Improve Platform stats

2025-09-21 16:50:06 +07:00
parent 3ec97ef98e
commit 8afe80ca0e
8 changed files with 437 additions and 307 deletions
--- a/src/Managing.Application/Grains/PlatformSummaryGrain.cs
+++ b/src/Managing.Application/Grains/PlatformSummaryGrain.cs
@@ -4,6 +4,7 @@ using Managing.Application.Abstractions.Models;
 using Managing.Application.Abstractions.Services;
 using Managing.Application.Orleans;
 using Managing.Domain.Bots;
+using Managing.Domain.Candles;
 using Microsoft.Extensions.Logging;
 using static Managing.Common.Enums;

@@ -22,7 +23,6 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
    private readonly ITradingService _tradingService;
    private readonly ILogger<PlatformSummaryGrain> _logger;

-    private const string _hourlySnapshotReminder = "HourlySnapshot";
    private const string _dailySnapshotReminder = "DailySnapshot";

    public PlatformSummaryGrain(
@@ -44,15 +44,16 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
    {
        _logger.LogInformation("Platform Summary Grain activated");

-        // Set up reminders for periodic snapshots
-        await this.RegisterOrUpdateReminder(_hourlySnapshotReminder,
-            TimeSpan.FromHours(1), TimeSpan.FromHours(1));
-
+        // Set up reminder for daily snapshots using precise timing
        var now = DateTime.UtcNow;
-        var nextMidnight = now.Date.AddDays(1);
-        var timeUntilMidnight = nextMidnight - now;
+        
+        // Daily reminder - runs at midnight (00:00 UTC)
+        var nextDailyTime = CandleHelpers.GetNextExpectedCandleTime(Timeframe.OneDay, now);
+        var timeUntilNextDay = nextDailyTime - now;
        await this.RegisterOrUpdateReminder(_dailySnapshotReminder,
-            timeUntilMidnight, TimeSpan.FromDays(1));
+            timeUntilNextDay, TimeSpan.FromDays(1).Add(TimeSpan.FromMinutes(3)));
+
+        _logger.LogInformation("Daily reminder scheduled - Next daily: {NextDaily}", nextDailyTime);

        // Initial data load if state is empty
        if (_state.State.LastUpdated == default)
@@ -232,6 +233,11 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
        return Task.FromResult(_state.State.TotalPositionCount);
    }

+    public Task<decimal> GetTotalFeesAsync()
+    {
+        return Task.FromResult(_state.State.TotalPlatformFees);
+    }
+
    public Task<List<VolumeHistoryPoint>> GetVolumeHistoryAsync()
    {
        var historyPoints = _state.State.DailySnapshots
@@ -249,63 +255,135 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
    // Event handlers for immediate updates
    public async Task UpdateActiveStrategyCountAsync(int newActiveCount)
    {
-        _logger.LogInformation("Updating active strategies count to: {NewActiveCount}", newActiveCount);
+        try
+        {
+            _logger.LogInformation("Updating active strategies count to: {NewActiveCount}", newActiveCount);

-        _state.State.TotalActiveStrategies = newActiveCount;
-        _state.State.HasPendingChanges = true;
-        await _state.WriteStateAsync();
+            // Validate input
+            if (newActiveCount < 0)
+            {
+                _logger.LogWarning("Invalid active strategy count: {Count}, setting to 0", newActiveCount);
+                newActiveCount = 0;
+            }
+
+            _state.State.TotalActiveStrategies = newActiveCount;
+            _state.State.HasPendingChanges = true;
+            await _state.WriteStateAsync();
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error updating active strategy count to: {NewActiveCount}", newActiveCount);
+        }
    }

-    public async Task OnPositionOpenedAsync(PositionOpenedEvent evt)
-    {
-        _logger.LogInformation("Position opened: {PositionId} for {Ticker}", evt.PositionId, evt.Ticker);
-
-        _state.State.TotalPositionCount++;
-        _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))
+        try
        {
-            _state.State.VolumeByAsset[asset] = 0;
+            _logger.LogInformation("Position closed: {PositionId} for {Ticker} with PnL: {PnL}",
+                evt.PositionId, evt.Ticker, evt.RealizedPnL);
+
+            // Validate event data
+            if (evt == null || evt.PositionId == Guid.Empty || evt.Ticker == Ticker.Unknown)
+            {
+                _logger.LogWarning("Invalid PositionClosedEvent received: {Event}", evt);
+                return;
+            }
+
+            // Ensure position count doesn't go negative
+            if (_state.State.TotalPositionCount > 0)
+            {
+                _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;
+            
+            // Update open interest (subtract the closed position's volume)
+            _state.State.TotalOpenInterest = Math.Max(0, _state.State.TotalOpenInterest - evt.Volume);
+
+            _state.State.HasPendingChanges = true;
+            await _state.WriteStateAsync();
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error processing PositionClosedEvent: {Event}", evt);
        }
-
-        _state.State.VolumeByAsset[asset] += evt.Volume;
-        _state.State.TotalOpenInterest -= evt.InitialVolume;
-
-        _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;
-
-        // Update volume by asset
-        var asset = evt.Ticker;
-        if (!_state.State.VolumeByAsset.ContainsKey(asset))
+        try
        {
-            _state.State.VolumeByAsset[asset] = 0;
+            _logger.LogInformation("Trade executed: {TradeId} for {Ticker} with volume: {Volume}",
+                evt.TradeId, evt.Ticker, evt.Volume);
+
+            // Validate event data
+            if (evt == null || evt.Ticker == Ticker.Unknown || evt.Volume <= 0)
+            {
+                _logger.LogWarning("Invalid TradeExecutedEvent received: {Event}", evt);
+                return;
+            }
+
+            // Update platform volume
+            _state.State.TotalPlatformVolume += evt.Volume;
+
+            // 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;
+
+            // Update open interest and position count
+            // Since this is called only when position is fully open on broker, we always increase counts
+            _state.State.TotalPositionCount++;
+            _state.State.TotalOpenInterest += evt.Volume;
+
+            // Update position count by asset
+            if (!_state.State.PositionCountByAsset.ContainsKey(asset))
+            {
+                _state.State.PositionCountByAsset[asset] = 0;
+            }
+            _state.State.PositionCountByAsset[asset]++;
+
+            // Update position count by direction
+            if (!_state.State.PositionCountByDirection.ContainsKey(evt.Direction))
+            {
+                _state.State.PositionCountByDirection[evt.Direction] = 0;
+            }
+            _state.State.PositionCountByDirection[evt.Direction]++;
+
+            // Update PnL if provided
+            if (evt.PnL != 0)
+            {
+                _state.State.TotalPlatformPnL += evt.PnL;
+            }
+
+            // Update fees if provided
+            if (evt.Fee > 0)
+            {
+                _state.State.TotalPlatformFees += evt.Fee;
+            }
+
+            _state.State.HasPendingChanges = true;
+            await _state.WriteStateAsync();
+        }
+        catch (Exception ex)
+        {
+            _logger.LogError(ex, "Error processing TradeExecutedEvent: {Event}", evt);
        }
-
-        _state.State.VolumeByAsset[asset] += evt.Volume;
-
-        _state.State.HasPendingChanges = true;
-        await _state.WriteStateAsync();
    }

    // Reminder handlers for periodic snapshots
@@ -315,38 +393,12 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable

        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()
    {
@@ -359,6 +411,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
        _state.State.TotalPlatformVolume24hAgo = _state.State.TotalPlatformVolume;
        _state.State.TotalOpenInterest24hAgo = _state.State.TotalOpenInterest;
        _state.State.TotalPositionCount24hAgo = _state.State.TotalPositionCount;
+        _state.State.TotalPlatformFees24hAgo = _state.State.TotalPlatformFees;

        // Add daily snapshot
        var dailySnapshot = new DailySnapshot
@@ -369,7 +422,8 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
            TotalVolume = _state.State.TotalPlatformVolume,
            TotalPnL = _state.State.TotalPlatformPnL,
            TotalOpenInterest = _state.State.TotalOpenInterest,
-            TotalPositionCount = _state.State.TotalPositionCount
+            TotalPositionCount = _state.State.TotalPositionCount,
+            TotalFees = _state.State.TotalPlatformFees
        };

        _state.State.DailySnapshots.Add(dailySnapshot);
@@ -410,6 +464,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
            TotalPlatformVolumeLast24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
            TotalOpenInterest = state.TotalOpenInterest,
            TotalPositionCount = state.TotalPositionCount,
+            TotalPlatformFees = state.TotalPlatformFees,

            // 24-hour changes
            AgentsChange24h = state.TotalAgents - state.TotalAgents24hAgo,
@@ -418,6 +473,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
            VolumeChange24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
            OpenInterestChange24h = state.TotalOpenInterest - state.TotalOpenInterest24hAgo,
            PositionCountChange24h = state.TotalPositionCount - state.TotalPositionCount24hAgo,
+            FeesChange24h = state.TotalPlatformFees - state.TotalPlatformFees24hAgo,

            // Breakdowns
            VolumeByAsset = state.VolumeByAsset ?? new Dictionary<Ticker, decimal>(),