k
7599d4952d
1. recovery.py rehydrated adopted trades with no System-2 ladder ───────────────────────────────────────────────────────────────── On backend restart, recovery resolved stop_ladder / derisk_ladder / addon_ladder / peak_trail from trigger_post.category. Adopted trades have trigger_post_id=NULL (the user opened on HL manually, there's no source post) so all four resolved to None and the trade restarted as a vanilla "stop_loss + max_hold" position — the entire System-2 ladder logic silently disappeared across any restart. Fix: detect System-2 from the row itself (sys2_mode IS NOT NULL falls back to the adopted-category constant), then rebuild the full ladder set from frozen leverage + mode. derisk_steps_done / addon_steps_done / peak_gain_pct on the row let us pick up exactly where we left off. 2. close_and_finalize raced with release_management ───────────────────────────────────────────────────────────────── on_price_tick snapshots _watched, evaluates per trade, appends to a triggered list, then spawns _fire_close as an async task. If release_management runs between the snapshot and _fire_close firing, close_and_finalize would still close the HL position the user just took back manual control of. Fix: atomic claim now requires released_at IS NULL by default. New `force=True` parameter on close_and_finalize bypasses the guard for the explicit user-close API (manual_close passes it) so a deliberate user click still works on a released trade. 3. partial_derisk + pyramid_add raced with release_management ───────────────────────────────────────────────────────────────── Same race shape: a price tick captured before release could still trigger a partial reduce-only close, or pyramid INTO a position the user is now driving themselves. Fix: both functions return idempotent-success if released_at IS NOT NULL — match the closed_at handling we already had. Tests still 64/64 + preflight + smoke all green. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
1095 lines
54 KiB
Python
1095 lines
54 KiB
Python
"""
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||
Trading decision loop.
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Called by the Truth Social scraper after each new post is analyzed and saved.
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Iterates all active subscribers and executes trades on their behalf.
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||
"""
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||
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||
import asyncio
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||
import logging
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||
from datetime import datetime, timezone, timedelta
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||
from typing import Dict
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||
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||
from sqlalchemy import select, update
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from sqlalchemy.ext.asyncio import AsyncSession
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||
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from app.config import settings
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from app.database import AsyncSessionLocal
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from app.models import BotTrade, Post, Subscription
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from app.services.crypto import decrypt_api_key
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from app.services.hyperliquid import HyperliquidTrader
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from app.services.price_store import price_store # noqa: F401 (used elsewhere)
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logger = logging.getLogger(__name__)
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# Platform-wide thresholds (per-user values in Subscription override where applicable)
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# No global confidence floor — users pick their own 0–100 threshold via settings.
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# Per-user max hold lives on Subscription.max_hold_hours (default 168h = 7 days
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# in the convex-strategy redesign). Old 1-hour cap killed every potential
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# runner before it could compound, so it's been removed.
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# Hyperliquid perp fees (mainnet, base tier).
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# IOC orders always cross the book → taker fee both on open and close.
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# Ref: https://hyperliquid.gitbook.io/hyperliquid-docs/trading/fees
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HL_TAKER_FEE_RATE = 0.00045 # 4.5 bps per side → 9 bps round-trip
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# Per-trade locks prevent TP/SL and max-hold tasks from both calling close_and_finalize
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# simultaneously on the same trade. Lock is process-local — with the atomic
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# conditional UPDATE below, multi-process is still safe (losers become no-ops).
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_close_locks: Dict[int, asyncio.Lock] = {}
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# Strong references to background close tasks. Python's GC can collect
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# unreferenced asyncio.Task objects before they finish — keeping them here
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# prevents silent task cancellation. Entries are removed when tasks complete.
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_background_tasks: set = set()
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# Per-wallet locks for the open-position critical section.
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# Prevents two concurrent signals from both passing the daily-budget check
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# before either trade is written to DB (TOCTOU race).
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_wallet_open_locks: Dict[str, asyncio.Lock] = {}
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def _wallet_lock(wallet: str) -> asyncio.Lock:
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lock = _wallet_open_locks.get(wallet)
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if lock is None:
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lock = asyncio.Lock()
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_wallet_open_locks[wallet] = lock
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return lock
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def _lock_for(trade_id: int) -> asyncio.Lock:
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lock = _close_locks.get(trade_id)
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if lock is None:
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lock = asyncio.Lock()
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_close_locks[trade_id] = lock
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return lock
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def _confidence_floor_for(sub: dict) -> int:
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if sub.get("_is_system_2"):
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from app.services.signal_categories import system2_min_confidence
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return system2_min_confidence()
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return sub["min_confidence"]
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def _should_apply_schedule(sub: dict) -> bool:
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return not bool(sub.get("_is_system_2"))
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async def process_post(post: Post, db: AsyncSession) -> None:
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"""
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Entry point called by the scraper after a new post is saved.
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`db` is used only to fetch the subscriber list; each subscriber gets its own session.
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"""
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if not post.relevant:
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return
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# v5: "sell" is no longer emitted by the AI. Old DB rows might still have
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# it; treat as hold (do not trade) — see analysis.py docstring for why
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# the previous "sell→short" treatment was a semantic bug.
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if post.signal not in ('buy', 'short'):
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logger.info("Post %d skipped: signal=%s is not actionable", post.id, post.signal)
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return
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# v5: route the trade to the AI-decided perp. target_asset can be any
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# Hyperliquid perp ticker (BTC/ETH/SOL/TRUMP/...) — analysis.py already
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# validated against HL_PERPS and resolved chain fallbacks before this
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# field was set, so by the time we get here it's safe to trade directly.
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# Fallbacks for older / null rows: legacy price_impact_asset, then BTC.
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asset = post.target_asset or post.price_impact_asset or 'BTC'
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side = 'long' if post.signal == 'buy' else 'short'
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logger.info(
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"Routing post %d → trade %s/%s (category=%s, expected_move=%.2f%%)",
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post.id, asset, side, post.category, post.expected_move_pct or 0,
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)
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logger.info("Signal: post=%d asset=%s side=%s confidence=%d", post.id, asset, side, post.ai_confidence)
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# ── System routing ─────────────────────────────────────────────────────
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# Two independent trading systems share this execution layer but NOT
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# their strategy logic. See app/services/signal_categories.py.
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from app.services.signal_categories import (
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get_exit_profile, get_stop_ladder, is_supported_trading_source,
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is_system_2, system2_display_name,
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)
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if not is_supported_trading_source(post.source):
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logger.info("Post %d skipped: unsupported trading source=%s", post.id, post.source)
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return
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sys2 = is_system_2(post.source)
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if sys2:
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# SYSTEM 2 — manual-open + auto-manage model.
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#
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# We do NOT auto-open System-2 positions any more. The strategy is
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# day-K level (AHR999 / 200WMA / Pi Cycle Bottom take weeks to play
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# out) so a 24h entry delay is irrelevant — but the auto-open path
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# carried real risk: leverage-clip math, daily-budget split,
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# concurrency caps, sys2-CB pre-open gate, paper branches, key
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# handling. All of that is execution surface for ~0 alpha vs giving
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# the user the alert + letting them open on HL themselves.
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#
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# The valuable part of System-2 — the multi-month exit management
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# (5-rung stop ladder + downside de-risk + pyramid + peak-trail) —
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# is preserved in tp_sl_monitor and runs against positions the user
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# adopts via /api/positions/adopt (or the Telegram /adopt command).
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#
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# Here we just record the signal (already done by signals.ingest →
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# Post row) and let the Telegram fan-out send the alert with the
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# "open on HL and /adopt" CTA. No subscriber iteration, no open.
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logger.info(
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"%s [%s/%s] signal recorded — manual-open + /adopt model "
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"(no auto-open). Conf=%d",
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system2_display_name(), post.source, post.category,
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post.ai_confidence or 0,
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)
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return
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else:
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# SYSTEM 1 — Trump. REPOSITIONED: low-frequency, selective, tight
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# stop, ≥30-min holds. See signal_categories.py.
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exit_profile = None
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from app.services.signal_categories import (
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TRUMP_MIN_CONFIDENCE, TRUMP_COOLDOWN_HOURS,
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)
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# (a) Confidence floor — only the very top posts clear the bar.
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if (post.ai_confidence or 0) < TRUMP_MIN_CONFIDENCE:
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logger.info(
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"Post %d skipped: Trump confidence %d < floor %d (low-freq mode)",
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post.id, post.ai_confidence or 0, TRUMP_MIN_CONFIDENCE,
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)
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return
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# (b) Cooldown — "don't trade every opportunity". If we opened ANY
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# Trump trade in the last TRUMP_COOLDOWN_HOURS, skip this post.
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# DB-backed so it survives restarts (same pattern as scanners).
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from app.services.scanner_state import last_signal_at
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from sqlalchemy import select as _sel, func as _fn
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from app.models import Post as _Post, BotTrade as _BT
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cutoff = datetime.now(timezone.utc).replace(tzinfo=None) - timedelta(hours=TRUMP_COOLDOWN_HOURS)
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recent_trump = await db.execute(
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_sel(_fn.count(_BT.id))
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.select_from(_BT)
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.join(_Post, _Post.id == _BT.trigger_post_id)
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.where(_Post.source == "truth", _BT.opened_at >= cutoff)
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)
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if (recent_trump.scalar() or 0) > 0:
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logger.info(
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"Post %d skipped: Trump cooldown active (a Trump trade opened "
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"within the last %dh)", post.id, TRUMP_COOLDOWN_HOURS,
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)
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return
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# (c) Regime filter — still applies; tuned for short-term behaviour.
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from app.services.regime_filter import passes_regime_filter
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regime_ok, regime_reasons = passes_regime_filter(asset, side)
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for r in regime_reasons:
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logger.info("Regime [%s]: %s", asset, r)
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if not regime_ok:
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logger.info("Post %d skipped: regime filter rejected (see ✗ lines above)", post.id)
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return
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result = await db.execute(select(Subscription).where(Subscription.active == True)) # noqa: E712
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subscribers = result.scalars().all()
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if not subscribers:
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logger.info("No active subscribers, skipping trade execution")
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return
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# Snapshot primitive fields so tasks don't share the ORM object / session.
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subs_snapshot = [
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dict(
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wallet=s.wallet_address,
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hl_api_key=s.hl_api_key,
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leverage=s.leverage,
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position_size_usd=s.position_size_usd,
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take_profit_pct=s.take_profit_pct,
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stop_loss_pct=s.stop_loss_pct,
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min_confidence=s.min_confidence,
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daily_budget_usd=s.daily_budget_usd,
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active_from=s.active_from,
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active_until=s.active_until,
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# Convex-strategy fields (default to legacy values if column null).
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trailing_stop_pct=s.trailing_stop_pct,
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trailing_activate_at_pct=s.trailing_activate_at_pct,
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max_hold_hours=s.max_hold_hours or 168,
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manual_window_until=s.manual_window_until,
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# Phase 1 safety
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paper_mode=bool(s.paper_mode),
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circuit_breaker_tripped_at=s.circuit_breaker_tripped_at,
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circuit_breaker_reason=s.circuit_breaker_reason,
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# Two-system separation
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sys2_budget_pct=(s.sys2_budget_pct if s.sys2_budget_pct is not None else 0.7),
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sys2_cb_tripped_at=s.sys2_cb_tripped_at,
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sys2_cb_reason=s.sys2_cb_reason,
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sys2_leverage=s.sys2_leverage,
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sys2_mode=s.sys2_mode,
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auto_trade=bool(s.auto_trade),
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)
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for s in subscribers
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]
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# SYSTEM 2: override the user's Trump exit params with the category's
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# exit profile. The user configures risk for their Trump scalp; the
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# reversal system's risk is a property of the SIGNAL, not the user.
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if sys2 and exit_profile is not None:
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from app.services.signal_categories import (
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sys2_effective_leverage, sys2_protective_stop_pct,
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sys2_normalize_mode,
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)
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for snap in subs_snapshot:
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mode = sys2_normalize_mode(snap.get("sys2_mode"))
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snap["_sys2_mode"] = mode
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# Dynamic System-2 leverage (independent of the Trump `leverage`);
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# default depends on the risk mode (standard 2× / aggressive 8×).
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lev = sys2_effective_leverage(snap.get("sys2_leverage"), mode)
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# Protective stop auto-scaled INSIDE the liquidation line for THIS
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# leverage → the position is de-risked by our monitor, never
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# liquidated by the exchange.
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prot = sys2_protective_stop_pct(lev)
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snap["_is_system_2"] = True
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snap["_category"] = post.category
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snap["leverage"] = lev # HL opens at sys2 leverage
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snap["take_profit_pct"] = None # pure trailing, no fixed TP
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# Base catastrophic floor = leverage-aware protective stop. The
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# upside ladder rungs (get_stop_ladder) still ratchet this UP as
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# peak gain grows; they never loosen it.
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snap["stop_loss_pct"] = prot
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snap["trailing_activate_at_pct"] = exit_profile.trailing_activate_at_pct
|
||
snap["trailing_stop_pct"] = exit_profile.trailing_stop_pct
|
||
snap["max_hold_hours"] = exit_profile.max_hold_hours
|
||
# Carried through for the monitor (time-stop / invalidation).
|
||
snap["_sys2_time_stop_hours"] = exit_profile.time_stop_hours
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||
snap["_sys2_invalidation"] = exit_profile.invalidation
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snap["_sys2_invalidation_price"] = post.invalidation_price
|
||
logger.info(
|
||
"System-2 dynamic leverage: %dx → protective stop %.2f%% "
|
||
"(approx liquidation %.2f%%) for %s",
|
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lev, prot, 100.0 / lev, snap["wallet"],
|
||
)
|
||
elif not sys2:
|
||
# SYSTEM 1 — Trump, repositioned. System-enforced now (not pure
|
||
# user params): tight SL always on, but TP/trailing suppressed for
|
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# the first TRUMP_MIN_HOLD_MINUTES so we don't scalp out early.
|
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# User still controls size / leverage / daily budget.
|
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from app.services.signal_categories import (
|
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TRUMP_STOP_LOSS_PCT, TRUMP_MAX_HOLD_HOURS, TRUMP_MIN_HOLD_MINUTES,
|
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)
|
||
for snap in subs_snapshot:
|
||
snap["stop_loss_pct"] = TRUMP_STOP_LOSS_PCT
|
||
snap["max_hold_hours"] = TRUMP_MAX_HOLD_HOURS
|
||
snap["_min_hold_minutes"] = TRUMP_MIN_HOLD_MINUTES
|
||
# Keep user's take_profit_pct / trailing config — they still pick
|
||
# the profit target; we only gate WHEN it can fire.
|
||
|
||
post_id = post.id
|
||
post_confidence = post.ai_confidence or 0
|
||
|
||
tasks = [
|
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_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: dict,
|
||
post_id: int,
|
||
post_confidence: int,
|
||
asset: str,
|
||
side: str,
|
||
) -> None:
|
||
wallet = sub["wallet"]
|
||
if not sub["hl_api_key"]:
|
||
logger.warning("Subscriber %s has no HL API key, skipping", wallet)
|
||
return
|
||
# Required-setup guard. System 1 (Trump) needs the user's take-profit,
|
||
# stop-loss, and daily budget. System 2 (reversal) supplies its own
|
||
# stop-loss + (no) take-profit from the category profile — only the
|
||
# daily budget remains a user-required risk cap there.
|
||
if sub.get("_is_system_2"):
|
||
required = ("daily_budget_usd",)
|
||
else:
|
||
required = ("take_profit_pct", "stop_loss_pct", "daily_budget_usd")
|
||
missing = [k for k in required if sub.get(k) is None]
|
||
if missing:
|
||
logger.info("Sub %s skipped post %d: setup incomplete (missing %s)",
|
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wallet, post_id, ", ".join(missing))
|
||
return
|
||
|
||
confidence_floor = _confidence_floor_for(sub)
|
||
if post_confidence < confidence_floor:
|
||
logger.info("Sub %s filters out post %d: conf %d < user min %d",
|
||
wallet, post_id, post_confidence, confidence_floor)
|
||
return
|
||
|
||
# ── Master Auto-Trade gate (D) ─────────────────────────────────────────
|
||
# The ONE user-facing switch. The signal has ALREADY been ingested as a
|
||
# Post by the ingest endpoint (so it shows in the feed regardless); here
|
||
# we only decide whether to OPEN a trade. OFF (default) = monitor-only.
|
||
# Replaces the old scanner-toggle / timed manual-window / schedule trio.
|
||
# NOTE: this gates NEW entries only — already-open positions keep their
|
||
# protective de-risk / stop (tp_sl_monitor runs independently of this).
|
||
if not sub.get("auto_trade"):
|
||
logger.info("Sub %s: Auto-Trade OFF — post %d recorded, no trade opened",
|
||
wallet, post_id)
|
||
return
|
||
|
||
# ── Circuit breaker gate (P1.1) ────────────────────────────────────────
|
||
# Checked BEFORE key decryption (cheap fast-fail). If tripped, the wallet
|
||
# has lost too much today or hit a losing streak — block until manual reset.
|
||
from app.services.circuit_breaker import is_tripped as _cb_tripped
|
||
_system = "sys2" if sub.get("_is_system_2") else "sys1"
|
||
tripped, cb_reason = _cb_tripped(sub, _system)
|
||
if tripped:
|
||
logger.info("Sub %s skipped post %d: %s", wallet, post_id, cb_reason)
|
||
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
|
||
|
||
# ── Position sizing (C) ────────────────────────────────────────────────
|
||
# Score-based multiplier on the user's base size. Bigger bet when more
|
||
# confluences are in place. Computed BEFORE the lock so the value is
|
||
# available for both the budget check and the open call.
|
||
# System 2 has its OWN sizing — regime_filter's multiplier would shrink
|
||
# reversal bets (it penalises volatility expansion / prior movement,
|
||
# which are the SIGNAL for a reversal). See signal_categories.
|
||
if sub.get("_is_system_2"):
|
||
from app.services.signal_categories import system2_size_multiplier
|
||
size_mult = system2_size_multiplier(sub.get("_category"), post_confidence)
|
||
size_logic = f"sys2 cat={sub.get('_category')}"
|
||
else:
|
||
from app.services.regime_filter import calculate_size_multiplier
|
||
size_mult = calculate_size_multiplier(post_confidence, asset, side)
|
||
size_logic = "sys1 regime-scored"
|
||
sized_position_usd = round(sub["position_size_usd"] * size_mult, 2)
|
||
logger.info(
|
||
"Sub %s sizing [%s]: base=%.2f × %.2fx = %.2f (asset=%s, conf=%d)",
|
||
wallet, size_logic, sub["position_size_usd"], size_mult,
|
||
sized_position_usd, asset, post_confidence,
|
||
)
|
||
|
||
# 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.
|
||
# Budget is SPLIT between the two systems so a Trump scalp can't eat
|
||
# the allocation reserved for a once-a-year reversal signal.
|
||
total_cap = sub.get("daily_budget_usd")
|
||
if total_cap is not None and total_cap > 0:
|
||
sys2_pct = sub.get("sys2_budget_pct", 0.7)
|
||
is_s2 = bool(sub.get("_is_system_2"))
|
||
daily_cap = total_cap * (sys2_pct if is_s2 else (1.0 - sys2_pct))
|
||
start_of_day = datetime.now(timezone.utc).replace(hour=0, minute=0, second=0, microsecond=0, tzinfo=None)
|
||
from app.models import Post as _P
|
||
from app.services.signal_categories import SYSTEM_2_SOURCES
|
||
async with AsyncSessionLocal() as budget_db:
|
||
spent_result = await budget_db.execute(
|
||
select(BotTrade, _P.source)
|
||
.outerjoin(_P, _P.id == BotTrade.trigger_post_id)
|
||
.where(
|
||
BotTrade.wallet_address == wallet,
|
||
BotTrade.opened_at >= start_of_day,
|
||
)
|
||
)
|
||
# Only count spend from THIS system against THIS system's slice.
|
||
spent = 0.0
|
||
for t, src in spent_result.all():
|
||
t_is_s2 = (src or "").lower() in SYSTEM_2_SOURCES
|
||
if t_is_s2 != is_s2:
|
||
continue
|
||
spent += (t.size_usd if t.size_usd is not None else sub["position_size_usd"])
|
||
if spent + sized_position_usd > daily_cap:
|
||
logger.info("Sub %s [%s] daily budget reached: spent=%.2f + new=%.2f > cap=%.2f (%.0f%% of %.2f)",
|
||
wallet, _system, spent, sized_position_usd, daily_cap,
|
||
(sys2_pct if is_s2 else 1.0 - sys2_pct) * 100, total_cap)
|
||
return
|
||
|
||
# ── System-2 correlation / concentration cap ───────────────────────
|
||
# Inside the wallet lock so it's atomic with the open. The whole
|
||
# System-2 basket is correlated crypto-beta; cap CONCURRENT open
|
||
# positions + total open notional so a synchronised "crypto bottomed"
|
||
# week can't stack into one 10x leveraged macro bet.
|
||
if sub.get("_is_system_2"):
|
||
from app.services.signal_categories import (
|
||
SYS2_MAX_CONCURRENT, SYS2_MAX_OPEN_NOTIONAL_MULT, SYSTEM_2_SOURCES,
|
||
)
|
||
from app.models import Post as _P2
|
||
async with AsyncSessionLocal() as conc_db:
|
||
open_rows = await conc_db.execute(
|
||
select(BotTrade, _P2.source)
|
||
.outerjoin(_P2, _P2.id == BotTrade.trigger_post_id)
|
||
.where(
|
||
BotTrade.wallet_address == wallet,
|
||
BotTrade.closed_at.is_(None),
|
||
)
|
||
)
|
||
open_sys2 = [
|
||
t for t, src in open_rows.all()
|
||
if (src or "").lower() in SYSTEM_2_SOURCES
|
||
]
|
||
open_count = len(open_sys2)
|
||
open_notional = sum(
|
||
(t.size_usd if t.size_usd is not None else sub["position_size_usd"])
|
||
for t in open_sys2
|
||
)
|
||
notional_ceiling = SYS2_MAX_OPEN_NOTIONAL_MULT * sub["position_size_usd"]
|
||
if open_count >= SYS2_MAX_CONCURRENT:
|
||
logger.info(
|
||
"Sub %s sys2 concentration cap: %d open positions ≥ max %d "
|
||
"(correlated crypto-beta — skipping post %d)",
|
||
wallet, open_count, SYS2_MAX_CONCURRENT, post_id)
|
||
return
|
||
if open_notional + sized_position_usd > notional_ceiling:
|
||
logger.info(
|
||
"Sub %s sys2 notional cap: open=%.2f + new=%.2f > ceiling=%.2f "
|
||
"(%.1f× base) — skipping post %d",
|
||
wallet, open_notional, sized_position_usd, notional_ceiling,
|
||
SYS2_MAX_OPEN_NOTIONAL_MULT, post_id)
|
||
return
|
||
|
||
# Each subscriber gets its own session — AsyncSession is NOT concurrency-safe.
|
||
async with AsyncSessionLocal() as db:
|
||
try:
|
||
# ── Paper-mode branch (P1.3) ──────────────────────────────
|
||
# Skip Hyperliquid entirely. Use the current Binance price as
|
||
# the synthetic fill. DB row gets hl_order_id="paper" so close
|
||
# logic + reconciliation know to skip HL too.
|
||
if sub["paper_mode"]:
|
||
from app.services.price_store import price_store
|
||
entry_price = price_store.latest_price(asset)
|
||
if not entry_price:
|
||
logger.warning("Paper mode: no price for %s, skipping", asset)
|
||
return
|
||
# Check DB (not HL) for already-open paper position on same asset.
|
||
open_dup = await db.execute(
|
||
select(BotTrade).where(
|
||
BotTrade.wallet_address == wallet,
|
||
BotTrade.asset == asset,
|
||
BotTrade.closed_at.is_(None),
|
||
)
|
||
)
|
||
if open_dup.scalar_one_or_none():
|
||
logger.info("Paper mode: %s already has open %s, skipping", wallet, asset)
|
||
return
|
||
result = {"fill_price": entry_price, "order_id": "paper"}
|
||
logger.info("[PAPER] Open %s %s for %s @ %.4f size=%.2f",
|
||
side, asset, wallet, entry_price, sized_position_usd)
|
||
else:
|
||
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)
|
||
return
|
||
|
||
result = await trader.open_position(asset, side, sized_position_usd)
|
||
entry_price = result.get('fill_price', 0.0)
|
||
|
||
# HL may clip leverage below the requested value (e.g. meme
|
||
# asset capped at 3× when the user asked for 10×). Trust HL's
|
||
# actual value — anything downstream that uses leverage for
|
||
# risk math (sys2 protective stop, de-risk ladder, BotTrade
|
||
# row) MUST use this, not sub["leverage"].
|
||
# paper-mode branch has no HL leverage → fall back to req.
|
||
effective_leverage = int(result.get('effective_leverage')
|
||
or sub["leverage"])
|
||
if effective_leverage != sub["leverage"]:
|
||
logger.warning(
|
||
"Sub %s: HL clipped leverage %d → %d for %s — "
|
||
"recomputing sys2 protective stop / derisk ladder",
|
||
wallet, sub["leverage"], effective_leverage, asset,
|
||
)
|
||
|
||
# Sys2: rebuild protective stop + derisk ladder against the
|
||
# ACTUAL leverage (so the full-close rung stays inside the
|
||
# real HL liquidation line). Sys1 doesn't depend on leverage
|
||
# for its stop math, but we still record the true value so
|
||
# BotTrade.leverage reflects what HL actually applied.
|
||
sub["leverage"] = effective_leverage
|
||
if sys2:
|
||
from app.services.signal_categories import (
|
||
sys2_protective_stop_pct as _sps,
|
||
)
|
||
sub["stop_loss_pct"] = _sps(effective_leverage)
|
||
|
||
# Resolve the FROZEN exit profile ONCE. Everything downstream
|
||
# (the watchdog AND recovery-after-restart) reads these — never
|
||
# the mutable Subscription/category config again.
|
||
import time as _time
|
||
eff_min_hold_ts = (
|
||
_time.time() + sub["_min_hold_minutes"] * 60
|
||
if sub.get("_min_hold_minutes") else None
|
||
)
|
||
# sub["stop_loss_pct"] / sub["leverage"] were just rewritten
|
||
# above to match the HL-clipped effective leverage when sys2,
|
||
# so freezing them into eff here is correct.
|
||
eff = dict(
|
||
take_profit_pct = sub["take_profit_pct"],
|
||
stop_loss_pct = sub["stop_loss_pct"],
|
||
trailing_stop_pct = sub.get("trailing_stop_pct"),
|
||
trailing_activate_pct = sub.get("trailing_activate_at_pct"),
|
||
max_hold_hours = int(sub["max_hold_hours"]),
|
||
invalidation = sub.get("_sys2_invalidation"),
|
||
invalidation_price = sub.get("_sys2_invalidation_price"),
|
||
min_hold_until_ts = eff_min_hold_ts,
|
||
)
|
||
|
||
# Resolve sys2 mode BEFORE constructing the BotTrade row.
|
||
# Python made this a local-name; reading it inside the
|
||
# constructor before the later assignment used to throw
|
||
# UnboundLocalError on every sys2 fire, leaving the HL
|
||
# position open with NO DB record and NO watchdog. Critical.
|
||
_sys2_mode = sub.get("_sys2_mode", "standard") if sys2 else None
|
||
|
||
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=sized_position_usd,
|
||
base_size_usd=sized_position_usd, # immutable; pyramiding grows size_usd
|
||
sys2_mode=_sys2_mode,
|
||
leverage=sub["leverage"],
|
||
# Freeze the exit profile on the row.
|
||
eff_take_profit_pct = eff["take_profit_pct"],
|
||
eff_stop_loss_pct = eff["stop_loss_pct"],
|
||
eff_trailing_stop_pct = eff["trailing_stop_pct"],
|
||
eff_trailing_activate_pct = eff["trailing_activate_pct"],
|
||
eff_max_hold_hours = eff["max_hold_hours"],
|
||
eff_invalidation = eff["invalidation"],
|
||
eff_invalidation_price = eff["invalidation_price"],
|
||
eff_min_hold_until_ts = eff["min_hold_until_ts"],
|
||
)
|
||
db.add(trade)
|
||
await db.commit()
|
||
await db.refresh(trade)
|
||
|
||
logger.info("Opened %s %s for %s @ %.4f size=%.2f (trade_id=%d)",
|
||
side, asset, wallet, entry_price, sized_position_usd, trade.id)
|
||
|
||
# Register with the watchdog using the FROZEN profile.
|
||
# _sys2_mode was resolved before the BotTrade constructor above;
|
||
# reuse the same value here so de-risk/add-on ladders match
|
||
# the row that was just written.
|
||
from app.services.tp_sl_monitor import register_trade
|
||
_derisk = None
|
||
_addon = None
|
||
_peak_trail = None
|
||
if sys2:
|
||
_mode_for_ladders = _sys2_mode or "standard"
|
||
from app.services.signal_categories import (
|
||
sys2_derisk_ladder, sys2_addon_ladder, sys2_peak_trail,
|
||
)
|
||
_derisk = sys2_derisk_ladder(sub["leverage"], _mode_for_ladders)
|
||
_addon = sys2_addon_ladder(_mode_for_ladders)
|
||
_peak_trail = sys2_peak_trail(_mode_for_ladders)
|
||
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=eff["take_profit_pct"],
|
||
stop_loss_pct=eff["stop_loss_pct"],
|
||
trailing_stop_pct=eff["trailing_stop_pct"],
|
||
trailing_activate_at_pct=eff["trailing_activate_pct"],
|
||
invalidation=eff["invalidation"],
|
||
invalidation_price=eff.get("invalidation_price"),
|
||
min_hold_until_ts=eff["min_hold_until_ts"],
|
||
stop_ladder=get_stop_ladder(post.category) if sys2 else None,
|
||
derisk_ladder=_derisk,
|
||
derisk_done=0,
|
||
addon_ladder=_addon,
|
||
addon_done=0,
|
||
peak_trail=_peak_trail,
|
||
grow_mode=bool(getattr(trade, "grow_mode", False)),
|
||
)
|
||
|
||
# Max hold backstop (per-user for System 1, per-category for
|
||
# System 2 — already injected into the snapshot upstream).
|
||
max_hold_seconds = int(sub["max_hold_hours"]) * 3600
|
||
task = asyncio.create_task(_close_after_hold(
|
||
trade.id, api_key, sub["leverage"], asset, wallet, max_hold_seconds,
|
||
))
|
||
_background_tasks.add(task)
|
||
task.add_done_callback(_background_tasks.discard)
|
||
|
||
# System-2 time-stop: if the position is still ~flat after
|
||
# `time_stop_hours`, the thesis is slow/dead — close early
|
||
# instead of tying up capital for the full max-hold.
|
||
ts_hours = sub.get("_sys2_time_stop_hours")
|
||
if ts_hours:
|
||
ts_task = asyncio.create_task(_time_stop_check(
|
||
trade.id, api_key, sub["leverage"], asset, wallet,
|
||
int(ts_hours) * 3600,
|
||
))
|
||
_background_tasks.add(ts_task)
|
||
ts_task.add_done_callback(_background_tasks.discard)
|
||
|
||
except Exception as e:
|
||
logger.error("Trade execution failed for %s: %s", wallet, e)
|
||
|
||
|
||
async def partial_derisk(
|
||
trade_id: int,
|
||
api_key: str,
|
||
asset: str,
|
||
wallet: str,
|
||
step_idx: int,
|
||
frac_of_original: float,
|
||
reason: str = "derisk",
|
||
) -> bool:
|
||
"""Staged de-risk: partially close a System-2 trade, realise the slice's
|
||
PnL, and KEEP the trade open. Idempotent per step_idx (guarded by the
|
||
persisted `derisk_steps_done` counter under the per-trade lock).
|
||
|
||
Returns True if the step was executed (or already done), False on a
|
||
recoverable no-op so the monitor can retry next tick.
|
||
"""
|
||
async with _lock_for(trade_id):
|
||
async with AsyncSessionLocal() as db:
|
||
try:
|
||
row = await db.execute(select(BotTrade).where(BotTrade.id == trade_id))
|
||
trade = row.scalar_one_or_none()
|
||
if trade is None or trade.closed_at is not None:
|
||
return True # gone / already fully closed — nothing to do
|
||
if trade.released_at is not None:
|
||
# User took back manual control between tick capture and
|
||
# execution — do NOT partially reduce a position they're
|
||
# now driving themselves.
|
||
return True
|
||
if (trade.derisk_steps_done or 0) > step_idx:
|
||
return True # this step already executed (idempotent)
|
||
if (trade.derisk_steps_done or 0) != step_idx:
|
||
# Steps must run in order; let the monitor catch up.
|
||
return False
|
||
|
||
size_usd = trade.size_usd if trade.size_usd is not None else 0.0
|
||
rem_frac = trade.remaining_fraction if trade.remaining_fraction is not None else 1.0
|
||
if size_usd <= 0 or rem_frac <= 0:
|
||
return True
|
||
# frac of the CURRENT open position needed to shed
|
||
# `frac_of_original` of the ORIGINAL notional.
|
||
frac_of_current = max(0.0, min(1.0, frac_of_original / rem_frac))
|
||
|
||
if trade.hl_order_id == "paper":
|
||
from app.services.price_store import price_store
|
||
fill = price_store.latest_price(asset)
|
||
if not fill:
|
||
logger.error("Paper de-risk: no %s price, retry trade %d", asset, trade_id)
|
||
return False
|
||
closed_frac_of_current = frac_of_current
|
||
else:
|
||
trader = HyperliquidTrader(
|
||
api_private_key=api_key,
|
||
account_address=wallet,
|
||
leverage=(trade.leverage or 1),
|
||
mainnet=settings.hl_mainnet,
|
||
)
|
||
r = await trader.reduce_position(asset, frac_of_current)
|
||
if r.get("already_closed"):
|
||
# Position vanished (manual close / liquidation race).
|
||
# Let the reconciler / full-close path handle it.
|
||
logger.warning("De-risk: %s position gone for trade %d", asset, trade_id)
|
||
return True
|
||
fill = r.get("fill_price")
|
||
closed_frac_of_current = r.get("closed_fraction") or 0.0
|
||
if not fill or closed_frac_of_current <= 0:
|
||
return False # no fill — retry next tick
|
||
|
||
# Fraction of ORIGINAL notional actually shed this step.
|
||
closed_frac_of_original = closed_frac_of_current * rem_frac
|
||
slice_usd = size_usd * closed_frac_of_original
|
||
pct = ((fill - trade.entry_price) / trade.entry_price) if trade.entry_price else 0.0
|
||
signed_pct = pct if trade.side == "long" else -pct
|
||
# Round-trip taker fee on this slice (open-share + this close).
|
||
fees = slice_usd * HL_TAKER_FEE_RATE * 2
|
||
slice_pnl = slice_usd * signed_pct - fees
|
||
|
||
trade.realized_partial_pnl_usd = round((trade.realized_partial_pnl_usd or 0.0) + slice_pnl, 4)
|
||
trade.remaining_fraction = max(0.0, round(rem_frac - closed_frac_of_original, 6))
|
||
trade.derisk_steps_done = step_idx + 1
|
||
await db.commit()
|
||
|
||
logger.warning(
|
||
"De-risk step %d trade %d (%s): closed %.1f%% of original "
|
||
"@ %.2f, slice PnL %.2f, remaining %.1f%% (reason=%s)",
|
||
step_idx + 1, trade_id, asset, closed_frac_of_original * 100,
|
||
fill, slice_pnl, trade.remaining_fraction * 100, reason,
|
||
)
|
||
return True
|
||
except Exception as e:
|
||
logger.error("partial_derisk failed for trade %d step %d: %s",
|
||
trade_id, step_idx, e)
|
||
return False
|
||
|
||
|
||
async def pyramid_add(
|
||
trade_id: int,
|
||
api_key: str,
|
||
asset: str,
|
||
wallet: str,
|
||
step_idx: int,
|
||
frac_of_base: float,
|
||
reason: str = "pyramid",
|
||
) -> tuple:
|
||
"""Pyramiding: add to a CONFIRMED System-2 winner. Returns
|
||
(ok: bool, new_entry: float|None, ref_price: float|None).
|
||
|
||
Guards: only while derisk_steps_done==0 (clean uptrend), idempotent per
|
||
step_idx, structural confirmation re-checked at execution, per-trade
|
||
notional cap. On success blends the average entry and grows size_usd.
|
||
"""
|
||
async with _lock_for(trade_id):
|
||
async with AsyncSessionLocal() as db:
|
||
try:
|
||
row = await db.execute(select(BotTrade).where(BotTrade.id == trade_id))
|
||
trade = row.scalar_one_or_none()
|
||
if trade is None or trade.closed_at is not None:
|
||
return (True, None, None)
|
||
if trade.released_at is not None:
|
||
# User took back manual control — never pyramid into a
|
||
# position they're now managing themselves.
|
||
return (True, None, None)
|
||
if (trade.derisk_steps_done or 0) > 0:
|
||
return (True, None, None) # went underwater — no pyramiding
|
||
if (trade.addon_steps_done or 0) > step_idx:
|
||
return (True, None, None) # already done (idempotent)
|
||
if (trade.addon_steps_done or 0) != step_idx:
|
||
return (False, None, None) # out of order — retry later
|
||
|
||
base = trade.base_size_usd or trade.size_usd or 0.0
|
||
if base <= 0:
|
||
return (True, None, None)
|
||
from app.services.signal_categories import SYS2_MAX_OPEN_NOTIONAL_MULT
|
||
add_usd = round(base * frac_of_base, 2)
|
||
cur_notional = trade.size_usd or base
|
||
if cur_notional + add_usd > base * SYS2_MAX_OPEN_NOTIONAL_MULT:
|
||
logger.warning("Pyramid: notional cap hit trade %d (%.2f+%.2f > %.1fx base)",
|
||
trade_id, cur_notional, add_usd, SYS2_MAX_OPEN_NOTIONAL_MULT)
|
||
trade.addon_steps_done = step_idx + 1 # stop retrying
|
||
await db.commit()
|
||
return (True, None, None)
|
||
|
||
# Structural confirmation — fetched ONCE here, not per tick.
|
||
from app.services.market_data import for_asset, drop_in_progress_bar
|
||
from app.services.bottom_indicators import trend_confirmed
|
||
from app.services.price_store import price_store
|
||
prov = for_asset(asset)
|
||
raw = await prov.fetch_1d(asset, days=260)
|
||
daily = drop_in_progress_bar(raw, "1d")
|
||
closes = [float(c["close"]) for c in daily if c.get("close")]
|
||
highs = [float(c["high"]) for c in daily if c.get("high")]
|
||
px = price_store.latest_price(asset)
|
||
if not px:
|
||
return (False, None, None)
|
||
if not trend_confirmed(closes, highs, px):
|
||
return (False, None, None) # not a confirmed uptrend yet
|
||
|
||
if trade.hl_order_id == "paper":
|
||
fill = px
|
||
actual_add_usd = add_usd # synthetic full fill
|
||
else:
|
||
trader = HyperliquidTrader(
|
||
api_private_key=api_key,
|
||
account_address=wallet,
|
||
leverage=(trade.leverage or 1),
|
||
mainnet=settings.hl_mainnet,
|
||
)
|
||
r = await trader.open_position(asset, trade.side, add_usd)
|
||
fill = r.get("fill_price")
|
||
filled_coins = float(r.get("size_coins") or 0.0)
|
||
if not fill or filled_coins <= 0:
|
||
return (False, None, None)
|
||
# Use the ACTUAL filled notional, not the intended amount —
|
||
# an IOC add can under-fill on thin/volatile books; assuming
|
||
# the full add_usd would corrupt the blended entry + size.
|
||
actual_add_usd = filled_coins * fill
|
||
|
||
old_notional = trade.size_usd or base
|
||
new_notional = old_notional + actual_add_usd
|
||
blended = (old_notional * trade.entry_price + actual_add_usd * fill) / new_notional
|
||
trade.entry_price = round(blended, 6)
|
||
trade.size_usd = round(new_notional, 2)
|
||
trade.addon_steps_done = step_idx + 1
|
||
await db.commit()
|
||
|
||
logger.warning(
|
||
"Pyramid add step %d trade %d (%s): +$%.2f filled @ %.2f → "
|
||
"notional $%.2f, blended entry %.4f (reason=%s)",
|
||
step_idx + 1, trade_id, asset, actual_add_usd, fill,
|
||
new_notional, blended, reason,
|
||
)
|
||
return (True, round(blended, 6), float(fill))
|
||
except Exception as e:
|
||
logger.error("pyramid_add failed trade %d step %d: %s",
|
||
trade_id, step_idx, e)
|
||
return (False, None, None)
|
||
|
||
|
||
async def close_and_finalize(
|
||
trade_id: int,
|
||
api_key: str,
|
||
leverage: int,
|
||
asset: str,
|
||
wallet: str,
|
||
reason: str = "max_hold",
|
||
force: bool = False,
|
||
) -> 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.
|
||
|
||
`force=True` overrides the released_at guard — only the explicit user
|
||
close path (manual_close API) should pass it. Automated paths (tp/sl
|
||
monitor, max-hold, time-stop, reconciler) must respect release.
|
||
"""
|
||
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. For automated
|
||
# callers, ALSO require released_at IS NULL — a price tick
|
||
# captured BEFORE release_management ran would otherwise be
|
||
# able to close an HL position the user just took back
|
||
# control of. The manual user-close endpoint sets force=True
|
||
# because the user explicitly wants the position gone
|
||
# regardless of release state.
|
||
claim_stmt = (
|
||
update(BotTrade)
|
||
.where(BotTrade.id == trade_id)
|
||
.where(BotTrade.closed_at.is_(None))
|
||
)
|
||
if not force:
|
||
claim_stmt = claim_stmt.where(BotTrade.released_at.is_(None))
|
||
claim = await db.execute(claim_stmt.values(closed_at=now_naive))
|
||
await db.commit()
|
||
if claim.rowcount == 0:
|
||
# Either someone else closed it, or (automated path) the
|
||
# user released it between the price-tick capture and
|
||
# this close attempt. Either way: bail without touching HL.
|
||
return
|
||
|
||
# Reload the row we just claimed
|
||
result = await db.execute(select(BotTrade).where(BotTrade.id == trade_id))
|
||
trade = result.scalar_one()
|
||
|
||
# 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
|
||
|
||
# ── Paper-mode close (P1.3) ──────────────────────────────
|
||
# No Hyperliquid call. Synthesize a fill at the current Binance
|
||
# price. Same downstream PnL math as a real trade.
|
||
if trade.hl_order_id == "paper":
|
||
from app.services.price_store import price_store
|
||
paper_exit = price_store.latest_price(asset)
|
||
if not paper_exit:
|
||
logger.error("Paper close: no price for %s, can't close trade %d",
|
||
asset, trade_id)
|
||
# Roll back the closed_at claim so we can retry later.
|
||
await db.execute(
|
||
update(BotTrade).where(BotTrade.id == trade_id).values(closed_at=None)
|
||
)
|
||
await db.commit()
|
||
return
|
||
close_result = {"fill_price": paper_exit, "already_closed": False}
|
||
else:
|
||
trader = HyperliquidTrader(
|
||
api_private_key=api_key,
|
||
account_address=wallet,
|
||
leverage=trade_leverage,
|
||
mainnet=settings.hl_mainnet,
|
||
)
|
||
close_result = await trader.close_position(asset)
|
||
|
||
# Detect "position was already closed externally" before we even tried
|
||
if close_result.get("already_closed"):
|
||
# PnL of the (now-gone) open remainder is unknown, BUT any
|
||
# PnL already BANKED by staged de-risk is real money — keep
|
||
# it in pnl_usd instead of discarding it as None, else
|
||
# analytics / "today realised" silently undercount.
|
||
banked = trade.realized_partial_pnl_usd or 0.0
|
||
logger.warning(
|
||
"Trade %d: no open %s position found on HL — user likely "
|
||
"closed it manually. Marking closed; pnl=%s (banked de-risk only).",
|
||
trade_id, asset, round(banked, 2) if banked else None,
|
||
)
|
||
trade.exit_price = None
|
||
trade.pnl_usd = round(banked, 2) if banked else None
|
||
trade.remaining_fraction = 0.0
|
||
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
|
||
# size_usd is the NOTIONAL value — leverage affects margin, not PnL.
|
||
# For a staged-de-risk trade only the REMAINING notional is
|
||
# closed here; earlier partial reduces already realised their
|
||
# slice into realized_partial_pnl_usd. Legacy/non-partial rows
|
||
# have remaining_fraction=1.0 + realized_partial=0.0 → identical
|
||
# math to before.
|
||
rem_frac = trade.remaining_fraction if trade.remaining_fraction is not None else 1.0
|
||
prior_pnl = trade.realized_partial_pnl_usd or 0.0
|
||
remaining_size = size_usd * rem_frac
|
||
gross_pnl = remaining_size * signed_pct
|
||
# Round-trip taker fees: the OPEN fee was paid on the full
|
||
# original notional; partial reduces already charged their
|
||
# close-side fee. Here charge the open-share for the remaining
|
||
# slice + this final close fee.
|
||
fees_usd = remaining_size * HL_TAKER_FEE_RATE * 2
|
||
pnl_usd = gross_pnl - fees_usd + prior_pnl
|
||
|
||
trade.exit_price = exit_price
|
||
trade.remaining_fraction = 0.0
|
||
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 gross=%.2f fees=%.2f net=%.2f (reason=%s)",
|
||
trade.side, asset, wallet, exit_price,
|
||
gross_pnl, fees_usd, pnl_usd, reason,
|
||
)
|
||
|
||
# ── Circuit breaker check (P1.1) ───────────────────────────
|
||
# Run after PnL is written. If daily DD or consecutive-loss
|
||
# threshold hit, trip the breaker — that nulls manual_window
|
||
# and blocks new trades for CB_LOCKOUT_HOURS.
|
||
# Infer which system this trade belonged to from its trigger
|
||
# post's source, so the right (independent) breaker is checked.
|
||
from app.services.circuit_breaker import check_and_trip
|
||
from app.services.signal_categories import SYSTEM_2_SOURCES
|
||
_src_row = await db.execute(
|
||
select(Post.source).where(Post.id == trade.trigger_post_id)
|
||
)
|
||
_src = (_src_row.scalar_one_or_none() or "").lower()
|
||
_sys = "sys2" if _src in SYSTEM_2_SOURCES else "sys1"
|
||
cb_reason = await check_and_trip(wallet, db, _sys)
|
||
if cb_reason:
|
||
logger.warning("Circuit breaker [%s] tripped for %s: %s",
|
||
_sys, wallet, cb_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(
|
||
trade_id: int, api_key: str, leverage: int, asset: str, wallet: str,
|
||
max_hold_seconds: int,
|
||
) -> None:
|
||
"""Per-user max-hold backstop. Forces close after the configured duration.
|
||
|
||
The trailing-stop monitor will usually close the position long before this
|
||
fires, but for trades that drift sideways the cap prevents indefinite
|
||
funding-rate bleed.
|
||
"""
|
||
await asyncio.sleep(max_hold_seconds)
|
||
await close_and_finalize(trade_id, api_key, leverage, asset, wallet, reason="max_hold")
|
||
|
||
|
||
# Flat-zone band: a position whose |unrealised| is within this % at the
|
||
# time-stop checkpoint is considered "not working" and closed early.
|
||
_TIME_STOP_FLAT_BAND_PCT = 2.0
|
||
|
||
|
||
async def _time_stop_check(
|
||
trade_id: int, api_key: str, leverage: int, asset: str, wallet: str,
|
||
delay_seconds: int,
|
||
) -> None:
|
||
"""System-2 time-stop. After `delay_seconds`, if the trade is still open
|
||
AND roughly flat (|unrealised| < band), the thesis is slow/dead — close
|
||
it so capital isn't parked for the full multi-week max-hold on a dud.
|
||
|
||
A trade that's already moved (win or stopped) will be closed/gone by
|
||
now; the conditional UPDATE in close_and_finalize makes a late fire a
|
||
harmless no-op.
|
||
"""
|
||
await asyncio.sleep(delay_seconds)
|
||
|
||
from sqlalchemy import select
|
||
async with AsyncSessionLocal() as db:
|
||
row = await db.execute(select(BotTrade).where(BotTrade.id == trade_id))
|
||
trade = row.scalar_one_or_none()
|
||
if trade is None or trade.closed_at is not None:
|
||
return # already closed by trail / SL / invalidation
|
||
entry = trade.entry_price
|
||
|
||
from app.services.price_store import price_store
|
||
cur = price_store.latest_price(asset)
|
||
if not cur or not entry:
|
||
return # no price → don't act blindly; max-hold will catch it
|
||
|
||
raw = (cur - entry) / entry
|
||
signed_pct = (raw if trade.side == "long" else -raw) * 100
|
||
if abs(signed_pct) < _TIME_STOP_FLAT_BAND_PCT:
|
||
logger.info(
|
||
"Time-stop firing trade %d (%s %s): flat at %.2f%% after %dh",
|
||
trade_id, trade.side, asset, signed_pct, delay_seconds // 3600,
|
||
)
|
||
await close_and_finalize(
|
||
trade_id, api_key, leverage, asset, wallet, reason="time_stop",
|
||
)
|