k
d6c802ef26
Batch of the pre-launch audit campaign (BUG-01…14 plus three new features): Pricing / TP-SL protection - Add app/services/hl_price_feed.py: supplemental HL allMids poller for HL-native assets (HYPE, PURR) not listed on Binance. Pumps price_store + tp_sl_monitor.on_price_tick so bot trades on these assets keep full stop-loss / take-profit / trailing protection instead of max-hold only. - Wire feed into main.py lifespan (startup task + graceful shutdown cancel). Telegram - Add format_trump_mention + PATH B in _dispatch: crypto-relevant Trump posts with no directional signal (relevant=True, signal=hold) now alert the public channel only (no per-subscriber noise). - Rate limiter (slowapi) on the API; assorted bot/digest fixes. KOL on-chain - seed_kol_wallets.py: KOL_FEEDS coverage cross-check; reversibly deactivate orphaned wallets (handle not in KOL_FEEDS → can never produce divergence) so the scanner stops burning cycles on them. Tests / misc - Fix brittle test_macro_ahr999_uses_same_formula_as_scanner: mock now uses realistic ms timestamps so the in-progress-day drop fires, matching the fetcher's bar count (was 0.3179 vs 0.3178 off-by-one). - Refresh stale notify_signal comment in truth_social.py. Frontend reduce-action type fix lives in the sibling repo. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
88 lines
2.6 KiB
Python
88 lines
2.6 KiB
Python
import logging
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from datetime import datetime, timedelta, timezone
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from fastapi import APIRouter, Depends, 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
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from app.schemas import BotPerformance
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from app.services.signed_request import verify_signed_request_any
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router = APIRouter()
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logger = logging.getLogger(__name__)
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PERIOD_DAYS = 30
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ACTION_VIEW_PERFORMANCE = "view_performance"
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ACTION_VIEW_USER = "view_user"
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@router.get("/performance", response_model=BotPerformance)
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async def get_performance(
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wallet: str = Query(..., description="Wallet address (lower-cased internally)"),
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ts: int = Query(..., description="Signed timestamp (ms)"),
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sig: str = Query(..., description="EIP-191 signature"),
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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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verify_signed_request_any(
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actions=[ACTION_VIEW_PERFORMANCE, ACTION_VIEW_USER],
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wallet=wallet,
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timestamp_ms=ts,
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signature=sig,
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body=None,
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allow_replay=True,
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)
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since = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(days=PERIOD_DAYS)
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result = await db.execute(
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select(BotTrade)
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.where(BotTrade.wallet_address == wallet)
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.where(BotTrade.closed_at.is_not(None))
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.where(BotTrade.opened_at >= since)
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.order_by(BotTrade.opened_at.asc())
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)
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trades = result.scalars().all()
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total_trades = len(trades)
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if total_trades == 0:
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return BotPerformance(
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period_days=PERIOD_DAYS,
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total_trades=0,
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win_rate=0.0,
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net_pnl_usd=0.0,
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avg_hold_seconds=0.0,
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max_drawdown_pct=0.0,
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)
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winning = sum(1 for t in trades if (t.pnl_usd or 0) > 0)
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win_rate = winning / total_trades
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pnl_values = [(t.pnl_usd or 0.0) for t in trades]
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net_pnl = sum(pnl_values)
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hold_values = [(t.hold_seconds or 0) for t in trades]
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avg_hold = sum(hold_values) / len(hold_values)
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# Max drawdown: running peak → trough of cumulative PnL
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cumulative = 0.0
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peak = 0.0
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max_drawdown = 0.0
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for pnl in pnl_values:
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cumulative += pnl
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if cumulative > peak:
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peak = cumulative
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drawdown = (peak - cumulative) / peak * 100 if peak > 0 else 0.0
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if drawdown > max_drawdown:
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max_drawdown = drawdown
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return BotPerformance(
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period_days=PERIOD_DAYS,
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total_trades=total_trades,
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win_rate=round(win_rate, 4),
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net_pnl_usd=round(net_pnl, 2),
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avg_hold_seconds=round(avg_hold, 1),
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max_drawdown_pct=round(max_drawdown, 4),
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)
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