Add platform grain
This commit is contained in:
@@ -1,5 +1,7 @@
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using Managing.Api.Models.Requests;
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using Managing.Api.Extensions;
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using Managing.Api.Models.Requests;
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using Managing.Api.Models.Responses;
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using Managing.Application.Abstractions.Grains;
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using Managing.Application.Abstractions.Services;
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using Managing.Application.Hubs;
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using Managing.Application.ManageBot.Commands;
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@@ -36,6 +38,7 @@ public class DataController : ControllerBase
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private readonly IHubContext<CandleHub> _hubContext;
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private readonly IMediator _mediator;
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private readonly ITradingService _tradingService;
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private readonly IGrainFactory _grainFactory;
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/// <summary>
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/// Initializes a new instance of the <see cref="DataController"/> class.
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@@ -47,6 +50,7 @@ public class DataController : ControllerBase
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/// <param name="hubContext">SignalR hub context for real-time communication.</param>
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/// <param name="mediator">Mediator for handling commands and queries.</param>
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/// <param name="tradingService">Service for trading operations.</param>
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/// <param name="grainFactory">Orleans grain factory for accessing grains.</param>
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public DataController(
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IExchangeService exchangeService,
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IAccountService accountService,
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@@ -55,7 +59,8 @@ public class DataController : ControllerBase
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IAgentService agentService,
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IHubContext<CandleHub> hubContext,
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IMediator mediator,
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ITradingService tradingService)
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ITradingService tradingService,
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IGrainFactory grainFactory)
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{
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_exchangeService = exchangeService;
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_accountService = accountService;
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@@ -65,6 +70,7 @@ public class DataController : ControllerBase
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_hubContext = hubContext;
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_mediator = mediator;
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_tradingService = tradingService;
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_grainFactory = grainFactory;
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}
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/// <summary>
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@@ -458,68 +464,31 @@ public class DataController : ControllerBase
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/// <summary>
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/// Retrieves a summary of platform activity across all agents (platform-level data only)
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/// Uses Orleans grain for efficient caching and real-time updates
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/// </summary>
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/// <returns>A summary of platform activity without individual agent details</returns>
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[HttpGet("GetPlatformSummary")]
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public async Task<ActionResult<PlatformSummaryViewModel>> GetPlatformSummary()
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{
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const string cacheKey = "PlatformSummary";
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// Check if the platform summary is already cached
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var cachedSummary = _cacheService.GetValue<PlatformSummaryViewModel>(cacheKey);
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if (cachedSummary != null)
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try
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{
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return Ok(cachedSummary);
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// Get the platform summary grain
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var platformSummaryGrain = _grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
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// Get the platform summary from the grain (handles caching and real-time updates)
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var abstractionsSummary = await platformSummaryGrain.GetPlatformSummaryAsync();
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// Convert to API ViewModel
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var summary = abstractionsSummary.ToApiViewModel();
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return Ok(summary);
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}
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// Get all agents and their strategies (without time filter)
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var agentsWithStrategies = await _mediator.Send(new GetAllAgentsCommand());
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// Create the platform summary
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var summary = new PlatformSummaryViewModel
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catch (Exception ex)
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{
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TotalAgents = agentsWithStrategies.Count,
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TotalActiveStrategies = agentsWithStrategies.Values.Sum(list => list.Count)
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};
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// Calculate total platform metrics
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decimal totalPlatformPnL = 0;
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decimal totalPlatformVolume = 0;
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decimal totalPlatformVolumeLast24h = 0;
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// Calculate totals from all agents
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foreach (var agent in agentsWithStrategies)
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{
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var strategies = agent.Value;
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if (strategies.Count == 0)
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{
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continue; // Skip agents with no strategies
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}
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// TODO: Add this calculation into repository for better performance
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var globalPnL = strategies.Sum(s => s.Pnl);
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var globalVolume = strategies.Sum(s => s.Volume);
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var globalVolumeLast24h = strategies.Sum(s => s.Volume);
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// Calculate agent metrics for platform totals
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// Add to platform totals
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totalPlatformPnL += globalPnL;
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totalPlatformVolume += globalVolume;
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totalPlatformVolumeLast24h += globalVolumeLast24h;
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// Log the error and return a fallback response
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// In production, you might want to return cached data or partial data
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return StatusCode(500, $"Error retrieving platform summary: {ex.Message}");
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}
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// Set the platform totals
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summary.TotalPlatformPnL = totalPlatformPnL;
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summary.TotalPlatformVolume = totalPlatformVolume;
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summary.TotalPlatformVolumeLast24h = totalPlatformVolumeLast24h;
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// Cache the results for 5 minutes
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_cacheService.SaveValue(cacheKey, summary, TimeSpan.FromMinutes(5));
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return Ok(summary);
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}
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40
src/Managing.Api/Extensions/PlatformSummaryExtensions.cs
Normal file
40
src/Managing.Api/Extensions/PlatformSummaryExtensions.cs
Normal file
@@ -0,0 +1,40 @@
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using Managing.Api.Models.Responses;
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using AbstractionsPlatformSummaryViewModel = Managing.Application.Abstractions.Models.PlatformSummaryViewModel;
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namespace Managing.Api.Extensions;
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/// <summary>
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/// Extension methods for converting between Platform Summary ViewModels
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/// </summary>
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public static class PlatformSummaryExtensions
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{
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/// <summary>
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/// Converts from the Abstractions PlatformSummaryViewModel to the API PlatformSummaryViewModel
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/// </summary>
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public static PlatformSummaryViewModel ToApiViewModel(this AbstractionsPlatformSummaryViewModel abstractionsModel)
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{
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return new PlatformSummaryViewModel
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{
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TotalAgents = abstractionsModel.TotalAgents,
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TotalActiveStrategies = abstractionsModel.TotalActiveStrategies,
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TotalPlatformPnL = abstractionsModel.TotalPlatformPnL,
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TotalPlatformVolume = abstractionsModel.TotalPlatformVolume,
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TotalPlatformVolumeLast24h = abstractionsModel.TotalPlatformVolumeLast24h,
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TotalOpenInterest = abstractionsModel.TotalOpenInterest,
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TotalPositionCount = abstractionsModel.TotalPositionCount,
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AgentsChange24h = abstractionsModel.AgentsChange24h,
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StrategiesChange24h = abstractionsModel.StrategiesChange24h,
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PnLChange24h = abstractionsModel.PnLChange24h,
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VolumeChange24h = abstractionsModel.VolumeChange24h,
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OpenInterestChange24h = abstractionsModel.OpenInterestChange24h,
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PositionCountChange24h = abstractionsModel.PositionCountChange24h,
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VolumeByAsset = abstractionsModel.VolumeByAsset,
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PositionCountByAsset = abstractionsModel.PositionCountByAsset,
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PositionCountByDirection = abstractionsModel.PositionCountByDirection.ToDictionary(
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kvp => kvp.Key.ToString(),
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kvp => kvp.Value),
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LastUpdated = abstractionsModel.LastUpdated,
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Last24HourSnapshot = abstractionsModel.Last24HourSnapshot
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};
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}
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}
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@@ -71,6 +71,74 @@ namespace Managing.Api.Models.Responses
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/// Total volume traded across all agents in the last 24 hours in USD
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/// </summary>
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public decimal TotalPlatformVolumeLast24h { get; set; }
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/// <summary>
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/// Total open interest across all positions in USD
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/// </summary>
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public decimal TotalOpenInterest { get; set; }
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/// <summary>
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/// Total number of open positions across all strategies
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/// </summary>
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public int TotalPositionCount { get; set; }
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// 24-hour changes
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/// <summary>
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/// Change in agent count over the last 24 hours
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/// </summary>
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public int AgentsChange24h { get; set; }
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/// <summary>
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/// Change in strategy count over the last 24 hours
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/// </summary>
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public int StrategiesChange24h { get; set; }
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/// <summary>
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/// Change in PnL over the last 24 hours
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/// </summary>
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public decimal PnLChange24h { get; set; }
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/// <summary>
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/// Change in volume over the last 24 hours
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/// </summary>
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public decimal VolumeChange24h { get; set; }
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/// <summary>
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/// Change in open interest over the last 24 hours
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/// </summary>
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public decimal OpenInterestChange24h { get; set; }
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/// <summary>
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/// Change in position count over the last 24 hours
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/// </summary>
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public int PositionCountChange24h { get; set; }
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// Breakdowns
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/// <summary>
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/// Volume breakdown by asset/ticker
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/// </summary>
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public Dictionary<string, decimal> VolumeByAsset { get; set; } = new();
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/// <summary>
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/// Position count breakdown by asset/ticker
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/// </summary>
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public Dictionary<string, int> PositionCountByAsset { get; set; } = new();
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/// <summary>
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/// Position count breakdown by direction (Long/Short)
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/// </summary>
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public Dictionary<string, int> PositionCountByDirection { get; set; } = new();
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// Metadata
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/// <summary>
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/// When the data was last updated
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/// </summary>
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public DateTime LastUpdated { get; set; }
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/// <summary>
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/// When the last 24-hour snapshot was taken
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/// </summary>
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public DateTime Last24HourSnapshot { get; set; }
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}
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/// <summary>
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@@ -0,0 +1,118 @@
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using Managing.Application.Abstractions.Models;
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using Orleans;
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using static Managing.Common.Enums;
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namespace Managing.Application.Abstractions.Grains;
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/// <summary>
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/// Grain interface for managing platform-wide summary metrics
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/// </summary>
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public interface IPlatformSummaryGrain : IGrainWithStringKey
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{
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/// <summary>
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/// Gets the current platform summary data
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/// </summary>
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Task<PlatformSummaryViewModel> GetPlatformSummaryAsync();
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/// <summary>
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/// Forces a refresh of all platform data
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/// </summary>
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Task RefreshDataAsync();
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/// <summary>
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/// Gets the total volume traded across all strategies
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/// </summary>
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Task<decimal> GetTotalVolumeAsync();
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/// <summary>
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/// Gets the total PnL across all strategies
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/// </summary>
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Task<decimal> GetTotalPnLAsync();
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/// <summary>
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/// Gets the total open interest across all positions
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/// </summary>
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Task<decimal> GetTotalOpenInterest();
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/// <summary>
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/// Gets the total number of open positions
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/// </summary>
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Task<int> GetTotalPositionCountAsync();
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// Event handlers for immediate updates
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Task OnStrategyDeployedAsync(StrategyDeployedEvent evt);
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Task OnStrategyStoppedAsync(StrategyStoppedEvent evt);
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Task OnPositionOpenedAsync(PositionOpenedEvent evt);
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Task OnPositionClosedAsync(PositionClosedEvent evt);
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Task OnTradeExecutedAsync(TradeExecutedEvent evt);
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}
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/// <summary>
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/// Base class for platform metrics events
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/// </summary>
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public abstract class PlatformMetricsEvent
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{
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public DateTime Timestamp { get; set; } = DateTime.UtcNow;
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}
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/// <summary>
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/// Event fired when a new strategy is deployed
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/// </summary>
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public class StrategyDeployedEvent : PlatformMetricsEvent
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{
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public Guid StrategyId { get; set; }
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public string AgentName { get; set; } = string.Empty;
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public string StrategyName { get; set; } = string.Empty;
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public decimal InitialVolume { get; set; }
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public decimal InitialPnL { get; set; }
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}
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/// <summary>
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/// Event fired when a strategy is stopped
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/// </summary>
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public class StrategyStoppedEvent : PlatformMetricsEvent
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{
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public Guid StrategyId { get; set; }
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public string AgentName { get; set; } = string.Empty;
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public string StrategyName { get; set; } = string.Empty;
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}
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/// <summary>
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/// Event fired when a new position is opened
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/// </summary>
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public class PositionOpenedEvent : PlatformMetricsEvent
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{
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public Guid PositionId { get; set; }
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public Guid StrategyId { get; set; }
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public string Ticker { get; set; } = string.Empty;
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public decimal Size { get; set; }
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public decimal NotionalValue { get; set; }
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public TradeDirection Direction { get; set; }
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}
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/// <summary>
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/// Event fired when a position is closed
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/// </summary>
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public class PositionClosedEvent : PlatformMetricsEvent
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{
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public Guid PositionId { get; set; }
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public Guid StrategyId { get; set; }
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public string Ticker { get; set; } = string.Empty;
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public decimal RealizedPnL { get; set; }
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public decimal Volume { get; set; }
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}
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/// <summary>
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/// Event fired when a trade is executed
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/// </summary>
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public class TradeExecutedEvent : PlatformMetricsEvent
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{
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public Guid TradeId { get; set; }
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public Guid PositionId { get; set; }
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public Guid StrategyId { get; set; }
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public string Ticker { get; set; } = string.Empty;
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public decimal Volume { get; set; }
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public decimal PnL { get; set; }
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public decimal Fee { get; set; }
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public TradeDirection Direction { get; set; }
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}
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@@ -0,0 +1,68 @@
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using static Managing.Common.Enums;
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namespace Managing.Application.Abstractions.Grains;
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/// <summary>
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/// State model for Platform Summary Grain
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/// </summary>
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public class PlatformSummaryGrainState
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{
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public DateTime LastUpdated { get; set; }
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public DateTime LastSnapshot { get; set; }
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public bool HasPendingChanges { get; set; }
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// Current metrics
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public int TotalAgents { get; set; }
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public int TotalActiveStrategies { get; set; }
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public decimal TotalPlatformPnL { get; set; }
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public decimal TotalPlatformVolume { get; set; }
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public decimal TotalOpenInterest { get; set; }
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public int TotalPositionCount { get; set; }
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// 24-hour ago values (for comparison)
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public int TotalAgents24hAgo { get; set; }
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public int TotalActiveStrategies24hAgo { get; set; }
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public decimal TotalPlatformPnL24hAgo { get; set; }
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public decimal TotalPlatformVolume24hAgo { get; set; }
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public decimal TotalOpenInterest24hAgo { get; set; }
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public int TotalPositionCount24hAgo { get; set; }
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// Historical snapshots
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public List<HourlySnapshot> HourlySnapshots { get; set; } = new();
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public List<DailySnapshot> DailySnapshots { get; set; } = new();
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// Volume breakdown by asset
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public Dictionary<string, decimal> VolumeByAsset { get; set; } = new();
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// Position count breakdown
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public Dictionary<string, int> PositionCountByAsset { get; set; } = new();
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public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
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}
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/// <summary>
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/// Hourly snapshot of platform metrics
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/// </summary>
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public class HourlySnapshot
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{
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public DateTime Timestamp { get; set; }
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public int TotalAgents { get; set; }
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public int TotalStrategies { get; set; }
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public decimal TotalVolume { get; set; }
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public decimal TotalPnL { get; set; }
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public decimal TotalOpenInterest { get; set; }
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public int TotalPositionCount { get; set; }
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}
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/// <summary>
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/// Daily snapshot of platform metrics
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/// </summary>
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public class DailySnapshot
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{
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public DateTime Date { get; set; }
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public int TotalAgents { get; set; }
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public int TotalStrategies { get; set; }
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public decimal TotalVolume { get; set; }
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public decimal TotalPnL { get; set; }
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public decimal TotalOpenInterest { get; set; }
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public int TotalPositionCount { get; set; }
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}
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@@ -0,0 +1,102 @@
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using static Managing.Common.Enums;
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namespace Managing.Application.Abstractions.Models;
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/// <summary>
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/// Platform-wide statistics without individual agent details
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/// </summary>
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public class PlatformSummaryViewModel
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{
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/// <summary>
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/// Total number of agents on the platform
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/// </summary>
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public int TotalAgents { get; set; }
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/// <summary>
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/// Total number of active strategies across all agents
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/// </summary>
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public int TotalActiveStrategies { get; set; }
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/// <summary>
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/// Total platform-wide profit and loss in USD
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/// </summary>
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public decimal TotalPlatformPnL { get; set; }
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/// <summary>
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/// Total volume traded across all agents in USD
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/// </summary>
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public decimal TotalPlatformVolume { get; set; }
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/// <summary>
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/// Total volume traded across all agents in the last 24 hours in USD
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/// </summary>
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public decimal TotalPlatformVolumeLast24h { get; set; }
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/// <summary>
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/// Total open interest across all positions in USD
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/// </summary>
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public decimal TotalOpenInterest { get; set; }
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/// <summary>
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/// Total number of open positions across all strategies
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/// </summary>
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public int TotalPositionCount { get; set; }
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// 24-hour changes
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/// <summary>
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/// Change in agent count over the last 24 hours
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/// </summary>
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public int AgentsChange24h { get; set; }
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/// <summary>
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/// Change in strategy count over the last 24 hours
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/// </summary>
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public int StrategiesChange24h { get; set; }
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/// <summary>
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/// Change in PnL over the last 24 hours
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/// </summary>
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public decimal PnLChange24h { get; set; }
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/// <summary>
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/// Change in volume over the last 24 hours
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/// </summary>
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public decimal VolumeChange24h { get; set; }
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/// <summary>
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/// Change in open interest over the last 24 hours
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/// </summary>
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||||
public decimal OpenInterestChange24h { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// Change in position count over the last 24 hours
|
||||
/// </summary>
|
||||
public int PositionCountChange24h { get; set; }
|
||||
|
||||
// Breakdowns
|
||||
/// <summary>
|
||||
/// Volume breakdown by asset/ticker
|
||||
/// </summary>
|
||||
public Dictionary<string, decimal> VolumeByAsset { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// Position count breakdown by asset/ticker
|
||||
/// </summary>
|
||||
public Dictionary<string, int> PositionCountByAsset { get; set; } = new();
|
||||
|
||||
/// <summary>
|
||||
/// Position count breakdown by direction (Long/Short)
|
||||
/// </summary>
|
||||
public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
|
||||
|
||||
// Metadata
|
||||
/// <summary>
|
||||
/// When the data was last updated
|
||||
/// </summary>
|
||||
public DateTime LastUpdated { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// When the last 24-hour snapshot was taken
|
||||
/// </summary>
|
||||
public DateTime Last24HourSnapshot { get; set; }
|
||||
}
|
||||
@@ -633,6 +633,12 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
|
||||
.Sum(p => p.Open.Quantity * p.Open.Price);
|
||||
var roi = totalInvestment > 0 ? (pnl / totalInvestment) * 100 : 0;
|
||||
|
||||
// Calculate long and short position counts
|
||||
var longPositionCount = _tradingBot.Positions.Values
|
||||
.Count(p => p.OriginDirection == TradeDirection.Long);
|
||||
var shortPositionCount = _tradingBot.Positions.Values
|
||||
.Count(p => p.OriginDirection == TradeDirection.Short);
|
||||
|
||||
// Create complete Bot object with all statistics
|
||||
bot = new Bot
|
||||
{
|
||||
@@ -648,7 +654,9 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
|
||||
Pnl = pnl,
|
||||
Roi = roi,
|
||||
Volume = volume,
|
||||
Fees = fees
|
||||
Fees = fees,
|
||||
LongPositionCount = longPositionCount,
|
||||
ShortPositionCount = shortPositionCount
|
||||
};
|
||||
}
|
||||
|
||||
@@ -659,8 +667,8 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
|
||||
if (success)
|
||||
{
|
||||
_logger.LogDebug(
|
||||
"Successfully saved bot statistics for bot {BotId}: Wins={Wins}, Losses={Losses}, PnL={PnL}, ROI={ROI}%, Volume={Volume}, Fees={Fees}",
|
||||
_state.State.Identifier, bot.TradeWins, bot.TradeLosses, bot.Pnl, bot.Roi, bot.Volume, bot.Fees);
|
||||
"Successfully saved bot statistics for bot {BotId}: Wins={Wins}, Losses={Losses}, PnL={PnL}, ROI={ROI}%, Volume={Volume}, Fees={Fees}, Long={LongPositions}, Short={ShortPositions}",
|
||||
_state.State.Identifier, bot.TradeWins, bot.TradeLosses, bot.Pnl, bot.Roi, bot.Volume, bot.Fees, bot.LongPositionCount, bot.ShortPositionCount);
|
||||
}
|
||||
else
|
||||
{
|
||||
|
||||
416
src/Managing.Application/Grains/PlatformSummaryGrain.cs
Normal file
416
src/Managing.Application/Grains/PlatformSummaryGrain.cs
Normal file
@@ -0,0 +1,416 @@
|
||||
using Managing.Application.Abstractions;
|
||||
using Managing.Application.Abstractions.Grains;
|
||||
using Managing.Application.Abstractions.Models;
|
||||
using Managing.Application.Abstractions.Services;
|
||||
using Managing.Domain.Bots;
|
||||
using Microsoft.Extensions.Logging;
|
||||
using static Managing.Common.Enums;
|
||||
|
||||
namespace Managing.Application.Grains;
|
||||
|
||||
/// <summary>
|
||||
/// Grain for managing platform-wide summary metrics with real-time updates and periodic snapshots
|
||||
/// </summary>
|
||||
public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
|
||||
{
|
||||
private readonly IPersistentState<PlatformSummaryGrainState> _state;
|
||||
private readonly IBotService _botService;
|
||||
private readonly IAgentService _agentService;
|
||||
private readonly ITradingService _tradingService;
|
||||
private readonly ILogger<PlatformSummaryGrain> _logger;
|
||||
|
||||
private const string _hourlySnapshotReminder = "HourlySnapshot";
|
||||
private const string _dailySnapshotReminder = "DailySnapshot";
|
||||
|
||||
public PlatformSummaryGrain(
|
||||
[PersistentState("platform-summary-state", "platform-summary-store")]
|
||||
IPersistentState<PlatformSummaryGrainState> state,
|
||||
IBotService botService,
|
||||
IAgentService agentService,
|
||||
ITradingService tradingService,
|
||||
ILogger<PlatformSummaryGrain> logger)
|
||||
{
|
||||
_state = state;
|
||||
_botService = botService;
|
||||
_agentService = agentService;
|
||||
_tradingService = tradingService;
|
||||
_logger = logger;
|
||||
}
|
||||
|
||||
public override async Task OnActivateAsync(CancellationToken cancellationToken)
|
||||
{
|
||||
_logger.LogInformation("Platform Summary Grain activated");
|
||||
|
||||
// Set up reminders for periodic snapshots
|
||||
await this.RegisterOrUpdateReminder(_hourlySnapshotReminder,
|
||||
TimeSpan.FromHours(1), TimeSpan.FromHours(1));
|
||||
|
||||
var now = DateTime.UtcNow;
|
||||
var nextMidnight = now.Date.AddDays(1);
|
||||
var timeUntilMidnight = nextMidnight - now;
|
||||
await this.RegisterOrUpdateReminder(_dailySnapshotReminder,
|
||||
timeUntilMidnight, TimeSpan.FromDays(1));
|
||||
|
||||
// Initial data load if state is empty
|
||||
if (_state.State.LastUpdated == default)
|
||||
{
|
||||
await RefreshDataAsync();
|
||||
}
|
||||
}
|
||||
|
||||
public async Task<PlatformSummaryViewModel> GetPlatformSummaryAsync()
|
||||
{
|
||||
// If data is stale or has pending changes, refresh it
|
||||
if (IsDataStale() || _state.State.HasPendingChanges)
|
||||
{
|
||||
await RefreshDataAsync();
|
||||
}
|
||||
|
||||
return MapToViewModel(_state.State);
|
||||
}
|
||||
|
||||
public async Task RefreshDataAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
_logger.LogInformation("Refreshing platform summary data");
|
||||
|
||||
// Get all data in parallel for better performance
|
||||
var agentsTask = _agentService.GetAllAgentSummaries();
|
||||
var strategiesTask = _botService.GetBotsAsync();
|
||||
|
||||
await Task.WhenAll(agentsTask, strategiesTask);
|
||||
|
||||
var agents = await agentsTask;
|
||||
var strategies = await strategiesTask;
|
||||
|
||||
// Calculate totals
|
||||
var totalAgents = agents.Count();
|
||||
var totalActiveStrategies = strategies.Count(s => s.Status == BotStatus.Running);
|
||||
|
||||
// Calculate volume and PnL from strategies
|
||||
var totalVolume = strategies.Sum(s => s.Volume);
|
||||
var totalPnL = strategies.Sum(s => s.Pnl);
|
||||
|
||||
// Calculate real open interest and position count from actual positions
|
||||
var (totalOpenInterest, totalPositionCount) = await CalculatePositionMetricsAsync();
|
||||
|
||||
// Update state
|
||||
_state.State.TotalAgents = totalAgents;
|
||||
_state.State.TotalActiveStrategies = totalActiveStrategies;
|
||||
_state.State.TotalPlatformVolume = totalVolume;
|
||||
_state.State.TotalPlatformPnL = totalPnL;
|
||||
_state.State.TotalOpenInterest = totalOpenInterest;
|
||||
_state.State.TotalPositionCount = totalPositionCount;
|
||||
_state.State.LastUpdated = DateTime.UtcNow;
|
||||
_state.State.HasPendingChanges = false;
|
||||
|
||||
// Update volume breakdown by asset
|
||||
await UpdateVolumeBreakdownAsync(strategies);
|
||||
|
||||
// Update position count breakdown
|
||||
await UpdatePositionCountBreakdownAsync(strategies);
|
||||
|
||||
await _state.WriteStateAsync();
|
||||
|
||||
_logger.LogInformation("Platform summary data refreshed successfully");
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogError(ex, "Error refreshing platform summary data");
|
||||
}
|
||||
}
|
||||
|
||||
private async Task UpdateVolumeBreakdownAsync(IEnumerable<Bot> strategies)
|
||||
{
|
||||
_state.State.VolumeByAsset.Clear();
|
||||
|
||||
// Group strategies by ticker and sum their volumes
|
||||
var volumeByAsset = strategies
|
||||
.Where(s => s.Volume > 0)
|
||||
.GroupBy(s => s.Ticker.ToString())
|
||||
.ToDictionary(g => g.Key, g => g.Sum(s => s.Volume));
|
||||
|
||||
foreach (var kvp in volumeByAsset)
|
||||
{
|
||||
_state.State.VolumeByAsset[kvp.Key] = kvp.Value;
|
||||
}
|
||||
|
||||
_logger.LogDebug("Updated volume breakdown: {AssetCount} assets with total volume {TotalVolume}",
|
||||
volumeByAsset.Count, volumeByAsset.Values.Sum());
|
||||
}
|
||||
|
||||
private async Task UpdatePositionCountBreakdownAsync(IEnumerable<Bot> strategies)
|
||||
{
|
||||
_state.State.PositionCountByAsset.Clear();
|
||||
_state.State.PositionCountByDirection.Clear();
|
||||
|
||||
// Use position counts directly from bot statistics
|
||||
var activeStrategies = strategies.Where(s => s.Status != BotStatus.Saved).ToList();
|
||||
|
||||
if (activeStrategies.Any())
|
||||
{
|
||||
// Group by asset and sum position counts per asset
|
||||
var positionsByAsset = activeStrategies
|
||||
.GroupBy(s => s.Ticker.ToString())
|
||||
.ToDictionary(g => g.Key, g => g.Sum(b => b.LongPositionCount + b.ShortPositionCount));
|
||||
|
||||
// Sum long and short position counts across all bots
|
||||
var totalLongPositions = activeStrategies.Sum(s => s.LongPositionCount);
|
||||
var totalShortPositions = activeStrategies.Sum(s => s.ShortPositionCount);
|
||||
|
||||
// Update state
|
||||
foreach (var kvp in positionsByAsset)
|
||||
{
|
||||
_state.State.PositionCountByAsset[kvp.Key] = kvp.Value;
|
||||
}
|
||||
|
||||
_state.State.PositionCountByDirection[TradeDirection.Long] = totalLongPositions;
|
||||
_state.State.PositionCountByDirection[TradeDirection.Short] = totalShortPositions;
|
||||
|
||||
_logger.LogDebug("Updated position breakdown from bot statistics: {AssetCount} assets, Long={LongPositions}, Short={ShortPositions}",
|
||||
positionsByAsset.Count, totalLongPositions, totalShortPositions);
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.LogDebug("No active strategies found for position breakdown");
|
||||
}
|
||||
}
|
||||
|
||||
private async Task<(decimal totalOpenInterest, int totalPositionCount)> CalculatePositionMetricsAsync()
|
||||
{
|
||||
try
|
||||
{
|
||||
// Get all open positions from all accounts
|
||||
var openPositions = await _tradingService.GetBrokerPositions(null);
|
||||
|
||||
if (openPositions?.Any() == true)
|
||||
{
|
||||
var positionCount = openPositions.Count();
|
||||
|
||||
// Calculate open interest as the sum of position notional values
|
||||
// Open interest = sum of (position size * price) for all open positions
|
||||
var openInterest = openPositions
|
||||
.Where(p => p.Open?.Price > 0 && p.Open?.Quantity > 0)
|
||||
.Sum(p => p.Open.Price * p.Open.Quantity);
|
||||
|
||||
_logger.LogDebug("Calculated position metrics: {PositionCount} positions, {OpenInterest} open interest",
|
||||
positionCount, openInterest);
|
||||
|
||||
return (openInterest, positionCount);
|
||||
}
|
||||
else
|
||||
{
|
||||
_logger.LogDebug("No open positions found for metrics calculation");
|
||||
return (0m, 0);
|
||||
}
|
||||
}
|
||||
catch (Exception ex)
|
||||
{
|
||||
_logger.LogWarning(ex, "Failed to calculate position metrics, returning zero values");
|
||||
return (0m, 0);
|
||||
}
|
||||
}
|
||||
|
||||
public Task<decimal> GetTotalVolumeAsync()
|
||||
{
|
||||
return Task.FromResult(_state.State.TotalPlatformVolume);
|
||||
}
|
||||
|
||||
public Task<decimal> GetTotalPnLAsync()
|
||||
{
|
||||
return Task.FromResult(_state.State.TotalPlatformPnL);
|
||||
}
|
||||
|
||||
public Task<decimal> GetTotalOpenInterestAsync()
|
||||
{
|
||||
return Task.FromResult(_state.State.TotalOpenInterest);
|
||||
}
|
||||
|
||||
public Task<int> GetTotalPositionCountAsync()
|
||||
{
|
||||
return Task.FromResult(_state.State.TotalPositionCount);
|
||||
}
|
||||
|
||||
// Event handlers for immediate updates
|
||||
public async Task OnStrategyDeployedAsync(StrategyDeployedEvent evt)
|
||||
{
|
||||
_logger.LogInformation("Strategy deployed: {StrategyId} - {StrategyName}", evt.StrategyId, evt.StrategyName);
|
||||
|
||||
_state.State.TotalActiveStrategies++;
|
||||
_state.State.HasPendingChanges = true;
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
public async Task OnStrategyStoppedAsync(StrategyStoppedEvent evt)
|
||||
{
|
||||
_logger.LogInformation("Strategy stopped: {StrategyId} - {StrategyName}", evt.StrategyId, evt.StrategyName);
|
||||
|
||||
_state.State.TotalActiveStrategies--;
|
||||
_state.State.HasPendingChanges = true;
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
public async Task OnPositionOpenedAsync(PositionOpenedEvent evt)
|
||||
{
|
||||
_logger.LogInformation("Position opened: {PositionId} for {Ticker}", evt.PositionId, evt.Ticker);
|
||||
|
||||
_state.State.TotalPositionCount++;
|
||||
_state.State.TotalOpenInterest += evt.NotionalValue;
|
||||
_state.State.HasPendingChanges = true;
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
public async Task OnPositionClosedAsync(PositionClosedEvent evt)
|
||||
{
|
||||
_logger.LogInformation("Position closed: {PositionId} for {Ticker} with PnL: {PnL}",
|
||||
evt.PositionId, evt.Ticker, evt.RealizedPnL);
|
||||
|
||||
_state.State.TotalPositionCount--;
|
||||
_state.State.TotalPlatformVolume += evt.Volume;
|
||||
_state.State.TotalPlatformPnL += evt.RealizedPnL;
|
||||
|
||||
// Update volume by asset
|
||||
var asset = evt.Ticker;
|
||||
if (!_state.State.VolumeByAsset.ContainsKey(asset))
|
||||
{
|
||||
_state.State.VolumeByAsset[asset] = 0;
|
||||
}
|
||||
_state.State.VolumeByAsset[asset] += evt.Volume;
|
||||
|
||||
_state.State.HasPendingChanges = true;
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
public async Task OnTradeExecutedAsync(TradeExecutedEvent evt)
|
||||
{
|
||||
_logger.LogInformation("Trade executed: {TradeId} for {Ticker} with volume: {Volume}",
|
||||
evt.TradeId, evt.Ticker, evt.Volume);
|
||||
|
||||
_state.State.TotalPlatformVolume += evt.Volume;
|
||||
_state.State.TotalPlatformPnL += evt.PnL;
|
||||
|
||||
// Update volume by asset
|
||||
var asset = evt.Ticker;
|
||||
if (!_state.State.VolumeByAsset.ContainsKey(asset))
|
||||
{
|
||||
_state.State.VolumeByAsset[asset] = 0;
|
||||
}
|
||||
_state.State.VolumeByAsset[asset] += evt.Volume;
|
||||
|
||||
_state.State.HasPendingChanges = true;
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
// Reminder handlers for periodic snapshots
|
||||
public async Task ReceiveReminder(string reminderName, TickStatus status)
|
||||
{
|
||||
_logger.LogInformation("Reminder received: {ReminderName}", reminderName);
|
||||
|
||||
switch (reminderName)
|
||||
{
|
||||
case _hourlySnapshotReminder:
|
||||
await TakeHourlySnapshotAsync();
|
||||
break;
|
||||
case _dailySnapshotReminder:
|
||||
await TakeDailySnapshotAsync();
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
private async Task TakeHourlySnapshotAsync()
|
||||
{
|
||||
_logger.LogInformation("Taking hourly snapshot");
|
||||
|
||||
var snapshot = new HourlySnapshot
|
||||
{
|
||||
Timestamp = DateTime.UtcNow,
|
||||
TotalAgents = _state.State.TotalAgents,
|
||||
TotalStrategies = _state.State.TotalActiveStrategies,
|
||||
TotalVolume = _state.State.TotalPlatformVolume,
|
||||
TotalPnL = _state.State.TotalPlatformPnL,
|
||||
TotalOpenInterest = _state.State.TotalOpenInterest,
|
||||
TotalPositionCount = _state.State.TotalPositionCount
|
||||
};
|
||||
|
||||
_state.State.HourlySnapshots.Add(snapshot);
|
||||
|
||||
// Keep only last 24 hours
|
||||
var cutoff = DateTime.UtcNow.AddHours(-24);
|
||||
_state.State.HourlySnapshots.RemoveAll(s => s.Timestamp < cutoff);
|
||||
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
private async Task TakeDailySnapshotAsync()
|
||||
{
|
||||
_logger.LogInformation("Taking daily snapshot");
|
||||
|
||||
// Store 24-hour ago values for comparison
|
||||
_state.State.TotalAgents24hAgo = _state.State.TotalAgents;
|
||||
_state.State.TotalActiveStrategies24hAgo = _state.State.TotalActiveStrategies;
|
||||
_state.State.TotalPlatformPnL24hAgo = _state.State.TotalPlatformPnL;
|
||||
_state.State.TotalPlatformVolume24hAgo = _state.State.TotalPlatformVolume;
|
||||
_state.State.TotalOpenInterest24hAgo = _state.State.TotalOpenInterest;
|
||||
_state.State.TotalPositionCount24hAgo = _state.State.TotalPositionCount;
|
||||
|
||||
// Add daily snapshot
|
||||
var dailySnapshot = new DailySnapshot
|
||||
{
|
||||
Date = DateTime.UtcNow.Date,
|
||||
TotalAgents = _state.State.TotalAgents,
|
||||
TotalStrategies = _state.State.TotalActiveStrategies,
|
||||
TotalVolume = _state.State.TotalPlatformVolume,
|
||||
TotalPnL = _state.State.TotalPlatformPnL,
|
||||
TotalOpenInterest = _state.State.TotalOpenInterest,
|
||||
TotalPositionCount = _state.State.TotalPositionCount
|
||||
};
|
||||
|
||||
_state.State.DailySnapshots.Add(dailySnapshot);
|
||||
|
||||
// Keep only last 30 days
|
||||
var cutoff = DateTime.UtcNow.AddDays(-30);
|
||||
_state.State.DailySnapshots.RemoveAll(s => s.Date < cutoff);
|
||||
|
||||
_state.State.LastSnapshot = DateTime.UtcNow;
|
||||
|
||||
await _state.WriteStateAsync();
|
||||
}
|
||||
|
||||
private bool IsDataStale()
|
||||
{
|
||||
var timeSinceLastUpdate = DateTime.UtcNow - _state.State.LastUpdated;
|
||||
return timeSinceLastUpdate > TimeSpan.FromMinutes(5);
|
||||
}
|
||||
|
||||
private PlatformSummaryViewModel MapToViewModel(PlatformSummaryGrainState state)
|
||||
{
|
||||
return new PlatformSummaryViewModel
|
||||
{
|
||||
TotalAgents = state.TotalAgents,
|
||||
TotalActiveStrategies = state.TotalActiveStrategies,
|
||||
TotalPlatformPnL = state.TotalPlatformPnL,
|
||||
TotalPlatformVolume = state.TotalPlatformVolume,
|
||||
TotalPlatformVolumeLast24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
|
||||
TotalOpenInterest = state.TotalOpenInterest,
|
||||
TotalPositionCount = state.TotalPositionCount,
|
||||
|
||||
// 24-hour changes
|
||||
AgentsChange24h = state.TotalAgents - state.TotalAgents24hAgo,
|
||||
StrategiesChange24h = state.TotalActiveStrategies - state.TotalActiveStrategies24hAgo,
|
||||
PnLChange24h = state.TotalPlatformPnL - state.TotalPlatformPnL24hAgo,
|
||||
VolumeChange24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
|
||||
OpenInterestChange24h = state.TotalOpenInterest - state.TotalOpenInterest24hAgo,
|
||||
PositionCountChange24h = state.TotalPositionCount - state.TotalPositionCount24hAgo,
|
||||
|
||||
// Breakdowns
|
||||
VolumeByAsset = state.VolumeByAsset,
|
||||
PositionCountByAsset = state.PositionCountByAsset,
|
||||
PositionCountByDirection = state.PositionCountByDirection,
|
||||
|
||||
// Metadata
|
||||
LastUpdated = state.LastUpdated,
|
||||
Last24HourSnapshot = state.LastSnapshot
|
||||
};
|
||||
}
|
||||
}
|
||||
@@ -19,6 +19,8 @@ namespace Managing.Domain.Bots
|
||||
public decimal Roi { get; set; }
|
||||
public decimal Volume { get; set; }
|
||||
public decimal Fees { get; set; }
|
||||
public int LongPositionCount { get; set; }
|
||||
public int ShortPositionCount { get; set; }
|
||||
|
||||
}
|
||||
}
|
||||
1428
src/Managing.Infrastructure.Database/Migrations/20250814123925_AddBotPositionCounts.Designer.cs
generated
Normal file
1428
src/Managing.Infrastructure.Database/Migrations/20250814123925_AddBotPositionCounts.Designer.cs
generated
Normal file
File diff suppressed because it is too large
Load Diff
@@ -0,0 +1,40 @@
|
||||
using Microsoft.EntityFrameworkCore.Migrations;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace Managing.Infrastructure.Databases.Migrations
|
||||
{
|
||||
/// <inheritdoc />
|
||||
public partial class AddBotPositionCounts : Migration
|
||||
{
|
||||
/// <inheritdoc />
|
||||
protected override void Up(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
migrationBuilder.AddColumn<int>(
|
||||
name: "LongPositionCount",
|
||||
table: "Bots",
|
||||
type: "integer",
|
||||
nullable: false,
|
||||
defaultValue: 0);
|
||||
|
||||
migrationBuilder.AddColumn<int>(
|
||||
name: "ShortPositionCount",
|
||||
table: "Bots",
|
||||
type: "integer",
|
||||
nullable: false,
|
||||
defaultValue: 0);
|
||||
}
|
||||
|
||||
/// <inheritdoc />
|
||||
protected override void Down(MigrationBuilder migrationBuilder)
|
||||
{
|
||||
migrationBuilder.DropColumn(
|
||||
name: "LongPositionCount",
|
||||
table: "Bots");
|
||||
|
||||
migrationBuilder.DropColumn(
|
||||
name: "ShortPositionCount",
|
||||
table: "Bots");
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -27,4 +27,6 @@ public class BotEntity
|
||||
public decimal Roi { get; set; }
|
||||
public decimal Volume { get; set; }
|
||||
public decimal Fees { get; set; }
|
||||
public int LongPositionCount { get; set; }
|
||||
public int ShortPositionCount { get; set; }
|
||||
}
|
||||
@@ -688,7 +688,9 @@ public static class PostgreSqlMappers
|
||||
Pnl = entity.Pnl,
|
||||
Roi = entity.Roi,
|
||||
Volume = entity.Volume,
|
||||
Fees = entity.Fees
|
||||
Fees = entity.Fees,
|
||||
LongPositionCount = entity.LongPositionCount,
|
||||
ShortPositionCount = entity.ShortPositionCount
|
||||
};
|
||||
|
||||
return bot;
|
||||
@@ -713,6 +715,8 @@ public static class PostgreSqlMappers
|
||||
Roi = bot.Roi,
|
||||
Volume = bot.Volume,
|
||||
Fees = bot.Fees,
|
||||
LongPositionCount = bot.LongPositionCount,
|
||||
ShortPositionCount = bot.ShortPositionCount,
|
||||
UpdatedAt = DateTime.UtcNow
|
||||
};
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user