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Fix status and filtered positions for metrics

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This commit is contained in:
cryptooda
2025-10-08 18:37:38 +07:00
parent 86dd6849ea
commit 76b087a6e4
8 changed files with 57 additions and 89 deletions
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38
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -277,7 +277,7 @@ public class TradingBotBase : ITradingBot
private async Task ManagePositions()
{
// First, process all existing positions that are not finished
foreach (var position in Positions.Values.Where(p => p.IsOpen()))
foreach (var position in Positions.Values.Where(p => !p.IsFinished()))
{
var signalForPosition = Signals[position.SignalIdentifier];
if (signalForPosition == null)
@@ -307,15 +307,17 @@ public class TradingBotBase : ITradingBot
}
// Second, process all finished positions to ensure they are updated in the database
// This should be removed in the future, when we have a better way to handle positions
// TODO : This should be removed in the future, when we have a better way to handle positions
foreach (var position in Positions.Values.Where(p => p.IsFinished()))
{
try
{
var positionInDatabase = await ServiceScopeHelpers.WithScopedService<ITradingService, Position>(_scopeFactory, async tradingService =>
{
return await tradingService.GetPositionByIdentifierAsync(position.Identifier);
});
var positionInDatabase = await ServiceScopeHelpers.WithScopedService<ITradingService, Position>(
_scopeFactory,
async tradingService =>
{
return await tradingService.GetPositionByIdentifierAsync(position.Identifier);
});
if (positionInDatabase != null && positionInDatabase.Status != position.Status)
{
@@ -323,7 +325,6 @@ public class TradingBotBase : ITradingBot
await LogInformation(
$"💾 Database Update\nPosition: `{position.Identifier}`\nStatus: `{position.Status}`\nUpdated in database");
}
}
catch (Exception ex)
{
@@ -425,11 +426,11 @@ public class TradingBotBase : ITradingBot
{
var previousPositionStatus = internalPosition.Status;
// Position found on the broker, means the position is filled
var brokerNetPnL = brokerPosition.GetNetPnL();
UpdatePositionPnl(positionForSignal.Identifier, brokerNetPnL);
var brokerPnlBeforeFees = brokerPosition.GetPnLBeforeFees();
UpdatePositionPnl(positionForSignal.Identifier, brokerPnlBeforeFees);
var totalFees = internalPosition.GasFees + internalPosition.UiFees;
var netPnl = brokerNetPnL - totalFees;
internalPosition.ProfitAndLoss = new ProfitAndLoss { Realized = brokerNetPnL, Net = netPnl };
var netPnl = brokerPnlBeforeFees - totalFees;
internalPosition.ProfitAndLoss = new ProfitAndLoss { Realized = brokerPnlBeforeFees, Net = netPnl };
internalPosition.Status = PositionStatus.Filled;
await SetPositionStatus(internalPosition.SignalIdentifier, PositionStatus.Filled);
@@ -561,7 +562,7 @@ public class TradingBotBase : ITradingBot
$"✅ Position Found on Broker\nPosition is already open on broker\nUpdating position status to Filled");
// Calculate net PnL after fees for broker position
var brokerNetPnL = brokerPosition.GetNetPnL();
var brokerNetPnL = brokerPosition.GetPnLBeforeFees();
UpdatePositionPnl(positionForSignal.Identifier, brokerNetPnL);
// Update Open trade status when position is found on broker with 2 orders
@@ -603,7 +604,7 @@ public class TradingBotBase : ITradingBot
else
{
await LogWarning(
$"❌ Position Never Filled\nNo position on exchange and no orders\nSignal: `{signal.Identifier}`\nPosition was never filled and will be marked as canceled.");
$"❌ Position Never Filled\nNo position on exchange and no orders\nPosition was never filled and will be marked as canceled.");
// Position was never filled (still in New status), so just mark it as canceled
// Don't call HandleClosedPosition as that would incorrectly add volume/PnL
@@ -623,7 +624,8 @@ public class TradingBotBase : ITradingBot
{
lastCandle = Config.IsForBacktest
? LastCandle
: await exchangeService.GetCandle(Account, Config.Ticker, DateTime.UtcNow);
: await exchangeService.GetCandle(Account, Config.Ticker,
DateTime.UtcNow);
});
var currentTime = Config.IsForBacktest ? lastCandle.Date : DateTime.UtcNow;
@@ -1686,7 +1688,7 @@ public class TradingBotBase : ITradingBot
$"📊 Position Status Change\nPosition: `{position.Ticker}`\nDirection: `{position.OriginDirection}`\nNew Status: `{positionStatus}`");
// Update Open trade status when position becomes Filled
if (positionStatus == PositionStatus.Filled && position.Open != null)
if (positionStatus == PositionStatus.Filled)
{
position.Open.SetStatus(TradeStatus.Filled);
}
@@ -1745,8 +1747,8 @@ public class TradingBotBase : ITradingBot
public decimal GetProfitAndLoss()
{
// Calculate net PnL after deducting fees for each position
var netPnl = Positions.Values.Where(p => p.ProfitAndLoss != null)
.Sum(p => p.GetNetPnL());
var netPnl = Positions.Values.Where(p => p.IsValidForMetrics() && p.ProfitAndLoss != null)
.Sum(p => p.GetPnLBeforeFees());
return netPnl;
}
@@ -1760,7 +1762,7 @@ public class TradingBotBase : ITradingBot
{
decimal totalFees = 0;
foreach (var position in Positions.Values.Where(p => p.Open.Price > 0 && p.Open.Quantity > 0))
foreach (var position in Positions.Values.Where(p => p.IsValidForMetrics()))
{
totalFees += TradingHelpers.CalculatePositionFees(position);
}