feat(src): support crypto market

.gitignore

@@ -160,3 +160,13 @@ cython_debug/
 #  option (not recommended) you can uncomment the following to ignore the entire idea folder.
 #.idea/
 backend/**/*.json
+
+# Test data (generated during tests, should not be committed)
+tests/fixtures/test_data/
+
+.claude
+.idea
+CLAUDE.md
+
+# macOS system files
+.DS_Store

backend/app/config.py

@@ -34,6 +34,7 @@ def get_base_model_configs() -> List[Tuple[str, str]]:
         ("GPT-o3", "openai/o3-2025-04-16"),
         ("Claude-Opus-4.1", "anthropic/claude-opus-4-1-20250805"),
         ("Claude-Opus-4", "anthropic/claude-opus-4-20250514"),
+        ("Claude-Sonnet-4.5", "anthropic/claude-sonnet-4-5-20250929"),
         ("Claude-Sonnet-4", "anthropic/claude-sonnet-4-20250514"),
         ("Claude-Sonnet-3.7", "anthropic/claude-3-7-sonnet-latest"),
         ("Gemini-2.5-Flash", "gemini/gemini-2.5-flash"),
@@ -63,6 +64,7 @@ def get_base_model_configs() -> List[Tuple[str, str]]:
 TRADING_CONFIG = {
     "initial_cash_stock": 1000,
     "initial_cash_polymarket": 500,
+    "initial_cash_bitmex": 1000,
     "max_consecutive_failures": 3,
     "recovery_wait_time": 3600,
     "error_retry_time": 600,

backend/app/main.py

@@ -6,6 +6,9 @@
 
 from apscheduler.executors.pool import ThreadPoolExecutor
 from apscheduler.schedulers.background import BackgroundScheduler
+
+# Load environment variables from .env file
+from dotenv import load_dotenv
 from fastapi import FastAPI, HTTPException
 from fastapi.middleware.cors import CORSMiddleware
 from fastapi.responses import FileResponse
@@ -19,7 +22,11 @@
     MockFetcherPolymarketSystem,
     MockFetcherStockSystem,
 )
-from live_trade_bench.systems import PolymarketPortfolioSystem, StockPortfolioSystem
+from live_trade_bench.systems import (
+    BitMEXPortfolioSystem,
+    PolymarketPortfolioSystem,
+    StockPortfolioSystem,
+)
 
 from .config import (
     ALLOWED_ORIGINS,
@@ -37,16 +44,20 @@
 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,
 )
 from .routers import models, news, social, system
 from .social_data import update_social_data
 from .system_data import update_system_status
 
+load_dotenv()
+
 # 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 $1,000 each)
+for display_name, model_id in get_base_model_configs():
+    bitmex_system.add_agent(display_name, 1000.0, 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 +260,20 @@ def schedule_background_tasks(scheduler: BackgroundScheduler):
     )
     logger.info(f"📅 Scheduled trading job for UTC {schedule_hour}:00 ({schedule_desc})")
 
+    # Schedule BitMEX cycle at same time as stock (3 PM ET, Mon-Fri)
+    # This prevents file conflicts and ensures all systems update together
+    scheduler.add_job(
+        safe_generate_bitmex_cycle,
+        "cron",
+        day_of_week="mon-fri",
+        hour=schedule_hour,  # Same as stock (19 or 20 UTC for 3 PM ET)
+        minute=0,
+        timezone="UTC",
+        id="bitmex_daily_cycle",
+        replace_existing=True,
+    )
+    logger.info(f"📅 Scheduled BitMEX cycle for UTC {schedule_hour}:00 ({schedule_desc}), Mon-Fri")
+
     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 +297,19 @@ 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

@@ -104,6 +104,7 @@ def _create_model_data(agent, account, market_type):
                 "timestamp": snapshot["timestamp"],
                 "profit": snapshot["profit"],
                 "totalValue": snapshot["total_value"],
+                "performance": snapshot.get("performance", 0),
             }
             for snapshot in allocation_history
         ],
@@ -122,7 +123,7 @@ 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 +159,14 @@ 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 +207,17 @@ 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)