feat(bot): add FinlyticBot autonomous paper trading microservice with Alpaca Markets API integration

2026-08-17 16:32:47 +02:00
parent 3972507cb0
commit 5497cc5de7
21 changed files with 1924 additions and 14 deletions
@@ -0,0 +1,37 @@
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace FinlyticBot.Entities;
+
+[Table("BotAuditLogs")]
+public class BotAuditLogEntity
+{
+    [Key]
+    public Guid Id { get; set; } = Guid.NewGuid();
+
+    [Required]
+    [MaxLength(100)]
+    public string TradeId { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(30)]
+    public string Symbol { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(50)]
+    public string Action { get; set; } = string.Empty; // "Evaluated", "Rejected", "OrderPlaced", "OrderFilled", "OrderClosed", "EmergencyStopped"
+
+    public bool IsAccepted { get; set; }
+
+    [MaxLength(500)]
+    public string? Reason { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? CalculatedSize { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? AccountEquity { get; set; }
+
+    public DateTime Timestamp { get; set; } = DateTime.UtcNow;
+}
@@ -0,0 +1,78 @@
+using System;
+using System.ComponentModel.DataAnnotations;
+using System.ComponentModel.DataAnnotations.Schema;
+
+namespace FinlyticBot.Entities;
+
+[Table("ExecutedPaperTrades")]
+public class ExecutedPaperTradeEntity
+{
+    [Key]
+    public Guid Id { get; set; } = Guid.NewGuid();
+
+    [Required]
+    [MaxLength(100)]
+    public string TradeId { get; set; } = string.Empty;
+
+    [Required]
+    [MaxLength(30)]
+    public string Symbol { get; set; } = string.Empty;
+
+    [MaxLength(30)]
+    public string Isin { get; set; } = string.Empty;
+
+    [MaxLength(200)]
+    public string CompanyName { get; set; } = string.Empty;
+
+    public Guid? AlpacaOrderId { get; set; }
+
+    [MaxLength(20)]
+    public string Side { get; set; } = "BUY"; // "BUY", "SELL"
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal Quantity { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal SignalEntryPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? ActualFillPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal StopLossPrice { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal TakeProfitPrice1 { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? TakeProfitPrice2 { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal CalculatedCrv { get; set; }
+
+    public double WinRate { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? SlippagePercent { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal RealizedPnl { get; set; }
+
+    [Column(TypeName = "decimal(18,4)")]
+    public decimal? RealizedPnlPercent { get; set; }
+
+    [Required]
+    [MaxLength(30)]
+    public string Status { get; set; } = "Proposed"; // "Proposed", "Submitted", "Accepted", "PartiallyFilled", "Filled", "Closed", "Rejected", "Canceled"
+
+    [MaxLength(1000)]
+    public string? RejectReason { get; set; }
+
+    public DateTime PlacedAt { get; set; } = DateTime.UtcNow;
+
+    public DateTime? FilledAt { get; set; }
+
+    public DateTime? ClosedAt { get; set; }
+
+    public DateTime UpdatedAt { get; set; } = DateTime.UtcNow;
+}