[WIP] feat/crypto

.gitignore

@@ -160,3 +160,6 @@ cython_debug/
 #  option (not recommended) you can uncomment the following to ignore the entire idea folder.
 #.idea/
 backend/**/*.json
+
+.claude
+.idea

CLAUDE.md

@@ -0,0 +1,2 @@
+- never ever commit api keys to git
+- never ever create test files out of test directory, never ever add scripts you generte on your own will to project root, always use scripts or tests forlder for that

backend/app/config.py

@@ -63,6 +63,7 @@ def get_base_model_configs() -> List[Tuple[str, str]]:
 TRADING_CONFIG = {
     "initial_cash_stock": 1000,
     "initial_cash_polymarket": 500,
+    "initial_cash_bitmex": 10000,
     "max_consecutive_failures": 3,
     "recovery_wait_time": 3600,
     "error_retry_time": 600,

backend/app/main.py

@@ -4,6 +4,11 @@
 import shutil
 from datetime import datetime
 
+from dotenv import load_dotenv
+
+# Load environment variables from .env file
+load_dotenv()
+
 from apscheduler.executors.pool import ThreadPoolExecutor
 from apscheduler.schedulers.background import BackgroundScheduler
 from fastapi import FastAPI, HTTPException
@@ -19,7 +24,11 @@
     MockFetcherPolymarketSystem,
     MockFetcherStockSystem,
 )
-from live_trade_bench.systems import PolymarketPortfolioSystem, StockPortfolioSystem
+from live_trade_bench.systems import (
+    BitMEXPortfolioSystem,
+    PolymarketPortfolioSystem,
+    StockPortfolioSystem,
+)
 
 from .config import (
     ALLOWED_ORIGINS,
@@ -37,6 +46,7 @@
 from .news_data import update_news_data
 from .price_data import (
     get_next_price_update_time,
+    update_bitmex_prices_and_values,
     update_polymarket_prices_and_values,
     update_stock_prices_and_values,
 )
@@ -47,6 +57,7 @@
 # Global system instances - Initialize immediately
 stock_system = None
 polymarket_system = None
+bitmex_system = None
 # Background scheduler instance; assigned during startup to keep reference alive
 scheduler = None
 
@@ -68,6 +79,7 @@
 # Initialize systems immediately when module loads
 stock_system = STOCK_SYSTEMS[STOCK_MOCK_MODE].get_instance()
 polymarket_system = POLYMARKET_SYSTEMS[POLYMARKET_MOCK_MODE].get_instance()
+bitmex_system = BitMEXPortfolioSystem()
 
 # Add agents for real systems
 if STOCK_MOCK_MODE == MockMode.NONE:
@@ -78,13 +90,18 @@
     for display_name, model_id in get_base_model_configs():
         polymarket_system.add_agent(display_name, 500.0, model_id)
 
+# Add BitMEX agents (paper trading with $10,000 each)
+for display_name, model_id in get_base_model_configs():
+    bitmex_system.add_agent(display_name, 10000.0, model_id)
+
 # 🆕 加载历史数据到Account内存中
 print("🔄 Loading historical data to account memory...")
-load_historical_data_to_accounts(stock_system, polymarket_system)
+load_historical_data_to_accounts(stock_system, polymarket_system, bitmex_system)
 print("✅ Historical data loading completed")
 
 stock_system.initialize_for_live()
 polymarket_system.initialize_for_live()
+bitmex_system.initialize_for_live()
 
 
 def get_stock_system():
@@ -99,6 +116,12 @@ def get_polymarket_system():
     return polymarket_system
 
 
+def get_bitmex_system():
+    """Get the BitMEX system instance."""
+    global bitmex_system
+    return bitmex_system
+
+
 logging.basicConfig(level=logging.INFO)
 logger = logging.getLogger(__name__)
 
@@ -194,11 +217,21 @@ def load_backtest_as_initial_data():
 def safe_generate_models_data():
     if should_run_trading_cycle():
         logger.info("🕐 Running trading cycle at market close time...")
-        generate_models_data(stock_system, polymarket_system)
+        generate_models_data(stock_system, polymarket_system, bitmex_system)
     else:
         logger.info("⏰ Skipping trading cycle - not in market time window")
 
 
+def safe_generate_bitmex_cycle():
+    """Run BitMEX trading cycle (24/7 crypto markets)."""
+    logger.info("🔄 Running BitMEX trading cycle...")
+    try:
+        bitmex_system.run_cycle()
+        logger.info("✅ BitMEX cycle completed")
+    except Exception as e:
+        logger.error(f"❌ BitMEX cycle failed: {e}")
+
+
 def schedule_background_tasks(scheduler: BackgroundScheduler):
     from datetime import timedelta
 
@@ -227,6 +260,19 @@ def schedule_background_tasks(scheduler: BackgroundScheduler):
     )
     logger.info(f"📅 Scheduled trading job for UTC {schedule_hour}:00 ({schedule_desc})")
 
+    # Schedule BitMEX cycles 4x daily (00:00, 06:00, 12:00, 18:00 UTC)
+    for hour in [0, 6, 12, 18]:
+        scheduler.add_job(
+            safe_generate_bitmex_cycle,
+            "cron",
+            hour=hour,
+            minute=0,
+            timezone="UTC",
+            id=f"bitmex_cycle_{hour:02d}00",
+            replace_existing=True,
+        )
+    logger.info("📅 Scheduled BitMEX cycles 4x daily (00:00, 06:00, 12:00, 18:00 UTC)")
+
     price_interval = UPDATE_FREQUENCY["realtime_prices"]
     logger.info(
         f"📈 Scheduled stock price update job for every {price_interval} seconds ({price_interval//60} minutes)"
@@ -250,6 +296,19 @@ def schedule_background_tasks(scheduler: BackgroundScheduler):
         id="update_polymarket_prices",
         replace_existing=True,
     )
+
+    # BitMEX price updates (every 10 minutes, 24/7)
+    bitmex_interval = 600  # 10 minutes
+    logger.info(
+        f"📈 Scheduled BitMEX price update job for every {bitmex_interval} seconds ({bitmex_interval//60} minutes)"
+    )
+    scheduler.add_job(
+        update_bitmex_prices_and_values,
+        "interval",
+        seconds=bitmex_interval,
+        id="update_bitmex_prices",
+        replace_existing=True,
+    )
     scheduler.add_job(
         update_news_data,
         "interval",

backend/app/models_data.py

@@ -122,7 +122,7 @@ def _serialize_positions(model_data):
     return model_data
 
 
-def load_historical_data_to_accounts(stock_system, polymarket_system):
+def load_historical_data_to_accounts(stock_system, polymarket_system, bitmex_system=None):
     """Load historical data to account memory on every startup.
 
     This function ALWAYS loads data to restore account state, regardless of whether
@@ -158,7 +158,14 @@ def load_historical_data_to_accounts(stock_system, polymarket_system):
                 print(f"  📊 {model_name}: Benchmark model (will be preserved)")
                 continue
 
-            system = stock_system if category == "stock" else polymarket_system
+            if category == "stock":
+                system = stock_system
+            elif category == "polymarket":
+                system = polymarket_system
+            elif category == "bitmex" and bitmex_system is not None:
+                system = bitmex_system
+            else:
+                continue
 
             account = None
             for agent_name, acc in system.accounts.items():
@@ -199,15 +206,17 @@ def restore_account_from_historical_data(account, historical_model_data):
     account.total_fees = historical_model_data.get("total_fees", 0.0)
 
 
-def generate_models_data(stock_system, polymarket_system) -> None:
+def generate_models_data(stock_system, polymarket_system, bitmex_system=None) -> None:
     """Generate and save model data for all systems"""
     try:
-        print("🚀 Starting data generation for both markets...")
+        print("🚀 Starting data generation for all markets...")
         all_market_data = []
 
         existing_benchmarks = _preserve_existing_benchmarks()
 
         systems = {"stock": stock_system, "polymarket": polymarket_system}
+        if bitmex_system is not None:
+            systems["bitmex"] = bitmex_system
 
         for market_type, system in systems.items():
             print(f"--- Processing {market_type.upper()} market ---")

backend/app/news_data.py

@@ -6,15 +6,16 @@
 def update_news_data() -> None:
     print("📰 Updating news data...")
 
-    all_news_data = {"stock": [], "polymarket": []}
+    all_news_data = {"stock": [], "polymarket": [], "bitmex": []}
 
     try:
-        from .main import get_polymarket_system, get_stock_system
+        from .main import get_bitmex_system, get_polymarket_system, get_stock_system
 
         stock_system = get_stock_system()
         polymarket_system = get_polymarket_system()
+        bitmex_system = get_bitmex_system()
 
-        if not stock_system or not polymarket_system:
+        if not stock_system or not polymarket_system or not bitmex_system:
             print("❌ Failed to get system instances")
             return
 
@@ -23,23 +24,30 @@ def update_news_data() -> None:
             stock_system.initialize_for_live()
         if not polymarket_system.universe:
             polymarket_system.initialize_for_live()
+        if not bitmex_system.universe:
+            bitmex_system.initialize_for_live()
 
         # Fetch market data
         stock_market_data = stock_system._fetch_market_data(for_date=None)
         polymarket_market_data = polymarket_system._fetch_market_data(for_date=None)
+        bitmex_market_data = bitmex_system._fetch_market_data(for_date=None)
 
         # Fetch news data
         stock_news = stock_system._fetch_news_data(stock_market_data, for_date=None)
         polymarket_news = polymarket_system._fetch_news_data(
             polymarket_market_data, for_date=None
         )
+        bitmex_news = bitmex_system._fetch_news_data(bitmex_market_data, for_date=None)
 
         all_news_data["stock"] = [
             item for sublist in stock_news.values() for item in sublist
         ]
         all_news_data["polymarket"] = [
             item for sublist in polymarket_news.values() for item in sublist
         ]
+        all_news_data["bitmex"] = [
+            item for sublist in bitmex_news.values() for item in sublist
+        ]
 
         with open(NEWS_DATA_FILE, "w") as f:
             json.dump(all_news_data, f, indent=4)