TCPDashboard/data/common/transformation/safety.py

"""
Trading safety limits and validations.

This module provides safety checks and limits for crypto trading operations
with reasonable defaults that won't interfere with normal operations.
"""

from decimal import Decimal
from typing import Dict, NamedTuple, Optional, Pattern, Set
import re
import logging

# Common patterns for crypto trading pairs
SYMBOL_PATTERN = re.compile(r'^[A-Z0-9]{2,10}[-/][A-Z0-9]{2,10}$')
MAX_SYMBOL_LENGTH = 20  # Longest known pair + margin for future

class TradeLimits(NamedTuple):
    """Trading limits for a symbol."""
    min_size: Decimal  # Minimum trade size in base currency
    max_size: Decimal  # Maximum trade size in base currency
    min_notional: Decimal  # Minimum trade value in quote currency
    max_notional: Decimal  # Maximum trade value in quote currency
    price_precision: int  # Number of decimal places for price
    size_precision: int  # Number of decimal places for size
    max_price_deviation: Decimal  # Maximum allowed deviation from market price (in percent)

# Default limits that are generous but still protect against extreme errors
DEFAULT_LIMITS = TradeLimits(
    min_size=Decimal('0.00000001'),  # 1 satoshi equivalent
    max_size=Decimal('10000.0'),     # Large enough for most trades
    min_notional=Decimal('1.0'),     # Minimum $1 equivalent
    max_notional=Decimal('10000000.0'),  # $10M per trade limit
    price_precision=8,               # Standard for most exchanges
    size_precision=8,               # Standard for most exchanges
    max_price_deviation=Decimal('30.0')  # 30% max deviation
)

# Common stablecoin pairs can have higher limits
STABLECOIN_LIMITS = DEFAULT_LIMITS._replace(
    max_size=Decimal('1000000.0'),      # $1M equivalent
    max_notional=Decimal('50000000.0'),  # $50M per trade
    max_price_deviation=Decimal('5.0')   # 5% max deviation for stables
)

# More restrictive limits for volatile/illiquid pairs
VOLATILE_LIMITS = DEFAULT_LIMITS._replace(
    max_size=Decimal('1000.0'),         # Smaller position size
    max_notional=Decimal('1000000.0'),  # $1M per trade
    max_price_deviation=Decimal('50.0')  # 50% for very volatile markets
)

# Known stablecoin symbols
STABLECOINS = {'USDT', 'USDC', 'DAI', 'BUSD', 'UST', 'TUSD'}

def is_stablecoin_pair(symbol: str) -> bool:
    """Check if the trading pair involves a stablecoin."""
    parts = re.split('[-/]', symbol.upper())
    return any(coin in STABLECOINS for coin in parts)

def get_trade_limits(symbol: str) -> TradeLimits:
    """
    Get appropriate trade limits for a symbol.
    
    Args:
        symbol: Trading pair symbol
        
    Returns:
        TradeLimits with appropriate limits for the symbol
    """
    if is_stablecoin_pair(symbol):
        return STABLECOIN_LIMITS
    return VOLATILE_LIMITS

def validate_trade_size(
    size: Decimal,
    price: Decimal,
    symbol: str,
    logger: Optional[logging.Logger] = None
) -> None:
    """
    Validate trade size against limits.
    
    Args:
        size: Trade size in base currency
        price: Trade price
        symbol: Trading pair symbol
        logger: Optional logger for warnings
        
    Raises:
        ValueError: If size violates limits
    """
    limits = get_trade_limits(symbol)
    notional = size * price
    
    # Check minimum size
    if size < limits.min_size:
        raise ValueError(
            f"Trade size {size} below minimum {limits.min_size} for {symbol}"
        )
    
    # Check maximum size with warning at 90%
    if size > limits.max_size * Decimal('0.9') and logger:
        logger.warning(
            f"Large trade size {size} approaching maximum {limits.max_size} for {symbol}"
        )
    if size > limits.max_size:
        raise ValueError(
            f"Trade size {size} exceeds maximum {limits.max_size} for {symbol}"
        )
    
    # Check minimum notional
    if notional < limits.min_notional:
        raise ValueError(
            f"Trade value ${notional} below minimum ${limits.min_notional} for {symbol}"
        )
    
    # Check maximum notional with warning at 90%
    if notional > limits.max_notional * Decimal('0.9') and logger:
        logger.warning(
            f"Large trade value ${notional} approaching maximum ${limits.max_notional} for {symbol}"
        )
    if notional > limits.max_notional:
        raise ValueError(
            f"Trade value ${notional} exceeds maximum ${limits.max_notional} for {symbol}"
        )

def validate_trade_price(
    price: Decimal,
    market_price: Optional[Decimal],
    symbol: str,
    logger: Optional[logging.Logger] = None
) -> None:
    """
    Validate trade price against limits and market price.
    
    Args:
        price: Trade price
        market_price: Current market price (if available)
        symbol: Trading pair symbol
        logger: Optional logger for warnings
        
    Raises:
        ValueError: If price violates limits
    """
    limits = get_trade_limits(symbol)
    
    # Skip market price check if not available
    if market_price is None:
        return
        
    # Calculate price deviation
    deviation = abs(price - market_price) / market_price * 100
    
    # Warn at 80% of maximum deviation
    if deviation > limits.max_price_deviation * Decimal('0.8') and logger:
        logger.warning(
            f"Price deviation {deviation}% approaching maximum {limits.max_price_deviation}% for {symbol}"
        )
    
    # Error at maximum deviation
    if deviation > limits.max_price_deviation:
        raise ValueError(
            f"Price deviation {deviation}% exceeds maximum {limits.max_price_deviation}% for {symbol}"
        )

def validate_symbol_format(
    symbol: str,
    logger: Optional[logging.Logger] = None
) -> None:
    """
    Validate trading symbol format.
    
    Args:
        symbol: Trading pair symbol
        logger: Optional logger for warnings
        
    Raises:
        ValueError: If symbol format is invalid
    """
    if not symbol or not isinstance(symbol, str):
        raise ValueError(f"Invalid symbol: {symbol}")
    
    # Check length
    if len(symbol) > MAX_SYMBOL_LENGTH:
        raise ValueError(f"Symbol too long: {symbol}")
    
    # Check format
    if not SYMBOL_PATTERN.match(symbol.upper()):
        raise ValueError(
            f"Invalid symbol format: {symbol}. Expected format: 'XXX-YYY' or 'XXX/YYY'"
        )