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Fix ROI

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This commit is contained in:
cryptooda
2025-09-24 01:19:10 +07:00
parent 40f3c66694
commit 9bdfb989c1
9 changed files with 202 additions and 419 deletions
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214
src/Managing.Application/Bots/TradingBotBase.cs
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@@ -99,9 +99,6 @@ public class TradingBotBase : ITradingBot
// Notify AgentGrain about bot startup
await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.BotStarted,
$"Bot: {Config.Name}, Ticker: {Config.Ticker}");
// Notify platform summary about active strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
break;
case BotStatus.Running:
@@ -390,11 +387,9 @@ public class TradingBotBase : ITradingBot
}
else
{
brokerPositions = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(_scopeFactory,
async exchangeService =>
{
return [.. await exchangeService.GetBrokerPositions(Account)];
});
brokerPositions = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService => { return [.. await exchangeService.GetBrokerPositions(Account)]; });
}
});
@@ -421,7 +416,7 @@ public class TradingBotBase : ITradingBot
if (!internalPosition.Status.Equals(PositionStatus.New))
{
internalPosition.Status = PositionStatus.Filled;
// Update Open trade status when position becomes Filled
if (internalPosition.Open != null)
{
@@ -434,8 +429,11 @@ public class TradingBotBase : ITradingBot
if (internalPosition.Status == PositionStatus.New)
{
var orders = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Trade>>(_scopeFactory,
async exchangeService => { return [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)]; });
async exchangeService =>
{
return [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)];
});
if (orders.Any())
{
var ordersCount = orders.Count();
@@ -480,25 +478,27 @@ public class TradingBotBase : ITradingBot
// 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);
});
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);
$"Position found on broker with 2 orders: {internalPosition.Identifier}",
internalPosition);
}
else
{
@@ -519,11 +519,13 @@ public class TradingBotBase : ITradingBot
await HandleClosedPosition(positionForSignal);
}
}
else if (internalPosition.Status == PositionStatus.Finished || internalPosition.Status == PositionStatus.Flipped)
else if (internalPosition.Status == PositionStatus.Finished ||
internalPosition.Status == PositionStatus.Flipped)
{
await HandleClosedPosition(positionForSignal);
}
else if (internalPosition.Status == PositionStatus.Filled || internalPosition.Status == PositionStatus.PartiallyFilled)
else if (internalPosition.Status == PositionStatus.Filled ||
internalPosition.Status == PositionStatus.PartiallyFilled)
{
Candle lastCandle = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
@@ -619,7 +621,8 @@ public class TradingBotBase : ITradingBot
}
}
}
else if (internalPosition.Status == PositionStatus.Rejected || internalPosition.Status == PositionStatus.Canceled)
else if (internalPosition.Status == PositionStatus.Rejected ||
internalPosition.Status == PositionStatus.Canceled)
{
await LogWarning($"Open position trade is rejected for signal {signal.Identifier}");
if (signal.Status == SignalStatus.PositionOpen)
@@ -664,18 +667,18 @@ public class TradingBotBase : ITradingBot
}
}
if (!Config.IsForBacktest){
// Update position in database with broker data
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)
@@ -807,9 +810,6 @@ public class TradingBotBase : ITradingBot
await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionOpened,
$"Signal: {signal.Identifier}", position);
// Publish TradeExecutedEvent for the opening trade (this handles both position opening and trade execution)
await PublishTradeExecutedEventAsync(position.Open, position, signal.Identifier, 0);
Logger.LogInformation($"Position requested");
return position; // Return the created position without adding to list
}
@@ -828,10 +828,11 @@ public class TradingBotBase : ITradingBot
// Handle insufficient funds errors with user-friendly messaging
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
await LogWarning(ex.UserMessage);
// Log the technical details for debugging
Logger.LogError(ex, "Insufficient funds error for signal {SignalId}: {ErrorMessage}", signal.Identifier, ex.Message);
Logger.LogError(ex, "Insufficient funds error for signal {SignalId}: {ErrorMessage}", signal.Identifier,
ex.Message);
return null;
}
catch (Exception ex)
@@ -1066,7 +1067,7 @@ public class TradingBotBase : ITradingBot
if (currentCandle != null)
{
List<Candle> recentCandles = null;
if (Config.IsForBacktest)
{
recentCandles = LastCandle != null ? new List<Candle>() { LastCandle } : new List<Candle>();
@@ -1076,16 +1077,18 @@ public class TradingBotBase : ITradingBot
// Use CandleStoreGrain to get recent candles instead of calling exchange service directly
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var grainKey = CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
var grainKey =
CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
var grain = grainFactory.GetGrain<ICandleStoreGrain>(grainKey);
try
{
recentCandles = await grain.GetLastCandle(5);
}
catch (Exception ex)
{
Logger.LogError(ex, "Error retrieving recent candles from CandleStoreGrain for {GrainKey}", grainKey);
Logger.LogError(ex, "Error retrieving recent candles from CandleStoreGrain for {GrainKey}",
grainKey);
recentCandles = new List<Candle>();
}
});
@@ -1218,10 +1221,8 @@ public class TradingBotBase : ITradingBot
// Update position in database with all trade changes
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
await tradingService.UpdatePositionAsync(position);
});
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory,
async tradingService => { await tradingService.UpdatePositionAsync(position); });
}
// Update the last position closing time for cooldown period tracking
@@ -1235,7 +1236,8 @@ public class TradingBotBase : ITradingBot
Config.BotTradingBalance += position.ProfitAndLoss.Realized;
Logger.LogInformation(
string.Format("💰 **Balance Updated**\nNew bot trading balance: `${0:F2}`", Config.BotTradingBalance));
string.Format("💰 **Balance Updated**\nNew bot trading balance: `${0:F2}`",
Config.BotTradingBalance));
}
// Notify AgentGrain about position closing
@@ -1244,13 +1246,6 @@ public class TradingBotBase : ITradingBot
: "PnL: Unknown";
await NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType.PositionClosed,
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
{
@@ -1260,8 +1255,11 @@ public class TradingBotBase : ITradingBot
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
messengerService => { messengerService.SendClosingPosition(position);
return Task.CompletedTask; });
messengerService =>
{
messengerService.SendClosingPosition(position);
return Task.CompletedTask;
});
}
await CancelAllOrders();
@@ -1330,7 +1328,7 @@ public class TradingBotBase : ITradingBot
Positions.Values.First(p => p.SignalIdentifier == signalIdentifier).Status = positionStatus;
await LogInformation(
$"📊 **Position Status Change**\nPosition: `{signalIdentifier}`\nStatus: `{position.Status}` → `{positionStatus}`");
// Update Open trade status when position becomes Filled
if (positionStatus == PositionStatus.Filled && position.Open != null)
{
@@ -1444,7 +1442,7 @@ public class TradingBotBase : ITradingBot
// Network Fee: $0.50 for opening position only
// Closing is handled by oracle, so no network fee for closing
var networkFeeForOpening = 0.50m;
var networkFeeForOpening = 0.15m;
fees += networkFeeForOpening;
return fees;
@@ -1456,9 +1454,6 @@ public class TradingBotBase : ITradingBot
Config.IsForWatchingOnly = !Config.IsForWatchingOnly;
await LogInformation(
$"🔄 **Watch Mode Toggle**\nBot: `{Config.Name}`\nWatch Only: `{(Config.IsForWatchingOnly ? "ON" : "OFF")}`");
// Notify platform summary about strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
}
/// <summary>
@@ -1467,9 +1462,6 @@ public class TradingBotBase : ITradingBot
public async Task StopBot()
{
await LogInformation($"🛑 **Bot Stopped**\nBot: `{Config.Name}`\nTicker: `{Config.Ticker}`");
// Notify platform summary about strategy count change
await NotifyPlatformSummaryAboutStrategyCount();
}
public async Task LogInformation(string message)
@@ -1953,46 +1945,6 @@ public class TradingBotBase : ITradingBot
return isInCooldown;
}
/// <summary>
/// Publishes a TradeExecutedEvent to the platform summary grain
/// </summary>
/// <param name="trade">The trade that was executed</param>
/// <param name="position">The position this trade belongs to</param>
/// <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)
{
return; // Skip notifications for backtest
}
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
var tradeExecutedEvent = new TradeExecutedEvent
{
TradeId = Guid.NewGuid(), // Generate new ID for the event
PositionId = position.Identifier,
StrategyId = position.InitiatorIdentifier,
Ticker = position.Ticker,
Volume = trade.Price * trade.Quantity * trade.Leverage,
PnL = pnl,
Fee = trade.Fee,
Direction = trade.Direction
};
await platformGrain.OnTradeExecutedAsync(tradeExecutedEvent);
Logger.LogDebug("Published TradeExecutedEvent for trade {TradeId} in position {PositionId}", tradeExecutedEvent.TradeId, position.Identifier);
});
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to publish TradeExecutedEvent for position {PositionId}", position.Identifier);
}
}
/// <summary>
/// Gets the trade that was used to close the position
/// </summary>
@@ -2013,12 +1965,14 @@ public class TradingBotBase : ITradingBot
{
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;
var closeDirection = position.OriginDirection == TradeDirection.Long
? TradeDirection.Short
: TradeDirection.Long;
return new Trade(
DateTime.UtcNow,
closeDirection,
@@ -2032,49 +1986,18 @@ public class TradingBotBase : ITradingBot
"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)
private async Task NotifyAgentAndPlatformGrainAsync(AgentSummaryEventType eventType, string additionalData = null,
Position position = null)
{
if (Config.IsForBacktest)
{
@@ -2092,7 +2015,6 @@ public class TradingBotBase : ITradingBot
var updateEvent = new AgentSummaryUpdateEvent
{
UserId = Account.User.Id,
BotId = Identifier,
EventType = eventType,
Timestamp = DateTime.UtcNow,
@@ -2105,24 +2027,35 @@ public class TradingBotBase : ITradingBot
// 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);
Logger.LogDebug(
"Position opened notification sent via TradeExecutedEvent for position {PositionId}",
position.Identifier);
var positionOpenEvent = new PositionOpenEvent
{
PositionIdentifier = position.Identifier,
Ticker = position.Ticker,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
Fee = position.Open.Fee
};
await platformGrain.OnPositionOpenAsync(positionOpenEvent);
break;
case AgentSummaryEventType.PositionClosed when position != null:
var positionClosedEvent = new PositionClosedEvent
{
PositionId = position.Identifier,
PositionIdentifier = 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);
Logger.LogDebug("Sent platform position closed notification for position {PositionId}",
position.Identifier);
break;
}
});
@@ -2132,5 +2065,4 @@ public class TradingBotBase : ITradingBot
Logger.LogError(ex, "Failed to send notifications: {EventType} for bot {BotId}", eventType, Identifier);
}
}
}