Fix agent grain calculation

This commit is contained in:
2025-09-28 11:47:47 +07:00
parent d432549d26
commit 6e07bac6ae
4 changed files with 36 additions and 132 deletions

View File

@@ -10,6 +10,7 @@ namespace Managing.Application.Abstractions.Grains
/// </summary> /// </summary>
/// <param name="userId">The ID of the user (used as grain key).</param> /// <param name="userId">The ID of the user (used as grain key).</param>
/// <param name="agentName">The display name of the agent.</param> /// <param name="agentName">The display name of the agent.</param>
[OneWay]
Task InitializeAsync(int userId, string agentName); Task InitializeAsync(int userId, string agentName);
/// <summary> /// <summary>

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@@ -5,9 +5,12 @@ using Managing.Application.Abstractions.Services;
using Managing.Application.Bots.Models; using Managing.Application.Bots.Models;
using Managing.Application.Orleans; using Managing.Application.Orleans;
using Managing.Common; using Managing.Common;
using Managing.Core;
using Managing.Core.Exceptions; using Managing.Core.Exceptions;
using Managing.Domain.Statistics; using Managing.Domain.Statistics;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using Orleans.Concurrency;
using static Managing.Common.Enums; using static Managing.Common.Enums;
namespace Managing.Application.Bots.Grains; namespace Managing.Application.Bots.Grains;
@@ -27,6 +30,7 @@ public class AgentGrain : Grain, IAgentGrain
private readonly IUserService _userService; private readonly IUserService _userService;
private readonly IAccountService _accountService; private readonly IAccountService _accountService;
private readonly ITradingService _tradingService; private readonly ITradingService _tradingService;
private readonly IServiceScopeFactory _scopeFactory;
public AgentGrain( public AgentGrain(
[PersistentState("agent-state", "agent-store")] [PersistentState("agent-state", "agent-store")]
@@ -37,7 +41,8 @@ public class AgentGrain : Grain, IAgentGrain
IExchangeService exchangeService, IExchangeService exchangeService,
IUserService userService, IUserService userService,
IAccountService accountService, IAccountService accountService,
ITradingService tradingService) ITradingService tradingService,
IServiceScopeFactory scopeFactory)
{ {
_state = state; _state = state;
_logger = logger; _logger = logger;
@@ -47,6 +52,7 @@ public class AgentGrain : Grain, IAgentGrain
_userService = userService; _userService = userService;
_accountService = accountService; _accountService = accountService;
_tradingService = tradingService; _tradingService = tradingService;
_scopeFactory = scopeFactory;
} }
public override Task OnActivateAsync(CancellationToken cancellationToken) public override Task OnActivateAsync(CancellationToken cancellationToken)
@@ -98,14 +104,6 @@ public class AgentGrain : Grain, IAgentGrain
_logger.LogInformation("Position opened event received for user {UserId}, position: {PositionId}", _logger.LogInformation("Position opened event received for user {UserId}, position: {PositionId}",
this.GetPrimaryKeyLong(), evt.PositionIdentifier); this.GetPrimaryKeyLong(), evt.PositionIdentifier);
// Update event-driven metrics
_state.State.TotalVolume += evt.Volume;
_state.State.TotalFees += evt.Fee;
_state.State.LastSummaryUpdate = DateTime.UtcNow;
await _state.WriteStateAsync();
// Update the agent summary with the new data
await UpdateSummary(); await UpdateSummary();
} }
catch (Exception ex) catch (Exception ex)
@@ -122,25 +120,6 @@ public class AgentGrain : Grain, IAgentGrain
_logger.LogInformation("Position closed event received for user {UserId}, position: {PositionId}, PnL: {PnL}", _logger.LogInformation("Position closed event received for user {UserId}, position: {PositionId}, PnL: {PnL}",
this.GetPrimaryKeyLong(), evt.PositionIdentifier, evt.RealizedPnL); this.GetPrimaryKeyLong(), evt.PositionIdentifier, evt.RealizedPnL);
// Update event-driven metrics
_state.State.TotalPnL += evt.RealizedPnL;
_state.State.TotalVolume += evt.Volume;
// Update wins/losses count
if (evt.RealizedPnL > 0)
{
_state.State.Wins++;
}
else if (evt.RealizedPnL < 0)
{
_state.State.Losses++;
}
_state.State.LastSummaryUpdate = DateTime.UtcNow;
await _state.WriteStateAsync();
// Update the agent summary with the new data
await UpdateSummary(); await UpdateSummary();
} }
catch (Exception ex) catch (Exception ex)
@@ -157,13 +136,6 @@ public class AgentGrain : Grain, IAgentGrain
_logger.LogInformation("Position updated event received for user {UserId}, position: {PositionId}", _logger.LogInformation("Position updated event received for user {UserId}, position: {PositionId}",
this.GetPrimaryKeyLong(), evt.PositionIdentifier); this.GetPrimaryKeyLong(), evt.PositionIdentifier);
// Update event-driven metrics for PnL changes
// Note: This is for real-time PnL updates, not cumulative like closed positions
_state.State.LastSummaryUpdate = DateTime.UtcNow;
await _state.WriteStateAsync();
// Update the agent summary with the new data
await UpdateSummary(); await UpdateSummary();
} }
catch (Exception ex) catch (Exception ex)
@@ -176,6 +148,7 @@ public class AgentGrain : Grain, IAgentGrain
/// <summary> /// <summary>
/// Updates the agent summary by recalculating from position data (used for initialization or manual refresh) /// Updates the agent summary by recalculating from position data (used for initialization or manual refresh)
/// </summary> /// </summary>
[OneWay]
private async Task UpdateSummary() private async Task UpdateSummary()
{ {
try try
@@ -185,35 +158,20 @@ public class AgentGrain : Grain, IAgentGrain
// Calculate aggregated statistics from position data // Calculate aggregated statistics from position data
var totalPnL = positions.Sum(p => p.ProfitAndLoss?.Realized ?? 0); var totalPnL = positions.Sum(p => p.ProfitAndLoss?.Realized ?? 0);
var totalVolume = positions.Sum(p => p.Open.Price * p.Open.Quantity); var totalVolume = positions.Sum(p => p.Open.Price * p.Open.Quantity * p.Open.Leverage);
var totalVolumeWithoutLeverage = positions.Sum(p => p.Open.Price * p.Open.Quantity);
var totalFees = positions.Sum(p => p.CalculateTotalFees()); var totalFees = positions.Sum(p => p.CalculateTotalFees());
// Calculate wins/losses from position PnL // Calculate wins/losses from position PnL
var totalWins = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) > 0); var totalWins = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) > 0);
var totalLosses = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) < 0); var totalLosses = positions.Count(p => (p.ProfitAndLoss?.Realized ?? 0) <= 0);
decimal totalROI; var totalROI = totalVolume switch
if (totalVolume > 0)
{ {
totalROI = (totalPnL / totalVolume) * 100; > 0 => (totalPnL / totalVolumeWithoutLeverage) * 100,
} >= 0 => 0,
else if (totalVolume == 0 && totalPnL == 0) _ => 0
{ };
// No trading activity yet
totalROI = 0;
}
else if (totalVolume == 0 && totalPnL != 0)
{
// Edge case: PnL exists but no volume (shouldn't happen in normal cases)
_logger.LogWarning("Agent {UserId} has PnL {PnL} but zero volume", this.GetPrimaryKeyLong(), totalPnL);
totalROI = 0;
}
else
{
// Fallback for any other edge cases
totalROI = 0;
}
// Calculate Runtime based on the earliest position date // Calculate Runtime based on the earliest position date
DateTime? runtime = null; DateTime? runtime = null;
@@ -236,9 +194,8 @@ public class AgentGrain : Grain, IAgentGrain
foreach (var account in userAccounts) foreach (var account in userAccounts)
{ {
// Get USDC balance // Get USDC balance
var usdcBalances = await _exchangeService.GetBalances(account); var usdcBalances = await GetOrRefreshBalanceDataAsync(account.Name);
var usdcBalance = usdcBalances.FirstOrDefault(b => b.TokenName?.ToUpper() == "USDC")?.Amount ?? var usdcBalance = usdcBalances?.UsdcValue ?? 0;
0;
totalBalance += usdcBalance; totalBalance += usdcBalance;
} }
@@ -260,7 +217,11 @@ public class AgentGrain : Grain, IAgentGrain
} }
// Get active strategies count from bot data (this is still needed for running bots) // Get active strategies count from bot data (this is still needed for running bots)
var bots = await _botService.GetBotsByIdsAsync(_state.State.BotIds); var bots = await ServiceScopeHelpers.WithScopedService<IGrainFactory, List<BotRegistryEntry>> (_scopeFactory, async (grainFactory) => {
var registry = grainFactory.GetGrain<ILiveBotRegistryGrain>(0);
return await registry.GetBotsForUser((int)this.GetPrimaryKeyLong());
});
var activeStrategiesCount = bots.Count(b => b.Status == BotStatus.Running); var activeStrategiesCount = bots.Count(b => b.Status == BotStatus.Running);
var summary = new AgentSummary var summary = new AgentSummary
@@ -293,14 +254,8 @@ public class AgentGrain : Grain, IAgentGrain
{ {
if (_state.State.BotIds.Add(botId)) if (_state.State.BotIds.Add(botId))
{ {
// Update active strategies count
_state.State.ActiveStrategiesCount = _state.State.BotIds.Count;
_state.State.LastSummaryUpdate = DateTime.UtcNow;
await _state.WriteStateAsync(); await _state.WriteStateAsync();
_logger.LogInformation("Bot {BotId} registered to Agent {UserId}", botId, this.GetPrimaryKeyLong()); _logger.LogInformation("Bot {BotId} registered to Agent {UserId}", botId, this.GetPrimaryKeyLong());
// Update summary after registering bot
await UpdateSummary(); await UpdateSummary();
} }
} }
@@ -309,14 +264,8 @@ public class AgentGrain : Grain, IAgentGrain
{ {
if (_state.State.BotIds.Remove(botId)) if (_state.State.BotIds.Remove(botId))
{ {
// Update active strategies count
_state.State.ActiveStrategiesCount = _state.State.BotIds.Count;
_state.State.LastSummaryUpdate = DateTime.UtcNow;
await _state.WriteStateAsync(); await _state.WriteStateAsync();
_logger.LogInformation("Bot {BotId} unregistered from Agent {UserId}", botId, this.GetPrimaryKeyLong()); _logger.LogInformation("Bot {BotId} unregistered from Agent {UserId}", botId, this.GetPrimaryKeyLong());
// Update summary after unregistering bot
await UpdateSummary(); await UpdateSummary();
} }
} }

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@@ -24,49 +24,6 @@ namespace Managing.Application.Bots.Models
/// </summary> /// </summary>
[Id(4)] [Id(4)]
public CachedBalanceData? CachedBalanceData { get; set; } = null; public CachedBalanceData? CachedBalanceData { get; set; } = null;
// Event-driven metrics for real-time updates
/// <summary>
/// Total PnL calculated from position events
/// </summary>
[Id(5)]
public decimal TotalPnL { get; set; } = 0;
/// <summary>
/// Total volume calculated from position events
/// </summary>
[Id(6)]
public decimal TotalVolume { get; set; } = 0;
/// <summary>
/// Total wins count from closed positions
/// </summary>
[Id(7)]
public int Wins { get; set; } = 0;
/// <summary>
/// Total losses count from closed positions
/// </summary>
[Id(8)]
public int Losses { get; set; } = 0;
/// <summary>
/// Total fees paid from position events
/// </summary>
[Id(9)]
public decimal TotalFees { get; set; } = 0;
/// <summary>
/// Active strategies count (updated by bot registration/unregistration)
/// </summary>
[Id(10)]
public int ActiveStrategiesCount { get; set; } = 0;
/// <summary>
/// Last time the summary was updated
/// </summary>
[Id(11)]
public DateTime LastSummaryUpdate { get; set; } = DateTime.UtcNow;
} }
/// <summary> /// <summary>

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@@ -388,7 +388,6 @@ public class TradingBotBase : ITradingBot
} }
}); });
NotificationEventType eventType = NotificationEventType.PositionUpdated;
if (!Config.IsForBacktest) if (!Config.IsForBacktest)
{ {
var brokerPosition = brokerPositions.FirstOrDefault(p => p.Ticker == Config.Ticker); var brokerPosition = brokerPositions.FirstOrDefault(p => p.Ticker == Config.Ticker);
@@ -404,12 +403,13 @@ public class TradingBotBase : ITradingBot
internalPosition.Open.SetStatus(TradeStatus.Filled); internalPosition.Open.SetStatus(TradeStatus.Filled);
positionForSignal.Open.SetStatus(TradeStatus.Filled); positionForSignal.Open.SetStatus(TradeStatus.Filled);
eventType = NotificationEventType.PositionOpened;
await UpdatePositionDatabase(internalPosition); await UpdatePositionDatabase(internalPosition);
if (previousPositionStatus != PositionStatus.Filled && internalPosition.Status == PositionStatus.Filled) if (previousPositionStatus != PositionStatus.Filled && internalPosition.Status == PositionStatus.Filled)
{ {
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionOpened, internalPosition);
}else{
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionUpdated, internalPosition); await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionUpdated, internalPosition);
} }
} }
@@ -507,10 +507,6 @@ public class TradingBotBase : ITradingBot
} }
await SetPositionStatus(signal.Identifier, PositionStatus.Filled); await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
// Notify platform summary about the executed trade
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionOpened,
internalPosition);
} }
else else
{ {
@@ -890,10 +886,6 @@ public class TradingBotBase : ITradingBot
async messengerService => { await messengerService.SendPosition(position); }); async messengerService => { await messengerService.SendPosition(position); });
} }
// Notify AgentGrain about position opening
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionOpened,
position);
Logger.LogInformation($"Position requested"); Logger.LogInformation($"Position requested");
return position; // Return the created position without adding to list return position; // Return the created position without adding to list
} }
@@ -1355,8 +1347,8 @@ public class TradingBotBase : ITradingBot
// Update position in database with all trade changes // Update position in database with all trade changes
if (!Config.IsForBacktest) if (!Config.IsForBacktest)
{ {
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, await UpdatePositionDatabase(position);
async tradingService => { await tradingService.UpdatePositionAsync(position); }); await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionClosed, position);
} }
// Update the last position closing time for cooldown period tracking // Update the last position closing time for cooldown period tracking
@@ -1474,10 +1466,14 @@ public class TradingBotBase : ITradingBot
private void UpdatePositionPnl(Guid identifier, decimal realized) private void UpdatePositionPnl(Guid identifier, decimal realized)
{ {
Positions[identifier].ProfitAndLoss = new ProfitAndLoss() if (Positions[identifier].ProfitAndLoss == null)
{ {
Positions[identifier].ProfitAndLoss = new ProfitAndLoss(){
Realized = realized Realized = realized
}; };
}else{
Positions[identifier].ProfitAndLoss.Realized = realized;
}
} }
private void SetSignalStatus(string signalIdentifier, SignalStatus signalStatus) private void SetSignalStatus(string signalIdentifier, SignalStatus signalStatus)
@@ -2130,6 +2126,7 @@ public class TradingBotBase : ITradingBot
}; };
await agentGrain.OnPositionUpdatedAsync(positionUpdatedEvent); await agentGrain.OnPositionUpdatedAsync(positionUpdatedEvent);
// No need to notify platform grain, it will be notified when position is closed or opened only
Logger.LogDebug("Sent position updated event to both grains for position {PositionId}", Logger.LogDebug("Sent position updated event to both grains for position {PositionId}",
position.Identifier); position.Identifier);