3 files changed, 108 insertions, 0 deletions
diff --git a/shared/src/shared/config.py b/shared/src/shared/config.py
index 7b34d78..867702b 100644
--- a/shared/src/shared/config.py
+++ b/shared/src/shared/config.py
@@ -8,6 +8,8 @@ class Settings(BaseSettings):
     binance_api_secret: str
     redis_url: str = "redis://localhost:6379"
     database_url: str = "postgresql://trading:trading@localhost:5432/trading"
+    exchange_id: str = "binance"  # Any ccxt exchange ID
+    exchange_sandbox: bool = False  # Use sandbox/testnet mode
     log_level: str = "INFO"
     risk_max_position_size: float = 0.1
     risk_stop_loss_pct: float = 5.0
diff --git a/shared/src/shared/exchange.py b/shared/src/shared/exchange.py
new file mode 100644
index 0000000..482bfda
--- /dev/null
+++ b/shared/src/shared/exchange.py
@@ -0,0 +1,51 @@
+"""Exchange factory using ccxt."""
+
+import ccxt.async_support as ccxt
+
+
+def create_exchange(
+    exchange_id: str,
+    api_key: str,
+    api_secret: str,
+    sandbox: bool = False,
+) -> ccxt.Exchange:
+    """Create a ccxt async exchange instance by ID.
+
+    Args:
+        exchange_id: ccxt exchange ID (e.g. 'binance', 'bybit', 'okx', 'kraken')
+        api_key: API key
+        api_secret: API secret
+        sandbox: Use sandbox/testnet mode
+
+    Returns:
+        Configured ccxt async exchange instance
+
+    Raises:
+        ValueError: If exchange_id is not supported by ccxt
+    """
+    if not hasattr(ccxt, exchange_id):
+        available = [
+            x
+            for x in dir(ccxt)
+            if not x.startswith("_")
+            and isinstance(getattr(ccxt, x, None), type)
+            and issubclass(getattr(ccxt, x), ccxt.Exchange)
+        ]
+        raise ValueError(
+            f"Unknown exchange '{exchange_id}'. "
+            f"Available: {', '.join(sorted(available)[:20])}..."
+        )
+
+    exchange_cls = getattr(ccxt, exchange_id)
+    exchange = exchange_cls(
+        {
+            "apiKey": api_key,
+            "secret": api_secret,
+            "enableRateLimit": True,
+        }
+    )
+
+    if sandbox:
+        exchange.set_sandbox_mode(True)
+
+    return exchange
diff --git a/shared/tests/test_exchange.py b/shared/tests/test_exchange.py
new file mode 100644
index 0000000..95dc7d7
--- /dev/null
+++ b/shared/tests/test_exchange.py
@@ -0,0 +1,55 @@
+"""Tests for the exchange factory."""
+
+from unittest.mock import patch
+
+import ccxt.async_support as ccxt
+import pytest
+
+from shared.exchange import create_exchange
+
+
+def test_create_exchange_binance():
+    """Verify create_exchange returns a ccxt.binance instance."""
+    exchange = create_exchange(
+        exchange_id="binance",
+        api_key="test-key",
+        api_secret="test-secret",
+    )
+    assert isinstance(exchange, ccxt.binance)
+    assert exchange.apiKey == "test-key"
+    assert exchange.secret == "test-secret"
+    assert exchange.enableRateLimit is True
+
+
+def test_create_exchange_unknown():
+    """Verify create_exchange raises ValueError for unknown exchange."""
+    with pytest.raises(ValueError, match="Unknown exchange 'not_a_real_exchange'"):
+        create_exchange(
+            exchange_id="not_a_real_exchange",
+            api_key="key",
+            api_secret="secret",
+        )
+
+
+def test_create_exchange_with_sandbox():
+    """Verify sandbox mode is activated when sandbox=True."""
+    with patch.object(ccxt.binance, "set_sandbox_mode") as mock_sandbox:
+        exchange = create_exchange(
+            exchange_id="binance",
+            api_key="key",
+            api_secret="secret",
+            sandbox=True,
+        )
+        mock_sandbox.assert_called_once_with(True)
+    assert isinstance(exchange, ccxt.binance)
+
+
+def test_create_exchange_no_sandbox_by_default():
+    """Verify sandbox mode is not set when sandbox=False (default)."""
+    with patch.object(ccxt.binance, "set_sandbox_mode") as mock_sandbox:
+        create_exchange(
+            exchange_id="binance",
+            api_key="key",
+            api_secret="secret",
+        )
+        mock_sandbox.assert_not_called()