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Add isLiveTrading helper to fix bug

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This commit is contained in:
cryptooda
2025-12-04 23:42:09 +07:00
parent b44e1f66a7
commit 78edd850fe
8 changed files with 123 additions and 106 deletions
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166
src/Managing.Application/Bots/TradingBotBase.cs
View File

@@ -68,7 +68,7 @@ public abstract class TradingBotBase : ITradingBot
public virtual async Task Start(BotStatus previousStatus)
{
if (Config.TradingType == TradingType.Futures)
if (TradingBox.IsLiveTrading(Config.TradingType))
{
// Start async initialization in the background without blocking
try
@@ -111,8 +111,8 @@ public abstract class TradingBotBase : ITradingBot
case BotStatus.Stopped:
// If status was Stopped we log a message to inform the user that the bot is restarting
await LogInformationAsync($"🔄 Bot Restarted\n" +
$"📊 Resuming operations with {Signals.Count} signals and {Positions.Count} positions\n" +
$"✅ Ready to continue trading");
$"📊 Resuming operations with {Signals.Count} signals and {Positions.Count} positions\n" +
$"✅ Ready to continue trading");
break;
default:
@@ -235,7 +235,7 @@ public abstract class TradingBotBase : ITradingBot
await ManagePositions();
UpdateWalletBalances();
if (Config.TradingType == TradingType.Futures)
if (TradingBox.IsLiveTrading(Config.TradingType))
{
ExecutionCount++;
@@ -436,7 +436,9 @@ public abstract class TradingBotBase : ITradingBot
protected void UpdateWalletBalances()
{
var date = Config.TradingType == TradingType.BacktestFutures ? LastCandle?.Date ?? DateTime.UtcNow : DateTime.UtcNow;
var date = Config.TradingType == TradingType.BacktestFutures
? LastCandle?.Date ?? DateTime.UtcNow
: DateTime.UtcNow;
if (WalletBalances.Count == 0)
{
@@ -474,7 +476,7 @@ public abstract class TradingBotBase : ITradingBot
// Common position status handling
if (internalPosition.Status == PositionStatus.Finished ||
internalPosition.Status == PositionStatus.Flipped)
internalPosition.Status == PositionStatus.Flipped)
{
await HandleClosedPosition(positionForSignal);
}
@@ -636,7 +638,7 @@ public abstract class TradingBotBase : ITradingBot
}
// Synth risk monitoring (only for live trading)
if (Config.UseSynthApi && Config.TradingType == TradingType.Futures &&
if (Config.UseSynthApi && TradingBox.IsLiveTrading(Config.TradingType) &&
positionForSignal.Status == PositionStatus.Filled)
{
await MonitorSynthRisk(signal, positionForSignal);
@@ -644,19 +646,22 @@ public abstract class TradingBotBase : ITradingBot
}
catch (Exception ex)
{
await LogWarningAsync($"Cannot update position {positionForSignal.Identifier}: {ex.Message}, {ex.StackTrace}");
await LogWarningAsync(
$"Cannot update position {positionForSignal.Identifier}: {ex.Message}, {ex.StackTrace}");
SentrySdk.CaptureException(ex);
return;
}
}
// Virtual methods for trading mode-specific behavior
protected virtual async Task SynchronizeWithBrokerPositions(Position internalPosition, Position positionForSignal, List<Position> brokerPositions)
protected virtual async Task SynchronizeWithBrokerPositions(Position internalPosition, Position positionForSignal,
List<Position> brokerPositions)
{
// Default implementation: do nothing (for backtest)
}
protected virtual async Task HandleOrderManagementAndPositionStatus(LightSignal signal, Position internalPosition, Position positionForSignal)
protected virtual async Task HandleOrderManagementAndPositionStatus(LightSignal signal, Position internalPosition,
Position positionForSignal)
{
// Default implementation: do nothing (for backtest)
}
@@ -957,44 +962,44 @@ public abstract class TradingBotBase : ITradingBot
LightSignal previousSignal, decimal lastPrice)
{
// Default implementation - subclasses should override
if (Config.FlipPosition)
{
var isPositionInProfit = (openedPosition.ProfitAndLoss?.Realized ?? 0) > 0;
var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit;
if (Config.FlipPosition)
{
var isPositionInProfit = (openedPosition.ProfitAndLoss?.Realized ?? 0) > 0;
var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit;
if (shouldFlip)
{
var flipReason = Config.FlipOnlyWhenInProfit
? "current position is in profit"
: "FlipOnlyWhenInProfit is disabled";
if (shouldFlip)
{
var flipReason = Config.FlipOnlyWhenInProfit
? "current position is in profit"
: "FlipOnlyWhenInProfit is disabled";
await LogInformation(
$"🔄 Position Flip Initiated\nFlipping position due to opposite signal\nReason: {flipReason}");
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
var newPosition = await OpenPosition(signal);
await LogInformation(
$"✅ Position Flipped\nPosition: `{previousSignal.Identifier}` → `{signal.Identifier}`\nPrice: `${lastPrice}`");
return newPosition;
}
else
{
var currentPnl = openedPosition.ProfitAndLoss?.Realized ?? 0;
await LogInformation(
$"💸 Flip Blocked - Not Profitable\nPosition `{previousSignal.Identifier}` PnL: `${currentPnl:F2}`\nSignal `{signal.Identifier}` will wait for profitability");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
else
{
await LogInformation(
$"🚫 Flip Disabled\nPosition already open for: `{previousSignal.Identifier}`\nFlipping disabled, new signal expired");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
await LogInformation(
$"🔄 Position Flip Initiated\nFlipping position due to opposite signal\nReason: {flipReason}");
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
var newPosition = await OpenPosition(signal);
await LogInformation(
$"✅ Position Flipped\nPosition: `{previousSignal.Identifier}` → `{signal.Identifier}`\nPrice: `${lastPrice}`");
return newPosition;
}
else
{
var currentPnl = openedPosition.ProfitAndLoss?.Realized ?? 0;
await LogInformation(
$"💸 Flip Blocked - Not Profitable\nPosition `{previousSignal.Identifier}` PnL: `${currentPnl:F2}`\nSignal `{signal.Identifier}` will wait for profitability");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
else
{
await LogInformation(
$"🚫 Flip Disabled\nPosition already open for: `{previousSignal.Identifier}`\nFlipping disabled, new signal expired");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
/// <summary>
/// Executes the actual position opening logic.
@@ -1003,34 +1008,34 @@ public abstract class TradingBotBase : ITradingBot
protected virtual async Task<Position> ExecuteOpenPosition(LightSignal signal, decimal lastPrice)
{
// Default implementation - subclasses should override
// Verify actual balance before opening position
// Verify actual balance before opening position
await VerifyAndUpdateBalanceAsync();
var command = new OpenPositionRequest(
Config.AccountName,
Config.MoneyManagement,
signal.Direction,
Config.Ticker,
PositionInitiator.Bot,
signal.Date,
Account.User,
Config.BotTradingBalance,
var command = new OpenPositionRequest(
Config.AccountName,
Config.MoneyManagement,
signal.Direction,
Config.Ticker,
PositionInitiator.Bot,
signal.Date,
Account.User,
Config.BotTradingBalance,
Config.TradingType == TradingType.BacktestFutures,
lastPrice,
signalIdentifier: signal.Identifier,
lastPrice,
signalIdentifier: signal.Identifier,
initiatorIdentifier: Identifier,
tradingType: Config.TradingType);
var position = await ServiceScopeHelpers
.WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
_scopeFactory,
async (exchangeService, accountService, tradingService) =>
{
return await new OpenPositionCommandHandler(exchangeService, accountService, tradingService)
.Handle(command);
});
var position = await ServiceScopeHelpers
.WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
_scopeFactory,
async (exchangeService, accountService, tradingService) =>
{
return await new OpenPositionCommandHandler(exchangeService, accountService, tradingService)
.Handle(command);
});
return position;
return position;
}
private async Task SendPositionToCopyTrading(Position position)
@@ -1175,7 +1180,7 @@ public abstract class TradingBotBase : ITradingBot
var brokerHistoryReconciled = await ReconcileWithBrokerHistory(position, currentCandle);
if (brokerHistoryReconciled && !forceMarketClose)
{
goto SkipCandleBasedCalculation;
goto SkipCandleBasedCalculation;
}
// Calculate position closing details using subclass-specific logic
@@ -1217,7 +1222,7 @@ public abstract class TradingBotBase : ITradingBot
$"Total Fees: `${position.GasFees + position.UiFees:F2}`\n" +
$"Net P&L (after fees): `${position.ProfitAndLoss.Net:F2}`";
if (Config.TradingType == TradingType.Futures)
if (TradingBox.IsLiveTrading(Config.TradingType))
{
await LogDebugAsync(logMessage);
}
@@ -1227,7 +1232,7 @@ public abstract class TradingBotBase : ITradingBot
await SetPositionStatus(position.SignalIdentifier, PositionStatus.Finished);
// Update position in database with all trade changes
if (Config.TradingType == TradingType.Futures)
if (TradingBox.IsLiveTrading(Config.TradingType))
{
position.Status = PositionStatus.Finished;
await UpdatePositionDatabase(position);
@@ -1240,7 +1245,9 @@ public abstract class TradingBotBase : ITradingBot
// Update the last position closing time for cooldown period tracking
// Only update if position was actually filled
LastPositionClosingTime = Config.TradingType == TradingType.BacktestFutures ? currentCandle.Date : DateTime.UtcNow;
LastPositionClosingTime = Config.TradingType == TradingType.BacktestFutures
? currentCandle.Date
: DateTime.UtcNow;
}
else
{
@@ -1283,7 +1290,7 @@ public abstract class TradingBotBase : ITradingBot
private async Task CancelAllOrders()
{
if (Config.TradingType == TradingType.Futures && !Config.IsForWatchingOnly)
if (TradingBox.IsLiveTrading(Config.TradingType) && !Config.IsForWatchingOnly)
{
try
{
@@ -1465,7 +1472,7 @@ public abstract class TradingBotBase : ITradingBot
try
{
// Set signal status based on configuration
if (Config.IsForWatchingOnly || (ExecutionCount < 1 && Config.TradingType == TradingType.Futures))
if (Config.IsForWatchingOnly || (ExecutionCount < 1 && TradingBox.IsLiveTrading(Config.TradingType)))
{
signal.Status = SignalStatus.Expired;
}
@@ -1480,7 +1487,7 @@ public abstract class TradingBotBase : ITradingBot
$"🆔 Signal ID: `{signal.Identifier}`";
// Apply Synth-based signal filtering if enabled
if (Config.UseSynthApi && Config.TradingType == TradingType.Futures && ExecutionCount > 0)
if (Config.UseSynthApi && TradingBox.IsLiveTrading(Config.TradingType) && ExecutionCount > 0)
{
await ServiceScopeHelpers.WithScopedServices<ITradingService, IExchangeService>(_scopeFactory,
async (tradingService, exchangeService) =>
@@ -1513,7 +1520,7 @@ public abstract class TradingBotBase : ITradingBot
await LogInformation(signalText);
if (Config.IsForWatchingOnly && Config.TradingType == TradingType.Futures && ExecutionCount > 0)
if (Config.IsForWatchingOnly && TradingBox.IsLiveTrading(Config.TradingType) && ExecutionCount > 0)
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory, async messengerService =>
{
@@ -1852,7 +1859,8 @@ public abstract class TradingBotBase : ITradingBot
// Calculate cooldown end time based on last position closing time
var cooldownEndTime =
TradingBox.CalculateCooldownEndTime(LastPositionClosingTime.Value, Config.Timeframe, Config.CooldownPeriod);
var isInCooldown = (Config.TradingType == TradingType.BacktestFutures ? LastCandle.Date : DateTime.UtcNow) < cooldownEndTime;
var isInCooldown = (Config.TradingType == TradingType.BacktestFutures ? LastCandle.Date : DateTime.UtcNow) <
cooldownEndTime;
if (isInCooldown)
{
@@ -1937,7 +1945,8 @@ public abstract class TradingBotBase : ITradingBot
await agentGrain.OnPositionOpenedAsync(positionOpenEvent);
await platformGrain.OnPositionOpenAsync(positionOpenEvent);
await LogDebugAsync($"Sent position opened event to both grains for position {position.Identifier}");
await LogDebugAsync(
$"Sent position opened event to both grains for position {position.Identifier}");
break;
case NotificationEventType.PositionClosed:
@@ -1952,7 +1961,8 @@ public abstract class TradingBotBase : ITradingBot
await agentGrain.OnPositionClosedAsync(positionClosedEvent);
await platformGrain.OnPositionClosedAsync(positionClosedEvent);
await LogDebugAsync($"Sent position closed event to both grains for position {position.Identifier}");
await LogDebugAsync(
$"Sent position closed event to both grains for position {position.Identifier}");
break;
case NotificationEventType.PositionUpdated:
@@ -2109,7 +2119,7 @@ public abstract class TradingBotBase : ITradingBot
protected virtual async Task SendTradeMessageAsync(string message, bool isBadBehavior = false)
{
if (Config.TradingType == TradingType.Futures)
if (TradingBox.IsLiveTrading(Config.TradingType))
{
var user = Account.User;
var messageWithBotName = $"🤖 {user.AgentName} - {Config.Name}\n{message}";

9
src/Managing.Application/Grains/CandleStoreGrain.cs
View File

@@ -121,7 +121,7 @@ public class CandleStoreGrain : Grain, ICandleStoreGrain, IAsyncObserver<Candle>
await base.OnDeactivateAsync(reason, cancellationToken);
}
public Task<HashSet<Candle>> GetCandlesAsync()
public Task<IReadOnlyList<Candle>> GetCandlesAsync()
{
try
{
@@ -130,15 +130,16 @@ public class CandleStoreGrain : Grain, ICandleStoreGrain, IAsyncObserver<Candle>
{
_logger.LogWarning("State not initialized for grain {GrainKey}, returning empty list",
this.GetPrimaryKeyString());
return Task.FromResult(new HashSet<Candle>());
return Task.FromResult<IReadOnlyList<Candle>>(new List<Candle>());
}
return Task.FromResult(_state.State.Candles.ToHashSet());
// Return a readonly wrapper to preserve order and prevent external modifications
return Task.FromResult<IReadOnlyList<Candle>>(_state.State.Candles.AsReadOnly());
}
catch (Exception ex)
{
_logger.LogError(ex, "Error retrieving candles for grain {GrainKey}", this.GetPrimaryKeyString());
return Task.FromResult(new HashSet<Candle>());
return Task.FromResult<IReadOnlyList<Candle>>(new List<Candle>());
}
}

9
src/Managing.Application/Scenarios/ScenarioRunnerGrain.cs
View File

@@ -32,11 +32,11 @@ public class ScenarioRunnerGrain : Grain, IScenarioRunnerGrain
_scopeFactory = scopeFactory;
}
private async Task<HashSet<Candle>> GetCandlesAsync(TradingExchanges tradingExchange, TradingBotConfig config)
private async Task<IReadOnlyList<Candle>> GetCandlesAsync(TradingExchanges tradingExchange, TradingBotConfig config)
{
try
{
var newCandles = await ServiceScopeHelpers.WithScopedService<IGrainFactory, HashSet<Candle>>(
var newCandles = await ServiceScopeHelpers.WithScopedService<IGrainFactory, IReadOnlyList<Candle>>(
_scopeFactory, async grainFactory =>
{
var priceGrainKey =
@@ -66,9 +66,8 @@ public class ScenarioRunnerGrain : Grain, IScenarioRunnerGrain
return null;
}
var candlesHashSet = await GetCandlesAsync(tradingExchanges, config);
// Convert to ordered List to preserve chronological order for indicators
var candlesList = candlesHashSet.OrderBy(c => c.Date).ToList();
// Get candles as ordered List (already ordered by date from CandleStoreGrain)
var candlesList = await GetCandlesAsync(tradingExchanges, config);
if (candlesList.Count == 0)
{