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d3bbb36dc2
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d3bbb36dc2 | |
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5866319b5e | |
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4bfa51f0b1 | |
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2ae087a099 |
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@ -18,6 +18,7 @@ from trade import Trades
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from edm_client import EdmClient, EdmWebSocketClient
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from wallet import WalletManager
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from utils import sanitize_for_json
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from manual_trading_broker import ManualTradingBrokerManager
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# Configure logging
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logger = logging.getLogger(__name__)
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@ -76,6 +77,25 @@ class BrighterTrades:
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# The Trades object needs to connect to an exchange_interface.
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self.trades.connect_exchanges(exchanges=self.exchanges)
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# Manual trading broker manager for broker-based order lifecycle
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self.manual_broker_manager = ManualTradingBrokerManager(
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data_cache=self.data,
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exchange_interface=self.exchanges,
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users=self.users
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)
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# Wire up broker manager to trades
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self.trades.manual_broker_manager = self.manual_broker_manager
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logger.info("Manual trading broker manager initialized")
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# Recover brokers for any persisted broker-managed trades
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try:
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recovered = self.trades.recover_brokers()
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if recovered and recovered > 0:
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logger.info(f"Recovered {recovered} brokers for persisted trades")
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except (TypeError, AttributeError):
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# Handle case where trades or recover_brokers is mocked in tests
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pass
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# Object that maintains the strategies data
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self.strategies = Strategies(self.data, self.trades, self.indicators, edm_client=self.edm_client)
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@ -1360,7 +1380,7 @@ class BrighterTrades:
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if val is None or val == '':
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return default
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# Try to cast to float for numeric fields
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if attr in ['price', 'quantity']:
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if attr in ['price', 'quantity', 'stopLoss', 'takeProfit']:
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try:
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return float(val)
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except (ValueError, TypeError):
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@ -1377,6 +1397,9 @@ class BrighterTrades:
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quantity = get_value('quantity', 0.0)
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strategy_id = get_value('strategy_id')
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testnet = data.get('testnet', False)
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stop_loss = get_value('stopLoss')
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take_profit = get_value('takeProfit')
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time_in_force = get_value('timeInForce', 'GTC')
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# Validate required fields
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if not symbol:
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@ -1395,7 +1418,10 @@ class BrighterTrades:
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qty=quantity,
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user_id=user_id,
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strategy_id=strategy_id,
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testnet=testnet
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testnet=testnet,
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stop_loss=stop_loss,
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take_profit=take_profit,
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time_in_force=time_in_force
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)
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if status == 'Error':
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@ -1655,11 +1681,25 @@ class BrighterTrades:
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trade_id = msg_data.get('trade_id') or msg_data.get('unique_id') or msg_data
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if isinstance(trade_id, dict):
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trade_id = trade_id.get('trade_id') or trade_id.get('unique_id')
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result = self.close_trade(str(trade_id))
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if result.get('success'):
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return standard_reply("trade_closed", result)
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# Route based on trade status: cancel if unfilled, close position if filled
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trade = self.trades.get_trade_by_id(str(trade_id))
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if not trade:
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return standard_reply("trade_error", {"success": False, "message": "Trade not found"})
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if trade.status in ['pending', 'open', 'unfilled']:
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# Cancel the unfilled order
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result = self.trades.cancel_order(str(trade_id))
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else:
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return standard_reply("trade_error", result)
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# Close the position for this trade's symbol
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broker_key = 'paper' if trade.broker_kind == 'paper' else f"{trade.broker_exchange}_{trade.broker_mode}"
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result = self.trades.close_position(trade.creator, trade.symbol, broker_key)
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# Always include trade_id and use consistent event name for frontend
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result['trade_id'] = str(trade_id)
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reply_type = "trade_closed" if result.get('success') else "trade_error"
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return standard_reply(reply_type, result)
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if msg_type == 'new_signal':
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result = self.received_new_signal(msg_data, user_id)
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@ -367,3 +367,58 @@ class Database:
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# records = records.drop('id', axis=1) Todo: Reminder I may need to put this back later.
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return records
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def migrate_trades_broker_fields(self) -> bool:
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"""
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Add broker tracking columns to trades table.
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This migration adds columns required for broker integration:
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- broker_kind: 'paper' or 'live'
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- broker_mode: 'testnet', 'production', or 'paper'
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- broker_exchange: Exchange name (for live trades)
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- broker_order_id: Local broker order ID
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- exchange_order_id: Live exchange order ID
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:return: True if migration was successful.
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"""
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columns = [
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('broker_kind', 'TEXT'),
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('broker_mode', 'TEXT'),
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('broker_exchange', 'TEXT'),
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('broker_order_id', 'TEXT'),
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('exchange_order_id', 'TEXT'),
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]
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try:
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with SQLite(self.db_file) as conn:
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cursor = conn.cursor()
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# Check if table exists
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cursor.execute(
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"SELECT name FROM sqlite_master WHERE type='table' AND name='trades'"
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)
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if not cursor.fetchone():
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# Table doesn't exist yet, columns will be added when table is created
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return True
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# Get existing columns
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cursor.execute("PRAGMA table_info(trades)")
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existing_columns = {row[1] for row in cursor.fetchall()}
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# Add missing columns
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for col_name, col_type in columns:
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if col_name not in existing_columns:
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try:
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cursor.execute(
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f'ALTER TABLE trades ADD COLUMN {col_name} {col_type}'
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)
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print(f"Added column {col_name} to trades table")
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except Exception as e:
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print(f"Note: Column {col_name} may already exist: {e}")
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conn.commit()
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return True
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except Exception as e:
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print(f"Error migrating trades table: {e}")
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return False
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@ -85,7 +85,13 @@ class Exchange:
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client.set_sandbox_mode(True)
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logger.info(f"Sandbox mode enabled for {self.exchange_id}")
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except Exception as e:
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logger.warning(f"Could not enable sandbox mode for {self.exchange_id}: {e}")
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# CRITICAL: Do NOT continue with production if testnet was requested
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# This prevents users from accidentally trading real money
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logger.error(f"TESTNET UNAVAILABLE: {self.exchange_id} does not support sandbox mode: {e}")
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raise ValueError(
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f"Testnet/sandbox mode is not available for {self.exchange_id}. "
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f"Please use paper trading mode instead, or trade on production with caution."
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)
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return client
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@ -126,6 +126,9 @@ class ExchangeInterface:
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pass # No existing entry, that's fine
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# Create new exchange with explicit testnet setting
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if not exchange_name:
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logger.error("Cannot create exchange: exchange_name is required")
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return False
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logger.info(f"Creating {exchange_name} for {user_name} with testnet={testnet}")
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exchange = Exchange(name=exchange_name, api_keys=api_keys, exchange_id=exchange_name.lower(),
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testnet=testnet)
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397
src/app.py
397
src/app.py
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@ -35,6 +35,7 @@ _loop_debug.addHandler(_loop_handler)
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logging.basicConfig(level=log_level)
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logging.getLogger('ccxt.base.exchange').setLevel(logging.WARNING)
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logging.getLogger('urllib3').setLevel(logging.WARNING)
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logger = logging.getLogger(__name__)
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# Create a Flask object named app that serves the html.
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app = Flask(__name__)
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@ -181,6 +182,167 @@ def strategy_execution_loop():
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except Exception as e:
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logger.error(f"Error executing strategy {instance_key}: {e}", exc_info=True)
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# === BROKER UPDATES (single owner - happens here only) ===
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# This is the only place where brokers are polled for order fills
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if brighter_trades.manual_broker_manager:
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try:
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# Collect prices for broker updates from positions/orders (not Trade.exchange)
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broker_price_updates = {}
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# Get required price feeds from paper broker positions/orders
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paper_user_ids = brighter_trades.manual_broker_manager.get_active_paper_user_ids()
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for user_id in paper_user_ids:
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feeds = brighter_trades.manual_broker_manager.get_required_price_feeds(user_id)
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for exchange, symbol in feeds:
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if exchange:
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# Exchange-qualified: fetch from specific exchange
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price = brighter_trades.exchanges.get_price(symbol, exchange)
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if price and price > 0:
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broker_price_updates[f"{exchange.lower()}:{symbol}"] = price
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else:
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# No exchange: use default price source
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price = brighter_trades.exchanges.get_price(symbol)
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if price and price > 0:
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broker_price_updates[symbol] = price
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# Also collect for live trades (unchanged logic)
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for trade in brighter_trades.trades.active_trades.values():
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if trade.broker_order_id and trade.broker_kind == 'live':
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try:
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exchange = getattr(trade, 'exchange', None) or trade.target
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if exchange:
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price = brighter_trades.exchanges.get_price(trade.symbol, exchange)
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if price and price > 0:
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price_key = f"{exchange.lower()}:{trade.symbol}"
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broker_price_updates[price_key] = price
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broker_price_updates[trade.symbol] = price
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except Exception:
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pass
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# Update all brokers and get fill events
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fill_events = brighter_trades.manual_broker_manager.update_all_brokers(broker_price_updates)
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for event in fill_events:
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event_type = event.get('type', 'fill')
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if event_type == 'sltp_triggered':
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# SL/TP triggered - reconcile matching paper trades only.
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symbol = event.get('symbol')
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trigger_price = event.get('trigger_price', 0)
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user_id = event.get('user_id')
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trade_ids = []
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if user_id and trigger_price:
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trade_ids = brighter_trades.trades.settle_broker_closed_position(
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user_id=user_id,
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symbol=symbol,
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broker_key='paper',
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close_price=trigger_price
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)
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_loop_debug.debug(
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f"Reconciled SL/TP close for user={user_id} symbol={symbol}: {trade_ids}"
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)
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# Notify user
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if user_id:
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user_name = brighter_trades.users.get_username(user_id=user_id)
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if user_name:
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socketio.emit('message', {
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'reply': 'sltp_triggered',
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'data': sanitize_for_json({
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'trigger': event.get('trigger'),
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'symbol': symbol,
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'trigger_price': trigger_price,
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'size': event.get('size'),
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'pnl': event.get('pnl'),
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'trade_ids': trade_ids
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})
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}, room=user_name)
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_loop_debug.debug(f"Emitted sltp_triggered to room={user_name}")
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continue
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# Find trade by broker_order_id and update
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trade = brighter_trades.trades.find_trade_by_broker_order_id(event.get('order_id'))
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if trade:
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trade.trade_filled(
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qty=event.get('filled_qty', event.get('size', 0)),
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price=event.get('filled_price', event.get('price', 0))
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)
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# Note: trade_filled() sets status to 'filled' or 'part-filled' appropriately
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# Do NOT override it here - that would lose partial-fill state
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brighter_trades.trades._save_trade(trade)
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# Emit fill event to user through existing message pattern
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# Uses the 'message' event with 'reply' field that Comms understands
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user_id = event.get('user_id') or trade.creator
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if user_id:
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user_name = brighter_trades.users.get_username(user_id=user_id)
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if user_name:
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socketio.emit('message', {
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'reply': 'order_filled',
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'data': sanitize_for_json({
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'order_id': event.get('order_id'),
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'trade_id': trade.unique_id,
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'symbol': trade.symbol,
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'side': trade.side,
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'filled_qty': event.get('filled_qty', event.get('size', 0)),
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'filled_price': event.get('filled_price', event.get('price', 0)),
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'status': trade.status, # 'filled' or 'part-filled'
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'broker_kind': event.get('broker_kind'),
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'broker_key': event.get('broker_key')
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})
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}, room=user_name)
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_loop_debug.debug(f"Emitted order_filled to room={user_name}")
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else:
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user_id = event.get('user_id')
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broker_key = event.get('broker_key')
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symbol = event.get('symbol')
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side = str(event.get('side') or '').lower()
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filled_price = event.get('filled_price', event.get('price', 0))
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if user_id:
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user_name = brighter_trades.users.get_username(user_id=user_id)
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# Always emit order_filled so broker-backed panels refresh even when
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# the fill belongs to a close order that has no local opening trade ID.
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if user_name:
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socketio.emit('message', {
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'reply': 'order_filled',
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'data': sanitize_for_json({
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'order_id': event.get('order_id'),
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'trade_id': None,
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'symbol': symbol,
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'side': event.get('side'),
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'filled_qty': event.get('filled_qty', event.get('size', 0)),
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'filled_price': filled_price,
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'status': 'filled',
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'broker_kind': event.get('broker_kind'),
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'broker_key': broker_key
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})
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}, room=user_name)
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# A live sell fill without a matching opening trade is typically a
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# broker-initiated close order from the position-close flow.
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if side == 'sell' and broker_key and symbol and filled_price:
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settled_ids = brighter_trades.trades.settle_broker_closed_position(
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user_id=user_id,
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symbol=symbol,
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broker_key=broker_key,
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close_price=filled_price
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)
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if settled_ids and user_name:
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socketio.emit('message', {
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'reply': 'position_closed',
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'data': sanitize_for_json({
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'symbol': symbol,
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'broker_key': broker_key,
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'closed_trades': settled_ids
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})
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}, room=user_name)
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except Exception as e:
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_loop_debug.debug(f"Exception in broker update: {e}")
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logger.error(f"Error updating brokers: {e}", exc_info=True)
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# Update active trades (runs every iteration, regardless of active strategies)
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_loop_debug.debug(f"Checking active_trades: {len(brighter_trades.trades.active_trades)} trades")
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if brighter_trades.trades.active_trades:
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@ -198,6 +360,9 @@ def strategy_execution_loop():
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exchange_symbols.add((None, trade.symbol))
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_loop_debug.debug(f"Exchange+symbols to fetch: {exchange_symbols}")
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# Log at INFO level for live trades debugging
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if any(ex and ex.lower() not in ['paper', 'test_exchange'] for ex, _ in exchange_symbols):
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logger.info(f"[PRICE FETCH] exchange_symbols to fetch: {exchange_symbols}")
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price_updates = {}
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for exchange, symbol in exchange_symbols:
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try:
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@ -215,8 +380,9 @@ def strategy_execution_loop():
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_loop_debug.debug(f"price_updates: {price_updates}")
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if price_updates:
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_loop_debug.debug(f"Calling brighter_trades.trades.update()")
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trade_updates = brighter_trades.trades.update(price_updates)
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_loop_debug.debug(f"Calling brighter_trades.trades.update_prices_only()")
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# Use update_prices_only to avoid duplicate broker polling
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trade_updates = brighter_trades.trades.update_prices_only(price_updates)
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_loop_debug.debug(f"trade_updates returned: {trade_updates}")
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if trade_updates:
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logger.debug(f"Trade updates (no active strategies): {trade_updates}")
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@ -242,12 +408,34 @@ def strategy_execution_loop():
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logger.info("Strategy execution loop stopped")
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_strategy_loop_started = False
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def start_strategy_loop():
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"""Start the strategy execution loop in a background greenlet."""
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"""
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Start the strategy execution loop in a background greenlet.
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This supports both `python src/app.py` and WSGI imports.
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The loop is only started once per process.
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"""
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global _strategy_loop_started
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if _strategy_loop_started:
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return
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if app.config.get('TESTING') or os.getenv('PYTEST_CURRENT_TEST'):
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return
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if os.getenv('BRIGHTER_DISABLE_STRATEGY_LOOP', '').lower() in ('1', 'true', 'yes'):
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logger.info("Strategy execution loop disabled by BRIGHTER_DISABLE_STRATEGY_LOOP")
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return
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eventlet.spawn(strategy_execution_loop)
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_strategy_loop_started = True
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logger.info("Strategy execution loop started")
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# Start the loop when the app starts (will be called from main block)
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# Start the loop when the app starts (will be called from main block or before_request)
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||||
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def start_wallet_background_jobs():
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|
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@ -281,7 +469,8 @@ def start_wallet_background_jobs():
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|||
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@app.before_request
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def ensure_background_jobs_started():
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"""Ensure wallet background jobs are running in non-`__main__` deployments."""
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"""Ensure background jobs are running in non-`__main__` deployments."""
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start_strategy_loop()
|
||||
start_wallet_background_jobs()
|
||||
|
||||
|
||||
|
|
@ -1032,6 +1221,204 @@ def admin_credit_user():
|
|||
return jsonify(result)
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# Manual Trading API Routes (Position-First)
|
||||
# =============================================================================
|
||||
|
||||
@app.route('/api/manual/orders', methods=['GET'])
|
||||
def get_manual_open_orders():
|
||||
"""Get all open orders for the current user across all brokers."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
try:
|
||||
orders = brighter_trades.manual_broker_manager.get_all_open_orders(user_id)
|
||||
return jsonify({'success': True, 'orders': orders})
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting open orders: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/orders/<order_id>/cancel', methods=['POST'])
|
||||
def cancel_manual_order(order_id):
|
||||
"""Cancel a specific open order."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
data = request.get_json() or {}
|
||||
broker_key = data.get('broker_key', 'paper')
|
||||
|
||||
try:
|
||||
# First try to find the trade by broker_order_id
|
||||
trade = brighter_trades.trades.find_trade_by_broker_order_id(order_id)
|
||||
if trade:
|
||||
result = brighter_trades.trades.cancel_order(trade.unique_id)
|
||||
else:
|
||||
# Fall back to broker manager direct cancel
|
||||
result = brighter_trades.manual_broker_manager.cancel_order(user_id, order_id, broker_key)
|
||||
|
||||
return jsonify(result)
|
||||
except Exception as e:
|
||||
logger.error(f"Error cancelling order {order_id}: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/positions', methods=['GET'])
|
||||
def get_manual_positions():
|
||||
"""Get all positions for the current user across all brokers."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
try:
|
||||
positions = brighter_trades.manual_broker_manager.get_all_positions(user_id)
|
||||
return jsonify({'success': True, 'positions': positions})
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting positions: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/positions/<path:symbol>/close', methods=['POST'])
|
||||
def close_manual_position(symbol):
|
||||
"""
|
||||
Close entire position for a symbol (position-first operation).
|
||||
|
||||
This is the preferred close method - it closes the entire position
|
||||
rather than individual trades.
|
||||
"""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
data = request.get_json() or {}
|
||||
broker_key = data.get('broker_key', 'paper')
|
||||
|
||||
try:
|
||||
result = brighter_trades.trades.close_position(user_id, symbol, broker_key)
|
||||
|
||||
# Emit position_closed event to refresh UI
|
||||
if result.get('success'):
|
||||
user_name = brighter_trades.users.get_username(user_id=user_id)
|
||||
if user_name:
|
||||
socketio.emit('message', {
|
||||
'reply': 'position_closed',
|
||||
'data': {
|
||||
'symbol': symbol,
|
||||
'broker_key': broker_key,
|
||||
'closed_trades': result.get('closed_trades', [])
|
||||
}
|
||||
}, room=user_name)
|
||||
|
||||
return jsonify(result)
|
||||
except Exception as e:
|
||||
logger.error(f"Error closing position {symbol}: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/balance', methods=['GET'])
|
||||
def get_manual_balance():
|
||||
"""Get balance for a specific broker."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
broker_key = request.args.get('broker_key', 'paper')
|
||||
chart_exchange = (request.args.get('exchange') or '').strip().lower() or None
|
||||
|
||||
try:
|
||||
total = brighter_trades.manual_broker_manager.get_broker_balance(user_id, broker_key)
|
||||
available = brighter_trades.manual_broker_manager.get_available_balance(user_id, broker_key)
|
||||
|
||||
# Fallback for live mode: if manual broker balance is unavailable/stale, use the
|
||||
# cached direct exchange balances for the exchange currently shown in the chart.
|
||||
fallback_source = None
|
||||
if broker_key != 'paper' and chart_exchange and total == 0.0 and available == 0.0:
|
||||
user_name = brighter_trades.users.get_username(user_id=user_id)
|
||||
exchange_balances = brighter_trades.exchanges.get_exchange_balances(user_name, chart_exchange)
|
||||
|
||||
quote_balance = 0.0
|
||||
if exchange_balances is not None:
|
||||
for asset in ('USDT', 'USD', 'BUSD', 'USDC'):
|
||||
match = next(
|
||||
(
|
||||
bal for bal in exchange_balances
|
||||
if str(bal.get('asset', '')).upper() == asset
|
||||
),
|
||||
None
|
||||
)
|
||||
if match:
|
||||
quote_balance = float(match.get('balance', 0.0) or 0.0)
|
||||
break
|
||||
|
||||
if quote_balance > 0:
|
||||
total = quote_balance
|
||||
available = quote_balance
|
||||
fallback_source = 'exchange'
|
||||
|
||||
return jsonify({
|
||||
'success': True,
|
||||
'total': total,
|
||||
'available': available,
|
||||
'broker_key': broker_key,
|
||||
'source': fallback_source or 'broker'
|
||||
})
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting balance: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/orders/symbol/<path:symbol>/cancel', methods=['POST'])
|
||||
def cancel_orders_for_symbol(symbol):
|
||||
"""Cancel all resting orders for a symbol."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
data = request.get_json() or {}
|
||||
broker_key = data.get('broker_key', 'paper')
|
||||
|
||||
try:
|
||||
result = brighter_trades.trades.cancel_orders_for_symbol(user_id, symbol, broker_key)
|
||||
return jsonify(result)
|
||||
except Exception as e:
|
||||
logger.error(f"Error cancelling orders for {symbol}: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/history', methods=['GET'])
|
||||
def get_trade_history():
|
||||
"""Get trade history for current user."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
limit = request.args.get('limit', 50, type=int)
|
||||
|
||||
try:
|
||||
history = brighter_trades.trades.get_trade_history(user_id, limit)
|
||||
return jsonify({'success': True, 'history': history})
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting trade history: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
@app.route('/api/manual/paper/reset', methods=['POST'])
|
||||
def reset_paper_balance():
|
||||
"""Reset the paper trading broker to initial state."""
|
||||
user_id = _get_current_user_id()
|
||||
if not user_id:
|
||||
return jsonify({'success': False, 'message': 'Not authenticated'}), 401
|
||||
|
||||
try:
|
||||
result = brighter_trades.manual_broker_manager.reset_paper_broker(user_id)
|
||||
return jsonify(result)
|
||||
except Exception as e:
|
||||
logger.error(f"Error resetting paper broker: {e}", exc_info=True)
|
||||
return jsonify({'success': False, 'message': str(e)}), 500
|
||||
|
||||
|
||||
# =============================================================================
|
||||
# External Sources API Routes
|
||||
# =============================================================================
|
||||
|
|
|
|||
|
|
@ -45,6 +45,7 @@ class OrderResult:
|
|||
"""Result of an order placement."""
|
||||
success: bool
|
||||
order_id: Optional[str] = None
|
||||
exchange_order_id: Optional[str] = None # Live exchange order ID from CCXT
|
||||
message: Optional[str] = None
|
||||
status: OrderStatus = OrderStatus.PENDING
|
||||
filled_qty: float = 0.0
|
||||
|
|
@ -61,6 +62,8 @@ class Position:
|
|||
current_price: float
|
||||
unrealized_pnl: float
|
||||
realized_pnl: float = 0.0
|
||||
entry_commission: float = 0.0 # Fee paid on entry, included in P&L
|
||||
price_source: Optional[str] = None # Exchange to use for price lookups (e.g., 'kucoin')
|
||||
|
||||
def to_dict(self) -> Dict[str, Any]:
|
||||
"""Convert position to dictionary for persistence."""
|
||||
|
|
@ -71,6 +74,8 @@ class Position:
|
|||
'current_price': self.current_price,
|
||||
'unrealized_pnl': self.unrealized_pnl,
|
||||
'realized_pnl': self.realized_pnl,
|
||||
'entry_commission': self.entry_commission,
|
||||
'price_source': self.price_source,
|
||||
}
|
||||
|
||||
@classmethod
|
||||
|
|
@ -83,6 +88,8 @@ class Position:
|
|||
current_price=data['current_price'],
|
||||
unrealized_pnl=data['unrealized_pnl'],
|
||||
realized_pnl=data.get('realized_pnl', 0.0),
|
||||
entry_commission=data.get('entry_commission', 0.0),
|
||||
price_source=data.get('price_source'),
|
||||
)
|
||||
|
||||
|
||||
|
|
|
|||
|
|
@ -425,8 +425,8 @@ class LiveBroker(BaseBroker):
|
|||
|
||||
# Create local order tracking
|
||||
symbol = ex_order['symbol']
|
||||
side = OrderSide.BUY if ex_order['side'].lower() == 'buy' else OrderSide.SELL
|
||||
order_type = OrderType.LIMIT if ex_order.get('type', 'limit').lower() == 'limit' else OrderType.MARKET
|
||||
side = OrderSide.BUY if (ex_order.get('side') or 'buy').lower() == 'buy' else OrderSide.SELL
|
||||
order_type = OrderType.LIMIT if (ex_order.get('type') or 'limit').lower() == 'limit' else OrderType.MARKET
|
||||
size = float(ex_order['quantity'])
|
||||
price = float(ex_order.get('price', 0) or 0)
|
||||
|
||||
|
|
@ -575,6 +575,7 @@ class LiveBroker(BaseBroker):
|
|||
return OrderResult(
|
||||
success=True,
|
||||
order_id=existing_order.order_id,
|
||||
exchange_order_id=existing_order.exchange_order_id,
|
||||
status=existing_order.status,
|
||||
filled_qty=existing_order.filled_qty,
|
||||
filled_price=existing_order.filled_price,
|
||||
|
|
@ -639,13 +640,20 @@ class LiveBroker(BaseBroker):
|
|||
)
|
||||
|
||||
# Parse order status from exchange response
|
||||
ex_status = exchange_order.get('status', 'open').lower()
|
||||
# Use 'or' to handle case where status key exists but value is None
|
||||
ex_status = (exchange_order.get('status') or 'open').lower()
|
||||
if ex_status == 'closed' or ex_status == 'filled':
|
||||
order.status = OrderStatus.FILLED
|
||||
order.filled_qty = float(exchange_order.get('filled', size))
|
||||
order.filled_price = float(exchange_order.get('average', price or 0))
|
||||
raw_avg = exchange_order.get('average')
|
||||
order.filled_price = float(raw_avg if raw_avg is not None else (price or 0))
|
||||
order.filled_at = datetime.now(timezone.utc)
|
||||
|
||||
# DEBUG: Log exchange response for price validation
|
||||
logger.info(f"[FILL DEBUG] Exchange response: average={raw_avg}, price={price}, "
|
||||
f"filled={order.filled_qty}, cost={exchange_order.get('cost')}, "
|
||||
f"final filled_price={order.filled_price}")
|
||||
|
||||
# Calculate commission
|
||||
fee = exchange_order.get('fee', {})
|
||||
if fee:
|
||||
|
|
@ -662,6 +670,7 @@ class LiveBroker(BaseBroker):
|
|||
return OrderResult(
|
||||
success=True,
|
||||
order_id=order_id,
|
||||
exchange_order_id=order.exchange_order_id,
|
||||
status=order.status,
|
||||
filled_qty=order.filled_qty,
|
||||
filled_price=order.filled_price,
|
||||
|
|
@ -750,7 +759,8 @@ class LiveBroker(BaseBroker):
|
|||
|
||||
def _update_order_from_exchange(self, order: LiveOrder, ex_order: Dict[str, Any]):
|
||||
"""Update local order with exchange data."""
|
||||
ex_status = ex_order.get('status', 'open').lower()
|
||||
# Use 'or' to handle case where status key exists but value is None
|
||||
ex_status = (ex_order.get('status') or 'open').lower()
|
||||
|
||||
if ex_status == 'closed' or ex_status == 'filled':
|
||||
order.status = OrderStatus.FILLED
|
||||
|
|
|
|||
|
|
@ -32,7 +32,8 @@ class PaperOrder:
|
|||
price: Optional[float] = None,
|
||||
stop_loss: Optional[float] = None,
|
||||
take_profit: Optional[float] = None,
|
||||
time_in_force: str = 'GTC'
|
||||
time_in_force: str = 'GTC',
|
||||
exchange: Optional[str] = None
|
||||
):
|
||||
self.order_id = order_id
|
||||
self.symbol = symbol
|
||||
|
|
@ -43,6 +44,7 @@ class PaperOrder:
|
|||
self.stop_loss = stop_loss
|
||||
self.take_profit = take_profit
|
||||
self.time_in_force = time_in_force
|
||||
self.exchange = exchange # Exchange for price feed (e.g., 'kucoin')
|
||||
self.status = OrderStatus.PENDING
|
||||
self.filled_qty = 0.0
|
||||
self.filled_price = 0.0
|
||||
|
|
@ -68,7 +70,8 @@ class PaperOrder:
|
|||
'commission': self.commission,
|
||||
'locked_funds': self.locked_funds,
|
||||
'created_at': self.created_at.isoformat(),
|
||||
'filled_at': self.filled_at.isoformat() if self.filled_at else None
|
||||
'filled_at': self.filled_at.isoformat() if self.filled_at else None,
|
||||
'exchange': self.exchange,
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -113,6 +116,9 @@ class PaperBroker(BaseBroker):
|
|||
self._positions: Dict[str, Position] = {}
|
||||
self._trade_history: List[Dict[str, Any]] = []
|
||||
|
||||
# SL/TP tracking per symbol: {symbol: {stop_loss, take_profit, side, entry_price}}
|
||||
self._position_sltp: Dict[str, Dict[str, Any]] = {}
|
||||
|
||||
# Current prices cache
|
||||
self._current_prices: Dict[str, float] = {}
|
||||
|
||||
|
|
@ -120,10 +126,21 @@ class PaperBroker(BaseBroker):
|
|||
"""Set the price provider callable."""
|
||||
self._price_provider = provider
|
||||
|
||||
def update_price(self, symbol: str, price: float):
|
||||
"""Update the current price for a symbol."""
|
||||
def update_price(self, symbol: str, price: float, exchange: Optional[str] = None):
|
||||
"""Update price, optionally qualified by exchange."""
|
||||
if exchange:
|
||||
# Store exchange-qualified price
|
||||
self._current_prices[f"{exchange}:{symbol}"] = price
|
||||
# Always store symbol-only for backward compat
|
||||
self._current_prices[symbol] = price
|
||||
|
||||
@staticmethod
|
||||
def _should_fill_limit_order(side: OrderSide, current_price: float, limit_price: float) -> bool:
|
||||
"""Return True when the current price crosses a limit order's fill threshold."""
|
||||
if side == OrderSide.BUY:
|
||||
return current_price <= limit_price
|
||||
return current_price >= limit_price
|
||||
|
||||
def place_order(
|
||||
self,
|
||||
symbol: str,
|
||||
|
|
@ -133,13 +150,14 @@ class PaperBroker(BaseBroker):
|
|||
price: Optional[float] = None,
|
||||
stop_loss: Optional[float] = None,
|
||||
take_profit: Optional[float] = None,
|
||||
time_in_force: str = 'GTC'
|
||||
time_in_force: str = 'GTC',
|
||||
exchange: Optional[str] = None
|
||||
) -> OrderResult:
|
||||
"""Place a paper trading order."""
|
||||
order_id = str(uuid.uuid4())[:8]
|
||||
|
||||
# Validate order
|
||||
current_price = self.get_current_price(symbol)
|
||||
# Validate order - use exchange-aware price lookup
|
||||
current_price = self.get_current_price(symbol, exchange)
|
||||
if current_price <= 0:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
|
|
@ -186,7 +204,8 @@ class PaperBroker(BaseBroker):
|
|||
price=price,
|
||||
stop_loss=stop_loss,
|
||||
take_profit=take_profit,
|
||||
time_in_force=time_in_force
|
||||
time_in_force=time_in_force,
|
||||
exchange=exchange
|
||||
)
|
||||
|
||||
# For market orders, fill immediately
|
||||
|
|
@ -195,6 +214,39 @@ class PaperBroker(BaseBroker):
|
|||
self._fill_order(order, fill_price)
|
||||
logger.info(f"PaperBroker: Market order filled: {side.value} {size} {symbol} @ {fill_price:.4f}")
|
||||
else:
|
||||
is_marketable = self._should_fill_limit_order(side, current_price, execution_price)
|
||||
|
||||
# IOC/FOK must fill immediately or fail immediately.
|
||||
if time_in_force in ['IOC', 'FOK']:
|
||||
if is_marketable:
|
||||
self._fill_order(order, execution_price)
|
||||
logger.info(
|
||||
f"PaperBroker: {time_in_force} limit order filled immediately: "
|
||||
f"{side.value} {size} {symbol} @ {execution_price}"
|
||||
)
|
||||
else:
|
||||
order.status = OrderStatus.CANCELLED if time_in_force == 'IOC' else OrderStatus.EXPIRED
|
||||
self._orders[order_id] = order
|
||||
logger.info(
|
||||
f"PaperBroker: {time_in_force} limit order not fillable immediately: "
|
||||
f"{side.value} {size} {symbol} @ {price}"
|
||||
)
|
||||
return OrderResult(
|
||||
success=False,
|
||||
order_id=order_id,
|
||||
status=order.status,
|
||||
message=f"{time_in_force} limit order could not be filled immediately"
|
||||
)
|
||||
return OrderResult(
|
||||
success=True,
|
||||
order_id=order_id,
|
||||
status=order.status,
|
||||
filled_qty=order.filled_qty,
|
||||
filled_price=order.filled_price,
|
||||
commission=order.commission,
|
||||
message=f"Order {order_id} filled"
|
||||
)
|
||||
|
||||
# Store pending order
|
||||
order.status = OrderStatus.OPEN
|
||||
self._orders[order_id] = order
|
||||
|
|
@ -250,14 +302,30 @@ class PaperBroker(BaseBroker):
|
|||
new_entry = (existing.entry_price * existing.size + fill_price * order.size) / new_size
|
||||
existing.size = new_size
|
||||
existing.entry_price = new_entry
|
||||
existing.entry_commission += order.commission # Accumulate entry fees
|
||||
# Most recent fill wins: update price source
|
||||
if order.exchange:
|
||||
existing.price_source = order.exchange
|
||||
else:
|
||||
self._positions[order.symbol] = Position(
|
||||
symbol=order.symbol,
|
||||
size=order.size,
|
||||
entry_price=fill_price,
|
||||
current_price=fill_price,
|
||||
unrealized_pnl=0.0
|
||||
unrealized_pnl=-order.commission, # Start with entry fee as loss
|
||||
entry_commission=order.commission,
|
||||
price_source=order.exchange
|
||||
)
|
||||
|
||||
# Record SL/TP for this position (if set on order)
|
||||
if order.stop_loss or order.take_profit:
|
||||
self._position_sltp[order.symbol] = {
|
||||
'stop_loss': order.stop_loss,
|
||||
'take_profit': order.take_profit,
|
||||
'side': 'long', # BUY opens a long position
|
||||
'entry_price': fill_price
|
||||
}
|
||||
logger.info(f"SL/TP set for {order.symbol}: SL={order.stop_loss}, TP={order.take_profit}")
|
||||
else:
|
||||
# Add proceeds to cash
|
||||
total_proceeds = order_value - order.commission
|
||||
|
|
@ -267,10 +335,22 @@ class PaperBroker(BaseBroker):
|
|||
if order.symbol in self._positions:
|
||||
position = self._positions[order.symbol]
|
||||
order.entry_price = position.entry_price # Store for fee calculation
|
||||
realized_pnl = (fill_price - position.entry_price) * order.size - order.commission
|
||||
|
||||
# Calculate proportional entry commission for partial closes
|
||||
if position.size > 0:
|
||||
proportion = order.size / position.size
|
||||
proportional_entry_commission = position.entry_commission * proportion
|
||||
else:
|
||||
proportional_entry_commission = position.entry_commission
|
||||
|
||||
# Realized P&L includes both entry and exit fees
|
||||
realized_pnl = (fill_price - position.entry_price) * order.size - proportional_entry_commission - order.commission
|
||||
position.realized_pnl += realized_pnl
|
||||
position.size -= order.size
|
||||
|
||||
# Reduce remaining entry commission proportionally
|
||||
position.entry_commission -= proportional_entry_commission
|
||||
|
||||
# Track profitability for fee calculation
|
||||
order.realized_pnl = realized_pnl
|
||||
order.is_profitable = realized_pnl > 0
|
||||
|
|
@ -278,6 +358,9 @@ class PaperBroker(BaseBroker):
|
|||
# Remove position if fully closed
|
||||
if position.size <= 0:
|
||||
del self._positions[order.symbol]
|
||||
# Clear SL/TP tracking for this symbol
|
||||
if order.symbol in self._position_sltp:
|
||||
del self._position_sltp[order.symbol]
|
||||
|
||||
# Record trade
|
||||
self._trade_history.append({
|
||||
|
|
@ -347,15 +430,30 @@ class PaperBroker(BaseBroker):
|
|||
"""Get all open positions."""
|
||||
return list(self._positions.values())
|
||||
|
||||
def get_current_price(self, symbol: str) -> float:
|
||||
"""Get current price for a symbol."""
|
||||
# First check cache
|
||||
def get_current_price(self, symbol: str, exchange: Optional[str] = None) -> float:
|
||||
"""Get price, preferring exchange-qualified if available."""
|
||||
# First try exchange-qualified lookup
|
||||
if exchange:
|
||||
key = f"{exchange}:{symbol}"
|
||||
if key in self._current_prices:
|
||||
return self._current_prices[key]
|
||||
|
||||
# Fall back to symbol-only lookup
|
||||
if symbol in self._current_prices:
|
||||
return self._current_prices[symbol]
|
||||
|
||||
# Then try price provider
|
||||
if self._price_provider:
|
||||
try:
|
||||
# Try exchange-qualified first, then symbol-only
|
||||
if exchange:
|
||||
try:
|
||||
price = self._price_provider(f"{exchange}:{symbol}")
|
||||
if price > 0:
|
||||
self._current_prices[f"{exchange}:{symbol}"] = price
|
||||
return price
|
||||
except Exception:
|
||||
pass
|
||||
price = self._price_provider(symbol)
|
||||
self._current_prices[symbol] = price
|
||||
return price
|
||||
|
|
@ -372,29 +470,74 @@ class PaperBroker(BaseBroker):
|
|||
"""
|
||||
events = []
|
||||
|
||||
# Update position P&L
|
||||
# Update position P&L (includes entry commission for accurate fee reflection)
|
||||
for symbol, position in self._positions.items():
|
||||
current_price = self.get_current_price(symbol)
|
||||
# Use position's price_source for exchange-aware price lookup
|
||||
current_price = self.get_current_price(symbol, position.price_source)
|
||||
if current_price > 0:
|
||||
position.current_price = current_price
|
||||
position.unrealized_pnl = (current_price - position.entry_price) * position.size
|
||||
# P&L = price movement - entry fees already paid
|
||||
position.unrealized_pnl = (current_price - position.entry_price) * position.size - position.entry_commission
|
||||
|
||||
# Evaluate SL/TP for all tracked positions
|
||||
for symbol, sltp in list(self._position_sltp.items()):
|
||||
if symbol not in self._positions:
|
||||
del self._position_sltp[symbol]
|
||||
continue
|
||||
|
||||
position = self._positions[symbol]
|
||||
# Use position's price_source for exchange-aware price lookup
|
||||
current_price = self.get_current_price(symbol, position.price_source)
|
||||
|
||||
if position.size <= 0 or current_price <= 0:
|
||||
del self._position_sltp[symbol]
|
||||
continue
|
||||
|
||||
triggered = None
|
||||
trigger_price = current_price
|
||||
|
||||
# Long position: SL triggers when price drops, TP when price rises
|
||||
if sltp['side'] == 'long':
|
||||
if sltp.get('stop_loss') and current_price <= sltp['stop_loss']:
|
||||
triggered = 'stop_loss'
|
||||
elif sltp.get('take_profit') and current_price >= sltp['take_profit']:
|
||||
triggered = 'take_profit'
|
||||
# Short position: SL triggers when price rises, TP when price drops
|
||||
else:
|
||||
if sltp.get('stop_loss') and current_price >= sltp['stop_loss']:
|
||||
triggered = 'stop_loss'
|
||||
elif sltp.get('take_profit') and current_price <= sltp['take_profit']:
|
||||
triggered = 'take_profit'
|
||||
|
||||
if triggered:
|
||||
# Auto-close position
|
||||
close_result = self.close_position(symbol)
|
||||
if close_result.success:
|
||||
events.append({
|
||||
'type': 'sltp_triggered',
|
||||
'trigger': triggered,
|
||||
'symbol': symbol,
|
||||
'trigger_price': trigger_price,
|
||||
'size': close_result.filled_qty,
|
||||
'pnl': position.unrealized_pnl
|
||||
})
|
||||
logger.info(f"SL/TP triggered: {triggered} for {symbol} at {trigger_price}")
|
||||
# SL/TP tracking cleared in _fill_order when position closes
|
||||
|
||||
# Check pending limit orders
|
||||
for order_id, order in list(self._orders.items()):
|
||||
if order.status != OrderStatus.OPEN:
|
||||
continue
|
||||
|
||||
current_price = self.get_current_price(order.symbol)
|
||||
# Use order's exchange for price lookup
|
||||
current_price = self.get_current_price(order.symbol, order.exchange)
|
||||
if current_price <= 0:
|
||||
continue
|
||||
|
||||
should_fill = False
|
||||
|
||||
if order.order_type == OrderType.LIMIT:
|
||||
if order.side == OrderSide.BUY and current_price <= order.price:
|
||||
should_fill = True
|
||||
elif order.side == OrderSide.SELL and current_price >= order.price:
|
||||
should_fill = True
|
||||
should_fill = self._should_fill_limit_order(order.side, current_price, order.price)
|
||||
else:
|
||||
should_fill = False
|
||||
|
||||
if should_fill:
|
||||
# Release locked funds first (for buy orders)
|
||||
|
|
@ -437,6 +580,7 @@ class PaperBroker(BaseBroker):
|
|||
self._positions.clear()
|
||||
self._trade_history.clear()
|
||||
self._current_prices.clear()
|
||||
self._position_sltp.clear() # Clear SL/TP state to prevent stale triggers
|
||||
logger.info(f"PaperBroker: Reset with balance {self.initial_balance}")
|
||||
|
||||
# ==================== State Persistence Methods ====================
|
||||
|
|
@ -520,6 +664,7 @@ class PaperBroker(BaseBroker):
|
|||
'positions': positions_data,
|
||||
'trade_history': self._trade_history,
|
||||
'current_prices': self._current_prices,
|
||||
'position_sltp': self._position_sltp,
|
||||
}
|
||||
|
||||
def from_state_dict(self, state: Dict[str, Any]):
|
||||
|
|
@ -548,6 +693,8 @@ class PaperBroker(BaseBroker):
|
|||
price=order_dict.get('price'),
|
||||
stop_loss=order_dict.get('stop_loss'),
|
||||
take_profit=order_dict.get('take_profit'),
|
||||
time_in_force=order_dict.get('time_in_force', 'GTC'),
|
||||
exchange=order_dict.get('exchange'),
|
||||
)
|
||||
order.status = OrderStatus(order_dict['status'])
|
||||
order.filled_qty = order_dict.get('filled_qty', 0.0)
|
||||
|
|
@ -574,6 +721,9 @@ class PaperBroker(BaseBroker):
|
|||
# Restore price cache
|
||||
self._current_prices = state.get('current_prices', {})
|
||||
|
||||
# Restore SL/TP tracking
|
||||
self._position_sltp = state.get('position_sltp', {})
|
||||
|
||||
logger.info(f"PaperBroker: State restored - cash: {self._cash:.2f}, "
|
||||
f"positions: {len(self._positions)}, orders: {len(self._orders)}")
|
||||
|
||||
|
|
|
|||
|
|
@ -1,12 +1,11 @@
|
|||
import datetime as dt
|
||||
import logging as log
|
||||
import logging
|
||||
|
||||
import pytz
|
||||
|
||||
from shared_utilities import timeframe_to_minutes, ts_of_n_minutes_ago
|
||||
|
||||
|
||||
# log.basicConfig(level=log.ERROR)
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
class Candles:
|
||||
def __init__(self, exchanges, users, datacache, config, edm_client=None):
|
||||
|
|
@ -24,6 +23,8 @@ class Candles:
|
|||
|
||||
# Cache the last received candle to detect duplicates
|
||||
self.cached_last_candle = None
|
||||
# Avoid repeating the same expected EDM cap warning on every refresh.
|
||||
self._edm_cap_warned_scopes: set[tuple[str, str, str]] = set()
|
||||
|
||||
# size_limit is the max number of lists of candle(ohlc) data allowed.
|
||||
self.data.create_cache(name='candles', cache_type='row', default_expiration=dt.timedelta(days=5),
|
||||
|
|
@ -57,10 +58,21 @@ class Candles:
|
|||
# EDM API has a maximum limit of 1000 candles
|
||||
EDM_MAX_CANDLES = 1000
|
||||
if num_candles > EDM_MAX_CANDLES:
|
||||
log.warning(f'Requested {num_candles} candles, capping to EDM limit of {EDM_MAX_CANDLES}')
|
||||
warning_scope = (asset, exchange, timeframe)
|
||||
if warning_scope not in self._edm_cap_warned_scopes:
|
||||
logger.warning(
|
||||
"Requested %s candles for %s/%s/%s, capping to EDM limit of %s",
|
||||
num_candles, asset, timeframe, exchange, EDM_MAX_CANDLES
|
||||
)
|
||||
self._edm_cap_warned_scopes.add(warning_scope)
|
||||
else:
|
||||
logger.debug(
|
||||
"Requested %s candles for %s/%s/%s, capped to %s",
|
||||
num_candles, asset, timeframe, exchange, EDM_MAX_CANDLES
|
||||
)
|
||||
num_candles = EDM_MAX_CANDLES
|
||||
|
||||
log.info(f'[GET CANDLES] {asset} {exchange} {timeframe} limit={num_candles}')
|
||||
logger.debug("Fetching candles from EDM: %s %s %s limit=%s", asset, exchange, timeframe, num_candles)
|
||||
|
||||
if self.edm is None:
|
||||
raise RuntimeError("EDM client not initialized. Cannot fetch candle data.")
|
||||
|
|
@ -76,10 +88,10 @@ class Candles:
|
|||
)
|
||||
|
||||
if candles.empty:
|
||||
log.warning(f"No candles returned from EDM for {asset}/{timeframe}/{exchange}")
|
||||
logger.warning("No candles returned from EDM for %s/%s/%s", asset, timeframe, exchange)
|
||||
return self.convert_candles(candles)
|
||||
|
||||
log.info(f"Fetched {len(candles)} candles from EDM for {asset}/{timeframe}/{exchange}")
|
||||
logger.debug("Fetched %s candles from EDM for %s/%s/%s", len(candles), asset, timeframe, exchange)
|
||||
return self.convert_candles(candles[-num_candles:])
|
||||
|
||||
def set_new_candle(self, cdata: dict) -> bool:
|
||||
|
|
@ -93,7 +105,7 @@ class Candles:
|
|||
"""
|
||||
# Update the cached last candle
|
||||
self.cached_last_candle = cdata
|
||||
log.debug(f"Candle updated: {cdata.get('symbol', 'unknown')} @ {cdata.get('close', 0)}")
|
||||
logger.debug("Candle updated: %s @ %s", cdata.get('symbol', 'unknown'), cdata.get('close', 0))
|
||||
return True
|
||||
def set_cache(self, symbol=None, interval=None, exchange_name=None, user_name=None):
|
||||
"""
|
||||
|
|
@ -110,24 +122,24 @@ class Candles:
|
|||
if not symbol:
|
||||
assert user_name is not None
|
||||
symbol = self.users.get_chart_view(user_name=user_name, prop='market')
|
||||
log.info(f'set_candle_history(): No symbol provided. Using{symbol}')
|
||||
logger.info('set_candle_history(): No symbol provided. Using %s', symbol)
|
||||
if not interval:
|
||||
assert user_name is not None
|
||||
interval = self.users.get_chart_view(user_name=user_name, prop='timeframe')
|
||||
log.info(f'set_candle_history(): No timeframe provided. Using{interval}')
|
||||
logger.info('set_candle_history(): No timeframe provided. Using %s', interval)
|
||||
if not exchange_name:
|
||||
assert user_name is not None
|
||||
exchange_name = self.users.get_chart_view(user_name=user_name, prop='exchange_name')
|
||||
|
||||
# Log the completion to the console.
|
||||
log.info('set_candle_history(): Loading candle data...')
|
||||
logger.info('set_candle_history(): Loading candle data...')
|
||||
|
||||
# Load candles from database
|
||||
_cdata = self.get_last_n_candles(num_candles=self.max_records,
|
||||
asset=symbol, timeframe=interval, exchange=exchange_name, user_name=user_name)
|
||||
|
||||
# Log the completion to the console.
|
||||
log.info('set_candle_history(): Candle data Loaded.')
|
||||
logger.info('set_candle_history(): Candle data Loaded.')
|
||||
return
|
||||
|
||||
@staticmethod
|
||||
|
|
@ -213,17 +225,17 @@ class Candles:
|
|||
if not symbol:
|
||||
assert user_name is not None
|
||||
symbol = self.users.get_chart_view(user_name=user_name, prop='market')
|
||||
log.info(f'get_candle_history(): No symbol provided. Using {symbol}')
|
||||
logger.info('get_candle_history(): No symbol provided. Using %s', symbol)
|
||||
|
||||
if not interval:
|
||||
assert user_name is not None
|
||||
interval = self.users.get_chart_view(user_name=user_name, prop='timeframe')
|
||||
log.info(f'get_candle_history(): No timeframe provided. Using {interval}')
|
||||
logger.info('get_candle_history(): No timeframe provided. Using %s', interval)
|
||||
|
||||
if not exchange_name:
|
||||
assert user_name is not None
|
||||
exchange_name = self.users.get_chart_view(user_name=user_name, prop='exchange_name')
|
||||
log.info(f'get_candle_history(): No exchange name provided. Using {exchange_name}')
|
||||
logger.info('get_candle_history(): No exchange name provided. Using %s', exchange_name)
|
||||
|
||||
candlesticks = self.get_last_n_candles(num_candles=num_records, asset=symbol, timeframe=interval,
|
||||
exchange=exchange_name, user_name=user_name)
|
||||
|
|
|
|||
|
|
@ -0,0 +1,652 @@
|
|||
"""
|
||||
Manual Trading Broker Manager for BrighterTrading.
|
||||
|
||||
Manages broker instances (PaperBroker/LiveBroker) for manual (non-strategy) trading.
|
||||
This provides a unified interface for placing orders, tracking positions, and
|
||||
managing order lifecycle for manual trades.
|
||||
"""
|
||||
|
||||
import logging
|
||||
from typing import Any, Callable, Dict, List, Optional
|
||||
|
||||
from brokers.base_broker import OrderSide, OrderType, OrderStatus, Position, OrderResult
|
||||
from brokers.paper_broker import PaperBroker
|
||||
from brokers.live_broker import LiveBroker
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class ManualTradingBrokerManager:
|
||||
"""
|
||||
Manages broker instances for manual (non-strategy) trading.
|
||||
|
||||
Key design principles:
|
||||
- Reuses mode-aware exchange connections from ExchangeInterface
|
||||
- Separate orders (unfilled) from positions (filled/aggregated)
|
||||
- Single owner for broker polling (strategy_execution_loop only)
|
||||
"""
|
||||
|
||||
def __init__(self, data_cache: Any = None, exchange_interface: Any = None, users: Any = None):
|
||||
"""
|
||||
Initialize the ManualTradingBrokerManager.
|
||||
|
||||
:param data_cache: DataCache instance for persistence.
|
||||
:param exchange_interface: ExchangeInterface instance for exchange connections.
|
||||
:param users: Users instance for API key lookup.
|
||||
"""
|
||||
self._paper_brokers: Dict[int, PaperBroker] = {} # user_id -> broker
|
||||
self._live_brokers: Dict[int, Dict[str, LiveBroker]] = {} # user_id -> {exchange_mode_key: broker}
|
||||
self.data_cache = data_cache
|
||||
self.exchange_interface = exchange_interface
|
||||
self.users = users
|
||||
|
||||
def get_paper_broker(self, user_id: int, initial_balance: float = 10000.0) -> PaperBroker:
|
||||
"""
|
||||
Get or create a PaperBroker for a user.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param initial_balance: Initial balance for new brokers.
|
||||
:return: PaperBroker instance.
|
||||
"""
|
||||
if user_id not in self._paper_brokers:
|
||||
# Create price provider that uses exchange_interface
|
||||
# Accepts either 'symbol' or 'exchange:symbol' format
|
||||
def price_provider(symbol_key: str) -> float:
|
||||
if self.exchange_interface:
|
||||
try:
|
||||
# Parse exchange:symbol format if present
|
||||
if ':' in symbol_key:
|
||||
exchange, symbol = symbol_key.split(':', 1)
|
||||
return self.exchange_interface.get_price(symbol, exchange)
|
||||
else:
|
||||
return self.exchange_interface.get_price(symbol_key)
|
||||
except Exception as e:
|
||||
logger.warning(f"Failed to get price for {symbol_key}: {e}")
|
||||
return 0.0
|
||||
|
||||
broker = PaperBroker(
|
||||
price_provider=price_provider,
|
||||
data_cache=self.data_cache,
|
||||
initial_balance=initial_balance
|
||||
)
|
||||
|
||||
# Try to load saved state
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
broker.load_state(state_id)
|
||||
|
||||
self._paper_brokers[user_id] = broker
|
||||
logger.info(f"Created paper broker for user {user_id}")
|
||||
|
||||
return self._paper_brokers[user_id]
|
||||
|
||||
def get_live_broker(
|
||||
self,
|
||||
user_id: int,
|
||||
exchange_name: str,
|
||||
testnet: bool,
|
||||
user_name: str
|
||||
) -> Optional[LiveBroker]:
|
||||
"""
|
||||
Get or create a LiveBroker for a user+exchange+mode.
|
||||
|
||||
Uses mode-aware exchange connection from exchange_interface.
|
||||
Validates that the exchange's sandbox mode matches the requested testnet flag.
|
||||
|
||||
Policy: One mode per exchange per user. Cannot have both testnet and production
|
||||
simultaneously for the same exchange. Returns None if mode conflict.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param exchange_name: Exchange name (e.g., 'binance').
|
||||
:param testnet: Whether to use testnet mode.
|
||||
:param user_name: Username for exchange lookup.
|
||||
:return: LiveBroker instance or None if not configured or mode conflict.
|
||||
"""
|
||||
if not exchange_name:
|
||||
logger.error("Cannot create live broker: exchange_name is required")
|
||||
return None
|
||||
|
||||
# Use 'testnet'/'production' to match what's stored in trade.broker_mode
|
||||
requested_mode = 'testnet' if testnet else 'production'
|
||||
broker_key = f"{exchange_name}_{requested_mode}"
|
||||
opposite_mode = 'production' if testnet else 'testnet'
|
||||
opposite_key = f"{exchange_name}_{opposite_mode}"
|
||||
|
||||
if user_id not in self._live_brokers:
|
||||
self._live_brokers[user_id] = {}
|
||||
|
||||
# Check for mode conflict - reject if opposite mode already active
|
||||
if opposite_key in self._live_brokers[user_id]:
|
||||
logger.error(
|
||||
f"Mode conflict: {exchange_name} already active in {opposite_mode} mode "
|
||||
f"for user {user_id}. Disconnect first before switching to {requested_mode}."
|
||||
)
|
||||
return None
|
||||
|
||||
if broker_key not in self._live_brokers[user_id]:
|
||||
if not self.exchange_interface:
|
||||
logger.error("No exchange interface configured")
|
||||
return None
|
||||
|
||||
try:
|
||||
# Get exchange connection from exchange_interface
|
||||
try:
|
||||
exchange = self.exchange_interface.get_exchange(
|
||||
ename=exchange_name,
|
||||
uname=user_name
|
||||
)
|
||||
except ValueError:
|
||||
exchange = None # Exchange doesn't exist yet
|
||||
|
||||
# CRITICAL: Verify exchange testnet mode matches requested mode
|
||||
if exchange:
|
||||
exchange_is_testnet = bool(getattr(exchange, 'testnet', False))
|
||||
if exchange_is_testnet != testnet:
|
||||
# Exchange mode mismatch - need to reconnect with correct mode
|
||||
logger.warning(
|
||||
f"Exchange '{exchange_name}' is in "
|
||||
f"{'testnet' if exchange_is_testnet else 'production'} mode, "
|
||||
f"but requested {'testnet' if testnet else 'production'}. "
|
||||
f"Reconnecting with correct mode."
|
||||
)
|
||||
# Get API keys and reconnect with correct mode
|
||||
if self.users:
|
||||
api_keys = self.users.get_api_keys(user_name, exchange_name)
|
||||
if api_keys:
|
||||
self.exchange_interface.connect_exchange(
|
||||
exchange_name=exchange_name,
|
||||
user_name=user_name,
|
||||
api_keys=api_keys,
|
||||
testnet=testnet
|
||||
)
|
||||
exchange = self.exchange_interface.get_exchange(
|
||||
ename=exchange_name, uname=user_name
|
||||
)
|
||||
|
||||
# If exchange doesn't exist or isn't configured, try to load API keys
|
||||
if not exchange or not exchange.configured:
|
||||
if self.users:
|
||||
logger.info(f"Exchange '{exchange_name}' not configured, loading API keys...")
|
||||
api_keys = self.users.get_api_keys(user_name, exchange_name)
|
||||
if api_keys:
|
||||
success = self.exchange_interface.connect_exchange(
|
||||
exchange_name=exchange_name,
|
||||
user_name=user_name,
|
||||
api_keys=api_keys,
|
||||
testnet=testnet
|
||||
)
|
||||
if success:
|
||||
exchange = self.exchange_interface.get_exchange(
|
||||
ename=exchange_name, uname=user_name
|
||||
)
|
||||
|
||||
if not exchange or not exchange.configured:
|
||||
logger.error(f"Exchange {exchange_name} not configured for user {user_name}")
|
||||
return None
|
||||
|
||||
# Final verification: exchange mode MUST match requested mode
|
||||
exchange_is_testnet = bool(getattr(exchange, 'testnet', False))
|
||||
if exchange_is_testnet != testnet:
|
||||
logger.error(
|
||||
f"Exchange mode mismatch after reconnect: exchange is "
|
||||
f"{'testnet' if exchange_is_testnet else 'production'}, "
|
||||
f"but requested {'testnet' if testnet else 'production'}"
|
||||
)
|
||||
return None
|
||||
|
||||
broker = LiveBroker(
|
||||
exchange=exchange,
|
||||
testnet=testnet,
|
||||
data_cache=self.data_cache
|
||||
)
|
||||
broker.connect()
|
||||
|
||||
# Try to load saved state
|
||||
state_id = f"manual_live_{user_id}_{broker_key}"
|
||||
broker.load_state(state_id)
|
||||
|
||||
self._live_brokers[user_id][broker_key] = broker
|
||||
logger.info(f"Created live broker for user {user_id}, {broker_key}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to create live broker: {e}", exc_info=True)
|
||||
return None
|
||||
|
||||
return self._live_brokers[user_id].get(broker_key)
|
||||
|
||||
def set_prices(self, price_updates: Dict[str, float]) -> None:
|
||||
"""
|
||||
Update current prices for all paper brokers.
|
||||
|
||||
:param price_updates: Dict mapping symbol or exchange:symbol to price.
|
||||
"""
|
||||
for broker in self._paper_brokers.values():
|
||||
for key, price in price_updates.items():
|
||||
if ':' in key:
|
||||
# Exchange-qualified key (e.g., 'kucoin:BTC/USDT')
|
||||
exchange, symbol = key.split(':', 1)
|
||||
broker.update_price(symbol, price, exchange)
|
||||
else:
|
||||
# Symbol-only key
|
||||
broker.update_price(key, price)
|
||||
|
||||
def update_all_brokers(self, price_updates: Dict[str, float]) -> List[Dict]:
|
||||
"""
|
||||
Update all brokers and return fill events.
|
||||
|
||||
Called from strategy_execution_loop for single-owner polling.
|
||||
|
||||
:param price_updates: Dict mapping symbol to price.
|
||||
:return: List of fill events with user_id and broker_kind added.
|
||||
"""
|
||||
events = []
|
||||
|
||||
# Update prices for paper brokers
|
||||
self.set_prices(price_updates)
|
||||
|
||||
# Process paper brokers
|
||||
for user_id, broker in self._paper_brokers.items():
|
||||
try:
|
||||
fill_events = broker.update()
|
||||
for e in fill_events:
|
||||
e['user_id'] = user_id
|
||||
e['broker_kind'] = 'paper'
|
||||
e['broker_key'] = 'paper'
|
||||
events.extend(fill_events)
|
||||
|
||||
# Save state after updates
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
broker.save_state(state_id)
|
||||
except Exception as ex:
|
||||
logger.error(f"Error updating paper broker for user {user_id}: {ex}")
|
||||
|
||||
# Process live brokers
|
||||
for user_id, brokers in self._live_brokers.items():
|
||||
for broker_key, broker in brokers.items():
|
||||
try:
|
||||
fill_events = broker.update()
|
||||
for e in fill_events:
|
||||
e['user_id'] = user_id
|
||||
e['broker_kind'] = 'live'
|
||||
e['broker_key'] = broker_key
|
||||
events.extend(fill_events)
|
||||
|
||||
# Save state after updates
|
||||
state_id = f"manual_live_{user_id}_{broker_key}"
|
||||
broker.save_state(state_id)
|
||||
except Exception as ex:
|
||||
logger.error(f"Error updating live broker {broker_key} for user {user_id}: {ex}")
|
||||
|
||||
return events
|
||||
|
||||
def get_all_open_orders(self, user_id: int) -> List[Dict]:
|
||||
"""
|
||||
Get all open orders for a user across all brokers.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:return: List of open order dicts with broker_key added.
|
||||
"""
|
||||
orders = []
|
||||
|
||||
# Paper broker orders
|
||||
if user_id in self._paper_brokers:
|
||||
broker = self._paper_brokers[user_id]
|
||||
for order in broker.get_open_orders():
|
||||
order['broker_key'] = 'paper'
|
||||
order['broker_kind'] = 'paper'
|
||||
orders.append(order)
|
||||
|
||||
# Live broker orders
|
||||
if user_id in self._live_brokers:
|
||||
for broker_key, broker in self._live_brokers[user_id].items():
|
||||
try:
|
||||
for order in broker.get_open_orders():
|
||||
order['broker_key'] = broker_key
|
||||
order['broker_kind'] = 'live'
|
||||
orders.append(order)
|
||||
except Exception as e:
|
||||
logger.warning(f"Could not get orders from {broker_key}: {e}")
|
||||
|
||||
return orders
|
||||
|
||||
def get_all_positions(self, user_id: int) -> List[Dict]:
|
||||
"""
|
||||
Get all positions for a user across all brokers.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:return: List of position dicts with broker_key added.
|
||||
"""
|
||||
positions = []
|
||||
|
||||
# Paper broker positions
|
||||
if user_id in self._paper_brokers:
|
||||
broker = self._paper_brokers[user_id]
|
||||
for pos in broker.get_all_positions():
|
||||
pos_dict = pos.to_dict()
|
||||
pos_dict['broker_key'] = 'paper'
|
||||
pos_dict['broker_kind'] = 'paper'
|
||||
positions.append(pos_dict)
|
||||
|
||||
# Live broker positions
|
||||
if user_id in self._live_brokers:
|
||||
for broker_key, broker in self._live_brokers[user_id].items():
|
||||
try:
|
||||
for pos in broker.get_all_positions():
|
||||
pos_dict = pos.to_dict()
|
||||
pos_dict['broker_key'] = broker_key
|
||||
pos_dict['broker_kind'] = 'live'
|
||||
positions.append(pos_dict)
|
||||
except Exception as e:
|
||||
logger.warning(f"Could not get positions from {broker_key}: {e}")
|
||||
|
||||
return positions
|
||||
|
||||
def cancel_order(self, user_id: int, order_id: str, broker_key: str) -> Dict:
|
||||
"""
|
||||
Cancel an open order.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param order_id: The order ID to cancel.
|
||||
:param broker_key: The broker key ('paper' or 'exchange_mode').
|
||||
:return: Dict with success status and message.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return {"success": False, "message": f"Broker not found: {broker_key}"}
|
||||
|
||||
try:
|
||||
result = broker.cancel_order(order_id)
|
||||
if result:
|
||||
# Save state after cancel
|
||||
if broker_key == 'paper':
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
else:
|
||||
state_id = f"manual_live_{user_id}_{broker_key}"
|
||||
broker.save_state(state_id)
|
||||
|
||||
return {
|
||||
"success": result,
|
||||
"message": "Order cancelled" if result else "Failed to cancel order"
|
||||
}
|
||||
except Exception as e:
|
||||
logger.error(f"Error cancelling order {order_id}: {e}")
|
||||
return {"success": False, "message": str(e)}
|
||||
|
||||
def close_position(self, user_id: int, symbol: str, broker_key: str) -> Dict:
|
||||
"""
|
||||
Close an entire position (position-first operation).
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param symbol: Trading symbol to close.
|
||||
:param broker_key: The broker key ('paper' or 'exchange_mode').
|
||||
:return: Dict with success status and OrderResult details.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return {"success": False, "message": f"Broker not found: {broker_key}"}
|
||||
|
||||
try:
|
||||
result = broker.close_position(symbol)
|
||||
|
||||
if result.success:
|
||||
# Save state after close
|
||||
if broker_key == 'paper':
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
else:
|
||||
state_id = f"manual_live_{user_id}_{broker_key}"
|
||||
broker.save_state(state_id)
|
||||
|
||||
return {
|
||||
"success": result.success,
|
||||
"message": result.message,
|
||||
"order_id": result.order_id,
|
||||
"status": getattr(result.status, 'value', result.status),
|
||||
"filled_qty": result.filled_qty,
|
||||
"filled_price": result.filled_price
|
||||
}
|
||||
except Exception as e:
|
||||
logger.error(f"Error closing position {symbol}: {e}")
|
||||
return {"success": False, "message": str(e)}
|
||||
|
||||
def get_position(self, user_id: int, symbol: str, broker_key: str) -> Optional[Position]:
|
||||
"""
|
||||
Get a specific position.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param symbol: Trading symbol.
|
||||
:param broker_key: The broker key.
|
||||
:return: Position or None.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return None
|
||||
return broker.get_position(symbol)
|
||||
|
||||
def place_order(
|
||||
self,
|
||||
user_id: int,
|
||||
broker_key: str,
|
||||
symbol: str,
|
||||
side: OrderSide,
|
||||
order_type: OrderType,
|
||||
size: float,
|
||||
price: Optional[float] = None
|
||||
) -> OrderResult:
|
||||
"""
|
||||
Place an order through the specified broker.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param broker_key: The broker key ('paper' or 'exchange_mode').
|
||||
:param symbol: Trading symbol.
|
||||
:param side: OrderSide.BUY or OrderSide.SELL.
|
||||
:param order_type: OrderType.MARKET or OrderType.LIMIT.
|
||||
:param size: Order size.
|
||||
:param price: Limit price (required for limit orders).
|
||||
:return: OrderResult.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=f"Broker not found: {broker_key}"
|
||||
)
|
||||
|
||||
try:
|
||||
result = broker.place_order(
|
||||
symbol=symbol,
|
||||
side=side,
|
||||
order_type=order_type,
|
||||
size=size,
|
||||
price=price
|
||||
)
|
||||
|
||||
if result.success:
|
||||
# Save state after order
|
||||
if broker_key == 'paper':
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
else:
|
||||
state_id = f"manual_live_{user_id}_{broker_key}"
|
||||
broker.save_state(state_id)
|
||||
|
||||
return result
|
||||
except Exception as e:
|
||||
logger.error(f"Error placing order: {e}")
|
||||
return OrderResult(success=False, message=str(e))
|
||||
|
||||
def _get_broker(self, user_id: int, broker_key: str, create_paper: bool = True):
|
||||
"""
|
||||
Get a broker by user_id and broker_key.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param broker_key: 'paper' or 'exchange_mode' format.
|
||||
:param create_paper: If True, create paper broker on-demand (loads saved state).
|
||||
:return: Broker instance or None.
|
||||
"""
|
||||
if broker_key == 'paper':
|
||||
if user_id in self._paper_brokers:
|
||||
return self._paper_brokers[user_id]
|
||||
# Create paper broker on-demand (this loads saved state)
|
||||
if create_paper:
|
||||
return self.get_paper_broker(user_id)
|
||||
return None
|
||||
|
||||
if user_id in self._live_brokers:
|
||||
return self._live_brokers[user_id].get(broker_key)
|
||||
|
||||
return None
|
||||
|
||||
def get_broker_balance(self, user_id: int, broker_key: str) -> float:
|
||||
"""
|
||||
Get the total balance/equity for a broker.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param broker_key: The broker key.
|
||||
:return: Total balance.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return 0.0
|
||||
return broker.get_balance()
|
||||
|
||||
def reset_paper_broker(self, user_id: int) -> Dict:
|
||||
"""
|
||||
Reset the paper broker for a user to initial state.
|
||||
|
||||
Clears all positions, orders, and restores the initial balance.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:return: Dict with success status and new balance.
|
||||
"""
|
||||
broker = self._paper_brokers.get(user_id)
|
||||
if not broker:
|
||||
# Create a fresh broker if one doesn't exist
|
||||
broker = self.get_paper_broker(user_id)
|
||||
|
||||
try:
|
||||
broker.reset()
|
||||
|
||||
# Save the reset state
|
||||
state_id = f"manual_paper_{user_id}"
|
||||
broker.save_state(state_id)
|
||||
|
||||
logger.info(f"Reset paper broker for user {user_id}, balance: {broker.initial_balance}")
|
||||
return {
|
||||
"success": True,
|
||||
"message": "Paper trading balance reset successfully",
|
||||
"balance": broker.initial_balance
|
||||
}
|
||||
except Exception as e:
|
||||
logger.error(f"Error resetting paper broker for user {user_id}: {e}")
|
||||
return {"success": False, "message": str(e)}
|
||||
|
||||
def get_available_balance(self, user_id: int, broker_key: str) -> float:
|
||||
"""
|
||||
Get the available balance (not locked in orders).
|
||||
|
||||
:param user_id: The user ID.
|
||||
:param broker_key: The broker key.
|
||||
:return: Available balance.
|
||||
"""
|
||||
broker = self._get_broker(user_id, broker_key)
|
||||
if not broker:
|
||||
return 0.0
|
||||
return broker.get_available_balance()
|
||||
|
||||
def recover_brokers_for_trades(self, trades: List[Any], get_username_func) -> int:
|
||||
"""
|
||||
Recover/recreate brokers for persisted trades after a restart.
|
||||
|
||||
This ensures that broker-managed trades are properly tracked after
|
||||
the application restarts. Should be called after loading trades from DB.
|
||||
|
||||
:param trades: List of Trade objects with broker_order_id.
|
||||
:param get_username_func: Function that takes user_id and returns username.
|
||||
:return: Number of brokers recovered.
|
||||
"""
|
||||
recovered = 0
|
||||
|
||||
# Group trades by (user_id, broker_kind, broker_key)
|
||||
broker_needed: Dict[tuple, Dict] = {}
|
||||
|
||||
for trade in trades:
|
||||
if not trade.broker_order_id:
|
||||
continue # Not a broker-managed trade
|
||||
|
||||
user_id = trade.creator
|
||||
if not user_id:
|
||||
continue
|
||||
|
||||
if trade.broker_kind == 'paper':
|
||||
key = (user_id, 'paper', 'paper')
|
||||
broker_needed[key] = {'kind': 'paper'}
|
||||
elif trade.broker_kind == 'live' and trade.broker_exchange and trade.broker_mode:
|
||||
broker_key = f"{trade.broker_exchange}_{trade.broker_mode}"
|
||||
testnet = trade.broker_mode == 'testnet'
|
||||
key = (user_id, 'live', broker_key)
|
||||
broker_needed[key] = {
|
||||
'kind': 'live',
|
||||
'exchange': trade.broker_exchange,
|
||||
'testnet': testnet
|
||||
}
|
||||
|
||||
# Recreate each needed broker
|
||||
for (user_id, kind, broker_key), info in broker_needed.items():
|
||||
try:
|
||||
if kind == 'paper':
|
||||
# Check if already exists
|
||||
if user_id not in self._paper_brokers:
|
||||
self.get_paper_broker(user_id)
|
||||
logger.info(f"Recovered paper broker for user {user_id}")
|
||||
recovered += 1
|
||||
else:
|
||||
# Live broker
|
||||
if user_id not in self._live_brokers or broker_key not in self._live_brokers.get(user_id, {}):
|
||||
user_name = get_username_func(user_id)
|
||||
if user_name:
|
||||
broker = self.get_live_broker(
|
||||
user_id=user_id,
|
||||
exchange_name=info['exchange'],
|
||||
testnet=info['testnet'],
|
||||
user_name=user_name
|
||||
)
|
||||
if broker:
|
||||
logger.info(f"Recovered live broker {broker_key} for user {user_id}")
|
||||
recovered += 1
|
||||
else:
|
||||
logger.warning(f"Could not recover live broker {broker_key} for user {user_id}")
|
||||
except Exception as e:
|
||||
logger.error(f"Error recovering broker {broker_key} for user {user_id}: {e}")
|
||||
|
||||
return recovered
|
||||
|
||||
def get_active_paper_user_ids(self) -> List[int]:
|
||||
"""Return user IDs with active paper brokers."""
|
||||
return list(self._paper_brokers.keys())
|
||||
|
||||
def get_required_price_feeds(self, user_id: int) -> List[tuple]:
|
||||
"""
|
||||
Get (exchange, symbol) pairs needed for P&L updates.
|
||||
|
||||
Derived from positions and open orders, NOT from Trade.exchange.
|
||||
Returns list of (exchange, symbol) tuples where exchange may be None
|
||||
for positions/orders without a specified price source.
|
||||
|
||||
:param user_id: The user ID.
|
||||
:return: List of (exchange, symbol) tuples.
|
||||
"""
|
||||
feeds = set()
|
||||
broker = self._paper_brokers.get(user_id)
|
||||
if broker:
|
||||
# From positions
|
||||
for pos in broker.get_all_positions():
|
||||
if pos.price_source:
|
||||
feeds.add((pos.price_source, pos.symbol))
|
||||
else:
|
||||
# Fallback: no exchange specified, use symbol only
|
||||
feeds.add((None, pos.symbol))
|
||||
# From open orders
|
||||
for order in broker.get_open_orders():
|
||||
exchange = order.get('exchange')
|
||||
symbol = order.get('symbol')
|
||||
if symbol:
|
||||
feeds.add((exchange, symbol))
|
||||
return list(feeds)
|
||||
|
|
@ -36,6 +36,7 @@ class Charts {
|
|||
this.candleSeries = this.chart_1.addSeries(LightweightCharts.CandlestickSeries);
|
||||
|
||||
// Initialize the candlestick series if price_history is available
|
||||
this.price_history = this._normalizeCandles(this.price_history);
|
||||
if (this.price_history && this.price_history.length > 0) {
|
||||
this.candleSeries.setData(this.price_history);
|
||||
console.log(`Candle series initialized with ${this.price_history.length} candles`);
|
||||
|
|
@ -48,8 +49,110 @@ class Charts {
|
|||
}
|
||||
|
||||
update_main_chart(new_candle){
|
||||
const normalizedCandle = this._normalizeCandle(new_candle);
|
||||
if (!normalizedCandle) {
|
||||
console.warn('Skipping invalid candle update:', new_candle);
|
||||
return;
|
||||
}
|
||||
|
||||
const lastCandle = Array.isArray(this.price_history) && this.price_history.length > 0
|
||||
? this.price_history[this.price_history.length - 1]
|
||||
: null;
|
||||
if (lastCandle && normalizedCandle.time < lastCandle.time) {
|
||||
console.warn('Skipping stale candle update:', normalizedCandle, 'last:', lastCandle);
|
||||
return;
|
||||
}
|
||||
|
||||
// Update candlestick series
|
||||
this.candleSeries.update(new_candle);
|
||||
this.candleSeries.update(normalizedCandle);
|
||||
|
||||
// Keep local price history aligned with the live chart series.
|
||||
if (!Array.isArray(this.price_history)) {
|
||||
this.price_history = [];
|
||||
}
|
||||
|
||||
const lastIndex = this.price_history.length - 1;
|
||||
if (lastIndex >= 0 && this.price_history[lastIndex].time === normalizedCandle.time) {
|
||||
this.price_history[lastIndex] = normalizedCandle;
|
||||
} else if (lastIndex < 0 || this.price_history[lastIndex].time < normalizedCandle.time) {
|
||||
this.price_history.push(normalizedCandle);
|
||||
}
|
||||
}
|
||||
|
||||
_normalizeCandleTime(rawTime) {
|
||||
if (rawTime === null || rawTime === undefined) {
|
||||
return null;
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'number' && Number.isFinite(rawTime)) {
|
||||
return rawTime > 1e12 ? Math.floor(rawTime / 1000) : Math.floor(rawTime);
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'string') {
|
||||
const numericValue = Number(rawTime);
|
||||
if (Number.isFinite(numericValue)) {
|
||||
return this._normalizeCandleTime(numericValue);
|
||||
}
|
||||
|
||||
const parsedTime = Date.parse(rawTime);
|
||||
if (!Number.isNaN(parsedTime)) {
|
||||
return Math.floor(parsedTime / 1000);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
if (rawTime instanceof Date) {
|
||||
return Math.floor(rawTime.getTime() / 1000);
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'object') {
|
||||
if (
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'year') &&
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'month') &&
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'day')
|
||||
) {
|
||||
return Math.floor(Date.UTC(rawTime.year, rawTime.month - 1, rawTime.day) / 1000);
|
||||
}
|
||||
|
||||
for (const key of ['timestamp', 'time', 'value', '$date']) {
|
||||
if (Object.prototype.hasOwnProperty.call(rawTime, key)) {
|
||||
return this._normalizeCandleTime(rawTime[key]);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
_normalizeCandle(candle) {
|
||||
if (!candle) {
|
||||
return null;
|
||||
}
|
||||
|
||||
const time = this._normalizeCandleTime(candle.time);
|
||||
if (time === null) {
|
||||
return null;
|
||||
}
|
||||
|
||||
return {
|
||||
...candle,
|
||||
time,
|
||||
open: parseFloat(candle.open),
|
||||
high: parseFloat(candle.high),
|
||||
low: parseFloat(candle.low),
|
||||
close: parseFloat(candle.close)
|
||||
};
|
||||
}
|
||||
|
||||
_normalizeCandles(candles) {
|
||||
if (!Array.isArray(candles)) {
|
||||
return [];
|
||||
}
|
||||
|
||||
return candles
|
||||
.map(candle => this._normalizeCandle(candle))
|
||||
.filter(candle => candle !== null)
|
||||
.sort((a, b) => a.time - b.time);
|
||||
}
|
||||
|
||||
create_RSI_chart(){
|
||||
|
|
|
|||
|
|
@ -216,6 +216,57 @@ class Comms {
|
|||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Normalize incoming candle times to UTC seconds for lightweight-charts.
|
||||
* EDM data occasionally arrives nested or as ISO strings.
|
||||
* @param {*} rawTime
|
||||
* @returns {number|null}
|
||||
*/
|
||||
_normalizeCandleTime(rawTime) {
|
||||
if (rawTime === null || rawTime === undefined) {
|
||||
return null;
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'number' && Number.isFinite(rawTime)) {
|
||||
return rawTime > 1e12 ? Math.floor(rawTime / 1000) : Math.floor(rawTime);
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'string') {
|
||||
const numericValue = Number(rawTime);
|
||||
if (Number.isFinite(numericValue)) {
|
||||
return this._normalizeCandleTime(numericValue);
|
||||
}
|
||||
|
||||
const parsedTime = Date.parse(rawTime);
|
||||
if (!Number.isNaN(parsedTime)) {
|
||||
return Math.floor(parsedTime / 1000);
|
||||
}
|
||||
return null;
|
||||
}
|
||||
|
||||
if (rawTime instanceof Date) {
|
||||
return Math.floor(rawTime.getTime() / 1000);
|
||||
}
|
||||
|
||||
if (typeof rawTime === 'object') {
|
||||
if (
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'year') &&
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'month') &&
|
||||
Object.prototype.hasOwnProperty.call(rawTime, 'day')
|
||||
) {
|
||||
return Math.floor(Date.UTC(rawTime.year, rawTime.month - 1, rawTime.day) / 1000);
|
||||
}
|
||||
|
||||
for (const key of ['timestamp', 'time', 'value', '$date']) {
|
||||
if (Object.prototype.hasOwnProperty.call(rawTime, key)) {
|
||||
return this._normalizeCandleTime(rawTime[key]);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return null;
|
||||
}
|
||||
|
||||
/* Callback declarations */
|
||||
|
||||
candleUpdate(newCandle) {
|
||||
|
|
@ -345,14 +396,17 @@ class Comms {
|
|||
const candles = data.candles || [];
|
||||
|
||||
// EDM already sends time in seconds, no conversion needed
|
||||
return candles.map(c => ({
|
||||
time: c.time,
|
||||
open: c.open,
|
||||
high: c.high,
|
||||
low: c.low,
|
||||
close: c.close,
|
||||
volume: c.volume
|
||||
}));
|
||||
return candles
|
||||
.map(c => ({
|
||||
time: this._normalizeCandleTime(c.time),
|
||||
open: parseFloat(c.open),
|
||||
high: parseFloat(c.high),
|
||||
low: parseFloat(c.low),
|
||||
close: parseFloat(c.close),
|
||||
volume: parseFloat(c.volume)
|
||||
}))
|
||||
.filter(c => c.time !== null)
|
||||
.sort((a, b) => a.time - b.time);
|
||||
}
|
||||
|
||||
/**
|
||||
|
|
@ -571,8 +625,13 @@ class Comms {
|
|||
|
||||
if (messageType === 'candle') {
|
||||
const candle = message.data;
|
||||
const candleTime = this._normalizeCandleTime(candle.time);
|
||||
if (candleTime === null) {
|
||||
console.warn('Skipping candle with invalid time payload:', candle.time);
|
||||
return;
|
||||
}
|
||||
const newCandle = {
|
||||
time: candle.time, // EDM sends time in seconds
|
||||
time: candleTime,
|
||||
open: parseFloat(candle.open),
|
||||
high: parseFloat(candle.high),
|
||||
low: parseFloat(candle.low),
|
||||
|
|
|
|||
|
|
@ -16,19 +16,25 @@ class TradeUIManager {
|
|||
this.exchangeSelect = null;
|
||||
this.testnetCheckbox = null;
|
||||
this.testnetRow = null;
|
||||
this.stopLossInput = null;
|
||||
this.takeProfitInput = null;
|
||||
this.timeInForceSelect = null;
|
||||
this.exchangeRow = null;
|
||||
this.sltpRow = null;
|
||||
this.onCloseTrade = null;
|
||||
|
||||
// Exchanges known to support testnet/sandbox mode
|
||||
// Exchanges known to support testnet/sandbox mode in ccxt
|
||||
// IMPORTANT: Only include exchanges with verified working sandbox URLs
|
||||
// KuCoin does NOT have sandbox support - removed to prevent real trades!
|
||||
this.testnetSupportedExchanges = [
|
||||
'binance', 'binanceus', 'binanceusdm', 'binancecoinm',
|
||||
'kucoin', 'kucoinfutures',
|
||||
'bybit',
|
||||
'okx', 'okex',
|
||||
'bitget',
|
||||
'bitmex',
|
||||
'deribit',
|
||||
'phemex',
|
||||
'mexc'
|
||||
'phemex'
|
||||
// Removed: 'kucoin', 'kucoinfutures', 'mexc' - no sandbox support
|
||||
];
|
||||
}
|
||||
|
||||
|
|
@ -50,7 +56,12 @@ class TradeUIManager {
|
|||
symbolId = 'tradeSymbol',
|
||||
exchangeId = 'tradeExchange',
|
||||
testnetId = 'tradeTestnet',
|
||||
testnetRowId = 'testnet-row'
|
||||
testnetRowId = 'testnet-row',
|
||||
stopLossId = 'stopLoss',
|
||||
takeProfitId = 'takeProfit',
|
||||
timeInForceId = 'timeInForce',
|
||||
exchangeRowId = 'exchange-row',
|
||||
sltpRowId = 'sltp-row'
|
||||
} = config;
|
||||
|
||||
this.targetEl = document.getElementById(targetId);
|
||||
|
|
@ -74,6 +85,11 @@ class TradeUIManager {
|
|||
this.exchangeSelect = document.getElementById(exchangeId);
|
||||
this.testnetCheckbox = document.getElementById(testnetId);
|
||||
this.testnetRow = document.getElementById(testnetRowId);
|
||||
this.stopLossInput = document.getElementById(stopLossId);
|
||||
this.takeProfitInput = document.getElementById(takeProfitId);
|
||||
this.timeInForceSelect = document.getElementById(timeInForceId);
|
||||
this.exchangeRow = document.getElementById(exchangeRowId);
|
||||
this.sltpRow = document.getElementById(sltpRowId);
|
||||
|
||||
// Set up event listeners
|
||||
this._setupFormListeners();
|
||||
|
|
@ -120,10 +136,13 @@ class TradeUIManager {
|
|||
this.qtyInput.addEventListener('input', updateTradeValue);
|
||||
}
|
||||
|
||||
// Trade target (exchange) changes affect testnet visibility
|
||||
// Trade target (exchange) changes affect testnet visibility, exchange row, and SELL availability
|
||||
if (this.targetSelect) {
|
||||
this.targetSelect.addEventListener('change', () => {
|
||||
this._updateTestnetVisibility();
|
||||
this._updateExchangeRowVisibility();
|
||||
this._updateSellAvailability();
|
||||
this._updateSltpVisibility();
|
||||
});
|
||||
}
|
||||
|
||||
|
|
@ -134,6 +153,27 @@ class TradeUIManager {
|
|||
await this._populateSymbolDropdown(selectedExchange, null);
|
||||
});
|
||||
}
|
||||
|
||||
// Symbol changes affect SELL availability
|
||||
if (this.symbolInput) {
|
||||
this.symbolInput.addEventListener('change', () => {
|
||||
this._updateSellAvailability();
|
||||
});
|
||||
}
|
||||
|
||||
// Testnet checkbox changes affect broker key, thus SELL availability
|
||||
if (this.testnetCheckbox) {
|
||||
this.testnetCheckbox.addEventListener('change', () => {
|
||||
this._updateSellAvailability();
|
||||
});
|
||||
}
|
||||
|
||||
// Side changes affect SL/TP visibility (not applicable for SELL/close)
|
||||
if (this.sideSelect) {
|
||||
this.sideSelect.addEventListener('change', () => {
|
||||
this._updateSltpVisibility();
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
|
|
@ -274,6 +314,47 @@ class TradeUIManager {
|
|||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Updates exchange row visibility based on trade mode.
|
||||
* Paper trades use a single synthetic market, so exchange selection is irrelevant.
|
||||
*/
|
||||
_updateExchangeRowVisibility() {
|
||||
if (!this.exchangeRow || !this.targetSelect) return;
|
||||
|
||||
const selectedTarget = this.targetSelect.value;
|
||||
const isPaperTrade = selectedTarget === 'test_exchange';
|
||||
|
||||
if (isPaperTrade) {
|
||||
// Hide exchange row for paper trading (uses single synthetic market)
|
||||
this.exchangeRow.style.display = 'none';
|
||||
} else {
|
||||
// Show exchange row for live exchanges
|
||||
this.exchangeRow.style.display = 'contents';
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Updates SL/TP row visibility based on supported mode and side.
|
||||
* Manual SL/TP is currently supported for paper BUY orders only.
|
||||
*/
|
||||
_updateSltpVisibility() {
|
||||
if (!this.sltpRow || !this.sideSelect || !this.targetSelect) return;
|
||||
|
||||
const side = this.sideSelect.value.toLowerCase();
|
||||
const isPaperTrade = this.targetSelect.value === 'test_exchange';
|
||||
|
||||
if (!isPaperTrade || side === 'sell') {
|
||||
// Hide SL/TP when unsupported or not applicable.
|
||||
this.sltpRow.style.display = 'none';
|
||||
// Clear values to avoid submitting stale unsupported inputs.
|
||||
if (this.stopLossInput) this.stopLossInput.value = '';
|
||||
if (this.takeProfitInput) this.takeProfitInput.value = '';
|
||||
} else {
|
||||
// Show SL/TP for paper BUY orders.
|
||||
this.sltpRow.style.display = 'contents';
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Populates the exchange selector with connected exchanges.
|
||||
* @param {string[]} connectedExchanges - List of connected exchange names.
|
||||
|
|
@ -358,6 +439,9 @@ class TradeUIManager {
|
|||
// Reset form values
|
||||
if (this.qtyInput) this.qtyInput.value = '';
|
||||
if (this.tradeValueDisplay) this.tradeValueDisplay.value = '0';
|
||||
if (this.stopLossInput) this.stopLossInput.value = '';
|
||||
if (this.takeProfitInput) this.takeProfitInput.value = '';
|
||||
if (this.timeInForceSelect) this.timeInForceSelect.value = 'GTC';
|
||||
|
||||
// Set current price if available
|
||||
if (currentPrice !== null) {
|
||||
|
|
@ -377,18 +461,30 @@ class TradeUIManager {
|
|||
const exchangeToUse = chartExchange || 'binance';
|
||||
await this._populateSymbolDropdown(exchangeToUse, symbol);
|
||||
|
||||
// Reset to paper trade and hide testnet row
|
||||
// Reset to paper trade and hide testnet/exchange rows
|
||||
if (this.targetSelect) {
|
||||
this.targetSelect.value = 'test_exchange';
|
||||
}
|
||||
if (this.testnetRow) {
|
||||
this.testnetRow.style.display = 'none';
|
||||
}
|
||||
if (this.exchangeRow) {
|
||||
// Hide exchange row for paper trading (uses single synthetic market)
|
||||
this.exchangeRow.style.display = 'none';
|
||||
}
|
||||
if (this.testnetCheckbox) {
|
||||
this.testnetCheckbox.checked = true;
|
||||
}
|
||||
// Reset side to BUY
|
||||
if (this.sideSelect) {
|
||||
this.sideSelect.value = 'buy';
|
||||
}
|
||||
|
||||
this.formElement.style.display = 'grid';
|
||||
|
||||
// Update SELL availability based on current broker/symbol
|
||||
await this._updateSellAvailability();
|
||||
this._updateSltpVisibility();
|
||||
}
|
||||
|
||||
/**
|
||||
|
|
@ -640,6 +736,554 @@ class TradeUIManager {
|
|||
registerCloseTradeCallback(callback) {
|
||||
this.onCloseTrade = callback;
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the callback function for full refresh (trades + statistics).
|
||||
* @param {Function} callback - The callback function.
|
||||
*/
|
||||
registerRefreshCallback(callback) {
|
||||
this.onRefresh = callback;
|
||||
}
|
||||
|
||||
/**
|
||||
* Sets the callback function for position-close updates.
|
||||
* @param {Function} callback - The callback function.
|
||||
*/
|
||||
registerPositionClosedCallback(callback) {
|
||||
this.onPositionClosed = callback;
|
||||
}
|
||||
|
||||
// ============ Broker Event Listeners ============
|
||||
|
||||
/**
|
||||
* Initialize broker event listeners through Comms.
|
||||
* @param {Comms} comms - The communications instance.
|
||||
*/
|
||||
initBrokerListeners(comms) {
|
||||
if (!comms) return;
|
||||
|
||||
// Listen for order fill events via existing message/reply pattern
|
||||
comms.on('order_filled', (data) => {
|
||||
console.log('Order filled:', data);
|
||||
this.refreshAll();
|
||||
});
|
||||
|
||||
comms.on('order_cancelled', (data) => {
|
||||
console.log('Order cancelled:', data);
|
||||
this.refreshAll();
|
||||
});
|
||||
|
||||
comms.on('position_closed', (data) => {
|
||||
console.log('Position closed:', data);
|
||||
if (this.onPositionClosed) {
|
||||
this.onPositionClosed(data);
|
||||
} else {
|
||||
this.refreshAll();
|
||||
}
|
||||
});
|
||||
|
||||
comms.on('sltp_triggered', (data) => {
|
||||
console.log('SL/TP triggered:', data);
|
||||
const triggerName = data.trigger === 'stop_loss' ? 'Stop Loss' : 'Take Profit';
|
||||
const pnl = data.pnl != null ? data.pnl.toFixed(2) : 'N/A';
|
||||
alert(`${triggerName} triggered for ${data.symbol}\nPrice: ${data.trigger_price}\nP/L: ${pnl}`);
|
||||
this.refreshAll();
|
||||
});
|
||||
}
|
||||
|
||||
// ============ Open Orders Section ============
|
||||
|
||||
/**
|
||||
* Render open orders section.
|
||||
* @param {Object[]} orders - List of open order dicts.
|
||||
*/
|
||||
renderOrders(orders) {
|
||||
const container = document.getElementById('openOrdersContainer');
|
||||
if (!container) return;
|
||||
|
||||
container.innerHTML = '';
|
||||
|
||||
if (!orders || orders.length === 0) {
|
||||
container.innerHTML = '<p class="no-data-msg">No open orders</p>';
|
||||
return;
|
||||
}
|
||||
|
||||
const table = document.createElement('table');
|
||||
table.className = 'orders-table';
|
||||
table.innerHTML = `
|
||||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Side</th>
|
||||
<th>Size</th>
|
||||
<th>Price</th>
|
||||
<th>Broker</th>
|
||||
<th>Action</th>
|
||||
</tr>
|
||||
`;
|
||||
|
||||
for (const order of orders) {
|
||||
const row = document.createElement('tr');
|
||||
const sideClass = (order.side || '').toLowerCase() === 'buy' ? 'order-buy' : 'order-sell';
|
||||
row.className = `order-row ${sideClass}`;
|
||||
row.innerHTML = `
|
||||
<td>${order.symbol || 'N/A'}</td>
|
||||
<td>${(order.side || '').toUpperCase()}</td>
|
||||
<td>${this._formatNumber(order.size)}</td>
|
||||
<td>${order.price ? this._formatPrice(order.price) : 'MARKET'}</td>
|
||||
<td>${order.broker_key || 'paper'}</td>
|
||||
<td>
|
||||
<button class="btn-cancel" onclick="UI.trade.cancelOrder('${order.order_id}', '${order.broker_key || 'paper'}')">
|
||||
Cancel
|
||||
</button>
|
||||
</td>
|
||||
`;
|
||||
table.appendChild(row);
|
||||
}
|
||||
container.appendChild(table);
|
||||
}
|
||||
|
||||
// ============ Positions Section ============
|
||||
|
||||
/**
|
||||
* Render positions section.
|
||||
* @param {Object[]} positions - List of position dicts.
|
||||
*/
|
||||
renderPositions(positions) {
|
||||
const container = document.getElementById('positionsContainer');
|
||||
if (!container) return;
|
||||
|
||||
container.innerHTML = '';
|
||||
|
||||
// Filter out closed positions (size <= 0)
|
||||
const openPositions = (positions || []).filter(pos => pos.size && Math.abs(pos.size) > 0);
|
||||
|
||||
if (openPositions.length === 0) {
|
||||
container.innerHTML = '<p class="no-data-msg">No open positions</p>';
|
||||
return;
|
||||
}
|
||||
|
||||
for (const pos of openPositions) {
|
||||
const card = this._createPositionCard(pos);
|
||||
container.appendChild(card);
|
||||
}
|
||||
}
|
||||
|
||||
_createPositionCard(position) {
|
||||
const card = document.createElement('div');
|
||||
card.className = 'position-card';
|
||||
|
||||
const pl = position.unrealized_pnl || 0;
|
||||
const plClass = pl >= 0 ? 'positive' : 'negative';
|
||||
const plSign = pl >= 0 ? '+' : '';
|
||||
|
||||
// Price source for tooltip (shows which exchange's prices are used for P&L)
|
||||
const priceSource = position.price_source || 'default';
|
||||
card.title = `P&L uses ${priceSource} prices`;
|
||||
|
||||
card.innerHTML = `
|
||||
<div class="position-header">
|
||||
<span class="position-symbol">${position.symbol || 'N/A'}</span>
|
||||
<span class="position-broker">${position.broker_key || 'paper'}</span>
|
||||
</div>
|
||||
<div class="position-details">
|
||||
<div class="position-row">
|
||||
<span>Size:</span>
|
||||
<span>${this._formatNumber(position.size)}</span>
|
||||
</div>
|
||||
<div class="position-row">
|
||||
<span>Entry:</span>
|
||||
<span>${position.entry_price ? this._formatPrice(position.entry_price) : '-'}</span>
|
||||
</div>
|
||||
<div class="position-row">
|
||||
<span>P/L:</span>
|
||||
<span class="position-pl ${plClass}">${plSign}${pl.toFixed(2)}</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="position-actions">
|
||||
<button class="btn-close-position" onclick="UI.trade.closePosition('${position.symbol}', '${position.broker_key || 'paper'}')">
|
||||
Close Position
|
||||
</button>
|
||||
<button class="btn-cancel-orders" onclick="UI.trade.cancelOrdersForSymbol('${position.symbol}', '${position.broker_key || 'paper'}')" title="Cancel resting orders">
|
||||
Cancel
|
||||
</button>
|
||||
</div>
|
||||
`;
|
||||
return card;
|
||||
}
|
||||
|
||||
// ============ History Section ============
|
||||
|
||||
/**
|
||||
* Render trade history section.
|
||||
* @param {Object[]} history - List of trade history dicts.
|
||||
*/
|
||||
renderHistory(history) {
|
||||
const container = document.getElementById('historyContainer');
|
||||
if (!container) return;
|
||||
|
||||
container.innerHTML = '';
|
||||
|
||||
if (!history || history.length === 0) {
|
||||
container.innerHTML = '<p class="no-data-msg">No trade history</p>';
|
||||
return;
|
||||
}
|
||||
|
||||
// Use history-specific card (no close button)
|
||||
for (const trade of history) {
|
||||
try {
|
||||
const card = this._createHistoryCard(trade);
|
||||
container.appendChild(card);
|
||||
} catch (error) {
|
||||
console.error('Error rendering history trade:', error, trade);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Create a history card for settled/cancelled trades.
|
||||
* Unlike active trade cards, history cards have no close button.
|
||||
* @param {Object} trade - The trade data.
|
||||
* @returns {HTMLElement} - The history card element.
|
||||
*/
|
||||
_createHistoryCard(trade) {
|
||||
const card = document.createElement('div');
|
||||
card.className = 'trade-card trade-history';
|
||||
card.setAttribute('data-trade-id', trade.unique_id || trade.tbl_key);
|
||||
|
||||
// Add paper/live class
|
||||
if (trade.is_paper) {
|
||||
card.classList.add('trade-paper');
|
||||
}
|
||||
|
||||
// Add side class
|
||||
const side = (trade.side || 'BUY').toUpperCase();
|
||||
card.classList.add(side === 'BUY' ? 'trade-buy' : 'trade-sell');
|
||||
|
||||
// Status badge (closed/cancelled)
|
||||
const statusBadge = document.createElement('span');
|
||||
statusBadge.className = 'trade-status-badge';
|
||||
statusBadge.textContent = (trade.status || 'closed').toUpperCase();
|
||||
statusBadge.style.cssText = `
|
||||
position: absolute; top: 4px; right: 4px;
|
||||
background: ${trade.status === 'cancelled' ? '#ff9800' : '#9e9e9e'};
|
||||
color: white; padding: 1px 4px; border-radius: 3px; font-size: 9px;
|
||||
`;
|
||||
card.appendChild(statusBadge);
|
||||
|
||||
// Paper badge
|
||||
if (trade.is_paper) {
|
||||
const paperBadge = document.createElement('span');
|
||||
paperBadge.className = 'trade-paper-badge';
|
||||
paperBadge.textContent = 'PAPER';
|
||||
card.appendChild(paperBadge);
|
||||
}
|
||||
|
||||
// Trade info
|
||||
const info = document.createElement('div');
|
||||
info.className = 'trade-info';
|
||||
|
||||
const symbolRow = document.createElement('div');
|
||||
symbolRow.className = 'trade-symbol-row';
|
||||
symbolRow.innerHTML = `
|
||||
<span class="trade-side ${side.toLowerCase()}">${side}</span>
|
||||
<span class="trade-symbol">${trade.symbol || 'N/A'}</span>
|
||||
`;
|
||||
info.appendChild(symbolRow);
|
||||
|
||||
// Stats
|
||||
const stats = trade.stats || {};
|
||||
const qty = stats.qty_filled || trade.base_order_qty || 0;
|
||||
const settledPrice = stats.settled_price || stats.opening_price || trade.order_price || 0;
|
||||
const profit = stats.profit || 0;
|
||||
const profitClass = profit >= 0 ? 'positive' : 'negative';
|
||||
const profitSign = profit >= 0 ? '+' : '';
|
||||
|
||||
info.innerHTML += `
|
||||
<div class="trade-row">
|
||||
<span class="trade-label">Qty:</span>
|
||||
<span class="trade-value">${this._formatNumber(qty)}</span>
|
||||
</div>
|
||||
<div class="trade-row">
|
||||
<span class="trade-label">Price:</span>
|
||||
<span class="trade-value">${this._formatPrice(settledPrice)}</span>
|
||||
</div>
|
||||
<div class="trade-row">
|
||||
<span class="trade-label">P/L:</span>
|
||||
<span class="trade-pl ${profitClass}">${profitSign}${profit.toFixed(2)}</span>
|
||||
</div>
|
||||
`;
|
||||
|
||||
card.appendChild(info);
|
||||
return card;
|
||||
}
|
||||
|
||||
// ============ Refresh Methods ============
|
||||
|
||||
async refreshOrders() {
|
||||
try {
|
||||
const response = await fetch('/api/manual/orders');
|
||||
const data = await response.json();
|
||||
if (data.success) {
|
||||
this.renderOrders(data.orders);
|
||||
}
|
||||
} catch (e) {
|
||||
console.error('Failed to refresh orders:', e);
|
||||
}
|
||||
}
|
||||
|
||||
async refreshPositions() {
|
||||
try {
|
||||
const response = await fetch('/api/manual/positions');
|
||||
const data = await response.json();
|
||||
if (data.success) {
|
||||
this.renderPositions(data.positions);
|
||||
}
|
||||
} catch (e) {
|
||||
console.error('Failed to refresh positions:', e);
|
||||
}
|
||||
}
|
||||
|
||||
async refreshHistory() {
|
||||
try {
|
||||
const response = await fetch('/api/manual/history?limit=20');
|
||||
const data = await response.json();
|
||||
if (data.success) {
|
||||
this.renderHistory(data.history);
|
||||
}
|
||||
} catch (e) {
|
||||
console.error('Failed to refresh history:', e);
|
||||
}
|
||||
}
|
||||
|
||||
refreshAll() {
|
||||
this.refreshOrders();
|
||||
this.refreshPositions();
|
||||
this.refreshHistory();
|
||||
this.updateBrokerStatus();
|
||||
// Call refresh callback to update trades and statistics
|
||||
if (this.onRefresh) {
|
||||
this.onRefresh();
|
||||
}
|
||||
}
|
||||
|
||||
// ============ Broker Actions ============
|
||||
|
||||
/**
|
||||
* Cancel a specific open order via REST API.
|
||||
*/
|
||||
async cancelOrder(orderId, brokerKey) {
|
||||
try {
|
||||
const response = await fetch(`/api/manual/orders/${encodeURIComponent(orderId)}/cancel`, {
|
||||
method: 'POST',
|
||||
headers: { 'Content-Type': 'application/json' },
|
||||
body: JSON.stringify({ broker_key: brokerKey })
|
||||
});
|
||||
const result = await response.json();
|
||||
if (result.success) {
|
||||
this.refreshAll();
|
||||
} else {
|
||||
console.error('Cancel failed:', result.message);
|
||||
alert('Failed to cancel order: ' + result.message);
|
||||
}
|
||||
} catch (error) {
|
||||
console.error('Cancel order error:', error);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Close a position (filled exposure only) via REST API.
|
||||
*/
|
||||
async closePosition(symbol, brokerKey) {
|
||||
try {
|
||||
const response = await fetch(`/api/manual/positions/${encodeURIComponent(symbol)}/close`, {
|
||||
method: 'POST',
|
||||
headers: { 'Content-Type': 'application/json' },
|
||||
body: JSON.stringify({ broker_key: brokerKey })
|
||||
});
|
||||
const result = await response.json();
|
||||
if (result.success) {
|
||||
this.refreshAll();
|
||||
} else {
|
||||
console.error('Close position failed:', result.message);
|
||||
alert('Failed to close position: ' + result.message);
|
||||
}
|
||||
} catch (error) {
|
||||
console.error('Close position error:', error);
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Cancel all resting orders for a symbol (explicit user action).
|
||||
*/
|
||||
async cancelOrdersForSymbol(symbol, brokerKey) {
|
||||
try {
|
||||
const response = await fetch(`/api/manual/orders/symbol/${encodeURIComponent(symbol)}/cancel`, {
|
||||
method: 'POST',
|
||||
headers: { 'Content-Type': 'application/json' },
|
||||
body: JSON.stringify({ broker_key: brokerKey })
|
||||
});
|
||||
const result = await response.json();
|
||||
if (result.success) {
|
||||
this.refreshAll();
|
||||
} else {
|
||||
console.error('Cancel orders failed:', result.message);
|
||||
}
|
||||
} catch (error) {
|
||||
console.error('Cancel orders error:', error);
|
||||
}
|
||||
}
|
||||
|
||||
// ============ Broker Status ============
|
||||
|
||||
/**
|
||||
* Get current broker key based on form selection.
|
||||
*/
|
||||
_getCurrentBrokerKey() {
|
||||
if (!this.targetSelect) return 'paper';
|
||||
const target = this.targetSelect.value;
|
||||
if (target === 'test_exchange' || target === 'paper') return 'paper';
|
||||
|
||||
const testnet = this.testnetCheckbox?.checked ?? true;
|
||||
return `${target}_${testnet ? 'testnet' : 'production'}`;
|
||||
}
|
||||
|
||||
/**
|
||||
* Update broker status bar display.
|
||||
*/
|
||||
async updateBrokerStatus() {
|
||||
const brokerKey = this._getCurrentBrokerKey();
|
||||
const chartExchange = this.data?.exchange || '';
|
||||
|
||||
try {
|
||||
const params = new URLSearchParams({
|
||||
broker_key: brokerKey,
|
||||
exchange: chartExchange
|
||||
});
|
||||
const response = await fetch(`/api/manual/balance?${params.toString()}`);
|
||||
const data = await response.json();
|
||||
if (data.success) {
|
||||
const balanceEl = document.getElementById('brokerBalance');
|
||||
const modeEl = document.getElementById('brokerModeIndicator');
|
||||
|
||||
if (balanceEl) {
|
||||
const balance = data.available ?? data.total ?? 0;
|
||||
// Get currency preference from localStorage (default: USD for paper, USDT for live)
|
||||
const defaultCurrency = brokerKey === 'paper' ? 'USD' : 'USDT';
|
||||
const currency = localStorage.getItem('balanceCurrency') || defaultCurrency;
|
||||
balanceEl.textContent = `Available: $${balance.toFixed(2)} ${currency}`;
|
||||
balanceEl.style.cursor = 'pointer';
|
||||
balanceEl.title = data.source === 'exchange'
|
||||
? `Using ${chartExchange || 'exchange'} chart balance. Click to toggle USD/USDT`
|
||||
: 'Click to toggle USD/USDT';
|
||||
// Add click handler if not already added
|
||||
if (!balanceEl.dataset.clickHandler) {
|
||||
balanceEl.dataset.clickHandler = 'true';
|
||||
balanceEl.addEventListener('click', () => {
|
||||
const current = localStorage.getItem('balanceCurrency') || defaultCurrency;
|
||||
const newCurrency = current === 'USD' ? 'USDT' : 'USD';
|
||||
localStorage.setItem('balanceCurrency', newCurrency);
|
||||
this.updateBrokerStatus();
|
||||
});
|
||||
}
|
||||
}
|
||||
if (modeEl) {
|
||||
if (brokerKey === 'paper') {
|
||||
modeEl.textContent = 'PAPER';
|
||||
modeEl.className = 'mode-badge mode-paper';
|
||||
} else if (brokerKey.includes('testnet')) {
|
||||
modeEl.textContent = 'TESTNET';
|
||||
modeEl.className = 'mode-badge mode-testnet';
|
||||
} else {
|
||||
modeEl.textContent = 'LIVE';
|
||||
modeEl.className = 'mode-badge mode-live';
|
||||
}
|
||||
}
|
||||
}
|
||||
} catch (e) {
|
||||
console.warn('Could not fetch balance:', e);
|
||||
}
|
||||
|
||||
// Update status bar class for reset button visibility
|
||||
const statusBar = document.getElementById('brokerStatusBar');
|
||||
if (statusBar) {
|
||||
statusBar.className = `broker-status-bar mode-${brokerKey === 'paper' ? 'paper' : brokerKey.includes('testnet') ? 'testnet' : 'live'}`;
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Reset paper trading balance to initial state ($10,000).
|
||||
*/
|
||||
async resetPaperBalance() {
|
||||
if (!confirm('Reset paper trading? This will clear all positions, orders, and restore your balance to $10,000 USD.')) {
|
||||
return;
|
||||
}
|
||||
|
||||
try {
|
||||
const response = await fetch('/api/manual/paper/reset', {
|
||||
method: 'POST',
|
||||
headers: { 'Content-Type': 'application/json' }
|
||||
});
|
||||
const data = await response.json();
|
||||
|
||||
if (data.success) {
|
||||
console.log('Paper balance reset:', data);
|
||||
alert(`Paper trading reset! New balance: $${data.balance.toFixed(2)} USD`);
|
||||
this.refreshAll();
|
||||
} else {
|
||||
alert(`Reset failed: ${data.message}`);
|
||||
}
|
||||
} catch (e) {
|
||||
console.error('Error resetting paper balance:', e);
|
||||
alert('Failed to reset paper balance');
|
||||
}
|
||||
}
|
||||
|
||||
// ============ Broker-Aware SELL Disable ============
|
||||
|
||||
/**
|
||||
* Check if position exists for symbol and broker.
|
||||
*/
|
||||
async _checkPositionExists(symbol, brokerKey) {
|
||||
try {
|
||||
const response = await fetch('/api/manual/positions');
|
||||
const data = await response.json();
|
||||
if (data.success && data.positions) {
|
||||
return data.positions.some(p =>
|
||||
p.symbol === symbol &&
|
||||
p.broker_key === brokerKey &&
|
||||
(p.size || 0) > 0
|
||||
);
|
||||
}
|
||||
} catch (e) {
|
||||
console.warn('Could not check position:', e);
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
/**
|
||||
* Update SELL option availability based on position.
|
||||
* If SELL is currently selected but becomes invalid, reset to BUY.
|
||||
*/
|
||||
async _updateSellAvailability() {
|
||||
if (!this.sideSelect || !this.symbolInput) return;
|
||||
|
||||
const symbol = this.symbolInput.value;
|
||||
const brokerKey = this._getCurrentBrokerKey();
|
||||
|
||||
const hasPosition = await this._checkPositionExists(symbol, brokerKey);
|
||||
const sellOption = this.sideSelect.querySelector('option[value="SELL"]');
|
||||
|
||||
if (sellOption) {
|
||||
sellOption.disabled = !hasPosition;
|
||||
sellOption.title = hasPosition ? '' : 'No position to sell. Buy first.';
|
||||
|
||||
// If SELL is currently selected but no longer valid, reset to BUY
|
||||
if (!hasPosition && this.sideSelect.value === 'SELL') {
|
||||
this.sideSelect.value = 'BUY';
|
||||
this._updateSltpVisibility();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
|
@ -805,6 +1449,13 @@ class Trade {
|
|||
// Set up close callback
|
||||
this.uiManager.registerCloseTradeCallback(this.closeTrade.bind(this));
|
||||
|
||||
// Set up refresh callback for trades and statistics
|
||||
this.uiManager.registerRefreshCallback(() => {
|
||||
this.fetchTrades();
|
||||
this._updateStatistics();
|
||||
});
|
||||
this.uiManager.registerPositionClosedCallback(this.handlePositionClosed.bind(this));
|
||||
|
||||
// Bind methods
|
||||
this.submitNewTrade = this.submitNewTrade.bind(this);
|
||||
|
||||
|
|
@ -849,9 +1500,13 @@ class Trade {
|
|||
// Update trading pair display
|
||||
this._updateTradingPairDisplay();
|
||||
|
||||
// Fetch existing trades
|
||||
// Fetch existing trades (legacy path)
|
||||
this.dataManager.fetchTrades(this.comms, this.data);
|
||||
|
||||
// Initialize broker event listeners and refresh broker UI
|
||||
this.uiManager.initBrokerListeners(this.comms);
|
||||
this.refreshAll();
|
||||
|
||||
this._initialized = true;
|
||||
console.log("Trade module initialized successfully");
|
||||
} catch (error) {
|
||||
|
|
@ -859,6 +1514,55 @@ class Trade {
|
|||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Refresh all broker-backed panels through the UI manager.
|
||||
*/
|
||||
refreshAll() {
|
||||
this.uiManager.refreshAll();
|
||||
// Also refresh trades and statistics
|
||||
this.fetchTrades();
|
||||
this._updateStatistics();
|
||||
}
|
||||
|
||||
/**
|
||||
* Delegate broker balance refresh to the UI manager.
|
||||
*/
|
||||
updateBrokerStatus() {
|
||||
return this.uiManager.updateBrokerStatus();
|
||||
}
|
||||
|
||||
/**
|
||||
* Delegate order cancellation to the UI manager.
|
||||
* Kept here because DOM actions call UI.trade.* methods.
|
||||
*/
|
||||
cancelOrder(orderId, brokerKey) {
|
||||
return this.uiManager.cancelOrder(orderId, brokerKey);
|
||||
}
|
||||
|
||||
/**
|
||||
* Delegate position close to the UI manager.
|
||||
* Kept here because DOM actions call UI.trade.* methods.
|
||||
*/
|
||||
closePosition(symbol, brokerKey) {
|
||||
return this.uiManager.closePosition(symbol, brokerKey);
|
||||
}
|
||||
|
||||
/**
|
||||
* Delegate symbol-wide order cancellation to the UI manager.
|
||||
* Kept here because DOM actions call UI.trade.* methods.
|
||||
*/
|
||||
cancelOrdersForSymbol(symbol, brokerKey) {
|
||||
return this.uiManager.cancelOrdersForSymbol(symbol, brokerKey);
|
||||
}
|
||||
|
||||
/**
|
||||
* Delegate paper balance reset to the UI manager.
|
||||
* Kept here because DOM actions call UI.trade.* methods.
|
||||
*/
|
||||
resetPaperBalance() {
|
||||
return this.uiManager.resetPaperBalance();
|
||||
}
|
||||
|
||||
/**
|
||||
* Updates the trading pair display in the form.
|
||||
* @private
|
||||
|
|
@ -893,6 +1597,8 @@ class Trade {
|
|||
this.dataManager.addTrade(data);
|
||||
this.uiManager.updateTradesHtml(this.dataManager.getAllTrades());
|
||||
this._updateStatistics();
|
||||
// Also refresh the new broker UI panels (Orders, Positions, History)
|
||||
this.refreshAll();
|
||||
} else {
|
||||
alert(`Failed to create trade: ${data.message}`);
|
||||
}
|
||||
|
|
@ -909,6 +1615,8 @@ class Trade {
|
|||
this.dataManager.removeTrade(tradeId);
|
||||
this.uiManager.removeTradeCard(tradeId);
|
||||
this._updateStatistics();
|
||||
// Also refresh the new broker UI panels
|
||||
this.refreshAll();
|
||||
|
||||
// Show P/L notification
|
||||
if (data.final_pl !== undefined) {
|
||||
|
|
@ -920,6 +1628,23 @@ class Trade {
|
|||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle position-closed event from the REST close-position flow.
|
||||
* @param {Object} data - Position close payload with affected trade IDs.
|
||||
*/
|
||||
handlePositionClosed(data) {
|
||||
console.log("Position closed event received:", data);
|
||||
|
||||
const closedTrades = Array.isArray(data?.closed_trades) ? data.closed_trades : [];
|
||||
for (const tradeId of closedTrades) {
|
||||
this.dataManager.removeTrade(tradeId);
|
||||
}
|
||||
|
||||
this.uiManager.updateTradesHtml(this.dataManager.getAllTrades());
|
||||
this._updateStatistics();
|
||||
this.uiManager.refreshAll();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle trade error.
|
||||
* @param {Object} data - Error data.
|
||||
|
|
@ -960,15 +1685,57 @@ class Trade {
|
|||
// Update the trade in data manager
|
||||
this.dataManager.applyUpdates([data]);
|
||||
|
||||
// Update the UI
|
||||
// Update legacy trade card UI
|
||||
if (data.pl !== undefined && data.pl_pct !== undefined) {
|
||||
this.uiManager.updateTradePL(data.id, data.pl, data.pl_pct);
|
||||
}
|
||||
|
||||
// Also update position cards (for filled positions showing unrealized P/L)
|
||||
// Match by symbol + broker_key to avoid cross-broker contamination
|
||||
if (data.symbol && (data.pl !== undefined || data.current_price !== undefined)) {
|
||||
this._updatePositionPL(data.symbol, data.broker_key, data.pl, data.current_price);
|
||||
}
|
||||
|
||||
this._updateStatistics();
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
* Update P/L display in position cards for a given symbol + broker.
|
||||
* @param {string} symbol - The trading symbol.
|
||||
* @param {string} brokerKey - The broker key ('paper' or 'exchange_mode').
|
||||
* @param {number} pl - The unrealized P/L.
|
||||
* @param {number} currentPrice - The current price.
|
||||
*/
|
||||
_updatePositionPL(symbol, brokerKey, pl, currentPrice) {
|
||||
const container = document.getElementById('positionsContainer');
|
||||
if (!container) return;
|
||||
|
||||
// Find position card matching this symbol AND broker_key
|
||||
const cards = container.querySelectorAll('.position-card');
|
||||
for (const card of cards) {
|
||||
const symbolEl = card.querySelector('.position-symbol');
|
||||
const brokerEl = card.querySelector('.position-broker');
|
||||
|
||||
// Match both symbol and broker_key to avoid cross-broker contamination
|
||||
const symbolMatch = symbolEl && symbolEl.textContent === symbol;
|
||||
const brokerMatch = !brokerKey || (brokerEl && brokerEl.textContent === brokerKey);
|
||||
|
||||
if (symbolMatch && brokerMatch) {
|
||||
const plEl = card.querySelector('.position-pl');
|
||||
if (plEl && pl !== undefined) {
|
||||
const plClass = pl >= 0 ? 'positive' : 'negative';
|
||||
const plSign = pl >= 0 ? '+' : '';
|
||||
plEl.textContent = `${plSign}${pl.toFixed(2)}`;
|
||||
plEl.className = `position-pl ${plClass}`;
|
||||
// Flash animation
|
||||
plEl.classList.add('trade-pl-flash');
|
||||
setTimeout(() => plEl.classList.remove('trade-pl-flash'), 300);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// ================ Form Methods ================
|
||||
|
||||
/**
|
||||
|
|
@ -1045,6 +1812,13 @@ class Trade {
|
|||
|
||||
const quantity = parseFloat(this.uiManager.qtyInput?.value || 0);
|
||||
|
||||
// Get SL/TP and TIF
|
||||
const stopLossVal = this.uiManager.stopLossInput?.value;
|
||||
const takeProfitVal = this.uiManager.takeProfitInput?.value;
|
||||
const stopLoss = stopLossVal ? parseFloat(stopLossVal) : null;
|
||||
const takeProfit = takeProfitVal ? parseFloat(takeProfitVal) : null;
|
||||
const timeInForce = this.uiManager.timeInForceSelect?.value || 'GTC';
|
||||
|
||||
// Validation
|
||||
if (!symbol) {
|
||||
alert('Please enter a trading pair.');
|
||||
|
|
@ -1059,6 +1833,21 @@ class Trade {
|
|||
return;
|
||||
}
|
||||
|
||||
// SL/TP validation (paper BUY only)
|
||||
if (isPaperTrade && side.toUpperCase() === 'BUY') {
|
||||
if (stopLoss && stopLoss >= price) {
|
||||
alert('Stop Loss must be below entry price for BUY orders.');
|
||||
return;
|
||||
}
|
||||
if (takeProfit && takeProfit <= price) {
|
||||
alert('Take Profit must be above entry price for BUY orders.');
|
||||
return;
|
||||
}
|
||||
} else if (!isPaperTrade && (stopLoss || takeProfit)) {
|
||||
alert('Manual live Stop Loss / Take Profit is not supported yet.');
|
||||
return;
|
||||
}
|
||||
|
||||
// Show confirmation for production live trades
|
||||
if (!isPaperTrade && !testnet) {
|
||||
const proceed = confirm(
|
||||
|
|
@ -1084,6 +1873,9 @@ class Trade {
|
|||
orderType,
|
||||
quantity,
|
||||
testnet,
|
||||
stopLoss,
|
||||
takeProfit,
|
||||
timeInForce,
|
||||
user_name: this.data?.user_name
|
||||
};
|
||||
|
||||
|
|
|
|||
|
|
@ -99,25 +99,25 @@
|
|||
<tr>
|
||||
<th>Symbol</th>
|
||||
<th>Side</th>
|
||||
<th>Quantity</th>
|
||||
<th>Size</th>
|
||||
<th>Price</th>
|
||||
<th>Status</th>
|
||||
</tr>
|
||||
{% for symbol, orders in open_orders.items() %}
|
||||
{% if orders %}
|
||||
{% for order in orders %}
|
||||
{% if open_orders %}
|
||||
{% for order in open_orders %}
|
||||
<tr>
|
||||
<td>{{ symbol }}</td>
|
||||
<td>{{ order[0] }}</td>
|
||||
<td>{{ order[1] }}</td>
|
||||
<td>{{ order[2] }}</td>
|
||||
<td>{{ order.symbol }}</td>
|
||||
<td>{{ order.side }}</td>
|
||||
<td>{{ order.size }}</td>
|
||||
<td>{{ order.price | default('-') }}</td>
|
||||
<td>{{ order.status }}</td>
|
||||
</tr>
|
||||
{% endfor %}
|
||||
{% else %}
|
||||
<tr>
|
||||
<td colspan="4">No active orders</td>
|
||||
</tr>
|
||||
{% endif %}
|
||||
{% endfor %}
|
||||
{% else %}
|
||||
<tr>
|
||||
<td colspan="5">No open orders</td>
|
||||
</tr>
|
||||
{% endif %}
|
||||
</table>
|
||||
</div>
|
||||
|
||||
|
|
|
|||
|
|
@ -1,5 +1,5 @@
|
|||
<!-- New Trade Form Popup -->
|
||||
<div class="form-popup" id="new_trade_form" style="display: none; overflow: hidden; position: absolute; width: 400px; height: 480px; border-radius: 10px;">
|
||||
<div class="form-popup" id="new_trade_form" style="display: none; overflow: hidden; position: absolute; width: 400px; height: 580px; border-radius: 10px;">
|
||||
|
||||
<!-- Draggable Header Section -->
|
||||
<div class="dialog-header" id="trade_draggable_header">
|
||||
|
|
@ -31,11 +31,13 @@
|
|||
</small>
|
||||
</div>
|
||||
|
||||
<!-- Exchange Selection -->
|
||||
<label for="tradeExchange"><b>Exchange:</b></label>
|
||||
<select name="tradeExchange" id="tradeExchange">
|
||||
<!-- Exchanges populated dynamically, defaults to chart view -->
|
||||
</select>
|
||||
<!-- Exchange Selection (for price data source - hidden for paper trades) -->
|
||||
<div id="exchange-row" style="display: contents;">
|
||||
<label for="tradeExchange"><b>Exchange:</b></label>
|
||||
<select name="tradeExchange" id="tradeExchange">
|
||||
<!-- Exchanges populated dynamically, defaults to chart view -->
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<!-- Symbol Selection -->
|
||||
<label for="tradeSymbol"><b>Symbol:</b></label>
|
||||
|
|
@ -71,6 +73,25 @@
|
|||
<!-- Value field -->
|
||||
<label for="tradeValue"><b>Est. Value:</b></label>
|
||||
<output name="tradeValue" id="tradeValue" for="quantity price">0</output>
|
||||
|
||||
<!-- Stop Loss / Take Profit (only for BUY orders - not applicable for closing positions) -->
|
||||
<div id="sltp-row" style="display: contents;">
|
||||
<label for="stopLoss"><b>Stop Loss:</b></label>
|
||||
<input type="number" min="0" step="0.00000001" name="stopLoss" id="stopLoss"
|
||||
placeholder="Optional - triggers auto-close" style="width: 100%;">
|
||||
|
||||
<label for="takeProfit"><b>Take Profit:</b></label>
|
||||
<input type="number" min="0" step="0.00000001" name="takeProfit" id="takeProfit"
|
||||
placeholder="Optional - triggers auto-close" style="width: 100%;">
|
||||
</div>
|
||||
|
||||
<!-- Time in Force -->
|
||||
<label for="timeInForce"><b>Time in Force:</b></label>
|
||||
<select name="timeInForce" id="timeInForce" style="width: 100%;">
|
||||
<option value="GTC">Good 'til Cancelled (GTC)</option>
|
||||
<option value="IOC">Immediate or Cancel (IOC)</option>
|
||||
<option value="FOK">Fill or Kill (FOK)</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<!-- Buttons -->
|
||||
|
|
|
|||
|
|
@ -1,10 +1,39 @@
|
|||
<div id="trade_content" class="content">
|
||||
<button class="btn" id="new_trade" onclick="UI.trade.open_tradeForm()">New Trade</button>
|
||||
<hr>
|
||||
<h3>Active Trades</h3>
|
||||
<div id="tradesContainer" class="trades-container">
|
||||
<p class="no-data-msg">No active trades</p>
|
||||
<div class="broker-status-bar" id="brokerStatusBar">
|
||||
<span id="brokerModeIndicator" class="mode-badge mode-paper">PAPER</span>
|
||||
<span id="brokerBalance">Available: --</span>
|
||||
<button id="resetPaperBalanceBtn" class="btn-reset-paper" onclick="UI.trade.resetPaperBalance()" title="Reset paper trading balance to $10,000">Reset</button>
|
||||
</div>
|
||||
|
||||
<button class="btn" id="new_trade" onclick="UI.trade.open_tradeForm()">New Order</button>
|
||||
<hr>
|
||||
|
||||
<!-- Open Orders Section -->
|
||||
<section class="trade-section">
|
||||
<h3>Open Orders</h3>
|
||||
<div id="openOrdersContainer" class="orders-container">
|
||||
<p class="no-data-msg">No open orders</p>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- Positions Section -->
|
||||
<section class="trade-section">
|
||||
<h3>Positions</h3>
|
||||
<div id="positionsContainer" class="positions-container">
|
||||
<p class="no-data-msg">No open positions</p>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- Trade History Section -->
|
||||
<section class="trade-section">
|
||||
<h3>Trade History</h3>
|
||||
<div id="historyContainer" class="trades-container">
|
||||
<p class="no-data-msg">No trade history</p>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
<!-- Legacy container for backwards compatibility -->
|
||||
<div id="tradesContainer" class="trades-container" style="display:none;"></div>
|
||||
</div>
|
||||
|
||||
<style>
|
||||
|
|
@ -208,4 +237,226 @@
|
|||
font-size: 12px;
|
||||
margin: 10px 0;
|
||||
}
|
||||
|
||||
/* Broker status bar */
|
||||
.broker-status-bar {
|
||||
display: flex;
|
||||
align-items: center;
|
||||
gap: 12px;
|
||||
padding: 6px 10px;
|
||||
background: #f5f5f5;
|
||||
border-radius: 4px;
|
||||
margin-bottom: 10px;
|
||||
font-size: 12px;
|
||||
}
|
||||
|
||||
.mode-badge {
|
||||
font-weight: bold;
|
||||
padding: 3px 8px;
|
||||
border-radius: 4px;
|
||||
font-size: 10px;
|
||||
}
|
||||
|
||||
.mode-badge.mode-paper {
|
||||
background: #9e9e9e;
|
||||
color: white;
|
||||
}
|
||||
|
||||
.mode-badge.mode-testnet {
|
||||
background: #4caf50;
|
||||
color: white;
|
||||
}
|
||||
|
||||
.mode-badge.mode-live {
|
||||
background: #f44336;
|
||||
color: white;
|
||||
}
|
||||
|
||||
#brokerBalance {
|
||||
color: #333;
|
||||
font-family: monospace;
|
||||
}
|
||||
|
||||
.btn-reset-paper {
|
||||
display: none; /* Hidden by default, shown only for paper mode */
|
||||
background: #ff9800;
|
||||
color: white;
|
||||
border: none;
|
||||
padding: 2px 8px;
|
||||
border-radius: 3px;
|
||||
font-size: 10px;
|
||||
cursor: pointer;
|
||||
margin-left: auto;
|
||||
}
|
||||
|
||||
.btn-reset-paper:hover {
|
||||
background: #f57c00;
|
||||
}
|
||||
|
||||
.broker-status-bar.mode-paper .btn-reset-paper {
|
||||
display: inline-block;
|
||||
}
|
||||
|
||||
/* Trade sections */
|
||||
.trade-section {
|
||||
margin-bottom: 15px;
|
||||
}
|
||||
|
||||
.trade-section h3 {
|
||||
font-size: 13px;
|
||||
margin: 8px 0 5px 0;
|
||||
color: #555;
|
||||
border-bottom: 1px solid #eee;
|
||||
padding-bottom: 3px;
|
||||
}
|
||||
|
||||
/* Orders container */
|
||||
.orders-container {
|
||||
min-height: 30px;
|
||||
}
|
||||
|
||||
.orders-table {
|
||||
width: 100%;
|
||||
font-size: 11px;
|
||||
border-collapse: collapse;
|
||||
}
|
||||
|
||||
.orders-table th,
|
||||
.orders-table td {
|
||||
padding: 4px 6px;
|
||||
text-align: left;
|
||||
border-bottom: 1px solid #eee;
|
||||
}
|
||||
|
||||
.orders-table th {
|
||||
background: #f9f9f9;
|
||||
font-weight: 600;
|
||||
color: #666;
|
||||
}
|
||||
|
||||
.order-row.order-buy {
|
||||
border-left: 3px solid #4caf50;
|
||||
}
|
||||
|
||||
.order-row.order-sell {
|
||||
border-left: 3px solid #f44336;
|
||||
}
|
||||
|
||||
.btn-cancel {
|
||||
background: #ff5252;
|
||||
color: white;
|
||||
border: none;
|
||||
padding: 2px 6px;
|
||||
border-radius: 3px;
|
||||
font-size: 10px;
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.btn-cancel:hover {
|
||||
background: #ff1744;
|
||||
}
|
||||
|
||||
/* Positions container */
|
||||
.positions-container {
|
||||
display: flex;
|
||||
flex-wrap: wrap;
|
||||
gap: 8px;
|
||||
min-height: 30px;
|
||||
}
|
||||
|
||||
.position-card {
|
||||
background: linear-gradient(135deg, #f8f9fa, #e9ecef);
|
||||
border: 1px solid #dee2e6;
|
||||
border-radius: 6px;
|
||||
padding: 8px 10px;
|
||||
min-width: 150px;
|
||||
font-size: 11px;
|
||||
}
|
||||
|
||||
.position-header {
|
||||
display: flex;
|
||||
justify-content: space-between;
|
||||
align-items: center;
|
||||
margin-bottom: 5px;
|
||||
}
|
||||
|
||||
.position-symbol {
|
||||
font-weight: bold;
|
||||
color: #333;
|
||||
}
|
||||
|
||||
.position-broker {
|
||||
font-size: 9px;
|
||||
color: #888;
|
||||
background: #eee;
|
||||
padding: 1px 4px;
|
||||
border-radius: 2px;
|
||||
}
|
||||
|
||||
.position-details {
|
||||
display: flex;
|
||||
flex-direction: column;
|
||||
gap: 2px;
|
||||
}
|
||||
|
||||
.position-row {
|
||||
display: flex;
|
||||
justify-content: space-between;
|
||||
}
|
||||
|
||||
.position-row span:first-child {
|
||||
color: #666;
|
||||
}
|
||||
|
||||
.position-row span:last-child {
|
||||
font-family: monospace;
|
||||
font-weight: 500;
|
||||
}
|
||||
|
||||
.position-pl {
|
||||
font-weight: bold;
|
||||
}
|
||||
|
||||
.position-pl.positive {
|
||||
color: #2e7d32;
|
||||
}
|
||||
|
||||
.position-pl.negative {
|
||||
color: #c62828;
|
||||
}
|
||||
|
||||
.position-actions {
|
||||
display: flex;
|
||||
gap: 5px;
|
||||
margin-top: 6px;
|
||||
}
|
||||
|
||||
.btn-close-position {
|
||||
background: #2196f3;
|
||||
color: white;
|
||||
border: none;
|
||||
padding: 3px 8px;
|
||||
border-radius: 3px;
|
||||
font-size: 10px;
|
||||
cursor: pointer;
|
||||
flex: 1;
|
||||
}
|
||||
|
||||
.btn-close-position:hover {
|
||||
background: #1976d2;
|
||||
}
|
||||
|
||||
.btn-cancel-orders {
|
||||
background: #ff9800;
|
||||
color: white;
|
||||
border: none;
|
||||
padding: 3px 8px;
|
||||
border-radius: 3px;
|
||||
font-size: 10px;
|
||||
cursor: pointer;
|
||||
}
|
||||
|
||||
.btn-cancel-orders:hover {
|
||||
background: #f57c00;
|
||||
}
|
||||
</style>
|
||||
|
|
|
|||
837
src/trade.py
837
src/trade.py
File diff suppressed because it is too large
Load Diff
|
|
@ -119,6 +119,46 @@ class TestPaperBroker:
|
|||
assert position is not None
|
||||
assert position.size == 0.1
|
||||
|
||||
def test_paper_broker_ioc_limit_cancels_if_not_marketable(self):
|
||||
"""IOC limit orders should fail immediately if not marketable."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
result = broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.LIMIT,
|
||||
size=0.1,
|
||||
price=49000,
|
||||
time_in_force='IOC'
|
||||
)
|
||||
|
||||
assert not result.success
|
||||
assert result.status == OrderStatus.CANCELLED
|
||||
assert broker.get_open_orders() == []
|
||||
assert broker.get_position('BTC/USDT') is None
|
||||
|
||||
def test_paper_broker_fok_limit_fills_immediately_if_marketable(self):
|
||||
"""FOK limit orders should fill immediately when already marketable."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
result = broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.LIMIT,
|
||||
size=0.1,
|
||||
price=51000,
|
||||
time_in_force='FOK'
|
||||
)
|
||||
|
||||
assert result.success
|
||||
assert result.status == OrderStatus.FILLED
|
||||
assert broker.get_open_orders() == []
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is not None
|
||||
assert position.size == 0.1
|
||||
|
||||
def test_paper_broker_cancel_order(self):
|
||||
"""Test order cancellation."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0, slippage=0)
|
||||
|
|
@ -196,6 +236,47 @@ class TestPaperBroker:
|
|||
assert broker.get_available_balance() == 9900
|
||||
assert broker.get_balance() == 10100
|
||||
|
||||
def test_paper_broker_pnl_includes_fees(self):
|
||||
"""Test that P&L accurately reflects both entry and exit fees."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001, slippage=0)
|
||||
broker.update_price('BTC/USDT', 1000)
|
||||
|
||||
# Buy 1 unit at $1000, entry fee = $1
|
||||
broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=1.0
|
||||
)
|
||||
|
||||
# Immediately after buy, unrealized P&L should show -$1 (entry fee)
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is not None
|
||||
assert position.entry_commission == 1.0 # 0.1% of $1000
|
||||
assert position.unrealized_pnl == -1.0 # Entry fee already reflected
|
||||
|
||||
# Price hasn't moved, but we're down by entry fee
|
||||
broker.update()
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position.unrealized_pnl == -1.0
|
||||
|
||||
# Now sell at same price, exit fee = $1
|
||||
result = broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.SELL,
|
||||
order_type=OrderType.MARKET,
|
||||
size=1.0
|
||||
)
|
||||
|
||||
# Realized P&L should be -$2 (entry + exit fee)
|
||||
assert result.success
|
||||
# The realized_pnl on the order reflects both fees
|
||||
# (price movement 0) - entry_fee ($1) - exit_fee ($1) = -$2
|
||||
|
||||
# Cash balance should reflect the loss
|
||||
# Started with $10000, bought for $1001, sold for $999 = $9998
|
||||
assert broker.get_available_balance() == 9998.0
|
||||
|
||||
def test_paper_broker_reset(self):
|
||||
"""Test broker reset."""
|
||||
broker = PaperBroker(initial_balance=10000)
|
||||
|
|
@ -351,3 +432,253 @@ class TestExecutionPriceFallbacks:
|
|||
assert updates
|
||||
assert trade.status == 'filled'
|
||||
assert trade.stats['opening_price'] == pytest.approx(321.0)
|
||||
|
||||
|
||||
class TestPaperBrokerSLTP:
|
||||
"""Tests for Stop Loss / Take Profit functionality in PaperBroker."""
|
||||
|
||||
def test_sl_triggers_on_price_drop(self):
|
||||
"""Test that stop loss triggers when price drops below threshold."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Buy with SL at 45000
|
||||
result = broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=0.1,
|
||||
stop_loss=45000
|
||||
)
|
||||
assert result.success
|
||||
|
||||
# Position exists
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is not None
|
||||
assert position.size == 0.1
|
||||
|
||||
# SL is tracked
|
||||
assert 'BTC/USDT' in broker._position_sltp
|
||||
assert broker._position_sltp['BTC/USDT']['stop_loss'] == 45000
|
||||
|
||||
# Price drops below SL
|
||||
broker.update_price('BTC/USDT', 44000)
|
||||
events = broker.update()
|
||||
|
||||
# SL should have triggered
|
||||
sltp_events = [e for e in events if e.get('type') == 'sltp_triggered']
|
||||
assert len(sltp_events) == 1
|
||||
assert sltp_events[0]['trigger'] == 'stop_loss'
|
||||
assert sltp_events[0]['symbol'] == 'BTC/USDT'
|
||||
|
||||
# Position should be closed
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is None
|
||||
|
||||
# SL tracking cleared
|
||||
assert 'BTC/USDT' not in broker._position_sltp
|
||||
|
||||
def test_tp_triggers_on_price_rise(self):
|
||||
"""Test that take profit triggers when price rises above threshold."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Buy with TP at 55000
|
||||
result = broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=0.1,
|
||||
take_profit=55000
|
||||
)
|
||||
assert result.success
|
||||
|
||||
# TP is tracked
|
||||
assert 'BTC/USDT' in broker._position_sltp
|
||||
assert broker._position_sltp['BTC/USDT']['take_profit'] == 55000
|
||||
|
||||
# Price rises above TP
|
||||
broker.update_price('BTC/USDT', 56000)
|
||||
events = broker.update()
|
||||
|
||||
# TP should have triggered
|
||||
sltp_events = [e for e in events if e.get('type') == 'sltp_triggered']
|
||||
assert len(sltp_events) == 1
|
||||
assert sltp_events[0]['trigger'] == 'take_profit'
|
||||
|
||||
# Position should be closed
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is None
|
||||
|
||||
def test_sltp_cleared_on_manual_close(self):
|
||||
"""Test that SL/TP tracking is cleared when position is manually closed."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Buy with SL and TP
|
||||
broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=0.1,
|
||||
stop_loss=45000,
|
||||
take_profit=55000
|
||||
)
|
||||
|
||||
assert 'BTC/USDT' in broker._position_sltp
|
||||
|
||||
# Manually close position
|
||||
broker.close_position('BTC/USDT')
|
||||
|
||||
# SL/TP tracking should be cleared
|
||||
assert 'BTC/USDT' not in broker._position_sltp
|
||||
|
||||
def test_sltp_persists_across_state_save_load(self):
|
||||
"""Test that SL/TP tracking persists across state save/load."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Buy with SL and TP
|
||||
broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=0.1,
|
||||
stop_loss=45000,
|
||||
take_profit=55000
|
||||
)
|
||||
|
||||
# Save state
|
||||
state = broker.to_state_dict()
|
||||
assert 'position_sltp' in state
|
||||
assert 'BTC/USDT' in state['position_sltp']
|
||||
|
||||
# Create new broker and restore state
|
||||
broker2 = PaperBroker(initial_balance=10000)
|
||||
broker2.from_state_dict(state)
|
||||
|
||||
# SL/TP should be restored
|
||||
assert 'BTC/USDT' in broker2._position_sltp
|
||||
assert broker2._position_sltp['BTC/USDT']['stop_loss'] == 45000
|
||||
assert broker2._position_sltp['BTC/USDT']['take_profit'] == 55000
|
||||
|
||||
def test_no_sltp_trigger_when_price_within_range(self):
|
||||
"""Test that no SL/TP triggers when price stays within range."""
|
||||
broker = PaperBroker(initial_balance=10000, commission=0.001)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Buy with SL at 45000 and TP at 55000
|
||||
broker.place_order(
|
||||
symbol='BTC/USDT',
|
||||
side=OrderSide.BUY,
|
||||
order_type=OrderType.MARKET,
|
||||
size=0.1,
|
||||
stop_loss=45000,
|
||||
take_profit=55000
|
||||
)
|
||||
|
||||
# Price moves but stays within range
|
||||
broker.update_price('BTC/USDT', 48000)
|
||||
events = broker.update()
|
||||
|
||||
# No SL/TP triggers
|
||||
sltp_events = [e for e in events if e.get('type') == 'sltp_triggered']
|
||||
assert len(sltp_events) == 0
|
||||
|
||||
# Position still exists
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is not None
|
||||
assert position.size == 0.1
|
||||
|
||||
|
||||
class TestManualTradingSLTP:
|
||||
"""Integration tests for SL/TP in manual trading path (Trades.new_trade -> broker)."""
|
||||
|
||||
@pytest.fixture
|
||||
def mock_users(self):
|
||||
"""Create a mock Users object."""
|
||||
from unittest.mock import MagicMock
|
||||
users = MagicMock()
|
||||
users.get_username.return_value = 'test_user'
|
||||
return users
|
||||
|
||||
def test_new_trade_passes_sltp_to_broker(self, mock_users):
|
||||
"""Test that new_trade() passes SL/TP to broker.place_order()."""
|
||||
from manual_trading_broker import ManualTradingBrokerManager
|
||||
|
||||
trades = Trades(mock_users)
|
||||
|
||||
# Set up manual broker manager
|
||||
broker_manager = ManualTradingBrokerManager()
|
||||
trades.manual_broker_manager = broker_manager
|
||||
|
||||
# Get the paper broker and set price
|
||||
broker = broker_manager.get_paper_broker(user_id=1)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Create trade with SL/TP
|
||||
status, trade_id = trades.new_trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1,
|
||||
user_id=1,
|
||||
stop_loss=45000.0,
|
||||
take_profit=60000.0
|
||||
)
|
||||
|
||||
assert status == 'Success'
|
||||
|
||||
# Verify trade has SL/TP
|
||||
trade = trades.get_trade_by_id(trade_id)
|
||||
assert trade.stop_loss == 45000.0
|
||||
assert trade.take_profit == 60000.0
|
||||
|
||||
# Verify broker has SL/TP tracking
|
||||
assert 'BTC/USDT' in broker._position_sltp
|
||||
assert broker._position_sltp['BTC/USDT']['stop_loss'] == 45000.0
|
||||
assert broker._position_sltp['BTC/USDT']['take_profit'] == 60000.0
|
||||
|
||||
def test_new_trade_sltp_triggers_on_price_drop(self, mock_users):
|
||||
"""Test that SL/TP triggers work through the full manual trading path."""
|
||||
from manual_trading_broker import ManualTradingBrokerManager
|
||||
|
||||
trades = Trades(mock_users)
|
||||
|
||||
# Set up manual broker manager
|
||||
broker_manager = ManualTradingBrokerManager()
|
||||
trades.manual_broker_manager = broker_manager
|
||||
|
||||
# Get the paper broker and set price
|
||||
broker = broker_manager.get_paper_broker(user_id=1)
|
||||
broker.update_price('BTC/USDT', 50000)
|
||||
|
||||
# Create trade with SL
|
||||
status, trade_id = trades.new_trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1,
|
||||
user_id=1,
|
||||
stop_loss=45000.0
|
||||
)
|
||||
|
||||
assert status == 'Success'
|
||||
assert trade_id in trades.active_trades
|
||||
|
||||
# Price drops below SL
|
||||
broker.update_price('BTC/USDT', 44000)
|
||||
events = broker.update()
|
||||
|
||||
# Verify SL triggered
|
||||
sltp_events = [e for e in events if e.get('type') == 'sltp_triggered']
|
||||
assert len(sltp_events) == 1
|
||||
assert sltp_events[0]['trigger'] == 'stop_loss'
|
||||
|
||||
# Position should be closed at broker level
|
||||
position = broker.get_position('BTC/USDT')
|
||||
assert position is None
|
||||
|
|
|
|||
|
|
@ -63,6 +63,39 @@ class TestTrade:
|
|||
assert json_data['creator'] == 1
|
||||
assert 'stats' in json_data
|
||||
|
||||
def test_trade_with_stop_loss_take_profit(self):
|
||||
"""Test trade with SL/TP fields."""
|
||||
trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
stop_loss=45000.0,
|
||||
take_profit=60000.0
|
||||
)
|
||||
|
||||
assert trade.stop_loss == 45000.0
|
||||
assert trade.take_profit == 60000.0
|
||||
|
||||
# Verify serialization
|
||||
json_data = trade.to_json()
|
||||
assert json_data['stop_loss'] == 45000.0
|
||||
assert json_data['take_profit'] == 60000.0
|
||||
|
||||
def test_trade_sltp_defaults_to_none(self):
|
||||
"""Test that SL/TP default to None when not provided."""
|
||||
trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1
|
||||
)
|
||||
|
||||
assert trade.stop_loss is None
|
||||
assert trade.take_profit is None
|
||||
|
||||
def test_trade_update_values(self):
|
||||
"""Test P/L calculation."""
|
||||
trade = Trade(
|
||||
|
|
@ -133,6 +166,42 @@ class TestTrade:
|
|||
assert trade.status == 'part-filled'
|
||||
assert trade.stats['qty_filled'] == 0.05
|
||||
|
||||
def test_trade_first_fill_from_open_order_uses_fill_price(self):
|
||||
"""First broker fill should not average against the original unfilled order notional."""
|
||||
trade = Trade(
|
||||
target='kucoin',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=69394.3,
|
||||
base_order_qty=0.0001
|
||||
)
|
||||
trade.status = 'open'
|
||||
|
||||
trade.trade_filled(qty=5.28e-06, price=69340.8)
|
||||
|
||||
assert trade.status == 'part-filled'
|
||||
assert trade.stats['qty_filled'] == pytest.approx(5.28e-06)
|
||||
assert trade.stats['opening_price'] == pytest.approx(69340.8)
|
||||
assert trade.stats['opening_value'] == pytest.approx(5.28e-06 * 69340.8)
|
||||
|
||||
def test_trade_update_values_uses_filled_quantity_for_pl(self):
|
||||
"""Unrealized P/L should be based on filled exposure, not the original order size."""
|
||||
trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
fee=0.001
|
||||
)
|
||||
|
||||
trade.trade_filled(qty=0.05, price=50000.0)
|
||||
trade.update_values(55000.0)
|
||||
|
||||
assert trade.stats['current_value'] == pytest.approx(2750.0)
|
||||
assert trade.stats['profit'] == pytest.approx(244.75)
|
||||
assert trade.stats['profit_pct'] == pytest.approx(9.79)
|
||||
|
||||
def test_trade_settle(self):
|
||||
"""Test trade settlement."""
|
||||
trade = Trade(
|
||||
|
|
@ -148,6 +217,8 @@ class TestTrade:
|
|||
|
||||
assert trade.status == 'closed'
|
||||
assert trade.stats['settled_price'] == 55000.0
|
||||
assert trade.stats['profit'] == pytest.approx(489.5)
|
||||
assert trade.stats['profit_pct'] == pytest.approx(9.79)
|
||||
|
||||
|
||||
class TestTrades:
|
||||
|
|
@ -217,10 +288,51 @@ class TestTrades:
|
|||
assert trade.status == 'filled'
|
||||
assert trade.creator == 1
|
||||
|
||||
def test_new_paper_trade_persists_time_in_force(self, mock_users):
|
||||
"""Manual trades should keep the selected time-in-force on the Trade object."""
|
||||
trades = Trades(mock_users)
|
||||
|
||||
status, trade_id = trades.new_trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='LIMIT',
|
||||
qty=0.1,
|
||||
user_id=1,
|
||||
time_in_force='IOC'
|
||||
)
|
||||
|
||||
assert status == 'Success'
|
||||
trade = trades.get_trade_by_id(trade_id)
|
||||
assert trade.time_in_force == 'IOC'
|
||||
|
||||
def test_new_live_trade_no_exchange(self, mock_users):
|
||||
"""Test creating a live trade without exchange connected."""
|
||||
trades = Trades(mock_users)
|
||||
|
||||
# Use testnet=True to bypass production safety gate and test exchange check
|
||||
status, msg = trades.new_trade(
|
||||
target='binance',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1,
|
||||
user_id=1,
|
||||
testnet=True
|
||||
)
|
||||
|
||||
assert status == 'Error'
|
||||
assert 'No exchange' in msg.lower() or 'no exchange' in msg.lower()
|
||||
|
||||
def test_new_live_trade_rejects_manual_sltp(self, mock_users):
|
||||
"""Manual live SL/TP should fail fast until exchange-native support exists."""
|
||||
trades = Trades(mock_users)
|
||||
mock_exchange_interface = MagicMock()
|
||||
mock_exchange_interface.get_exchange.return_value = MagicMock(configured=True)
|
||||
trades.connect_exchanges(mock_exchange_interface)
|
||||
|
||||
status, msg = trades.new_trade(
|
||||
target='binance',
|
||||
symbol='BTC/USDT',
|
||||
|
|
@ -228,11 +340,41 @@ class TestTrades:
|
|||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1,
|
||||
user_id=1
|
||||
user_id=1,
|
||||
testnet=True,
|
||||
stop_loss=45000.0
|
||||
)
|
||||
|
||||
assert status == 'Error'
|
||||
assert 'No exchange' in msg.lower() or 'no exchange' in msg.lower()
|
||||
assert 'not supported yet' in msg.lower()
|
||||
|
||||
def test_new_production_trade_blocked_without_env_var(self, mock_users):
|
||||
"""Test that production trades are blocked without ALLOW_LIVE_PRODUCTION."""
|
||||
import config
|
||||
original_value = getattr(config, 'ALLOW_LIVE_PRODUCTION', False)
|
||||
|
||||
try:
|
||||
# Ensure production is NOT allowed
|
||||
config.ALLOW_LIVE_PRODUCTION = False
|
||||
|
||||
trades = Trades(mock_users)
|
||||
status, msg = trades.new_trade(
|
||||
target='binance',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1,
|
||||
user_id=1,
|
||||
testnet=False # Production mode
|
||||
)
|
||||
|
||||
assert status == 'Error'
|
||||
assert 'production trading is disabled' in msg.lower()
|
||||
|
||||
finally:
|
||||
# Restore original value
|
||||
config.ALLOW_LIVE_PRODUCTION = original_value
|
||||
|
||||
def test_get_trades_json(self, mock_users):
|
||||
"""Test getting trades in JSON format."""
|
||||
|
|
@ -305,6 +447,31 @@ class TestTrades:
|
|||
assert trade_id not in trades.active_trades
|
||||
assert trade_id in trades.settled_trades
|
||||
|
||||
def test_close_trade_recomputes_final_pl_from_close_price(self, mock_users):
|
||||
"""Closing should use the settlement price, not the last cached unrealized P/L."""
|
||||
trades = Trades(mock_users)
|
||||
status, trade_id = trades.new_trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
price=50000.0,
|
||||
side='buy',
|
||||
order_type='MARKET',
|
||||
qty=0.1
|
||||
)
|
||||
|
||||
assert status == 'Success'
|
||||
trade = trades.get_trade_by_id(trade_id)
|
||||
trade.fee = 0.001
|
||||
|
||||
trade.update_values(45000.0)
|
||||
assert trade.stats['profit'] < 0
|
||||
|
||||
result = trades.close_trade(trade_id, current_price=55000.0)
|
||||
|
||||
assert result['success'] is True
|
||||
assert result['final_pl'] == pytest.approx(489.5)
|
||||
assert result['final_pl_pct'] == pytest.approx(9.79)
|
||||
|
||||
def test_close_nonexistent_trade(self, mock_users):
|
||||
"""Test closing a trade that doesn't exist."""
|
||||
trades = Trades(mock_users)
|
||||
|
|
@ -314,6 +481,136 @@ class TestTrades:
|
|||
assert result['success'] is False
|
||||
assert 'not found' in result['message']
|
||||
|
||||
def test_settle_broker_closed_position_filters_by_user_and_status(self, mock_users):
|
||||
"""Broker-side closes should only settle filled trades for the matching user/broker."""
|
||||
trades = Trades(mock_users)
|
||||
|
||||
filled_trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
is_paper=True,
|
||||
creator=1,
|
||||
broker_kind='paper',
|
||||
broker_mode='paper'
|
||||
)
|
||||
filled_trade.trade_filled(qty=0.1, price=50000.0)
|
||||
|
||||
other_user_trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
is_paper=True,
|
||||
creator=2,
|
||||
broker_kind='paper',
|
||||
broker_mode='paper'
|
||||
)
|
||||
other_user_trade.trade_filled(qty=0.1, price=50000.0)
|
||||
|
||||
open_trade = Trade(
|
||||
target='test_exchange',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=49000.0,
|
||||
base_order_qty=0.1,
|
||||
is_paper=True,
|
||||
creator=1,
|
||||
broker_kind='paper',
|
||||
broker_mode='paper'
|
||||
)
|
||||
open_trade.status = 'open'
|
||||
|
||||
trades.active_trades[filled_trade.unique_id] = filled_trade
|
||||
trades.active_trades[other_user_trade.unique_id] = other_user_trade
|
||||
trades.active_trades[open_trade.unique_id] = open_trade
|
||||
trades.stats['num_trades'] = 3
|
||||
|
||||
settled_ids = trades.settle_broker_closed_position(
|
||||
user_id=1,
|
||||
symbol='BTC/USDT',
|
||||
broker_key='paper',
|
||||
close_price=44000.0
|
||||
)
|
||||
|
||||
assert settled_ids == [filled_trade.unique_id]
|
||||
assert filled_trade.unique_id not in trades.active_trades
|
||||
assert filled_trade.unique_id in trades.settled_trades
|
||||
assert trades.settled_trades[filled_trade.unique_id].status == 'closed'
|
||||
assert other_user_trade.unique_id in trades.active_trades
|
||||
assert open_trade.unique_id in trades.active_trades
|
||||
|
||||
def test_close_position_returns_closed_trade_ids(self, mock_users):
|
||||
"""Close-position API flow should report which trade IDs were removed locally."""
|
||||
trades = Trades(mock_users)
|
||||
trades.manual_broker_manager = MagicMock()
|
||||
trades.manual_broker_manager.close_position.return_value = {
|
||||
'success': True,
|
||||
'status': 'filled',
|
||||
'filled_price': 51000.0
|
||||
}
|
||||
|
||||
trade = Trade(
|
||||
target='kucoin',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
creator=1,
|
||||
broker_kind='live',
|
||||
broker_mode='production',
|
||||
broker_exchange='kucoin'
|
||||
)
|
||||
trade.trade_filled(qty=0.1, price=50000.0)
|
||||
trades.active_trades[trade.unique_id] = trade
|
||||
trades.stats['num_trades'] = 1
|
||||
|
||||
result = trades.close_position(1, 'BTC/USDT', 'kucoin_production')
|
||||
|
||||
assert result['success'] is True
|
||||
assert result['trades_closed'] == 1
|
||||
assert result['closed_trades'] == [trade.unique_id]
|
||||
assert trade.unique_id not in trades.active_trades
|
||||
assert trade.unique_id in trades.settled_trades
|
||||
|
||||
def test_close_position_leaves_trade_active_when_close_order_is_still_open(self, mock_users):
|
||||
"""Live close-position should not settle/remove the local trade until the close order fills."""
|
||||
trades = Trades(mock_users)
|
||||
trades.manual_broker_manager = MagicMock()
|
||||
trades.manual_broker_manager.close_position.return_value = {
|
||||
'success': True,
|
||||
'status': 'open',
|
||||
'order_id': 'close123',
|
||||
'filled_price': 0.0,
|
||||
'message': 'Close order submitted'
|
||||
}
|
||||
|
||||
trade = Trade(
|
||||
target='kucoin',
|
||||
symbol='BTC/USDT',
|
||||
side='BUY',
|
||||
order_price=50000.0,
|
||||
base_order_qty=0.1,
|
||||
creator=1,
|
||||
broker_kind='live',
|
||||
broker_mode='production',
|
||||
broker_exchange='kucoin'
|
||||
)
|
||||
trade.trade_filled(qty=0.1, price=50000.0)
|
||||
trades.active_trades[trade.unique_id] = trade
|
||||
trades.stats['num_trades'] = 1
|
||||
|
||||
result = trades.close_position(1, 'BTC/USDT', 'kucoin_production')
|
||||
|
||||
assert result['success'] is True
|
||||
assert result['trades_closed'] == 0
|
||||
assert result['closed_trades'] == []
|
||||
assert trade.unique_id in trades.active_trades
|
||||
assert trade.unique_id not in trades.settled_trades
|
||||
|
||||
def test_is_valid_trade_id(self, mock_users):
|
||||
"""Test trade ID validation."""
|
||||
trades = Trades(mock_users)
|
||||
|
|
|
|||
|
|
@ -68,10 +68,13 @@ def test_update_values():
|
|||
assert position_size == 10
|
||||
pl = trade_obj.get_pl()
|
||||
print(f'PL reported: {pl}')
|
||||
assert pl == 0
|
||||
# With 0.1% fee (0.001): gross P/L 0, fees = (10*0.001) + (10*0.001) = 0.02
|
||||
# Net PL: -0.02
|
||||
assert pl == pytest.approx(-0.02)
|
||||
pl_pct = trade_obj.get_pl_pct()
|
||||
print(f'PL% reported: {pl_pct}')
|
||||
assert pl_pct == 0
|
||||
# Should be -0.02/10 * 100 = -0.2%
|
||||
assert pl_pct == pytest.approx(-0.2)
|
||||
|
||||
# Divide the price of the quote symbol by 2.
|
||||
current_price = 50
|
||||
|
|
|
|||
Loading…
Reference in New Issue