k
4ffcb442fe
- 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>
103 lines
3.2 KiB
Python
103 lines
3.2 KiB
Python
"""
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Take-profit / stop-loss monitor.
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Subscribes to the Binance price stream; for every open trade that has TP/SL set,
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closes the HL position as soon as the live mark price crosses the threshold.
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Lifecycle:
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- bot_engine.open_position calls register_trade(...) after each new trade
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- price callback in binance.py calls on_price_tick() once per second
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- when TP or SL hits, we enqueue close_and_finalize(...) and de-register
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"""
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import asyncio
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import logging
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from dataclasses import dataclass
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from typing import Dict, Optional
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logger = logging.getLogger(__name__)
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@dataclass
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class WatchedTrade:
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trade_id: int
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wallet: str
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api_key: str
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leverage: int
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asset: str
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side: str # "long" | "short"
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entry_price: float
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take_profit_pct: Optional[float]
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stop_loss_pct: Optional[float]
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# trade_id -> WatchedTrade
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_watched: Dict[int, WatchedTrade] = {}
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# Strong references to fire-close tasks to prevent GC before completion
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_background_tasks: set = set()
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def register_trade(
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trade_id: int,
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wallet: str,
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api_key: str,
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leverage: int,
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asset: str,
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side: str,
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entry_price: float,
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take_profit_pct: Optional[float],
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stop_loss_pct: Optional[float],
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) -> None:
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if take_profit_pct is None and stop_loss_pct is None:
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return # nothing to watch
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_watched[trade_id] = WatchedTrade(
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trade_id=trade_id, wallet=wallet, api_key=api_key, leverage=leverage,
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asset=asset, side=side, entry_price=entry_price,
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take_profit_pct=take_profit_pct, stop_loss_pct=stop_loss_pct,
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)
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logger.info("TP/SL watching trade %d (%s %s @ %.2f, tp=%s, sl=%s)",
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trade_id, side, asset, entry_price, take_profit_pct, stop_loss_pct)
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def unregister(trade_id: int) -> None:
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_watched.pop(trade_id, None)
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def on_price_tick(asset: str, price: float) -> None:
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"""Called from binance.py on every price update. Fires close for any trade that hit TP/SL."""
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if not _watched:
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return
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triggered = []
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for tid, wt in list(_watched.items()):
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if wt.asset != asset:
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continue
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pct = (price - wt.entry_price) / wt.entry_price
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signed_pct = pct if wt.side == 'long' else -pct # gain in position's direction
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pct_x100 = signed_pct * 100
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if wt.take_profit_pct is not None and pct_x100 >= wt.take_profit_pct:
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triggered.append((wt, "take_profit"))
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elif wt.stop_loss_pct is not None and pct_x100 <= -wt.stop_loss_pct:
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triggered.append((wt, "stop_loss"))
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for wt, reason in triggered:
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unregister(wt.trade_id)
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task = asyncio.create_task(_fire_close(wt, reason))
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_background_tasks.add(task)
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task.add_done_callback(_background_tasks.discard)
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async def _fire_close(wt: WatchedTrade, reason: str) -> None:
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from app.services.bot_engine import close_and_finalize
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try:
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await close_and_finalize(
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trade_id=wt.trade_id,
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api_key=wt.api_key,
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leverage=wt.leverage,
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asset=wt.asset,
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wallet=wt.wallet,
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reason=reason,
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)
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except Exception as exc:
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logger.error("TP/SL close failed for trade %d: %s", wt.trade_id, exc)
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