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Fix volume over time

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This commit is contained in:
cryptooda
2025-10-18 13:48:12 +07:00
parent 8170052fd7
commit 76b5036703
2 changed files with 47 additions and 19 deletions
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61
src/Managing.Application/Grains/PlatformSummaryGrain.cs
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@@ -122,8 +122,21 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
var positions = await _tradingService.GetAllDatabasePositionsAsync();
// Get the last daily snapshot date to calculate cumulative volume
var lastSnapshotDate = _state.State.DailySnapshots.Any()
? _state.State.DailySnapshots.Max(s => s.Date)
: DateTime.MinValue;
// Start with the cumulative volume from the last snapshot
var cumulativeVolume = _state.State.DailySnapshots.Any()
? _state.State.DailySnapshots.OrderByDescending(s => s.Date).First().TotalVolume
: 0m;
_logger.LogInformation("Calculating cumulative volume from last snapshot date: {LastSnapshotDate}, Base volume: {CumulativeVolume}",
lastSnapshotDate, cumulativeVolume);
// Calculate all metrics from positions in a single loop
var totalVolume = 0m;
var newVolume = 0m; // Volume from positions after last snapshot
var totalFees = 0m;
var totalPnL = 0m;
var totalOpenInterest = 0m;
@@ -140,16 +153,17 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
// Calculate volume using the dedicated method
var positionVolume = TradingHelpers.GetVolumeForPosition(position);
totalVolume += positionVolume;
// Calculate fees and PnL for all positions
totalFees += position.CalculateTotalFees();
totalPnL += position.ProfitAndLoss?.Realized ?? 0;
// For cumulative volume: only add volume from positions created AFTER last snapshot
// For volume breakdown: include all positions
if (position.Date.Date > lastSnapshotDate)
{
newVolume += positionVolume;
_logger.LogDebug("Position {PositionId} created after last snapshot ({PositionDate} > {LastSnapshotDate}), adding volume: {Volume}",
position.Identifier, position.Date.Date, lastSnapshotDate, positionVolume);
}
// Count all positions
totalPositionCount++;
// Calculate breakdown metrics and update state directly
// Calculate breakdown metrics from ALL positions (for current state)
var ticker = position.Ticker;
var direction = position.OriginDirection;
@@ -158,7 +172,6 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
{
_state.State.VolumeByAsset[ticker] = 0;
}
_state.State.VolumeByAsset[ticker] += positionVolume;
// Position count breakdown by asset - update state directly
@@ -166,10 +179,16 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
{
_state.State.PositionCountByAsset[ticker] = 0;
}
_state.State.PositionCountByAsset[ticker]++;
// Position count breakdown by direction - only count finished positions
// Calculate fees and PnL for all positions
totalFees += position.CalculateTotalFees();
totalPnL += position.ProfitAndLoss?.Realized ?? 0;
// Count all positions
totalPositionCount++;
// Position count breakdown by direction - only count open positions
if (position.IsOpen())
{
var openingVolume = position.Open.Price * position.Open.Quantity * position.Open.Leverage;
@@ -184,7 +203,21 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
}
}
_state.State.TotalPlatformVolume = totalVolume;
// CUMULATIVE volume: baseline + new volume since last snapshot
var updatedCumulativeVolume = cumulativeVolume + newVolume;
_logger.LogInformation("Volume calculation: Base={BaseVolume}, New={NewVolume}, Total={TotalVolume}",
cumulativeVolume, newVolume, updatedCumulativeVolume);
// Ensure volume never decreases
if (updatedCumulativeVolume < _state.State.TotalPlatformVolume)
{
_logger.LogWarning("Calculated cumulative volume ({Calculated}) is less than current volume ({Current}). Keeping current value.",
updatedCumulativeVolume, _state.State.TotalPlatformVolume);
updatedCumulativeVolume = _state.State.TotalPlatformVolume;
}
_state.State.TotalPlatformVolume = updatedCumulativeVolume;
_state.State.TotalPlatformFees = totalFees;
_state.State.TotalPlatformPnL = totalPnL;
_state.State.NetPnL = totalPnL - totalFees; // Calculate NetPnL
@@ -202,7 +235,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
await RefreshAgentCountAsync();
await _state.WriteStateAsync();
_logger.LogInformation("Platform summary data refreshed successfully");
_logger.LogInformation("Platform summary data refreshed successfully - Cumulative volume: {Volume}", updatedCumulativeVolume);
}
catch (Exception ex)
{