feat(bot): add FinlyticBot autonomous paper trading microservice with Alpaca Markets API integration
This commit is contained in:
@@ -0,0 +1,217 @@
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// <auto-generated />
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using System;
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using FinlyticBot.Database;
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using Microsoft.EntityFrameworkCore;
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using Microsoft.EntityFrameworkCore.Infrastructure;
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using Microsoft.EntityFrameworkCore.Migrations;
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using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
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using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
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#nullable disable
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namespace FinlyticBot.Migrations
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{
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[DbContext(typeof(BotDbContext))]
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[Migration("20260817142432_InitBotDatabase")]
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partial class InitBotDatabase
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{
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/// <inheritdoc />
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protected override void BuildTargetModel(ModelBuilder modelBuilder)
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{
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#pragma warning disable 612, 618
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modelBuilder
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.HasAnnotation("ProductVersion", "10.0.9")
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.HasAnnotation("Relational:MaxIdentifierLength", 63);
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NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
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modelBuilder.Entity("FinlyticBot.Entities.BotAuditLogEntity", b =>
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{
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b.Property<Guid>("Id")
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.ValueGeneratedOnAdd()
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.HasColumnType("uuid");
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b.Property<decimal?>("AccountEquity")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("Action")
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.IsRequired()
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.HasMaxLength(50)
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.HasColumnType("character varying(50)");
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b.Property<decimal?>("CalculatedSize")
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.HasColumnType("decimal(18,4)");
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b.Property<bool>("IsAccepted")
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.HasColumnType("boolean");
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b.Property<string>("Reason")
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.HasMaxLength(500)
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.HasColumnType("character varying(500)");
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b.Property<string>("Symbol")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<DateTime>("Timestamp")
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.HasColumnType("timestamp with time zone");
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b.Property<string>("TradeId")
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.IsRequired()
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.HasMaxLength(100)
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.HasColumnType("character varying(100)");
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b.HasKey("Id");
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b.HasIndex("Action");
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b.HasIndex("Symbol");
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b.HasIndex("Timestamp");
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b.HasIndex("TradeId");
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b.ToTable("BotAuditLogs");
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});
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modelBuilder.Entity("FinlyticBot.Entities.ExecutedPaperTradeEntity", b =>
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{
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b.Property<Guid>("Id")
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.ValueGeneratedOnAdd()
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.HasColumnType("uuid");
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b.Property<decimal?>("ActualFillPrice")
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.HasColumnType("decimal(18,4)");
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b.Property<Guid?>("AlpacaOrderId")
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.HasColumnType("uuid");
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b.Property<decimal>("CalculatedCrv")
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.HasColumnType("decimal(18,4)");
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b.Property<DateTime?>("ClosedAt")
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.HasColumnType("timestamp with time zone");
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b.Property<string>("CompanyName")
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.IsRequired()
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.HasMaxLength(200)
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.HasColumnType("character varying(200)");
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b.Property<DateTime?>("FilledAt")
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.HasColumnType("timestamp with time zone");
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b.Property<string>("Isin")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<DateTime>("PlacedAt")
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.HasColumnType("timestamp with time zone");
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b.Property<decimal>("Quantity")
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.HasColumnType("decimal(18,4)");
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b.Property<decimal>("RealizedPnl")
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.HasColumnType("decimal(18,4)");
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b.Property<decimal?>("RealizedPnlPercent")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("RejectReason")
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.HasMaxLength(1000)
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.HasColumnType("character varying(1000)");
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b.Property<string>("Side")
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.IsRequired()
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.HasMaxLength(20)
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.HasColumnType("character varying(20)");
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b.Property<decimal>("SignalEntryPrice")
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.HasColumnType("decimal(18,4)");
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b.Property<decimal?>("SlippagePercent")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("Status")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<decimal>("StopLossPrice")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("Symbol")
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.IsRequired()
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.HasMaxLength(30)
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.HasColumnType("character varying(30)");
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b.Property<decimal>("TakeProfitPrice1")
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.HasColumnType("decimal(18,4)");
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b.Property<decimal?>("TakeProfitPrice2")
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.HasColumnType("decimal(18,4)");
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b.Property<string>("TradeId")
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.IsRequired()
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.HasMaxLength(100)
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.HasColumnType("character varying(100)");
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b.Property<DateTime>("UpdatedAt")
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.HasColumnType("timestamp with time zone");
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b.Property<double>("WinRate")
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.HasColumnType("double precision");
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b.HasKey("Id");
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b.HasIndex("AlpacaOrderId");
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b.HasIndex("Isin");
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b.HasIndex("PlacedAt");
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b.HasIndex("Status");
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b.HasIndex("Symbol");
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b.HasIndex("TradeId")
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.IsUnique();
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b.ToTable("ExecutedPaperTrades");
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});
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modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
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{
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b.Property<Guid>("Id")
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.ValueGeneratedOnAdd()
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.HasColumnType("uuid");
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b.Property<string>("Key")
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.IsRequired()
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.HasMaxLength(150)
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.HasColumnType("character varying(150)");
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b.Property<DateTime>("LastUpdatedUtc")
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.HasColumnType("timestamp with time zone");
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b.Property<string>("ServiceIdentifier")
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.IsRequired()
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.HasMaxLength(100)
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.HasColumnType("character varying(100)");
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b.Property<string>("ValueJson")
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.IsRequired()
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.HasColumnType("text");
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b.HasKey("Id");
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b.HasIndex("Key")
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.IsUnique();
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b.ToTable("DynamicSettings");
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});
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#pragma warning restore 612, 618
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}
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}
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}
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@@ -0,0 +1,153 @@
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using System;
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using Microsoft.EntityFrameworkCore.Migrations;
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#nullable disable
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namespace FinlyticBot.Migrations
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{
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/// <inheritdoc />
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public partial class InitBotDatabase : Migration
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{
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/// <inheritdoc />
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protected override void Up(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.CreateTable(
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name: "BotAuditLogs",
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columns: table => new
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{
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Id = table.Column<Guid>(type: "uuid", nullable: false),
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TradeId = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
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Symbol = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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Action = table.Column<string>(type: "character varying(50)", maxLength: 50, nullable: false),
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IsAccepted = table.Column<bool>(type: "boolean", nullable: false),
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Reason = table.Column<string>(type: "character varying(500)", maxLength: 500, nullable: true),
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CalculatedSize = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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AccountEquity = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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Timestamp = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_BotAuditLogs", x => x.Id);
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});
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migrationBuilder.CreateTable(
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name: "DynamicSettings",
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columns: table => new
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{
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Id = table.Column<Guid>(type: "uuid", nullable: false),
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Key = table.Column<string>(type: "character varying(150)", maxLength: 150, nullable: false),
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ValueJson = table.Column<string>(type: "text", nullable: false),
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ServiceIdentifier = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
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LastUpdatedUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_DynamicSettings", x => x.Id);
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});
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migrationBuilder.CreateTable(
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name: "ExecutedPaperTrades",
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columns: table => new
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{
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Id = table.Column<Guid>(type: "uuid", nullable: false),
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TradeId = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
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Symbol = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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Isin = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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CompanyName = table.Column<string>(type: "character varying(200)", maxLength: 200, nullable: false),
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AlpacaOrderId = table.Column<Guid>(type: "uuid", nullable: true),
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Side = table.Column<string>(type: "character varying(20)", maxLength: 20, nullable: false),
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Quantity = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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SignalEntryPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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ActualFillPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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StopLossPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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TakeProfitPrice1 = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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TakeProfitPrice2 = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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CalculatedCrv = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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WinRate = table.Column<double>(type: "double precision", nullable: false),
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SlippagePercent = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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RealizedPnl = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
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RealizedPnlPercent = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
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Status = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
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RejectReason = table.Column<string>(type: "character varying(1000)", maxLength: 1000, nullable: true),
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PlacedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: false),
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FilledAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: true),
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ClosedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: true),
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UpdatedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
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},
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constraints: table =>
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{
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table.PrimaryKey("PK_ExecutedPaperTrades", x => x.Id);
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});
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migrationBuilder.CreateIndex(
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name: "IX_BotAuditLogs_Action",
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table: "BotAuditLogs",
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column: "Action");
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migrationBuilder.CreateIndex(
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name: "IX_BotAuditLogs_Symbol",
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table: "BotAuditLogs",
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column: "Symbol");
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migrationBuilder.CreateIndex(
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name: "IX_BotAuditLogs_Timestamp",
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table: "BotAuditLogs",
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column: "Timestamp");
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migrationBuilder.CreateIndex(
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name: "IX_BotAuditLogs_TradeId",
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table: "BotAuditLogs",
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column: "TradeId");
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migrationBuilder.CreateIndex(
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name: "IX_DynamicSettings_Key",
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table: "DynamicSettings",
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column: "Key",
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unique: true);
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_AlpacaOrderId",
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table: "ExecutedPaperTrades",
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column: "AlpacaOrderId");
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_Isin",
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table: "ExecutedPaperTrades",
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column: "Isin");
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_PlacedAt",
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table: "ExecutedPaperTrades",
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column: "PlacedAt");
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_Status",
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table: "ExecutedPaperTrades",
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column: "Status");
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_Symbol",
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table: "ExecutedPaperTrades",
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column: "Symbol");
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migrationBuilder.CreateIndex(
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name: "IX_ExecutedPaperTrades_TradeId",
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table: "ExecutedPaperTrades",
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column: "TradeId",
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unique: true);
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}
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/// <inheritdoc />
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protected override void Down(MigrationBuilder migrationBuilder)
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{
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migrationBuilder.DropTable(
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name: "BotAuditLogs");
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migrationBuilder.DropTable(
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name: "DynamicSettings");
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migrationBuilder.DropTable(
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name: "ExecutedPaperTrades");
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}
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}
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}
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@@ -0,0 +1,214 @@
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// <auto-generated />
|
||||
using System;
|
||||
using FinlyticBot.Database;
|
||||
using Microsoft.EntityFrameworkCore;
|
||||
using Microsoft.EntityFrameworkCore.Infrastructure;
|
||||
using Microsoft.EntityFrameworkCore.Storage.ValueConversion;
|
||||
using Npgsql.EntityFrameworkCore.PostgreSQL.Metadata;
|
||||
|
||||
#nullable disable
|
||||
|
||||
namespace FinlyticBot.Migrations
|
||||
{
|
||||
[DbContext(typeof(BotDbContext))]
|
||||
partial class BotDbContextModelSnapshot : ModelSnapshot
|
||||
{
|
||||
protected override void BuildModel(ModelBuilder modelBuilder)
|
||||
{
|
||||
#pragma warning disable 612, 618
|
||||
modelBuilder
|
||||
.HasAnnotation("ProductVersion", "10.0.9")
|
||||
.HasAnnotation("Relational:MaxIdentifierLength", 63);
|
||||
|
||||
NpgsqlModelBuilderExtensions.UseIdentityByDefaultColumns(modelBuilder);
|
||||
|
||||
modelBuilder.Entity("FinlyticBot.Entities.BotAuditLogEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<decimal?>("AccountEquity")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("Action")
|
||||
.IsRequired()
|
||||
.HasMaxLength(50)
|
||||
.HasColumnType("character varying(50)");
|
||||
|
||||
b.Property<decimal?>("CalculatedSize")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<bool>("IsAccepted")
|
||||
.HasColumnType("boolean");
|
||||
|
||||
b.Property<string>("Reason")
|
||||
.HasMaxLength(500)
|
||||
.HasColumnType("character varying(500)");
|
||||
|
||||
b.Property<string>("Symbol")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<DateTime>("Timestamp")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("TradeId")
|
||||
.IsRequired()
|
||||
.HasMaxLength(100)
|
||||
.HasColumnType("character varying(100)");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("Action");
|
||||
|
||||
b.HasIndex("Symbol");
|
||||
|
||||
b.HasIndex("Timestamp");
|
||||
|
||||
b.HasIndex("TradeId");
|
||||
|
||||
b.ToTable("BotAuditLogs");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticBot.Entities.ExecutedPaperTradeEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<decimal?>("ActualFillPrice")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<Guid?>("AlpacaOrderId")
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<decimal>("CalculatedCrv")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<DateTime?>("ClosedAt")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("CompanyName")
|
||||
.IsRequired()
|
||||
.HasMaxLength(200)
|
||||
.HasColumnType("character varying(200)");
|
||||
|
||||
b.Property<DateTime?>("FilledAt")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("Isin")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<DateTime>("PlacedAt")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<decimal>("Quantity")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<decimal>("RealizedPnl")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<decimal?>("RealizedPnlPercent")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("RejectReason")
|
||||
.HasMaxLength(1000)
|
||||
.HasColumnType("character varying(1000)");
|
||||
|
||||
b.Property<string>("Side")
|
||||
.IsRequired()
|
||||
.HasMaxLength(20)
|
||||
.HasColumnType("character varying(20)");
|
||||
|
||||
b.Property<decimal>("SignalEntryPrice")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<decimal?>("SlippagePercent")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("Status")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<decimal>("StopLossPrice")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("Symbol")
|
||||
.IsRequired()
|
||||
.HasMaxLength(30)
|
||||
.HasColumnType("character varying(30)");
|
||||
|
||||
b.Property<decimal>("TakeProfitPrice1")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<decimal?>("TakeProfitPrice2")
|
||||
.HasColumnType("decimal(18,4)");
|
||||
|
||||
b.Property<string>("TradeId")
|
||||
.IsRequired()
|
||||
.HasMaxLength(100)
|
||||
.HasColumnType("character varying(100)");
|
||||
|
||||
b.Property<DateTime>("UpdatedAt")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<double>("WinRate")
|
||||
.HasColumnType("double precision");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("AlpacaOrderId");
|
||||
|
||||
b.HasIndex("Isin");
|
||||
|
||||
b.HasIndex("PlacedAt");
|
||||
|
||||
b.HasIndex("Status");
|
||||
|
||||
b.HasIndex("Symbol");
|
||||
|
||||
b.HasIndex("TradeId")
|
||||
.IsUnique();
|
||||
|
||||
b.ToTable("ExecutedPaperTrades");
|
||||
});
|
||||
|
||||
modelBuilder.Entity("FinlyticCore.Entities.Settings.SettingEntity", b =>
|
||||
{
|
||||
b.Property<Guid>("Id")
|
||||
.ValueGeneratedOnAdd()
|
||||
.HasColumnType("uuid");
|
||||
|
||||
b.Property<string>("Key")
|
||||
.IsRequired()
|
||||
.HasMaxLength(150)
|
||||
.HasColumnType("character varying(150)");
|
||||
|
||||
b.Property<DateTime>("LastUpdatedUtc")
|
||||
.HasColumnType("timestamp with time zone");
|
||||
|
||||
b.Property<string>("ServiceIdentifier")
|
||||
.IsRequired()
|
||||
.HasMaxLength(100)
|
||||
.HasColumnType("character varying(100)");
|
||||
|
||||
b.Property<string>("ValueJson")
|
||||
.IsRequired()
|
||||
.HasColumnType("text");
|
||||
|
||||
b.HasKey("Id");
|
||||
|
||||
b.HasIndex("Key")
|
||||
.IsUnique();
|
||||
|
||||
b.ToTable("DynamicSettings");
|
||||
});
|
||||
#pragma warning restore 612, 618
|
||||
}
|
||||
}
|
||||
}
|
||||
Reference in New Issue
Block a user