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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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84
src/Managing.Api/Controllers/DataController.cs
View File

@@ -11,7 +11,6 @@ using Managing.Domain.Scenarios;
using Managing.Domain.Statistics;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Trades;
using MediatR;
using Microsoft.AspNetCore.Authorization;
using Microsoft.AspNetCore.Mvc;
@@ -455,19 +454,14 @@ public class DataController : ControllerBase
// Get all strategies for the specified user
var userStrategies = await _mediator.Send(new GetUserStrategiesCommand(agentName));
// Get all positions for all strategies in a single database call to avoid DbContext concurrency issues
var strategyIdentifiers = userStrategies.Select(s => s.Identifier).ToList();
var allPositions = await _tradingService.GetPositionsByInitiatorIdentifiersAsync(strategyIdentifiers);
var positionsByIdentifier = allPositions.GroupBy(p => p.InitiatorIdentifier)
.ToDictionary(g => g.Key, g => g.ToList());
// Get agent balance history for the last 30 days
var startDate = DateTime.UtcNow.AddDays(-30);
var endDate = DateTime.UtcNow;
var agentBalanceHistory = await _agentService.GetAgentBalances(agentName, startDate, endDate);
// Convert to detailed view model with additional information
var result = userStrategies.Select(strategy => MapStrategyToViewModel(strategy, positionsByIdentifier, agentBalanceHistory))
var result = userStrategies
.Select(strategy => MapStrategyToViewModelAsync(strategy, agentBalanceHistory))
.ToList();
return Ok(result);
@@ -511,78 +505,15 @@ public class DataController : ControllerBase
return Ok(result);
}
/// <summary>
/// Maps a trading bot to a strategy view model with detailed statistics using pre-fetched positions
/// </summary>
/// <param name="strategy">The trading bot to map</param>
/// <param name="positionsByIdentifier">Pre-fetched positions grouped by initiator identifier</param>
/// <param name="agentBalanceHistory">Agent balance history data</param>
/// <returns>A view model with detailed strategy information</returns>
private UserStrategyDetailsViewModel MapStrategyToViewModel(Bot strategy,
Dictionary<Guid, List<Position>> positionsByIdentifier, AgentBalanceHistory agentBalanceHistory)
{
// Calculate ROI percentage based on PnL relative to account value
decimal pnl = strategy.Pnl;
// If we had initial investment amount, we could calculate ROI like:
decimal initialInvestment = 1000; // Example placeholder, ideally should come from the account
decimal roi = pnl != 0 ? (pnl / initialInvestment) * 100 : 0;
// Calculate volume statistics
decimal totalVolume = strategy.Volume;
decimal volumeLast24h = strategy.Volume;
// Calculate win/loss statistics
(int wins, int losses) = (strategy.TradeWins, strategy.TradeLosses);
int winRate = wins + losses > 0 ? (wins * 100) / (wins + losses) : 0;
// Calculate ROI for last 24h
decimal roiLast24h = strategy.Roi;
// Get positions for this strategy from pre-fetched data
var positions = positionsByIdentifier.TryGetValue(strategy.Identifier, out var strategyPositions)
? strategyPositions
: new List<Position>();
// Convert agent balance history to wallet balances dictionary
var walletBalances = agentBalanceHistory?.AgentBalances?
.ToDictionary(b => b.Time, b => b.TotalValue) ?? new Dictionary<DateTime, decimal>();
return new UserStrategyDetailsViewModel
{
Name = strategy.Name,
State = strategy.Status,
PnL = pnl,
ROIPercentage = roi,
ROILast24H = roiLast24h,
Runtime = strategy.StartupTime,
WinRate = winRate,
TotalVolumeTraded = totalVolume,
VolumeLast24H = volumeLast24h,
Wins = wins,
Losses = losses,
Positions = positions,
Identifier = strategy.Identifier,
WalletBalances = walletBalances,
Ticker = strategy.Ticker
};
}
/// <summary>
/// Maps a trading bot to a strategy view model with detailed statistics
/// </summary>
/// <param name="strategy">The trading bot to map</param>
/// <param name="agentBalanceHistory">Agent balance history data</param>
/// <returns>A view model with detailed strategy information</returns>
private async Task<UserStrategyDetailsViewModel> MapStrategyToViewModelAsync(Bot strategy, AgentBalanceHistory agentBalanceHistory)
private async Task<UserStrategyDetailsViewModel> MapStrategyToViewModelAsync(Bot strategy,
AgentBalanceHistory agentBalanceHistory)
{
// Calculate ROI percentage based on PnL relative to account value
decimal pnl = strategy.Pnl;
// If we had initial investment amount, we could calculate ROI like:
decimal initialInvestment = 1000; // Example placeholder, ideally should come from the account
decimal roi = pnl != 0 ? (pnl / initialInvestment) * 100 : 0;
// Calculate volume statistics
decimal totalVolume = strategy.Volume;
decimal volumeLast24h = strategy.Volume;
@@ -591,8 +522,6 @@ public class DataController : ControllerBase
(int wins, int losses) = (strategy.TradeWins, strategy.TradeLosses);
int winRate = wins + losses > 0 ? (wins * 100) / (wins + losses) : 0;
// Calculate ROI for last 24h
decimal roiLast24h = strategy.Roi;
// Fetch positions associated with this bot
var positions = await _tradingService.GetPositionsByInitiatorIdentifierAsync(strategy.Identifier);
@@ -605,9 +534,8 @@ public class DataController : ControllerBase
{
Name = strategy.Name,
State = strategy.Status,
PnL = pnl,
ROIPercentage = roi,
ROILast24H = roiLast24h,
PnL = strategy.Pnl,
ROIPercentage = strategy.Roi,
Runtime = strategy.StartupTime,
WinRate = winRate,
TotalVolumeTraded = totalVolume,

5
src/Managing.Api/Models/Responses/UserStrategyDetailsViewModel.cs
View File

@@ -28,11 +28,6 @@ namespace Managing.Api.Models.Responses
/// </summary>
public decimal ROIPercentage { get; set; }
/// <summary>
/// Return on investment percentage in the last 24 hours
/// </summary>
public decimal ROILast24H { get; set; }
/// <summary>
/// Date and time when the strategy was started
/// </summary>

49
src/Managing.Application.Abstractions/Grains/IPlatformSummaryGrain.cs
View File

@@ -56,10 +56,12 @@ public interface IPlatformSummaryGrain : IGrainWithStringKey
/// </summary>
[OneWay]
Task UpdateActiveStrategyCountAsync(int newActiveCount);
[OneWay]
Task OnPositionClosedAsync(PositionClosedEvent evt);
[OneWay]
Task OnTradeExecutedAsync(TradeExecutedEvent evt);
Task OnPositionOpenAsync(PositionOpenEvent evt);
}
/// <summary>
@@ -68,59 +70,36 @@ public interface IPlatformSummaryGrain : IGrainWithStringKey
[GenerateSerializer]
public abstract class PlatformMetricsEvent
{
[Id(0)]
public DateTime Timestamp { get; set; } = DateTime.UtcNow;
[Id(0)] public DateTime Timestamp { get; set; } = DateTime.UtcNow;
}
/// <summary>
/// Event fired when a position is closed
/// </summary>
[GenerateSerializer]
public class PositionClosedEvent : PlatformMetricsEvent
{
[Id(1)]
public Guid PositionId { get; set; }
[Id(1)] public Guid PositionIdentifier { get; set; }
[Id(2)]
public Ticker Ticker { get; set; }
[Id(2)] public Ticker Ticker { get; set; }
[Id(3)]
public decimal RealizedPnL { get; set; }
[Id(3)] public decimal RealizedPnL { get; set; }
[Id(4)]
public decimal Volume { get; set; }
[Id(4)] public decimal Volume { get; set; }
}
/// <summary>
/// Event fired when a trade is executed
/// </summary>
[GenerateSerializer]
public class TradeExecutedEvent : PlatformMetricsEvent
public class PositionOpenEvent : PlatformMetricsEvent
{
[Id(1)]
public Guid TradeId { get; set; }
[Id(1)] public Ticker Ticker { get; set; }
[Id(2)]
public Guid PositionId { get; set; }
[Id(2)] public decimal Volume { get; set; }
[Id(3)]
public Guid StrategyId { get; set; }
[Id(3)] public decimal Fee { get; set; }
[Id(4)]
public Ticker Ticker { get; set; }
[Id(5)]
public decimal Volume { get; set; }
[Id(6)]
public decimal PnL { get; set; }
[Id(7)]
public decimal Fee { get; set; }
[Id(8)]
public TradeDirection Direction { get; set; }
[Id(4)] public TradeDirection Direction { get; set; }
[Id(5)] public Guid PositionIdentifier { get; set; }
}

90
src/Managing.Application.Abstractions/Grains/PlatformSummaryGrainState.cs
View File

@@ -9,105 +9,73 @@ namespace Managing.Application.Abstractions.Grains;
[GenerateSerializer]
public class PlatformSummaryGrainState
{
[Id(0)]
public DateTime LastUpdated { get; set; }
[Id(0)] public DateTime LastUpdated { get; set; }
[Id(1)]
public DateTime LastSnapshot { get; set; }
[Id(1)] public DateTime LastSnapshot { get; set; }
[Id(2)]
public bool HasPendingChanges { get; set; }
[Id(2)] public bool HasPendingChanges { get; set; }
// Current metrics
[Id(3)]
public int TotalAgents { get; set; }
[Id(3)] public int TotalAgents { get; set; }
[Id(4)]
public int TotalActiveStrategies { get; set; }
[Id(4)] public int TotalActiveStrategies { get; set; }
[Id(5)]
public decimal TotalPlatformPnL { get; set; }
[Id(5)] public decimal TotalPlatformPnL { get; set; }
[Id(6)]
public decimal TotalPlatformVolume { get; set; }
[Id(6)] public decimal TotalPlatformVolume { get; set; }
[Id(7)]
public decimal TotalOpenInterest { get; set; }
[Id(7)] public decimal OpenInterest { get; set; }
[Id(8)]
public int TotalPositionCount { get; set; }
[Id(8)] public int TotalPositionCount { get; set; }
[Id(20)]
public decimal TotalPlatformFees { get; set; }
[Id(20)] public decimal TotalPlatformFees { get; set; }
// 24-hour ago values (for comparison)
[Id(9)]
public int TotalAgents24hAgo { get; set; }
[Id(9)] public int TotalAgents24hAgo { get; set; }
[Id(10)]
public int TotalActiveStrategies24hAgo { get; set; }
[Id(10)] public int TotalActiveStrategies24hAgo { get; set; }
[Id(11)]
public decimal TotalPlatformPnL24hAgo { get; set; }
[Id(11)] public decimal TotalPlatformPnL24hAgo { get; set; }
[Id(12)]
public decimal TotalPlatformVolume24hAgo { get; set; }
[Id(12)] public decimal TotalPlatformVolume24hAgo { get; set; }
[Id(13)]
public decimal TotalOpenInterest24hAgo { get; set; }
[Id(13)] public decimal TotalOpenInterest24hAgo { get; set; }
[Id(14)]
public int TotalPositionCount24hAgo { get; set; }
[Id(14)] public int TotalPositionCount24hAgo { get; set; }
[Id(21)]
public decimal TotalPlatformFees24hAgo { get; set; }
[Id(21)] public decimal TotalPlatformFees24hAgo { get; set; }
// Historical snapshots
[Id(15)]
public List<DailySnapshot> DailySnapshots { get; set; } = new();
[Id(15)] public List<DailySnapshot> DailySnapshots { get; set; } = new();
// Volume breakdown by asset
[Id(16)]
public Dictionary<Ticker, decimal> VolumeByAsset { get; set; } = new();
[Id(16)] public Dictionary<Ticker, decimal> VolumeByAsset { get; set; } = new();
// Position count breakdown
[Id(17)]
public Dictionary<Ticker, int> PositionCountByAsset { get; set; } = new();
[Id(17)] public Dictionary<Ticker, int> PositionCountByAsset { get; set; } = new();
[Id(18)]
public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
[Id(18)] public Dictionary<TradeDirection, int> PositionCountByDirection { get; set; } = new();
}
/// <summary>
/// Daily snapshot of platform metrics
/// </summary>
[GenerateSerializer]
public class DailySnapshot
{
[Id(0)]
public DateTime Date { get; set; }
[Id(0)] public DateTime Date { get; set; }
[Id(1)]
public int TotalAgents { get; set; }
[Id(1)] public int TotalAgents { get; set; }
[Id(2)]
public int TotalStrategies { get; set; }
[Id(2)] public int TotalStrategies { get; set; }
[Id(3)]
public decimal TotalVolume { get; set; }
[Id(3)] public decimal TotalVolume { get; set; }
[Id(4)]
public decimal TotalPnL { get; set; }
[Id(4)] public decimal TotalPnL { get; set; }
[Id(5)]
public decimal TotalOpenInterest { get; set; }
[Id(5)] public decimal TotalOpenInterest { get; set; }
[Id(6)]
public int TotalPositionCount { get; set; }
[Id(6)] public int TotalPositionCount { get; set; }
[Id(7)]
public decimal TotalFees { get; set; }
[Id(7)] public decimal TotalFees { get; set; }
}

15
src/Managing.Application.Abstractions/Models/AgentSummaryUpdateEvent.cs
View File

@@ -9,18 +9,11 @@ namespace Managing.Application.Abstractions.Models;
[GenerateSerializer]
public class AgentSummaryUpdateEvent
{
[Id(0)]
public int UserId { get; set; }
[Id(0)] public Guid BotId { get; set; }
[Id(1)]
public Guid BotId { get; set; }
[Id(1)] public AgentSummaryEventType EventType { get; set; }
[Id(2)]
public AgentSummaryEventType EventType { get; set; }
[Id(2)] public DateTime Timestamp { get; set; } = DateTime.UtcNow;
[Id(3)]
public DateTime Timestamp { get; set; } = DateTime.UtcNow;
[Id(4)]
public string? AdditionalData { get; set; } // Optional additional context
[Id(3)] public string? AdditionalData { get; set; } // Optional additional context
}

2
src/Managing.Application.Tests/AgentGrainTests.cs
View File

@@ -50,7 +50,6 @@ public class AgentGrainTests
var botId = _mockState.Object.State.BotIds.First();
var updateEvent = new AgentSummaryUpdateEvent
{
UserId = 1,
BotId = botId,
EventType = AgentSummaryEventType.PositionOpened,
Timestamp = DateTime.UtcNow
@@ -76,7 +75,6 @@ public class AgentGrainTests
var agentGrain = CreateAgentGrain();
var updateEvent = new AgentSummaryUpdateEvent
{
UserId = 1,
BotId = Guid.NewGuid(), // Different bot ID
EventType = AgentSummaryEventType.PositionOpened,
Timestamp = DateTime.UtcNow

13
src/Managing.Application/Bots/Grains/LiveTradingBotGrain.cs
View File

@@ -350,17 +350,20 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
try
{
var agentGrain = GrainFactory.GetGrain<IAgentGrain>(_state.State.User.Id);
var balanceCheckResult = await agentGrain.CheckAndEnsureEthBalanceAsync(_state.State.Identifier, _tradingBot.Account.Name);
var balanceCheckResult =
await agentGrain.CheckAndEnsureEthBalanceAsync(_state.State.Identifier, _tradingBot.Account.Name);
if (!balanceCheckResult.IsSuccessful)
{
// Log the specific reason for the failure
await _tradingBot.LogWarning($"Balance check failed: {balanceCheckResult.Message} (Reason: {balanceCheckResult.FailureReason})");
await _tradingBot.LogWarning(
$"Balance check failed: {balanceCheckResult.Message} (Reason: {balanceCheckResult.FailureReason})");
// Check if the bot should stop due to this failure
if (balanceCheckResult.ShouldStopBot)
{
await _tradingBot.LogWarning($"Stopping bot due to balance check failure: {balanceCheckResult.Message}");
await _tradingBot.LogWarning(
$"Stopping bot due to balance check failure: {balanceCheckResult.Message}");
await StopAsync();
return;
}
@@ -371,10 +374,6 @@ public class LiveTradingBotGrain : Grain, ILiveTradingBotGrain, IRemindable
return;
}
}
else
{
await _tradingBot.LogInformation($"Balance check successful: {balanceCheckResult.Message}");
}
}
catch (Exception ex)
{

186
src/Managing.Application/Bots/TradingBotBase.cs
View File

@@ -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)]; });
}
});
@@ -434,7 +429,10 @@ 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())
{
@@ -482,11 +480,12 @@ public class TradingBotBase : ITradingBot
$"🔍 **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)
{
@@ -498,7 +497,8 @@ public class TradingBotBase : ITradingBot
// 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)
@@ -664,8 +667,9 @@ 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
@@ -675,7 +679,6 @@ public class TradingBotBase : ITradingBot
// 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
}
@@ -830,7 +830,8 @@ public class TradingBotBase : ITradingBot
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;
}
@@ -1076,7 +1077,8 @@ 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
@@ -1085,7 +1087,8 @@ public class TradingBotBase : ITradingBot
}
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();
@@ -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>
@@ -2018,7 +1970,9 @@ public class TradingBotBase : ITradingBot
// 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,
@@ -2036,45 +1990,14 @@ public class TradingBotBase : ITradingBot
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,
@@ -2110,19 +2032,30 @@ public class TradingBotBase : ITradingBot
{
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);
}
}
}

43
src/Managing.Application/Grains/PlatformSummaryGrain.cs
View File

@@ -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;
@@ -310,7 +304,7 @@ 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,