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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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47
src/Managing.Application/Grains/PlatformSummaryGrain.cs
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@@ -46,7 +46,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
// Set up reminder for daily snapshots using precise timing
var now = DateTime.UtcNow;
// Daily reminder - runs at midnight (00:00 UTC)
var nextDailyTime = CandleHelpers.GetNextExpectedCandleTime(Timeframe.OneDay, now);
var timeUntilNextDay = nextDailyTime - now;
@@ -98,7 +98,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
_state.State.TotalActiveStrategies = totalActiveStrategies;
_state.State.TotalPlatformVolume = totalVolume;
_state.State.TotalPlatformPnL = totalPnL;
_state.State.TotalOpenInterest = totalOpenInterest;
_state.State.OpenInterest = totalOpenInterest;
_state.State.TotalPositionCount = totalPositionCount;
_state.State.LastUpdated = DateTime.UtcNow;
_state.State.HasPendingChanges = false;
@@ -225,7 +225,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
public Task<decimal> GetTotalOpenInterest()
{
return Task.FromResult(_state.State.TotalOpenInterest);
return Task.FromResult(_state.State.OpenInterest);
}
public Task<int> GetTotalPositionCountAsync()
@@ -282,21 +282,15 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
try
{
_logger.LogInformation("Position closed: {PositionId} for {Ticker} with PnL: {PnL}",
evt.PositionId, evt.Ticker, evt.RealizedPnL);
evt.PositionIdentifier, evt.Ticker, evt.RealizedPnL);
// Validate event data
if (evt == null || evt.PositionId == Guid.Empty || evt.Ticker == Ticker.Unknown)
if (evt == null || evt.PositionIdentifier == 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;
@@ -308,9 +302,9 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
}
_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.OpenInterest = Math.Max(0, _state.State.OpenInterest - evt.Volume);
_state.State.HasPendingChanges = true;
await _state.WriteStateAsync();
@@ -321,17 +315,17 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
}
}
public async Task OnTradeExecutedAsync(TradeExecutedEvent evt)
public async Task OnPositionOpenAsync(PositionOpenEvent evt)
{
try
{
_logger.LogInformation("Trade executed: {TradeId} for {Ticker} with volume: {Volume}",
evt.TradeId, evt.Ticker, evt.Volume);
_logger.LogInformation("Position opened: {PositionIdentifier} for {Ticker} with volume: {Volume}",
evt.PositionIdentifier, evt.Ticker, evt.Volume);
// Validate event data
if (evt == null || evt.Ticker == Ticker.Unknown || evt.Volume <= 0)
{
_logger.LogWarning("Invalid TradeExecutedEvent received: {Event}", evt);
_logger.LogWarning("Invalid PositionOpenEvent received: {Event}", evt);
return;
}
@@ -344,18 +338,20 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
{
_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;
_state.State.OpenInterest += 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
@@ -363,13 +359,8 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
{
_state.State.PositionCountByDirection[evt.Direction] = 0;
}
_state.State.PositionCountByDirection[evt.Direction]++;
// Update PnL if provided
if (evt.PnL != 0)
{
_state.State.TotalPlatformPnL += evt.PnL;
}
_state.State.PositionCountByDirection[evt.Direction]++;
// Update fees if provided
if (evt.Fee > 0)
@@ -409,7 +400,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
_state.State.TotalActiveStrategies24hAgo = _state.State.TotalActiveStrategies;
_state.State.TotalPlatformPnL24hAgo = _state.State.TotalPlatformPnL;
_state.State.TotalPlatformVolume24hAgo = _state.State.TotalPlatformVolume;
_state.State.TotalOpenInterest24hAgo = _state.State.TotalOpenInterest;
_state.State.TotalOpenInterest24hAgo = _state.State.OpenInterest;
_state.State.TotalPositionCount24hAgo = _state.State.TotalPositionCount;
_state.State.TotalPlatformFees24hAgo = _state.State.TotalPlatformFees;
@@ -421,7 +412,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
TotalStrategies = _state.State.TotalActiveStrategies,
TotalVolume = _state.State.TotalPlatformVolume,
TotalPnL = _state.State.TotalPlatformPnL,
TotalOpenInterest = _state.State.TotalOpenInterest,
TotalOpenInterest = _state.State.OpenInterest,
TotalPositionCount = _state.State.TotalPositionCount,
TotalFees = _state.State.TotalPlatformFees
};
@@ -462,7 +453,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
TotalPlatformPnL = state.TotalPlatformPnL,
TotalPlatformVolume = state.TotalPlatformVolume,
TotalPlatformVolumeLast24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
TotalOpenInterest = state.TotalOpenInterest,
TotalOpenInterest = state.OpenInterest,
TotalPositionCount = state.TotalPositionCount,
TotalPlatformFees = state.TotalPlatformFees,
@@ -471,7 +462,7 @@ public class PlatformSummaryGrain : Grain, IPlatformSummaryGrain, IRemindable
StrategiesChange24h = state.TotalActiveStrategies - state.TotalActiveStrategies24hAgo,
PnLChange24h = state.TotalPlatformPnL - state.TotalPlatformPnL24hAgo,
VolumeChange24h = state.TotalPlatformVolume - state.TotalPlatformVolume24hAgo,
OpenInterestChange24h = state.TotalOpenInterest - state.TotalOpenInterest24hAgo,
OpenInterestChange24h = state.OpenInterest - state.TotalOpenInterest24hAgo,
PositionCountChange24h = state.TotalPositionCount - state.TotalPositionCount24hAgo,
FeesChange24h = state.TotalPlatformFees - state.TotalPlatformFees24hAgo,