Add platform grain

This commit is contained in:
2025-08-14 19:44:33 +07:00
parent 345d76e06f
commit 4a45d6c970
13 changed files with 2324 additions and 59 deletions

View File

@@ -1,5 +1,7 @@
using Managing.Api.Models.Requests;
using Managing.Api.Extensions;
using Managing.Api.Models.Requests;
using Managing.Api.Models.Responses;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Services;
using Managing.Application.Hubs;
using Managing.Application.ManageBot.Commands;
@@ -36,6 +38,7 @@ public class DataController : ControllerBase
private readonly IHubContext<CandleHub> _hubContext;
private readonly IMediator _mediator;
private readonly ITradingService _tradingService;
private readonly IGrainFactory _grainFactory;
/// <summary>
/// Initializes a new instance of the <see cref="DataController"/> class.
@@ -47,6 +50,7 @@ public class DataController : ControllerBase
/// <param name="hubContext">SignalR hub context for real-time communication.</param>
/// <param name="mediator">Mediator for handling commands and queries.</param>
/// <param name="tradingService">Service for trading operations.</param>
/// <param name="grainFactory">Orleans grain factory for accessing grains.</param>
public DataController(
IExchangeService exchangeService,
IAccountService accountService,
@@ -55,7 +59,8 @@ public class DataController : ControllerBase
IAgentService agentService,
IHubContext<CandleHub> hubContext,
IMediator mediator,
ITradingService tradingService)
ITradingService tradingService,
IGrainFactory grainFactory)
{
_exchangeService = exchangeService;
_accountService = accountService;
@@ -65,6 +70,7 @@ public class DataController : ControllerBase
_hubContext = hubContext;
_mediator = mediator;
_tradingService = tradingService;
_grainFactory = grainFactory;
}
/// <summary>
@@ -458,69 +464,32 @@ public class DataController : ControllerBase
/// <summary>
/// Retrieves a summary of platform activity across all agents (platform-level data only)
/// Uses Orleans grain for efficient caching and real-time updates
/// </summary>
/// <returns>A summary of platform activity without individual agent details</returns>
[HttpGet("GetPlatformSummary")]
public async Task<ActionResult<PlatformSummaryViewModel>> GetPlatformSummary()
{
const string cacheKey = "PlatformSummary";
// Check if the platform summary is already cached
var cachedSummary = _cacheService.GetValue<PlatformSummaryViewModel>(cacheKey);
if (cachedSummary != null)
try
{
return Ok(cachedSummary);
}
// Get the platform summary grain
var platformSummaryGrain = _grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
// Get all agents and their strategies (without time filter)
var agentsWithStrategies = await _mediator.Send(new GetAllAgentsCommand());
// Get the platform summary from the grain (handles caching and real-time updates)
var abstractionsSummary = await platformSummaryGrain.GetPlatformSummaryAsync();
// Create the platform summary
var summary = new PlatformSummaryViewModel
{
TotalAgents = agentsWithStrategies.Count,
TotalActiveStrategies = agentsWithStrategies.Values.Sum(list => list.Count)
};
// Calculate total platform metrics
decimal totalPlatformPnL = 0;
decimal totalPlatformVolume = 0;
decimal totalPlatformVolumeLast24h = 0;
// Calculate totals from all agents
foreach (var agent in agentsWithStrategies)
{
var strategies = agent.Value;
if (strategies.Count == 0)
{
continue; // Skip agents with no strategies
}
// TODO: Add this calculation into repository for better performance
var globalPnL = strategies.Sum(s => s.Pnl);
var globalVolume = strategies.Sum(s => s.Volume);
var globalVolumeLast24h = strategies.Sum(s => s.Volume);
// Calculate agent metrics for platform totals
// Add to platform totals
totalPlatformPnL += globalPnL;
totalPlatformVolume += globalVolume;
totalPlatformVolumeLast24h += globalVolumeLast24h;
}
// Set the platform totals
summary.TotalPlatformPnL = totalPlatformPnL;
summary.TotalPlatformVolume = totalPlatformVolume;
summary.TotalPlatformVolumeLast24h = totalPlatformVolumeLast24h;
// Cache the results for 5 minutes
_cacheService.SaveValue(cacheKey, summary, TimeSpan.FromMinutes(5));
// Convert to API ViewModel
var summary = abstractionsSummary.ToApiViewModel();
return Ok(summary);
}
catch (Exception ex)
{
// Log the error and return a fallback response
// In production, you might want to return cached data or partial data
return StatusCode(500, $"Error retrieving platform summary: {ex.Message}");
}
}
/// <summary>

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@@ -0,0 +1,40 @@
using Managing.Api.Models.Responses;
using AbstractionsPlatformSummaryViewModel = Managing.Application.Abstractions.Models.PlatformSummaryViewModel;
namespace Managing.Api.Extensions;
/// <summary>
/// Extension methods for converting between Platform Summary ViewModels
/// </summary>
public static class PlatformSummaryExtensions
{
/// <summary>
/// Converts from the Abstractions PlatformSummaryViewModel to the API PlatformSummaryViewModel
/// </summary>
public static PlatformSummaryViewModel ToApiViewModel(this AbstractionsPlatformSummaryViewModel abstractionsModel)
{
return new PlatformSummaryViewModel
{
TotalAgents = abstractionsModel.TotalAgents,
TotalActiveStrategies = abstractionsModel.TotalActiveStrategies,
TotalPlatformPnL = abstractionsModel.TotalPlatformPnL,
TotalPlatformVolume = abstractionsModel.TotalPlatformVolume,
TotalPlatformVolumeLast24h = abstractionsModel.TotalPlatformVolumeLast24h,
TotalOpenInterest = abstractionsModel.TotalOpenInterest,
TotalPositionCount = abstractionsModel.TotalPositionCount,
AgentsChange24h = abstractionsModel.AgentsChange24h,
StrategiesChange24h = abstractionsModel.StrategiesChange24h,
PnLChange24h = abstractionsModel.PnLChange24h,
VolumeChange24h = abstractionsModel.VolumeChange24h,
OpenInterestChange24h = abstractionsModel.OpenInterestChange24h,
PositionCountChange24h = abstractionsModel.PositionCountChange24h,
VolumeByAsset = abstractionsModel.VolumeByAsset,
PositionCountByAsset = abstractionsModel.PositionCountByAsset,
PositionCountByDirection = abstractionsModel.PositionCountByDirection.ToDictionary(
kvp => kvp.Key.ToString(),
kvp => kvp.Value),
LastUpdated = abstractionsModel.LastUpdated,
Last24HourSnapshot = abstractionsModel.Last24HourSnapshot
};
}
}

View File

@@ -71,6 +71,74 @@ namespace Managing.Api.Models.Responses
/// Total volume traded across all agents in the last 24 hours in USD
/// </summary>
public decimal TotalPlatformVolumeLast24h { get; set; }
/// <summary>
/// Total open interest across all positions in USD
/// </summary>
public decimal TotalOpenInterest { get; set; }
/// <summary>
/// Total number of open positions across all strategies
/// </summary>
public int TotalPositionCount { get; set; }
// 24-hour changes
/// <summary>
/// Change in agent count over the last 24 hours
/// </summary>
public int AgentsChange24h { get; set; }
/// <summary>
/// Change in strategy count over the last 24 hours
/// </summary>
public int StrategiesChange24h { get; set; }
/// <summary>
/// Change in PnL over the last 24 hours
/// </summary>
public decimal PnLChange24h { get; set; }
/// <summary>
/// Change in volume over the last 24 hours
/// </summary>
public decimal VolumeChange24h { get; set; }
/// <summary>
/// Change in open interest over the last 24 hours
/// </summary>
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<string, 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; }
}
/// <summary>

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@@ -0,0 +1,118 @@
using Managing.Application.Abstractions.Models;
using Orleans;
using static Managing.Common.Enums;
namespace Managing.Application.Abstractions.Grains;
/// <summary>
/// Grain interface for managing platform-wide summary metrics
/// </summary>
public interface IPlatformSummaryGrain : IGrainWithStringKey
{
/// <summary>
/// Gets the current platform summary data
/// </summary>
Task<PlatformSummaryViewModel> GetPlatformSummaryAsync();
/// <summary>
/// Forces a refresh of all platform data
/// </summary>
Task RefreshDataAsync();
/// <summary>
/// Gets the total volume traded across all strategies
/// </summary>
Task<decimal> GetTotalVolumeAsync();
/// <summary>
/// Gets the total PnL across all strategies
/// </summary>
Task<decimal> GetTotalPnLAsync();
/// <summary>
/// Gets the total open interest across all positions
/// </summary>
Task<decimal> GetTotalOpenInterest();
/// <summary>
/// Gets the total number of open positions
/// </summary>
Task<int> GetTotalPositionCountAsync();
// Event handlers for immediate updates
Task OnStrategyDeployedAsync(StrategyDeployedEvent evt);
Task OnStrategyStoppedAsync(StrategyStoppedEvent evt);
Task OnPositionOpenedAsync(PositionOpenedEvent evt);
Task OnPositionClosedAsync(PositionClosedEvent evt);
Task OnTradeExecutedAsync(TradeExecutedEvent evt);
}
/// <summary>
/// Base class for platform metrics events
/// </summary>
public abstract class PlatformMetricsEvent
{
public DateTime Timestamp { get; set; } = DateTime.UtcNow;
}
/// <summary>
/// Event fired when a new strategy is deployed
/// </summary>
public class StrategyDeployedEvent : PlatformMetricsEvent
{
public Guid StrategyId { get; set; }
public string AgentName { get; set; } = string.Empty;
public string StrategyName { get; set; } = string.Empty;
public decimal InitialVolume { get; set; }
public decimal InitialPnL { get; set; }
}
/// <summary>
/// Event fired when a strategy is stopped
/// </summary>
public class StrategyStoppedEvent : PlatformMetricsEvent
{
public Guid StrategyId { get; set; }
public string AgentName { get; set; } = string.Empty;
public string StrategyName { get; set; } = string.Empty;
}
/// <summary>
/// Event fired when a new position is opened
/// </summary>
public class PositionOpenedEvent : PlatformMetricsEvent
{
public Guid PositionId { get; set; }
public Guid StrategyId { get; set; }
public string Ticker { get; set; } = string.Empty;
public decimal Size { get; set; }
public decimal NotionalValue { get; set; }
public TradeDirection Direction { get; set; }
}
/// <summary>
/// Event fired when a position is closed
/// </summary>
public class PositionClosedEvent : PlatformMetricsEvent
{
public Guid PositionId { get; set; }
public Guid StrategyId { get; set; }
public string Ticker { get; set; } = string.Empty;
public decimal RealizedPnL { get; set; }
public decimal Volume { get; set; }
}
/// <summary>
/// Event fired when a trade is executed
/// </summary>
public class TradeExecutedEvent : PlatformMetricsEvent
{
public Guid TradeId { get; set; }
public Guid PositionId { get; set; }
public Guid StrategyId { get; set; }
public string Ticker { get; set; } = string.Empty;
public decimal Volume { get; set; }
public decimal PnL { get; set; }
public decimal Fee { get; set; }
public TradeDirection Direction { get; set; }
}

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@@ -0,0 +1,68 @@
using static Managing.Common.Enums;
namespace Managing.Application.Abstractions.Grains;
/// <summary>
/// State model for Platform Summary Grain
/// </summary>
public class PlatformSummaryGrainState
{
public DateTime LastUpdated { get; set; }
public DateTime LastSnapshot { get; set; }
public bool HasPendingChanges { get; set; }
// Current metrics
public int TotalAgents { get; set; }
public int TotalActiveStrategies { get; set; }
public decimal TotalPlatformPnL { get; set; }
public decimal TotalPlatformVolume { get; set; }
public decimal TotalOpenInterest { get; set; }
public int TotalPositionCount { get; set; }
// 24-hour ago values (for comparison)
public int TotalAgents24hAgo { get; set; }
public int TotalActiveStrategies24hAgo { get; set; }
public decimal TotalPlatformPnL24hAgo { get; set; }
public decimal TotalPlatformVolume24hAgo { get; set; }
public decimal TotalOpenInterest24hAgo { get; set; }
public int TotalPositionCount24hAgo { get; set; }
// Historical snapshots
public List<HourlySnapshot> HourlySnapshots { get; set; } = new();
public List<DailySnapshot> DailySnapshots { get; set; } = new();
// Volume breakdown by asset
public Dictionary<string, decimal> VolumeByAsset { get; set; } = new();
// Position count breakdown
public Dictionary<string, int> PositionCountByAsset { get; set; } = new();
public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
}
/// <summary>
/// Hourly snapshot of platform metrics
/// </summary>
public class HourlySnapshot
{
public DateTime Timestamp { get; set; }
public int TotalAgents { get; set; }
public int TotalStrategies { get; set; }
public decimal TotalVolume { get; set; }
public decimal TotalPnL { get; set; }
public decimal TotalOpenInterest { get; set; }
public int TotalPositionCount { get; set; }
}
/// <summary>
/// Daily snapshot of platform metrics
/// </summary>
public class DailySnapshot
{
public DateTime Date { get; set; }
public int TotalAgents { get; set; }
public int TotalStrategies { get; set; }
public decimal TotalVolume { get; set; }
public decimal TotalPnL { get; set; }
public decimal TotalOpenInterest { get; set; }
public int TotalPositionCount { get; set; }
}

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@@ -0,0 +1,102 @@
using static Managing.Common.Enums;
namespace Managing.Application.Abstractions.Models;
/// <summary>
/// Platform-wide statistics without individual agent details
/// </summary>
public class PlatformSummaryViewModel
{
/// <summary>
/// Total number of agents on the platform
/// </summary>
public int TotalAgents { get; set; }
/// <summary>
/// Total number of active strategies across all agents
/// </summary>
public int TotalActiveStrategies { get; set; }
/// <summary>
/// Total platform-wide profit and loss in USD
/// </summary>
public decimal TotalPlatformPnL { get; set; }
/// <summary>
/// Total volume traded across all agents in USD
/// </summary>
public decimal TotalPlatformVolume { get; set; }
/// <summary>
/// Total volume traded across all agents in the last 24 hours in USD
/// </summary>
public decimal TotalPlatformVolumeLast24h { get; set; }
/// <summary>
/// Total open interest across all positions in USD
/// </summary>
public decimal TotalOpenInterest { get; set; }
/// <summary>
/// Total number of open positions across all strategies
/// </summary>
public int TotalPositionCount { get; set; }
// 24-hour changes
/// <summary>
/// Change in agent count over the last 24 hours
/// </summary>
public int AgentsChange24h { get; set; }
/// <summary>
/// Change in strategy count over the last 24 hours
/// </summary>
public int StrategiesChange24h { get; set; }
/// <summary>
/// Change in PnL over the last 24 hours
/// </summary>
public decimal PnLChange24h { get; set; }
/// <summary>
/// Change in volume over the last 24 hours
/// </summary>
public decimal VolumeChange24h { get; set; }
/// <summary>
/// Change in open interest over the last 24 hours
/// </summary>
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; }
}

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@@ -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
{

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@@ -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
};
}
}

View File

@@ -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; }
}
}

File diff suppressed because it is too large Load Diff

View File

@@ -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");
}
}
}

View File

@@ -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; }
}

View File

@@ -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
};
}