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

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Kleidukos
2026-08-17 16:32:47 +02:00
parent 3972507cb0
commit 5497cc5de7
21 changed files with 1924 additions and 14 deletions
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FinlyticBot/Util/BotMqttClient.cs
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using System;
using System.Collections.Generic;
using System.Text.Json;
using System.Threading;
using System.Threading.Tasks;
using FinlyticBot.Services;
using FinlyticCore.Dtos;
using FinlyticCore.Dtos.Settings;
using FinlyticCore.Models;
using FinlyticCore.Models.Trades;
using FinlyticCore.Services;
using FinlyticCore.Util;
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging;
namespace FinlyticBot.Util;
public class BotMqttClient : ManagedMqttClient, IHostedService
{
private readonly IConfiguration _configuration;
private readonly IServiceScopeFactory _scopeFactory;
private readonly ILogger<BotMqttClient> _logger;
public BotMqttClient(
IConfiguration configuration,
IServiceScopeFactory scopeFactory,
ILogger<BotMqttClient> logger) : base(logger)
{
_configuration = configuration;
_scopeFactory = scopeFactory;
_logger = logger;
}
public async Task StartAsync(CancellationToken cancellationToken)
{
var config = new MqttConfiguration
{
Host = _configuration["MQTT:Host"] ?? _configuration["MQTT__Host"] ?? "localhost",
Port = Convert.ToInt32(_configuration["MQTT:Port"] ?? _configuration["MQTT__Port"] ?? "1883"),
Username = _configuration["MQTT:Username"] ?? _configuration["MQTT__Username"],
Password = _configuration["MQTT:Password"] ?? _configuration["MQTT__Password"],
ClientId = $"{(_configuration["MQTT:ClientId"] ?? _configuration["MQTT__ClientId"] ?? "finlytic_bot")}_{Guid.NewGuid():N}"
};
_logger.LogInformation("Starting FinlyticBot MQTT Client. Host: {Host}, ClientId: {ClientId}", config.Host, config.ClientId);
await ConnectAsync(config);
}
public async Task StopAsync(CancellationToken cancellationToken)
{
_logger.LogInformation("Stopping FinlyticBot MQTT Client.");
await DisconnectAsync();
}
protected override async Task OnConnectedAsync()
{
_logger.LogInformation("FinlyticBot MQTT Client connected. Subscribing to topics...");
await SubscribeAsync("services/events/trades/proposal");
await SubscribeAsync("finlytic/trades/proposed/#");
await SubscribeAsync("services/events/analyzer/trade_proposed");
await SubscribeAsync("services/request/bot_Settings_GetAll/#");
await SubscribeAsync("services/request/bot_Settings_Update/#");
await SubscribeAsync("services/request/health_Ping/#");
FinlyticCore.Services.FinlyticLogBroadcaster.OnLogPublished = async (logDto) =>
{
if (IsConnected && string.Equals(logDto.ServiceName, "FinlyticBot", StringComparison.OrdinalIgnoreCase))
{
await PublishAsync("finlytic/logs/FinlyticBot", logDto);
}
};
_logger.LogInformation("Successfully subscribed to FinlyticBot event and RPC channels.");
}
protected override async Task OnMessageReceivedAsync(string topic, string payloadStr)
{
try
{
if (topic.Contains("health_Ping", StringComparison.OrdinalIgnoreCase))
{
var segments = topic.Split('/');
bool isForMe = segments.Length >= 5
? segments[3].Equals("FinlyticBot", StringComparison.OrdinalIgnoreCase)
: topic.Contains("FinlyticBot", StringComparison.OrdinalIgnoreCase);
if (isForMe)
{
string correlationId = segments[^1];
string respTopic = $"services/response/health_Ping/{correlationId}";
await PublishAsync(respTopic, new ServiceHealthResponse("FinlyticBot", "Online", DateTime.UtcNow, "Connected"));
using var scope = _scopeFactory.CreateScope();
var finlyticLogger = scope.ServiceProvider.GetRequiredService<IFinlyticLogger<BotMqttClient>>();
await finlyticLogger.LogInfoAsync(SettingKeys.HealthPingChannel,
"[FinlyticBot] Responded to live health_Ping RPC [CorrelationId: {CorrelationId}].", correlationId);
}
return;
}
if (topic.StartsWith("services/request/bot_Settings_GetAll/", StringComparison.OrdinalIgnoreCase))
{
var correlationId = topic.Split('/')[^1];
await HandleSettingsGetAllAsync(correlationId);
return;
}
if (topic.StartsWith("services/request/bot_Settings_Update/", StringComparison.OrdinalIgnoreCase))
{
var correlationId = topic.Split('/')[^1];
await HandleSettingsUpdateAsync(correlationId, payloadStr);
return;
}
if (topic.Equals("services/events/trades/proposal", StringComparison.OrdinalIgnoreCase) ||
topic.StartsWith("finlytic/trades/proposed/", StringComparison.OrdinalIgnoreCase) ||
topic.Equals("services/events/analyzer/trade_proposed", StringComparison.OrdinalIgnoreCase))
{
await HandleTradeProposalEventAsync(payloadStr);
return;
}
}
catch (Exception ex)
{
_logger.LogError(ex, "Error processing incoming MQTT message on topic {Topic}", topic);
}
}
private async Task HandleTradeProposalEventAsync(string payloadStr)
{
if (string.IsNullOrWhiteSpace(payloadStr)) return;
TradeProposalDto? proposal = null;
try
{
proposal = JsonSerializer.Deserialize<TradeProposalDto>(payloadStr, FinlyticJsonSerializerContext.Default.TradeProposalDto);
}
catch
{
proposal = JsonSerializer.Deserialize<TradeProposalDto>(payloadStr);
}
if (proposal == null) return;
using var scope = _scopeFactory.CreateScope();
var executionService = scope.ServiceProvider.GetRequiredService<IBotOrderExecutionService>();
await executionService.ProcessTradeProposalAsync(proposal);
}
private async Task HandleSettingsGetAllAsync(string correlationId)
{
using var scope = _scopeFactory.CreateScope();
var settingsService = scope.ServiceProvider.GetRequiredService<ISettingsService>();
var settings = await settingsService.GetAllRegisteredSettingsAsync(new[] { typeof(SettingKeys) });
var responseTopic = $"services/response/bot_Settings_GetAll/{correlationId}";
await PublishAsync(responseTopic, settings);
}
private async Task HandleSettingsUpdateAsync(string correlationId, string payload)
{
using var scope = _scopeFactory.CreateScope();
var settingsService = scope.ServiceProvider.GetRequiredService<ISettingsService>();
Dictionary<string, object?>? updates = null;
try
{
updates = JsonSerializer.Deserialize<Dictionary<string, object?>>(payload);
}
catch
{
var list = JsonSerializer.Deserialize<List<DynamicSettingDto>>(payload);
if (list != null)
{
updates = new Dictionary<string, object?>();
foreach (var item in list) updates[item.Key] = item.Value;
}
}
if (updates != null && updates.Count > 0)
{
await settingsService.UpdateSettingsAsync(updates);
}
var currentSettings = await settingsService.GetAllRegisteredSettingsAsync(new[] { typeof(SettingKeys) });
var responseTopic = $"services/response/bot_Settings_Update/{correlationId}";
await PublishAsync(responseTopic, currentSettings);
}
}
FinlyticBot/Util/SettingKeys.cs
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using FinlyticCore.Models.Settings;
namespace FinlyticBot.Util;
public static class SettingKeys
{
// --- Logging-Kanäle ---
public static readonly SettingKey<bool> BotChannel = new("Logging.Channel.Bot", true);
public static readonly SettingKey<bool> MqttChannel = new("Logging.Channel.MQTT", true);
public static readonly SettingKey<bool> HealthPingChannel = new("Logging.Channel.Health", true);
// --- Master Bot Control ---
public static readonly SettingKey<bool> IsEnabled = new("Bot.IsEnabled", false);
// --- Filter & Zulassungskriterien ---
public static readonly SettingKey<double> MinCrv = new("Bot.MinCrv", 1.50);
public static readonly SettingKey<double> MinWinRate = new("Bot.MinWinRate", 65.0);
public static readonly SettingKey<double> MaxVixThreshold = new("Bot.MaxVixThreshold", 25.0);
public static readonly SettingKey<double> MaxEntryDeviationPercent = new("Bot.MaxEntryDeviationPercent", 0.75);
// --- Risiko-Management & Positionsgrößen ---
public static readonly SettingKey<double> RiskPerTradePercent = new("Bot.RiskPerTradePercent", 1.0);
public static readonly SettingKey<double> MaxSinglePositionCap = new("Bot.MaxSinglePositionCap", 5000.0);
public static readonly SettingKey<int> MaxOpenTrades = new("Bot.MaxOpenTrades", 5);
public static readonly SettingKey<double> DailyLossLimitPercent = new("Bot.DailyLossLimitPercent", 3.0);
public static readonly SettingKey<int> MaxConsecutiveLosses = new("Bot.MaxConsecutiveLosses", 3);
// --- Order Execution Strategie ---
public static readonly SettingKey<string> TakeProfitMode = new("Bot.TakeProfitMode", "Split50_50"); // "TP1_Only", "TP2_Only", "Split50_50"
public static readonly SettingKey<string> ExecutionOrderType = new("Bot.ExecutionOrderType", "Limit"); // "Limit", "Market"
// --- Alpaca API Konfiguration (Optional live im UI überschreibbar) ---
public static readonly SettingKey<string> AlpacaKeyId = new("Alpaca.KeyId", "");
public static readonly SettingKey<string> AlpacaSecretKey = new("Alpaca.SecretKey", "");
public static readonly SettingKey<bool> AlpacaIsPaper = new("Alpaca.IsPaper", true);
}