Initial public release

hydra/exchange/crypto.py

@@ -0,0 +1,61 @@
+import asyncio
+import json
+import subprocess
+
+from pybreaker import CircuitBreaker
+
+from hydra.exchange.base import BaseExchange
+from hydra.resilience.circuit_breaker import create_breaker
+from hydra.logging.setup import get_logger
+
+logger = get_logger(__name__)
+
+VALID_LEVERAGE = range(1, 126)  # 1x ~ 125x
+
+
+class CryptoExchange(BaseExchange):
+    """ccxt CLI를 subprocess로 호출. 서킷 브레이커 적용."""
+
+    def __init__(self, exchange_id: str, breaker: CircuitBreaker | None = None, is_futures: bool = False):
+        self.exchange_id = exchange_id
+        self.is_futures = is_futures
+        self._breaker = breaker or create_breaker(f"crypto:{exchange_id}")
+
+    async def _run(self, args: list[str]) -> dict:
+        cmd = ["ccxt", self.exchange_id] + args + ["--json"]
+        loop = asyncio.get_event_loop()
+        raw = await loop.run_in_executor(
+            None,
+            lambda: self._breaker.call(subprocess.check_output, cmd, text=True, timeout=15),
+        )
+        return json.loads(raw)
+
+    async def get_balance(self) -> dict:
+        return await self._run(["fetchBalance"])
+
+    async def create_order(self, symbol: str, side: str, order_type: str, qty: float, price: float | None = None) -> dict:
+        args = ["createOrder", symbol, order_type, side, str(qty)]
+        if price:
+            args.append(str(price))
+        return await self._run(args)
+
+    async def cancel_order(self, order_id: str) -> dict:
+        return await self._run(["cancelOrder", order_id])
+
+    async def cancel_all(self) -> list:
+        result = await self._run(["cancelAllOrders"])
+        return result if isinstance(result, list) else []
+
+    async def get_positions(self) -> list:
+        result = await self._run(["fetchPositions"])
+        return result if isinstance(result, list) else []
+
+    async def set_leverage(self, symbol: str, leverage: int) -> None:
+        """선물 레버리지 설정. 현물 모드에서는 no-op."""
+        if not self.is_futures:
+            logger.debug("set_leverage_skipped_spot", exchange=self.exchange_id, symbol=symbol)
+            return
+        if leverage not in VALID_LEVERAGE:
+            raise ValueError(f"레버리지는 1~125 사이여야 합니다. 입력값: {leverage}")
+        await self._run(["setLeverage", str(leverage), symbol])
+        logger.info("leverage_set", exchange=self.exchange_id, symbol=symbol, leverage=leverage)