,
+        "reference_price": Decimal(100),
+        "limit_price": Decimal(100) if category is Category.SPOT else None,
+        "stop_loss": Decimal(90),
+        "take_profit": Decimal(120),
+        "trailing_distance": None,
+        "risk_pct": Decimal(2),
+        "leverage": Decimal(3),
+        "rationale": "test",
+    }
+    values.update(changes)
+    return OpenTradeRequest(**values)
+
+
+def order(**changes: Any) -> ValidatedOrder:
+    values = {
+        "entry_price": Decimal(100),
+        "quantity": Decimal(2),
+        "notional": Decimal(200),
+        "stop_loss": Decimal(90),
+        "take_profit": Decimal(120),
+        "trailing_distance": None,
+        "leverage": Decimal(3),
+    }
+    values.update(changes)
+    return ValidatedOrder(**values)
+
+
+async def test_spot_uses_single_atomic_otoco_with_market_tp_and_sl():
+    spot = FakeBinanceClient(
+        "/api/v3/exchangeInfo",
+        [
+            {
+                "orderListId": 7,
+                "listOrderStatus": "EXECUTING",
+                "orderReports": [{"orderId": 11, "clientOrderId": "ltb-1-entry", "status": "NEW"}],
+            }
+        ],
+    )
+    usdm = FakeBinanceClient("/fapi/v1/exchangeInfo", [])
+    result = await gateway(spot, usdm).open_trade(request(Category.SPOT), order(), "ltb-1")
+    assert result["provider"] == "binance"
+    assert result["category"] == "spot"
+    assert result["order_id"] == "11"
+    assert len(spot.mutations) == 1
+    method, path, parameters = spot.mutations[0]
+    assert (method, path) == ("POST", "/api/v3/orderList/otoco")
+    assert parameters["workingType"] == "LIMIT"
+    assert parameters["workingSide"] == "BUY"
+    assert parameters["pendingSide"] == "SELL"
+    assert parameters["pendingAboveType"] == "TAKE_PROFIT"
+    assert parameters["pendingBelowType"] == "STOP_LOSS"
+
+
+async def test_futures_installs_stop_and_take_profit_after_market_fill():
+    spot = FakeBinanceClient("/api/v3/exchangeInfo", [])
+    usdm = FakeBinanceClient(
+        "/fapi/v1/exchangeInfo",
+        [
+            {"orderId": 44, "status": "FILLED", "executedQty": "2", "avgPrice": "100"},
+            {"algoId": 45},
+            {"algoId": 46},
+        ],
+    )
+    result = await gateway(spot, usdm).open_trade(request(Category.LINEAR), order(), "ltb-2")
+    assert result["status"] == "Filled"
+    assert result["protection"]["status"] == "active"
+    assert [path for _, path, _ in usdm.mutations] == [
+        "/fapi/v1/order",
+        "/fapi/v1/algoOrder",
+        "/fapi/v1/algoOrder",
+    ]
+    stop = usdm.mutations[1][2]
+    take_profit = usdm.mutations[2][2]
+    assert stop["type"] == "STOP_MARKET"
+    assert stop["closePosition"] is True
+    assert take_profit["type"] == "TAKE_PROFIT_MARKET"
+    assert take_profit["closePosition"] is True
+    assert any(path == "/fapi/v1/marginType" for _, path, _, _ in usdm.requests)
+    assert any(path == "/fapi/v1/leverage" for _, path, _, _ in usdm.requests)
+
+
+async def test_trailing_rate_outside_binance_range_rejects_before_opening():
+    spot = FakeBinanceClient("/api/v3/exchangeInfo", [])
+    usdm = FakeBinanceClient("/fapi/v1/exchangeInfo", [])
+    with pytest.raises(BinanceError, match="callbackRate"):
+        await gateway(spot, usdm).open_trade(
+            request(Category.LINEAR, take_profit=None, trailing_distance=Decimal("0.05")),
+            order(take_profit=None, trailing_distance=Decimal("0.05")),
+            "ltb-3",
+        )
+    assert not usdm.requests
+    assert not usdm.mutations