Files
managing-apps/src/Managing.Application/Bots/TradingBotBase.cs
2025-11-26 10:38:24 +07:00

3101 lines
139 KiB
C#

using System.Diagnostics;
using Managing.Application.Abstractions;
using Managing.Application.Abstractions.Grains;
using Managing.Application.Abstractions.Services;
using Managing.Application.Trading.Commands;
using Managing.Application.Trading.Handlers;
using Managing.Common;
using Managing.Core;
using Managing.Core.Exceptions;
using Managing.Domain.Accounts;
using Managing.Domain.Bots;
using Managing.Domain.Candles;
using Managing.Domain.Indicators;
using Managing.Domain.Scenarios;
using Managing.Domain.Shared.Helpers;
using Managing.Domain.Strategies;
using Managing.Domain.Strategies.Base;
using Managing.Domain.Synth.Models;
using Managing.Domain.Trades;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Logging;
using Newtonsoft.Json;
using Orleans.Streams;
using static Managing.Common.Enums;
namespace Managing.Application.Bots;
public class TradingBotBase : ITradingBot
{
public readonly ILogger<TradingBotBase> Logger;
private readonly IServiceScopeFactory _scopeFactory;
private readonly IStreamProvider? _streamProvider;
private const int NEW_POSITION_GRACE_SECONDS = 45; // grace window before evaluating missing orders
private const int
CLOSE_POSITION_GRACE_MS = 20000; // grace window before closing position to allow broker processing (20 seconds)
public TradingBotConfig Config { get; set; }
public Account Account { get; set; }
public Dictionary<string, LightSignal> Signals { get; set; }
public Dictionary<Guid, Position> Positions { get; set; }
public Dictionary<DateTime, decimal> WalletBalances { get; set; }
private decimal _currentBalance;
public DateTime PreloadSince { get; set; }
public int PreloadedCandlesCount { get; set; }
public long ExecutionCount { get; set; } = 0;
public Guid Identifier { get; set; } = Guid.Empty;
public Candle LastCandle { get; set; }
public DateTime? LastPositionClosingTime { get; set; }
public TradingBotBase(
ILogger<TradingBotBase> logger,
IServiceScopeFactory scopeFactory,
TradingBotConfig config,
IStreamProvider? streamProvider = null
)
{
_scopeFactory = scopeFactory;
_streamProvider = streamProvider;
Logger = logger;
Config = config;
Signals = new Dictionary<string, LightSignal>();
Positions = new Dictionary<Guid, Position>();
WalletBalances = new Dictionary<DateTime, decimal>();
_currentBalance = config.BotTradingBalance;
PreloadSince = CandleHelpers.GetBotPreloadSinceFromTimeframe(config.Timeframe);
}
public async Task Start(BotStatus previousStatus)
{
if (!Config.IsForBacktest)
{
// Start async initialization in the background without blocking
try
{
await LoadAccount();
await LoadLastCandle();
if (Account == null)
{
await LogWarning($"Account {Config.AccountName} not found. Bot cannot start.");
throw new ArgumentException("Account not found");
}
switch (previousStatus)
{
case BotStatus.Saved:
var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString()).ToList();
var modeText = Config.IsForWatchingOnly ? "Watch Only" :
Config.IsForCopyTrading ? "Copy Trading" : "Live Trading";
var startupMessage = $"🚀 Bot Started Successfully\n\n" +
$"📊 Trading Setup:\n" +
$"🎯 Ticker: `{Config.Ticker}`\n" +
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
$"🎮 Scenario: `{Config.Scenario?.Name ?? "Unknown"}`\n" +
$"💰 Balance: `${Config.BotTradingBalance:F2}`\n" +
$"👀 Mode: `{modeText}`\n\n" +
(Config.IsForCopyTrading
? ""
: $"📈 Active Indicators: `{string.Join(", ", indicatorNames)}`\n\n") +
$"✅ Ready to monitor signals and execute trades\n" +
$"📢 Notifications will be sent when positions are triggered";
await LogInformation(startupMessage);
break;
case BotStatus.Running:
return;
case BotStatus.Stopped:
// If status was Stopped we log a message to inform the user that the bot is restarting
await LogInformation($"🔄 Bot Restarted\n" +
$"📊 Resuming operations with {Signals.Count} signals and {Positions.Count} positions\n" +
$"✅ Ready to continue trading");
break;
default:
// Handle any other status if needed
break;
}
}
catch (Exception ex)
{
Logger.LogError(ex, "Error during bot startup: {Message}", ex.Message);
}
}
}
public async Task LoadLastCandle()
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var grainKey = CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
var grain = grainFactory.GetGrain<ICandleStoreGrain>(grainKey);
try
{
// Add a small delay to ensure grain is fully activated
await Task.Delay(100);
var lastCandles = await grain.GetLastCandle(1);
LastCandle = lastCandles.FirstOrDefault();
}
catch (InvalidOperationException ex) when (ex.Message.Contains("invalid activation"))
{
Logger.LogWarning("Grain activation failed for {GrainKey}, retrying in 1 second...", grainKey);
// Wait a bit longer and retry once
await Task.Delay(1000);
try
{
var lastCandles = await grain.GetLastCandle(1);
LastCandle = lastCandles.FirstOrDefault();
}
catch (Exception retryEx)
{
Logger.LogError(retryEx, "Failed to load last candle for {GrainKey} after retry", grainKey);
LastCandle = null;
}
}
catch (Exception ex)
{
Logger.LogError(ex, "Error loading last candle for {GrainKey}", grainKey);
LastCandle = null;
}
});
}
public async Task LoadAccount()
{
if (Config.IsForBacktest) return;
await ServiceScopeHelpers.WithScopedService<IAccountService>(_scopeFactory, async accountService =>
{
var account = await accountService.GetAccountByAccountName(Config.AccountName, false, false);
Account = account;
});
}
/// <summary>
/// Verifies the actual USDC balance and updates the config if the actual balance is less than the configured balance.
/// This prevents bots from trying to trade with more funds than are actually available.
/// </summary>
public async Task VerifyAndUpdateBalance()
{
if (Config.IsForBacktest) return;
if (Account == null)
{
Logger.LogWarning("Cannot verify balance: Account is null");
return;
}
try
{
// Fetch actual USDC balance
var actualBalance = await ServiceScopeHelpers.WithScopedService<IExchangeService, decimal>(_scopeFactory,
async exchangeService =>
{
var balances = await exchangeService.GetBalances(Account);
var usdcBalance = balances.FirstOrDefault(b => b.TokenName?.ToUpper() == "USDC");
return usdcBalance?.Amount ?? 0;
});
// Check if actual balance is less than configured balance
if (actualBalance < Config.BotTradingBalance)
{
Logger.LogWarning(
"Actual USDC balance ({ActualBalance:F2}) is less than configured balance ({ConfiguredBalance:F2}). Updating configuration.",
actualBalance, Config.BotTradingBalance);
// Create new config with updated balance
var newConfig = Config;
newConfig.BotTradingBalance = actualBalance;
// Use UpdateConfiguration to notify and log the change
await UpdateConfiguration(newConfig);
}
else
{
Logger.LogDebug(
"Balance verification passed. Actual: {ActualBalance:F2}, Configured: {ConfiguredBalance:F2}",
actualBalance, Config.BotTradingBalance);
}
}
catch (Exception ex)
{
Logger.LogError(ex, "Error verifying and updating balance");
}
}
public async Task Run()
{
// Update signals for live trading only
if (!Config.IsForBacktest)
{
if (!Config.IsForCopyTrading)
{
await UpdateSignals();
}
await LoadLastCandle();
}
if (!Config.IsForWatchingOnly)
await ManagePositions();
UpdateWalletBalances();
if (!Config.IsForBacktest)
{
ExecutionCount++;
Logger.LogInformation(
"[{CopyTrading}][{AgentName}] Bot Status {Name} - ServerDate: {ServerDate}, LastCandleDate: {LastCandleDate}, Signals: {SignalCount}, Executions: {ExecutionCount}, Positions: {PositionCount}",
Config.IsForCopyTrading ? "CopyTrading" : "LiveTrading", Account.User.AgentName, Config.Name,
DateTime.UtcNow, LastCandle?.Date, Signals.Count, ExecutionCount, Positions.Count);
Logger.LogInformation("[{AgentName}] Internal Positions : {Position}", Account.User.AgentName,
string.Join(", ",
Positions.Values.Select(p => $"{p.SignalIdentifier} - Status: {p.Status}")));
}
}
public async Task UpdateSignals(HashSet<Candle> candles = null)
{
await UpdateSignals(candles, null);
}
public async Task UpdateSignals(HashSet<Candle> candles,
Dictionary<IndicatorType, IndicatorsResultBase> preCalculatedIndicatorValues = null)
{
// Skip indicator checking if flipping is disabled and there's an open position
// This prevents unnecessary indicator calculations when we can't act on signals anyway
if (!Config.FlipPosition && Positions.Any(p => p.Value.IsOpen()))
{
Logger.LogDebug(
$"Skipping signal update: Position open and flip disabled. Open positions: {Positions.Count(p => p.Value.IsOpen())}");
return;
}
// Check if we're in cooldown period for any direction
if (await IsInCooldownPeriodAsync())
{
// Still in cooldown period, skip signal generation
return;
}
if (Config.IsForBacktest)
{
var backtestSignal = TradingBox.GetSignal(candles, Config.Scenario, Signals, Config.Scenario.LoopbackPeriod,
preCalculatedIndicatorValues);
if (backtestSignal == null) return;
await AddSignal(backtestSignal);
}
else
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var scenarioRunnerGrain = grainFactory.GetGrain<IScenarioRunnerGrain>(Guid.NewGuid());
var signal = await scenarioRunnerGrain.GetSignals(Config, Signals, Account.Exchange, LastCandle);
if (signal == null) return;
await AddSignal(signal);
});
}
}
private async Task<LightSignal> RecreateSignalFromPosition(Position position)
{
try
{
// Create a dummy candle for the position opening time
var positionCandle = new Candle
{
Date = position.Open.Date,
OpenTime = position.Open.Date,
Open = position.Open.Price,
Close = position.Open.Price,
High = position.Open.Price,
Low = position.Open.Price,
Volume = 0,
Exchange = TradingExchanges.Evm,
Ticker = Config.Ticker,
Timeframe = Config.Timeframe
};
// Create a new signal based on position information
var recreatedSignal = new LightSignal(
ticker: Config.Ticker,
direction: position.OriginDirection,
confidence: Confidence.Medium, // Default confidence for recreated signals
candle: positionCandle,
date: position.Open.Date,
exchange: TradingExchanges.Evm,
indicatorType: IndicatorType.Stc, // Use a valid strategy type for recreated signals
signalType: SignalType.Signal,
indicatorName: "RecreatedSignal"
);
// Since Signal identifier is auto-generated, we need to update our position
// to use the new signal identifier, or find another approach
// For now, let's update the position's SignalIdentifier to match the recreated signal
position.SignalIdentifier = recreatedSignal.Identifier;
recreatedSignal.Status = SignalStatus.PositionOpen;
// Add the recreated signal to our collection
Signals.Add(recreatedSignal.Identifier, recreatedSignal);
await LogInformation(
$"🔍 Signal Recovery Success\nRecreated signal: `{recreatedSignal.Identifier}`\nFor position: `{position.Identifier}`");
return recreatedSignal;
}
catch (Exception ex)
{
await LogWarning($"Error recreating signal for position {position.Identifier}: {ex.Message}");
return null;
}
}
private async Task ManagePositions()
{
// Recovery Logic: Check for recently canceled positions that might need recovery
await RecoverRecentlyCanceledPositions();
// Early exit optimization - skip if no positions to manage
// Optimized: Use for loop to avoid multiple iterations
bool hasOpenPositions = false;
foreach (var position in Positions.Values)
{
if (!position.IsFinished())
{
hasOpenPositions = true;
break;
}
}
bool hasWaitingSignals = false;
if (!hasOpenPositions) // Only check signals if no open positions
{
foreach (var signal in Signals.Values)
{
if (signal.Status == SignalStatus.WaitingForPosition)
{
hasWaitingSignals = true;
break;
}
}
}
if (!hasOpenPositions && !hasWaitingSignals)
return;
// First, process all existing positions that are not finished
// Optimized: Inline the filter to avoid LINQ overhead
foreach (var position in Positions.Values)
{
if (position.IsFinished())
continue;
var signalForPosition = Signals[position.SignalIdentifier];
if (signalForPosition == null)
{
await LogInformation(
$"🔍 Signal Recovery\nSignal not found for position `{position.Identifier}`\nRecreating signal from position data...");
// Recreate the signal based on position information
signalForPosition = await RecreateSignalFromPosition(position);
if (signalForPosition == null)
{
await LogWarning($"Failed to recreate signal for position {position.Identifier}");
continue;
}
}
// Ensure signal status is correctly set to PositionOpen if position is not finished
if (signalForPosition.Status != SignalStatus.PositionOpen && position.Status != PositionStatus.Finished)
{
await LogInformation(
$"🔄 Signal Status Update\nSignal: `{signalForPosition.Identifier}`\nStatus: `{signalForPosition.Status}` → `PositionOpen`");
SetSignalStatus(signalForPosition.Identifier, SignalStatus.PositionOpen);
}
await UpdatePosition(signalForPosition, position);
}
// Then, open positions for signals waiting for a position open
// But first, check if we already have a position for any of these signals
var signalsWaitingForPosition = Signals.Values.Where(s => s.Status == SignalStatus.WaitingForPosition);
foreach (var signal in signalsWaitingForPosition)
{
if (LastCandle != null && signal.Date < LastCandle.Date)
{
await LogWarning(
$"❌ Signal Expired\nSignal `{signal.Identifier}` is older than last candle `{LastCandle.Date}`\nStatus: `Expired`");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
continue;
}
// Check if we already have a position for this signal (in case it was added but not processed yet)
var existingPosition = Positions.Values.FirstOrDefault(p => p.SignalIdentifier == signal.Identifier);
if (existingPosition != null)
{
// Position already exists for this signal, update signal status
await LogInformation(
$"🔄 Signal Status Update\nSignal: `{signal.Identifier}`\nStatus: `{signal.Status}` → `PositionOpen`\nPosition already exists: `{existingPosition.Identifier}`");
SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
continue;
}
// No existing position found, proceed to open a new one
var newlyCreatedPosition = await OpenPosition(signal);
// Position is now added to Positions collection inside OpenPosition method
// No need to add it here again
}
}
private void UpdateWalletBalances()
{
var date = Config.IsForBacktest ? LastCandle?.Date ?? DateTime.UtcNow : DateTime.UtcNow;
if (WalletBalances.Count == 0)
{
WalletBalances[date] = _currentBalance;
return;
}
if (!WalletBalances.ContainsKey(date))
{
WalletBalances[date] = _currentBalance;
}
}
private async Task UpdatePosition(LightSignal signal, Position positionForSignal)
{
try
{
// Skip processing if position is already canceled or rejected (never filled)
if (positionForSignal.Status == PositionStatus.Canceled ||
positionForSignal.Status == PositionStatus.Rejected)
{
await LogDebug(
$"Skipping update for position {positionForSignal.Identifier} - status is {positionForSignal.Status} (never filled)");
return;
}
Position internalPosition = null;
var brokerPositions = await ServiceScopeHelpers.WithScopedService<ITradingService, List<Position>>(
_scopeFactory, async tradingService =>
{
internalPosition = Config.IsForBacktest
? positionForSignal
: await tradingService.GetPositionByIdentifierAsync(positionForSignal.Identifier);
if (Config.IsForBacktest)
{
return new List<Position> { internalPosition };
}
else
{
return await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService =>
{
return [.. await exchangeService.GetBrokerPositions(Account)];
});
}
});
if (!Config.IsForBacktest)
{
// Improved broker position matching with more robust logic
var brokerPosition = brokerPositions
.Where(p => p.Ticker == Config.Ticker)
.OrderByDescending(p => p.Open?.Date ?? DateTime.MinValue)
.FirstOrDefault(p => p.OriginDirection == positionForSignal.OriginDirection);
if (brokerPosition != null)
{
var previousPositionStatus = internalPosition.Status;
// Position found on the broker, means the position is filled
var brokerPnlBeforeFees = brokerPosition.GetPnLBeforeFees();
UpdatePositionPnl(positionForSignal.Identifier, brokerPnlBeforeFees);
var totalFees = internalPosition.GasFees + internalPosition.UiFees;
var netPnl = brokerPnlBeforeFees - totalFees;
internalPosition.ProfitAndLoss = new ProfitAndLoss { Realized = brokerPnlBeforeFees, Net = netPnl };
internalPosition.Status = PositionStatus.Filled;
await SetPositionStatus(internalPosition.SignalIdentifier, PositionStatus.Filled);
internalPosition.Open.SetStatus(TradeStatus.Filled);
positionForSignal.Open.SetStatus(TradeStatus.Filled);
internalPosition.Open.Price = brokerPosition.Open.Price;
positionForSignal.Open.Price = brokerPosition.Open.Price;
// Update Open trade ExchangeOrderId if broker position has one
if (brokerPosition.Open?.ExchangeOrderId != null && internalPosition.Open != null)
{
internalPosition.Open.SetExchangeOrderId(brokerPosition.Open.ExchangeOrderId);
positionForSignal.Open.SetExchangeOrderId(brokerPosition.Open.ExchangeOrderId);
}
// Update Stop Loss and Take Profit trades with correct ExchangeOrderId from broker
if (brokerPosition.StopLoss != null && internalPosition.StopLoss != null)
{
internalPosition.StopLoss.SetExchangeOrderId(brokerPosition.StopLoss.ExchangeOrderId);
positionForSignal.StopLoss.SetExchangeOrderId(brokerPosition.StopLoss.ExchangeOrderId);
}
if (brokerPosition.TakeProfit1 != null && internalPosition.TakeProfit1 != null)
{
internalPosition.TakeProfit1.SetExchangeOrderId(brokerPosition.TakeProfit1.ExchangeOrderId);
positionForSignal.TakeProfit1.SetExchangeOrderId(brokerPosition.TakeProfit1.ExchangeOrderId);
}
if (brokerPosition.TakeProfit2 != null && internalPosition.TakeProfit2 != null)
{
internalPosition.TakeProfit2.SetExchangeOrderId(brokerPosition.TakeProfit2.ExchangeOrderId);
positionForSignal.TakeProfit2.SetExchangeOrderId(brokerPosition.TakeProfit2.ExchangeOrderId);
}
await UpdatePositionDatabase(internalPosition);
if (previousPositionStatus != PositionStatus.Filled &&
internalPosition.Status == PositionStatus.Filled)
{
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionOpened, internalPosition);
}
else
{
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionUpdated, internalPosition);
}
}
else
{
// Position not found in broker's active positions list
// Need to verify if it was actually closed or just not returned by the API
if (internalPosition.Status.Equals(PositionStatus.Filled))
{
Logger.LogWarning(
$"⚠️ Position Sync Issue Detected\n" +
$"Internal position {internalPosition.Identifier} shows Filled\n" +
$"But not found in broker positions list (Count: {brokerPositions.Count})\n" +
$"Checking position history before marking as closed...");
// Verify in exchange history before assuming it's closed
var (existsInHistory, hadWeb3ProxyError) =
await CheckPositionInExchangeHistory(positionForSignal);
if (hadWeb3ProxyError)
{
// Web3Proxy error - don't assume position is closed, wait for next cycle
await LogWarning(
$"⏳ Web3Proxy Error During Position Verification\n" +
$"Position: `{positionForSignal.Identifier}`\n" +
$"Cannot verify if position is closed\n" +
$"Will retry on next execution cycle");
// Don't change position status, wait for next cycle
return;
}
else if (existsInHistory)
{
// Position was actually filled and closed by the exchange
Logger.LogInformation(
$"✅ Position Confirmed Closed via History\n" +
$"Position {internalPosition.Identifier} found in exchange history\n" +
$"Proceeding with HandleClosedPosition");
internalPosition.Status = PositionStatus.Finished;
await HandleClosedPosition(internalPosition);
return;
}
else
{
// Position not in history either - could be API issue or timing problem
// Don't immediately close, just log warning and retry next cycle
await LogDebug(
$"⚠️ Position Synchronization Warning\n" +
$"Position `{internalPosition.Identifier}` ({internalPosition.OriginDirection} {Config.Ticker})\n" +
$"Not found in broker positions OR exchange history\n" +
$"Status: `{internalPosition.Status}`\n" +
$"This could indicate:\n" +
$"• API returned incomplete data\n" +
$"• Timing issue with broker API\n" +
$"• Position direction mismatch\n" +
$"Will retry verification on next cycle before taking action");
}
}
}
}
if (internalPosition.Status == PositionStatus.New)
{
// Grace period: give the broker time to register open orders before we evaluate
var now = Config.IsForBacktest ? (LastCandle?.Date ?? DateTime.UtcNow) : DateTime.UtcNow;
var secondsSinceOpenRequest = (now - positionForSignal.Open.Date).TotalSeconds;
if (secondsSinceOpenRequest < NEW_POSITION_GRACE_SECONDS)
{
var remaining = NEW_POSITION_GRACE_SECONDS - secondsSinceOpenRequest;
await LogInformation(
$"⏳ Waiting for broker confirmation\nElapsed: `{secondsSinceOpenRequest:F0}s`\nGrace left: `{remaining:F0}s`");
return; // skip early checks until grace period elapses
}
var orders = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Trade>>(_scopeFactory,
async exchangeService =>
{
return [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)];
});
if (orders.Any())
{
var ordersCount = orders.Count();
if (ordersCount >= 3)
{
var currentTime = Config.IsForBacktest ? LastCandle?.Date ?? DateTime.UtcNow : DateTime.UtcNow;
var timeSinceRequest = currentTime - positionForSignal.Open.Date;
var waitTimeMinutes = 10;
if (timeSinceRequest.TotalMinutes >= waitTimeMinutes)
{
await LogWarning(
$"⚠️ Orders Cleanup\nTime elapsed: {waitTimeMinutes}min\nCanceling all orders...");
try
{
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
await exchangeService.CancelOrder(Account, Config.Ticker);
});
await LogInformation(
$"✅ Orders for {internalPosition.OriginDirection} {Config.Ticker} successfully canceled");
}
catch (Exception ex)
{
await LogWarning($"Failed to cancel orders: {ex.Message}");
}
await SetPositionStatus(signal.Identifier, PositionStatus.Canceled);
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
positionForSignal.Status = PositionStatus.Canceled;
positionForSignal.Open.SetStatus(TradeStatus.Cancelled);
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Cancelled);
await UpdatePositionDatabase(positionForSignal);
return;
}
else
{
var remainingMinutes = waitTimeMinutes - timeSinceRequest.TotalMinutes;
await LogInformation(
$"⏳ Waiting for Orders\nPosition has `{orders.Count()}` open orders\nElapsed: `{timeSinceRequest.TotalMinutes:F1}min`\nWaiting `{remainingMinutes:F1}min` more before canceling");
}
}
else if (ordersCount == 2)
{
// TODO: This should never happen, but just in case
// 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");
// Calculate net PnL after fees for broker position
var brokerNetPnL = brokerPosition.GetPnLBeforeFees();
UpdatePositionPnl(positionForSignal.Identifier, brokerNetPnL);
// Update Open trade status when position is found on broker with 2 orders
if (internalPosition.Open != null)
{
internalPosition.Open.SetStatus(TradeStatus.Filled);
// Update Open trade ExchangeOrderId if broker position has one
if (brokerPosition.Open?.ExchangeOrderId != null)
{
internalPosition.Open.SetExchangeOrderId(brokerPosition.Open.ExchangeOrderId);
}
}
// Also update the position in the bot's positions dictionary
if (positionForSignal.Open != null)
{
positionForSignal.Open.SetStatus(TradeStatus.Filled);
// Update Open trade ExchangeOrderId if broker position has one
if (brokerPosition.Open?.ExchangeOrderId != null)
{
positionForSignal.Open.SetExchangeOrderId(brokerPosition.Open.ExchangeOrderId);
}
}
await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
}
else
{
await LogInformation(
$"⏸️ Position Pending\nPosition still waiting to open\n`{orders.Count()}` open orders remaining");
}
}
else
{
await LogInformation(
$"⏸️ Position Pending\nPosition still waiting to open\n`{orders.Count()}` open orders remaining");
}
}
else
{
await LogWarning(
$"❌ Position Never Filled\nNo position on exchange and no orders\nChecking position history before marking as canceled.");
// Position might be canceled by the broker
// Check if position exists in exchange history with PnL before canceling
var (positionFoundInHistory, hadWeb3ProxyError) =
await CheckPositionInExchangeHistory(positionForSignal);
if (hadWeb3ProxyError)
{
// Web3Proxy error occurred - don't mark as cancelled, wait for next cycle
await LogWarning(
$"⏳ Web3Proxy Error - Skipping Position Cancellation\n" +
$"Position: `{positionForSignal.Identifier}`\n" +
$"Status remains: `{positionForSignal.Status}`\n" +
$"Will retry position verification on next execution cycle");
// Don't change signal status to Expired, let it continue
return;
}
else if (positionFoundInHistory)
{
// Position was actually filled and closed, process it properly
await HandleClosedPosition(positionForSignal);
await LogInformation(
$"✅ Position Found in Exchange History\n" +
$"Position was actually filled and closed\n" +
$"Processing with HandleClosedPosition");
}
else
{
// Position was never filled, just mark as canceled without processing PnL
positionForSignal.Status = PositionStatus.Canceled;
await SetPositionStatus(signal.Identifier, PositionStatus.Canceled);
await UpdatePositionDatabase(positionForSignal);
await LogWarning(
$"❌ Position Confirmed Never Filled\nNo position in exchange history\nMarking as canceled without PnL processing");
}
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
}
}
else if (internalPosition.Status == PositionStatus.Finished ||
internalPosition.Status == PositionStatus.Flipped)
{
await HandleClosedPosition(positionForSignal);
}
else if (internalPosition.Status == PositionStatus.Filled)
{
Candle lastCandle = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
{
lastCandle = Config.IsForBacktest
? LastCandle
: await exchangeService.GetCandle(Account, Config.Ticker,
DateTime.UtcNow);
});
var currentTime = Config.IsForBacktest ? lastCandle.Date : DateTime.UtcNow;
var currentPnl = positionForSignal.ProfitAndLoss?.Net ?? 0;
var pnlPercentage = TradingBox.CalculatePnLPercentage(currentPnl, positionForSignal.Open.Price,
positionForSignal.Open.Quantity);
var isPositionInProfit = TradingBox.IsPositionInProfit(positionForSignal.Open.Price, lastCandle.Close,
positionForSignal.OriginDirection);
var hasExceededTimeLimit = TradingBox.HasPositionExceededTimeLimit(positionForSignal.Open.Date,
currentTime, Config.MaxPositionTimeHours);
if (hasExceededTimeLimit)
{
var shouldCloseOnTimeLimit = !Config.CloseEarlyWhenProfitable || isPositionInProfit;
if (shouldCloseOnTimeLimit)
{
var profitStatus = isPositionInProfit ? "in profit" : "at a loss";
await LogInformation(
$"⏰ Time Limit Close\nClosing position due to time limit: `{Config.MaxPositionTimeHours}h` exceeded\n📈 Position Status: {profitStatus}\n💰 Entry: `${positionForSignal.Open.Price}` → Current: `${lastCandle.Close}`\n📊 Realized PNL: `${currentPnl:F2}` (`{pnlPercentage:F2}%`)");
// Force a market close: compute PnL based on current price instead of SL/TP
await CloseTrade(signal, positionForSignal, positionForSignal.Open, lastCandle.Close, true,
true);
return;
}
}
// For backtest and to make sure position is closed based on SL and TP
if (positionForSignal.OriginDirection == TradeDirection.Long)
{
if (positionForSignal.StopLoss.Price >= lastCandle.Low)
{
positionForSignal.StopLoss.SetDate(lastCandle.Date);
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
if (positionForSignal.TakeProfit1 != null)
{
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (positionForSignal.TakeProfit2 != null)
{
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🛑 Stop Loss Hit\nClosing LONG position\nPrice: `${positionForSignal.StopLoss.Price:F2}`");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
positionForSignal.StopLoss.Price, true);
}
else if (positionForSignal.TakeProfit1.Price <= lastCandle.High &&
positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
{
positionForSignal.TakeProfit1.SetDate(lastCandle.Date);
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is hit
if (positionForSignal.StopLoss != null)
{
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🎯 Take Profit 1 Hit\nClosing LONG position\nPrice: `${positionForSignal.TakeProfit1.Price:F2}`");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
}
else if (positionForSignal.TakeProfit2?.Price <= lastCandle.High)
{
positionForSignal.TakeProfit2.SetDate(lastCandle.Date);
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is hit
if (positionForSignal.StopLoss != null)
{
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🎯 Take Profit 2 Hit\nClosing LONG position\nPrice: `${positionForSignal.TakeProfit2.Price:F2}`");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
positionForSignal.TakeProfit2.Price, true);
}
}
else if (positionForSignal.OriginDirection == TradeDirection.Short)
{
if (positionForSignal.StopLoss.Price <= lastCandle.High)
{
positionForSignal.StopLoss.SetDate(lastCandle.Date);
positionForSignal.StopLoss.SetStatus(TradeStatus.Filled);
// Cancel TP trades when SL is hit
if (positionForSignal.TakeProfit1 != null)
{
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (positionForSignal.TakeProfit2 != null)
{
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🛑 Stop Loss Hit\nClosing SHORT position\nPrice: `${positionForSignal.StopLoss.Price:F2}`");
await CloseTrade(signal, positionForSignal, positionForSignal.StopLoss,
positionForSignal.StopLoss.Price, true);
}
else if (positionForSignal.TakeProfit1.Price >= lastCandle.Low &&
positionForSignal.TakeProfit1.Status != TradeStatus.Filled)
{
// Use actual execution price (lastCandle.Low for TP hit on SHORT)
positionForSignal.TakeProfit1.SetDate(lastCandle.Date);
positionForSignal.TakeProfit1.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is hit
if (positionForSignal.StopLoss != null)
{
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🎯 Take Profit 1 Hit\nClosing SHORT position\nPrice: `${positionForSignal.TakeProfit1.Price:F2}` (was `${positionForSignal.TakeProfit1.Price:F2}`)");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit1,
positionForSignal.TakeProfit1.Price, positionForSignal.TakeProfit2 == null);
}
else if (positionForSignal.TakeProfit2?.Price >= lastCandle.Low)
{
// Use actual execution price (lastCandle.Low for TP hit on SHORT)
positionForSignal.TakeProfit2.SetDate(lastCandle.Date);
positionForSignal.TakeProfit2.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is hit
if (positionForSignal.StopLoss != null)
{
positionForSignal.StopLoss.SetStatus(TradeStatus.Cancelled);
}
await LogInformation(
$"🎯 Take Profit 2 Hit\nClosing SHORT position\nPrice: `${positionForSignal.TakeProfit2.Price:F2}` (was `${positionForSignal.TakeProfit2.Price:F2}`)");
await CloseTrade(signal, positionForSignal, positionForSignal.TakeProfit2,
positionForSignal.TakeProfit2.Price, true);
}
}
}
// else if (internalPosition.Status == PositionStatus.Rejected ||
// internalPosition.Status == PositionStatus.Canceled)
// {
// await LogWarning($"Open position trade is rejected for signal {signal.Identifier}");
// if (signal.Status == SignalStatus.PositionOpen)
// {
// Logger.LogInformation($"Try to re-open position");
// await OpenPosition(signal);
// }
// }
if (Config.UseSynthApi && !Config.IsForBacktest &&
positionForSignal.Status == PositionStatus.Filled)
{
decimal currentPrice = 0;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
var riskResult = default(SynthRiskResult);
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
riskResult = await tradingService.MonitorSynthPositionRiskAsync(
Config.Ticker,
positionForSignal.OriginDirection,
currentPrice,
positionForSignal.StopLoss.Price,
positionForSignal.Identifier,
Config);
});
if (riskResult.ShouldWarn && !string.IsNullOrEmpty(riskResult.WarningMessage))
{
await LogWarning(riskResult.WarningMessage);
}
if (riskResult.ShouldAutoClose && !string.IsNullOrEmpty(riskResult.EmergencyMessage))
{
await LogWarning(riskResult.EmergencyMessage);
await CloseTrade(Signals[positionForSignal.SignalIdentifier], positionForSignal,
positionForSignal.StopLoss,
currentPrice, true);
}
}
}
catch (Exception ex)
{
await LogWarning($"Cannot update position {positionForSignal.Identifier}: {ex.Message}, {ex.StackTrace}");
SentrySdk.CaptureException(ex);
return;
}
}
private async Task UpdatePositionDatabase(Position position)
{
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory,
async tradingService => { await tradingService.UpdatePositionAsync(position); });
}
private async Task<Position> OpenPosition(LightSignal signal)
{
await LogDebug($"🔓 Opening position for signal: `{signal.Identifier}`");
// Check for any existing open position (not finished) for this ticker
var openedPosition =
Positions.Values.FirstOrDefault(p => p.IsOpen() && p.SignalIdentifier != signal.Identifier);
decimal lastPrice = await ServiceScopeHelpers.WithScopedService<IExchangeService, decimal>(_scopeFactory,
async exchangeService =>
{
return Config.IsForBacktest
? LastCandle?.Close ?? 0
: await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
if (openedPosition != null)
{
var previousSignal = Signals[openedPosition.SignalIdentifier];
if (openedPosition.OriginDirection == signal.Direction)
{
await LogInformation(
$"📍 Same Direction Signal\nSignal `{signal.Identifier}` tried to open position\nBut `{previousSignal.Identifier}` already open for same direction");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
else
{
if (Config.FlipPosition)
{
var isPositionInProfit = (openedPosition.ProfitAndLoss?.Realized ?? 0) > 0;
var shouldFlip = !Config.FlipOnlyWhenInProfit || isPositionInProfit;
if (shouldFlip)
{
var flipReason = Config.FlipOnlyWhenInProfit
? "current position is in profit"
: "FlipOnlyWhenInProfit is disabled";
await LogInformation(
$"🔄 Position Flip Initiated\nFlipping position due to opposite signal\nReason: {flipReason}");
await CloseTrade(previousSignal, openedPosition, openedPosition.Open, lastPrice, true);
await SetPositionStatus(previousSignal.Identifier, PositionStatus.Flipped);
var newPosition = await OpenPosition(signal);
await LogInformation(
$"✅ Position Flipped\nPosition: `{previousSignal.Identifier}` → `{signal.Identifier}`\nPrice: `${lastPrice}`");
return newPosition;
}
else
{
var currentPnl = openedPosition.ProfitAndLoss?.Realized ?? 0;
await LogInformation(
$"💸 Flip Blocked - Not Profitable\nPosition `{previousSignal.Identifier}` PnL: `${currentPnl:F2}`\nSignal `{signal.Identifier}` will wait for profitability");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
else
{
await LogInformation(
$"🚫 Flip Disabled\nPosition already open for: `{previousSignal.Identifier}`\nFlipping disabled, new signal expired");
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
}
}
else
{
bool canOpen = await CanOpenPosition(signal);
if (!canOpen)
{
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return null;
}
try
{
// Verify actual balance before opening position
if (!Config.IsForBacktest)
{
await VerifyAndUpdateBalance();
}
var command = new OpenPositionRequest(
Config.AccountName,
Config.MoneyManagement,
signal.Direction,
Config.Ticker,
PositionInitiator.Bot,
signal.Date,
Account.User,
Config.BotTradingBalance,
Config.IsForBacktest,
lastPrice,
signalIdentifier: signal.Identifier,
initiatorIdentifier: Identifier);
var position = await ServiceScopeHelpers
.WithScopedServices<IExchangeService, IAccountService, ITradingService, Position>(
_scopeFactory,
async (exchangeService, accountService, tradingService) =>
{
return await new OpenPositionCommandHandler(exchangeService, accountService, tradingService)
.Handle(command);
});
if (position != null)
{
// Add position to internal collection before any status updates
Positions[position.Identifier] = position;
if (position.Open.Status != TradeStatus.Cancelled && position.Status != PositionStatus.Rejected)
{
SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
async messengerService => { await messengerService.SendPosition(position); });
}
await LogDebug($"✅ Position requested successfully for signal: `{signal.Identifier}`");
await SendPositionToCopyTrading(position);
return position;
}
else
{
SentrySdk.CaptureMessage("Position rejected", SentryLevel.Error);
await SetPositionStatus(signal.Identifier, PositionStatus.Rejected);
position.Status = PositionStatus.Rejected;
await UpdatePositionDatabase(position);
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
return position;
}
}
return null;
}
catch (InsufficientFundsException ex)
{
// 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);
return null;
}
catch (Exception ex)
{
SetSignalStatus(signal.Identifier, SignalStatus.Expired);
SentrySdk.CaptureException(ex);
return null;
}
}
}
private async Task SendPositionToCopyTrading(Position position)
{
try
{
// Only send to copy trading stream if this is not a copy trading bot itself
if (Config.IsForCopyTrading || _streamProvider == null)
{
return;
}
// Create stream keyed by this bot's identifier for copy trading bots to subscribe to
var streamId = StreamId.Create("CopyTrading", Identifier);
var stream = _streamProvider.GetStream<Position>(streamId);
// Publish the position to the stream
await stream.OnNextAsync(position);
await LogDebug($"📡 Position {position.Identifier} sent to copy trading stream for bot {Identifier}");
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to send position {PositionId} to copy trading stream for bot {BotId}",
position.Identifier, Identifier);
}
}
/// <summary>
/// Creates a copy of a position from a master bot for copy trading
/// </summary>
public async Task CopyPositionFromMasterAsync(Position masterPosition)
{
try
{
// Create a copy signal based on the master position using the proper constructor
var copySignal = new LightSignal(
ticker: Config.Ticker,
direction: masterPosition.OriginDirection,
confidence: Confidence.Medium, // Default confidence for copy trading
candle: LastCandle ?? new Candle
{
Ticker = Config.Ticker,
Timeframe = Config.Timeframe,
Date = DateTime.UtcNow,
Open = masterPosition.Open.Price,
Close = masterPosition.Open.Price,
High = masterPosition.Open.Price,
Low = masterPosition.Open.Price,
Volume = 0
},
date: masterPosition.Open.Date,
exchange: TradingExchanges.GmxV2, // Default exchange
indicatorType: IndicatorType.Composite,
signalType: SignalType.Signal,
indicatorName: "CopyTrading"
);
// Override the identifier to include master position info
copySignal.Identifier = $"copy-{masterPosition.SignalIdentifier}-{Guid.NewGuid()}";
// Store the signal
Signals[copySignal.Identifier] = copySignal;
await LogInformation(
$"📋 Copy trading: Created copy signal {copySignal.Identifier} for master position {masterPosition.Identifier}");
// Attempt to open the position using the existing OpenPosition method
// This will handle all the position creation logic properly
await OpenPosition(copySignal);
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to copy position {MasterPositionId} for bot {BotId}",
masterPosition.Identifier, Identifier);
throw;
}
}
private async Task<bool> CanOpenPosition(LightSignal signal)
{
// Early return if we're in backtest mode and haven't executed yet
// TODO : check if its a startup cycle
if (!Config.IsForBacktest && ExecutionCount == 0)
{
await LogInformation("⏳ Bot Not Ready\nCannot open position\nBot hasn't executed first cycle yet");
return false;
}
// Check if we're in backtest mode
if (Config.IsForBacktest)
{
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
}
// Check broker positions for live trading
var canOpenPosition = await CheckBrokerPositions();
if (!canOpenPosition)
{
return false;
}
// Synth-based pre-trade risk assessment
if (Config.UseSynthApi)
{
decimal currentPrice = 0;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
{
currentPrice = Config.IsForBacktest
? LastCandle?.Close ?? 0
: await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
bool synthRisk = false;
await ServiceScopeHelpers.WithScopedService<ITradingService>(_scopeFactory, async tradingService =>
{
synthRisk = await tradingService.AssessSynthPositionRiskAsync(Config.Ticker, signal.Direction,
currentPrice,
Config, Config.IsForBacktest);
});
if (!synthRisk)
{
return false;
}
}
// Check cooldown period and loss streak
return !await IsInCooldownPeriodAsync() && await CheckLossStreak(signal);
}
private async Task<bool> CheckLossStreak(LightSignal signal)
{
// If MaxLossStreak is 0, there's no limit
if (Config.MaxLossStreak <= 0)
{
return true;
}
// Get the last N finished positions regardless of direction
var recentPositions = Positions
.Values
.Where(p => p.IsFinished())
.OrderByDescending(p => p.Open.Date)
.Take(Config.MaxLossStreak)
.ToList();
var canOpen = TradingBox.CheckLossStreak(recentPositions, Config.MaxLossStreak, signal.Direction);
if (!canOpen)
{
var lastPosition = recentPositions.First();
await LogWarning(
$"🔥 Loss Streak Limit\nCannot open position\nMax loss streak: `{Config.MaxLossStreak}` reached\n📉 Last `{recentPositions.Count}` trades were losses\n🎯 Last position: `{lastPosition.OriginDirection}`\nWaiting for opposite direction signal");
}
return canOpen;
}
private async Task<bool> CheckBrokerPositions()
{
try
{
List<Position> positions = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService => { positions = [.. await exchangeService.GetBrokerPositions(Account)]; });
// Check if there's a position for this ticker on the broker
var brokerPositionForTicker = positions.FirstOrDefault(p => p.Ticker == Config.Ticker);
if (brokerPositionForTicker == null)
{
// No position on broker for this ticker, safe to open
return true;
}
// Handle existing position on broker
await LogDebug(
$"🔍 Broker Position Found\n" +
$"Ticker: {Config.Ticker}\n" +
$"Direction: {brokerPositionForTicker.OriginDirection}\n" +
$"Checking internal positions for synchronization...");
var previousPosition = Positions.Values.LastOrDefault();
List<Trade> orders = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
orders = [.. await exchangeService.GetOpenOrders(Account, Config.Ticker)];
});
var reason =
$"Cannot open position. There is already a position open for {Config.Ticker} on the broker (Direction: {brokerPositionForTicker.OriginDirection}).";
if (previousPosition != null)
{
// Check if this position matches the broker position
if (previousPosition.OriginDirection == brokerPositionForTicker.OriginDirection)
{
// Same direction - this is likely the same position
if (orders.Count >= 2)
{
Logger.LogInformation(
$"✅ Broker Position Matched with Internal Position\n" +
$"Position: {previousPosition.Identifier}\n" +
$"Direction: {previousPosition.OriginDirection}\n" +
$"Orders found: {orders.Count}\n" +
$"Setting status to Filled");
await SetPositionStatus(previousPosition.SignalIdentifier, PositionStatus.Filled);
}
else
{
// Position exists on broker but not enough orders - something is wrong
Logger.LogWarning(
$"⚠️ Incomplete Order Set\n" +
$"Position: {previousPosition.Identifier}\n" +
$"Direction: {previousPosition.OriginDirection}\n" +
$"Expected orders: ≥2, Found: {orders.Count}\n" +
$"This position may need manual intervention");
reason += $" Position exists on broker but only has {orders.Count} orders (expected ≥2).";
}
}
else
{
// Different direction - possible flip scenario or orphaned position
Logger.LogWarning(
$"⚠️ Direction Mismatch Detected\n" +
$"Internal: {previousPosition.OriginDirection}\n" +
$"Broker: {brokerPositionForTicker.OriginDirection}\n" +
$"This could indicate a flipped position or orphaned broker position");
reason +=
$" Direction mismatch: Internal ({previousPosition.OriginDirection}) vs Broker ({brokerPositionForTicker.OriginDirection}).";
}
}
else
{
// Broker has a position but we don't have any internal tracking
Logger.LogWarning(
$"⚠️ Orphaned Broker Position Detected\n" +
$"Broker has position for {Config.Ticker} ({brokerPositionForTicker.OriginDirection})\n" +
$"But no internal position found in bot tracking\n" +
$"This may require manual cleanup");
reason += " Position open on broker but no internal position tracked by the bot.";
}
await LogWarning(reason);
return false;
}
catch (Exception ex)
{
await LogWarning($"❌ Broker Position Check Failed\nError checking broker positions\n{ex.Message}");
return false;
}
}
public async Task CloseTrade(LightSignal signal, Position position, Trade tradeToClose, decimal lastPrice,
bool tradeClosingPosition = false, bool forceMarketClose = false)
{
await LogInformation(
$"🔧 Closing {position.OriginDirection} Trade\nTicker: `{Config.Ticker}`\nPrice: `${lastPrice}`\n📋 Type: `{tradeToClose.TradeType}`\n📊 Quantity: `{tradeToClose.Quantity:F5}`");
decimal quantity = 0;
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
// TODO should also pass the direction to get quantity in correct position
quantity = await exchangeService.GetQuantityInPosition(Account, Config.Ticker);
});
}
// Get status of position before closing it. The position might be already close by the exchange
if (!Config.IsForBacktest && quantity == 0)
{
await LogDebug($"✅ Trade already closed on exchange for position: `{position.Identifier}`");
await HandleClosedPosition(position, forceMarketClose ? lastPrice : (decimal?)null, forceMarketClose);
}
else
{
var command = new ClosePositionCommand(position, position.AccountId, lastPrice,
isForBacktest: Config.IsForBacktest);
try
{
// Grace period: give the broker time to process any ongoing close operations
// Using ConfigureAwait(false) to ensure non-blocking operation
if (!Config.IsForBacktest)
{
await Task.Delay(CLOSE_POSITION_GRACE_MS).ConfigureAwait(false);
}
Position closedPosition = null;
await ServiceScopeHelpers.WithScopedServices<IExchangeService, IAccountService, ITradingService>(
_scopeFactory, async (exchangeService, accountService, tradingService) =>
{
closedPosition =
await new ClosePositionCommandHandler(exchangeService, accountService, tradingService,
_scopeFactory)
.Handle(command);
});
if (closedPosition.Status == PositionStatus.Finished || closedPosition.Status == PositionStatus.Flipped)
{
if (tradeClosingPosition)
{
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
}
await HandleClosedPosition(closedPosition, forceMarketClose ? lastPrice : (decimal?)null,
forceMarketClose);
}
else
{
throw new Exception($"Wrong position status : {closedPosition.Status}");
}
}
catch (Exception ex)
{
await LogWarning($"Position {signal.Identifier} not closed : {ex.Message}");
if (position.Status == PositionStatus.Canceled || position.Status == PositionStatus.Rejected)
{
// Trade close on exchange => Should close trade manually
await SetPositionStatus(signal.Identifier, PositionStatus.Finished);
// Ensure trade dates are properly updated even for canceled/rejected positions
await HandleClosedPosition(position, forceMarketClose ? lastPrice : (decimal?)null,
forceMarketClose);
}
}
}
}
private async Task HandleClosedPosition(Position position, decimal? forcedClosingPrice = null,
bool forceMarketClose = false)
{
if (Positions.ContainsKey(position.Identifier))
{
Candle currentCandle = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory, async exchangeService =>
{
currentCandle = Config.IsForBacktest
? LastCandle
: await exchangeService.GetCandle(Account, Config.Ticker, DateTime.UtcNow);
});
// For live trading on GMX, fetch the actual position history to get real PnL data
if (!Config.IsForBacktest && !forceMarketClose)
{
try
{
await LogDebug(
$"🔍 Fetching Position History from GMX\nPosition: `{position.Identifier}`\nTicker: `{Config.Ticker}`");
var positionHistory = await ServiceScopeHelpers.WithScopedService<IExchangeService, List<Position>>(
_scopeFactory,
async exchangeService =>
{
// Get position history from the last 24 hours for better coverage
var fromDate = DateTime.UtcNow.AddHours(-24);
var toDate = DateTime.UtcNow;
return await exchangeService.GetPositionHistory(Account, Config.Ticker, fromDate, toDate);
});
// Find the matching position in history based on the most recent closed position with same direction
if (positionHistory != null && positionHistory.Any())
{
// Get the most recent closed position from GMX that matches the direction
var brokerPosition = positionHistory
.Where(p => p.OriginDirection == position.OriginDirection) // Ensure same direction
.OrderByDescending(p => p.Open?.Date ?? DateTime.MinValue)
.FirstOrDefault();
if (brokerPosition != null && brokerPosition.ProfitAndLoss != null)
{
await LogDebug(
$"✅ Broker Position History Found\n" +
$"Position: `{position.Identifier}`\n" +
$"Realized PnL (after fees): `${brokerPosition.ProfitAndLoss.Realized:F2}`\n" +
$"Bot's UI Fees: `${position.UiFees:F2}`\n" +
$"Bot's Gas Fees: `${position.GasFees:F2}`");
// Use the actual GMX PnL data (this is already net of fees from GMX)
// We use this for reconciliation with the bot's own calculations
var closingVolume = brokerPosition.Open.Price * position.Open.Quantity *
position.Open.Leverage;
var totalBotFees = position.GasFees + position.UiFees +
TradingBox.CalculateClosingUiFees(closingVolume);
var gmxNetPnl = brokerPosition.ProfitAndLoss.Realized; // This is already after GMX fees
position.ProfitAndLoss = new ProfitAndLoss
{
// GMX's realized PnL is already after their fees
Realized = gmxNetPnl,
// For net, we keep it the same since GMX PnL is already net of their fees
Net = gmxNetPnl - totalBotFees
};
// Update the closing trade price if available
if (brokerPosition.Open != null)
{
var brokerClosingPrice = brokerPosition.Open.Price;
var isProfitable = position.OriginDirection == TradeDirection.Long
? position.Open.Price < brokerClosingPrice
: position.Open.Price > brokerClosingPrice;
if (isProfitable)
{
if (position.TakeProfit1 != null)
{
position.TakeProfit1.Price = brokerClosingPrice;
position.TakeProfit1.SetDate(brokerPosition.Open.Date);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
}
// Cancel SL trade when TP is hit
if (position.StopLoss != null)
{
position.StopLoss.SetStatus(TradeStatus.Cancelled);
}
}
else
{
if (position.StopLoss != null)
{
position.StopLoss.Price = brokerClosingPrice;
position.StopLoss.SetDate(brokerPosition.Open.Date);
position.StopLoss.SetStatus(TradeStatus.Filled);
}
// Cancel TP trades when SL is hit
if (position.TakeProfit1 != null)
{
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (position.TakeProfit2 != null)
{
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
}
await LogDebug(
$"📊 Position Reconciliation Complete\n" +
$"Position: `{position.Identifier}`\n" +
$"Closing Price: `${brokerClosingPrice:F2}`\n" +
$"Used: `{(isProfitable ? "Take Profit" : "Stop Loss")}`\n" +
$"PnL from broker: `${position.ProfitAndLoss.Realized:F2}`");
}
// Skip the candle-based PnL calculation since we have actual GMX data
goto SkipCandleBasedCalculation;
}
else
{
}
}
else
{
Logger.LogWarning(
$"⚠️ No GMX Position History Found\nPosition: `{position.Identifier}`\nFalling back to candle-based calculation");
}
}
catch (Exception ex)
{
Logger.LogError(ex,
"Error fetching position history from GMX for position {PositionId}. Falling back to candle-based calculation.",
position.Identifier);
}
}
// Calculate P&L for backtests even if currentCandle is null
decimal closingPrice = 0;
bool pnlCalculated = false;
// If we are forcing a market close (e.g., time limit), use the provided closing price
if (forceMarketClose && forcedClosingPrice.HasValue)
{
closingPrice = forcedClosingPrice.Value;
bool isManualCloseProfitable = position.OriginDirection == TradeDirection.Long
? closingPrice > position.Open.Price
: closingPrice < position.Open.Price;
if (isManualCloseProfitable)
{
if (position.TakeProfit1 != null)
{
position.TakeProfit1.Price = closingPrice;
position.TakeProfit1.SetDate(currentCandle?.Date ?? DateTime.UtcNow);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
}
if (position.StopLoss != null)
{
position.StopLoss.SetStatus(TradeStatus.Cancelled);
}
}
else
{
if (position.StopLoss != null)
{
position.StopLoss.Price = closingPrice;
position.StopLoss.SetDate(currentCandle?.Date ?? DateTime.UtcNow);
position.StopLoss.SetStatus(TradeStatus.Filled);
}
if (position.TakeProfit1 != null)
{
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (position.TakeProfit2 != null)
{
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
}
pnlCalculated = true;
}
if (currentCandle != null)
{
List<Candle> recentCandles = null;
if (Config.IsForBacktest)
{
recentCandles = LastCandle != null ? new List<Candle>() { LastCandle } : new List<Candle>();
}
else
{
// 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 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);
recentCandles = new List<Candle>();
}
});
}
// Check if we have any candles before proceeding
if (recentCandles == null || !recentCandles.Any())
{
await LogWarning(
$"No recent candles available for position {position.Identifier}. Using current candle data instead.");
// Fallback to current candle if available
if (currentCandle != null)
{
recentCandles = new List<Candle> { currentCandle };
}
else
{
await LogWarning(
$"No candle data available for position {position.Identifier}. Cannot determine stop loss/take profit hit.");
Logger.LogError(
"No candle data available for position {PositionId}. Cannot determine stop loss/take profit hit.",
position.Identifier);
return;
}
}
var minPriceRecent = recentCandles.Min(c => c.Low);
var maxPriceRecent = recentCandles.Max(c => c.High);
bool wasStopLossHit = false;
bool wasTakeProfitHit = false;
if (position.OriginDirection == TradeDirection.Long)
{
wasStopLossHit = minPriceRecent <= position.StopLoss.Price;
wasTakeProfitHit = maxPriceRecent >= position.TakeProfit1.Price;
}
else
{
wasStopLossHit = maxPriceRecent >= position.StopLoss.Price;
wasTakeProfitHit = minPriceRecent <= position.TakeProfit1.Price;
}
if (wasStopLossHit)
{
// For backtesting: use the configured SL price to ensure consistent PnL per money management
// For live trading: use actual execution price to reflect real market conditions (slippage)
if (Config.IsForBacktest)
{
closingPrice = position.StopLoss.Price;
}
else
{
// Use actual execution price based on direction for live trading
closingPrice = position.OriginDirection == TradeDirection.Long
? minPriceRecent // For LONG, SL hits at the low
: maxPriceRecent; // For SHORT, SL hits at the high
position.StopLoss.Price = closingPrice;
}
position.StopLoss.SetDate(currentCandle.Date);
position.StopLoss.SetStatus(TradeStatus.Filled);
// Cancel TP trades when SL is hit
if (position.TakeProfit1 != null)
{
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (position.TakeProfit2 != null)
{
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
await LogDebug(
$"🛑 Stop Loss Execution Confirmed\n" +
$"Position: `{position.Identifier}`\n" +
$"Closing Price: `${closingPrice:F2}`\n" +
$"Configured SL: `${position.StopLoss.Price:F2}`\n" +
$"Recent Low: `${minPriceRecent:F2}` | Recent High: `${maxPriceRecent:F2}`");
}
else if (wasTakeProfitHit)
{
// For backtesting: use the configured TP price to ensure consistent PnL per money management
// For live trading: use actual execution price to reflect real market conditions (slippage)
if (Config.IsForBacktest)
{
closingPrice = position.TakeProfit1.Price;
}
else
{
// Use actual execution price based on direction for live trading
closingPrice = position.OriginDirection == TradeDirection.Long
? maxPriceRecent // For LONG, TP hits at the high
: minPriceRecent; // FOR SHORT, TP hits at the low
position.TakeProfit1.Price = closingPrice;
}
position.TakeProfit1.SetDate(currentCandle.Date);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is hit
if (position.StopLoss != null)
{
position.StopLoss.SetStatus(TradeStatus.Cancelled);
}
await LogDebug(
$"🎯 Take Profit Execution Confirmed\n" +
$"Position: `{position.Identifier}`\n" +
$"Closing Price: `${closingPrice:F2}`\n" +
$"Configured TP: `${position.TakeProfit1.Price:F2}`\n" +
$"Recent Low: `${minPriceRecent:F2}` | Recent High: `${maxPriceRecent:F2}`");
}
else
{
closingPrice = Config.IsForBacktest
? currentCandle.Close
: 0;
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
closingPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
});
}
bool isManualCloseProfitable = position.OriginDirection == TradeDirection.Long
? closingPrice > position.Open.Price
: closingPrice < position.Open.Price;
if (isManualCloseProfitable)
{
position.TakeProfit1.SetPrice(closingPrice, 2);
position.TakeProfit1.SetDate(currentCandle.Date);
position.TakeProfit1.SetStatus(TradeStatus.Filled);
// Cancel SL trade when TP is used for manual close
if (position.StopLoss != null)
{
position.StopLoss.SetStatus(TradeStatus.Cancelled);
}
}
else
{
position.StopLoss.SetPrice(closingPrice, 2);
position.StopLoss.SetDate(currentCandle.Date);
position.StopLoss.SetStatus(TradeStatus.Filled);
// Cancel TP trades when SL is used for manual close
if (position.TakeProfit1 != null)
{
position.TakeProfit1.SetStatus(TradeStatus.Cancelled);
}
if (position.TakeProfit2 != null)
{
position.TakeProfit2.SetStatus(TradeStatus.Cancelled);
}
}
await LogDebug(
$"✋ Manual/Exchange Close Detected\n" +
$"Position: `{position.Identifier}`\n" +
$"SL: `${position.StopLoss.Price:F2}` | TP: `${position.TakeProfit1.Price:F2}`\n" +
$"Recent Low: `${minPriceRecent:F2}` | Recent High: `${maxPriceRecent:F2}`\n" +
$"Closing at market price: `${closingPrice:F2}`");
}
pnlCalculated = true;
}
else if (Config.IsForBacktest)
{
// For backtests when currentCandle is null, use a fallback closing price
// This ensures P&L calculation always happens for backtests
Logger.LogWarning(
$"⚠️ Backtest: No current candle available for position {position.Identifier}. Using fallback closing price calculation.");
// Use the position's stop loss or take profit price as closing price
if (position.StopLoss != null && position.StopLoss.Price > 0)
{
closingPrice = position.StopLoss.Price;
position.StopLoss.SetStatus(TradeStatus.Filled);
}
else if (position.TakeProfit1 != null && position.TakeProfit1.Price > 0)
{
closingPrice = position.TakeProfit1.Price;
position.TakeProfit1.SetStatus(TradeStatus.Filled);
}
else
{
// Last resort: use entry price (no profit/loss)
closingPrice = position.Open.Price;
Logger.LogWarning(
$"⚠️ Backtest: Using entry price as closing price for position {position.Identifier}");
}
pnlCalculated = true;
}
// Calculate P&L if we have a closing price
if (pnlCalculated && closingPrice > 0)
{
var entryPrice = position.Open.Price;
var positionSize = TradingBox.CalculatePositionSize(position.Open.Quantity, position.Open.Leverage);
decimal pnl = TradingBox.CalculatePnL(entryPrice, closingPrice, position.Open.Quantity,
position.Open.Leverage, position.OriginDirection);
if (position.ProfitAndLoss == null)
{
var totalFees = position.GasFees + position.UiFees;
var netPnl = pnl - totalFees;
position.ProfitAndLoss = new ProfitAndLoss { Realized = pnl, Net = netPnl };
}
else if (position.ProfitAndLoss.Realized == 0 || position.ProfitAndLoss.Net == 0)
{
var totalFees = position.GasFees + position.UiFees;
var netPnl = pnl - totalFees;
position.ProfitAndLoss.Realized = pnl;
position.ProfitAndLoss.Net = netPnl;
}
// Enhanced logging for backtest debugging
var logMessage = $"💰 P&L Calculated for Position {position.Identifier}\n" +
$"Direction: `{position.OriginDirection}`\n" +
$"Entry Price: `${entryPrice:F2}` | Exit Price: `${closingPrice:F2}`\n" +
$"Position Size: `{position.Open.Quantity:F8}` | Leverage: `{position.Open.Leverage}x`\n" +
$"Position Value: `${positionSize:F8}`\n" +
$"Price Difference: `${TradingBox.CalculatePriceDifference(entryPrice, closingPrice, position.OriginDirection):F2}`\n" +
$"Realized P&L: `${pnl:F2}`\n" +
$"Gas Fees: `${position.GasFees:F2}` | UI Fees: `${position.UiFees:F2}`\n" +
$"Total Fees: `${position.GasFees + position.UiFees:F2}`\n" +
$"Net P&L (after fees): `${position.ProfitAndLoss.Net:F2}`";
if (!Config.IsForBacktest)
{
await LogDebug(logMessage);
}
}
SkipCandleBasedCalculation:
await SetPositionStatus(position.SignalIdentifier, PositionStatus.Finished);
// Update position in database with all trade changes
if (!Config.IsForBacktest)
{
position.Status = PositionStatus.Finished;
await UpdatePositionDatabase(position);
// Only send PositionClosed notification if the position was actually filled
// Check if Open trade was filled (means position was opened on the broker)
if (position.Open?.Status == TradeStatus.Filled)
{
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionClosed, position);
// Update the last position closing time for cooldown period tracking
// Only update if position was actually filled
LastPositionClosingTime = Config.IsForBacktest ? currentCandle.Date : DateTime.UtcNow;
}
else
{
await LogDebug(
$"Skipping PositionClosed notification for position {position.Identifier} - position was never filled (Open trade status: {position.Open?.Status})");
}
}
// Only update balance and log success if position was actually filled
if (position.Open?.Status == TradeStatus.Filled)
{
await LogDebug(
$"✅ Position Closed Successfully\nPosition: `{position.SignalIdentifier}`\nPnL: `${position.ProfitAndLoss?.Net:F2}`");
if (position.ProfitAndLoss != null)
{
// Update the current balance when position closes
_currentBalance += position.ProfitAndLoss.Net;
Config.BotTradingBalance += position.ProfitAndLoss.Net;
await LogDebug(
string.Format("💰 Balance Updated\nNew bot trading balance: `${0:F2}`",
Config.BotTradingBalance));
}
}
else
{
await LogDebug(
$"✅ Position Cleanup\nPosition: `{position.SignalIdentifier}` was never filled - no balance or PnL changes");
}
}
else
{
await LogWarning("Weird things happen - Trying to update position status, but no position found");
}
if (!Config.IsForBacktest)
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
async messengerService => { await messengerService.SendClosedPosition(position, Account.User); });
}
await CancelAllOrders();
}
private async Task CancelAllOrders()
{
if (!Config.IsForBacktest && !Config.IsForWatchingOnly)
{
try
{
List<Trade> openOrders = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
openOrders = (await exchangeService.GetOpenOrders(Account, Config.Ticker)).ToList();
});
if (openOrders.Any())
{
List<Position> openPositions = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
openPositions = (await exchangeService.GetBrokerPositions(Account))
.Where(p => p.Ticker == Config.Ticker).ToList();
});
var cancelClose = openPositions.Any();
if (cancelClose)
{
await LogDebug($"Position still open, cancel close orders");
}
else
{
await LogDebug($"Canceling all orders for {Config.Ticker}");
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
await exchangeService.CancelOrder(Account, Config.Ticker);
var closePendingOrderStatus = await exchangeService.CancelOrder(Account, Config.Ticker);
await LogDebug(
$"Closing all {Config.Ticker} orders status : {closePendingOrderStatus}");
});
}
}
else
{
await LogDebug($"No need to cancel orders for {Config.Ticker}");
}
}
catch (Exception ex)
{
Logger.LogError(ex, "Error during cancelOrders");
SentrySdk.CaptureException(ex);
}
}
}
private async Task SetPositionStatus(string signalIdentifier, PositionStatus positionStatus)
{
try
{
var position = Positions.Values.First(p => p.SignalIdentifier == signalIdentifier);
if (positionStatus.Equals(PositionStatus.Canceled | PositionStatus.Rejected))
{
var stackTrace = new StackTrace(true);
var callingMethod = stackTrace.GetFrame(1)?.GetMethod();
var callingMethodName = callingMethod?.DeclaringType?.Name + "." + callingMethod?.Name;
var exception =
new InvalidOperationException(
$"Position {signalIdentifier} is already canceled for User {Account.User.Name}");
exception.Data["SignalIdentifier"] = signalIdentifier;
exception.Data["PositionId"] = position.Identifier;
exception.Data["CurrentStatus"] = position.Status.ToString();
exception.Data["RequestedStatus"] = positionStatus.ToString();
exception.Data["AccountName"] = Account.Name;
exception.Data["BotName"] = Config.Name;
exception.Data["CallingMethod"] = callingMethodName;
exception.Data["CallStack"] = Environment.StackTrace;
SentrySdk.CaptureException(exception);
}
if (!position.Status.Equals(positionStatus))
{
Positions.Values.First(p => p.SignalIdentifier == signalIdentifier).Status = positionStatus;
await LogInformation(
$"📊 Position Status Change\nPosition: {position.OriginDirection} {position.Ticker}\nNew Status: `{positionStatus}`");
// Update Open trade status when position becomes Filled
if (positionStatus == PositionStatus.Filled)
{
position.Open.SetStatus(TradeStatus.Filled);
}
}
SetSignalStatus(signalIdentifier,
positionStatus == PositionStatus.Filled ? SignalStatus.PositionOpen : SignalStatus.Expired);
}
catch (Exception ex)
{
await LogWarning(
$"Failed to update position status for signal {signalIdentifier}: {ex.Message} {ex.StackTrace}");
SentrySdk.CaptureException(ex);
}
}
private void UpdatePositionPnl(Guid identifier, decimal realized)
{
var position = Positions[identifier];
var totalFees = position.GasFees + position.UiFees;
var netPnl = realized - totalFees;
if (position.ProfitAndLoss == null)
{
position.ProfitAndLoss = new ProfitAndLoss()
{
Realized = realized,
Net = netPnl
};
}
else
{
position.ProfitAndLoss.Realized = realized;
position.ProfitAndLoss.Net = netPnl;
}
}
private void SetSignalStatus(string signalIdentifier, SignalStatus signalStatus)
{
if (Signals.ContainsKey(signalIdentifier) && Signals[signalIdentifier].Status != signalStatus)
{
Signals[signalIdentifier].Status = signalStatus;
Logger.LogDebug($"Signal {signalIdentifier} is now {signalStatus}");
}
}
public async Task ToggleIsForWatchOnly()
{
Config.IsForWatchingOnly = !Config.IsForWatchingOnly;
await LogInformation(
$"🔄 Watch Mode Toggle\nBot: `{Config.Name}`\nWatch Only: `{(Config.IsForWatchingOnly ? "ON" : "OFF")}`");
}
/// <summary>
/// Handles bot stopping and notifies platform summary
/// </summary>
public async Task StopBot(string reason = null)
{
await LogInformation(
$"🛑 Bot Stopped\nBot: `{Config.Name}`\nTicker: `{Config.Ticker}`\nReason: `{reason ?? "No reason provided"}`");
}
public async Task LogInformation(string message)
{
if (Config.IsForBacktest)
return;
Logger.LogInformation(message);
try
{
await SendTradeMessage(message);
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public async Task LogWarning(string message)
{
if (Config.IsForBacktest)
return;
message = $"[{Config.Name}] {message}";
try
{
await SendTradeMessage(message, true);
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
public async Task LogDebug(string message)
{
if (Config.IsForBacktest)
return;
Logger.LogDebug(message);
try
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
async messengerService =>
{
await messengerService.SendDebugMessage($"🤖 {Account.User.AgentName} - {Config.Name}\n{message}");
});
}
catch (Exception e)
{
Console.WriteLine(e);
}
}
private async Task SendTradeMessage(string message, bool isBadBehavior = false)
{
if (!Config.IsForBacktest)
{
var user = Account.User;
var messageWithBotName = $"🤖 {user.AgentName} - {Config.Name}\n{message}";
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory,
async messengerService =>
{
await messengerService.SendTradeMessage(messageWithBotName, isBadBehavior, user);
});
}
}
/// <summary>
/// Manually opens a position using the bot's settings and a generated signal.
/// Relies on the bot's MoneyManagement for Stop Loss and Take Profit placement.
/// </summary>
/// <param name="direction">The direction of the trade (Long/Short).</param>
/// <returns>The created Position object.</returns>
/// <exception cref="Exception">Throws if no candles are available or position opening fails.</exception>
public async Task<LightSignal> CreateManualSignal(TradeDirection direction)
{
if (LastCandle == null)
{
throw new Exception("No candles available to open position");
}
// Create a fake signal for manual position opening
var signal = new LightSignal(Config.Ticker, direction, Confidence.Low, LastCandle, LastCandle.Date,
TradingExchanges.GmxV2,
IndicatorType.Stc, SignalType.Signal, "Manual Signal");
signal.Status = SignalStatus.WaitingForPosition; // Ensure status is correct
signal.Identifier =
signal.Identifier + "-manual" + Guid.NewGuid(); // Ensure unique identifier for manual signals
// Add the signal to our collection
await AddSignal(signal);
await ManagePositions();
return signal;
}
public async Task AddSignal(LightSignal signal)
{
try
{
// Set signal status based on configuration
if (Config.IsForWatchingOnly || (ExecutionCount < 1 && !Config.IsForBacktest))
{
signal.Status = SignalStatus.Expired;
}
var indicatorNames = Config.Scenario.Indicators.Select(i => i.Type.ToString()).ToList();
var signalText = $"🎯 New Trading Signal\n\n" +
$"📊 Signal Details:\n" +
$"📈 Action: `{signal.Direction}` {Config.Ticker}\n" +
$"⏰ Timeframe: `{Config.Timeframe}`\n" +
$"🎯 Confidence: `{signal.Confidence}`\n" +
$"🔍 Indicators: `{string.Join(", ", indicatorNames)}`\n" +
$"🆔 Signal ID: `{signal.Identifier}`";
// Apply Synth-based signal filtering if enabled
if (Config.UseSynthApi && !Config.IsForBacktest && ExecutionCount > 0)
{
await ServiceScopeHelpers.WithScopedServices<ITradingService, IExchangeService>(_scopeFactory,
async (tradingService, exchangeService) =>
{
var currentPrice = await exchangeService.GetCurrentPrice(Account, Config.Ticker);
var signalValidationResult = await tradingService.ValidateSynthSignalAsync(
signal,
currentPrice,
Config,
Config.IsForBacktest);
if (signalValidationResult.Confidence == Confidence.None ||
signalValidationResult.Confidence == Confidence.Low ||
signalValidationResult.IsBlocked)
{
signal.Status = SignalStatus.Expired;
await LogDebug($"Signal {signal.Identifier} blocked by Synth risk assessment");
}
else
{
signal.Confidence = signalValidationResult.Confidence;
await LogDebug(
$"Signal {signal.Identifier} passed Synth risk assessment with confidence {signalValidationResult.Confidence}");
}
});
}
Signals.Add(signal.Identifier, signal);
await LogInformation(signalText);
if (Config.IsForWatchingOnly && !Config.IsForBacktest && ExecutionCount > 0)
{
await ServiceScopeHelpers.WithScopedService<IMessengerService>(_scopeFactory, async messengerService =>
{
await messengerService.SendSignal(signalText, Account.Exchange, Config.Ticker, signal.Direction,
Config.Timeframe);
});
}
await LogDebug(
$"Processed signal for {Config.Ticker}: {signal.Direction} with status {signal.Status}");
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to add signal for {Ticker}", Config.Ticker);
throw;
}
}
/// <summary>
/// Checks if a position has exceeded the maximum time limit for being open.
/// </summary>
/// <param name="position">The position to check</param>
/// <param name="currentTime">The current time to compare against</param>
/// <returns>True if the position has exceeded the time limit, false otherwise</returns>
/// <summary>
/// Updates the trading bot configuration with new settings.
/// This method validates the new configuration and applies it to the running bot.
/// </summary>
/// <param name="newConfig">The new configuration to apply</param>
/// <returns>True if the configuration was successfully updated, false otherwise</returns>
/// <exception cref="ArgumentException">Thrown when the new configuration is invalid</exception>
public async Task<bool> UpdateConfiguration(TradingBotConfig newConfig)
{
try
{
// Validate the new configuration
if (newConfig == null)
{
throw new ArgumentException("Configuration cannot be null");
}
if (newConfig.BotTradingBalance <= Constants.GMX.Config.MinimumPositionAmount)
{
throw new ArgumentException(
$"Bot trading balance must be greater than {Constants.GMX.Config.MinimumPositionAmount}");
}
// if (string.IsNullOrEmpty(newConfig.AccountName))
// {
// throw new ArgumentException("Account name cannot be null or empty");
// }
if (newConfig.Scenario == null)
{
throw new ArgumentException("Scenario object must be provided in configuration");
}
// Track changes for logging
var changes = new List<string>();
// Check for changes and build change list
if (Config.BotTradingBalance != newConfig.BotTradingBalance)
{
changes.Add($"💰 Balance: ${Config.BotTradingBalance:F2} → ${newConfig.BotTradingBalance:F2}");
}
if (Config.MaxPositionTimeHours != newConfig.MaxPositionTimeHours)
{
var oldTime = Config.MaxPositionTimeHours?.ToString() + "h" ?? "Disabled";
var newTime = newConfig.MaxPositionTimeHours?.ToString() + "h" ?? "Disabled";
changes.Add($"⏱️ Max Time: {oldTime} → {newTime}");
}
if (Config.FlipOnlyWhenInProfit != newConfig.FlipOnlyWhenInProfit)
{
var oldFlip = Config.FlipOnlyWhenInProfit ? "✅" : "❌";
var newFlip = newConfig.FlipOnlyWhenInProfit ? "✅" : "❌";
changes.Add($"📈 Flip Only in Profit: {oldFlip} → {newFlip}");
}
if (Config.CooldownPeriod != newConfig.CooldownPeriod)
{
changes.Add($"⏳ Cooldown: {Config.CooldownPeriod} → {newConfig.CooldownPeriod} candles");
}
if (Config.MaxLossStreak != newConfig.MaxLossStreak)
{
changes.Add($"📉 Max Loss Streak: {Config.MaxLossStreak} → {newConfig.MaxLossStreak}");
}
if (Config.FlipPosition != newConfig.FlipPosition)
{
var oldFlipPos = Config.FlipPosition ? "✅" : "❌";
var newFlipPos = newConfig.FlipPosition ? "✅" : "❌";
changes.Add($"🔄 Flip Position: {oldFlipPos} → {newFlipPos}");
}
if (Config.CloseEarlyWhenProfitable != newConfig.CloseEarlyWhenProfitable)
{
var oldCloseEarly = Config.CloseEarlyWhenProfitable ? "✅" : "❌";
var newCloseEarly = newConfig.CloseEarlyWhenProfitable ? "✅" : "❌";
changes.Add($"⏰ Close Early When Profitable: {oldCloseEarly} → {newCloseEarly}");
}
if (Config.UseSynthApi != newConfig.UseSynthApi)
{
var oldSynth = Config.UseSynthApi ? "✅" : "❌";
var newSynth = newConfig.UseSynthApi ? "✅" : "❌";
changes.Add($"🔗 Use Synth API: {oldSynth} → {newSynth}");
}
if (Config.UseForPositionSizing != newConfig.UseForPositionSizing)
{
var oldPositionSizing = Config.UseForPositionSizing ? "✅" : "❌";
var newPositionSizing = newConfig.UseForPositionSizing ? "✅" : "❌";
changes.Add($"📏 Use Synth for Position Sizing: {oldPositionSizing} → {newPositionSizing}");
}
if (Config.UseForSignalFiltering != newConfig.UseForSignalFiltering)
{
var oldSignalFiltering = Config.UseForSignalFiltering ? "✅" : "❌";
var newSignalFiltering = newConfig.UseForSignalFiltering ? "✅" : "❌";
changes.Add($"🔍 Use Synth for Signal Filtering: {oldSignalFiltering} → {newSignalFiltering}");
}
if (Config.UseForDynamicStopLoss != newConfig.UseForDynamicStopLoss)
{
var oldDynamicStopLoss = Config.UseForDynamicStopLoss ? "✅" : "❌";
var newDynamicStopLoss = newConfig.UseForDynamicStopLoss ? "✅" : "❌";
changes.Add($"🎯 Use Synth for Dynamic Stop Loss: {oldDynamicStopLoss} → {newDynamicStopLoss}");
}
if (Config.IsForWatchingOnly != newConfig.IsForWatchingOnly)
{
var oldWatch = Config.IsForWatchingOnly ? "✅" : "❌";
var newWatch = newConfig.IsForWatchingOnly ? "✅" : "❌";
changes.Add($"👀 Watch Only: {oldWatch} → {newWatch}");
}
// Check for changes in individual MoneyManagement properties
if (Config.MoneyManagement?.StopLoss != newConfig.MoneyManagement?.StopLoss)
{
var oldStopLoss = Config.MoneyManagement?.StopLoss.ToString("P2") ?? "None";
var newStopLoss = newConfig.MoneyManagement?.StopLoss.ToString("P2") ?? "None";
changes.Add($"🛑 Stop Loss: {oldStopLoss} → {newStopLoss}");
}
if (Config.MoneyManagement?.TakeProfit != newConfig.MoneyManagement?.TakeProfit)
{
var oldTakeProfit = Config.MoneyManagement?.TakeProfit.ToString("P2") ?? "None";
var newTakeProfit = newConfig.MoneyManagement?.TakeProfit.ToString("P2") ?? "None";
changes.Add($"🎯 Take Profit: {oldTakeProfit} → {newTakeProfit}");
}
if (Config.MoneyManagement?.Leverage != newConfig.MoneyManagement?.Leverage)
{
var oldLeverage = Config.MoneyManagement?.Leverage.ToString("F1") + "x" ?? "None";
var newLeverage = newConfig.MoneyManagement?.Leverage.ToString("F1") + "x" ?? "None";
changes.Add($"⚡ Leverage: {oldLeverage} → {newLeverage}");
}
if (Config.RiskManagement != newConfig.RiskManagement)
{
// Compare risk management by serializing (complex object comparison)
var oldRiskSerialized = JsonConvert.SerializeObject(Config.RiskManagement, Formatting.None);
var newRiskSerialized = JsonConvert.SerializeObject(newConfig.RiskManagement, Formatting.None);
if (oldRiskSerialized != newRiskSerialized)
{
changes.Add($"⚠️ Risk Management: Configuration Updated");
}
}
if (Config.ScenarioName != newConfig.ScenarioName)
{
changes.Add($"📋 Scenario Name: {Config.ScenarioName ?? "None"} → {newConfig.ScenarioName ?? "None"}");
}
if (Config.Name != newConfig.Name)
{
changes.Add($"🏷️ Name: {Config.Name} → {newConfig.Name}");
}
// if (Config.AccountName != newConfig.AccountName)
// {
// changes.Add($"👤 Account: {Config.AccountName} → {newConfig.AccountName}");
// }
if (Config.Ticker != newConfig.Ticker)
{
changes.Add($"📊 Ticker: {Config.Ticker} → {newConfig.Ticker}");
}
if (Config.Timeframe != newConfig.Timeframe)
{
changes.Add($"📈 Timeframe: {Config.Timeframe} → {newConfig.Timeframe}");
}
// Check if the actual Scenario object changed (not just the name)
var scenarioChanged = false;
if (Config.Scenario != newConfig.Scenario)
{
var oldScenarioSerialized = JsonConvert.SerializeObject(Config.Scenario, Formatting.None);
var newScenarioSerialized = JsonConvert.SerializeObject(newConfig.Scenario, Formatting.None);
if (oldScenarioSerialized != newScenarioSerialized)
{
scenarioChanged = true;
changes.Add(
$"🎯 Scenario: {Config.Scenario?.Name ?? "None"} → {newConfig.Scenario?.Name ?? "None"}");
}
}
// Protect critical properties that shouldn't change for running bots
var protectedIsForBacktest = Config.IsForBacktest;
newConfig.AccountName = Config.AccountName;
// Update the configuration
Config = newConfig;
// Restore protected properties
Config.IsForBacktest = protectedIsForBacktest;
// Update bot name and identifier if allowed
if (!string.IsNullOrEmpty(newConfig.Name))
{
Config.Name = newConfig.Name;
}
// If account changed, reload it
if (Config.AccountName != Account?.Name)
{
await LoadAccount();
}
// If scenario changed, reload it and track indicator changes
if (scenarioChanged)
{
if (newConfig.Scenario != null)
{
// Compare indicators after scenario change
var newIndicators = newConfig.Scenario.Indicators?.ToList() ?? new List<LightIndicator>();
var indicatorChanges = ScenarioHelpers.CompareIndicators(Config.Scenario.Indicators, newIndicators);
if (indicatorChanges.Any())
{
changes.AddRange(indicatorChanges);
}
}
else
{
throw new ArgumentException("New scenario object must be provided when updating configuration.");
}
}
// Only log if there are actual changes
if (changes.Any())
{
var changeMessage = "⚙️ Configuration Updated\n" + string.Join("\n", changes);
await LogInformation(changeMessage);
}
else
{
await LogInformation(
"⚙️ Configuration Update\n✅ No changes detected - configuration already up to date");
}
return true;
}
catch (Exception ex)
{
await LogWarning($"Failed to update bot configuration: {ex.Message}");
return false;
}
}
/// <summary>
/// Gets the current trading bot configuration.
/// </summary>
/// <returns>A copy of the current configuration</returns>
public TradingBotConfig GetConfiguration()
{
return new TradingBotConfig
{
AccountName = Config.AccountName,
MoneyManagement = Config.MoneyManagement,
Ticker = Config.Ticker,
ScenarioName = Config.ScenarioName,
Scenario = Config.Scenario,
Timeframe = Config.Timeframe,
IsForWatchingOnly = Config.IsForWatchingOnly,
BotTradingBalance = Config.BotTradingBalance,
IsForBacktest = Config.IsForBacktest,
CooldownPeriod = Config.CooldownPeriod,
MaxLossStreak = Config.MaxLossStreak,
MaxPositionTimeHours = Config.MaxPositionTimeHours,
FlipOnlyWhenInProfit = Config.FlipOnlyWhenInProfit,
FlipPosition = Config.FlipPosition,
Name = Config.Name,
CloseEarlyWhenProfitable = Config.CloseEarlyWhenProfitable,
UseSynthApi = Config.UseSynthApi,
UseForPositionSizing = Config.UseForPositionSizing,
UseForSignalFiltering = Config.UseForSignalFiltering,
UseForDynamicStopLoss = Config.UseForDynamicStopLoss,
RiskManagement = Config.RiskManagement,
IsForCopyTrading = Config.IsForCopyTrading,
MasterBotIdentifier = Config.MasterBotIdentifier,
MasterBotUserId = Config.MasterBotUserId,
};
}
/// <summary>
/// Checks if the bot is currently in a cooldown period for any direction.
/// </summary>
/// <returns>True if in cooldown period for any direction, false otherwise</returns>
private async Task<bool> IsInCooldownPeriodAsync()
{
if (LastPositionClosingTime == null)
{
return false; // No previous position closing time, no cooldown
}
// Force refresh last candle if it's null
if (LastCandle == null)
{
await ForceRefreshLastCandleAsync();
if (LastCandle == null)
{
Logger.LogWarning("Unable to refresh last candle, skipping cooldown check");
return false; // No last candle available, no cooldown check possible
}
}
// Calculate cooldown end time based on last position closing time
var cooldownEndTime =
TradingBox.CalculateCooldownEndTime(LastPositionClosingTime.Value, Config.Timeframe, Config.CooldownPeriod);
var isInCooldown = (Config.IsForBacktest ? LastCandle.Date : DateTime.UtcNow) < cooldownEndTime;
if (isInCooldown)
{
var remainingTime = cooldownEndTime - LastCandle.Date;
Logger.LogWarning(
$"⏳ [{Account.User.AgentName}-{Config.Name}] Cooldown Period Active\n" +
$"Cannot open new positions\n" +
$"Last position closed: `{LastPositionClosingTime:HH:mm:ss}`\n" +
$"Cooldown period: `{Config.CooldownPeriod}` candles\n" +
$"Cooldown ends: `{cooldownEndTime:HH:mm:ss}`\n" +
$"Remaining time: `{remainingTime.TotalMinutes:F1} minutes`");
}
return isInCooldown;
}
/// <summary>
/// Forces a refresh of the last candle by calling the CandleStoreGrain
/// </summary>
private async Task ForceRefreshLastCandleAsync()
{
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var grainKey = CandleHelpers.GetCandleStoreGrainKey(Account.Exchange, Config.Ticker, Config.Timeframe);
var grain = grainFactory.GetGrain<ICandleStoreGrain>(grainKey);
var lastCandles = await grain.GetLastCandle(1);
LastCandle = lastCandles.FirstOrDefault();
if (LastCandle != null)
{
await LogDebug($"Successfully refreshed last candle for {Config.Ticker} at {LastCandle.Date}");
}
else
{
Logger.LogWarning("No candles available from CandleStoreGrain for {Ticker}", Config.Ticker);
}
});
}
catch (Exception ex)
{
Logger.LogError(ex, "Error refreshing last candle for {Ticker}", Config.Ticker);
}
}
/// <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 both AgentGrain and PlatformSummaryGrain about bot events using unified event data
/// </summary>
/// <param name="eventType">The type of event (e.g., PositionOpened, PositionClosed, PositionUpdated)</param>
/// <param name="position">Optional position data for platform summary events</param>
private async Task NotifyAgentAndPlatformGrainAsync(NotificationEventType eventType,
Position position)
{
if (Config.IsForBacktest)
{
return; // Skip notifications for backtest
}
try
{
await ServiceScopeHelpers.WithScopedService<IGrainFactory>(_scopeFactory, async grainFactory =>
{
var agentGrain = grainFactory.GetGrain<IAgentGrain>(Account.User.Id);
var platformGrain = grainFactory.GetGrain<IPlatformSummaryGrain>("platform-summary");
// Create unified event objects based on event type
switch (eventType)
{
case NotificationEventType.PositionOpened:
var positionOpenEvent = new PositionOpenEvent
{
PositionIdentifier = position.Identifier,
Ticker = position.Ticker,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
Fee = position.GasFees + position.UiFees,
Direction = position.OriginDirection
};
await agentGrain.OnPositionOpenedAsync(positionOpenEvent);
await platformGrain.OnPositionOpenAsync(positionOpenEvent);
await LogDebug($"Sent position opened event to both grains for position {position.Identifier}");
break;
case NotificationEventType.PositionClosed:
var positionClosedEvent = new PositionClosedEvent
{
PositionIdentifier = position.Identifier,
Ticker = position.Ticker,
RealizedPnL = position.ProfitAndLoss?.Realized ?? 0,
Volume = position.Open.Price * position.Open.Quantity * position.Open.Leverage,
};
await agentGrain.OnPositionClosedAsync(positionClosedEvent);
await platformGrain.OnPositionClosedAsync(positionClosedEvent);
await LogDebug($"Sent position closed event to both grains for position {position.Identifier}");
break;
case NotificationEventType.PositionUpdated:
var positionUpdatedEvent = new PositionUpdatedEvent
{
PositionIdentifier = position.Identifier,
};
await agentGrain.OnPositionUpdatedAsync(positionUpdatedEvent);
break;
}
});
}
catch (Exception ex)
{
Logger.LogError(ex, "Failed to send notifications: {EventType} for bot {BotId}", eventType, Identifier);
}
}
/// <summary>
/// Checks if a position exists in the exchange history with PnL data.
/// This helps determine if a position was actually filled and closed on the exchange
/// even if the bot's internal tracking shows it as never filled.
/// </summary>
/// <param name="position">The position to check</param>
/// <returns>True if position found in exchange history with PnL, false otherwise</returns>
private async Task<(bool found, bool hadError)> CheckPositionInExchangeHistory(Position position)
{
if (Config.IsForBacktest)
{
// For backtests, we don't have exchange history, so return false
return (false, false);
}
try
{
await LogDebug(
$"🔍 Checking Position History for Position: `{position.Identifier}`\nTicker: `{Config.Ticker}`");
List<Position> positionHistory = null;
await ServiceScopeHelpers.WithScopedService<IExchangeService>(_scopeFactory,
async exchangeService =>
{
// Get position history from the last 24 hours for comprehensive check
var fromDate = DateTime.UtcNow.AddHours(-24);
var toDate = DateTime.UtcNow;
positionHistory =
await exchangeService.GetPositionHistory(Account, Config.Ticker, fromDate, toDate);
});
// Check if there's a recent position with PnL data and matching direction
if (positionHistory != null && positionHistory.Any())
{
var recentPosition = positionHistory
.Where(p => p.OriginDirection == position.OriginDirection) // Ensure same direction
.OrderByDescending(p => p.Open?.Date ?? DateTime.MinValue)
.FirstOrDefault();
if (recentPosition != null && recentPosition.ProfitAndLoss != null)
{
await LogDebug(
$"✅ Position Found in Exchange History\n" +
$"Position: `{position.Identifier}`\n" +
$"Direction: `{position.OriginDirection}` (Matched: ✅)\n" +
$"Exchange PnL: `${recentPosition.ProfitAndLoss.Realized:F2}`\n" +
$"Position was actually filled and closed");
return (true, false);
}
else
{
// Found positions in history but none match the direction
var allHistoryDirections = positionHistory.Select(p => p.OriginDirection).Distinct().ToList();
await LogDebug(
$"⚠️ Direction Mismatch in History\n" +
$"Looking for: `{position.OriginDirection}`\n" +
$"Found in history: `{string.Join(", ", allHistoryDirections)}`\n" +
$"No matching position found");
}
}
await LogDebug(
$"❌ No Position Found in Exchange History\nPosition: `{position.Identifier}`\nPosition was never filled");
return (false, false);
}
catch (Exception ex)
{
Logger.LogError(ex, "Error checking position history for position {PositionId}", position.Identifier);
await LogWarning(
$"⚠️ Web3Proxy Error During Position History Check\n" +
$"Position: `{position.Identifier}`\n" +
$"Error: {ex.Message}\n" +
$"Will retry on next execution cycle");
return (false, true); // found=false, hadError=true
}
}
private async Task RecoverRecentlyCanceledPositions()
{
if (Config.IsForBacktest)
{
// For backtests, we don't have broker positions, so skip recovery
return;
}
try
{
// Get the last (most recent) position from all positions
var lastPosition = Positions.Values.LastOrDefault();
if (lastPosition == null)
{
return; // No positions at all
}
// Only attempt recovery if the last position is cancelled and recovery hasn't been attempted yet
if (lastPosition.Status != PositionStatus.Canceled || lastPosition.RecoveryAttempted)
{
return;
}
// Also get count of cancelled positions for logging
var canceledPositionsCount = Positions.Values.Count(p => p.Status == PositionStatus.Canceled);
await LogDebug(
$"🔄 Position Recovery Check\nFound `{canceledPositionsCount}` canceled positions\nLast position `{lastPosition.Identifier}` is cancelled\nAttempting recovery from broker...");
// Get the signal for the last position
if (!Signals.TryGetValue(lastPosition.SignalIdentifier, out var signal))
{
await LogWarning(
$"⚠️ Signal Not Found for Recovery\nPosition: `{lastPosition.Identifier}`\nSignal: `{lastPosition.SignalIdentifier}`\nCannot recover without signal");
return;
}
// Mark recovery as attempted before proceeding
lastPosition.RecoveryAttempted = true;
Positions[lastPosition.Identifier] = lastPosition;
// Attempt recovery for the last position only
bool recovered = await RecoverOpenPositionFromBroker(signal, lastPosition);
if (recovered)
{
await LogInformation(
$"🎉 Position Recovery Successful\nPosition `{lastPosition.Identifier}` recovered from broker\nStatus restored to Filled\nWill continue normal processing");
}
else
{
await LogDebug(
$"❌ Recovery Not Needed\nPosition `{lastPosition.Identifier}` confirmed canceled\nNo open position found on broker");
}
}
catch (Exception ex)
{
Logger.LogError(ex, "Error during recently canceled positions recovery");
await LogWarning($"Position recovery check failed due to exception: {ex.Message}");
}
}
private async Task<bool> RecoverOpenPositionFromBroker(LightSignal signal, Position positionForSignal)
{
if (Config.IsForBacktest)
{
// For backtests, we don't have broker positions, so return false
return false;
}
try
{
await LogDebug(
$"🔄 Attempting Position Recovery\n" +
$"Signal: `{signal.Identifier}`\n" +
$"Position: `{positionForSignal.Identifier}`\n" +
$"Direction: `{positionForSignal.OriginDirection}`\n" +
$"Ticker: `{Config.Ticker}`\n" +
$"Checking broker for open position...");
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)
{
// Check if the broker position matches our expected direction
if (brokerPosition.OriginDirection == positionForSignal.OriginDirection)
{
await LogInformation(
$"✅ Position Recovered from Broker\n" +
$"Position: `{positionForSignal.Identifier}`\n" +
$"Direction: `{positionForSignal.OriginDirection}` (Matched: ✅)\n" +
$"Broker Position Size: `{brokerPosition.Open?.Quantity ?? 0}`\n" +
$"Broker Position Price: `${brokerPosition.Open?.Price ?? 0:F2}`\n" +
$"Restoring position status to Filled");
// Update position status back to Filled (from Canceled)
positionForSignal.Status = PositionStatus.Filled;
await SetPositionStatus(signal.Identifier, PositionStatus.Filled);
// Update signal status back to PositionOpen since position is recovered
SetSignalStatus(signal.Identifier, SignalStatus.PositionOpen);
// Update PnL from broker position
var brokerNetPnL = brokerPosition.GetPnLBeforeFees();
UpdatePositionPnl(positionForSignal.Identifier, brokerNetPnL);
// Update trade details if available
if (positionForSignal.Open != null && brokerPosition.Open != null)
{
positionForSignal.Open.SetStatus(TradeStatus.Filled);
if (brokerPosition.Open.ExchangeOrderId != null)
{
positionForSignal.Open.SetExchangeOrderId(brokerPosition.Open.ExchangeOrderId);
}
}
// Update stop loss and take profit trades if available
if (positionForSignal.StopLoss != null && brokerPosition.StopLoss != null)
{
positionForSignal.StopLoss.SetExchangeOrderId(brokerPosition.StopLoss.ExchangeOrderId);
}
if (positionForSignal.TakeProfit1 != null && brokerPosition.TakeProfit1 != null)
{
positionForSignal.TakeProfit1.SetExchangeOrderId(brokerPosition.TakeProfit1.ExchangeOrderId);
}
if (positionForSignal.TakeProfit2 != null && brokerPosition.TakeProfit2 != null)
{
positionForSignal.TakeProfit2.SetExchangeOrderId(brokerPosition.TakeProfit2.ExchangeOrderId);
}
// Update database
await UpdatePositionDatabase(positionForSignal);
// Notify about position recovery
await NotifyAgentAndPlatformGrainAsync(NotificationEventType.PositionUpdated, positionForSignal);
await LogInformation(
$"🎉 Position Recovery Complete\n" +
$"Position `{positionForSignal.Identifier}` successfully recovered\n" +
$"Status restored to Filled\n" +
$"Database and internal state updated");
return true;
}
else
{
await LogWarning(
$"⚠️ Direction Mismatch During Recovery\n" +
$"Expected: `{positionForSignal.OriginDirection}`\n" +
$"Broker Position: `{brokerPosition.OriginDirection}`\n" +
$"Cannot recover - directions don't match");
}
}
else
{
await LogDebug(
$"❌ No Open Position Found on Broker\n" +
$"Ticker: `{Config.Ticker}`\n" +
$"Position recovery not possible");
}
return false;
}
catch (Exception ex)
{
Logger.LogError(ex, "Error during position recovery for position {PositionId}",
positionForSignal.Identifier);
await LogWarning($"Position recovery failed due to exception: {ex.Message}");
return false;
}
}
}