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 +1,153 @@
+using System;
+using Microsoft.EntityFrameworkCore.Migrations;
+
+#nullable disable
+
+namespace FinlyticBot.Migrations
+{
+    /// <inheritdoc />
+    public partial class InitBotDatabase : Migration
+    {
+        /// <inheritdoc />
+        protected override void Up(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.CreateTable(
+                name: "BotAuditLogs",
+                columns: table => new
+                {
+                    Id = table.Column<Guid>(type: "uuid", nullable: false),
+                    TradeId = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
+                    Symbol = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
+                    Action = table.Column<string>(type: "character varying(50)", maxLength: 50, nullable: false),
+                    IsAccepted = table.Column<bool>(type: "boolean", nullable: false),
+                    Reason = table.Column<string>(type: "character varying(500)", maxLength: 500, nullable: true),
+                    CalculatedSize = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    AccountEquity = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    Timestamp = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_BotAuditLogs", x => x.Id);
+                });
+
+            migrationBuilder.CreateTable(
+                name: "DynamicSettings",
+                columns: table => new
+                {
+                    Id = table.Column<Guid>(type: "uuid", nullable: false),
+                    Key = table.Column<string>(type: "character varying(150)", maxLength: 150, nullable: false),
+                    ValueJson = table.Column<string>(type: "text", nullable: false),
+                    ServiceIdentifier = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
+                    LastUpdatedUtc = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_DynamicSettings", x => x.Id);
+                });
+
+            migrationBuilder.CreateTable(
+                name: "ExecutedPaperTrades",
+                columns: table => new
+                {
+                    Id = table.Column<Guid>(type: "uuid", nullable: false),
+                    TradeId = table.Column<string>(type: "character varying(100)", maxLength: 100, nullable: false),
+                    Symbol = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
+                    Isin = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
+                    CompanyName = table.Column<string>(type: "character varying(200)", maxLength: 200, nullable: false),
+                    AlpacaOrderId = table.Column<Guid>(type: "uuid", nullable: true),
+                    Side = table.Column<string>(type: "character varying(20)", maxLength: 20, nullable: false),
+                    Quantity = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    SignalEntryPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    ActualFillPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    StopLossPrice = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    TakeProfitPrice1 = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    TakeProfitPrice2 = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    CalculatedCrv = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    WinRate = table.Column<double>(type: "double precision", nullable: false),
+                    SlippagePercent = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    RealizedPnl = table.Column<decimal>(type: "numeric(18,4)", nullable: false),
+                    RealizedPnlPercent = table.Column<decimal>(type: "numeric(18,4)", nullable: true),
+                    Status = table.Column<string>(type: "character varying(30)", maxLength: 30, nullable: false),
+                    RejectReason = table.Column<string>(type: "character varying(1000)", maxLength: 1000, nullable: true),
+                    PlacedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: false),
+                    FilledAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: true),
+                    ClosedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: true),
+                    UpdatedAt = table.Column<DateTime>(type: "timestamp with time zone", nullable: false)
+                },
+                constraints: table =>
+                {
+                    table.PrimaryKey("PK_ExecutedPaperTrades", x => x.Id);
+                });
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BotAuditLogs_Action",
+                table: "BotAuditLogs",
+                column: "Action");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BotAuditLogs_Symbol",
+                table: "BotAuditLogs",
+                column: "Symbol");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BotAuditLogs_Timestamp",
+                table: "BotAuditLogs",
+                column: "Timestamp");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_BotAuditLogs_TradeId",
+                table: "BotAuditLogs",
+                column: "TradeId");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_DynamicSettings_Key",
+                table: "DynamicSettings",
+                column: "Key",
+                unique: true);
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_AlpacaOrderId",
+                table: "ExecutedPaperTrades",
+                column: "AlpacaOrderId");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_Isin",
+                table: "ExecutedPaperTrades",
+                column: "Isin");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_PlacedAt",
+                table: "ExecutedPaperTrades",
+                column: "PlacedAt");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_Status",
+                table: "ExecutedPaperTrades",
+                column: "Status");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_Symbol",
+                table: "ExecutedPaperTrades",
+                column: "Symbol");
+
+            migrationBuilder.CreateIndex(
+                name: "IX_ExecutedPaperTrades_TradeId",
+                table: "ExecutedPaperTrades",
+                column: "TradeId",
+                unique: true);
+        }
+
+        /// <inheritdoc />
+        protected override void Down(MigrationBuilder migrationBuilder)
+        {
+            migrationBuilder.DropTable(
+                name: "BotAuditLogs");
+
+            migrationBuilder.DropTable(
+                name: "DynamicSettings");
+
+            migrationBuilder.DropTable(
+                name: "ExecutedPaperTrades");
+        }
+    }
+}