From 33b14aaa2344b0fd95d1629627c3d135b24ae102 Mon Sep 17 00:00:00 2001
From: TheSiahxyz <164138827+TheSiahxyz@users.noreply.github.com>
Date: Wed, 1 Apr 2026 15:56:35 +0900
Subject: feat: initial trading platform implementation

Binance spot crypto trading platform with microservices architecture:
- shared: Pydantic models, Redis Streams broker, asyncpg DB layer
- data-collector: Binance WebSocket/REST market data collection
- strategy-engine: Plugin-based strategy execution (RSI, Grid)
- order-executor: Order execution with risk management
- portfolio-manager: Position tracking and PnL calculation
- backtester: Historical strategy testing with simulator
- cli: Click-based CLI for all operations
- Docker Compose orchestration with Redis and PostgreSQL
- 24 test files covering all modules
---
 .../src/data_collector/binance_ws.py               | 106 +++++++++++++++++++++
 1 file changed, 106 insertions(+)
 create mode 100644 services/data-collector/src/data_collector/binance_ws.py

(limited to 'services/data-collector/src/data_collector/binance_ws.py')

diff --git a/services/data-collector/src/data_collector/binance_ws.py b/services/data-collector/src/data_collector/binance_ws.py
new file mode 100644
index 0000000..7a4bad2
--- /dev/null
+++ b/services/data-collector/src/data_collector/binance_ws.py
@@ -0,0 +1,106 @@
+"""Binance WebSocket client for real-time kline/candle data."""
+import asyncio
+import json
+import logging
+from datetime import datetime, timezone
+from decimal import Decimal
+from typing import Callable, Awaitable
+
+import websockets
+
+from shared.models import Candle
+
+logger = logging.getLogger(__name__)
+
+BINANCE_WS_URL = "wss://stream.binance.com:9443/ws"
+RECONNECT_DELAY = 5  # seconds
+
+
+def _normalize_symbol(symbol: str) -> str:
+    """Convert 'BTC/USDT' to 'BTCUSDT'."""
+    return symbol.replace("/", "")
+
+
+def _stream_name(symbol: str, timeframe: str) -> str:
+    """Build Binance stream name, e.g. 'btcusdt@kline_1m'."""
+    return f"{_normalize_symbol(symbol).lower()}@kline_{timeframe}"
+
+
+class BinanceWebSocket:
+    """Connects to Binance WebSocket streams and emits closed candles."""
+
+    def __init__(
+        self,
+        symbols: list[str],
+        timeframe: str,
+        on_candle: Callable[[Candle], Awaitable[None]],
+    ) -> None:
+        self._symbols = symbols
+        self._timeframe = timeframe
+        self._on_candle = on_candle
+        self._running = False
+
+    def _build_subscribe_message(self) -> dict:
+        streams = [_stream_name(s, self._timeframe) for s in self._symbols]
+        return {
+            "method": "SUBSCRIBE",
+            "params": streams,
+            "id": 1,
+        }
+
+    def _parse_candle(self, message: dict) -> Candle | None:
+        """Parse a kline WebSocket message into a Candle, or None if not closed."""
+        k = message.get("k")
+        if k is None:
+            return None
+        if not k.get("x"):  # only closed candles
+            return None
+
+        symbol = k["s"]  # already normalized, e.g. 'BTCUSDT'
+        open_time = datetime.fromtimestamp(k["t"] / 1000, tz=timezone.utc)
+        return Candle(
+            symbol=symbol,
+            timeframe=self._timeframe,
+            open_time=open_time,
+            open=Decimal(k["o"]),
+            high=Decimal(k["h"]),
+            low=Decimal(k["l"]),
+            close=Decimal(k["c"]),
+            volume=Decimal(k["v"]),
+        )
+
+    async def _run_once(self) -> None:
+        """Single connection attempt; processes messages until disconnected."""
+        async with websockets.connect(BINANCE_WS_URL) as ws:
+            subscribe_msg = self._build_subscribe_message()
+            await ws.send(json.dumps(subscribe_msg))
+            logger.info("Subscribed to Binance streams: %s", subscribe_msg["params"])
+
+            async for raw in ws:
+                if not self._running:
+                    break
+                try:
+                    message = json.loads(raw)
+                    candle = self._parse_candle(message)
+                    if candle is not None:
+                        await self._on_candle(candle)
+                except Exception:
+                    logger.exception("Error processing WebSocket message: %s", raw)
+
+    async def start(self) -> None:
+        """Connect to Binance WebSocket and process messages, auto-reconnecting."""
+        self._running = True
+        while self._running:
+            try:
+                await self._run_once()
+            except Exception:
+                if not self._running:
+                    break
+                logger.warning(
+                    "WebSocket disconnected. Reconnecting in %ds…", RECONNECT_DELAY
+                )
+                await asyncio.sleep(RECONNECT_DELAY)
+
+    def stop(self) -> None:
+        """Signal the WebSocket loop to stop after the current message."""
+        self._running = False
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