done
This commit is contained in:
+2
-2
@@ -7,7 +7,7 @@ from datetime import datetime, timezone
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from fastapi import APIRouter, BackgroundTasks, Depends
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.database import get_db, AsyncSessionLocal
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from app.models import Post
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from app.models import Post, iso_utc
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from app.ws.manager import manager
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import hashlib, time
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@@ -45,7 +45,7 @@ async def insert_fake_post(
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"id": post.id,
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"text": post.text,
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"source": post.source,
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"published_at": post.published_at.isoformat(),
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"published_at": iso_utc(post.published_at),
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"sentiment": post.sentiment,
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"ai_confidence": post.ai_confidence,
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"relevant": post.relevant,
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+63
-6
@@ -6,35 +6,47 @@ from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.database import get_db
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from app.models import Post
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from app.models import Post, iso_utc
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from app.schemas import PriceImpact, TrumpPost
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router = APIRouter()
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logger = logging.getLogger(__name__)
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def _direction_correct(signal: Optional[str], pct: Optional[float]) -> Optional[bool]:
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if pct is None or signal is None:
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return None
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if signal == "buy":
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return pct > 0
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if signal in ("short", "sell"):
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return pct < 0
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return None # hold has no direction
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def _post_to_schema(post: Post) -> TrumpPost:
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price_impact: Optional[PriceImpact] = None
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if (
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post.price_impact_asset
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and post.price_at_post is not None
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):
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if post.price_impact_asset and post.price_at_post is not None:
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price_impact = PriceImpact(
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asset=post.price_impact_asset,
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m5=post.price_impact_m5 or 0.0,
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m15=post.price_impact_m15 or 0.0,
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m1h=post.price_impact_m1h or 0.0,
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price_at_post=post.price_at_post,
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correct_m5=_direction_correct(post.signal, post.price_impact_m5),
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correct_m15=_direction_correct(post.signal, post.price_impact_m15),
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correct_m1h=_direction_correct(post.signal, post.price_impact_m1h),
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)
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return TrumpPost(
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id=post.id,
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text=post.text,
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source=post.source,
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published_at=post.published_at.isoformat(),
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published_at=iso_utc(post.published_at),
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sentiment=post.sentiment,
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signal=post.signal,
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ai_confidence=post.ai_confidence,
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ai_reasoning=post.ai_reasoning,
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prefilter_reason=post.prefilter_reason,
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analysis_version=post.analysis_version,
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relevant=post.relevant,
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price_impact=price_impact,
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)
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@@ -54,6 +66,51 @@ async def get_posts(
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return [_post_to_schema(p) for p in posts]
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@router.get("/signals/accuracy")
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async def signal_accuracy(db: AsyncSession = Depends(get_db)):
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"""Aggregate accuracy of directional signals (buy/sell/short) against realised price moves."""
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result = await db.execute(
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select(Post).where(Post.signal.in_(["buy", "sell", "short"]))
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)
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posts = result.scalars().all()
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def bucket():
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return {"checked": 0, "correct": 0}
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stats = {"m5": bucket(), "m15": bucket(), "m1h": bucket()}
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by_signal: dict[str, dict] = {}
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for p in posts:
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sig = p.signal
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if sig not in by_signal:
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by_signal[sig] = {"m5": bucket(), "m15": bucket(), "m1h": bucket(), "count": 0}
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by_signal[sig]["count"] += 1
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for win, val in (("m5", p.price_impact_m5), ("m15", p.price_impact_m15), ("m1h", p.price_impact_m1h)):
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ok = _direction_correct(sig, val)
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if ok is None:
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continue
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stats[win]["checked"] += 1
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stats[win]["correct"] += int(ok)
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by_signal[sig][win]["checked"] += 1
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by_signal[sig][win]["correct"] += int(ok)
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def pct(b): return round(b["correct"] / b["checked"] * 100, 1) if b["checked"] else None
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return {
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"overall": {k: {**v, "accuracy_pct": pct(v)} for k, v in stats.items()},
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"by_signal": {
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s: {
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"count": d["count"],
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"m5": {**d["m5"], "accuracy_pct": pct(d["m5"])},
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"m15": {**d["m15"], "accuracy_pct": pct(d["m15"])},
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"m1h": {**d["m1h"], "accuracy_pct": pct(d["m1h"])},
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}
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for s, d in by_signal.items()
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},
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"total_directional_signals": len(posts),
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}
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@router.get("/posts/{post_id}", response_model=TrumpPost)
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async def get_post(post_id: int, db: AsyncSession = Depends(get_db)):
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result = await db.execute(select(Post).where(Post.id == post_id))
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+11
-30
@@ -1,48 +1,33 @@
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import logging
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from datetime import datetime, timezone
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from eth_account import Account
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from eth_account.messages import encode_defunct
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from fastapi import APIRouter, Depends, HTTPException
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from fastapi import APIRouter, Depends
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from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.database import get_db
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from app.models import Subscription
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from app.schemas import SubscribeRequest, SubscribeResponse
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from app.services.signed_request import verify_signed_request
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router = APIRouter()
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logger = logging.getLogger(__name__)
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SIGN_MESSAGE = "Sign in to TrumpSignal"
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from typing import Optional
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def _recover_signer(signature: str) -> Optional[str]:
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"""Recover signer address from an EIP-191 personal_sign signature."""
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try:
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message = encode_defunct(text=SIGN_MESSAGE)
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recovered = Account.recover_message(message, signature=signature)
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return recovered.lower()
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except Exception as exc:
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logger.warning("Signature recovery failed: %s", exc)
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return None
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ACTION_SUBSCRIBE = "subscribe"
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@router.post("/subscribe", response_model=SubscribeResponse)
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async def subscribe(body: SubscribeRequest, db: AsyncSession = Depends(get_db)):
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wallet = body.wallet.lower().strip()
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# Verify EIP-191 signature
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recovered = _recover_signer(body.signature)
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if recovered is None or recovered != wallet:
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raise HTTPException(
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status_code=401,
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detail="Signature verification failed: recovered address does not match wallet",
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)
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verify_signed_request(
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action=ACTION_SUBSCRIBE,
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wallet=wallet,
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timestamp_ms=body.timestamp,
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signature=body.signature,
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body=None,
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)
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# Upsert subscription
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result = await db.execute(
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select(Subscription).where(Subscription.wallet_address == wallet)
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)
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@@ -50,11 +35,7 @@ async def subscribe(body: SubscribeRequest, db: AsyncSession = Depends(get_db)):
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now = datetime.now(timezone.utc).replace(tzinfo=None)
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if sub is None:
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sub = Subscription(
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wallet_address=wallet,
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active=True,
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subscribed_at=now,
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)
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sub = Subscription(wallet_address=wallet, active=True, subscribed_at=now)
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db.add(sub)
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else:
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sub.active = True
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+3
-3
@@ -6,7 +6,7 @@ from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.database import get_db
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from app.models import BotTrade
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from app.models import BotTrade, iso_utc
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from app.schemas import BotTrade as BotTradeSchema
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router = APIRouter()
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@@ -23,8 +23,8 @@ def _trade_to_schema(trade: BotTrade) -> BotTradeSchema:
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pnl_usd=trade.pnl_usd or 0.0,
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hold_seconds=trade.hold_seconds or 0,
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trigger_post_id=trade.trigger_post_id or 0,
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opened_at=trade.opened_at.isoformat(),
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closed_at=trade.closed_at.isoformat() if trade.closed_at else "",
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opened_at=iso_utc(trade.opened_at) or "",
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closed_at=iso_utc(trade.closed_at) or "",
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)
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+152
-12
@@ -1,16 +1,30 @@
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import logging
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from fastapi import APIRouter, Depends, HTTPException
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from fastapi import APIRouter, Depends, Header, HTTPException, Query
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from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.database import get_db
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from app.models import BotTrade, Subscription
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from app.schemas import BotTrade as BotTradeSchema, UserResponse
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from app.models import BotTrade, Subscription, iso_utc
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from app.schemas import (
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BotTrade as BotTradeSchema,
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UserResponse,
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UserSettings,
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SetApiKeyRequest,
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SetApiKeyResponse,
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SetSettingsRequest,
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)
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from app.services.crypto import encrypt_api_key
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from app.services.signed_request import verify_signed_request
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router = APIRouter()
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logger = logging.getLogger(__name__)
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# Action names — must match frontend exactly (used in the signed message)
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ACTION_SET_API_KEY = "set_hl_api_key"
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ACTION_SET_SETTINGS = "set_settings"
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ACTION_VIEW_USER = "view_user"
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def _trade_to_schema(trade: BotTrade) -> BotTradeSchema:
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return BotTradeSchema(
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@@ -22,23 +36,89 @@ def _trade_to_schema(trade: BotTrade) -> BotTradeSchema:
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pnl_usd=trade.pnl_usd or 0.0,
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hold_seconds=trade.hold_seconds or 0,
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trigger_post_id=trade.trigger_post_id or 0,
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opened_at=trade.opened_at.isoformat(),
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closed_at=trade.closed_at.isoformat() if trade.closed_at else "",
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opened_at=iso_utc(trade.opened_at) or "",
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closed_at=iso_utc(trade.closed_at) or "",
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)
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@router.put("/user/{wallet}/hl-api-key", response_model=SetApiKeyResponse)
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async def set_hl_api_key(
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wallet: str,
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body: SetApiKeyRequest,
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db: AsyncSession = Depends(get_db),
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):
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wallet = wallet.lower().strip()
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if wallet != body.wallet.lower().strip():
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raise HTTPException(400, "Wallet mismatch between path and body")
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api_key = body.api_key.strip()
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if not api_key.startswith("0x") or len(api_key) != 66:
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raise HTTPException(422, "Invalid API key format — must be a 0x-prefixed 64-char hex string")
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# Signature binds to the full payload (including api_key) so a leaked sig
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# can't be reused to change the key.
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verify_signed_request(
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action=ACTION_SET_API_KEY,
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wallet=wallet,
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||||
timestamp_ms=body.timestamp,
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||||
signature=body.signature,
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body={"api_key": api_key},
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||||
)
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|
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result = await db.execute(select(Subscription).where(Subscription.wallet_address == wallet))
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||||
sub = result.scalar_one_or_none()
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||||
if sub is None:
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raise HTTPException(404, "Wallet not subscribed. Subscribe first.")
|
||||
|
||||
sub.hl_api_key = encrypt_api_key(api_key)
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await db.commit()
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||||
|
||||
masked = f"...{api_key[-6:]}"
|
||||
logger.info("HL API key updated for wallet %s (masked: %s)", wallet, masked)
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||||
return SetApiKeyResponse(status="ok", masked_key=masked)
|
||||
|
||||
|
||||
@router.get("/user/{wallet}/public")
|
||||
async def get_user_public(wallet: str, db: AsyncSession = Depends(get_db)):
|
||||
"""No-auth endpoint returning only boolean state. Safe to call on every
|
||||
page load to decide whether to show the Subscribe/API-key UI."""
|
||||
wallet = wallet.lower().strip()
|
||||
result = await db.execute(select(Subscription).where(Subscription.wallet_address == wallet))
|
||||
sub = result.scalar_one_or_none()
|
||||
if sub is None:
|
||||
return {"wallet_address": wallet, "active": False, "hl_api_key_set": False}
|
||||
return {
|
||||
"wallet_address": wallet,
|
||||
"active": sub.active,
|
||||
"hl_api_key_set": bool(sub.hl_api_key),
|
||||
}
|
||||
|
||||
|
||||
@router.get("/user/{wallet}", response_model=UserResponse)
|
||||
async def get_user(wallet: str, db: AsyncSession = Depends(get_db)):
|
||||
async def get_user(
|
||||
wallet: str,
|
||||
ts: int = Query(..., description="Signed timestamp (ms)"),
|
||||
sig: str = Query(..., description="EIP-191 signature"),
|
||||
db: AsyncSession = Depends(get_db),
|
||||
):
|
||||
wallet = wallet.lower().strip()
|
||||
|
||||
result = await db.execute(
|
||||
select(Subscription).where(Subscription.wallet_address == wallet)
|
||||
# Require a fresh signed timestamp from the owner — stops wallet-enumeration
|
||||
# and trade-history leakage. Frontend re-signs ~every 5 min via sessionStorage.
|
||||
verify_signed_request(
|
||||
action=ACTION_VIEW_USER,
|
||||
wallet=wallet,
|
||||
timestamp_ms=ts,
|
||||
signature=sig,
|
||||
body=None,
|
||||
allow_replay=True, # idempotent GET — allow sessionStorage caching for UX
|
||||
)
|
||||
|
||||
result = await db.execute(select(Subscription).where(Subscription.wallet_address == wallet))
|
||||
sub = result.scalar_one_or_none()
|
||||
if sub is None:
|
||||
raise HTTPException(status_code=404, detail="Wallet not found")
|
||||
raise HTTPException(404, "Wallet not found")
|
||||
|
||||
# Personal trades (all — open and closed)
|
||||
trades_result = await db.execute(
|
||||
select(BotTrade)
|
||||
.where(BotTrade.wallet_address == wallet)
|
||||
@@ -47,13 +127,73 @@ async def get_user(wallet: str, db: AsyncSession = Depends(get_db)):
|
||||
)
|
||||
trades = trades_result.scalars().all()
|
||||
|
||||
# Mask hl_api_key: show only last 4 chars if set
|
||||
hl_api_key_set = bool(sub.hl_api_key)
|
||||
# Never return the encrypted blob or any decrypted key. The masked hint
|
||||
# shown to the user is derived lazily and only from the last 6 chars of
|
||||
# the stored blob's sha-hash, not the plaintext.
|
||||
if hl_api_key_set:
|
||||
import hashlib
|
||||
masked = "..." + hashlib.sha256(sub.hl_api_key.encode()).hexdigest()[-6:]
|
||||
else:
|
||||
masked = None
|
||||
|
||||
return UserResponse(
|
||||
wallet_address=sub.wallet_address,
|
||||
active=sub.active,
|
||||
subscribed_at=sub.subscribed_at.isoformat() if sub.subscribed_at else None,
|
||||
subscribed_at=iso_utc(sub.subscribed_at),
|
||||
hl_api_key_set=hl_api_key_set,
|
||||
hl_api_key_masked=masked,
|
||||
trades=[_trade_to_schema(t) for t in trades],
|
||||
settings=UserSettings(
|
||||
leverage=sub.leverage,
|
||||
position_size_usd=sub.position_size_usd,
|
||||
take_profit_pct=sub.take_profit_pct,
|
||||
stop_loss_pct=sub.stop_loss_pct,
|
||||
min_confidence=sub.min_confidence,
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
@router.put("/user/{wallet}/settings", response_model=UserSettings)
|
||||
async def set_user_settings(
|
||||
wallet: str,
|
||||
body: SetSettingsRequest,
|
||||
db: AsyncSession = Depends(get_db),
|
||||
):
|
||||
wallet = wallet.lower().strip()
|
||||
if wallet != body.wallet.lower().strip():
|
||||
raise HTTPException(400, "Wallet mismatch")
|
||||
|
||||
s = body.settings
|
||||
if not (1 <= s.leverage <= 50):
|
||||
raise HTTPException(422, "leverage must be 1–50")
|
||||
if not (5 <= s.position_size_usd <= 10000):
|
||||
raise HTTPException(422, "position_size_usd must be $5–$10,000")
|
||||
if s.take_profit_pct is not None and not (0.1 <= s.take_profit_pct <= 50):
|
||||
raise HTTPException(422, "take_profit_pct must be 0.1–50")
|
||||
if s.stop_loss_pct is not None and not (0.1 <= s.stop_loss_pct <= 50):
|
||||
raise HTTPException(422, "stop_loss_pct must be 0.1–50")
|
||||
if not (0 <= s.min_confidence <= 100):
|
||||
raise HTTPException(422, "min_confidence must be 0–100")
|
||||
|
||||
verify_signed_request(
|
||||
action=ACTION_SET_SETTINGS,
|
||||
wallet=wallet,
|
||||
timestamp_ms=body.timestamp,
|
||||
signature=body.signature,
|
||||
body=s.model_dump(),
|
||||
)
|
||||
|
||||
result = await db.execute(select(Subscription).where(Subscription.wallet_address == wallet))
|
||||
sub = result.scalar_one_or_none()
|
||||
if sub is None:
|
||||
raise HTTPException(404, "Wallet not subscribed")
|
||||
|
||||
sub.leverage = s.leverage
|
||||
sub.position_size_usd = s.position_size_usd
|
||||
sub.take_profit_pct = s.take_profit_pct
|
||||
sub.stop_loss_pct = s.stop_loss_pct
|
||||
sub.min_confidence = s.min_confidence
|
||||
await db.commit()
|
||||
logger.info("Settings updated for %s: %s", wallet, s.model_dump())
|
||||
return s
|
||||
|
||||
+17
-2
@@ -3,8 +3,6 @@ from pydantic_settings import BaseSettings
|
||||
|
||||
class Settings(BaseSettings):
|
||||
database_url: str
|
||||
redis_url: str = "redis://localhost:6379"
|
||||
anthropic_api_key: str
|
||||
frontend_url: str = "http://localhost:3001"
|
||||
truth_social_rss: str = "https://truthsocial.com/@realDonaldTrump.rss"
|
||||
truth_social_poll_seconds: int = 15
|
||||
@@ -14,6 +12,23 @@ class Settings(BaseSettings):
|
||||
)
|
||||
binance_rest_url: str = "https://data-api.binance.vision"
|
||||
environment: str = "development"
|
||||
ai_api_key: str = ""
|
||||
ai_base_url: str = "https://api.gptsapi.net/v1"
|
||||
ai_model: str = "claude-haiku-4-5-20251001"
|
||||
|
||||
# Hyperliquid — API wallet private key (NOT your MetaMask key)
|
||||
# Created at https://app.hyperliquid.xyz/API and authorized by MetaMask
|
||||
hl_api_private_key: str = ""
|
||||
# Your MetaMask address — this is the actual account holding USDC/positions
|
||||
hl_account_address: str = ""
|
||||
# BTC perp leverage (1–50x isolated margin)
|
||||
hl_leverage: int = 3
|
||||
# Trade mainnet (True) or testnet (False)
|
||||
hl_mainnet: bool = True
|
||||
|
||||
# KEK for envelope-encrypting HL API keys at rest.
|
||||
# Generate with: openssl rand -hex 32
|
||||
encryption_key: str = ""
|
||||
|
||||
model_config = {"env_file": ".env", "env_file_encoding": "utf-8"}
|
||||
|
||||
|
||||
@@ -44,6 +44,11 @@ async def lifespan(app: FastAPI):
|
||||
# 2. Backfill historical posts on startup (fast, no Claude API call)
|
||||
asyncio.create_task(backfill_history(AsyncSessionLocal, limit=500))
|
||||
|
||||
# 2b. Rehydrate TP/SL + max-hold backstops for any positions still open in DB.
|
||||
# Critical: without this, a redeploy/crash silently drops protection on live trades.
|
||||
from app.services.recovery import rehydrate_open_trades
|
||||
asyncio.create_task(rehydrate_open_trades())
|
||||
|
||||
# 3. Start Binance WebSocket background task
|
||||
_binance_task = asyncio.create_task(run_binance_ws(), name="binance_ws")
|
||||
logger.info("Binance WebSocket task started.")
|
||||
|
||||
@@ -18,9 +18,21 @@ from app.database import Base
|
||||
|
||||
|
||||
def utcnow() -> datetime:
|
||||
"""Naive UTC datetime. All datetimes in this codebase are stored as naive-UTC."""
|
||||
return datetime.now(timezone.utc).replace(tzinfo=None)
|
||||
|
||||
|
||||
def iso_utc(dt: Optional[datetime]) -> Optional[str]:
|
||||
"""Serialize a naive-UTC datetime to an explicit ISO-8601 UTC string (suffix 'Z').
|
||||
If dt already carries tzinfo, convert to UTC first. Returns None if dt is None."""
|
||||
if dt is None:
|
||||
return None
|
||||
if dt.tzinfo is not None:
|
||||
dt = dt.astimezone(timezone.utc).replace(tzinfo=None)
|
||||
# Drop microseconds past millisecond for compactness; always end in Z
|
||||
return dt.isoformat(timespec="milliseconds") + "Z"
|
||||
|
||||
|
||||
class Post(Base):
|
||||
__tablename__ = "posts"
|
||||
|
||||
@@ -39,6 +51,8 @@ class Post(Base):
|
||||
price_at_post: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
|
||||
signal: Mapped[Optional[str]] = mapped_column(String(8), nullable=True)
|
||||
ai_reasoning: Mapped[Optional[str]] = mapped_column(Text, nullable=True)
|
||||
prefilter_reason: Mapped[Optional[str]] = mapped_column(String(32), nullable=True)
|
||||
analysis_version: Mapped[Optional[str]] = mapped_column(String(16), nullable=True)
|
||||
created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=utcnow)
|
||||
|
||||
trades: Mapped[List["BotTrade"]] = relationship("BotTrade", back_populates="trigger_post")
|
||||
@@ -89,3 +103,10 @@ class Subscription(Base):
|
||||
active: Mapped[bool] = mapped_column(Boolean, nullable=False, default=False)
|
||||
subscribed_at: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
|
||||
created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=utcnow)
|
||||
|
||||
# Per-user trading config (null → use platform defaults)
|
||||
leverage: Mapped[int] = mapped_column(Integer, nullable=False, default=3)
|
||||
position_size_usd: Mapped[float] = mapped_column(Float, nullable=False, default=20.0)
|
||||
take_profit_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # e.g. 2.0 = close at +2%
|
||||
stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # e.g. 1.5 = close at -1.5%
|
||||
min_confidence: Mapped[int] = mapped_column(Integer, nullable=False, default=80)
|
||||
|
||||
+41
-1
@@ -9,6 +9,10 @@ class PriceImpact(BaseModel):
|
||||
m15: float
|
||||
m1h: float
|
||||
price_at_post: float
|
||||
# None = outcome window not yet reached or no price data; True/False = signal direction matched actual move
|
||||
correct_m5: Optional[bool] = None
|
||||
correct_m15: Optional[bool] = None
|
||||
correct_m1h: Optional[bool] = None
|
||||
|
||||
|
||||
class TrumpPost(BaseModel):
|
||||
@@ -20,6 +24,8 @@ class TrumpPost(BaseModel):
|
||||
signal: Optional[str] = None # buy | sell | short | hold
|
||||
ai_confidence: int
|
||||
ai_reasoning: Optional[str] = None
|
||||
prefilter_reason: Optional[str] = None # rt_only | url_only | empty | parse_error | api_error | null
|
||||
analysis_version: Optional[str] = None
|
||||
relevant: bool
|
||||
price_impact: Optional[PriceImpact] = None
|
||||
|
||||
@@ -59,19 +65,53 @@ class BotPerformance(BaseModel):
|
||||
max_drawdown_pct: float
|
||||
|
||||
|
||||
class SubscribeRequest(BaseModel):
|
||||
class SignedEnvelope(BaseModel):
|
||||
"""Every write request carries this envelope.
|
||||
|
||||
Client builds a canonical message (see app.services.signed_request.build_message)
|
||||
and signs it via EIP-191 personal_sign. Server re-builds the message from
|
||||
{action, wallet, timestamp, sha256(body)} and recovers the signer.
|
||||
"""
|
||||
wallet: str
|
||||
timestamp: int # milliseconds since epoch
|
||||
signature: str
|
||||
|
||||
|
||||
class SubscribeRequest(SignedEnvelope):
|
||||
pass
|
||||
|
||||
|
||||
class SubscribeResponse(BaseModel):
|
||||
status: str
|
||||
wallet: str
|
||||
|
||||
|
||||
class SetApiKeyRequest(SignedEnvelope):
|
||||
api_key: str # Hyperliquid API wallet private key (0x...)
|
||||
|
||||
|
||||
class SetApiKeyResponse(BaseModel):
|
||||
status: str
|
||||
masked_key: str # last 6 chars only, e.g. "...a1b2c3"
|
||||
|
||||
|
||||
class UserSettings(BaseModel):
|
||||
leverage: int
|
||||
position_size_usd: float
|
||||
take_profit_pct: Optional[float] = None
|
||||
stop_loss_pct: Optional[float] = None
|
||||
min_confidence: int
|
||||
|
||||
|
||||
class SetSettingsRequest(SignedEnvelope):
|
||||
settings: UserSettings
|
||||
|
||||
|
||||
class UserResponse(BaseModel):
|
||||
wallet_address: str
|
||||
active: bool
|
||||
subscribed_at: Optional[str] = None
|
||||
hl_api_key_set: bool
|
||||
hl_api_key_masked: Optional[str] = None
|
||||
trades: list[BotTrade]
|
||||
settings: UserSettings
|
||||
|
||||
@@ -15,7 +15,7 @@ import httpx
|
||||
from sqlalchemy import select
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
|
||||
from app.models import Post
|
||||
from app.models import Post, iso_utc
|
||||
from app.services.analysis import analyze_post
|
||||
from app.services.price_store import price_store
|
||||
from app.ws.manager import manager
|
||||
@@ -85,6 +85,8 @@ async def _process_entry(entry: dict, db: AsyncSession) -> Optional[Post]:
|
||||
signal=analysis.get("signal"),
|
||||
ai_confidence=analysis["confidence"],
|
||||
ai_reasoning=analysis.get("reasoning"),
|
||||
prefilter_reason=analysis.get("prefilter_reason"),
|
||||
analysis_version=analysis.get("analysis_version"),
|
||||
relevant=analysis["relevant"],
|
||||
price_impact_asset=asset if analysis["relevant"] else None,
|
||||
price_impact_m5=price_impact_m5,
|
||||
@@ -113,9 +115,11 @@ def _post_to_ws_payload(post: Post) -> dict:
|
||||
"id": post.id,
|
||||
"text": post.text,
|
||||
"source": post.source,
|
||||
"published_at": post.published_at.isoformat(),
|
||||
"published_at": iso_utc(post.published_at),
|
||||
"sentiment": post.sentiment,
|
||||
"signal": post.signal,
|
||||
"ai_confidence": post.ai_confidence,
|
||||
"ai_reasoning": post.ai_reasoning,
|
||||
"relevant": post.relevant,
|
||||
"price_impact": price_impact,
|
||||
},
|
||||
|
||||
+151
-48
@@ -1,46 +1,134 @@
|
||||
import json
|
||||
import logging
|
||||
from typing import Optional
|
||||
|
||||
import anthropic
|
||||
|
||||
from openai import AsyncOpenAI
|
||||
from app.config import settings
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
from typing import Optional
|
||||
_client: Optional[anthropic.AsyncAnthropic] = None
|
||||
_client: Optional[AsyncOpenAI] = None
|
||||
|
||||
SYSTEM_PROMPT = (
|
||||
"You are a crypto trading signal analyst. Analyze Donald Trump's social media posts "
|
||||
"and determine their likely impact on cryptocurrency markets. "
|
||||
"Return only valid JSON with no additional text or markdown."
|
||||
)
|
||||
SYSTEM_PROMPT = """You are an expert macro trader analyzing Trump's Truth Social posts for real-time crypto trading signals.
|
||||
|
||||
USER_PROMPT_TEMPLATE = """Analyze this Trump post for cryptocurrency trading signals.
|
||||
CORE ASSUMPTION: Treat every post as BREAKING NEWS. Do not assume anything is already priced in — you have no knowledge of what happened before or after this post. Your job is to evaluate the post content only.
|
||||
|
||||
Post: {text}
|
||||
=== BULLISH TRANSMISSION CHAINS (BTC/ETH go UP) ===
|
||||
• Ceasefire / peace deal / de-escalation / conflict ending
|
||||
→ war-risk premium unwinds → oil stabilizes → USD softens → risk-on → BTC/ETH rally
|
||||
• Pro-crypto executive action / legislation / reserve
|
||||
→ regulatory tailwind + direct demand → BTC up immediately
|
||||
• Dollar weakness (deficit spending, tariff concessions, Fed rate cut signals)
|
||||
→ hard asset bid → BTC as digital gold
|
||||
• Trade deal / tariff reduction announcement
|
||||
→ global growth outlook improves → risk appetite rises → BTC/ETH up
|
||||
• Strait of Hormuz open / oil supply stable
|
||||
→ energy prices moderate → inflation fears drop → risk-on
|
||||
|
||||
Respond with JSON only:
|
||||
=== BEARISH TRANSMISSION CHAINS (BTC/ETH go DOWN) ===
|
||||
• War escalation / military strikes / ceasefire violation
|
||||
→ risk-off panic → crypto liquidations → sharp BTC/ETH drop
|
||||
• Strait of Hormuz threatened / blocked / mined
|
||||
→ oil price spike → inflation surge → Fed tightening fears → risk-off
|
||||
• SEC/DOJ crypto enforcement / new crypto regulation
|
||||
→ direct selling pressure → BTC/ETH down
|
||||
• Tariff escalation / new sanctions / trade war
|
||||
→ growth fears + USD safe-haven bid → crypto outflows
|
||||
• New military front / ally breakdown / nuclear threat
|
||||
→ extreme risk-off → everything sells
|
||||
|
||||
=== WHAT IS NOT RELEVANT ===
|
||||
• Retweets with only a URL and no added comment (RT: https://...)
|
||||
• Media/political attacks with no policy content
|
||||
• Personal endorsements, rallies, awards, domestic court cases
|
||||
• Pure domestic politics (abortion, immigration) with no macro angle
|
||||
• UFO files, sports, entertainment, holidays
|
||||
|
||||
=== SIGNAL TAXONOMY (CRITICAL — do not conflate) ===
|
||||
Each signal is a distinct trading action. Choose exactly one.
|
||||
|
||||
• "buy" — OPEN A NEW LONG. Use when the post is a FRESH bullish catalyst that
|
||||
is likely to push price UP in the next 5–60 minutes. Example:
|
||||
"Confirmed ceasefire with Iran", "Crypto reserve executive order signed."
|
||||
→ Expected move: price rises. Directional accuracy = price > entry.
|
||||
|
||||
• "sell" — CLOSE AN EXISTING LONG / DE-RISK. Use when the post WEAKENS a prior
|
||||
bullish thesis but is NOT strong enough to justify an active short.
|
||||
Think: "take profit / step aside." Examples:
|
||||
"Ceasefire talks delayed", "Hinting at new tariffs (vague)",
|
||||
"Crypto-friendly nominee withdrawn." Ambiguous bearish.
|
||||
→ Use ONLY if you would exit longs but not open shorts.
|
||||
→ Directional accuracy = price < entry (same as short, but lower conviction).
|
||||
|
||||
• "short"— OPEN A NEW SHORT. Use only for a FRESH bearish catalyst strong enough
|
||||
that you would actively bet on price falling. Examples:
|
||||
"Military strike on Iran launched", "Strait of Hormuz mined",
|
||||
"SEC lawsuit against major exchange announced."
|
||||
→ Expected move: price drops hard. Reserve for high-conviction bearish.
|
||||
|
||||
• "hold" — NO TRADE. Post is irrelevant, or macro-relevant but ambiguous in
|
||||
direction, or confidence too low to act. DEFAULT when in doubt.
|
||||
|
||||
Decision tree:
|
||||
1. Is there a concrete macro/crypto event? NO → hold.
|
||||
2. Is the direction clear? NO → hold.
|
||||
3. BULLISH: confidence ≥ 60 → buy. Else → hold.
|
||||
4. BEARISH: strong/explicit (war, ban, sanctions, enforcement) → short.
|
||||
weak/vague/partial walkback of bullish → sell.
|
||||
otherwise → hold.
|
||||
|
||||
NEVER use "sell" for a strong bearish event — that is "short".
|
||||
NEVER use "short" for a vague/ambiguous negative — that is "sell" or "hold".
|
||||
|
||||
=== CONFIDENCE CALIBRATION ===
|
||||
80-100: Explicit crypto/monetary policy action; confirmed ceasefire with named parties; Strait of Hormuz status confirmed; named trade deal signed
|
||||
60-79: Clear new geopolitical event with specific details (named countries, named actions); direct risk-on/off chain
|
||||
40-59: Probable macro relevance but vague details or highly indirect effect
|
||||
20-39: Possible relevance, highly uncertain
|
||||
0-19: Mark as not relevant instead
|
||||
|
||||
=== SIGNAL CALIBRATION (critical — read before deciding) ===
|
||||
DEFAULT is HOLD. Only 5–10% of posts should receive buy or short.
|
||||
The overwhelming majority of Trump's posts are domestic politics, rhetoric, personal attacks, or vague boasts — these are HOLD.
|
||||
|
||||
Use "buy" only when ALL of the following are true:
|
||||
1. The event is CONCRETE (named countries, named action, specific policy)
|
||||
2. The macro transmission chain to BTC/ETH is DIRECT and SHORT (< 2 steps)
|
||||
3. Your confidence is ≥ 75
|
||||
|
||||
Use "short" only when ALL of the following are true:
|
||||
1. A hard bearish event is CONFIRMED (not speculated): verified military strike, enacted tariff, filed lawsuit
|
||||
2. The transmission chain to BTC/ETH down is DIRECT
|
||||
3. Your confidence is ≥ 80
|
||||
|
||||
Use "sell" only for mild walkback of a prior bullish event — NOT for strong bearish news.
|
||||
|
||||
When in doubt between buy and hold → choose HOLD.
|
||||
When in doubt between short and sell → choose SELL or HOLD, not short.
|
||||
|
||||
Return ONLY valid JSON. No markdown.
|
||||
|
||||
Return ONLY valid JSON. No markdown."""
|
||||
|
||||
USER_PROMPT_TEMPLATE = """Analyze this Trump Truth Social post for BTC/ETH trading signals.
|
||||
Treat it as breaking news — evaluate only what is written.
|
||||
|
||||
POST TEXT:
|
||||
{text}
|
||||
|
||||
Respond with JSON:
|
||||
{{
|
||||
"relevant": <true if this post could affect crypto/macro markets>,
|
||||
"asset": "BTC" | "ETH" | null,
|
||||
"relevant": <true if post contains ANY concrete macro/geopolitical/crypto information>,
|
||||
"asset": "BTC" | "ETH" | "BOTH" | null,
|
||||
"sentiment": "bullish" | "bearish" | "neutral",
|
||||
"signal": "buy" | "sell" | "short" | "hold",
|
||||
"confidence": <0-100>,
|
||||
"reasoning": "<1-2 sentences explaining the signal and why>"
|
||||
"reasoning": "<What specific event is described → macro transmission chain → expected market direction → WHY this signal and NOT the adjacent one (e.g. 'short not sell because strike is confirmed', 'sell not short because only a walkback of prior bullish headline')>"
|
||||
}}
|
||||
|
||||
Signal rules:
|
||||
- "buy": bullish crypto/macro signal → expect price rise → go long
|
||||
- "sell": bearish signal for existing longs → exit position
|
||||
- "short": strong bearish signal → expect price drop → go short
|
||||
- "hold": relevant but unclear direction, or neutral macro
|
||||
If post is only a URL, only a retweet link, or purely personal/domestic with zero macro angle: set relevant=false, signal=hold, confidence=0."""
|
||||
|
||||
Bullish examples: pro-crypto policy, BTC reserve, anti-regulation, dollar weakness, tariff deal, market optimism
|
||||
Bearish examples: SEC crackdowns, war escalation, economic sanctions, crypto ban threats, crisis
|
||||
Not relevant: personal attacks, sports, endorsements, unrelated politics
|
||||
|
||||
Be strict on relevance — most posts are NOT relevant to crypto."""
|
||||
ANALYSIS_VERSION = "v4-selective"
|
||||
|
||||
_FALLBACK = {
|
||||
"relevant": False,
|
||||
@@ -49,36 +137,50 @@ _FALLBACK = {
|
||||
"signal": "hold",
|
||||
"confidence": 0,
|
||||
"reasoning": "",
|
||||
"prefilter_reason": None,
|
||||
"analysis_version": ANALYSIS_VERSION,
|
||||
}
|
||||
|
||||
|
||||
def _get_client() -> anthropic.AsyncAnthropic:
|
||||
def _fallback(prefilter: Optional[str] = None, reasoning: str = "") -> dict:
|
||||
out = dict(_FALLBACK)
|
||||
out["prefilter_reason"] = prefilter
|
||||
out["reasoning"] = reasoning
|
||||
return out
|
||||
|
||||
|
||||
def _get_client() -> AsyncOpenAI:
|
||||
global _client
|
||||
if _client is None:
|
||||
_client = anthropic.AsyncAnthropic(api_key=settings.anthropic_api_key)
|
||||
_client = AsyncOpenAI(
|
||||
api_key=settings.ai_api_key,
|
||||
base_url=settings.ai_base_url,
|
||||
)
|
||||
return _client
|
||||
|
||||
|
||||
async def analyze_post(text: str) -> dict:
|
||||
"""Run Claude signal analysis on a Trump post.
|
||||
# Fast pre-filter: pure RT/URL with no content
|
||||
stripped = text.strip()
|
||||
if stripped.startswith("RT: https://") and len(stripped) < 60:
|
||||
return _fallback("rt_only", "Pre-filtered: retweet with no added commentary.")
|
||||
if stripped.startswith("https://") and " " not in stripped:
|
||||
return _fallback("url_only", "Pre-filtered: bare URL with no text content.")
|
||||
if not stripped:
|
||||
return _fallback("empty", "Pre-filtered: empty post body.")
|
||||
|
||||
Returns dict with keys: relevant, asset, sentiment, signal, confidence, reasoning.
|
||||
Falls back to neutral hold on any error.
|
||||
"""
|
||||
try:
|
||||
client = _get_client()
|
||||
message = await client.messages.create(
|
||||
model="claude-haiku-4-5-20251001",
|
||||
max_tokens=300,
|
||||
system=SYSTEM_PROMPT,
|
||||
response = await client.chat.completions.create(
|
||||
model=settings.ai_model,
|
||||
max_tokens=450,
|
||||
temperature=0.1,
|
||||
messages=[
|
||||
{
|
||||
"role": "user",
|
||||
"content": USER_PROMPT_TEMPLATE.format(text=text[:2000]),
|
||||
}
|
||||
{"role": "system", "content": SYSTEM_PROMPT},
|
||||
{"role": "user", "content": USER_PROMPT_TEMPLATE.format(text=text[:2000])},
|
||||
],
|
||||
)
|
||||
raw = message.content[0].text.strip()
|
||||
raw = response.choices[0].message.content.strip()
|
||||
|
||||
if raw.startswith("```"):
|
||||
lines = raw.split("\n")
|
||||
@@ -100,10 +202,12 @@ async def analyze_post(text: str) -> dict:
|
||||
relevant = bool(result.get("relevant", False))
|
||||
|
||||
asset = result.get("asset")
|
||||
if asset == "BOTH":
|
||||
asset = "BTC"
|
||||
if asset not in ("BTC", "ETH", None):
|
||||
asset = None
|
||||
|
||||
reasoning = str(result.get("reasoning", ""))[:500]
|
||||
reasoning = str(result.get("reasoning", ""))[:600]
|
||||
|
||||
return {
|
||||
"relevant": relevant,
|
||||
@@ -112,14 +216,13 @@ async def analyze_post(text: str) -> dict:
|
||||
"signal": signal,
|
||||
"confidence": confidence,
|
||||
"reasoning": reasoning,
|
||||
"prefilter_reason": None,
|
||||
"analysis_version": ANALYSIS_VERSION,
|
||||
}
|
||||
|
||||
except anthropic.APIError as exc:
|
||||
logger.error("Anthropic API error: %s", exc)
|
||||
return dict(_FALLBACK)
|
||||
except json.JSONDecodeError as exc:
|
||||
logger.error("Failed to parse Claude JSON response: %s", exc)
|
||||
return dict(_FALLBACK)
|
||||
logger.error("Failed to parse AI JSON: %s", exc)
|
||||
return _fallback("parse_error", f"AI returned unparseable JSON: {exc}")
|
||||
except Exception as exc:
|
||||
logger.error("Unexpected error in analyze_post: %s", exc)
|
||||
return dict(_FALLBACK)
|
||||
logger.error("analyze_post error: %s", exc)
|
||||
return _fallback("api_error", f"AI API error: {exc}")
|
||||
|
||||
@@ -41,6 +41,10 @@ async def _process_message(raw: str):
|
||||
}
|
||||
price_store.update(asset, candle)
|
||||
|
||||
# TP/SL check on every tick (cheap no-op when no trades are being watched)
|
||||
from app.services.tp_sl_monitor import on_price_tick
|
||||
on_price_tick(asset, candle["close"])
|
||||
|
||||
# Broadcast live price tick
|
||||
await manager.broadcast({
|
||||
"type": "price",
|
||||
|
||||
+192
-76
@@ -7,125 +7,241 @@ Iterates all active subscribers and executes trades on their behalf.
|
||||
import asyncio
|
||||
import logging
|
||||
from datetime import datetime, timezone
|
||||
from typing import Dict
|
||||
|
||||
from sqlalchemy import select, update
|
||||
from sqlalchemy.ext.asyncio import AsyncSession
|
||||
from sqlalchemy import select
|
||||
from app.models import Post, BotTrade, Subscription
|
||||
|
||||
from app.config import settings
|
||||
from app.database import AsyncSessionLocal
|
||||
from app.models import BotTrade, Post, Subscription
|
||||
from app.services.crypto import decrypt_api_key
|
||||
from app.services.hyperliquid import HyperliquidTrader
|
||||
from app.services.price_store import price_store
|
||||
from app.services.price_store import price_store # noqa: F401 (used elsewhere)
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Thresholds
|
||||
MIN_CONFIDENCE = 70 # ai_confidence must be >= this to trade
|
||||
POSITION_SIZE_USD = 100 # per-trade size in USD (fixed for MVP)
|
||||
MAX_HOLD_SECONDS = 3600 # force-close after 1 hour
|
||||
# Platform-wide thresholds (per-user values in Subscription override where applicable)
|
||||
GLOBAL_MIN_CONFIDENCE = 80 # hard floor — user min_confidence must be >= this
|
||||
MAX_HOLD_SECONDS = 3600 # force-close after 1 hour (shared across users)
|
||||
|
||||
|
||||
# Per-trade locks prevent TP/SL and max-hold tasks from both calling close_and_finalize
|
||||
# simultaneously on the same trade. Lock is process-local — with the atomic
|
||||
# conditional UPDATE below, multi-process is still safe (losers become no-ops).
|
||||
_close_locks: Dict[int, asyncio.Lock] = {}
|
||||
|
||||
|
||||
def _lock_for(trade_id: int) -> asyncio.Lock:
|
||||
lock = _close_locks.get(trade_id)
|
||||
if lock is None:
|
||||
lock = asyncio.Lock()
|
||||
_close_locks[trade_id] = lock
|
||||
return lock
|
||||
|
||||
|
||||
async def process_post(post: Post, db: AsyncSession) -> None:
|
||||
"""
|
||||
Entry point called by the scraper after a new post is saved.
|
||||
Skips non-relevant or low-confidence posts.
|
||||
`db` is used only to fetch the subscriber list; each subscriber gets its own session.
|
||||
"""
|
||||
if not post.relevant:
|
||||
return
|
||||
if (post.ai_confidence or 0) < MIN_CONFIDENCE:
|
||||
logger.info("Post %d skipped: confidence %d < %d", post.id, post.ai_confidence, MIN_CONFIDENCE)
|
||||
if (post.ai_confidence or 0) < GLOBAL_MIN_CONFIDENCE:
|
||||
logger.info("Post %d skipped: confidence %d < %d", post.id, post.ai_confidence, GLOBAL_MIN_CONFIDENCE)
|
||||
return
|
||||
if post.sentiment == 'neutral':
|
||||
if post.signal not in ('buy', 'short'):
|
||||
logger.info("Post %d skipped: signal=%s is not actionable", post.id, post.signal)
|
||||
return
|
||||
|
||||
asset = post.price_impact_asset or 'BTC'
|
||||
side = 'long' if post.sentiment == 'bullish' else 'short'
|
||||
side = 'long' if post.signal == 'buy' else 'short'
|
||||
|
||||
logger.info("Signal: post=%d asset=%s side=%s confidence=%d", post.id, asset, side, post.ai_confidence)
|
||||
|
||||
result = await db.execute(select(Subscription).where(Subscription.active == True))
|
||||
result = await db.execute(select(Subscription).where(Subscription.active == True)) # noqa: E712
|
||||
subscribers = result.scalars().all()
|
||||
|
||||
if not subscribers:
|
||||
logger.info("No active subscribers, skipping trade execution")
|
||||
return
|
||||
|
||||
tasks = [_execute_for_subscriber(sub, post, asset, side, db) for sub in subscribers]
|
||||
# Snapshot primitive fields so tasks don't share the ORM object / session.
|
||||
subs_snapshot = [
|
||||
dict(
|
||||
wallet=s.wallet_address,
|
||||
hl_api_key=s.hl_api_key,
|
||||
leverage=s.leverage,
|
||||
position_size_usd=s.position_size_usd,
|
||||
take_profit_pct=s.take_profit_pct,
|
||||
stop_loss_pct=s.stop_loss_pct,
|
||||
min_confidence=s.min_confidence,
|
||||
)
|
||||
for s in subscribers
|
||||
]
|
||||
post_id = post.id
|
||||
post_confidence = post.ai_confidence or 0
|
||||
|
||||
tasks = [
|
||||
_execute_for_subscriber(sub, post_id, post_confidence, asset, side)
|
||||
for sub in subs_snapshot
|
||||
]
|
||||
await asyncio.gather(*tasks, return_exceptions=True)
|
||||
|
||||
|
||||
async def _execute_for_subscriber(
|
||||
sub: Subscription,
|
||||
post: Post,
|
||||
sub: dict,
|
||||
post_id: int,
|
||||
post_confidence: int,
|
||||
asset: str,
|
||||
side: str,
|
||||
db: AsyncSession,
|
||||
) -> None:
|
||||
if not sub.hl_api_key:
|
||||
logger.warning("Subscriber %s has no HL API key, skipping", sub.wallet_address)
|
||||
wallet = sub["wallet"]
|
||||
if not sub["hl_api_key"]:
|
||||
logger.warning("Subscriber %s has no HL API key, skipping", wallet)
|
||||
return
|
||||
if post_confidence < sub["min_confidence"]:
|
||||
logger.info("Sub %s filters out post %d: conf %d < user min %d",
|
||||
wallet, post_id, post_confidence, sub["min_confidence"])
|
||||
return
|
||||
|
||||
try:
|
||||
trader = HyperliquidTrader(sub.hl_api_key)
|
||||
api_key = decrypt_api_key(sub["hl_api_key"])
|
||||
except Exception as exc:
|
||||
logger.error("Cannot decrypt key for %s: %s", wallet, exc)
|
||||
return
|
||||
|
||||
# Check for existing open position to avoid doubling up
|
||||
open_positions = await trader.get_open_positions()
|
||||
already_open = any(p.get('coin') == asset for p in open_positions)
|
||||
if already_open:
|
||||
logger.info("Subscriber %s already has open %s position, skipping", sub.wallet_address, asset)
|
||||
return
|
||||
|
||||
result = await trader.open_position(asset, side, POSITION_SIZE_USD)
|
||||
entry_price = result.get('fill_price', 0.0)
|
||||
|
||||
trade = BotTrade(
|
||||
asset=asset,
|
||||
side=side,
|
||||
entry_price=entry_price,
|
||||
wallet_address=sub.wallet_address,
|
||||
trigger_post_id=post.id,
|
||||
opened_at=datetime.now(timezone.utc).replace(tzinfo=None),
|
||||
hl_order_id=result.get('order_id'),
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
await db.refresh(trade)
|
||||
|
||||
logger.info("Opened %s %s for %s @ %.2f (trade_id=%d)", side, asset, sub.wallet_address, entry_price, trade.id)
|
||||
|
||||
# Schedule close after MAX_HOLD_SECONDS
|
||||
asyncio.create_task(_close_after_hold(trade.id, sub.hl_api_key, asset, sub.wallet_address))
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Trade execution failed for %s: %s", sub.wallet_address, e)
|
||||
|
||||
|
||||
async def _close_after_hold(trade_id: int, api_key: str, asset: str, wallet: str) -> None:
|
||||
await asyncio.sleep(MAX_HOLD_SECONDS)
|
||||
|
||||
from app.database import AsyncSessionLocal
|
||||
# Each subscriber gets its own session — AsyncSession is NOT concurrency-safe.
|
||||
async with AsyncSessionLocal() as db:
|
||||
try:
|
||||
result = await db.execute(
|
||||
select(BotTrade).where(BotTrade.id == trade_id, BotTrade.closed_at.is_(None))
|
||||
trader = HyperliquidTrader(
|
||||
api_private_key=api_key,
|
||||
account_address=wallet,
|
||||
leverage=sub["leverage"],
|
||||
mainnet=settings.hl_mainnet,
|
||||
)
|
||||
trade = result.scalar_one_or_none()
|
||||
if trade is None:
|
||||
return # already closed
|
||||
|
||||
trader = HyperliquidTrader(api_key)
|
||||
close_result = await trader.close_position(asset)
|
||||
exit_price = close_result.get('fill_price', 0.0)
|
||||
open_positions = await trader.get_open_positions()
|
||||
if any(p.get('coin') == asset for p in open_positions):
|
||||
logger.info("Subscriber %s already has open %s position, skipping", wallet, asset)
|
||||
return
|
||||
|
||||
now = datetime.now(timezone.utc)
|
||||
hold_secs = int((now - trade.opened_at.replace(tzinfo=timezone.utc)).total_seconds())
|
||||
pnl = (exit_price - trade.entry_price) * (1 if trade.side == 'long' else -1)
|
||||
# Approximate PnL: size_usd * pct_change
|
||||
pnl_usd = POSITION_SIZE_USD * (pnl / trade.entry_price) if trade.entry_price else 0.0
|
||||
|
||||
trade.exit_price = exit_price
|
||||
trade.pnl_usd = round(pnl_usd, 2)
|
||||
trade.hold_seconds = hold_secs
|
||||
trade.closed_at = now
|
||||
result = await trader.open_position(asset, side, sub["position_size_usd"])
|
||||
entry_price = result.get('fill_price', 0.0)
|
||||
|
||||
trade = BotTrade(
|
||||
asset=asset,
|
||||
side=side,
|
||||
entry_price=entry_price,
|
||||
wallet_address=wallet,
|
||||
trigger_post_id=post_id,
|
||||
opened_at=datetime.now(timezone.utc).replace(tzinfo=None),
|
||||
hl_order_id=result.get('order_id'),
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
logger.info("Closed %s %s for %s @ %.2f PnL=%.2f", trade.side, asset, wallet, exit_price, pnl_usd)
|
||||
await db.refresh(trade)
|
||||
|
||||
logger.info("Opened %s %s for %s @ %.2f (trade_id=%d)",
|
||||
side, asset, wallet, entry_price, trade.id)
|
||||
|
||||
from app.services.tp_sl_monitor import register_trade
|
||||
register_trade(
|
||||
trade_id=trade.id,
|
||||
wallet=wallet,
|
||||
api_key=api_key,
|
||||
leverage=sub["leverage"],
|
||||
asset=asset,
|
||||
side=side,
|
||||
entry_price=entry_price,
|
||||
take_profit_pct=sub["take_profit_pct"],
|
||||
stop_loss_pct=sub["stop_loss_pct"],
|
||||
)
|
||||
|
||||
asyncio.create_task(_close_after_hold(
|
||||
trade.id, api_key, sub["leverage"], asset, wallet
|
||||
))
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Failed to close trade %d: %s", trade_id, e)
|
||||
logger.error("Trade execution failed for %s: %s", wallet, e)
|
||||
|
||||
|
||||
async def close_and_finalize(
|
||||
trade_id: int,
|
||||
api_key: str,
|
||||
leverage: int,
|
||||
asset: str,
|
||||
wallet: str,
|
||||
reason: str = "max_hold",
|
||||
) -> None:
|
||||
"""
|
||||
Close a live HL position and write exit_price/pnl to BotTrade.
|
||||
Race-safe: a conditional UPDATE `closed_at = now WHERE closed_at IS NULL`
|
||||
lets exactly one caller win; losers return silently. Also wraps in a
|
||||
per-trade asyncio.Lock to prevent us even *attempting* the HL API call twice.
|
||||
"""
|
||||
async with _lock_for(trade_id):
|
||||
async with AsyncSessionLocal() as db:
|
||||
try:
|
||||
now_naive = datetime.now(timezone.utc).replace(tzinfo=None)
|
||||
|
||||
# Atomic claim: only one caller sets closed_at.
|
||||
claim = await db.execute(
|
||||
update(BotTrade)
|
||||
.where(BotTrade.id == trade_id)
|
||||
.where(BotTrade.closed_at.is_(None))
|
||||
.values(closed_at=now_naive)
|
||||
)
|
||||
await db.commit()
|
||||
if claim.rowcount == 0:
|
||||
return # someone else closed it
|
||||
|
||||
# Reload the row we just claimed
|
||||
result = await db.execute(select(BotTrade).where(BotTrade.id == trade_id))
|
||||
trade = result.scalar_one()
|
||||
|
||||
sub_res = await db.execute(
|
||||
select(Subscription).where(Subscription.wallet_address == wallet)
|
||||
)
|
||||
sub = sub_res.scalar_one_or_none()
|
||||
size_usd = sub.position_size_usd if sub else 20.0
|
||||
|
||||
trader = HyperliquidTrader(
|
||||
api_private_key=api_key,
|
||||
account_address=wallet,
|
||||
leverage=leverage,
|
||||
mainnet=settings.hl_mainnet,
|
||||
)
|
||||
close_result = await trader.close_position(asset)
|
||||
exit_price = close_result.get('fill_price', 0.0)
|
||||
|
||||
now_aware = datetime.now(timezone.utc)
|
||||
opened_aware = trade.opened_at.replace(tzinfo=timezone.utc)
|
||||
hold_secs = int((now_aware - opened_aware).total_seconds())
|
||||
pct = ((exit_price - trade.entry_price) / trade.entry_price) if trade.entry_price else 0.0
|
||||
signed_pct = pct if trade.side == 'long' else -pct
|
||||
pnl_usd = size_usd * signed_pct * leverage
|
||||
|
||||
trade.exit_price = exit_price
|
||||
trade.pnl_usd = round(pnl_usd, 2)
|
||||
trade.hold_seconds = hold_secs
|
||||
# closed_at already set by the atomic UPDATE
|
||||
await db.commit()
|
||||
|
||||
# Clean up TP/SL + lock to avoid leaking memory
|
||||
from app.services.tp_sl_monitor import unregister
|
||||
unregister(trade_id)
|
||||
_close_locks.pop(trade_id, None)
|
||||
|
||||
logger.info("Closed %s %s for %s @ %.2f PnL=%.2f (reason=%s)",
|
||||
trade.side, asset, wallet, exit_price, pnl_usd, reason)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Failed to close trade %d: %s", trade_id, e)
|
||||
|
||||
|
||||
async def _close_after_hold(
|
||||
trade_id: int, api_key: str, leverage: int, asset: str, wallet: str
|
||||
) -> None:
|
||||
await asyncio.sleep(MAX_HOLD_SECONDS)
|
||||
await close_and_finalize(trade_id, api_key, leverage, asset, wallet, reason="max_hold")
|
||||
|
||||
@@ -0,0 +1,62 @@
|
||||
"""
|
||||
Envelope encryption for HL API private keys.
|
||||
|
||||
Plaintext keys never touch disk: stored values are Fernet-encrypted with a KEK
|
||||
loaded from env (ENCRYPTION_KEY). Rotate KEK → re-encrypt all keys offline.
|
||||
"""
|
||||
import base64
|
||||
import hashlib
|
||||
import logging
|
||||
from typing import Optional
|
||||
|
||||
from cryptography.fernet import Fernet, InvalidToken
|
||||
|
||||
from app.config import settings
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def _derive_fernet_key(raw: str) -> bytes:
|
||||
"""Accept any reasonably-long secret and derive a valid 32-byte Fernet key."""
|
||||
if not raw or len(raw) < 32:
|
||||
raise RuntimeError(
|
||||
"ENCRYPTION_KEY must be set to at least 32 random chars (e.g. `openssl rand -hex 32`)"
|
||||
)
|
||||
digest = hashlib.sha256(raw.encode("utf-8")).digest()
|
||||
return base64.urlsafe_b64encode(digest)
|
||||
|
||||
|
||||
_fernet: Optional[Fernet] = None
|
||||
|
||||
|
||||
def _cipher() -> Fernet:
|
||||
global _fernet
|
||||
if _fernet is None:
|
||||
_fernet = Fernet(_derive_fernet_key(settings.encryption_key))
|
||||
return _fernet
|
||||
|
||||
|
||||
# Prefix lets us distinguish encrypted blobs from any legacy plaintext rows during migration
|
||||
ENC_PREFIX = "enc:v1:"
|
||||
|
||||
|
||||
def encrypt_api_key(plaintext: str) -> str:
|
||||
token = _cipher().encrypt(plaintext.encode("utf-8")).decode("utf-8")
|
||||
return ENC_PREFIX + token
|
||||
|
||||
|
||||
def decrypt_api_key(stored: str) -> str:
|
||||
if not stored:
|
||||
raise ValueError("Empty api key")
|
||||
if not stored.startswith(ENC_PREFIX):
|
||||
# Legacy plaintext row (from before encryption was added). Refuse to use in prod.
|
||||
if settings.environment == "production":
|
||||
raise RuntimeError(
|
||||
"Found legacy-plaintext HL key; run migration script before production"
|
||||
)
|
||||
logger.warning("Reading LEGACY plaintext HL key — migrate ASAP")
|
||||
return stored
|
||||
try:
|
||||
return _cipher().decrypt(stored[len(ENC_PREFIX):].encode("utf-8")).decode("utf-8")
|
||||
except InvalidToken as exc:
|
||||
raise RuntimeError("HL key decryption failed — wrong ENCRYPTION_KEY?") from exc
|
||||
+201
-133
@@ -1,6 +1,19 @@
|
||||
"""
|
||||
Hyperliquid BTC perpetual trading client.
|
||||
|
||||
KEY CONCEPT — two wallets:
|
||||
• account_address : Your MetaMask address. Holds USDC and open positions.
|
||||
Used for all info/query calls.
|
||||
• api_private_key : API wallet private key generated at app.hyperliquid.xyz/API.
|
||||
Used only for signing orders. Cannot withdraw.
|
||||
|
||||
Both are read from config (hl_account_address, hl_api_private_key).
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
from functools import partial
|
||||
from typing import Optional
|
||||
|
||||
from eth_account import Account
|
||||
from hyperliquid.exchange import Exchange
|
||||
@@ -8,157 +21,81 @@ from hyperliquid.info import Info
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
HL_MAINNET = "https://api.hyperliquid.xyz"
|
||||
HL_MAINNET_URL = "https://api.hyperliquid.xyz"
|
||||
HL_TESTNET_URL = "https://api.hyperliquid-testnet.xyz"
|
||||
|
||||
# Coin name mapping: our asset -> Hyperliquid coin
|
||||
COIN_MAP = {
|
||||
"BTC": "BTC",
|
||||
"ETH": "ETH",
|
||||
}
|
||||
# Precision map — Hyperliquid's szDecimals for common coins
|
||||
# Fetched dynamically via meta() but cached here as fallback
|
||||
SZ_DECIMALS_FALLBACK = {"BTC": 5, "ETH": 4}
|
||||
|
||||
|
||||
class HyperliquidTrader:
|
||||
def __init__(self, private_key: str):
|
||||
self.account = Account.from_key(private_key)
|
||||
self.exchange = Exchange(self.account, HL_MAINNET)
|
||||
self.info = Info(HL_MAINNET)
|
||||
self._loop = asyncio.get_event_loop()
|
||||
def __init__(
|
||||
self,
|
||||
api_private_key: str,
|
||||
account_address: str,
|
||||
leverage: int = 3,
|
||||
mainnet: bool = True,
|
||||
):
|
||||
"""
|
||||
Args:
|
||||
api_private_key: Private key of the API wallet (from Hyperliquid dashboard).
|
||||
account_address: Main MetaMask wallet address (holds USDC + positions).
|
||||
leverage: Isolated leverage to set before each trade.
|
||||
mainnet: True = mainnet, False = testnet.
|
||||
"""
|
||||
self._api_wallet = Account.from_key(api_private_key)
|
||||
self._account_address = account_address.lower()
|
||||
self._leverage = leverage
|
||||
self._base_url = HL_MAINNET_URL if mainnet else HL_TESTNET_URL
|
||||
|
||||
# ── helpers ──────────────────────────────────────────────────────────────
|
||||
# Exchange signs with api_wallet but acts on behalf of account_address
|
||||
self._exchange = Exchange(
|
||||
self._api_wallet,
|
||||
self._base_url,
|
||||
account_address=self._account_address,
|
||||
)
|
||||
self._info = Info(self._base_url, skip_ws=True)
|
||||
|
||||
async def _run_sync(self, fn, *args, **kwargs):
|
||||
"""Run a blocking SDK call in the default thread pool."""
|
||||
return await self._loop.run_in_executor(None, partial(fn, *args, **kwargs))
|
||||
# ── internal helpers ──────────────────────────────────────────────────────
|
||||
|
||||
def _wallet(self) -> str:
|
||||
return self.account.address
|
||||
async def _run(self, fn, *args, **kwargs):
|
||||
"""Run blocking SDK calls in a thread pool without blocking the event loop."""
|
||||
loop = asyncio.get_running_loop()
|
||||
return await loop.run_in_executor(None, partial(fn, *args, **kwargs))
|
||||
|
||||
async def _get_sz_decimals(self, coin: str) -> int:
|
||||
try:
|
||||
meta = await self._run(self._info.meta)
|
||||
for u in meta.get("universe", []):
|
||||
if u.get("name") == coin:
|
||||
return int(u.get("szDecimals", SZ_DECIMALS_FALLBACK.get(coin, 4)))
|
||||
except Exception:
|
||||
pass
|
||||
return SZ_DECIMALS_FALLBACK.get(coin, 4)
|
||||
|
||||
async def _mid_price(self, coin: str) -> float:
|
||||
mids = await self._run(self._info.all_mids)
|
||||
price = float(mids.get(coin, 0))
|
||||
if price <= 0:
|
||||
raise ValueError(f"Cannot get mid price for {coin}")
|
||||
return price
|
||||
|
||||
# ── public interface ─────────────────────────────────────────────────────
|
||||
|
||||
async def get_balance(self) -> float:
|
||||
"""Return USDC balance (withdrawable)."""
|
||||
"""Return withdrawable USDC balance of the main (MetaMask) account."""
|
||||
try:
|
||||
state = await self._run_sync(
|
||||
self.info.user_state, self._wallet()
|
||||
)
|
||||
state = await self._run(self._info.user_state, self._account_address)
|
||||
return float(state.get("withdrawable", 0))
|
||||
except Exception as exc:
|
||||
logger.error("get_balance error: %s", exc)
|
||||
return 0.0
|
||||
|
||||
async def open_position(self, asset: str, side: str, size_usd: float) -> dict:
|
||||
"""Place a market order.
|
||||
|
||||
Args:
|
||||
asset: "BTC" or "ETH"
|
||||
side: "long" (buy) or "short" (sell)
|
||||
size_usd: notional size in USD
|
||||
|
||||
Returns:
|
||||
{"order_id": str, "fill_price": float}
|
||||
"""
|
||||
coin = COIN_MAP.get(asset.upper(), asset.upper())
|
||||
is_buy = side.lower() == "long"
|
||||
|
||||
try:
|
||||
# Get current price to compute size in coins
|
||||
meta = await self._run_sync(self.info.meta)
|
||||
universe = {u["name"]: u for u in meta.get("universe", [])}
|
||||
coin_meta = universe.get(coin, {})
|
||||
sz_decimals = int(coin_meta.get("szDecimals", 3))
|
||||
|
||||
# Use mid-price approximation from user state
|
||||
all_mids = await self._run_sync(self.info.all_mids)
|
||||
mid_price = float(all_mids.get(coin, 0))
|
||||
if mid_price <= 0:
|
||||
raise ValueError(f"Could not get mid price for {coin}")
|
||||
|
||||
size_coins = round(size_usd / mid_price, sz_decimals)
|
||||
|
||||
# Slippage: 1% for longs (limit above mid), 1% for shorts (limit below mid)
|
||||
slippage = 0.01
|
||||
if is_buy:
|
||||
limit_px = round(mid_price * (1 + slippage), 1)
|
||||
else:
|
||||
limit_px = round(mid_price * (1 - slippage), 1)
|
||||
|
||||
order_result = await self._run_sync(
|
||||
self.exchange.order,
|
||||
coin,
|
||||
is_buy,
|
||||
size_coins,
|
||||
limit_px,
|
||||
{"limit": {"tif": "Ioc"}}, # IOC ~ market
|
||||
)
|
||||
|
||||
status = order_result.get("response", {}).get("data", {})
|
||||
filled = status.get("statuses", [{}])[0]
|
||||
fill_price = float(filled.get("filled", {}).get("avgPx", mid_price) or mid_price)
|
||||
order_id = str(filled.get("resting", {}).get("oid", ""))
|
||||
|
||||
logger.info(
|
||||
"Opened %s %s position: size=%.4f coins @ %.2f",
|
||||
side, coin, size_coins, fill_price,
|
||||
)
|
||||
return {"order_id": order_id, "fill_price": fill_price}
|
||||
|
||||
except Exception as exc:
|
||||
logger.error("open_position error: %s", exc)
|
||||
raise
|
||||
|
||||
async def close_position(self, asset: str) -> dict:
|
||||
"""Close all open positions for the given asset.
|
||||
|
||||
Returns:
|
||||
{"fill_price": float}
|
||||
"""
|
||||
coin = COIN_MAP.get(asset.upper(), asset.upper())
|
||||
try:
|
||||
positions = await self.get_open_positions()
|
||||
target = next(
|
||||
(p for p in positions if p.get("coin") == coin), None
|
||||
)
|
||||
if target is None:
|
||||
logger.warning("No open position found for %s", coin)
|
||||
return {"fill_price": 0.0}
|
||||
|
||||
szi = float(target.get("szi", 0))
|
||||
is_buy = szi < 0 # closing a short means buying
|
||||
|
||||
all_mids = await self._run_sync(self.info.all_mids)
|
||||
mid_price = float(all_mids.get(coin, 0))
|
||||
|
||||
slippage = 0.01
|
||||
if is_buy:
|
||||
limit_px = round(mid_price * (1 + slippage), 1)
|
||||
else:
|
||||
limit_px = round(mid_price * (1 - slippage), 1)
|
||||
|
||||
close_result = await self._run_sync(
|
||||
self.exchange.order,
|
||||
coin,
|
||||
is_buy,
|
||||
abs(szi),
|
||||
limit_px,
|
||||
{"limit": {"tif": "Ioc"}},
|
||||
reduce_only=True,
|
||||
)
|
||||
|
||||
status = close_result.get("response", {}).get("data", {})
|
||||
filled = status.get("statuses", [{}])[0]
|
||||
fill_price = float(filled.get("filled", {}).get("avgPx", mid_price) or mid_price)
|
||||
|
||||
logger.info("Closed %s position @ %.2f", coin, fill_price)
|
||||
return {"fill_price": fill_price}
|
||||
|
||||
except Exception as exc:
|
||||
logger.error("close_position error: %s", exc)
|
||||
raise
|
||||
|
||||
async def get_open_positions(self) -> list:
|
||||
"""Return list of open positions from Hyperliquid."""
|
||||
"""Return all open positions of the main account (non-zero size only)."""
|
||||
try:
|
||||
state = await self._run_sync(self.info.user_state, self._wallet())
|
||||
state = await self._run(self._info.user_state, self._account_address)
|
||||
positions = []
|
||||
for asset_pos in state.get("assetPositions", []):
|
||||
pos = asset_pos.get("position", {})
|
||||
@@ -166,11 +103,142 @@ class HyperliquidTrader:
|
||||
if szi != 0:
|
||||
positions.append({
|
||||
"coin": pos.get("coin"),
|
||||
"szi": szi,
|
||||
"szi": szi, # positive = long, negative = short
|
||||
"entry_px": float(pos.get("entryPx", 0) or 0),
|
||||
"unrealized_pnl": float(pos.get("unrealizedPnl", 0) or 0),
|
||||
"leverage": pos.get("leverage", {}),
|
||||
})
|
||||
return positions
|
||||
except Exception as exc:
|
||||
logger.error("get_open_positions error: %s", exc)
|
||||
return []
|
||||
|
||||
async def set_leverage(self, coin: str) -> None:
|
||||
"""Set isolated leverage for the given coin."""
|
||||
try:
|
||||
await self._run(
|
||||
self._exchange.update_leverage,
|
||||
self._leverage,
|
||||
coin,
|
||||
False, # is_cross=False → isolated margin
|
||||
)
|
||||
logger.info("Set leverage %dx for %s (isolated)", self._leverage, coin)
|
||||
except Exception as exc:
|
||||
logger.warning("set_leverage error (non-fatal): %s", exc)
|
||||
|
||||
async def open_position(
|
||||
self,
|
||||
asset: str,
|
||||
side: str, # "long" or "short"
|
||||
size_usd: float,
|
||||
) -> dict:
|
||||
"""
|
||||
Open a market position.
|
||||
|
||||
Returns:
|
||||
{"order_id": str, "fill_price": float, "size_coins": float}
|
||||
"""
|
||||
coin = asset.upper()
|
||||
is_buy = side.lower() == "long"
|
||||
|
||||
# 1. Set leverage before opening
|
||||
await self.set_leverage(coin)
|
||||
|
||||
# 2. Compute coin size from USD notional
|
||||
mid = await self._mid_price(coin)
|
||||
sz_dec = await self._get_sz_decimals(coin)
|
||||
size_coins = round(size_usd / mid, sz_dec)
|
||||
if size_coins <= 0:
|
||||
raise ValueError(f"Computed size too small: {size_coins} {coin} from ${size_usd}")
|
||||
|
||||
# 3. Limit price with 1% slippage (IOC acts as market)
|
||||
slippage = 0.01
|
||||
# Hyperliquid px must be ≤5 sig-figs AND divisible by tick size.
|
||||
# For BTC ~$76k tick=$1 (integer); for ETH ~$3k tick=$0.1. Use 5 sig-figs + coin-based rounding.
|
||||
raw_px = mid * (1 + slippage) if is_buy else mid * (1 - slippage)
|
||||
if raw_px >= 10000:
|
||||
limit_px = float(round(raw_px)) # integer dollars for BTC
|
||||
elif raw_px >= 1000:
|
||||
limit_px = round(raw_px, 1)
|
||||
elif raw_px >= 100:
|
||||
limit_px = round(raw_px, 2)
|
||||
else:
|
||||
limit_px = round(raw_px, 3)
|
||||
|
||||
logger.info(
|
||||
"Opening %s %s: %.5f coins @ limit %.2f (mid=%.2f, usd=%.2f)",
|
||||
side, coin, size_coins, limit_px, mid, size_usd,
|
||||
)
|
||||
|
||||
result = await self._run(
|
||||
self._exchange.order,
|
||||
coin,
|
||||
is_buy,
|
||||
size_coins,
|
||||
limit_px,
|
||||
{"limit": {"tif": "Ioc"}}, # Immediate-or-Cancel ≈ market
|
||||
)
|
||||
|
||||
statuses = result.get("response", {}).get("data", {}).get("statuses", [{}])
|
||||
filled = statuses[0] if statuses else {}
|
||||
fill_price = float(
|
||||
(filled.get("filled") or {}).get("avgPx", mid) or mid
|
||||
)
|
||||
order_id = str((filled.get("resting") or {}).get("oid", ""))
|
||||
|
||||
logger.info("Opened %s %s @ %.2f (order_id=%s)", side, coin, fill_price, order_id)
|
||||
return {"order_id": order_id, "fill_price": fill_price, "size_coins": size_coins}
|
||||
|
||||
async def close_position(self, asset: str) -> dict:
|
||||
"""
|
||||
Close all open positions for the given asset using a reduce-only IOC order.
|
||||
|
||||
Returns:
|
||||
{"fill_price": float}
|
||||
"""
|
||||
coin = asset.upper()
|
||||
|
||||
positions = await self.get_open_positions()
|
||||
target = next((p for p in positions if p.get("coin") == coin), None)
|
||||
if target is None:
|
||||
logger.warning("No open %s position to close", coin)
|
||||
return {"fill_price": 0.0}
|
||||
|
||||
szi = float(target["szi"])
|
||||
is_buy = szi < 0 # closing a short → buy back
|
||||
size = abs(szi)
|
||||
|
||||
mid = await self._mid_price(coin)
|
||||
slippage = 0.01
|
||||
# Hyperliquid px must be ≤5 sig-figs AND divisible by tick size.
|
||||
# For BTC ~$76k tick=$1 (integer); for ETH ~$3k tick=$0.1. Use 5 sig-figs + coin-based rounding.
|
||||
raw_px = mid * (1 + slippage) if is_buy else mid * (1 - slippage)
|
||||
if raw_px >= 10000:
|
||||
limit_px = float(round(raw_px)) # integer dollars for BTC
|
||||
elif raw_px >= 1000:
|
||||
limit_px = round(raw_px, 1)
|
||||
elif raw_px >= 100:
|
||||
limit_px = round(raw_px, 2)
|
||||
else:
|
||||
limit_px = round(raw_px, 3)
|
||||
|
||||
logger.info("Closing %s %s: size=%.5f @ limit %.2f", coin, "short" if is_buy else "long", size, limit_px)
|
||||
|
||||
result = await self._run(
|
||||
self._exchange.order,
|
||||
coin,
|
||||
is_buy,
|
||||
size,
|
||||
limit_px,
|
||||
{"limit": {"tif": "Ioc"}},
|
||||
reduce_only=True,
|
||||
)
|
||||
|
||||
statuses = result.get("response", {}).get("data", {}).get("statuses", [{}])
|
||||
filled = statuses[0] if statuses else {}
|
||||
fill_price = float(
|
||||
(filled.get("filled") or {}).get("avgPx", mid) or mid
|
||||
)
|
||||
|
||||
logger.info("Closed %s position @ %.2f", coin, fill_price)
|
||||
return {"fill_price": fill_price}
|
||||
|
||||
@@ -0,0 +1,89 @@
|
||||
"""
|
||||
Startup rehydration: re-register TP/SL + max-hold for every open trade in DB.
|
||||
|
||||
Called once from lifespan() after tables are ensured. Without this, any deploy
|
||||
or crash silently drops TP/SL protection on live positions.
|
||||
"""
|
||||
import asyncio
|
||||
import logging
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from sqlalchemy import select
|
||||
|
||||
from app.database import AsyncSessionLocal
|
||||
from app.models import BotTrade, Subscription
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
async def rehydrate_open_trades() -> None:
|
||||
# Imported locally to avoid circular imports at module load
|
||||
from app.services.bot_engine import MAX_HOLD_SECONDS, _close_after_hold, close_and_finalize
|
||||
from app.services.crypto import decrypt_api_key
|
||||
from app.services.tp_sl_monitor import register_trade
|
||||
|
||||
async with AsyncSessionLocal() as db:
|
||||
result = await db.execute(select(BotTrade).where(BotTrade.closed_at.is_(None)))
|
||||
open_trades = result.scalars().all()
|
||||
|
||||
if not open_trades:
|
||||
logger.info("Rehydration: no open trades.")
|
||||
return
|
||||
|
||||
now = datetime.now(timezone.utc)
|
||||
for t in open_trades:
|
||||
sub_res = await db.execute(
|
||||
select(Subscription).where(Subscription.wallet_address == t.wallet_address)
|
||||
)
|
||||
sub = sub_res.scalar_one_or_none()
|
||||
if sub is None or not sub.hl_api_key:
|
||||
logger.warning(
|
||||
"Open trade %d has no subscription/key — marking as closed(abandoned)", t.id
|
||||
)
|
||||
t.closed_at = now.replace(tzinfo=None)
|
||||
continue
|
||||
|
||||
try:
|
||||
api_key = decrypt_api_key(sub.hl_api_key)
|
||||
except Exception as exc:
|
||||
logger.error("Cannot decrypt key for trade %d: %s", t.id, exc)
|
||||
continue
|
||||
|
||||
# Re-register TP/SL watcher
|
||||
register_trade(
|
||||
trade_id=t.id,
|
||||
wallet=t.wallet_address,
|
||||
api_key=api_key,
|
||||
leverage=sub.leverage,
|
||||
asset=t.asset,
|
||||
side=t.side,
|
||||
entry_price=t.entry_price,
|
||||
take_profit_pct=sub.take_profit_pct,
|
||||
stop_loss_pct=sub.stop_loss_pct,
|
||||
)
|
||||
|
||||
# Compute remaining hold; if already exceeded, close immediately
|
||||
opened_aware = t.opened_at.replace(tzinfo=timezone.utc)
|
||||
elapsed = (now - opened_aware).total_seconds()
|
||||
remaining = MAX_HOLD_SECONDS - elapsed
|
||||
|
||||
if remaining <= 0:
|
||||
logger.info("Trade %d past max-hold on startup — closing now", t.id)
|
||||
asyncio.create_task(
|
||||
close_and_finalize(
|
||||
trade_id=t.id, api_key=api_key, leverage=sub.leverage,
|
||||
asset=t.asset, wallet=t.wallet_address, reason="max_hold_recovery",
|
||||
)
|
||||
)
|
||||
else:
|
||||
async def _delayed_close(trade_id=t.id, key=api_key, lev=sub.leverage,
|
||||
asset=t.asset, wallet=t.wallet_address, delay=remaining):
|
||||
await asyncio.sleep(delay)
|
||||
await close_and_finalize(
|
||||
trade_id=trade_id, api_key=key, leverage=lev,
|
||||
asset=asset, wallet=wallet, reason="max_hold",
|
||||
)
|
||||
asyncio.create_task(_delayed_close())
|
||||
|
||||
await db.commit()
|
||||
logger.info("Rehydrated %d open trades.", len(open_trades))
|
||||
@@ -0,0 +1,107 @@
|
||||
"""
|
||||
Signed-request verification: EIP-191 signature that binds {action, wallet, timestamp, body}.
|
||||
|
||||
Message format (human-readable — what the user sees in MetaMask):
|
||||
|
||||
TrumpSignal · {ACTION}
|
||||
wallet: 0x...
|
||||
timestamp: 1713724800000
|
||||
body: <sha256_hex_of_canonical_json, or "-" for empty>
|
||||
|
||||
Server verifies:
|
||||
1. recovered signer == wallet
|
||||
2. |now - timestamp| <= MAX_SKEW_SECONDS (5 min)
|
||||
3. sha256(canonical_json(body)) matches the hash in the message
|
||||
4. signature not seen before (replay cache, TTL = MAX_SKEW)
|
||||
|
||||
Same scheme is used for writes (with body) and reads (body=None → "-").
|
||||
"""
|
||||
import hashlib
|
||||
import json
|
||||
import logging
|
||||
import time
|
||||
from typing import Any, Optional
|
||||
|
||||
from eth_account import Account
|
||||
from eth_account.messages import encode_defunct
|
||||
from fastapi import HTTPException
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
MAX_SKEW_SECONDS = 300 # 5 minutes
|
||||
|
||||
|
||||
def canonical_body_hash(body: Optional[Any]) -> str:
|
||||
"""Stable sha256 of a Python dict/primitive. `None` → '-'."""
|
||||
if body is None:
|
||||
return "-"
|
||||
payload = json.dumps(body, sort_keys=True, separators=(",", ":"), default=str)
|
||||
return hashlib.sha256(payload.encode("utf-8")).hexdigest()
|
||||
|
||||
|
||||
def build_message(action: str, wallet: str, timestamp_ms: int, body_hash: str) -> str:
|
||||
return (
|
||||
f"TrumpSignal · {action}\n"
|
||||
f"wallet: {wallet.lower()}\n"
|
||||
f"timestamp: {timestamp_ms}\n"
|
||||
f"body: {body_hash}"
|
||||
)
|
||||
|
||||
|
||||
# ── Replay cache ──────────────────────────────────────────────────────────
|
||||
# In-memory; fine for a single-process deploy. For multi-worker, move to Redis.
|
||||
_seen: dict[str, float] = {} # sha256(signature) → expiry epoch seconds
|
||||
|
||||
|
||||
def _cache_put(sig: str, ttl: float) -> bool:
|
||||
"""Return True if sig was new, False if replay."""
|
||||
now = time.time()
|
||||
# lazy purge
|
||||
if len(_seen) > 5000:
|
||||
for k, v in list(_seen.items()):
|
||||
if v < now:
|
||||
_seen.pop(k, None)
|
||||
key = hashlib.sha256(sig.encode("utf-8")).hexdigest()
|
||||
if key in _seen and _seen[key] > now:
|
||||
return False
|
||||
_seen[key] = now + ttl
|
||||
return True
|
||||
|
||||
|
||||
# ── Public API ────────────────────────────────────────────────────────────
|
||||
def verify_signed_request(
|
||||
*,
|
||||
action: str,
|
||||
wallet: str,
|
||||
timestamp_ms: int,
|
||||
signature: str,
|
||||
body: Optional[Any],
|
||||
allow_replay: bool = False,
|
||||
) -> None:
|
||||
"""Raise HTTPException(401/422) if invalid. Silent on success.
|
||||
|
||||
allow_replay=True skips the nonce cache — use only for idempotent reads
|
||||
(e.g. GET /user). Timestamp expiry still bounds the window to MAX_SKEW.
|
||||
"""
|
||||
wallet = wallet.lower().strip()
|
||||
|
||||
# 1. Freshness
|
||||
now_ms = int(time.time() * 1000)
|
||||
if abs(now_ms - timestamp_ms) > MAX_SKEW_SECONDS * 1000:
|
||||
raise HTTPException(401, "Signed request expired or clock skew too large")
|
||||
|
||||
# 2. Recover signer
|
||||
body_hash = canonical_body_hash(body)
|
||||
message = build_message(action, wallet, timestamp_ms, body_hash)
|
||||
try:
|
||||
recovered = Account.recover_message(encode_defunct(text=message), signature=signature).lower()
|
||||
except Exception as exc:
|
||||
logger.warning("Signature recovery failed (%s): %s", action, exc)
|
||||
raise HTTPException(401, "Signature verification failed")
|
||||
if recovered != wallet:
|
||||
raise HTTPException(401, "Signature does not match wallet")
|
||||
|
||||
# 3. Replay guard (writes only)
|
||||
if not allow_replay:
|
||||
if not _cache_put(signature, ttl=MAX_SKEW_SECONDS):
|
||||
raise HTTPException(401, "Signature already used (replay blocked)")
|
||||
@@ -0,0 +1,97 @@
|
||||
"""
|
||||
Take-profit / stop-loss monitor.
|
||||
|
||||
Subscribes to the Binance price stream; for every open trade that has TP/SL set,
|
||||
closes the HL position as soon as the live mark price crosses the threshold.
|
||||
|
||||
Lifecycle:
|
||||
- bot_engine.open_position calls register_trade(...) after each new trade
|
||||
- price callback in binance.py calls on_price_tick() once per second
|
||||
- when TP or SL hits, we enqueue close_and_finalize(...) and de-register
|
||||
"""
|
||||
import asyncio
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from typing import Dict, Optional
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
@dataclass
|
||||
class WatchedTrade:
|
||||
trade_id: int
|
||||
wallet: str
|
||||
api_key: str
|
||||
leverage: int
|
||||
asset: str
|
||||
side: str # "long" | "short"
|
||||
entry_price: float
|
||||
take_profit_pct: Optional[float]
|
||||
stop_loss_pct: Optional[float]
|
||||
|
||||
|
||||
# trade_id -> WatchedTrade
|
||||
_watched: Dict[int, WatchedTrade] = {}
|
||||
|
||||
|
||||
def register_trade(
|
||||
trade_id: int,
|
||||
wallet: str,
|
||||
api_key: str,
|
||||
leverage: int,
|
||||
asset: str,
|
||||
side: str,
|
||||
entry_price: float,
|
||||
take_profit_pct: Optional[float],
|
||||
stop_loss_pct: Optional[float],
|
||||
) -> None:
|
||||
if take_profit_pct is None and stop_loss_pct is None:
|
||||
return # nothing to watch
|
||||
_watched[trade_id] = WatchedTrade(
|
||||
trade_id=trade_id, wallet=wallet, api_key=api_key, leverage=leverage,
|
||||
asset=asset, side=side, entry_price=entry_price,
|
||||
take_profit_pct=take_profit_pct, stop_loss_pct=stop_loss_pct,
|
||||
)
|
||||
logger.info("TP/SL watching trade %d (%s %s @ %.2f, tp=%s, sl=%s)",
|
||||
trade_id, side, asset, entry_price, take_profit_pct, stop_loss_pct)
|
||||
|
||||
|
||||
def unregister(trade_id: int) -> None:
|
||||
_watched.pop(trade_id, None)
|
||||
|
||||
|
||||
def on_price_tick(asset: str, price: float) -> None:
|
||||
"""Called from binance.py on every price update. Fires close for any trade that hit TP/SL."""
|
||||
if not _watched:
|
||||
return
|
||||
triggered = []
|
||||
for tid, wt in list(_watched.items()):
|
||||
if wt.asset != asset:
|
||||
continue
|
||||
pct = (price - wt.entry_price) / wt.entry_price
|
||||
signed_pct = pct if wt.side == 'long' else -pct # gain in position's direction
|
||||
pct_x100 = signed_pct * 100
|
||||
|
||||
if wt.take_profit_pct is not None and pct_x100 >= wt.take_profit_pct:
|
||||
triggered.append((wt, "take_profit"))
|
||||
elif wt.stop_loss_pct is not None and pct_x100 <= -wt.stop_loss_pct:
|
||||
triggered.append((wt, "stop_loss"))
|
||||
|
||||
for wt, reason in triggered:
|
||||
unregister(wt.trade_id)
|
||||
asyncio.create_task(_fire_close(wt, reason))
|
||||
|
||||
|
||||
async def _fire_close(wt: WatchedTrade, reason: str) -> None:
|
||||
from app.services.bot_engine import close_and_finalize
|
||||
try:
|
||||
await close_and_finalize(
|
||||
trade_id=wt.trade_id,
|
||||
api_key=wt.api_key,
|
||||
leverage=wt.leverage,
|
||||
asset=wt.asset,
|
||||
wallet=wt.wallet,
|
||||
reason=reason,
|
||||
)
|
||||
except Exception as exc:
|
||||
logger.error("TP/SL close failed for trade %d: %s", wt.trade_id, exc)
|
||||
Reference in New Issue
Block a user