Python Trading Objects

Description

Python Trading Objects is a Python library for managing trading objects, including representations of amounts (tokens, USD), prices, and a factory pattern for creating these objects based on currency pairs.

The library provides type-safe, precision-controlled financial objects with arithmetic operations, making it ideal for trading applications, financial calculations, and cryptocurrency projects.

Features

• Type Safety: Factory pattern ensures consistent types and currency symbols
• Precision Control: Configurable decimal precision for different asset types
• Arithmetic Operations: Intuitive operator overloading for financial calculations
• JSON Serialization: Built-in support for data interchange
• Complete Test Suite: 73 test cases for all functionality
• Zero Dependencies: Pure Python implementation

Installation

From Source

pip install .

For development installation with testing capabilities:

pip install -e .[dev]

Requirements

• Python >= 3.8

Quick Start

Creating Objects with the BotPair Factory

The BotPair class acts as a factory to ensure consistency of types and currency symbols.

from python_trading_objects.quotes import BotPair

# Create a factory for the Bitcoin/US Dollar pair
bot_pair = BotPair("BTC/USD")

# Create a Token for the base currency (BTC)
btc_amount = bot_pair.create_token(1.5)
print(f"Token created: {btc_amount}")  # Output: "1.50000000 BTC"

# Create a Price for the pair
btc_price = bot_pair.create_price(25000.0)
print(f"Price created: {btc_price}")  # Output: "25000.00 BTC/USD"

# Create a USD object for the quote currency
usd_amount = bot_pair.create_usd(100.0)
print(f"USD amount created: {usd_amount}")  # Output: "100.00 USD"

Arithmetic Operations

Objects in the library overload operators to allow intuitive calculations.

Token Operations

token1 = bot_pair.create_token(5.0)
token2 = bot_pair.create_token(3.0)

# Addition
result_add = token1 + token2
print(f"Addition: {result_add}")  # Output: "8.00000000 BTC"

# Subtraction
result_sub = token1 - token2
print(f"Subtraction: {result_sub}")  # Output: "2.00000000 BTC"

# Multiplication by float
result_mul_float = token1 * 2.5
print(f"Multiplication by float: {result_mul_float}")  # Output: "12.50000000 BTC"

# Division by float
result_div_float = token1 / 2.0
print(f"Division by float: {result_div_float}")  # Output: "2.50000000 BTC"

USD Operations

usd1 = bot_pair.create_usd(50.0)
usd2 = bot_pair.create_usd(30.0)

# Addition
result_add = usd1 + usd2
print(f"Addition: {result_add}")  # Output: "80.00 USD"

# Multiplication by float
result_mul_float = usd1 * 2.5
print(f"Multiplication by float: {result_mul_float}")  # Output: "125.00 USD"

# Division by Price to get Token
price = bot_pair.create_price(20000.0)
result_div_price = usd1 / price
print(f"Division by Price: {result_div_price}")  # Output: "0.00250000 BTC"

Price Operations

price = bot_pair.create_price(20000.0)
token = bot_pair.create_token(0.5)

# Multiply Price by Token to get USD
result = price * token
print(f"Price * Token: {result}")  # Output: "10000.00 USD"

Core Classes

• Quote: Abstract base class for currencies, managing amount precision
• BotPair: Factory class for creating Token, Price, and USD instances safely for a given currency pair
• Token: Represents an amount of base currency (e.g., 1.5 BTC)
• USD: Represents an amount of quote currency (e.g., 100 USD). Despite the name, it can represent any quote currency (JPY, EUR, etc.)
• Price: Represents the price of a base currency relative to a quote currency (e.g., 25000 BTC/USD)

Testing

The library uses pytest for unit testing. Tests validate object creation, arithmetic operations, comparisons, and error handling.

Run Tests

# Run all tests
make test

# Run specific test file
python -m pytest test/test_coin.py -v

Test Suite

The library includes complete testing with 73 test cases validating:

• Factory pattern object creation
• Arithmetic operations and operator overloading
• Type safety and error handling
• JSON serialization and deserialization
• Precision control and truncation
• Edge cases and error conditions

Development

Setup Development Environment

make install

Code Quality Tools

# Run format and tests together
make check

# Individual commands
make format        # Format code with black and isort
make test          # Run pytest tests

# Clean up generated files
make clean

# Update dependencies
make update

API Reference

BotPair Factory Methods

• create_token(amount: float) -> Token: Create a token for the base currency
• create_price(amount: float) -> Price: Create a price for the currency pair
• create_usd(amount: float) -> USD: Create a USD amount for the quote currency
• zero_token() -> Token: Create a zero-value token
• zero_price() -> Price: Create a zero-value price
• zero_usd() -> USD: Create a zero-value USD amount

Arithmetic Operations Support

Operation	Token	USD	Price
Addition (+)	✓	✓	✓
Subtraction (-)	✓	✓	✓
Multiplication (*)	✓ (by float)	✓ (by float)	✓ (by float/Token)
Division (/)	✓ (by float/Token)	✓ (by float/USD/Price)	✓ (by float/Price)
Comparison	✓	✓	✓

Contributing

1. Fork the repository
2. Create a feature branch (git checkout -b feature/amazing-feature)
3. Make your changes
4. Run the test suite (make all)
5. Commit your changes (git commit -m 'Add some amazing feature')
6. Push to the branch (git push origin feature/amazing-feature)
7. Open a Pull Request

License

This project is licensed under the MIT License - see the LICENSE file for details.

Author

venantvr - venantvr@gmail.com

Project Link: https://github.com/venantvr/Python.Trading.Objects

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🚀 ADDENDUM: Generic Asset Architecture (v2.0)

Major Refactoring: From USD-centric to Asset-generic

Date: January 2025
Motivation: Enable support for DEX (Decentralized Exchanges) alongside CEX (Centralized Exchanges) with a unified swap/trade interface.

The Problem

The original architecture was USD-centric:

• The USD class was hardcoded for US Dollar operations
• Trading pairs were limited to USD-based quotes (BTC/USD, ETH/USD)
• CEX-specific concepts (buy/sell orders) didn't translate well to DEX swaps
• No abstraction for generic asset-to-asset swaps (e.g., BTC→ETH, EUR→GBP)

The Solution: Generic Asset System

1. New Asset Class (python_trading_objects/quotes/asset.py)

A generic asset representation that works with ANY currency or token:

from python_trading_objects.quotes.asset import Asset
from python_trading_objects.quotes.pair import BotPair

# Works with any pair now!
pair_eur = BotPair("BTC/EUR")
pair_eth = BotPair("ETH/USDC")
pair_doge = BotPair("DOGE/BTC")

# Create assets for any currency
btc = pair_eur.create_base_asset(1.5)  # 1.5 BTC
eur = pair_eur.create_quote_asset(50000)  # 50000 EUR
eth = pair_eth.create_base_asset(10)  # 10 ETH
usdc = pair_eth.create_quote_asset(25000)  # 25000 USDC

Features:

• ✅ Automatic detection of stablecoins and fiats
• ✅ Adaptive formatting (2 decimals for fiat/stable, 8 for crypto)
• ✅ Type-safe operations (can't add EUR to USD)
• ✅ Complete arithmetic operations support

2. Enhanced BotPair Factory

New generic methods alongside legacy ones for backward compatibility:

# New generic methods
pair = BotPair("ETH/EUR")
base = pair.create_base_asset(10)  # 10 ETH
quote = pair.create_quote_asset(5000)  # 5000 EUR
zero_base = pair.zero_base()  # 0 ETH
zero_quote = pair.zero_quote()  # 0 EUR

# Legacy methods still work (backward compatibility)
usd = pair.create_usd(100)  # Actually creates 100 EUR!
token = pair.create_token(1)  # Creates 1 ETH

3. Unified Swap Interface (python_trading_objects/quotes/swap.py)

Abstract away CEX/DEX differences with a unified swap concept:

from python_trading_objects.quotes.swap import SwapRequest, SwapType

# Everything is a swap!
# CEX "buy order" = swap quote→base
swap1 = SwapRequest(
    from_symbol="USDC",
    to_symbol="BTC",
    amount=1000.0,
    swap_type=SwapType.MARKET
)
print(swap1.is_buy())  # True - buying BTC with USDC

# CEX "sell order" = swap base→quote  
swap2 = SwapRequest(
    from_symbol="BTC",
    to_symbol="USDC",
    amount=0.5,
    swap_type=SwapType.LIMIT
)
print(swap2.is_sell())  # True - selling BTC for USDC

# DEX direct swap = swap any→any
swap3 = SwapRequest(
    from_symbol="ETH",
    to_symbol="BTC",
    amount=10.0,
    swap_type=SwapType.MARKET
)
print(swap3.is_swap())  # True - generic crypto-to-crypto swap

Migration Guide

For Existing Code (100% Backward Compatible)

No changes needed! The legacy USD class is now an alias to Asset:

# Old code still works
from python_trading_objects.quotes.usd import USD
from python_trading_objects.quotes.pair import BotPair

pair = BotPair("BTC/USDT")
usd = pair.create_usd(1000)  # Still works!

For New Code (Recommended)

Use the new generic methods:

# New recommended approach
from python_trading_objects.quotes.asset import Asset
from python_trading_objects.quotes.pair import BotPair

pair = BotPair("BTC/EUR")
quote_asset = pair.create_quote_asset(1000)  # 1000 EUR
base_asset = pair.create_base_asset(0.5)  # 0.5 BTC

Benefits of the New Architecture

1. 🌍 Universal Currency Support

   • Trade any pair: BTC/EUR, ETH/USDC, DOGE/BTC, etc.
   • No hardcoded USD dependency

2. 🔄 CEX/DEX Unified

   • Same interface for centralized and decentralized exchanges
   • Swap abstraction works for both order books and AMMs

3. ⚡ Zero Breaking Changes

   • 100% backward compatible
   • Existing code continues to work
   • Gradual migration possible

4. 🔒 Type Safety Enhanced

   • Can't accidentally mix different assets
   • Operations validated at runtime

5. 🚀 Future Ready

   • Easy to add bridges, aggregators, cross-chain swaps
   • Prepared for DeFi integrations

Testing the New Features

# Test multi-currency support
from python_trading_objects.quotes.pair import BotPair
from python_trading_objects.quotes.swap import SwapRequest

# EUR pair
pair_eur = BotPair("BTC/EUR")
eur = pair_eur.create_quote_asset(50000)
print(f"EUR amount: {eur}")  # "50000.00 EUR"

# Crypto-to-crypto pair
pair_eth_btc = BotPair("ETH/BTC")
eth = pair_eth_btc.create_base_asset(10)
btc = pair_eth_btc.create_quote_asset(0.5)
print(f"ETH: {eth}, BTC: {btc}")  # "10.00000000 ETH, 0.50000000 BTC"

# Unified swaps
swap = SwapRequest("ETH", "BTC", 5.0)
print(f"Swap type: {swap.direction}")  # SwapDirection.SWAP

Roadmap

• Generic Asset class implementation
• Enhanced BotPair with backward compatibility
• Unified SwapRequest interface
• DEX adapter implementation
• Cross-chain bridge support
• Liquidity aggregator interface

Breaking Changes

None! This refactoring maintains 100% backward compatibility. All existing code continues to work without modification.

Stack