fix: resolve all ruff lint/format failures (CI unblock)

Made-with: Cursor

Author: alihaskar

src/gap_mm/__init__.py

@@ -7,18 +7,18 @@
 """
 
 from gap_mm.engine import (
-    encode_signal,
-    calculate_quotes_fast,
+    CONF_HIGH,
+    CONF_LOW,
+    CONF_MED,
+    SIGNAL_DOWN,
+    SIGNAL_NEUTRAL,
+    SIGNAL_UP,
     calculate_pnl_fast,
+    calculate_quotes_fast,
     check_signal_correct,
-    decode_signal,
     decode_confidence,
-    SIGNAL_UP,
-    SIGNAL_DOWN,
-    SIGNAL_NEUTRAL,
-    CONF_HIGH,
-    CONF_MED,
-    CONF_LOW,
+    decode_signal,
+    encode_signal,
 )
 from gap_mm.live import LiveTradingEngine
 

src/gap_mm/engine.py

@@ -21,7 +21,6 @@
 """
 
 from numba import jit
-import numpy as np
 
 # Signal direction constants (numba nopython mode does not support strings)
 SIGNAL_UP = 1
@@ -111,7 +110,7 @@ def calculate_quotes_fast(
     automatically centred around a position-aware fair value, rather than the
     raw exchange mid.
     """
-    if confidence == CONF_HIGH or confidence == CONF_MED:
+    if confidence in (CONF_HIGH, CONF_MED):
         if signal == SIGNAL_UP:
             bid_edge = 1.0
             ask_edge = 100.0
@@ -201,6 +200,7 @@ def calculate_statistics(
 
 # ── Python-layer helpers (not JIT-compiled) ──────────────────────────────────
 
+
 def decode_signal(signal_code: int) -> tuple[str, str]:
     """Return (text, emoji_text) for a signal code."""
     if signal_code == SIGNAL_UP:

src/gap_mm/live.py

@@ -12,14 +12,13 @@
 import time
 from datetime import datetime
 
-from rust_engine import TradingNode, ExecutionNode
-
 from gap_mm.engine import (
     calculate_quotes_fast,
-    encode_signal,
-    decode_signal,
     decode_confidence,
+    decode_signal,
+    encode_signal,
 )
+from rust_engine import ExecutionNode, TradingNode
 
 
 class LiveTradingEngine:
@@ -70,9 +69,9 @@ def on_fill(self, fill: dict) -> None:
         """Callback invoked by the private WebSocket on each execution report."""
         self.total_fills += 1
 
-        print(f"\n{'='*80}")
+        print(f"\n{'=' * 80}")
         print(f"  FILL #{self.total_fills}")
-        print(f"  {'='*80}")
+        print(f"  {'=' * 80}")
         print(f"  Symbol:    {fill['symbol']}")
         print(f"  Side:      {fill['side']}")
         print(f"  Fill:      {fill['fill_price']:.2f} x {fill['fill_qty']:.6f}")
@@ -89,18 +88,22 @@ def on_fill(self, fill: dict) -> None:
             print(f"  Avg entry:    {pos['avg_entry_price']:.2f}")
             print(f"  Realized P&L: {pos['realized_pnl']:+.2f} USDT")
 
-        print(f"  {'='*80}\n")
+        print(f"  {'=' * 80}\n")
 
     def _should_update(self, new_bid: float, new_ask: float, now: float) -> bool:
         """Return True only when target prices changed (and optional throttle cleared)."""
         if self.last_bid_price is None or self.last_ask_price is None:
             return True
         half_tick = self.tick_size / 2.0
-        if abs(new_bid - self.last_bid_price) <= half_tick and abs(new_ask - self.last_ask_price) <= half_tick:
+        if (
+            abs(new_bid - self.last_bid_price) <= half_tick
+            and abs(new_ask - self.last_ask_price) <= half_tick
+        ):
             return False
-        if self.min_update_interval > 0 and (now - self.last_execution_time) < self.min_update_interval:
-            return False
-        return True
+        return not (
+            self.min_update_interval > 0
+            and now - self.last_execution_time < self.min_update_interval
+        )
 
     def on_market_update(self, data: dict) -> None:
         """Main hot-path callback: receives market data, calculates and reconciles quotes."""
@@ -161,33 +164,46 @@ def on_market_update(self, data: dict) -> None:
 
         except Exception as exc:
             import traceback
+
             print(f"ERROR in market update callback: {exc}")
             traceback.print_exc()
 
     def _print_action(self, side: str, action: dict) -> None:
         t = action.get("type")
         if t == "submitted":
-            print(f"    + {side} SUBMITTED @ {action['price']:.2f} | ID: {action['order_id'][:8]}... | {action.get('latency_ms', 0)}ms")
+            print(
+                f"    + {side} SUBMITTED @ {action['price']:.2f} | ID: {action['order_id'][:8]}... | {action.get('latency_ms', 0)}ms"
+            )
         elif t == "amended":
-            print(f"    ~ {side} AMENDED: {action['old_price']:.2f} -> {action['new_price']:.2f} | ID: {action['order_id'][:8]}... | {action.get('latency_ms', 0)}ms")
+            print(
+                f"    ~ {side} AMENDED: {action['old_price']:.2f} -> {action['new_price']:.2f} | ID: {action['order_id'][:8]}... | {action.get('latency_ms', 0)}ms"
+            )
         elif t == "no_change":
-            print(f"    = {side} UNCHANGED @ {action['price']:.2f} | ID: {action['order_id'][:8]}...")
+            print(
+                f"    = {side} UNCHANGED @ {action['price']:.2f} | ID: {action['order_id'][:8]}..."
+            )
         elif t == "skipped":
             print(f"    - {side} SKIPPED: {action['reason']}")
 
     def _print_stats(self) -> None:
         elapsed = time.time() - self.start_time
-        elapsed_min = max(elapsed / 60.0, 1e-9)
-        print(f"\n{'='*80}")
-        print(f"  STATS  runtime={elapsed:.1f}s  updates={self.total_updates}  executions={self.total_executions}  fills={self.total_fills}")
+        max(elapsed / 60.0, 1e-9)
+        print(f"\n{'=' * 80}")
+        print(
+            f"  STATS  runtime={elapsed:.1f}s  updates={self.total_updates}  executions={self.total_executions}  fills={self.total_fills}"
+        )
         print(f"  Last signal: {self.last_signal} ({self.last_confidence})")
         if self.last_bid_price and self.last_ask_price:
-            print(f"  Current quotes: BID {self.last_bid_price:.2f} | ASK {self.last_ask_price:.2f}")
+            print(
+                f"  Current quotes: BID {self.last_bid_price:.2f} | ASK {self.last_ask_price:.2f}"
+            )
         if self.current_position:
             net = self.current_position["net_qty"]
             direction = "LONG" if net > 0 else "SHORT" if net < 0 else "FLAT"
-            print(f"  Position: {net:+.6f} ({direction})  P&L: {self.current_position['realized_pnl']:+.2f} USDT")
-        print(f"{'='*80}\n")
+            print(
+                f"  Position: {net:+.6f} ({direction})  P&L: {self.current_position['realized_pnl']:+.2f} USDT"
+            )
+        print(f"{'=' * 80}\n")
 
     def start(self) -> None:
         """Start the live trading engine (blocks until interrupted)."""

tests/benchmarks/bench_latency.py

@@ -22,7 +22,6 @@
 """
 
 import json
-import socket
 import statistics
 import sys
 import threading
@@ -38,24 +37,30 @@
 try:
     from rust_engine import ExecutionNode
 except ImportError:
-    sys.exit("ERROR: rust_engine not built. Run `poetry run maturin develop --manifest-path rust_engine/Cargo.toml`")
+    sys.exit(
+        "ERROR: rust_engine not built. Run `poetry run maturin develop --manifest-path rust_engine/Cargo.toml`"
+    )
 
 # ── constants ─────────────────────────────────────────────────────────────────
-MID  = 90_000.0
+MID = 90_000.0
 TICK = 0.10
 
-N_WARMUP      =   500
+N_WARMUP = 500
 N_BENCH_NUMBA = 5_000
-N_BENCH_HTTP  =   500   # each call → up to 2 HTTP round-trips
+N_BENCH_HTTP = 500  # each call → up to 2 HTTP round-trips
 
-SUBMIT_BODY = json.dumps({
-    "retCode": 0, "retMsg": "OK",
-    "result": {"orderId": "BENCH-001", "orderLinkId": "link-001"},
-}).encode()
+SUBMIT_BODY = json.dumps(
+    {
+        "retCode": 0,
+        "retMsg": "OK",
+        "result": {"orderId": "BENCH-001", "orderLinkId": "link-001"},
+    }
+).encode()
 
 
 # ── mock HTTP server ──────────────────────────────────────────────────────────
 
+
 class _Handler(BaseHTTPRequestHandler):
     def do_POST(self):
         # drain body
@@ -83,16 +88,17 @@ def _start_mock_server() -> tuple[ThreadingHTTPServer, str]:
 
 # ── stats / reporting ─────────────────────────────────────────────────────────
 
+
 def _stats(samples_ns: list[int]) -> dict:
     s = sorted(samples_ns)
     n = len(s)
     return {
-        "n":    n,
-        "min":  s[0],
-        "p50":  s[n // 2],
-        "p95":  s[int(n * 0.95)],
-        "p99":  s[int(n * 0.99)],
-        "max":  s[-1],
+        "n": n,
+        "min": s[0],
+        "p50": s[n // 2],
+        "p95": s[int(n * 0.95)],
+        "p99": s[int(n * 0.99)],
+        "max": s[-1],
         "mean": int(statistics.mean(s)),
     }
 
@@ -119,6 +125,7 @@ def fmt(ns: int) -> str:
 
 # ── warmup ────────────────────────────────────────────────────────────────────
 
+
 def _warmup():
     print(f"Warming up Numba ({N_WARMUP} iters)...", end=" ", flush=True)
     for _ in range(N_WARMUP):
@@ -129,6 +136,7 @@ def _warmup():
 
 # ── segment 1 ─────────────────────────────────────────────────────────────────
 
+
 def bench_segment1():
     samples = []
     for i in range(N_BENCH_NUMBA):
@@ -142,6 +150,7 @@ def bench_segment1():
 
 # ── segment 2 ─────────────────────────────────────────────────────────────────
 
+
 def bench_segment2():
     last_bid: float | None = None
     last_ask: float | None = None
@@ -174,6 +183,7 @@ def _should_update(b: float, a: float) -> bool:
 
 # ── segment 3 ─────────────────────────────────────────────────────────────────
 
+
 def bench_segment3(base_url: str):
     node = ExecutionNode(
         api_key="bench-key",
@@ -204,6 +214,7 @@ def bench_segment3(base_url: str):
 
 # ── full pipeline ─────────────────────────────────────────────────────────────
 
+
 def bench_full_pipeline(base_url: str):
     node = ExecutionNode(
         api_key="bench-key",
@@ -219,7 +230,7 @@ def bench_full_pipeline(base_url: str):
 
     samples = []
     for i in range(N_BENCH_HTTP):
-        mid   = MID + (i % 100) * TICK
+        mid = MID + (i % 100) * TICK
         score = 0.82 if i % 2 == 0 else 0.18
         t0 = time.perf_counter_ns()
         sig, conf = encode_signal(score)
@@ -241,7 +252,7 @@ def bench_full_pipeline(base_url: str):
     bench_segment1()
     bench_segment2()
 
-    print(f"\nStarting localhost mock HTTP server...", end=" ", flush=True)
+    print("\nStarting localhost mock HTTP server...", end=" ", flush=True)
     server, base_url = _start_mock_server()
     print(f"listening on {base_url}")
 

tests/integration/test_gap_signal_pipeline.py

@@ -10,15 +10,16 @@
 """
 
 import pytest
+
 from gap_mm.engine import (
-    encode_signal,
-    calculate_quotes_fast,
-    SIGNAL_UP,
-    SIGNAL_DOWN,
-    SIGNAL_NEUTRAL,
     CONF_HIGH,
-    CONF_MED,
     CONF_LOW,
+    CONF_MED,
+    SIGNAL_DOWN,
+    SIGNAL_NEUTRAL,
+    SIGNAL_UP,
+    calculate_quotes_fast,
+    encode_signal,
 )
 
 TICK = 0.10