Improve Platform stats

This commit is contained in:
2025-09-21 16:50:06 +07:00
parent 3ec97ef98e
commit 8afe80ca0e
8 changed files with 437 additions and 307 deletions

View File

@@ -1,5 +1,6 @@
using Managing.Application.Abstractions.Models; using Managing.Application.Abstractions.Models;
using Orleans; using Orleans;
using Orleans.Concurrency;
using static Managing.Common.Enums; using static Managing.Common.Enums;
namespace Managing.Application.Abstractions.Grains; namespace Managing.Application.Abstractions.Grains;
@@ -39,6 +40,11 @@ public interface IPlatformSummaryGrain : IGrainWithStringKey
/// </summary> /// </summary>
Task<int> GetTotalPositionCountAsync(); Task<int> GetTotalPositionCountAsync();
/// <summary>
/// Gets the total platform fees
/// </summary>
Task<decimal> GetTotalFeesAsync();
/// <summary> /// <summary>
/// Gets the daily volume history for the last 30 days for chart visualization /// Gets the daily volume history for the last 30 days for chart visualization
/// </summary> /// </summary>
@@ -48,9 +54,11 @@ public interface IPlatformSummaryGrain : IGrainWithStringKey
/// <summary> /// <summary>
/// Updates the active strategy count /// Updates the active strategy count
/// </summary> /// </summary>
[OneWay]
Task UpdateActiveStrategyCountAsync(int newActiveCount); Task UpdateActiveStrategyCountAsync(int newActiveCount);
Task OnPositionOpenedAsync(PositionOpenedEvent evt); [OneWay]
Task OnPositionClosedAsync(PositionClosedEvent evt); Task OnPositionClosedAsync(PositionClosedEvent evt);
[OneWay]
Task OnTradeExecutedAsync(TradeExecutedEvent evt); Task OnTradeExecutedAsync(TradeExecutedEvent evt);
} }
@@ -66,24 +74,6 @@ public abstract class PlatformMetricsEvent
/// <summary>
/// Event fired when a new position is opened
/// </summary>
[GenerateSerializer]
public class PositionOpenedEvent : PlatformMetricsEvent
{
[Id(1)]
public Guid PositionId { get; set; }
[Id(2)]
public Ticker Ticker { get; set; }
[Id(3)]
public decimal Volume { get; set; }
[Id(4)]
public TradeDirection Direction { get; set; }
}
/// <summary> /// <summary>
/// Event fired when a position is closed /// Event fired when a position is closed
@@ -102,9 +92,6 @@ public class PositionClosedEvent : PlatformMetricsEvent
[Id(4)] [Id(4)]
public decimal Volume { get; set; } public decimal Volume { get; set; }
[Id(5)]
public decimal InitialVolume { get; set; }
} }
/// <summary> /// <summary>

View File

@@ -37,6 +37,9 @@ public class PlatformSummaryGrainState
[Id(8)] [Id(8)]
public int TotalPositionCount { get; set; } public int TotalPositionCount { get; set; }
[Id(20)]
public decimal TotalPlatformFees { get; set; }
// 24-hour ago values (for comparison) // 24-hour ago values (for comparison)
[Id(9)] [Id(9)]
public int TotalAgents24hAgo { get; set; } public int TotalAgents24hAgo { get; set; }
@@ -56,52 +59,25 @@ public class PlatformSummaryGrainState
[Id(14)] [Id(14)]
public int TotalPositionCount24hAgo { get; set; } public int TotalPositionCount24hAgo { get; set; }
[Id(21)]
public decimal TotalPlatformFees24hAgo { get; set; }
// Historical snapshots // Historical snapshots
[Id(15)] [Id(15)]
public List<HourlySnapshot> HourlySnapshots { get; set; } = new();
[Id(16)]
public List<DailySnapshot> DailySnapshots { get; set; } = new(); public List<DailySnapshot> DailySnapshots { get; set; } = new();
// Volume breakdown by asset // Volume breakdown by asset
[Id(17)] [Id(16)]
public Dictionary<Ticker, decimal> VolumeByAsset { get; set; } = new(); public Dictionary<Ticker, decimal> VolumeByAsset { get; set; } = new();
// Position count breakdown // Position count breakdown
[Id(18)] [Id(17)]
public Dictionary<Ticker, int> PositionCountByAsset { get; set; } = new(); public Dictionary<Ticker, int> PositionCountByAsset { get; set; } = new();
[Id(19)] [Id(18)]
public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new(); public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
} }
/// <summary>
/// Hourly snapshot of platform metrics
/// </summary>
[GenerateSerializer]
public class HourlySnapshot
{
[Id(0)]
public DateTime Timestamp { get; set; }
[Id(1)]
public int TotalAgents { get; set; }
[Id(2)]
public int TotalStrategies { get; set; }
[Id(3)]
public decimal TotalVolume { get; set; }
[Id(4)]
public decimal TotalPnL { get; set; }
[Id(5)]
public decimal TotalOpenInterest { get; set; }
[Id(6)]
public int TotalPositionCount { get; set; }
}
/// <summary> /// <summary>
/// Daily snapshot of platform metrics /// Daily snapshot of platform metrics
@@ -129,6 +105,9 @@ public class DailySnapshot
[Id(6)] [Id(6)]
public int TotalPositionCount { get; set; } public int TotalPositionCount { get; set; }
[Id(7)]
public decimal TotalFees { get; set; }
} }

View File

@@ -51,6 +51,12 @@ public class PlatformSummaryViewModel
[Id(6)] [Id(6)]
public required int TotalPositionCount { get; set; } public required int TotalPositionCount { get; set; }
/// <summary>
/// Total platform-wide fees paid in USD
/// </summary>
[Id(19)]
public required decimal TotalPlatformFees { get; set; }
// 24-hour changes // 24-hour changes
/// <summary> /// <summary>
/// Change in agent count over the last 24 hours /// Change in agent count over the last 24 hours
@@ -88,6 +94,12 @@ public class PlatformSummaryViewModel
[Id(12)] [Id(12)]
public required int PositionCountChange24h { get; set; } public required int PositionCountChange24h { get; set; }
/// <summary>
/// Change in fees over the last 24 hours
/// </summary>
[Id(20)]
public required decimal FeesChange24h { get; set; }
// Breakdowns // Breakdowns
/// <summary> /// <summary>
/// Volume breakdown by asset/ticker /// Volume breakdown by asset/ticker

View File

@@ -1,4 +1,5 @@
using Managing.Application.Abstractions.Models; using Managing.Application.Abstractions.Models;
using Orleans.Concurrency;
namespace Managing.Application.Abstractions.Grains namespace Managing.Application.Abstractions.Grains
{ {
@@ -35,7 +36,8 @@ namespace Managing.Application.Abstractions.Grains
/// <summary> /// <summary>
/// Handles stream notifications for agent summary updates. /// Handles stream notifications for agent summary updates.
/// </summary> /// </summary>
/// <param name="updateEvent">The update event from the stream</param> /// <param name="updateEvent">The update event from the stream</param>]
[OneWay]
Task OnAgentSummaryUpdateAsync(AgentSummaryUpdateEvent updateEvent); Task OnAgentSummaryUpdateAsync(AgentSummaryUpdateEvent updateEvent);
} }
} }

View File

@@ -96,8 +96,11 @@ public class TradingBotBase : ITradingBot
await LogInformation(startupMessage); await LogInformation(startupMessage);
// Notify AgentGrain about bot startup // Notify AgentGrain about bot startup
await NotifyAgentGrainAsync(AgentSummaryEventType.BotStarted, await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.BotStarted,
$"Bot: {Config.Name}, Ticker: {Config.Ticker}"); $"Bot: {Config.Name}, Ticker: {Config.Ticker}");
// Notify platform summary about active strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
break; break;
case BotStatus.Running: case BotStatus.Running:
@@ -372,81 +375,60 @@ public class TradingBotBase : ITradingBot
{ {
try try
{ {
Position position = null; Position internalPosition = null;
List<Position> positionsExchange = null; List<Position> brokerPositions = null;
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService => await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{ {
position = Config.IsForBacktest internalPosition = Config.IsForBacktest
? positionForSignal ? positionForSignal
: await tradingService.GetPositionByIdentifierAsync(positionForSignal.Identifier); : await tradingService.GetPositionByIdentifierAsync(positionForSignal.Identifier);
if (Config.IsForBacktest) if (Config.IsForBacktest)
{ {
positionsExchange = new List<Position> { position }; brokerPositions = new List<Position> { internalPosition };
} }
else else
{ {
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, brokerPositions = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(_scopeFactory,
async exchangeService => async exchangeService =>
{ {
positionsExchange = (await exchangeService.GetBrokerPositions(Account)).ToList(); return [.. await exchangeService.GetBrokerPositions(Account)];
}); });
} }
}); });
if (!Config.IsForBacktest) if (!Config.IsForBacktest)
{ {
var brokerPosition = positionsExchange.FirstOrDefault(p => p.Ticker == Config.Ticker); var brokerPosition = brokerPositions.FirstOrDefault(p => p.Ticker == Config.Ticker);
if (brokerPosition != null) if (brokerPosition != null)
{ {
UpdatePositionPnl(positionForSignal.Identifier, brokerPosition.ProfitAndLoss.Realized); UpdatePositionPnl(positionForSignal.Identifier, brokerPosition.ProfitAndLoss.Realized);
internalPosition.ProfitAndLoss = brokerPosition.ProfitAndLoss;
internalPosition.Status = PositionStatus.Filled;
if (position.Status.Equals(PositionStatus.New)) if (internalPosition.Status.Equals(PositionStatus.New))
{ {
await SetPositionStatus(position.SignalIdentifier, PositionStatus.Filled); await SetPositionStatus(internalPosition.SignalIdentifier, PositionStatus.Filled);
// Notify platform summary about the executed trade // Notify platform summary about the executed trade
try await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionOpened,
{ $"Position found on broker: {internalPosition.Identifier}", internalPosition);
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory,
async grainFactory =>
{
var platformGrain =
grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
var tradeExecutedEvent = new TradeExecutedEvent
{
TradeId = position.Identifier,
Ticker = position.Ticker,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage
};
await platformGrain.OnTradeExecutedAsync(tradeExecutedEvent);
});
}
catch (Exception ex)
{
Logger.LogWarning(ex,
"Failed to notify platform summary about trade execution for position {PositionId}",
position.Identifier);
}
} }
position = brokerPosition;
} }
else else
{ {
if (!position.Status.Equals(PositionStatus.New)) if (!internalPosition.Status.Equals(PositionStatus.New))
{ {
position.Status = PositionStatus.Filled; internalPosition.Status = PositionStatus.Filled;
} }
} }
} }
if (position.Status == PositionStatus.New) if (internalPosition.Status == PositionStatus.New)
{ {
List<Trade> orders = null; var orders = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Trade>>(_scopeFactory,
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService => { return [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)]; });
async exchangeService => { orders = await exchangeService.GetOpenOrders(Account, Config.Ticker); });
if (orders.Any()) if (orders.Any())
{ {
if (orders.Count() >= 3) if (orders.Count() >= 3)
@@ -485,6 +467,38 @@ public class TradingBotBase : ITradingBot
$"⏳ **Waiting for Orders**\nPosition has `{orders.Count()}` open orders\nElapsed: `{timeSinceRequest.TotalMinutes:F1}min`\nWaiting `{remainingMinutes:F1}min` more before canceling"); $"⏳ **Waiting for Orders**\nPosition has `{orders.Count()}` open orders\nElapsed: `{timeSinceRequest.TotalMinutes:F1}min`\nWaiting `{remainingMinutes:F1}min` more before canceling");
} }
} }
else if (orders.Count() == 2 && Positions[internalPosition.Identifier].Status == PositionStatus.New)
{
// Check if position is already open on broker with 2 orders
await LogInformation(
$"🔍 **Checking Broker Position**\nPosition has exactly `{orders.Count()}` open orders\nChecking if position is already open on broker...");
Position brokerPosition = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
{
var brokerPositions = await exchangeService.GetBrokerPositions(Account);
brokerPosition = brokerPositions.FirstOrDefault(p => p.Ticker == Config.Ticker);
});
if (brokerPosition != null)
{
await LogInformation(
$"✅ **Position Found on Broker**\nPosition is already open on broker\nUpdating position status to Filled");
UpdatePositionPnl(positionForSignal.Identifier, brokerPosition.ProfitAndLoss.Realized);
await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
// Notify platform summary about the executed trade
await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionOpened,
$"Position found on broker with 2 orders: {internalPosition.Identifier}", internalPosition);
}
else
{
await LogInformation(
$"⏸️ **Position Pending**\nPosition still waiting to open\n`{orders.Count()}` open orders remaining");
}
}
else else
{ {
await LogInformation( await LogInformation(
@@ -498,11 +512,11 @@ public class TradingBotBase : ITradingBot
await HandleClosedPosition(positionForSignal); await HandleClosedPosition(positionForSignal);
} }
} }
else if (position.Status == PositionStatus.Finished || position.Status == PositionStatus.Flipped) else if (internalPosition.Status == PositionStatus.Finished || internalPosition.Status == PositionStatus.Flipped)
{ {
await HandleClosedPosition(positionForSignal); await HandleClosedPosition(positionForSignal);
} }
else if (position.Status == PositionStatus.Filled || position.Status == PositionStatus.PartiallyFilled) else if (internalPosition.Status == PositionStatus.Filled || internalPosition.Status == PositionStatus.PartiallyFilled)
{ {
Candle lastCandle = null; Candle lastCandle = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService => await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
@@ -598,7 +612,7 @@ public class TradingBotBase : ITradingBot
} }
} }
} }
else if (position.Status == PositionStatus.Rejected || position.Status == PositionStatus.Canceled) else if (internalPosition.Status == PositionStatus.Rejected || internalPosition.Status == PositionStatus.Canceled)
{ {
await LogWarning($"Open position trade is rejected for signal {signal.Identifier}"); await LogWarning($"Open position trade is rejected for signal {signal.Identifier}");
if (signal.Status == SignalStatus.PositionOpen) if (signal.Status == SignalStatus.PositionOpen)
@@ -642,6 +656,20 @@ public class TradingBotBase : ITradingBot
currentPrice, true); currentPrice, true);
} }
} }
if (!Config.IsForBacktest){
// Update position in database with broker data
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
// Update the internal position with broker data
internalPosition.Status = PositionStatus.Filled;
internalPosition.ProfitAndLoss = internalPosition.ProfitAndLoss;
// Save updated position to database
await tradingService.UpdatePositionAsync(internalPosition);
});
}
} }
catch (Exception ex) catch (Exception ex)
{ {
@@ -769,8 +797,11 @@ public class TradingBotBase : ITradingBot
} }
// Notify AgentGrain about position opening // Notify AgentGrain about position opening
await NotifyAgentGrainAsync(AgentSummaryEventType.PositionOpened, await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionOpened,
$"Signal: {signal.Identifier}"); $"Signal: {signal.Identifier}", position);
// Publish TradeExecutedEvent for the opening trade (this handles both position opening and trade execution)
await PublishTradeExecutedEventAsync(position.Open, position, signal.Identifier, 0);
Logger.LogInformation($"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
@@ -893,7 +924,7 @@ public class TradingBotBase : ITradingBot
{ {
List<Position> positions = null; List<Position> positions = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService => { positions = (await exchangeService.GetBrokerPositions(Account)).ToList(); }); async exchangeService => { positions = [.. await exchangeService.GetBrokerPositions(Account)]; });
if (!positions.Any(p => p.Ticker == Config.Ticker)) if (!positions.Any(p => p.Ticker == Config.Ticker))
{ {
return true; return true;
@@ -905,7 +936,7 @@ public class TradingBotBase : ITradingBot
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService => async exchangeService =>
{ {
orders = (await exchangeService.GetOpenOrders(Account, Config.Ticker)).ToList(); orders = [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)];
}); });
var reason = $"Cannot open position. There is already a position open for {Config.Ticker} on the broker."; var reason = $"Cannot open position. There is already a position open for {Config.Ticker} on the broker.";
@@ -930,50 +961,6 @@ public class TradingBotBase : ITradingBot
} }
} }
/// <summary>
/// Gets the actual closing date of a position by checking which trade (Stop Loss or Take Profit) was executed.
/// </summary>
/// <param name="position">The finished position</param>
/// <returns>The date when the position was closed, or null if cannot be determined</returns>
private DateTime? GetPositionClosingDate(Position position)
{
if (!position.IsFinished())
{
return null;
}
// Check which trade actually closed the position
if (position.StopLoss?.Status == TradeStatus.Filled && position.StopLoss.Date != default)
{
return position.StopLoss.Date;
}
if (position.TakeProfit1?.Status == TradeStatus.Filled && position.TakeProfit1.Date != default)
{
return position.TakeProfit1.Date;
}
if (position.TakeProfit2?.Status == TradeStatus.Filled && position.TakeProfit2.Date != default)
{
return position.TakeProfit2.Date;
}
// Fallback: if we can't determine the exact closing trade, use the latest date available
var availableDates = new List<DateTime>();
if (position.StopLoss?.Date != default)
availableDates.Add(position.StopLoss.Date);
if (position.TakeProfit1?.Date != default)
availableDates.Add(position.TakeProfit1.Date);
if (position.TakeProfit2?.Date != default)
availableDates.Add(position.TakeProfit2.Date);
return availableDates.Any() ? availableDates.Max() : position.Open.Date;
}
public async Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice, public async Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice,
bool tradeClosingPosition = false) bool tradeClosingPosition = false)
{ {
@@ -1217,15 +1204,22 @@ public class TradingBotBase : ITradingBot
Config.BotTradingBalance += position.ProfitAndLoss.Realized; Config.BotTradingBalance += position.ProfitAndLoss.Realized;
Logger.LogInformation( Logger.LogInformation(
$"💰 **Balance Updated**\nNew bot trading balance: `${Config.BotTradingBalance:F2}`"); string.Format("💰 **Balance Updated**\nNew bot trading balance: `${0:F2}`", Config.BotTradingBalance));
} }
// Notify AgentGrain about position closing // Notify AgentGrain about position closing
var pnlInfo = position.ProfitAndLoss?.Realized != null var pnlInfo = position.ProfitAndLoss?.Realized != null
? $"PnL: {position.ProfitAndLoss.Realized:F2}" ? string.Format("PnL: {0:F2}", position.ProfitAndLoss.Realized)
: "PnL: Unknown"; : "PnL: Unknown";
await NotifyAgentGrainAsync(AgentSummaryEventType.PositionClosed, await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionClosed,
$"Signal: {position.SignalIdentifier}, {pnlInfo}"); string.Format("Signal: {0}, {1}", position.SignalIdentifier, pnlInfo), position);
// Publish TradeExecutedEvent for the closing trade
var closingTrade = GetClosingTrade(position);
if (closingTrade != null)
{
await PublishTradeExecutedEventAsync(closingTrade, position, position.SignalIdentifier, position.ProfitAndLoss?.Realized ?? 0);
}
} }
else else
{ {
@@ -1425,6 +1419,20 @@ public class TradingBotBase : ITradingBot
Config.IsForWatchingOnly = !Config.IsForWatchingOnly; Config.IsForWatchingOnly = !Config.IsForWatchingOnly;
await LogInformation( await LogInformation(
$"🔄 **Watch Mode Toggle**\nBot: `{Config.Name}`\nWatch Only: `{(Config.IsForWatchingOnly ? "ON" : "OFF")}`"); $"🔄 **Watch Mode Toggle**\nBot: `{Config.Name}`\nWatch Only: `{(Config.IsForWatchingOnly ? "ON" : "OFF")}`");
// Notify platform summary about strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
}
/// <summary>
/// Handles bot stopping and notifies platform summary
/// </summary>
public async Task StopBot()
{
await LogInformation($"🛑 **Bot Stopped**\nBot: `{Config.Name}`\nTicker: `{Config.Ticker}`");
// Notify platform summary about strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
} }
public async Task LogInformation(string message) public async Task LogInformation(string message)
@@ -1909,41 +1917,183 @@ public class TradingBotBase : ITradingBot
} }
/// <summary> /// <summary>
/// Sends a notification to the AgentGrain to trigger summary updates /// Publishes a TradeExecutedEvent to the platform summary grain
/// </summary> /// </summary>
/// <param name="eventType">The type of event (e.g., PositionOpened, PositionClosed)</param> /// <param name="trade">The trade that was executed</param>
/// <param name="additionalData">Optional additional context data</param> /// <param name="position">The position this trade belongs to</param>
private async Task NotifyAgentGrainAsync(AgentSummaryEventType eventType, string additionalData = null) /// <param name="signalIdentifier">The signal identifier</param>
/// <param name="pnl">The PnL for this trade</param>
private async Task PublishTradeExecutedEventAsync(Trade trade, Position position, string signalIdentifier, decimal pnl)
{ {
if (Config.IsForBacktest || Account?.User == null) if (Config.IsForBacktest)
{ {
return; // Skip notifications for backtest or when no user context return; // Skip notifications for backtest
} }
try try
{ {
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory => await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{ {
var agentGrain = grainFactory.GetGrain<IAgentGrain>(Account.User.Id); var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
var tradeExecutedEvent = new TradeExecutedEvent
var updateEvent = new AgentSummaryUpdateEvent
{ {
UserId = Account.User.Id, TradeId = Guid.NewGuid(), // Generate new ID for the event
BotId = Identifier, PositionId = position.Identifier,
EventType = eventType, StrategyId = position.InitiatorIdentifier,
Timestamp = DateTime.UtcNow, Ticker = position.Ticker,
AdditionalData = additionalData Volume = trade.Price * trade.Quantity * trade.Leverage,
PnL = pnl,
Fee = trade.Fee,
Direction = trade.Direction
}; };
await platformGrain.OnTradeExecutedAsync(tradeExecutedEvent);
await agentGrain.OnAgentSummaryUpdateAsync(updateEvent); Logger.LogDebug("Published TradeExecutedEvent for trade {TradeId} in position {PositionId}", tradeExecutedEvent.TradeId, position.Identifier);
Logger.LogDebug("Sent agent notification: {EventType} for bot {BotId}", eventType, Identifier);
}); });
} }
catch (Exception ex) catch (Exception ex)
{ {
Logger.LogError(ex, "Failed to send agent notification: {EventType} for bot {BotId}", eventType, Logger.LogError(ex, "Failed to publish TradeExecutedEvent for position {PositionId}", position.Identifier);
Identifier);
} }
} }
/// <summary>
/// Gets the trade that was used to close the position
/// </summary>
/// <param name="position">The position to check</param>
/// <returns>The closing trade, or null if none found</returns>
private Trade GetClosingTrade(Position position)
{
// Check which trade was used to close the position
if (position.StopLoss?.Status == TradeStatus.Filled)
{
return position.StopLoss;
}
else if (position.TakeProfit1?.Status == TradeStatus.Filled)
{
return position.TakeProfit1;
}
else if (position.TakeProfit2?.Status == TradeStatus.Filled)
{
return position.TakeProfit2;
}
// If no specific closing trade is found, create a synthetic one based on the position
// This handles cases where the position was closed manually or by the exchange
if (position.ProfitAndLoss?.Realized != null)
{
var closeDirection = position.OriginDirection == TradeDirection.Long ? TradeDirection.Short : TradeDirection.Long;
return new Trade(
DateTime.UtcNow,
closeDirection,
TradeStatus.Filled,
TradeType.StopMarket,
position.Ticker,
position.Open.Quantity,
position.Open.Price, // Use open price as approximation
position.Open.Leverage,
"synthetic-close",
"Position closed"
);
}
return null;
}
/// <summary>
/// Notifies the platform summary grain about active strategy count changes
/// </summary>
private async Task NotifyPlatformSummaryAboutStrategyCount()
{
if (Config.IsForBacktest)
{
return; // Skip notifications for backtest
}
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
// Get current active strategy count from the platform
var currentSummary = await platformGrain.GetPlatformSummaryAsync();
var currentActiveCount = currentSummary.TotalActiveStrategies;
// Update the count (this will trigger a refresh if needed)
await platformGrain.UpdateActiveStrategyCountAsync(currentActiveCount);
Logger.LogDebug("Notified platform summary about strategy count: {Count}", currentActiveCount);
});
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to notify platform summary about strategy count");
}
}
/// <summary>
/// Notifies both AgentGrain and PlatformSummaryGrain about bot events
/// </summary>
/// <param name="eventType">The type of event (e.g., PositionOpened, PositionClosed)</param>
/// <param name="additionalData">Optional additional context data</param>
/// <param name="position">Optional position data for platform summary events</param>
private async Task NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType eventType, string additionalData = null, Position position = null)
{
if (Config.IsForBacktest)
{
return; // Skip notifications for backtest
}
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
// Notify AgentGrain (user-specific metrics)
if (Account?.User != null)
{
var agentGrain = grainFactory.GetGrain<IAgentGrain>(Account.User.Id);
var updateEvent = new AgentSummaryUpdateEvent
{
UserId = Account.User.Id,
BotId = Identifier,
EventType = eventType,
Timestamp = DateTime.UtcNow,
AdditionalData = additionalData
};
await agentGrain.OnAgentSummaryUpdateAsync(updateEvent);
Logger.LogDebug("Sent agent notification: {EventType} for bot {BotId}", eventType, Identifier);
}
// Notify PlatformSummaryGrain (platform-wide metrics)
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
switch (eventType)
{
case AgentSummaryEventType.PositionOpened when position != null:
// Position opening is now handled by TradeExecutedEvent in PublishTradeExecutedEventAsync
Logger.LogDebug("Position opened notification sent via TradeExecutedEvent for position {PositionId}", position.Identifier);
break;
case AgentSummaryEventType.PositionClosed when position != null:
var positionClosedEvent = new PositionClosedEvent
{
PositionId = position.Identifier,
Ticker = position.Ticker,
RealizedPnL = position.ProfitAndLoss?.Realized ?? 0,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
};
await platformGrain.OnPositionClosedAsync(positionClosedEvent);
Logger.LogDebug("Sent platform position closed notification for position {PositionId}", position.Identifier);
break;
}
});
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to send notifications: {EventType} for bot {BotId}", eventType, Identifier);
}
}
} }

View File

@@ -4,6 +4,7 @@ using Managing.Application.Abstractions.Models;
using Managing.Application.Abstractions.Services; using Managing.Application.Abstractions.Services;
using Managing.Application.Orleans; using Managing.Application.Orleans;
using Managing.Domain.Bots; using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Microsoft.Extensions.Logging; using Microsoft.Extensions.Logging;
using static Managing.Common.Enums; using static Managing.Common.Enums;
@@ -22,7 +23,6 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
private readonly ITradingService _tradingService; private readonly ITradingService _tradingService;
private readonly ILogger<PlatformSummaryGrain> _logger; private readonly ILogger<PlatformSummaryGrain> _logger;
private const string _hourlySnapshotReminder = "HourlySnapshot";
private const string _dailySnapshotReminder = "DailySnapshot"; private const string _dailySnapshotReminder = "DailySnapshot";
public PlatformSummaryGrain( public PlatformSummaryGrain(
@@ -44,15 +44,16 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
{ {
_logger.LogInformation("Platform Summary Grain activated"); _logger.LogInformation("Platform Summary Grain activated");
// Set up reminders for periodic snapshots // Set up reminder for daily snapshots using precise timing
await this.RegisterOrUpdateReminder(_hourlySnapshotReminder,
TimeSpan.FromHours(1), TimeSpan.FromHours(1));
var now = DateTime.UtcNow; 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, 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 // Initial data load if state is empty
if (_state.State.LastUpdated == default) if (_state.State.LastUpdated == default)
@@ -232,6 +233,11 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
return Task.FromResult(_state.State.TotalPositionCount); return Task.FromResult(_state.State.TotalPositionCount);
} }
public Task<decimal> GetTotalFeesAsync()
{
return Task.FromResult(_state.State.TotalPlatformFees);
}
public Task<List<VolumeHistoryPoint>> GetVolumeHistoryAsync() public Task<List<VolumeHistoryPoint>> GetVolumeHistoryAsync()
{ {
var historyPoints = _state.State.DailySnapshots var historyPoints = _state.State.DailySnapshots
@@ -249,63 +255,135 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
// Event handlers for immediate updates // Event handlers for immediate updates
public async Task UpdateActiveStrategyCountAsync(int newActiveCount) 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; // Validate input
_state.State.HasPendingChanges = true; if (newActiveCount < 0)
await _state.WriteStateAsync(); {
_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) public async Task OnPositionClosedAsync(PositionClosedEvent evt)
{ {
_logger.LogInformation("Position closed: {PositionId} for {Ticker} with PnL: {PnL}", try
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))
{ {
_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) public async Task OnTradeExecutedAsync(TradeExecutedEvent evt)
{ {
_logger.LogInformation("Trade executed: {TradeId} for {Ticker} with volume: {Volume}", try
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))
{ {
_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 // Reminder handlers for periodic snapshots
@@ -315,38 +393,12 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
switch (reminderName) switch (reminderName)
{ {
case _hourlySnapshotReminder:
await TakeHourlySnapshotAsync();
break;
case _dailySnapshotReminder: case _dailySnapshotReminder:
await TakeDailySnapshotAsync(); await TakeDailySnapshotAsync();
break; 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() private async Task TakeDailySnapshotAsync()
{ {
@@ -359,6 +411,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
_state.State.TotalPlatformVolume24hAgo = _state.State.TotalPlatformVolume; _state.State.TotalPlatformVolume24hAgo = _state.State.TotalPlatformVolume;
_state.State.TotalOpenInterest24hAgo = _state.State.TotalOpenInterest; _state.State.TotalOpenInterest24hAgo = _state.State.TotalOpenInterest;
_state.State.TotalPositionCount24hAgo = _state.State.TotalPositionCount; _state.State.TotalPositionCount24hAgo = _state.State.TotalPositionCount;
_state.State.TotalPlatformFees24hAgo = _state.State.TotalPlatformFees;
// Add daily snapshot // Add daily snapshot
var dailySnapshot = new DailySnapshot var dailySnapshot = new DailySnapshot
@@ -369,7 +422,8 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
TotalVolume = _state.State.TotalPlatformVolume, TotalVolume = _state.State.TotalPlatformVolume,
TotalPnL = _state.State.TotalPlatformPnL, TotalPnL = _state.State.TotalPlatformPnL,
TotalOpenInterest = _state.State.TotalOpenInterest, TotalOpenInterest = _state.State.TotalOpenInterest,
TotalPositionCount = _state.State.TotalPositionCount TotalPositionCount = _state.State.TotalPositionCount,
TotalFees = _state.State.TotalPlatformFees
}; };
_state.State.DailySnapshots.Add(dailySnapshot); _state.State.DailySnapshots.Add(dailySnapshot);
@@ -410,6 +464,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
TotalPlatformVolumeLast24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo, TotalPlatformVolumeLast24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
TotalOpenInterest = state.TotalOpenInterest, TotalOpenInterest = state.TotalOpenInterest,
TotalPositionCount = state.TotalPositionCount, TotalPositionCount = state.TotalPositionCount,
TotalPlatformFees = state.TotalPlatformFees,
// 24-hour changes // 24-hour changes
AgentsChange24h = state.TotalAgents - state.TotalAgents24hAgo, AgentsChange24h = state.TotalAgents - state.TotalAgents24hAgo,
@@ -418,6 +473,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
VolumeChange24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo, VolumeChange24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
OpenInterestChange24h = state.TotalOpenInterest - state.TotalOpenInterest24hAgo, OpenInterestChange24h = state.TotalOpenInterest - state.TotalOpenInterest24hAgo,
PositionCountChange24h = state.TotalPositionCount - state.TotalPositionCount24hAgo, PositionCountChange24h = state.TotalPositionCount - state.TotalPositionCount24hAgo,
FeesChange24h = state.TotalPlatformFees - state.TotalPlatformFees24hAgo,
// Breakdowns // Breakdowns
VolumeByAsset = state.VolumeByAsset ?? new Dictionary<Ticker, decimal>(), VolumeByAsset = state.VolumeByAsset ?? new Dictionary<Ticker, decimal>(),

View File

@@ -1,8 +1,6 @@
using Managing.Application.Abstractions; using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Services; using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands; using Managing.Application.Trading.Commands;
using Managing.Core;
using Managing.Domain.Shared.Helpers; using Managing.Domain.Shared.Helpers;
using Managing.Domain.Trades; using Managing.Domain.Trades;
using Microsoft.Extensions.DependencyInjection; using Microsoft.Extensions.DependencyInjection;
@@ -72,36 +70,6 @@ public class ClosePositionCommandHandler(
if (!request.IsForBacktest) if (!request.IsForBacktest)
await tradingService.UpdatePositionAsync(request.Position); await tradingService.UpdatePositionAsync(request.Position);
// Notify platform summary about the closed position
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(scopeFactory, async grainFactory =>
{
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
if (platformGrain != null)
{
var positionClosedEvent = new PositionClosedEvent
{
PositionId = request.Position.Identifier,
Ticker = request.Position.Ticker,
RealizedPnL = request.Position.ProfitAndLoss?.Realized ?? 0,
Volume = closedPosition.Quantity * lastPrice * request.Position.Open.Leverage,
InitialVolume = request.Position.Open.Quantity * request.Position.Open.Price *
request.Position.Open.Leverage
};
await platformGrain.OnPositionClosedAsync(positionClosedEvent);
}
});
}
catch (Exception ex)
{
SentrySdk.CaptureException(ex);
logger?.LogError(ex,
"Failed to notify platform summary about position closure for position {PositionId}",
request.Position.Identifier);
}
} }
return request.Position; return request.Position;

View File

@@ -1,5 +1,4 @@
using Managing.Application.Abstractions; using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Services; using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands; using Managing.Application.Trading.Commands;
using Managing.Common; using Managing.Common;
@@ -13,7 +12,7 @@ namespace Managing.Application.Trading.Handlers
IExchangeService exchangeService, IExchangeService exchangeService,
IAccountService accountService, IAccountService accountService,
ITradingService tradingService, ITradingService tradingService,
IGrainFactory? grainFactory = null) IGrainFactory grainFactory = null)
: ICommandHandler<OpenPositionRequest, Position> : ICommandHandler<OpenPositionRequest, Position>
{ {
public async Task<Position> Handle(OpenPositionRequest request) public async Task<Position> Handle(OpenPositionRequest request)
@@ -106,29 +105,6 @@ namespace Managing.Application.Trading.Handlers
if (!request.IsForPaperTrading) if (!request.IsForPaperTrading)
{ {
await tradingService.InsertPositionAsync(position); await tradingService.InsertPositionAsync(position);
// Notify platform summary about the opened position
try
{
var platformGrain = grainFactory?.GetGrain<IPlatformSummaryGrain>("platform-summary");
if (platformGrain != null)
{
var positionOpenedEvent = new PositionOpenedEvent
{
PositionId = position.Identifier,
Ticker = position.Ticker,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
Direction = position.OriginDirection
};
await platformGrain.OnPositionOpenedAsync(positionOpenedEvent);
}
}
catch (Exception)
{
// Log error but don't fail the position creation
// This is a non-critical notification
}
} }
return position; return position;