feat: add daily budget, active window, trade snapshots, and price impact monitor
- New migrations for daily_budget, active_window, and bottrade snapshot - Add trumpstruth scraper and price_impact_monitor service - Expand bot_engine, hyperliquid, recovery, and tp_sl_monitor logic - Update API/schemas/models for new features Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
This commit is contained in:
+14
-6
@@ -26,15 +26,23 @@ def _direction_correct(signal: Optional[str], pct: Optional[float]) -> Optional[
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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 post.price_impact_asset and post.price_at_post is not None:
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# Overlay live rolling peaks for windows that haven't closed yet
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from app.services.price_impact_monitor import get_live_impact
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live = get_live_impact(post.id) or {}
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m5 = live.get("price_impact_m5", post.price_impact_m5)
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m15 = live.get("price_impact_m15", post.price_impact_m15)
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m1h = live.get("price_impact_m1h", post.price_impact_m1h)
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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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m5=m5,
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m15=m15,
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m1h=m1h,
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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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correct_m5=_direction_correct(post.signal, m5),
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correct_m15=_direction_correct(post.signal, m15),
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correct_m1h=_direction_correct(post.signal, m1h),
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)
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return TrumpPost(
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id=post.id,
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+50
-7
@@ -1,6 +1,6 @@
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import logging
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from fastapi import APIRouter, Depends, Header, HTTPException, Query
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from fastapi import APIRouter, Depends, Header, HTTPException, Query, Request
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from sqlalchemy import select
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from sqlalchemy.ext.asyncio import AsyncSession
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@@ -150,6 +150,9 @@ async def get_user(
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take_profit_pct=sub.take_profit_pct,
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stop_loss_pct=sub.stop_loss_pct,
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min_confidence=sub.min_confidence,
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daily_budget_usd=sub.daily_budget_usd,
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active_from=iso_utc(sub.active_from),
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active_until=iso_utc(sub.active_until),
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),
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)
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@@ -157,10 +160,20 @@ async def get_user(
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@router.put("/user/{wallet}/settings", response_model=UserSettings)
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async def set_user_settings(
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wallet: str,
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body: SetSettingsRequest,
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request: Request,
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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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# Read raw JSON FIRST — the frontend signs the payload exactly as it's
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# serialized in JSON (e.g. `5` stays `5`, not `5.0`). If we let Pydantic
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# coerce ints→floats first, the server-side hash won't match the client's.
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raw = await request.json()
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raw_settings = raw.get("settings")
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if not isinstance(raw_settings, dict):
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raise HTTPException(422, "Missing settings block")
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# Now validate with Pydantic
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body = SetSettingsRequest(**raw)
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if wallet != body.wallet.lower().strip():
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raise HTTPException(400, "Wallet mismatch")
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@@ -169,19 +182,46 @@ async def set_user_settings(
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raise HTTPException(422, "leverage must be 1–50")
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if not (5 <= s.position_size_usd <= 10000):
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raise HTTPException(422, "position_size_usd must be $5–$10,000")
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if s.take_profit_pct is not None and not (0.1 <= s.take_profit_pct <= 50):
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raise HTTPException(422, "take_profit_pct must be 0.1–50")
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if s.stop_loss_pct is not None and not (0.1 <= s.stop_loss_pct <= 50):
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raise HTTPException(422, "stop_loss_pct must be 0.1–50")
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# Take-profit, stop-loss and daily budget are now MANDATORY — the bot won't
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# run without them, so we reject null here and force the client to supply values.
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if s.take_profit_pct is None or not (0.1 <= s.take_profit_pct <= 50):
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raise HTTPException(422, "take_profit_pct is required (0.1–50)")
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if s.stop_loss_pct is None or not (0.1 <= s.stop_loss_pct <= 50):
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raise HTTPException(422, "stop_loss_pct is required (0.1–50)")
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if not (0 <= s.min_confidence <= 100):
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raise HTTPException(422, "min_confidence must be 0–100")
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if s.daily_budget_usd is None or not (0 < s.daily_budget_usd <= 100000):
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raise HTTPException(422, "daily_budget_usd is required (>0, ≤100,000)")
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# Parse schedule (ISO strings → naive-UTC datetimes). Either both or neither.
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from datetime import datetime as _dt, timezone as _tz
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def _parse_iso_utc(v):
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if v is None:
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return None
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try:
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# Accept "...Z" or "+00:00" forms
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dt = _dt.fromisoformat(v.replace("Z", "+00:00"))
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if dt.tzinfo is not None:
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dt = dt.astimezone(_tz.utc).replace(tzinfo=None)
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return dt
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except Exception:
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raise HTTPException(422, f"invalid ISO datetime: {v!r}")
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af = _parse_iso_utc(s.active_from)
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au = _parse_iso_utc(s.active_until)
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if (af is None) != (au is None):
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raise HTTPException(422, "active_from and active_until must be set together or both empty")
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if af is not None and au is not None and au <= af:
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raise HTTPException(422, "active_until must be after active_from")
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# Hash the RAW dict (matches what frontend signed)
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verify_signed_request(
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action=ACTION_SET_SETTINGS,
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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=s.model_dump(),
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body=raw_settings,
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)
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result = await db.execute(select(Subscription).where(Subscription.wallet_address == wallet))
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@@ -194,6 +234,9 @@ async def set_user_settings(
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sub.take_profit_pct = s.take_profit_pct
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sub.stop_loss_pct = s.stop_loss_pct
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sub.min_confidence = s.min_confidence
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sub.daily_budget_usd = s.daily_budget_usd
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sub.active_from = af
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sub.active_until = au
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await db.commit()
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logger.info("Settings updated for %s: %s", wallet, s.model_dump())
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return s
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+94
-1
@@ -10,6 +10,7 @@ from app.config import settings
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from app.database import AsyncSessionLocal, engine
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from app.models import Base
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from app.scrapers.truth_social import poll_truth_social, backfill_history
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from app.scrapers.trumpstruth import poll_trumpstruth
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from app.services.binance import run_binance_ws
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from app.ws.manager import manager
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@@ -64,9 +65,24 @@ async def lifespan(app: FastAPI):
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max_instances=1,
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coalesce=True,
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)
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# Fallback poller — trumpstruth.org RSS. Same Truth Social originalId =
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# same external_id hash, so dedup is automatic. Whoever sees the post
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# first wins. Offset by half the interval so the two pollers don't
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# hammer the network at the same instant.
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_scheduler.add_job(
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poll_trumpstruth,
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"interval",
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seconds=settings.truth_social_poll_seconds,
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args=[AsyncSessionLocal],
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id="trumpstruth_poll",
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max_instances=1,
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coalesce=True,
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next_run_time=None, # APScheduler will pick a fresh slot
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)
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_scheduler.start()
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logger.info(
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"Truth Social poller scheduled every %ds.", settings.truth_social_poll_seconds
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"Truth Social pollers scheduled every %ds (CNN + trumpstruth.org).",
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settings.truth_social_poll_seconds,
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)
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yield
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@@ -117,8 +133,85 @@ app.include_router(user_router, prefix="/api")
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@app.get("/api/health")
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async def health():
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"""Shallow liveness — used by load balancers / Docker healthcheck.
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Returns 200 as long as the process is alive and the event loop responds."""
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return {"status": "ok"}
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@app.get("/api/health/deep")
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async def health_deep():
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"""Deep healthcheck — used by external uptime monitors (UptimeRobot, etc).
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Returns 503 if any of:
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- DB query fails
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- Scraper hasn't completed a successful poll in > 90s
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(poll runs every 15s; allow 6 misses before alarm)
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Body always includes diagnostic fields so the alarm payload is actionable.
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"""
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from datetime import datetime, timezone
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from fastapi import Response
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from sqlalchemy import text
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from app.scrapers import truth_social as ts_scraper
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from app.scrapers import trumpstruth as ts_fallback
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now = datetime.now(timezone.utc)
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problems: list[str] = []
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# 1. DB ping
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db_ok = False
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db_error: Optional[str] = None
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try:
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async with AsyncSessionLocal() as db:
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await db.execute(text("SELECT 1"))
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db_ok = True
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except Exception as exc:
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db_error = str(exc)
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problems.append(f"db: {db_error}")
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# 2. Scraper liveness — system is healthy if AT LEAST ONE source polled
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# recently. Both stale = real problem (network down, or both upstreams dead).
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sources = [
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("cnn", ts_scraper.last_successful_poll_at, ts_scraper.last_poll_error),
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("trumpstruth", ts_fallback.last_successful_poll_at, ts_fallback.last_poll_error),
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]
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source_status = []
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freshest_age: Optional[int] = None
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for name, last, err in sources:
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age = int((now - last).total_seconds()) if last else None
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source_status.append({
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"name": name,
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"last_poll": last.isoformat() if last else None,
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"age_sec": age,
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"last_error": err,
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})
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if age is not None and (freshest_age is None or age < freshest_age):
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freshest_age = age
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if freshest_age is None:
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problems.append("scrapers: no source has ever completed a poll")
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elif freshest_age > 90:
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# 6× the 15s interval — both sources are silent
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problems.append(f"scrapers: all stale (freshest={freshest_age}s)")
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body = {
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"status": "ok" if not problems else "degraded",
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"now": now.isoformat(),
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"db_ok": db_ok,
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"db_error": db_error,
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"scrapers": source_status,
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"freshest_age_sec": freshest_age,
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"problems": problems,
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}
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if problems:
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return Response(
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content=__import__("json").dumps(body),
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status_code=503,
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media_type="application/json",
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)
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return body
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if settings.environment == "development":
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from app.api.dev import router as dev_router
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app.include_router(dev_router, prefix="/api")
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@@ -90,6 +90,11 @@ class BotTrade(Base):
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opened_at: Mapped[datetime] = mapped_column(DateTime, nullable=False, default=utcnow)
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closed_at: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
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hl_order_id: Mapped[Optional[str]] = mapped_column(String(128), nullable=True)
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# Snapshot of user settings AT TIME OF ENTRY. Required so changes to
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# Subscription.position_size_usd / leverage after-the-fact don't corrupt
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# historical PnL or daily-budget accounting.
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size_usd: Mapped[Optional[float]] = mapped_column(Float, nullable=True)
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leverage: Mapped[Optional[int]] = mapped_column(Integer, nullable=True)
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trigger_post: Mapped[Optional["Post"]] = relationship("Post", back_populates="trades")
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@@ -110,3 +115,8 @@ class Subscription(Base):
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take_profit_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # e.g. 2.0 = close at +2%
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stop_loss_pct: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # e.g. 1.5 = close at -1.5%
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min_confidence: Mapped[int] = mapped_column(Integer, nullable=False, default=80)
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daily_budget_usd: Mapped[Optional[float]] = mapped_column(Float, nullable=True) # e.g. 15.0 = max $15 of new positions per UTC day
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# Optional active window. Both None = always on (when Subscription.active=True).
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# Both stored as naive-UTC datetimes.
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active_from: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
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active_until: Mapped[Optional[datetime]] = mapped_column(DateTime, nullable=True)
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+10
-4
@@ -5,11 +5,13 @@ from pydantic import BaseModel
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class PriceImpact(BaseModel):
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asset: str
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m5: float
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m15: float
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m1h: float
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# None = window still open (live rolling peak) or no price data yet.
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# Float = sealed peak move (%) in the signal direction once window closed.
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m5: Optional[float] = None
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m15: Optional[float] = None
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m1h: Optional[float] = None
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price_at_post: float
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# None = outcome window not yet reached or no price data; True/False = signal direction matched actual move
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# None = outcome window not yet reached; True/False = signal direction matched
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correct_m5: Optional[bool] = None
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correct_m15: Optional[bool] = None
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correct_m1h: Optional[bool] = None
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@@ -101,6 +103,10 @@ class UserSettings(BaseModel):
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take_profit_pct: Optional[float] = None
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stop_loss_pct: Optional[float] = None
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min_confidence: int
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daily_budget_usd: Optional[float] = None
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# ISO-8601 UTC strings; both None = always on (Subscription.active still gates it).
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active_from: Optional[str] = None
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active_until: Optional[str] = None
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class SetSettingsRequest(SignedEnvelope):
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@@ -0,0 +1,155 @@
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"""
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Trump Truth Social scraper — trumpstruth.org RSS fallback.
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Why a second scraper?
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CNN's archive (the primary source) sometimes lags 5–10 minutes behind real
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posts. trumpstruth.org publishes an RSS feed of the same Truth Social account
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that often updates faster. Running both in parallel and deduping by the
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Truth Social `originalId` gives us "min(latency_a, latency_b)" — i.e. whoever
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sees the post first wins.
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Dedup strategy:
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Both CNN and trumpstruth expose the underlying Truth Social post id. We
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hash it the same way (md5(str(id))) so the second source is a no-op when
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the first already inserted the row.
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Source: https://www.trumpstruth.org/feed (RSS 2.0 with custom truth:originalId tag)
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"""
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import hashlib
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import logging
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import re
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import xml.etree.ElementTree as ET
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from datetime import datetime, timezone
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from email.utils import parsedate_to_datetime
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from typing import Optional
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import httpx
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from app.scrapers.truth_social import _process_entry, _post_to_ws_payload
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from app.ws.manager import manager
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logger = logging.getLogger(__name__)
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FEED_URL = "https://www.trumpstruth.org/feed"
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NS = {
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"atom": "http://www.w3.org/2005/Atom",
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"truth": "https://truthsocial.com/ns",
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}
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# Liveness — read by /api/health/deep
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last_successful_poll_at: Optional[datetime] = None
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last_poll_error: Optional[str] = None
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async def _fetch_feed() -> Optional[str]:
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headers = {
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"User-Agent": "Mozilla/5.0 (compatible; TrumpSignal/1.0)",
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"Accept": "application/rss+xml, application/xml",
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}
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try:
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async with httpx.AsyncClient(timeout=20, follow_redirects=True) as client:
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resp = await client.get(FEED_URL, headers=headers)
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resp.raise_for_status()
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return resp.text
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except Exception as exc:
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logger.warning("Failed to fetch trumpstruth.org feed: %s", exc)
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return None
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_HTML_TAG = re.compile(r"<[^>]+>")
|
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|
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def _to_cnn_shape(item: ET.Element) -> Optional[dict]:
|
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"""Convert one <item> from the RSS feed into the dict shape the existing
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`_process_entry` expects (CNN archive format).
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Required output keys: id, created_at (ISO), content (HTML)."""
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orig_id_el = item.find("truth:originalId", NS)
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if orig_id_el is None or not (orig_id_el.text or "").strip():
|
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return None
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orig_id = orig_id_el.text.strip()
|
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pub_el = item.find("pubDate")
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if pub_el is None or not pub_el.text:
|
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return None
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try:
|
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dt = parsedate_to_datetime(pub_el.text)
|
||||
if dt.tzinfo is None:
|
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dt = dt.replace(tzinfo=timezone.utc)
|
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else:
|
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dt = dt.astimezone(timezone.utc)
|
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created_iso = dt.isoformat().replace("+00:00", "Z")
|
||||
except Exception:
|
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return None
|
||||
|
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desc_el = item.find("description")
|
||||
content_html = (desc_el.text or "").strip() if desc_el is not None else ""
|
||||
|
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return {
|
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"id": orig_id,
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"created_at": created_iso,
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"content": content_html,
|
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}
|
||||
|
||||
|
||||
async def poll_trumpstruth(db_session_factory) -> None:
|
||||
"""One poll cycle. Called by APScheduler.
|
||||
|
||||
Idempotent: posts already inserted by the CNN scraper are skipped via the
|
||||
`external_id` uniqueness check inside `_process_entry`.
|
||||
"""
|
||||
global last_successful_poll_at, last_poll_error
|
||||
|
||||
raw = await _fetch_feed()
|
||||
if raw is None:
|
||||
last_poll_error = "fetch_feed returned None"
|
||||
return
|
||||
|
||||
try:
|
||||
root = ET.fromstring(raw)
|
||||
except ET.ParseError as exc:
|
||||
logger.warning("trumpstruth RSS parse error: %s", exc)
|
||||
last_poll_error = f"parse: {exc}"
|
||||
return
|
||||
|
||||
items = root.findall(".//item")
|
||||
if not items:
|
||||
last_poll_error = "feed had no <item>"
|
||||
return
|
||||
|
||||
# Same as CNN: process the latest 50 only — keeps poll fast and avoids
|
||||
# re-scanning the whole feed every 15s.
|
||||
recent = items[:50]
|
||||
entries = [e for e in (_to_cnn_shape(it) for it in recent) if e]
|
||||
|
||||
async with db_session_factory() as db:
|
||||
try:
|
||||
new_posts = []
|
||||
for entry in entries:
|
||||
try:
|
||||
post = await _process_entry(entry, db)
|
||||
if post:
|
||||
new_posts.append(post)
|
||||
except Exception as exc:
|
||||
logger.error("trumpstruth: error on entry %s: %s",
|
||||
entry.get("id"), exc)
|
||||
|
||||
if new_posts:
|
||||
await db.commit()
|
||||
for post in new_posts:
|
||||
await manager.broadcast(_post_to_ws_payload(post))
|
||||
logger.info("[trumpstruth] beat CNN — new post id=%d: %s",
|
||||
post.id, post.text[:60])
|
||||
try:
|
||||
from app.services.bot_engine import process_post
|
||||
await process_post(post, db)
|
||||
except Exception as exc:
|
||||
logger.error("process_post failed for post %d: %s",
|
||||
post.id, exc)
|
||||
last_successful_poll_at = datetime.now(timezone.utc)
|
||||
last_poll_error = None
|
||||
except Exception as exc:
|
||||
logger.error("trumpstruth transaction error: %s", exc)
|
||||
last_poll_error = f"transaction: {exc}"
|
||||
await db.rollback()
|
||||
@@ -24,6 +24,11 @@ logger = logging.getLogger(__name__)
|
||||
|
||||
ARCHIVE_URL = "https://ix.cnn.io/data/truth-social/truth_archive.json"
|
||||
|
||||
# Liveness tracker — updated every successful poll (even when no new posts).
|
||||
# Read by /api/health to detect a dead scraper. None = never ran yet.
|
||||
last_successful_poll_at: Optional[datetime] = None
|
||||
last_poll_error: Optional[str] = None
|
||||
|
||||
|
||||
def _strip_html(text: str) -> str:
|
||||
text = re.sub(r"<[^>]+>", " ", text)
|
||||
@@ -32,8 +37,17 @@ def _strip_html(text: str) -> str:
|
||||
|
||||
|
||||
def _parse_dt(iso: str) -> datetime:
|
||||
"""Parse Truth Social's ISO timestamp into a naive-UTC datetime.
|
||||
|
||||
IMPORTANT: must convert to UTC *before* stripping tzinfo. Otherwise an
|
||||
input like '2026-04-24T15:07:48-04:00' would be stored as naive
|
||||
15:07:48 and later mis-read as UTC — a silent 4-hour shift.
|
||||
"""
|
||||
try:
|
||||
return datetime.fromisoformat(iso.replace("Z", "+00:00")).replace(tzinfo=None)
|
||||
dt = datetime.fromisoformat(iso.replace("Z", "+00:00"))
|
||||
if dt.tzinfo is not None:
|
||||
dt = dt.astimezone(timezone.utc)
|
||||
return dt.replace(tzinfo=None)
|
||||
except Exception:
|
||||
return datetime.now(timezone.utc).replace(tzinfo=None)
|
||||
|
||||
@@ -69,12 +83,12 @@ async def _process_entry(entry: dict, db: AsyncSession) -> Optional[Post]:
|
||||
analysis = await analyze_post(text)
|
||||
|
||||
asset = analysis["asset"]
|
||||
price_impact_m5 = price_impact_m15 = price_impact_m1h = price_at_post = None
|
||||
# Only capture the price AT post time. The m5/m15/m1h peaks are filled in
|
||||
# asynchronously by price_impact_monitor as the windows elapse — avoids
|
||||
# recording 0.00% because future candles don't exist yet at entry time.
|
||||
price_at_post = None
|
||||
if asset and analysis["relevant"]:
|
||||
price_at_post = price_store.get_price_at(asset, published_at)
|
||||
price_impact_m5 = price_store.get_pct_change(asset, published_at, 5)
|
||||
price_impact_m15 = price_store.get_pct_change(asset, published_at, 15)
|
||||
price_impact_m1h = price_store.get_pct_change(asset, published_at, 60)
|
||||
|
||||
post = Post(
|
||||
external_id=external_id,
|
||||
@@ -89,24 +103,38 @@ async def _process_entry(entry: dict, db: AsyncSession) -> Optional[Post]:
|
||||
analysis_version=analysis.get("analysis_version"),
|
||||
relevant=analysis["relevant"],
|
||||
price_impact_asset=asset if analysis["relevant"] else None,
|
||||
price_impact_m5=price_impact_m5,
|
||||
price_impact_m15=price_impact_m15,
|
||||
price_impact_m1h=price_impact_m1h,
|
||||
price_impact_m5=None, # filled by price_impact_monitor after 5 m
|
||||
price_impact_m15=None, # filled by price_impact_monitor after 15 m
|
||||
price_impact_m1h=None, # filled by price_impact_monitor after 1 h
|
||||
price_at_post=price_at_post,
|
||||
)
|
||||
db.add(post)
|
||||
await db.flush()
|
||||
|
||||
# Register with the live peak tracker so it starts watching immediately.
|
||||
if asset and analysis["relevant"] and price_at_post:
|
||||
from app.services.price_impact_monitor import register_post
|
||||
register_post(
|
||||
post_id=post.id,
|
||||
asset=asset,
|
||||
signal=analysis.get("signal"),
|
||||
entry_price=price_at_post,
|
||||
published_at=published_at,
|
||||
)
|
||||
|
||||
return post
|
||||
|
||||
|
||||
def _post_to_ws_payload(post: Post) -> dict:
|
||||
price_impact = None
|
||||
if post.price_impact_asset and post.price_at_post is not None:
|
||||
# At broadcast time all windows are open — values are null until
|
||||
# price_impact_monitor fills them in. Frontend treats null as "pending".
|
||||
price_impact = {
|
||||
"asset": post.price_impact_asset,
|
||||
"m5": post.price_impact_m5 or 0.0,
|
||||
"m15": post.price_impact_m15 or 0.0,
|
||||
"m1h": post.price_impact_m1h or 0.0,
|
||||
"m5": post.price_impact_m5, # None = not yet measured
|
||||
"m15": post.price_impact_m15,
|
||||
"m1h": post.price_impact_m1h,
|
||||
"price_at_post": post.price_at_post,
|
||||
}
|
||||
return {
|
||||
@@ -127,9 +155,11 @@ def _post_to_ws_payload(post: Post) -> dict:
|
||||
|
||||
|
||||
async def poll_truth_social(db_session_factory) -> None:
|
||||
global last_successful_poll_at, last_poll_error
|
||||
logger.info("Polling CNN Truth Social archive...")
|
||||
entries = await _fetch_archive()
|
||||
if not entries:
|
||||
last_poll_error = "fetch_archive returned empty"
|
||||
return
|
||||
|
||||
# Only process the latest 50 entries each poll (archive has 30k+ posts)
|
||||
@@ -159,8 +189,12 @@ async def poll_truth_social(db_session_factory) -> None:
|
||||
logger.error("process_post failed for post %d: %s", post.id, exc)
|
||||
else:
|
||||
logger.info("No new posts found.")
|
||||
# Mark a successful poll cycle (separate from "found new posts").
|
||||
last_successful_poll_at = datetime.now(timezone.utc)
|
||||
last_poll_error = None
|
||||
except Exception as exc:
|
||||
logger.error("Transaction error: %s", exc)
|
||||
last_poll_error = f"transaction_error: {exc}"
|
||||
await db.rollback()
|
||||
|
||||
|
||||
|
||||
@@ -207,7 +207,7 @@ async def analyze_post(text: str) -> dict:
|
||||
if asset not in ("BTC", "ETH", None):
|
||||
asset = None
|
||||
|
||||
reasoning = str(result.get("reasoning", ""))[:600]
|
||||
reasoning = str(result.get("reasoning", ""))[:1200]
|
||||
|
||||
return {
|
||||
"relevant": relevant,
|
||||
|
||||
@@ -45,6 +45,10 @@ async def _process_message(raw: str):
|
||||
from app.services.tp_sl_monitor import on_price_tick
|
||||
on_price_tick(asset, candle["close"])
|
||||
|
||||
# Price-impact peak tracker (updates rolling max for open post windows)
|
||||
from app.services.price_impact_monitor import on_price_tick as pi_tick
|
||||
pi_tick(asset, candle["high"], candle["low"], candle["close"])
|
||||
|
||||
# Broadcast live price tick
|
||||
await manager.broadcast({
|
||||
"type": "price",
|
||||
|
||||
+186
-61
@@ -22,15 +22,38 @@ from app.services.price_store import price_store # noqa: F401 (used elsewhere)
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Platform-wide thresholds (per-user values in Subscription override where applicable)
|
||||
GLOBAL_MIN_CONFIDENCE = 80 # hard floor — user min_confidence must be >= this
|
||||
# No global confidence floor — users pick their own 0–100 threshold via settings.
|
||||
MAX_HOLD_SECONDS = 3600 # force-close after 1 hour (shared across users)
|
||||
|
||||
# Hyperliquid perp fees (mainnet, base tier).
|
||||
# IOC orders always cross the book → taker fee both on open and close.
|
||||
# Ref: https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees
|
||||
HL_TAKER_FEE_RATE = 0.00045 # 4.5 bps per side → 9 bps round-trip
|
||||
|
||||
|
||||
# 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] = {}
|
||||
|
||||
# Strong references to background close tasks. Python's GC can collect
|
||||
# unreferenced asyncio.Task objects before they finish — keeping them here
|
||||
# prevents silent task cancellation. Entries are removed when tasks complete.
|
||||
_background_tasks: set = set()
|
||||
|
||||
# Per-wallet locks for the open-position critical section.
|
||||
# Prevents two concurrent signals from both passing the daily-budget check
|
||||
# before either trade is written to DB (TOCTOU race).
|
||||
_wallet_open_locks: Dict[str, asyncio.Lock] = {}
|
||||
|
||||
|
||||
def _wallet_lock(wallet: str) -> asyncio.Lock:
|
||||
lock = _wallet_open_locks.get(wallet)
|
||||
if lock is None:
|
||||
lock = asyncio.Lock()
|
||||
_wallet_open_locks[wallet] = lock
|
||||
return lock
|
||||
|
||||
|
||||
def _lock_for(trade_id: int) -> asyncio.Lock:
|
||||
lock = _close_locks.get(trade_id)
|
||||
@@ -47,14 +70,12 @@ async def process_post(post: Post, db: AsyncSession) -> None:
|
||||
"""
|
||||
if not post.relevant:
|
||||
return
|
||||
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.signal not in ('buy', 'short'):
|
||||
if post.signal not in ('buy', 'short', 'sell'):
|
||||
logger.info("Post %d skipped: signal=%s is not actionable", post.id, post.signal)
|
||||
return
|
||||
|
||||
asset = post.price_impact_asset or 'BTC'
|
||||
# "sell" is treated as a short signal (bearish directional trade)
|
||||
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)
|
||||
@@ -76,6 +97,9 @@ async def process_post(post: Post, db: AsyncSession) -> None:
|
||||
take_profit_pct=s.take_profit_pct,
|
||||
stop_loss_pct=s.stop_loss_pct,
|
||||
min_confidence=s.min_confidence,
|
||||
daily_budget_usd=s.daily_budget_usd,
|
||||
active_from=s.active_from,
|
||||
active_until=s.active_until,
|
||||
)
|
||||
for s in subscribers
|
||||
]
|
||||
@@ -100,70 +124,119 @@ async def _execute_for_subscriber(
|
||||
if not sub["hl_api_key"]:
|
||||
logger.warning("Subscriber %s has no HL API key, skipping", wallet)
|
||||
return
|
||||
# Required-setup guard: the bot is only allowed to trade when the user
|
||||
# has explicitly set take-profit, stop-loss, and a daily budget. Prevents
|
||||
# accidental trading on partially-configured accounts.
|
||||
missing = [k for k in ("take_profit_pct", "stop_loss_pct", "daily_budget_usd")
|
||||
if sub.get(k) is None]
|
||||
if missing:
|
||||
logger.info("Sub %s skipped post %d: setup incomplete (missing %s)",
|
||||
wallet, post_id, ", ".join(missing))
|
||||
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
|
||||
|
||||
# Active-window check. Both values stored as naive-UTC.
|
||||
af = sub.get("active_from")
|
||||
au = sub.get("active_until")
|
||||
if af is not None and au is not None:
|
||||
now_utc_naive = datetime.now(timezone.utc).replace(tzinfo=None)
|
||||
if now_utc_naive < af or now_utc_naive >= au:
|
||||
logger.info("Sub %s skipped post %d: outside active window [%s, %s)",
|
||||
wallet, post_id, af, au)
|
||||
return
|
||||
|
||||
try:
|
||||
api_key = decrypt_api_key(sub["hl_api_key"])
|
||||
except Exception as exc:
|
||||
logger.error("Cannot decrypt key for %s: %s", wallet, exc)
|
||||
return
|
||||
|
||||
# Each subscriber gets its own session — AsyncSession is NOT concurrency-safe.
|
||||
async with AsyncSessionLocal() as db:
|
||||
try:
|
||||
trader = HyperliquidTrader(
|
||||
api_private_key=api_key,
|
||||
account_address=wallet,
|
||||
leverage=sub["leverage"],
|
||||
mainnet=settings.hl_mainnet,
|
||||
)
|
||||
|
||||
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)
|
||||
# Per-wallet lock wraps BOTH the budget re-check and the open, so two
|
||||
# concurrent signals can't both pass the daily-budget gate before either
|
||||
# trade is written to DB (TOCTOU race under asyncio.gather).
|
||||
async with _wallet_lock(wallet):
|
||||
# Re-check daily budget INSIDE the lock so it's atomic with the open.
|
||||
daily_cap = sub.get("daily_budget_usd")
|
||||
if daily_cap is not None and daily_cap > 0:
|
||||
start_of_day = datetime.now(timezone.utc).replace(hour=0, minute=0, second=0, microsecond=0, tzinfo=None)
|
||||
async with AsyncSessionLocal() as budget_db:
|
||||
spent_result = await budget_db.execute(
|
||||
select(BotTrade).where(
|
||||
BotTrade.wallet_address == wallet,
|
||||
BotTrade.opened_at >= start_of_day,
|
||||
)
|
||||
)
|
||||
spent_trades = spent_result.scalars().all()
|
||||
spent = sum(
|
||||
(t.size_usd if t.size_usd is not None else sub["position_size_usd"])
|
||||
for t in spent_trades
|
||||
)
|
||||
if spent + sub["position_size_usd"] > daily_cap:
|
||||
logger.info("Sub %s daily budget reached: spent=%.2f + new=%.2f > cap=%.2f",
|
||||
wallet, spent, sub["position_size_usd"], daily_cap)
|
||||
return
|
||||
|
||||
result = await trader.open_position(asset, side, sub["position_size_usd"])
|
||||
entry_price = result.get('fill_price', 0.0)
|
||||
# Each subscriber gets its own session — AsyncSession is NOT concurrency-safe.
|
||||
async with AsyncSessionLocal() as db:
|
||||
try:
|
||||
trader = HyperliquidTrader(
|
||||
api_private_key=api_key,
|
||||
account_address=wallet,
|
||||
leverage=sub["leverage"],
|
||||
mainnet=settings.hl_mainnet,
|
||||
)
|
||||
|
||||
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()
|
||||
await db.refresh(trade)
|
||||
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
|
||||
|
||||
logger.info("Opened %s %s for %s @ %.2f (trade_id=%d)",
|
||||
side, asset, wallet, entry_price, trade.id)
|
||||
result = await trader.open_position(asset, side, sub["position_size_usd"])
|
||||
entry_price = result.get('fill_price', 0.0)
|
||||
|
||||
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"],
|
||||
)
|
||||
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'),
|
||||
size_usd=sub["position_size_usd"],
|
||||
leverage=sub["leverage"],
|
||||
)
|
||||
db.add(trade)
|
||||
await db.commit()
|
||||
await db.refresh(trade)
|
||||
|
||||
asyncio.create_task(_close_after_hold(
|
||||
trade.id, api_key, sub["leverage"], asset, wallet
|
||||
))
|
||||
logger.info("Opened %s %s for %s @ %.2f (trade_id=%d)",
|
||||
side, asset, wallet, entry_price, trade.id)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Trade execution failed for %s: %s", wallet, e)
|
||||
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"],
|
||||
)
|
||||
|
||||
task = asyncio.create_task(_close_after_hold(
|
||||
trade.id, api_key, sub["leverage"], asset, wallet
|
||||
))
|
||||
_background_tasks.add(task)
|
||||
task.add_done_callback(_background_tasks.discard)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Trade execution failed for %s: %s", wallet, e)
|
||||
|
||||
|
||||
async def close_and_finalize(
|
||||
@@ -200,27 +273,61 @@ async def close_and_finalize(
|
||||
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
|
||||
# Prefer the historical snapshot stamped on the trade row;
|
||||
# fall back to current Subscription or caller's leverage for
|
||||
# legacy rows.
|
||||
if trade.size_usd is not None:
|
||||
size_usd = trade.size_usd
|
||||
else:
|
||||
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
|
||||
trade_leverage = trade.leverage if trade.leverage is not None else leverage
|
||||
|
||||
trader = HyperliquidTrader(
|
||||
api_private_key=api_key,
|
||||
account_address=wallet,
|
||||
leverage=leverage,
|
||||
leverage=trade_leverage,
|
||||
mainnet=settings.hl_mainnet,
|
||||
)
|
||||
close_result = await trader.close_position(asset)
|
||||
exit_price = close_result.get('fill_price', 0.0)
|
||||
|
||||
# Detect "position was already closed externally" before we even tried
|
||||
if close_result.get("already_closed"):
|
||||
logger.warning(
|
||||
"Trade %d: no open %s position found on HL — "
|
||||
"user likely closed it manually. Marking trade closed with no PnL.",
|
||||
trade_id, asset,
|
||||
)
|
||||
trade.exit_price = None
|
||||
trade.pnl_usd = None
|
||||
trade.hold_seconds = int(
|
||||
(datetime.now(timezone.utc) -
|
||||
trade.opened_at.replace(tzinfo=timezone.utc)).total_seconds()
|
||||
)
|
||||
await db.commit()
|
||||
from app.services.tp_sl_monitor import unregister
|
||||
unregister(trade_id)
|
||||
_close_locks.pop(trade_id, None)
|
||||
return
|
||||
|
||||
exit_price = close_result.get("fill_price")
|
||||
if not exit_price:
|
||||
raise ValueError(f"close_position returned no fill_price for trade {trade_id}")
|
||||
|
||||
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
|
||||
# size_usd is the NOTIONAL value — leverage affects margin, not PnL.
|
||||
gross_pnl = size_usd * signed_pct
|
||||
# Deduct round-trip taker fees (IOC crosses book on both open + close).
|
||||
# Without this, displayed PnL overstates real returns by ~9 bps per trade.
|
||||
fees_usd = size_usd * HL_TAKER_FEE_RATE * 2
|
||||
pnl_usd = gross_pnl - fees_usd
|
||||
|
||||
trade.exit_price = exit_price
|
||||
trade.pnl_usd = round(pnl_usd, 2)
|
||||
@@ -233,11 +340,29 @@ async def close_and_finalize(
|
||||
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)
|
||||
logger.info(
|
||||
"Closed %s %s for %s @ %.2f gross=%.2f fees=%.2f net=%.2f (reason=%s)",
|
||||
trade.side, asset, wallet, exit_price,
|
||||
gross_pnl, fees_usd, pnl_usd, reason,
|
||||
)
|
||||
|
||||
except Exception as e:
|
||||
logger.error("Failed to close trade %d: %s", trade_id, e)
|
||||
# Rollback closed_at so recovery can retry this trade on next restart.
|
||||
# Without this, the trade is "closed" in DB but position still open on HL.
|
||||
try:
|
||||
async with AsyncSessionLocal() as rb_db:
|
||||
await rb_db.execute(
|
||||
update(BotTrade)
|
||||
.where(BotTrade.id == trade_id)
|
||||
.values(closed_at=None)
|
||||
)
|
||||
await rb_db.commit()
|
||||
logger.info("Rolled back closed_at for trade %d — will retry on recovery", trade_id)
|
||||
except Exception as rb_exc:
|
||||
logger.error("Failed to rollback closed_at for trade %d: %s", trade_id, rb_exc)
|
||||
finally:
|
||||
_close_locks.pop(trade_id, None)
|
||||
|
||||
|
||||
async def _close_after_hold(
|
||||
|
||||
+44
-16
@@ -111,7 +111,7 @@ class HyperliquidTrader:
|
||||
return positions
|
||||
except Exception as exc:
|
||||
logger.error("get_open_positions error: %s", exc)
|
||||
return []
|
||||
raise
|
||||
|
||||
async def set_leverage(self, coin: str) -> None:
|
||||
"""Set isolated leverage for the given coin."""
|
||||
@@ -180,14 +180,30 @@ class HyperliquidTrader:
|
||||
)
|
||||
|
||||
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", ""))
|
||||
status = statuses[0] if statuses else {}
|
||||
|
||||
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}
|
||||
# "error" key present → HL rejected the order entirely
|
||||
if "error" in status:
|
||||
raise ValueError(f"HL order rejected: {status['error']}")
|
||||
|
||||
filled_info = status.get("filled") or {}
|
||||
total_sz = float(filled_info.get("totalSz", 0) or 0)
|
||||
if total_sz <= 0:
|
||||
# IOC returned with zero fill — no position was opened
|
||||
raise ValueError(
|
||||
f"IOC order for {coin} returned 0 fill "
|
||||
f"(status={status}). No position opened."
|
||||
)
|
||||
|
||||
fill_price = float(filled_info.get("avgPx", mid) or mid)
|
||||
|
||||
# oid lives under "filled" for IOC; "resting" is fallback for unexpected GTC
|
||||
oid_src = filled_info or status.get("resting") or {}
|
||||
order_id = str(oid_src.get("oid", "")) if oid_src else ""
|
||||
|
||||
logger.info("Opened %s %s @ %.2f size=%.5f (order_id=%s)",
|
||||
side, coin, fill_price, total_sz, order_id)
|
||||
return {"order_id": order_id, "fill_price": fill_price, "size_coins": total_sz}
|
||||
|
||||
async def close_position(self, asset: str) -> dict:
|
||||
"""
|
||||
@@ -201,8 +217,9 @@ class HyperliquidTrader:
|
||||
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}
|
||||
logger.warning("No open %s position found on HL — already closed externally?", coin)
|
||||
# Return sentinel so callers can detect "nothing to close" vs "closed @ price"
|
||||
return {"fill_price": None, "already_closed": True}
|
||||
|
||||
szi = float(target["szi"])
|
||||
is_buy = szi < 0 # closing a short → buy back
|
||||
@@ -235,10 +252,21 @@ class HyperliquidTrader:
|
||||
)
|
||||
|
||||
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
|
||||
)
|
||||
status = statuses[0] if statuses else {}
|
||||
filled_info = status.get("filled") or {}
|
||||
total_sz = float(filled_info.get("totalSz", 0) or 0)
|
||||
|
||||
logger.info("Closed %s position @ %.2f", coin, fill_price)
|
||||
return {"fill_price": fill_price}
|
||||
if total_sz <= 0:
|
||||
# IOC close got 0 fill — position may have already been closed externally.
|
||||
# Re-check to be sure before giving up.
|
||||
positions_after = await self.get_open_positions()
|
||||
still_open = next((p for p in positions_after if p.get("coin") == coin), None)
|
||||
if still_open is None:
|
||||
logger.info("Close IOC got 0 fill but position is gone — treated as closed", )
|
||||
return {"fill_price": mid, "already_closed": False}
|
||||
logger.error("Close IOC got 0 fill and position still open for %s", coin)
|
||||
raise ValueError(f"Failed to close {coin} position: IOC returned 0 fill")
|
||||
|
||||
fill_price = float(filled_info.get("avgPx", mid) or mid)
|
||||
logger.info("Closed %s position @ %.2f (size=%.5f)", coin, fill_price, total_sz)
|
||||
return {"fill_price": fill_price, "already_closed": False}
|
||||
|
||||
@@ -0,0 +1,204 @@
|
||||
"""
|
||||
Rolling price-impact tracker for Trump posts.
|
||||
|
||||
For each newly-saved relevant post, we track the peak favorable move
|
||||
(max high for BUY signals, max low for SHORT signals) in three windows:
|
||||
5 m, 15 m, and 1 h.
|
||||
|
||||
Rules:
|
||||
- While the window is OPEN → live rolling peak, updated on every price tick
|
||||
- When the window CLOSES → final peak is written to DB, window is sealed
|
||||
- When all three windows close → post is unregistered to free memory
|
||||
|
||||
The result is that:
|
||||
• A brand-new post immediately shows the running peak since publication.
|
||||
• A post 20 minutes old shows final m5, final m15, and live 1h peak.
|
||||
• A post 2 hours old shows final m5 / m15 / m1h from DB.
|
||||
|
||||
Integration points:
|
||||
binance.py → call on_price_tick(asset, high, low, close) each candle
|
||||
truth_social.py → call register_post(...) after flush, before commit
|
||||
posts.py → call get_live_impact(post_id) to overlay live values
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
import logging
|
||||
from dataclasses import dataclass
|
||||
from datetime import datetime, timezone
|
||||
from typing import Dict, Optional
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
# Window durations in seconds
|
||||
WINDOWS = {"m5": 5 * 60, "m15": 15 * 60, "m1h": 60 * 60}
|
||||
|
||||
|
||||
@dataclass
|
||||
class TrackedPost:
|
||||
post_id: int
|
||||
asset: str
|
||||
signal: Optional[str] # "buy" | "short" | "sell" | "hold" | None
|
||||
entry_price: float # price at post time
|
||||
published_at: datetime # naive UTC
|
||||
|
||||
# Running peaks — signed % relative to entry_price
|
||||
# For BUY: positive = price went up (we want max)
|
||||
# For SHORT: positive = price went down (we want max of -pct)
|
||||
peak_m5: Optional[float] = None
|
||||
peak_m15: Optional[float] = None
|
||||
peak_m1h: Optional[float] = None
|
||||
|
||||
# True once the window has expired and the value is finalised in DB
|
||||
done_m5: bool = False
|
||||
done_m15: bool = False
|
||||
done_m1h: bool = False
|
||||
|
||||
|
||||
# post_id → TrackedPost
|
||||
_tracked: Dict[int, TrackedPost] = {}
|
||||
|
||||
# Strong refs to DB-write tasks so GC doesn't collect them mid-flight
|
||||
_background_tasks: set = set()
|
||||
|
||||
|
||||
# ─────────────────────────────────────────────────────────────────────────────
|
||||
# Public API
|
||||
# ─────────────────────────────────────────────────────────────────────────────
|
||||
|
||||
def register_post(
|
||||
post_id: int,
|
||||
asset: str,
|
||||
signal: Optional[str],
|
||||
entry_price: float,
|
||||
published_at: datetime,
|
||||
) -> None:
|
||||
"""Call immediately after a relevant post is flushed to DB."""
|
||||
if entry_price <= 0:
|
||||
return
|
||||
if not asset:
|
||||
return
|
||||
_tracked[post_id] = TrackedPost(
|
||||
post_id=post_id,
|
||||
asset=asset.upper(),
|
||||
signal=signal,
|
||||
entry_price=entry_price,
|
||||
published_at=published_at.replace(tzinfo=None), # store as naive UTC
|
||||
)
|
||||
logger.info("PriceImpact: tracking post %d (%s %s @ %.2f)",
|
||||
post_id, signal, asset, entry_price)
|
||||
|
||||
|
||||
def unregister(post_id: int) -> None:
|
||||
_tracked.pop(post_id, None)
|
||||
|
||||
|
||||
def get_live_impact(post_id: int) -> Optional[dict]:
|
||||
"""
|
||||
Return the current live peaks for a post if it is still being tracked.
|
||||
Returns None if the post has never been registered or all windows are done.
|
||||
The dict keys match the Post model columns:
|
||||
price_impact_m5, price_impact_m15, price_impact_m1h
|
||||
Only keys with open (not-yet-sealed) windows are included — callers
|
||||
should overlay these on top of DB values.
|
||||
"""
|
||||
tp = _tracked.get(post_id)
|
||||
if tp is None:
|
||||
return None
|
||||
out: dict = {}
|
||||
if not tp.done_m5:
|
||||
out["price_impact_m5"] = tp.peak_m5
|
||||
if not tp.done_m15:
|
||||
out["price_impact_m15"] = tp.peak_m15
|
||||
if not tp.done_m1h:
|
||||
out["price_impact_m1h"] = tp.peak_m1h
|
||||
return out if out else None
|
||||
|
||||
|
||||
def on_price_tick(asset: str, high: float, low: float, close: float) -> None:
|
||||
"""
|
||||
Called by binance.py on every 1-minute candle close.
|
||||
Updates running peaks and fires DB-write tasks for expired windows.
|
||||
"""
|
||||
asset = asset.upper()
|
||||
if not _tracked:
|
||||
return
|
||||
|
||||
now_naive = datetime.now(timezone.utc).replace(tzinfo=None)
|
||||
|
||||
for post_id, tp in list(_tracked.items()):
|
||||
if tp.asset != asset:
|
||||
continue
|
||||
|
||||
age_s = (now_naive - tp.published_at).total_seconds()
|
||||
|
||||
# Pick the extreme price for this signal direction
|
||||
# BUY → we care about how high price went (use candle high)
|
||||
# SHORT/SELL → we care about how low price went (use candle low)
|
||||
is_long = tp.signal in ("buy",)
|
||||
extreme = high if is_long else low
|
||||
|
||||
# signed % gain in the signal's direction
|
||||
if tp.entry_price > 0:
|
||||
raw_pct = (extreme - tp.entry_price) / tp.entry_price * 100
|
||||
signed_pct = raw_pct if is_long else -raw_pct
|
||||
else:
|
||||
signed_pct = None
|
||||
|
||||
# Update each open window
|
||||
for win, duration in WINDOWS.items():
|
||||
done_attr = f"done_{win}"
|
||||
peak_attr = f"peak_{win}"
|
||||
if getattr(tp, done_attr):
|
||||
continue # already sealed
|
||||
|
||||
if signed_pct is not None:
|
||||
cur = getattr(tp, peak_attr)
|
||||
if cur is None or signed_pct > cur:
|
||||
setattr(tp, peak_attr, round(signed_pct, 4))
|
||||
|
||||
# Has the window expired?
|
||||
if age_s >= duration:
|
||||
setattr(tp, done_attr, True)
|
||||
final_peak = getattr(tp, peak_attr)
|
||||
t = asyncio.create_task(_write_window_to_db(post_id, win, final_peak))
|
||||
_background_tasks.add(t)
|
||||
t.add_done_callback(_background_tasks.discard)
|
||||
logger.debug("PriceImpact: post %d window %s closed → peak=%.4f%%",
|
||||
post_id, win, final_peak or 0)
|
||||
|
||||
# All windows done → free memory
|
||||
if tp.done_m5 and tp.done_m15 and tp.done_m1h:
|
||||
unregister(post_id)
|
||||
logger.info("PriceImpact: post %d fully tracked, unregistered", post_id)
|
||||
|
||||
|
||||
# ─────────────────────────────────────────────────────────────────────────────
|
||||
# DB write helpers
|
||||
# ─────────────────────────────────────────────────────────────────────────────
|
||||
|
||||
_WINDOW_COLUMN = {
|
||||
"m5": "price_impact_m5",
|
||||
"m15": "price_impact_m15",
|
||||
"m1h": "price_impact_m1h",
|
||||
}
|
||||
|
||||
|
||||
async def _write_window_to_db(post_id: int, window: str, value: Optional[float]) -> None:
|
||||
"""Write the final peak for a single window to the DB."""
|
||||
from sqlalchemy import update
|
||||
from app.database import AsyncSessionLocal
|
||||
from app.models import Post
|
||||
|
||||
col = _WINDOW_COLUMN[window]
|
||||
try:
|
||||
async with AsyncSessionLocal() as db:
|
||||
await db.execute(
|
||||
update(Post)
|
||||
.where(Post.id == post_id)
|
||||
.values({col: value})
|
||||
)
|
||||
await db.commit()
|
||||
logger.info("PriceImpact: wrote post %d %s=%.4f%% to DB",
|
||||
post_id, window, value or 0)
|
||||
except Exception as exc:
|
||||
logger.error("PriceImpact: failed to write post %d %s: %s", post_id, window, exc)
|
||||
@@ -18,7 +18,7 @@ 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.bot_engine import MAX_HOLD_SECONDS, close_and_finalize
|
||||
from app.services.crypto import decrypt_api_key
|
||||
from app.services.tp_sl_monitor import register_trade
|
||||
|
||||
@@ -49,12 +49,16 @@ async def rehydrate_open_trades() -> None:
|
||||
logger.error("Cannot decrypt key for trade %d: %s", t.id, exc)
|
||||
continue
|
||||
|
||||
# Use the leverage snapshot from the trade row (stamped at open time).
|
||||
# Fall back to current Subscription only for legacy rows (pre-migration 005).
|
||||
trade_leverage = t.leverage if t.leverage is not None else sub.leverage
|
||||
|
||||
# Re-register TP/SL watcher
|
||||
register_trade(
|
||||
trade_id=t.id,
|
||||
wallet=t.wallet_address,
|
||||
api_key=api_key,
|
||||
leverage=sub.leverage,
|
||||
leverage=trade_leverage,
|
||||
asset=t.asset,
|
||||
side=t.side,
|
||||
entry_price=t.entry_price,
|
||||
@@ -67,23 +71,29 @@ async def rehydrate_open_trades() -> None:
|
||||
elapsed = (now - opened_aware).total_seconds()
|
||||
remaining = MAX_HOLD_SECONDS - elapsed
|
||||
|
||||
from app.services.bot_engine import _background_tasks
|
||||
|
||||
if remaining <= 0:
|
||||
logger.info("Trade %d past max-hold on startup — closing now", t.id)
|
||||
asyncio.create_task(
|
||||
task = asyncio.create_task(
|
||||
close_and_finalize(
|
||||
trade_id=t.id, api_key=api_key, leverage=sub.leverage,
|
||||
trade_id=t.id, api_key=api_key, leverage=trade_leverage,
|
||||
asset=t.asset, wallet=t.wallet_address, reason="max_hold_recovery",
|
||||
)
|
||||
)
|
||||
_background_tasks.add(task)
|
||||
task.add_done_callback(_background_tasks.discard)
|
||||
else:
|
||||
async def _delayed_close(trade_id=t.id, key=api_key, lev=sub.leverage,
|
||||
async def _delayed_close(trade_id=t.id, key=api_key, lev=trade_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())
|
||||
task = asyncio.create_task(_delayed_close())
|
||||
_background_tasks.add(task)
|
||||
task.add_done_callback(_background_tasks.discard)
|
||||
|
||||
await db.commit()
|
||||
logger.info("Rehydrated %d open trades.", len(open_trades))
|
||||
|
||||
@@ -33,6 +33,9 @@ class WatchedTrade:
|
||||
# trade_id -> WatchedTrade
|
||||
_watched: Dict[int, WatchedTrade] = {}
|
||||
|
||||
# Strong references to fire-close tasks to prevent GC before completion
|
||||
_background_tasks: set = set()
|
||||
|
||||
|
||||
def register_trade(
|
||||
trade_id: int,
|
||||
@@ -79,7 +82,9 @@ def on_price_tick(asset: str, price: float) -> None:
|
||||
|
||||
for wt, reason in triggered:
|
||||
unregister(wt.trade_id)
|
||||
asyncio.create_task(_fire_close(wt, reason))
|
||||
task = asyncio.create_task(_fire_close(wt, reason))
|
||||
_background_tasks.add(task)
|
||||
task.add_done_callback(_background_tasks.discard)
|
||||
|
||||
|
||||
async def _fire_close(wt: WatchedTrade, reason: str) -> None:
|
||||
|
||||
Reference in New Issue
Block a user