v3.0.1

Signed-off-by: Dinger <quantdinger@gmail.com>

Author: quantdinger-lab

README.md

@@ -426,7 +426,6 @@ The same links are available in the web app under **Profile → Open account** (
 | Kraken | Spot, Futures |
 | KuCoin | Spot, Futures |
 | Gate.io | Spot, Futures |
-| Bitfinex | Spot, Derivatives |
 
 ### Traditional Brokers & Markets
 

backend_api_python/app/data_sources/crypto.py

@@ -147,7 +147,6 @@ def _normalize_symbol_for_exchange(self, symbol: str) -> str:
         - OKX: BTC/USDT (标准格式，但某些币种可能不支持)
         - Coinbase: BTC/USD (通常使用 USD 而不是 USDT)
         - Kraken: XBT/USD (BTC 映射为 XBT)
-        - Bitfinex: tBTCUST (特殊格式)
         """
         normalized, base = self._normalize_symbol(symbol)
 

backend_api_python/app/routes/credentials.py

@@ -72,7 +72,7 @@ def list_credentials():
 
 CRYPTO_EXCHANGES = [
     'binance', 'okx', 'bitget', 'bybit', 'coinbaseexchange',
-    'kraken', 'kucoin', 'gate', 'bitfinex', 'deepcoin', 'htx'
+    'kraken', 'kucoin', 'gate', 'deepcoin', 'htx'
 ]
 
 

backend_api_python/app/routes/dashboard.py

@@ -45,6 +45,9 @@ def _format_datetime(dt: Any) -> Any:
     if dt is None:
         return None
     if hasattr(dt, 'isoformat'):
+        from datetime import timezone as _tz
+        if hasattr(dt, 'tzinfo') and getattr(dt, 'tzinfo', None) is None:
+            dt = dt.replace(tzinfo=_tz.utc)
         return dt.isoformat()
     return dt
 
@@ -403,11 +406,15 @@ def _truthy(v: Any) -> bool:
             cur.close()
 
         # Convert datetime to timestamp for frontend compatibility
+        from datetime import timezone as _tz
         recent_trades = []
         for t in recent_trades_raw:
             trade = dict(t)
-            if trade.get('created_at') and hasattr(trade['created_at'], 'timestamp'):
-                trade['created_at'] = int(trade['created_at'].timestamp())
+            ca = trade.get('created_at')
+            if ca and hasattr(ca, 'timestamp'):
+                if getattr(ca, 'tzinfo', None) is None:
+                    ca = ca.replace(tzinfo=_tz.utc)
+                trade['created_at'] = int(ca.timestamp())
             recent_trades.append(trade)
 
         # Total equity/pnl (best-effort) - calculate before performance stats for drawdown calculation

backend_api_python/app/routes/quick_trade.py

@@ -867,7 +867,7 @@ def _fetch_exchange_positions_raw(
     """
     Fetch raw position payload for quick-trade / close-position.
 
-    Many clients do not accept ``symbol=`` on ``get_positions()`` (Gate, KuCoin, Bitfinex),
+    Many clients do not accept ``symbol=`` on ``get_positions()`` (Gate, KuCoin),
     or need extra args (Bitget ``product_type``, OKX ``inst_type``). Centralize here.
     """
     from app.services.live_trading.binance import BinanceFuturesClient

backend_api_python/app/routes/strategy.py

@@ -27,6 +27,21 @@
 
 strategy_bp = Blueprint('strategy', __name__)
 
+
+def _normalize_trade_row_for_api(trade: dict) -> dict:
+    """Ensure numeric fields are JSON-friendly floats (PostgreSQL DECIMAL → float)."""
+    try:
+        from decimal import Decimal
+    except Exception:  # pragma: no cover
+        Decimal = ()  # type: ignore
+    out = dict(trade)
+    for k in ("price", "amount", "value", "commission", "profit"):
+        v = out.get(k)
+        if isinstance(v, Decimal):
+            out[k] = float(v)
+    return out
+
+
 # ---------------------------------------------------------------------------
 # Strategy templates (loaded once from JSON file)
 # ---------------------------------------------------------------------------
@@ -542,25 +557,30 @@ def get_trades():
             rows = cur.fetchall() or []
             cur.close()
 
-        # Convert created_at to UTC timestamp (seconds) for frontend
-        # This ensures consistent timezone handling
+        # Convert created_at to Unix seconds (UTC instant).
+        # qd_strategy_trades.created_at is TIMESTAMP WITHOUT TIME ZONE; with PostgreSQL session UTC
+        # the stored wall clock is UTC. Naive datetime must not use .timestamp() alone — that would
+        # interpret it in the Python process local TZ and shift the instant (e.g. +8h on CN laptops).
+        from datetime import datetime as _dt, timezone as _tz
         processed_rows = []
         for row in rows:
             trade = dict(row)
             created_at = trade.get('created_at')
             if created_at:
                 if hasattr(created_at, 'timestamp'):
-                    # datetime object - convert to UTC timestamp
-                    trade['created_at'] = int(created_at.timestamp())
+                    dt = created_at
+                    if getattr(dt, 'tzinfo', None) is None:
+                        dt = dt.replace(tzinfo=_tz.utc)
+                    trade['created_at'] = int(dt.timestamp())
                 elif isinstance(created_at, str):
-                    # ISO string - parse and convert
                     try:
-                        from datetime import datetime
-                        dt = datetime.fromisoformat(created_at.replace('Z', '+00:00'))
+                        dt = _dt.fromisoformat(created_at.replace('Z', '+00:00'))
+                        if getattr(dt, 'tzinfo', None) is None:
+                            dt = dt.replace(tzinfo=_tz.utc)
                         trade['created_at'] = int(dt.timestamp())
                     except Exception:
                         pass
-            processed_rows.append(trade)
+            processed_rows.append(_normalize_trade_row_for_api(trade))
 
         # Frontend expects data.trades; keep data.items for compatibility with list-style components.
         return jsonify({'code': 1, 'msg': 'success', 'data': {'trades': processed_rows, 'items': processed_rows}})
@@ -1491,6 +1511,9 @@ def get_strategy_logs():
             if not isinstance(r, dict):
                 continue
             rr = dict(r)
+            msg = str(rr.get('message') or '')
+            if msg.startswith('tick price=') or msg.startswith('tick price '):
+                continue
             ts = rr.get('timestamp')
             if ts is not None and hasattr(ts, 'isoformat'):
                 rr['timestamp'] = ts.isoformat()

backend_api_python/app/services/live_trading/base.py

@@ -150,4 +150,8 @@ def _now_ms() -> int:
     def _json_dumps(obj: Any) -> str:
         return json.dumps(obj, ensure_ascii=False, separators=(",", ":"))
 
+    def get_fee_rate(self, symbol: str, market_type: str = "swap") -> Optional[Dict[str, float]]:
+        """Query account fee rate from exchange. Returns {"maker": 0.0002, "taker": 0.0005} or None."""
+        return None
+
 

backend_api_python/app/services/live_trading/binance.py

@@ -7,14 +7,17 @@
 
 from __future__ import annotations
 
-import hmac
 import hashlib
+import hmac
+import logging
 import time
 from decimal import Decimal, ROUND_DOWN
 from typing import Any, Dict, Optional, Tuple
 from urllib.parse import urlencode
 
 from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
+
+logger = logging.getLogger(__name__)
 from app.services.live_trading.symbols import to_binance_futures_symbol
 
 
@@ -484,6 +487,19 @@ def get_fee_for_order(self, *, symbol: str, order_id: str) -> Tuple[float, str]:
                     fee_ccy = ccy
         return float(total_fee), str(fee_ccy or "")
 
+    def get_fee_rate(self, symbol: str, market_type: str = "swap") -> Optional[Dict[str, float]]:
+        sym = symbol.upper().replace("-", "").replace("/", "")
+        try:
+            data = self._signed_request("GET", "/fapi/v1/commissionRate", params={"symbol": sym})
+            if isinstance(data, dict):
+                maker = abs(float(data.get("makerCommissionRate") or 0))
+                taker = abs(float(data.get("takerCommissionRate") or 0))
+                if maker > 0 or taker > 0:
+                    return {"maker": maker, "taker": taker}
+        except Exception as e:
+            logger.warning(f"Binance get_fee_rate({symbol}) failed: {e}")
+        return None
+
     def set_leverage(self, *, symbol: str, leverage: float) -> Dict[str, Any]:
         """
         Set futures leverage for a symbol (USDT-M).

backend_api_python/app/services/live_trading/binance_spot.py

@@ -4,14 +4,17 @@
 
 from __future__ import annotations
 
-import hmac
 import hashlib
+import hmac
+import logging
 import time
 from decimal import Decimal, ROUND_DOWN
 from typing import Any, Dict, Optional, Tuple
 from urllib.parse import urlencode
 
 from app.services.live_trading.base import BaseRestClient, LiveOrderResult, LiveTradingError
+
+logger = logging.getLogger(__name__)
 from app.services.live_trading.symbols import to_binance_futures_symbol
 
 
@@ -554,6 +557,20 @@ def get_fee_for_order(self, *, symbol: str, order_id: str) -> Tuple[float, str]:
                     fee_ccy = ccy
         return float(total_fee), str(fee_ccy or "")
 
+    def get_fee_rate(self, symbol: str, market_type: str = "spot") -> Optional[Dict[str, float]]:
+        sym = symbol.upper().replace("-", "").replace("/", "")
+        try:
+            data = self._signed_request("GET", "/sapi/v1/asset/tradeFee", params={"symbol": sym})
+            if isinstance(data, list) and data and isinstance(data[0], dict):
+                rec = data[0]
+                maker = abs(float(rec.get("makerCommission") or 0))
+                taker = abs(float(rec.get("takerCommission") or 0))
+                if maker > 0 or taker > 0:
+                    return {"maker": maker, "taker": taker}
+        except Exception as e:
+            logger.warning(f"BinanceSpot get_fee_rate({symbol}) failed: {e}")
+        return None
+
     def cancel_order(self, *, symbol: str, order_id: str = "", client_order_id: str = "") -> Dict[str, Any]:
         sym = to_binance_futures_symbol(symbol)
         params: Dict[str, Any] = {"symbol": sym}