Support for CCXT by gbeced · Pull Request #59 · gbeced/basana

gbeced · 2026-06-22T01:15:06Z

No description provided.

Bug fixed. lastTradeTimestamp might be None.

Copilot

Pull request overview

This PR adds a new CCXT-based exchange integration (including websocket event sources) and extends Basana’s precision handling to support decimal places, significant digits, and tick-size-based precision, aligning precision behavior across backtesting and external exchanges.

Changes:

Introduces basana.external.ccxt with an Exchange wrapper plus websocket-backed bar/trade/order-book/order event sources.
Adds PrecisionMode and extends PairInfo + core helper utilities to support rounding/truncation via decimal places, significant digits, or tick size.
Updates backtesting/exchange and Binance integration to use the unified PairInfo precision helpers; adds tests/docs/samples for the new CCXT functionality.

Reviewed changes

Copilot reviewed 36 out of 37 changed files in this pull request and generated 4 comments.

Show a summary per file

File	Description
tests/test_pair.py	Adds unit tests for `PairInfo` precision/rounding behavior across precision modes.
tests/test_core_helpers.py	Adds tests for significant-digits precision and tick-size helpers (round/truncate + decimal-place derivation).
tests/test_ccxt_exchange.py	Adds end-to-end tests for the CCXT exchange wrapper and websocket event sources.
tests/test_binance_exchange.py	Updates Binance pair-info tests to assert tick-size precision mode and tick sizes.
tests/test_backtesting_exchange_orders.py	Adds backtesting tests to ensure tick-size precision limits are enforced in order validation.
tests/fixtures/ccxt.py	Adds CCXT fixtures/mocks to support CCXT integration tests.
tests/conftest.py	Registers CCXT fixtures for the test suite.
samples/ccxt_websockets.py	Adds a usage sample showing CCXT websocket subscriptions for bars/trades/order-book.
README.md	Documents CCXT integration and the new optional extra (`basana[ccxt]`).
pyproject.toml	Adds an optional dependency group for CCXT.
docs/quickstart.rst	Updates install instructions to include the `ccxt` extra.
docs/index.rst	Updates docs overview to mention CCXT exchange support.
docs/ccxt_trades.rst	Adds API reference page for CCXT trades module/classes.
docs/ccxt_orders.rst	Adds API reference page for CCXT orders module/classes.
docs/ccxt_order_book.rst	Adds API reference page for CCXT order book module/classes.
docs/ccxt_exchange.rst	Adds API reference page for CCXT exchange wrapper and DTOs.
docs/api.rst	Adds CCXT modules to the API reference TOC.
CHANGELOG.md	Notes CCXT integration as a new feature.
basana/external/ccxt/trades.py	Implements trade DTO + trade websocket event source.
basana/external/ccxt/requests.py	Adds CCXT order-request wrappers for market/limit/stop/stop-limit creation.
basana/external/ccxt/orders.py	Implements order DTO + private orders websocket event source.
basana/external/ccxt/order_book.py	Implements partial order book DTO + order book websocket event source.
basana/external/ccxt/helpers.py	Adds CCXT helper conversions (symbols, decimals, pair-info mapping, etc.).
basana/external/ccxt/exchange.py	Adds the CCXT `Exchange` wrapper (balances, orders, pair info, subscriptions, close).
basana/external/ccxt/bars.py	Implements OHLCV websocket bar event source.
basana/external/ccxt/init.py	Introduces the CCXT integration package.
basana/external/binance/exchange.py	Updates Binance `PairInfo` construction to use tick sizes + `PrecisionMode.TICK_SIZE`.
basana/core/pair.py	Extends `PairInfo` with `PrecisionMode`, tick sizes, and convenience round/truncate methods.
basana/core/helpers.py	Adds precision-mode-aware rounding/truncation, significant-digits logic, and tick-size utilities.
basana/core/enums.py	Adds `PrecisionMode` enum.
basana/backtesting/requests.py	Uses `PairInfo` precision helpers in validation + improves precision error messages for tick size.
basana/backtesting/prices.py	Uses `PairInfo.truncate_quote()` for bid/ask spread precision behavior.
basana/backtesting/orders.py	Uses `PairInfo` precision helpers for fills and slippage price rounding.
basana/backtesting/order_mgr.py	Uses `PairInfo` precision helpers for rounding balances/fees.
basana/backtesting/charts.py	Uses `PairInfo.truncate_quote()` for chart fill-price calculations.
basana/init.py	Exposes `PrecisionMode` at the package level.

#59 (comment)

Copilot

Pull request overview

Copilot reviewed 36 out of 37 changed files in this pull request and generated 3 comments.

gbeced · 2026-07-10T21:20:28Z

+def get_quantizer(precision: int) -> Decimal:
+    ret = QUANTIZERS_CACHE.get(precision)
+    if ret is None:
+        ret = Decimal(f"1e-{precision}")
+        QUANTIZERS_CACHE[precision] = ret
+    return ret


In this context precision is always >= 0. I added an assert. Check 228b257.

#59 (comment) Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Copilot

Pull request overview

Copilot reviewed 36 out of 37 changed files in this pull request and generated 6 comments.

Copilot

Pull request overview

Copilot reviewed 36 out of 37 changed files in this pull request and generated 6 comments.

#59 (comment) Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

#59 (comment)

…ass.

gbeced added 5 commits June 15, 2026 22:07

Added cctx extra.

7a92f02

CCXT Support

c5895d4

Support for fetching open orders and renamed price to limit_price.

b3b5e3f

Added optional client session.

1f6eb81

Updated class docs.

ad76146

gbeced self-assigned this Jun 22, 2026

gbeced added 8 commits July 1, 2026 21:49

Added support for bar events.

717a734

Added support for trade events.

4a6f6cd

Added support for order book events.

5e41c0a

Renamed json to raw

4ac17bd

Added example for websocket events.

f8d2ac5

Added support for order events.

c9e9561

Bug fixed. lastTradeTimestamp might be None.

Fixed typo in optional feature and udpated dependencies.

75eadde

Docs.

e8f73fa

gbeced marked this pull request as ready for review July 6, 2026 12:53

gbeced requested a review from Copilot July 6, 2026 12:53

Copilot started reviewing on behalf of gbeced July 6, 2026 12:54 View session

Copilot AI reviewed Jul 6, 2026

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Comment thread basana/external/ccxt/bars.py Outdated

Comment thread basana/core/helpers.py

Comment thread basana/core/pair.py

Comment thread basana/external/ccxt/exchange.py Outdated

gbeced added 4 commits July 10, 2026 00:48

Fixed out of order processing of bars and orders.

a956cfa

Replaced assert with exception.

c301a42

#59 (comment)

Added checks to PairInfo constructor.

246c199

#59 (comment)

Bug fixed parsing datetimes.

859444f

#59 (comment)

gbeced requested a review from Copilot July 10, 2026 20:55

Copilot started reviewing on behalf of gbeced July 10, 2026 20:55 View session

Copilot AI reviewed Jul 10, 2026

View reviewed changes

gbeced and others added 4 commits July 10, 2026 18:07

Potential fix for pull request finding

97c46b1

#59 (comment) Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Potential fix for pull request finding

b241320

#59 (comment) Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Precision is always >= 0.

228b257

Added missing testcases.

a095102

gbeced requested a review from Copilot July 10, 2026 21:58

Copilot started reviewing on behalf of gbeced July 10, 2026 21:58 View session

Copilot AI reviewed Jul 10, 2026

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gbeced requested a review from Copilot July 11, 2026 01:24

Copilot started reviewing on behalf of gbeced July 11, 2026 01:25 View session

Copilot AI reviewed Jul 11, 2026

View reviewed changes

gbeced and others added 10 commits July 10, 2026 22:42

Bug fix

34825b8

#59 (comment) Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Regression test

2fc0b52

Co-authored-by: Copilot Autofix powered by AI <175728472+Copilot@users.noreply.github.com>

Removed extra space.

b9bacca

Normalized clientOrderId to align with type hint.

4adc1a3

#59 (comment)

Normalized clientOrderId to align with type hint.

ad5fb4d

#59 (comment)

Normalized clientOrderId to align with type hint.

6dd3af9

#59 (comment)

Normalized clientOrderId to align with type hint.

8576e1c

#59 (comment)

Getting rid of duplicate code.

c514fd1

Updated testcase to, hopefully, stop failing on Win32.

4d35439

Extracted common code from WatchXYZ event sources to a common base cl…

ab8bb8f

…ass.

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gbeced Jul 10, 2026 •

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