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feat(trades): align TradeProposal and TradeAcceptance DTOs, update lifecycle and migrations

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This commit is contained in:
Kleidukos
2026-08-14 23:55:29 +02:00
parent 1447f0aa4c
commit 2151fd89f0
10 changed files with 780 additions and 85 deletions
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FinlyticTrades/Database/TradesDbContext.cs
+8
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@@ -1,3 +1,4 @@
using FinlyticCore.Entities.Settings;
using FinlyticTrades.Entities;
using Microsoft.EntityFrameworkCore;
@@ -7,6 +8,7 @@ public class TradesDbContext : DbContext
{
public TradesDbContext(DbContextOptions<TradesDbContext> options) : base(options) { }
public DbSet<SettingEntity> DynamicSettings => Set<SettingEntity>();
public DbSet<TradeEntity> Trades => Set<TradeEntity>();
public DbSet<TradeHourlyUpdateEntity> TradeHourlyUpdates => Set<TradeHourlyUpdateEntity>();
public DbSet<TradesSettingsEntity> Settings => Set<TradesSettingsEntity>();
@@ -15,6 +17,12 @@ public class TradesDbContext : DbContext
{
base.OnModelCreating(modelBuilder);
modelBuilder.Entity<SettingEntity>(entity =>
{
entity.HasKey(e => e.Id);
entity.HasIndex(e => e.Key);
});
modelBuilder.Entity<TradeEntity>(entity =>
{
entity.HasIndex(e => e.TradeId).IsUnique();
FinlyticTrades/Entities/TradeEntity.cs
+3
View File
@@ -68,6 +68,9 @@ public class TradeEntity
[MaxLength(30)]
public string InstrumentType { get; set; } = "Stock";
[MaxLength(20)]
public string? DerivativeIsin { get; set; }
public double WinRate { get; set; }
public VixMarketRegime VixRegime { get; set; }
FinlyticTrades/Migrations/20260812190325_DerivativeIsin.Designer.cs
Generated
+315
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@@ -0,0 +1,315 @@
// <auto-generated />
using System;
using FinlyticTrades.Database;
using Microsoft.EntityFrameworkCore;
using Microsoft.EntityFrameworkCore.Infrastructure;
using Microsoft.EntityFrameworkCore.Migrations;
using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
#nullable disable
namespace FinlyticTrades.Migrations
{
[DbContext(typeof(TradesDbContext))]
[Migration("20260812190325_DerivativeIsin")]
partial class DerivativeIsin
{
/// <inheritdoc />
protected override void BuildTargetModel(ModelBuilder modelBuilder)
{
#pragma warning disable 612, 618
modelBuilder
.HasAnnotation("ProductVersion", "10.0.9")
.HasAnnotation("Relational:MaxIdentifierLength", 63);
NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
modelBuilder.Entity("FinlyticTrades.Entities.TradeEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<decimal?>("ActualEntryPrice")
.HasColumnType("decimal(18,4)");
b.Property<string>("AnalysisId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<string>("CloseReason")
.HasMaxLength(50)
.HasColumnType("character varying(50)");
b.Property<DateTime?>("ClosedAt")
.HasColumnType("timestamp with time zone");
b.Property<string>("CompanyName")
.IsRequired()
.HasMaxLength(150)
.HasColumnType("character varying(150)");
b.Property<DateTime>("CreatedAt")
.HasColumnType("timestamp with time zone");
b.Property<string>("DerivativeIsin")
.HasMaxLength(20)
.HasColumnType("character varying(20)");
b.Property<decimal?>("EntryFee")
.HasColumnType("decimal(18,4)");
b.Property<decimal>("EntryPrice")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("EntryZoneMax")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("EntryZoneMin")
.HasColumnType("decimal(18,4)");
b.Property<string>("EventId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<DateTime?>("ExecutionTimestamp")
.HasColumnType("timestamp with time zone");
b.Property<decimal?>("ExitFee")
.HasColumnType("decimal(18,4)");
b.Property<string>("FundamentalRationale")
.IsRequired()
.HasColumnType("text");
b.Property<string>("InstrumentType")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<bool>("IsGlobalProposal")
.HasColumnType("boolean");
b.Property<bool>("IsRecurring")
.HasColumnType("boolean");
b.Property<bool?>("IsWin")
.HasColumnType("boolean");
b.Property<string>("Isin")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal?>("KnockoutThreshold")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("LeverageUsed")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("MaxLeverage")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PnlAbsolute")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PnlPercent")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PositionSize")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("Quantity")
.HasColumnType("decimal(18,4)");
b.Property<string>("Reasoning")
.IsRequired()
.HasColumnType("text");
b.Property<decimal?>("RiskRewardRatio")
.HasColumnType("decimal(18,4)");
b.Property<string>("RiskTolerance")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<string>("RiskWarning")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Sector")
.IsRequired()
.HasMaxLength(50)
.HasColumnType("character varying(50)");
b.Property<string>("SignalType")
.IsRequired()
.HasMaxLength(10)
.HasColumnType("character varying(10)");
b.Property<int>("Status")
.HasColumnType("integer");
b.Property<decimal>("StopLoss")
.HasColumnType("decimal(18,4)");
b.Property<string>("Symbol")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal>("TakeProfit")
.HasColumnType("decimal(18,4)");
b.Property<string>("TakeProfitTargets")
.HasColumnType("text");
b.Property<string>("TechnicalRationale")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Timeframe")
.IsRequired()
.HasMaxLength(20)
.HasColumnType("character varying(20)");
b.Property<string>("TradeId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<int>("TtlMinutes")
.HasColumnType("integer");
b.Property<decimal?>("UserExitPrice")
.HasColumnType("decimal(18,4)");
b.Property<DateTime?>("UserExitTimestamp")
.HasColumnType("timestamp with time zone");
b.Property<string>("UserId")
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<int>("VixRegime")
.HasColumnType("integer");
b.Property<decimal>("VixValue")
.HasColumnType("decimal(18,4)");
b.Property<double>("WinRate")
.HasColumnType("double precision");
b.HasKey("Id");
b.HasIndex("AnalysisId");
b.HasIndex("CreatedAt");
b.HasIndex("EventId");
b.HasIndex("Isin");
b.HasIndex("Sector");
b.HasIndex("Status");
b.HasIndex("TradeId")
.IsUnique();
b.ToTable("trades");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeHourlyUpdateEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<decimal>("CurrentPrice")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("FloatingPnlPercent")
.HasColumnType("decimal(18,4)");
b.Property<string>("Reasoning")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Recommendation")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal?>("SuggestedStopLoss")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("SuggestedTakeProfit")
.HasColumnType("decimal(18,4)");
b.Property<DateTime>("Timestamp")
.HasColumnType("timestamp with time zone");
b.Property<Guid>("TradeId")
.HasColumnType("uuid");
b.Property<decimal>("VixValue")
.HasColumnType("decimal(18,4)");
b.HasKey("Id");
b.HasIndex("Timestamp");
b.HasIndex("TradeId");
b.HasIndex("TradeId", "Timestamp");
b.ToTable("trade_hourly_updates");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradesSettingsEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<double>("AtrStopLossMultiplier")
.HasColumnType("double precision");
b.Property<int>("MaxOpenPositions")
.HasColumnType("integer");
b.Property<double>("RiskPerTradePercentage")
.HasColumnType("double precision");
b.Property<DateTime>("UpdatedAt")
.HasColumnType("timestamp with time zone");
b.HasKey("Id");
b.ToTable("Settings");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeHourlyUpdateEntity", b =>
{
b.HasOne("FinlyticTrades.Entities.TradeEntity", "Trade")
.WithMany("HourlyUpdates")
.HasForeignKey("TradeId")
.OnDelete(DeleteBehavior.Cascade)
.IsRequired();
b.Navigation("Trade");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeEntity", b =>
{
b.Navigation("HourlyUpdates");
});
#pragma warning restore 612, 618
}
}
}
FinlyticTrades/Migrations/20260812190325_DerivativeIsin.cs
+29
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@@ -0,0 +1,29 @@
using Microsoft.EntityFrameworkCore.Migrations;
#nullable disable
namespace FinlyticTrades.Migrations
{
/// <inheritdoc />
public partial class DerivativeIsin : Migration
{
/// <inheritdoc />
protected override void Up(MigrationBuilder migrationBuilder)
{
migrationBuilder.AddColumn<string>(
name: "DerivativeIsin",
table: "trades",
type: "character varying(20)",
maxLength: 20,
nullable: true);
}
/// <inheritdoc />
protected override void Down(MigrationBuilder migrationBuilder)
{
migrationBuilder.DropColumn(
name: "DerivativeIsin",
table: "trades");
}
}
}
FinlyticTrades/Migrations/20260813202535_CheckPendingTrades.Designer.cs
Generated
+315
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@@ -0,0 +1,315 @@
// <auto-generated />
using System;
using FinlyticTrades.Database;
using Microsoft.EntityFrameworkCore;
using Microsoft.EntityFrameworkCore.Infrastructure;
using Microsoft.EntityFrameworkCore.Migrations;
using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
#nullable disable
namespace FinlyticTrades.Migrations
{
[DbContext(typeof(TradesDbContext))]
[Migration("20260813202535_CheckPendingTrades")]
partial class CheckPendingTrades
{
/// <inheritdoc />
protected override void BuildTargetModel(ModelBuilder modelBuilder)
{
#pragma warning disable 612, 618
modelBuilder
.HasAnnotation("ProductVersion", "10.0.9")
.HasAnnotation("Relational:MaxIdentifierLength", 63);
NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
modelBuilder.Entity("FinlyticTrades.Entities.TradeEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<decimal?>("ActualEntryPrice")
.HasColumnType("decimal(18,4)");
b.Property<string>("AnalysisId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<string>("CloseReason")
.HasMaxLength(50)
.HasColumnType("character varying(50)");
b.Property<DateTime?>("ClosedAt")
.HasColumnType("timestamp with time zone");
b.Property<string>("CompanyName")
.IsRequired()
.HasMaxLength(150)
.HasColumnType("character varying(150)");
b.Property<DateTime>("CreatedAt")
.HasColumnType("timestamp with time zone");
b.Property<string>("DerivativeIsin")
.HasMaxLength(20)
.HasColumnType("character varying(20)");
b.Property<decimal?>("EntryFee")
.HasColumnType("decimal(18,4)");
b.Property<decimal>("EntryPrice")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("EntryZoneMax")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("EntryZoneMin")
.HasColumnType("decimal(18,4)");
b.Property<string>("EventId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<DateTime?>("ExecutionTimestamp")
.HasColumnType("timestamp with time zone");
b.Property<decimal?>("ExitFee")
.HasColumnType("decimal(18,4)");
b.Property<string>("FundamentalRationale")
.IsRequired()
.HasColumnType("text");
b.Property<string>("InstrumentType")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<bool>("IsGlobalProposal")
.HasColumnType("boolean");
b.Property<bool>("IsRecurring")
.HasColumnType("boolean");
b.Property<bool?>("IsWin")
.HasColumnType("boolean");
b.Property<string>("Isin")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal?>("KnockoutThreshold")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("LeverageUsed")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("MaxLeverage")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PnlAbsolute")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PnlPercent")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("PositionSize")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("Quantity")
.HasColumnType("decimal(18,4)");
b.Property<string>("Reasoning")
.IsRequired()
.HasColumnType("text");
b.Property<decimal?>("RiskRewardRatio")
.HasColumnType("decimal(18,4)");
b.Property<string>("RiskTolerance")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<string>("RiskWarning")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Sector")
.IsRequired()
.HasMaxLength(50)
.HasColumnType("character varying(50)");
b.Property<string>("SignalType")
.IsRequired()
.HasMaxLength(10)
.HasColumnType("character varying(10)");
b.Property<int>("Status")
.HasColumnType("integer");
b.Property<decimal>("StopLoss")
.HasColumnType("decimal(18,4)");
b.Property<string>("Symbol")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal>("TakeProfit")
.HasColumnType("decimal(18,4)");
b.Property<string>("TakeProfitTargets")
.HasColumnType("text");
b.Property<string>("TechnicalRationale")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Timeframe")
.IsRequired()
.HasMaxLength(20)
.HasColumnType("character varying(20)");
b.Property<string>("TradeId")
.IsRequired()
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<int>("TtlMinutes")
.HasColumnType("integer");
b.Property<decimal?>("UserExitPrice")
.HasColumnType("decimal(18,4)");
b.Property<DateTime?>("UserExitTimestamp")
.HasColumnType("timestamp with time zone");
b.Property<string>("UserId")
.HasMaxLength(100)
.HasColumnType("character varying(100)");
b.Property<int>("VixRegime")
.HasColumnType("integer");
b.Property<decimal>("VixValue")
.HasColumnType("decimal(18,4)");
b.Property<double>("WinRate")
.HasColumnType("double precision");
b.HasKey("Id");
b.HasIndex("AnalysisId");
b.HasIndex("CreatedAt");
b.HasIndex("EventId");
b.HasIndex("Isin");
b.HasIndex("Sector");
b.HasIndex("Status");
b.HasIndex("TradeId")
.IsUnique();
b.ToTable("trades");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeHourlyUpdateEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<decimal>("CurrentPrice")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("FloatingPnlPercent")
.HasColumnType("decimal(18,4)");
b.Property<string>("Reasoning")
.IsRequired()
.HasColumnType("text");
b.Property<string>("Recommendation")
.IsRequired()
.HasMaxLength(30)
.HasColumnType("character varying(30)");
b.Property<decimal?>("SuggestedStopLoss")
.HasColumnType("decimal(18,4)");
b.Property<decimal?>("SuggestedTakeProfit")
.HasColumnType("decimal(18,4)");
b.Property<DateTime>("Timestamp")
.HasColumnType("timestamp with time zone");
b.Property<Guid>("TradeId")
.HasColumnType("uuid");
b.Property<decimal>("VixValue")
.HasColumnType("decimal(18,4)");
b.HasKey("Id");
b.HasIndex("Timestamp");
b.HasIndex("TradeId");
b.HasIndex("TradeId", "Timestamp");
b.ToTable("trade_hourly_updates");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradesSettingsEntity", b =>
{
b.Property<Guid>("Id")
.ValueGeneratedOnAdd()
.HasColumnType("uuid");
b.Property<double>("AtrStopLossMultiplier")
.HasColumnType("double precision");
b.Property<int>("MaxOpenPositions")
.HasColumnType("integer");
b.Property<double>("RiskPerTradePercentage")
.HasColumnType("double precision");
b.Property<DateTime>("UpdatedAt")
.HasColumnType("timestamp with time zone");
b.HasKey("Id");
b.ToTable("Settings");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeHourlyUpdateEntity", b =>
{
b.HasOne("FinlyticTrades.Entities.TradeEntity", "Trade")
.WithMany("HourlyUpdates")
.HasForeignKey("TradeId")
.OnDelete(DeleteBehavior.Cascade)
.IsRequired();
b.Navigation("Trade");
});
modelBuilder.Entity("FinlyticTrades.Entities.TradeEntity", b =>
{
b.Navigation("HourlyUpdates");
});
#pragma warning restore 612, 618
}
}
}
FinlyticTrades/Migrations/20260813202535_CheckPendingTrades.cs
+22
View File
@@ -0,0 +1,22 @@
using Microsoft.EntityFrameworkCore.Migrations;
#nullable disable
namespace FinlyticTrades.Migrations
{
/// <inheritdoc />
public partial class CheckPendingTrades : Migration
{
/// <inheritdoc />
protected override void Up(MigrationBuilder migrationBuilder)
{
}
/// <inheritdoc />
protected override void Down(MigrationBuilder migrationBuilder)
{
}
}
}
FinlyticTrades/Migrations/TradesDbContextModelSnapshot.cs
+4
View File
@@ -51,6 +51,10 @@ namespace FinlyticTrades.Migrations
b.Property<DateTime>("CreatedAt")
.HasColumnType("timestamp with time zone");
b.Property<string>("DerivativeIsin")
.HasMaxLength(20)
.HasColumnType("character varying(20)");
b.Property<decimal?>("EntryFee")
.HasColumnType("decimal(18,4)");
FinlyticTrades/Program.cs
+5 -5
View File
@@ -11,22 +11,22 @@ using Microsoft.Extensions.Logging;
var builder = Host.CreateApplicationBuilder(args);
// Register DB Context
// 1. Standard DbContext (Scoped)
builder.Services.AddDbContext<TradesDbContext>(options =>
options.UseNpgsql(builder.Configuration.GetConnectionString("DefaultConnection")));
// Register Domain Services
builder.Services.AddSingleton<ITradeLifecycleService, TradeLifecycleService>();
// 2. Domain Services (Scoped)
builder.Services.AddScoped<ITradeLifecycleService, TradeLifecycleService>();
builder.Services.AddScoped<ISettingsDbService, SettingsDbService>();
// Register Hosted Services
// 3. Hosted Services / Singletons
builder.Services.AddSingleton<TradesMqttClient>();
builder.Services.AddHostedService(sp => sp.GetRequiredService<TradesMqttClient>());
builder.Services.AddHostedService<FeedbackExporterEngine>();
var host = builder.Build();
// Run DB Migrations
// DB Migrations ausführen
using (var scope = host.Services.CreateScope())
{
try
FinlyticTrades/Services/TradeLifecycleService.cs
+10 -60
View File
@@ -14,45 +14,15 @@ namespace FinlyticTrades.Services;
public interface ITradeLifecycleService
{
/// <summary>
/// Processes a proposed trade.
/// </summary>
Task<bool> ProcessProposedTradeAsync(TradeProposalDto proposal, CancellationToken cancellationToken = default);
/// <summary>
/// Processes a manual analysis RPC response from FinlyticAnalyzer and ingests it if a trade was proposed.
/// </summary>
Task<bool> ProcessManualAnalysisResponseAsync(ManualAnalysisResponseDto response, string userId, CancellationToken cancellationToken = default);
/// <summary>
/// Accepts a trade proposal and maps execution parameters.
/// </summary>
Task<TradeEntity?> AcceptTradeAsync(TradeAcceptanceDto request, CancellationToken cancellationToken = default);
/// <summary>
/// Adds an hourly update for a trade.
/// </summary>
Task AddHourlyUpdateAsync(TradeHourlyUpdateDto update, CancellationToken cancellationToken = default);
/// <summary>
/// Gets a list of active trades filtered by optional UserId.
/// </summary>
Task<List<TradeEntity>> GetActiveTradesAsync(string? userId = null, CancellationToken cancellationToken = default);
/// <summary>
/// Gets a list of trades filtered by ISIN, status, and optional UserId.
/// </summary>
Task<List<TradeEntity>> GetTradesAsync(string? isin, string? status, string? userId = null, CancellationToken cancellationToken = default);
/// <summary>
/// Closes a trade manually.
/// </summary>
Task<TradeEntity?> CloseTradeAsync(string tradeId, CloseTradeRequest request, CancellationToken cancellationToken = default);
/// <summary>
/// Rejects a trade proposal.
/// </summary>
Task<TradeEntity?> RejectTradeAsync(string tradeId, CloseTradeRequest request, CancellationToken cancellationToken = default);
void CalculatePnL(TradeEntity trade, decimal? overridePrice = null);
}
public class TradeLifecycleService : ITradeLifecycleService
@@ -66,9 +36,6 @@ public class TradeLifecycleService : ITradeLifecycleService
_logger = logger;
}
/// <summary>
/// Processes a manual analysis RPC response from FinlyticAnalyzer and ingests it if a trade was proposed.
/// </summary>
public async Task<bool> ProcessManualAnalysisResponseAsync(ManualAnalysisResponseDto response, string userId, CancellationToken cancellationToken = default)
{
if (response == null || !response.IsTradeProposed)
@@ -119,9 +86,6 @@ public class TradeLifecycleService : ITradeLifecycleService
return false;
}
/// <summary>
/// Processes a proposed trade.
/// </summary>
public async Task<bool> ProcessProposedTradeAsync(TradeProposalDto proposal, CancellationToken cancellationToken = default)
{
if (string.IsNullOrWhiteSpace(proposal.Symbol) && string.IsNullOrWhiteSpace(proposal.Isin))
@@ -177,9 +141,6 @@ public class TradeLifecycleService : ITradeLifecycleService
return true;
}
/// <summary>
/// Accepts a trade proposal and updates execution parameters.
/// </summary>
public async Task<TradeEntity?> AcceptTradeAsync(TradeAcceptanceDto request, CancellationToken cancellationToken = default)
{
string targetUserId = !string.IsNullOrWhiteSpace(request.UserId) ? request.UserId : "default_user";
@@ -212,6 +173,7 @@ public class TradeLifecycleService : ITradeLifecycleService
if (request.TakeProfit > 0) existingTrade.TakeProfit = request.TakeProfit.Value;
if (request.KnockoutThreshold > 0) existingTrade.KnockoutThreshold = request.KnockoutThreshold;
if (!string.IsNullOrWhiteSpace(request.Timeframe)) existingTrade.Timeframe = request.Timeframe;
if (!string.IsNullOrWhiteSpace(request.DerivativeIsin)) existingTrade.DerivativeIsin = request.DerivativeIsin;
if (!string.IsNullOrWhiteSpace(request.Reasoning)) existingTrade.Reasoning = request.Reasoning;
existingTrade.ExecutionTimestamp = request.ExecutionTimestamp?.ToUniversalTime() ?? DateTime.UtcNow;
@@ -241,10 +203,10 @@ public class TradeLifecycleService : ITradeLifecycleService
TradeId = targetTradeId,
AnalysisId = proposal?.AnalysisId ?? (string.IsNullOrWhiteSpace(request.AnalysisId) ? Guid.NewGuid().ToString("N") : request.AnalysisId),
EventId = proposal?.EventId ?? request.AnalysisId,
Sector = proposal?.Sector ?? "General",
Sector = proposal?.Sector ?? request.Sector ?? "General",
Symbol = proposal?.Symbol ?? request.Symbol ?? request.Isin,
Isin = proposal?.Isin ?? request.Isin,
CompanyName = proposal?.CompanyName ?? request.Symbol ?? request.Isin,
CompanyName = proposal?.CompanyName ?? request.CompanyName ?? request.Symbol ?? request.Isin,
Status = TradeStatus.Active,
IsGlobalProposal = false,
UserId = targetUserId,
@@ -256,6 +218,7 @@ public class TradeLifecycleService : ITradeLifecycleService
RiskTolerance = proposal?.RiskTolerance ?? "Moderate",
Timeframe = proposal?.Timeframe ?? request.Timeframe ?? "1D",
InstrumentType = proposal?.InstrumentType ?? request.InstrumentType ?? "Stock",
DerivativeIsin = request.DerivativeIsin ?? proposal?.DerivativeIsin,
WinRate = proposal?.WinRate ?? 50,
VixRegime = proposal?.VixRegime ?? FinlyticCore.Models.Analyzer.VixMarketRegime.Normal,
VixValue = proposal?.VixValue ?? 15,
@@ -294,9 +257,6 @@ public class TradeLifecycleService : ITradeLifecycleService
return newTrade;
}
/// <summary>
/// Adds an hourly update for a trade.
/// </summary>
public async Task AddHourlyUpdateAsync(TradeHourlyUpdateDto update, CancellationToken cancellationToken = default)
{
var trade = await _dbContext.Trades
@@ -352,9 +312,6 @@ public class TradeLifecycleService : ITradeLifecycleService
"TradesChannel", update.TradeId, update.Recommendation, update.CurrentPrice);
}
/// <summary>
/// Gets a list of active trades filtered by optional UserId.
/// </summary>
public async Task<List<TradeEntity>> GetActiveTradesAsync(string? userId = null, CancellationToken cancellationToken = default)
{
var query = _dbContext.Trades.AsNoTracking().Include(t => t.HourlyUpdates).AsQueryable();
@@ -370,9 +327,6 @@ public class TradeLifecycleService : ITradeLifecycleService
.ToListAsync(cancellationToken);
}
/// <summary>
/// Gets a list of trades filtered by ISIN, status, and optional UserId.
/// </summary>
public async Task<List<TradeEntity>> GetTradesAsync(string? isin, string? status, string? userId = null, CancellationToken cancellationToken = default)
{
var query = _dbContext.Trades.AsNoTracking().Include(t => t.HourlyUpdates).AsQueryable();
@@ -395,9 +349,6 @@ public class TradeLifecycleService : ITradeLifecycleService
return await query.OrderByDescending(t => t.CreatedAt).ToListAsync(cancellationToken);
}
/// <summary>
/// Closes a trade manually.
/// </summary>
public async Task<TradeEntity?> CloseTradeAsync(string tradeId, CloseTradeRequest request, CancellationToken cancellationToken = default)
{
var trade = await _dbContext.Trades
@@ -420,9 +371,6 @@ public class TradeLifecycleService : ITradeLifecycleService
return trade;
}
/// <summary>
/// Rejects a trade proposal.
/// </summary>
public async Task<TradeEntity?> RejectTradeAsync(string tradeId, CloseTradeRequest request, CancellationToken cancellationToken = default)
{
var trade = await _dbContext.Trades
@@ -458,6 +406,7 @@ public class TradeLifecycleService : ITradeLifecycleService
entity.RiskTolerance = dto.RiskTolerance;
entity.Timeframe = dto.Timeframe;
entity.InstrumentType = dto.InstrumentType;
if (!string.IsNullOrWhiteSpace(dto.DerivativeIsin)) entity.DerivativeIsin = dto.DerivativeIsin;
entity.WinRate = dto.WinRate;
entity.VixRegime = dto.VixRegime;
entity.VixValue = dto.VixValue;
@@ -484,11 +433,12 @@ public class TradeLifecycleService : ITradeLifecycleService
entity.IsRecurring = dto.IsRecurring;
}
private static void CalculatePnL(TradeEntity trade)
public void CalculatePnL(TradeEntity trade, decimal? overridePrice = null)
{
if (!trade.UserExitPrice.HasValue) return;
decimal? evalPrice = overridePrice ?? trade.UserExitPrice ?? trade.HourlyUpdates?.LastOrDefault()?.CurrentPrice;
if (!evalPrice.HasValue || evalPrice.Value <= 0m) return;
decimal exitPrice = trade.UserExitPrice.Value;
decimal exitPrice = evalPrice.Value;
decimal entryPrice = trade.ActualEntryPrice.HasValue && trade.ActualEntryPrice.Value > 0m
? trade.ActualEntryPrice.Value
: trade.EntryPrice;
FinlyticTrades/Util/TradesMqttClient.cs
+62 -13
View File
@@ -6,6 +6,7 @@ using System.Text.Json;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticCore.Models;
using FinlyticCore.Models.Trades;
using FinlyticCore.Util;
@@ -21,18 +22,15 @@ namespace FinlyticTrades.Util;
public class TradesMqttClient : ManagedMqttClient, IHostedService
{
private readonly IConfiguration _configuration;
private readonly ITradeLifecycleService _tradeLifecycleService;
private readonly IServiceScopeFactory _scopeFactory;
private readonly ILogger<TradesMqttClient> _logger;
public TradesMqttClient(
IConfiguration configuration,
ITradeLifecycleService tradeLifecycleService,
IServiceScopeFactory scopeFactory,
ILogger<TradesMqttClient> logger) : base(logger)
{
_configuration = configuration;
_tradeLifecycleService = tradeLifecycleService;
_scopeFactory = scopeFactory;
_logger = logger;
}
@@ -71,6 +69,7 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
await SubscribeAsync("services/request/trades_Accept/#");
await SubscribeAsync("services/config/updated/#");
await SubscribeAsync("services/request/health_Ping/#");
await SubscribeAsync("services/response/tr_GetLivePrice/#");
_logger.LogInformation("[{Channel}] Successfully subscribed to all event and RPC channels.", "TradesChannel");
}
@@ -114,12 +113,16 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
return;
}
// Für Scoped-Services erzeugen wir pro eingehender Nachricht einen eigenen Scope
using var msgScope = _scopeFactory.CreateScope();
var tradeLifecycleService = msgScope.ServiceProvider.GetRequiredService<ITradeLifecycleService>();
if (topic.StartsWith("finlytic/trades/proposed/"))
{
var proposal = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeProposalDto);
if (proposal != null && (!string.IsNullOrWhiteSpace(proposal.Symbol) || !string.IsNullOrWhiteSpace(proposal.Isin)))
{
await _tradeLifecycleService.ProcessProposedTradeAsync(proposal, CancellationToken.None);
await tradeLifecycleService.ProcessProposedTradeAsync(proposal, CancellationToken.None);
}
else
{
@@ -131,7 +134,7 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
var acceptDto = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeAcceptanceDto);
if (acceptDto != null)
{
var newTrade = await _tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
var newTrade = await tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
if (newTrade != null)
{
var dto = MapToDto(newTrade);
@@ -145,7 +148,7 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
var acceptDto = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeAcceptanceDto);
if (acceptDto != null)
{
var acceptedTrade = await _tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
var acceptedTrade = await tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
if (acceptedTrade != null)
{
var acceptedDto = MapToDto(acceptedTrade);
@@ -159,7 +162,7 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
var update = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeHourlyUpdateDto);
if (update != null)
{
await _tradeLifecycleService.AddHourlyUpdateAsync(update, CancellationToken.None);
await tradeLifecycleService.AddHourlyUpdateAsync(update, CancellationToken.None);
}
}
else if (topic.StartsWith("services/request/trades_Get/"))
@@ -171,9 +174,36 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
string? status = request?.Status;
string? userId = request?.UserId;
var trades = await _tradeLifecycleService.GetTradesAsync(isin, status, userId);
var dtos = trades.Select(MapToDto).ToList();
var trades = await tradeLifecycleService.GetTradesAsync(isin, status, userId);
var activeTrades = trades.Where(t => t.Status == TradeStatus.Active && !string.IsNullOrWhiteSpace(t.Isin)).ToList();
if (activeTrades.Count > 0)
{
try
{
var priceTasks = activeTrades.Select(t => FetchLivePriceAsync(t.Isin)).ToList();
var livePricesTask = Task.WhenAll(priceTasks);
if (await Task.WhenAny(livePricesTask, Task.Delay(1500)) == livePricesTask)
{
var livePrices = await livePricesTask;
for (int i = 0; i < activeTrades.Count; i++)
{
var lp = livePrices[i];
if (lp != null && lp.CurrentPrice > 0m)
{
var trade = activeTrades[i];
tradeLifecycleService.CalculatePnL(trade, lp.CurrentPrice);
}
}
}
}
catch (Exception ex)
{
_logger.LogDebug(ex, "[{Channel}] Live price fetch skipped or timed out during trades_Get", "TradesChannel");
}
}
var dtos = trades.Select(MapToDto).ToList();
await PublishAsync($"services/response/trades_Get/{correlationId}", dtos);
}
else if (topic.StartsWith("services/request/trades_Close/"))
@@ -186,13 +216,12 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
if (request != null && !string.IsNullOrEmpty(tradeId))
{
var closedTrade = await _tradeLifecycleService.CloseTradeAsync(tradeId, request);
var closedTrade = await tradeLifecycleService.CloseTradeAsync(tradeId, request);
if (closedTrade != null)
{
var closedDto = MapToDto(closedTrade);
await PublishAsync($"services/response/trades_Close/{correlationId}", closedDto);
// Send event stream update specifically for closed trades (used by Feedback Engine & Analytics)
string sectorSafe = string.IsNullOrWhiteSpace(closedTrade.Sector) ? "general" : closedTrade.Sector.ToLowerInvariant();
await PublishAsync($"finlytic/trades/closed/{sectorSafe}/{closedTrade.Symbol.ToLowerInvariant()}", closedDto);
await PublishTradeUpdateAsync(closedDto);
@@ -209,7 +238,7 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
if (request != null && !string.IsNullOrEmpty(tradeId))
{
var rejectedTrade = await _tradeLifecycleService.RejectTradeAsync(tradeId, request);
var rejectedTrade = await tradeLifecycleService.RejectTradeAsync(tradeId, request);
if (rejectedTrade != null)
{
var rejectedDto = MapToDto(rejectedTrade);
@@ -227,9 +256,26 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
public async Task PublishTradeUpdateAsync(TradeProposalDto trade)
{
await PublishAsync($"finlytic/trades/user/{trade.UserId ?? "all"}", trade);
await PublishAsync("finlytic/trades/update", trade);
}
private async Task<LivePriceDto?> FetchLivePriceAsync(string isin)
{
if (string.IsNullOrWhiteSpace(isin)) return null;
try
{
return await SendRpcRequestAsync<LivePriceDto, IsinRequest>(
"tr_GetLivePrice",
new IsinRequest(isin),
TimeSpan.FromMilliseconds(1200));
}
catch
{
return null;
}
}
private static TradeProposalDto MapToDto(TradeEntity t)
{
List<decimal>? parseTakeProfitTargets()
@@ -290,7 +336,10 @@ public class TradesMqttClient : ManagedMqttClient, IHostedService
ExecutionTimestamp = t.ExecutionTimestamp,
Quantity = t.Quantity,
KnockoutThreshold = t.KnockoutThreshold,
IsRecurring = t.IsRecurring
IsRecurring = t.IsRecurring,
PnlAbsolute = t.PnlAbsolute,
PnlPercent = t.PnlPercent,
CurrentPrice = t.UserExitPrice ?? t.HourlyUpdates?.LastOrDefault()?.CurrentPrice
};
}
}