refactor: address high-priority debt and publish to PyPI

- Fix TOCTOU race conditions by wrapping read-modify-write cycles
  under single-file locks in execution_state, portfolio_service,
  precheck_state, state_manager, and precheck_service.
- Add missing test coverage (96 tests total):
  - test_review_service.py (15 tests)
  - test_check_api.py (6 tests)
  - test_external_gate.py main branches (+10 tests)
  - test_trade_execution.py new commands (+8 tests)
- Unify all agent-consumed JSON messages to English.
- Config-ize hardcoded values (volume filter, schema_version) via
  get_user_config with sensible defaults.
- Add 1-hour TTL to exchange cache with force_new override.
- Add ruff and mypy to dev dependencies; fix all type errors.
- Add __all__ declarations to 11 service modules.
- Sync README with new commands, config tuning docs, and PyPI badge.
- Publish package as coinhunter==1.0.0 on PyPI with MIT license.
- Deprecate coinhunter-cli==1.0.1 with runtime warning.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

src/coinhunter/services/exchange_service.py

@@ -1,25 +1,47 @@
 """Exchange helpers (ccxt, markets, balances, order prep)."""
 import math
 import os
+import time
+
+__all__ = [
+    "load_env",
+    "get_exchange",
+    "norm_symbol",
+    "storage_symbol",
+    "fetch_balances",
+    "build_market_snapshot",
+    "market_and_ticker",
+    "floor_to_step",
+    "prepare_buy_quantity",
+    "prepare_sell_quantity",
+]
 
 import ccxt
 
-from ..runtime import get_runtime_paths, load_env_file
-from .trade_common import log
+from ..runtime import get_runtime_paths, get_user_config, load_env_file
 
-PATHS = get_runtime_paths()
+_exchange_cache = None
+_exchange_cached_at = None
+
+CACHE_TTL_SECONDS = 3600
 
 
 def load_env():
-    load_env_file(PATHS)
+    load_env_file(get_runtime_paths())
 
 
-def get_exchange():
+def get_exchange(force_new: bool = False):
+    global _exchange_cache, _exchange_cached_at
+    now = time.time()
+    if not force_new and _exchange_cache is not None and _exchange_cached_at is not None:
+        ttl = get_user_config("exchange.cache_ttl_seconds", CACHE_TTL_SECONDS)
+        if now - _exchange_cached_at < ttl:
+            return _exchange_cache
     load_env()
     api_key = os.getenv("BINANCE_API_KEY")
     secret = os.getenv("BINANCE_API_SECRET")
     if not api_key or not secret:
-        raise RuntimeError("缺少 BINANCE_API_KEY 或 BINANCE_API_SECRET")
+        raise RuntimeError("Missing BINANCE_API_KEY or BINANCE_API_SECRET")
     ex = ccxt.binance(
         {
             "apiKey": api_key,
@@ -29,6 +51,8 @@ def get_exchange():
         }
     )
     ex.load_markets()
+    _exchange_cache = ex
+    _exchange_cached_at = now
     return ex
 
 
@@ -38,7 +62,7 @@ def norm_symbol(symbol: str) -> str:
         return s
     if s.endswith("USDT"):
         return s[:-4] + "/USDT"
-    raise ValueError(f"不支持的 symbol: {symbol}")
+    raise ValueError(f"Unsupported symbol: {symbol}")
 
 
 def storage_symbol(symbol: str) -> str:
@@ -63,7 +87,8 @@ def build_market_snapshot(ex):
         if price is None or float(price) <= 0:
             continue
         vol = float(t.get("quoteVolume") or 0)
-        if vol < 200_000:
+        min_volume = get_user_config("exchange.min_quote_volume", 200_000)
+        if vol < min_volume:
             continue
         base = sym.replace("/", "")
         snapshot[base] = {
@@ -95,17 +120,17 @@ def prepare_buy_quantity(ex, symbol: str, amount_usdt: float):
     sym, market, ticker = market_and_ticker(ex, symbol)
     ask = float(ticker.get("ask") or ticker.get("last") or 0)
     if ask <= 0:
-        raise RuntimeError(f"{sym} 无法获取有效 ask 价格")
+        raise RuntimeError(f"No valid ask price for {sym}")
     budget = amount_usdt * (1 - USDT_BUFFER_PCT)
     raw_qty = budget / ask
     qty = float(ex.amount_to_precision(sym, raw_qty))
     min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
     min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
     if min_amt and qty < float(min_amt):
-        raise RuntimeError(f"{sym} 买入数量 {qty} 小于最小数量 {min_amt}")
+        raise RuntimeError(f"Buy quantity {qty} for {sym} below minimum {min_amt}")
     est_cost = qty * ask
     if min_cost and est_cost < float(min_cost):
-        raise RuntimeError(f"{sym} 买入金额 ${est_cost:.4f} 小于最小成交额 ${float(min_cost):.4f}")
+        raise RuntimeError(f"Buy cost ${est_cost:.4f} for {sym} below minimum ${float(min_cost):.4f}")
     return sym, qty, ask, est_cost
 
 
@@ -113,13 +138,13 @@ def prepare_sell_quantity(ex, symbol: str, free_qty: float):
     sym, market, ticker = market_and_ticker(ex, symbol)
     bid = float(ticker.get("bid") or ticker.get("last") or 0)
     if bid <= 0:
-        raise RuntimeError(f"{sym} 无法获取有效 bid 价格")
+        raise RuntimeError(f"No valid bid price for {sym}")
     qty = float(ex.amount_to_precision(sym, free_qty))
     min_amt = (market.get("limits", {}).get("amount", {}) or {}).get("min") or 0
     min_cost = (market.get("limits", {}).get("cost", {}) or {}).get("min") or 0
     if min_amt and qty < float(min_amt):
-        raise RuntimeError(f"{sym} 卖出数量 {qty} 小于最小数量 {min_amt}")
+        raise RuntimeError(f"Sell quantity {qty} for {sym} below minimum {min_amt}")
     est_cost = qty * bid
     if min_cost and est_cost < float(min_cost):
-        raise RuntimeError(f"{sym} 卖出金额 ${est_cost:.4f} 小于最小成交额 ${float(min_cost):.4f}")
+        raise RuntimeError(f"Sell cost ${est_cost:.4f} for {sym} below minimum ${float(min_cost):.4f}")
     return sym, qty, bid, est_cost