Local changes: Updated model training, removed debug instrumentation, and configuration improvements

src/trading/futures.py

@@ -0,0 +1,122 @@
+"""Futures and leverage trading support with margin calculations."""
+
+from decimal import Decimal
+from typing import Dict, Optional
+from src.core.logger import get_logger
+
+logger = get_logger(__name__)
+
+
+class FuturesManager:
+    """Manages futures and leverage trading."""
+    
+    def __init__(self):
+        """Initialize futures manager."""
+        self.logger = get_logger(__name__)
+    
+    def calculate_margin(
+        self,
+        quantity: Decimal,
+        price: Decimal,
+        leverage: int,
+        margin_type: str = "isolated"
+    ) -> Decimal:
+        """Calculate required margin.
+        
+        Args:
+            quantity: Position quantity
+            price: Entry price
+            leverage: Leverage multiplier
+            margin_type: "isolated" or "cross"
+            
+        Returns:
+            Required margin
+        """
+        position_value = quantity * price
+        margin = position_value / Decimal(leverage)
+        return margin
+    
+    def calculate_liquidation_price(
+        self,
+        entry_price: Decimal,
+        leverage: int,
+        side: str,  # "long" or "short"
+        maintenance_margin: Decimal = Decimal("0.01")  # 1%
+    ) -> Decimal:
+        """Calculate liquidation price.
+        
+        Args:
+            entry_price: Entry price
+            leverage: Leverage multiplier
+            side: Position side
+            maintenance_margin: Maintenance margin rate
+            
+        Returns:
+            Liquidation price
+        """
+        if side == "long":
+            # For long: liquidation when price drops too much
+            liquidation = entry_price * (1 - (1 / leverage) + maintenance_margin)
+        else:
+            # For short: liquidation when price rises too much
+            liquidation = entry_price * (1 + (1 / leverage) - maintenance_margin)
+        
+        return liquidation
+    
+    def calculate_funding_rate(
+        self,
+        mark_price: Decimal,
+        index_price: Decimal
+    ) -> Decimal:
+        """Calculate funding rate for perpetual futures.
+        
+        Args:
+            mark_price: Mark price
+            index_price: Index price
+            
+        Returns:
+            Funding rate (8-hour rate)
+        """
+        premium = (mark_price - index_price) / index_price
+        funding_rate = premium * Decimal("0.01")  # Simplified
+        return funding_rate
+    
+    def calculate_unrealized_pnl(
+        self,
+        entry_price: Decimal,
+        current_price: Decimal,
+        quantity: Decimal,
+        side: str,
+        leverage: int = 1
+    ) -> Decimal:
+        """Calculate unrealized P&L for futures position.
+        
+        Args:
+            entry_price: Entry price
+            current_price: Current mark price
+            quantity: Position quantity
+            side: "long" or "short"
+            leverage: Leverage multiplier
+            
+        Returns:
+            Unrealized P&L
+        """
+        if side == "long":
+            pnl = (current_price - entry_price) * quantity * leverage
+        else:
+            pnl = (entry_price - current_price) * quantity * leverage
+        
+        return pnl
+
+
+# Global futures manager
+_futures_manager: Optional[FuturesManager] = None
+
+
+def get_futures_manager() -> FuturesManager:
+    """Get global futures manager instance."""
+    global _futures_manager
+    if _futures_manager is None:
+        _futures_manager = FuturesManager()
+    return _futures_manager
+