feat(Trades): refactor trades MQTT client and DTOs

This commit is contained in:
2026-08-09 21:01:42 +02:00
parent c74a4456af
commit e7427b7464
21 changed files with 3363 additions and 0 deletions
@@ -0,0 +1,206 @@
using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text.Json;
using System.Text.RegularExpressions;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Models.Trades;
using FinlyticTrades.Database;
using FinlyticTrades.Entities;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging;
using Parquet.Serialization;
namespace FinlyticTrades.Services;
public interface IFeedbackExporterEngine
{
/// <summary>
/// Exports feedback data for closed trades.
/// </summary>
Task ExportFeedbackDataAsync(CancellationToken cancellationToken = default);
}
public class FeedbackExporterEngine : BackgroundService, IFeedbackExporterEngine
{
private readonly IServiceScopeFactory _scopeFactory;
private readonly ILogger<FeedbackExporterEngine> _logger;
private readonly string _feedbackDir;
public FeedbackExporterEngine(IServiceScopeFactory scopeFactory, ILogger<FeedbackExporterEngine> logger)
{
_scopeFactory = scopeFactory;
_logger = logger;
_feedbackDir = Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "data", "feedback");
if (!Directory.Exists(_feedbackDir))
{
Directory.CreateDirectory(_feedbackDir);
}
}
protected override async Task ExecuteAsync(CancellationToken stoppingToken)
{
_logger.LogInformation("[{Channel}] Feedback Exporter Engine background service started.", "TradesChannel");
try
{
await Task.Delay(TimeSpan.FromSeconds(30), stoppingToken);
}
catch (OperationCanceledException)
{
return;
}
while (!stoppingToken.IsCancellationRequested)
{
try
{
await ExportFeedbackDataAsync(stoppingToken);
}
catch (OperationCanceledException) when (stoppingToken.IsCancellationRequested)
{
break;
}
catch (Exception ex)
{
_logger.LogError(ex, "[{Channel}] Error executing feedback exporter job.", "TradesChannel");
}
try
{
await Task.Delay(TimeSpan.FromHours(6), stoppingToken);
}
catch (OperationCanceledException)
{
break;
}
}
_logger.LogInformation("[{Channel}] Feedback Exporter Engine background service stopped.", "TradesChannel");
}
/// <summary>
/// Exports feedback data for closed trades into sector-based JSON and Parquet formats.
/// Uses atomic file-writes to avoid thread-lock conflicts with reader processes.
/// </summary>
public async Task ExportFeedbackDataAsync(CancellationToken cancellationToken = default)
{
using var scope = _scopeFactory.CreateScope();
var dbContext = scope.ServiceProvider.GetRequiredService<TradesDbContext>();
var closedTrades = await dbContext.Trades
.AsNoTracking()
.Where(t => t.Status == TradeStatus.Closed && t.UserExitPrice.HasValue)
.ToListAsync(cancellationToken);
if (closedTrades.Count == 0)
{
_logger.LogInformation("[{Channel}] No closed trades available for export.", "TradesChannel");
return;
}
var groups = closedTrades.GroupBy(t => SanitizeSectorName(t.Sector));
foreach (var group in groups)
{
if (cancellationToken.IsCancellationRequested) break;
var sectorName = group.Key;
var sectorDir = Path.Combine(_feedbackDir, sectorName);
if (!Directory.Exists(sectorDir))
{
Directory.CreateDirectory(sectorDir);
}
var feedbackRecords = new List<TradeFeedbackRecord>();
foreach (var t in group)
{
var startTime = t.ExecutionTimestamp ?? t.CreatedAt;
var endTime = t.UserExitTimestamp ?? t.ClosedAt ?? DateTime.UtcNow;
double reactionDelay = Math.Max(0, (endTime - startTime).TotalMinutes);
decimal exitPrice = t.UserExitPrice ?? t.EntryPrice;
decimal entryPrice = t.ActualEntryPrice.HasValue && t.ActualEntryPrice.Value > 0
? t.ActualEntryPrice.Value
: t.EntryPrice;
decimal slippagePct = t.EntryPrice > 0
? Math.Abs((entryPrice - t.EntryPrice) / t.EntryPrice) * 100.0m
: 0m;
var rec = new TradeFeedbackRecord
{
TradeId = t.TradeId,
AnalysisId = t.AnalysisId,
Sector = t.Sector,
Symbol = t.Symbol,
Isin = t.Isin,
EntryPrice = entryPrice,
StopLoss = t.StopLoss,
TakeProfit = t.TakeProfit,
UserExitPrice = exitPrice,
PnlAbsolute = t.PnlAbsolute ?? 0m,
PnlPercent = t.PnlPercent ?? 0m,
IsWin = t.IsWin ?? false,
CloseReason = t.CloseReason ?? "Unknown",
VixRegime = t.VixRegime,
VixValue = t.VixValue,
ReactionDelayMinutes = Math.Round(reactionDelay, 2),
SlippagePercent = Math.Round(slippagePct, 2),
CreatedAt = t.CreatedAt,
ClosedAt = endTime
};
feedbackRecords.Add(rec);
}
// 1. Atomic JSON Export (.tmp -> move)
string jsonPath = Path.Combine(sectorDir, $"{sectorName}_feedback.json");
string jsonTmpPath = Path.Combine(sectorDir, $"{sectorName}_feedback.json.tmp");
string jsonContent = JsonSerializer.Serialize(feedbackRecords, new JsonSerializerOptions { WriteIndented = true });
await File.WriteAllTextAsync(jsonTmpPath, jsonContent, cancellationToken);
File.Move(jsonTmpPath, jsonPath, overwrite: true);
// 2. Atomic Parquet Export (.tmp -> move)
try
{
string parquetPath = Path.Combine(sectorDir, $"{sectorName}_feedback.parquet");
string parquetTmpPath = Path.Combine(sectorDir, $"{sectorName}_feedback.parquet.tmp");
await using (var fileStream = new FileStream(parquetTmpPath, FileMode.Create, FileAccess.Write, FileShare.None, 4096, useAsync: true))
{
await ParquetSerializer.SerializeAsync(feedbackRecords, fileStream, cancellationToken: cancellationToken);
}
File.Move(parquetTmpPath, parquetPath, overwrite: true);
_logger.LogInformation("[{Channel}] Exported Parquet feedback file for sector '{Sector}' to {ParquetPath}", "TradesChannel", sectorName, parquetPath);
}
catch (Exception ex)
{
_logger.LogWarning(ex, "[{Channel}] Failed to write Parquet file for sector '{Sector}'. JSON file was written successfully.", "TradesChannel", sectorName);
}
}
_logger.LogInformation("[{Channel}] Successfully exported feedback data for {Count} closed trades across {Sectors} sectors.",
"TradesChannel", closedTrades.Count, groups.Count());
}
private static string SanitizeSectorName(string? sector)
{
if (string.IsNullOrWhiteSpace(sector)) return "general";
var clean = Regex.Replace(sector.Trim().ToLowerInvariant(), @"[^a-z0-9_\-]", "_");
return string.IsNullOrWhiteSpace(clean) ? "general" : clean;
}
}
@@ -0,0 +1,94 @@
using FinlyticTrades.Database;
using FinlyticTrades.Entities;
using Microsoft.EntityFrameworkCore;
namespace FinlyticTrades.Services;
public interface ISettingsDbService
{
/// <summary>
/// Gets the current settings.
/// </summary>
Task<TradesSettingsEntity> GetSettingsAsync();
/// <summary>
/// Saves the provided settings.
/// </summary>
Task<TradesSettingsEntity> SaveSettingsAsync(TradesSettingsEntity settings);
/// <summary>
/// Updates settings from a dictionary of key-value pairs.
/// </summary>
Task UpdateSettingsFromDictionaryAsync(Dictionary<string, string> dictionary);
}
public class SettingsDbService : ISettingsDbService
{
private readonly TradesDbContext _context;
/// <summary>
/// Initializes a new instance of the SettingsDbService class.
/// </summary>
public SettingsDbService(TradesDbContext context)
{
_context = context;
}
/// <summary>
/// Gets the current settings.
/// </summary>
public async Task<TradesSettingsEntity> GetSettingsAsync()
{
var settings = await _context.Settings.AsNoTracking().FirstOrDefaultAsync();
if (settings == null)
{
settings = new TradesSettingsEntity { Id = Guid.NewGuid() };
_context.Settings.Add(settings);
await _context.SaveChangesAsync();
_context.ChangeTracker.Clear();
}
return settings;
}
/// <summary>
/// Saves the provided settings.
/// </summary>
public async Task<TradesSettingsEntity> SaveSettingsAsync(TradesSettingsEntity settings)
{
var existing = await _context.Settings.FirstOrDefaultAsync();
if (existing == null)
{
if (settings.Id == Guid.Empty) settings.Id = Guid.NewGuid();
_context.Settings.Add(settings);
}
else
{
existing.AtrStopLossMultiplier = settings.AtrStopLossMultiplier;
existing.RiskPerTradePercentage = settings.RiskPerTradePercentage;
existing.MaxOpenPositions = settings.MaxOpenPositions;
existing.UpdatedAt = settings.UpdatedAt;
_context.Settings.Update(existing);
}
await _context.SaveChangesAsync();
return settings;
}
/// <summary>
/// Updates settings from a dictionary of key-value pairs.
/// </summary>
public async Task UpdateSettingsFromDictionaryAsync(Dictionary<string, string> dictionary)
{
var settings = await GetSettingsAsync();
foreach (var (key, value) in dictionary)
{
if (string.Equals(key, "AtrStopLossMultiplier", StringComparison.OrdinalIgnoreCase) && double.TryParse(value, out var atr))
settings.AtrStopLossMultiplier = atr;
else if (string.Equals(key, "RiskPerTradePercentage", StringComparison.OrdinalIgnoreCase) && double.TryParse(value, out var risk))
settings.RiskPerTradePercentage = risk;
else if (string.Equals(key, "MaxOpenPositions", StringComparison.OrdinalIgnoreCase) && int.TryParse(value, out var maxPos))
settings.MaxOpenPositions = maxPos;
}
settings.UpdatedAt = DateTime.UtcNow;
await SaveSettingsAsync(settings);
}
}
@@ -0,0 +1,539 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Models.Analyzer;
using FinlyticCore.Models.Trades;
using FinlyticTrades.Database;
using FinlyticTrades.Entities;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.Logging;
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);
}
public class TradeLifecycleService : ITradeLifecycleService
{
private readonly TradesDbContext _dbContext;
private readonly ILogger<TradeLifecycleService> _logger;
public TradeLifecycleService(TradesDbContext dbContext, ILogger<TradeLifecycleService> logger)
{
_dbContext = dbContext;
_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)
{
_logger.LogInformation("[{Channel}] Manual analysis response indicated NO trade proposed (AnalysisId: {AnalysisId}). Skipping.", "TradesChannel", response?.AnalysisId);
return false;
}
if (response.Proposal != null)
{
response.Proposal.UserId = userId;
return await ProcessProposedTradeAsync(response.Proposal, cancellationToken);
}
if (response.N8nResponse != null)
{
var n8n = response.N8nResponse;
var exec = n8n.ExecutionPlan;
var generatedProposal = new TradeProposalDto
{
TradeId = "PROP-" + Guid.NewGuid().ToString("N")[..10].ToUpperInvariant(),
AnalysisId = response.AnalysisId,
EventId = response.AnalysisId,
UserId = userId,
IsGlobalProposal = false,
Status = "Proposed",
SignalType = string.Equals(n8n.SuggestedDirection, "Short", StringComparison.OrdinalIgnoreCase) ? "SELL" : "BUY",
RiskTolerance = n8n.SuggestedRisk,
Timeframe = n8n.SuggestedTimeframe,
Reasoning = n8n.AiReasoning,
StopLoss = exec?.StopLoss ?? 0m,
TakeProfit = exec?.TakeProfitTargets?.FirstOrDefault() ?? 0m,
EntryZoneMin = exec?.EntryZone?.Min,
EntryZoneMax = exec?.EntryZone?.Max,
TakeProfitTargets = exec?.TakeProfitTargets,
RiskRewardRatio = exec?.RiskRewardRatio,
MaxLeverage = exec?.MaxLeverage,
TechnicalRationale = n8n.DetailedAnalysis?.TechnicalRationale ?? string.Empty,
FundamentalRationale = n8n.DetailedAnalysis?.FundamentalRationale ?? string.Empty,
RiskWarning = n8n.DetailedAnalysis?.RiskWarning ?? string.Empty,
CreatedAt = DateTime.UtcNow
};
return await ProcessProposedTradeAsync(generatedProposal, cancellationToken);
}
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))
{
_logger.LogWarning("[{Channel}] ProcessProposedTradeAsync: Received proposal with missing Symbol and ISIN. Skipping.", "TradesChannel");
return false;
}
var targetStatus = string.Equals(proposal.Status, "Rejected", StringComparison.OrdinalIgnoreCase)
? TradeStatus.Rejected
: TradeStatus.Proposed;
var existingTrade = await _dbContext.Trades
.FirstOrDefaultAsync(t =>
(!string.IsNullOrWhiteSpace(proposal.TradeId) && t.TradeId == proposal.TradeId) ||
(!string.IsNullOrWhiteSpace(proposal.AnalysisId) && t.AnalysisId == proposal.AnalysisId),
cancellationToken);
if (existingTrade != null)
{
if (existingTrade.Status != TradeStatus.Active && existingTrade.Status != TradeStatus.Closed)
{
existingTrade.Status = targetStatus;
}
MapProposalToEntity(proposal, existingTrade);
_dbContext.Trades.Update(existingTrade);
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Successfully UPDATED trade proposal {TradeId} for Symbol {Symbol} (ISIN: {Isin}) with status {Status}",
"TradesChannel", existingTrade.TradeId, proposal.Symbol, proposal.Isin, existingTrade.Status);
return true;
}
string tradeId = !string.IsNullOrWhiteSpace(proposal.TradeId) ? proposal.TradeId : ("TRD-" + Guid.NewGuid().ToString("N")[..10].ToUpperInvariant());
var tradeEntity = new TradeEntity
{
TradeId = tradeId,
CreatedAt = DateTime.UtcNow
};
MapProposalToEntity(proposal, tradeEntity);
tradeEntity.Status = targetStatus;
_dbContext.Trades.Add(tradeEntity);
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Successfully ingested NEW trade proposal {TradeId} for Symbol {Symbol} (ISIN: {Isin}) with status {Status}",
"TradesChannel", tradeId, proposal.Symbol, proposal.Isin, targetStatus);
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";
var existingTrade = await _dbContext.Trades
.FirstOrDefaultAsync(t =>
(!string.IsNullOrEmpty(request.TradeId) && t.TradeId == request.TradeId) ||
(!string.IsNullOrEmpty(request.AnalysisId) && t.AnalysisId == request.AnalysisId), cancellationToken);
if (existingTrade != null)
{
if (existingTrade.Status == TradeStatus.Closed)
{
_logger.LogWarning("[{Channel}] Refused to accept trade {TradeId} because its status is CLOSED", "TradesChannel", existingTrade.TradeId);
return null;
}
existingTrade.Status = TradeStatus.Active;
existingTrade.IsGlobalProposal = false;
existingTrade.UserId = targetUserId;
if (request.ActualEntryPrice > 0) existingTrade.ActualEntryPrice = request.ActualEntryPrice;
if (request.EntryPrice > 0) existingTrade.EntryPrice = request.EntryPrice.Value;
if (request.PositionSize > 0) existingTrade.PositionSize = request.PositionSize;
if (request.LeverageUsed > 0) existingTrade.LeverageUsed = request.LeverageUsed;
if (request.Quantity > 0) existingTrade.Quantity = request.Quantity;
if (request.EntryFee.HasValue) existingTrade.EntryFee = request.EntryFee;
if (request.ExitFee.HasValue) existingTrade.ExitFee = request.ExitFee;
if (request.StopLoss > 0) existingTrade.StopLoss = request.StopLoss.Value;
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.Reasoning)) existingTrade.Reasoning = request.Reasoning;
existingTrade.ExecutionTimestamp = request.ExecutionTimestamp?.ToUniversalTime() ?? DateTime.UtcNow;
existingTrade.PnlAbsolute = -(existingTrade.EntryFee ?? 0m) - (existingTrade.ExitFee ?? 0m);
if (existingTrade.PositionSize > 0)
{
existingTrade.PnlPercent = (existingTrade.PnlAbsolute / existingTrade.PositionSize) * 100m;
}
_dbContext.Trades.Update(existingTrade);
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Successfully ACCEPTED and UPDATED trade {TradeId} for ISIN {Isin}, UserId: {UserId}", "TradesChannel", existingTrade.TradeId, existingTrade.Isin, existingTrade.UserId);
return existingTrade;
}
var proposal = await _dbContext.Trades
.FirstOrDefaultAsync(t => t.IsGlobalProposal &&
(!string.IsNullOrEmpty(request.AnalysisId) ? t.AnalysisId == request.AnalysisId : t.Isin == request.Isin),
cancellationToken);
var targetTradeId = !string.IsNullOrWhiteSpace(request.TradeId) ? request.TradeId : ("TRD-" + Guid.NewGuid().ToString("N")[..10].ToUpperInvariant());
var newTrade = new TradeEntity
{
TradeId = targetTradeId,
AnalysisId = proposal?.AnalysisId ?? (string.IsNullOrWhiteSpace(request.AnalysisId) ? Guid.NewGuid().ToString("N") : request.AnalysisId),
EventId = proposal?.EventId ?? request.AnalysisId,
Sector = proposal?.Sector ?? "General",
Symbol = proposal?.Symbol ?? request.Symbol ?? request.Isin,
Isin = proposal?.Isin ?? request.Isin,
CompanyName = proposal?.CompanyName ?? request.Symbol ?? request.Isin,
Status = TradeStatus.Active,
IsGlobalProposal = false,
UserId = targetUserId,
EntryPrice = proposal?.EntryPrice ?? request.EntryPrice ?? request.ActualEntryPrice ?? 0m,
StopLoss = request.StopLoss > 0 ? request.StopLoss.Value : (proposal?.StopLoss ?? 0m),
TakeProfit = request.TakeProfit > 0 ? request.TakeProfit.Value : (proposal?.TakeProfit ?? 0m),
SignalType = proposal?.SignalType ?? request.SignalType ?? "BUY",
RiskTolerance = proposal?.RiskTolerance ?? "Moderate",
Timeframe = proposal?.Timeframe ?? request.Timeframe ?? "1D",
InstrumentType = proposal?.InstrumentType ?? request.InstrumentType ?? "Stock",
WinRate = proposal?.WinRate ?? 50,
VixRegime = proposal?.VixRegime ?? FinlyticCore.Models.Analyzer.VixMarketRegime.Normal,
VixValue = proposal?.VixValue ?? 15,
Reasoning = proposal?.Reasoning ?? request.Reasoning ?? "User Accepted Trade",
EntryZoneMin = proposal?.EntryZoneMin,
EntryZoneMax = proposal?.EntryZoneMax,
TakeProfitTargets = proposal?.TakeProfitTargets,
RiskRewardRatio = proposal?.RiskRewardRatio,
MaxLeverage = proposal?.MaxLeverage,
TechnicalRationale = proposal?.TechnicalRationale ?? string.Empty,
FundamentalRationale = proposal?.FundamentalRationale ?? string.Empty,
RiskWarning = proposal?.RiskWarning ?? string.Empty,
CreatedAt = DateTime.UtcNow,
ActualEntryPrice = request.ActualEntryPrice > 0 ? request.ActualEntryPrice : (proposal?.EntryPrice ?? request.EntryPrice ?? 0m),
PositionSize = request.PositionSize,
LeverageUsed = request.LeverageUsed > 0 ? request.LeverageUsed : 1m,
EntryFee = request.EntryFee,
ExitFee = request.ExitFee,
ExecutionTimestamp = request.ExecutionTimestamp?.ToUniversalTime() ?? DateTime.UtcNow,
Quantity = request.Quantity,
KnockoutThreshold = request.KnockoutThreshold,
IsRecurring = request.IsRecurring
};
newTrade.PnlAbsolute = -(newTrade.EntryFee ?? 0m) - (newTrade.ExitFee ?? 0m);
if (newTrade.PositionSize > 0)
{
newTrade.PnlPercent = (newTrade.PnlAbsolute / newTrade.PositionSize) * 100m;
}
_dbContext.Trades.Add(newTrade);
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Successfully created active trade {TradeId} for ISIN {Isin}, UserId: {UserId}", "TradesChannel", newTrade.TradeId, request.Isin, newTrade.UserId);
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
.FirstOrDefaultAsync(t => t.TradeId == update.TradeId || t.Id.ToString() == update.TradeId, cancellationToken);
if (trade == null || (trade.Status != TradeStatus.Active && trade.Status != TradeStatus.Proposed))
{
_logger.LogWarning("[{Channel}] Cannot add hourly update: Trade {TradeId} not found or not active/proposed.", "TradesChannel", update.TradeId);
return;
}
var updateEntity = new TradeHourlyUpdateEntity
{
TradeId = trade.Id,
Recommendation = update.Recommendation,
CurrentPrice = update.CurrentPrice,
SuggestedStopLoss = update.SuggestedStopLoss,
SuggestedTakeProfit = update.SuggestedTakeProfit,
VixValue = update.VixValue,
Reasoning = update.Reasoning,
Timestamp = update.Timestamp
};
_dbContext.TradeHourlyUpdates.Add(updateEntity);
if (update.SuggestedStopLoss.HasValue && update.SuggestedStopLoss > 0)
trade.StopLoss = update.SuggestedStopLoss.Value;
if (update.SuggestedTakeProfit.HasValue && update.SuggestedTakeProfit > 0)
trade.TakeProfit = update.SuggestedTakeProfit.Value;
if (string.Equals(update.Recommendation, "Close", StringComparison.OrdinalIgnoreCase))
{
if (trade.IsGlobalProposal || trade.Status == TradeStatus.Proposed)
{
trade.Status = TradeStatus.Invalidated;
trade.CloseReason = "ProposalInvalidated";
trade.ClosedAt = DateTime.UtcNow;
}
else
{
trade.Status = TradeStatus.Closed;
trade.UserExitPrice = update.CurrentPrice;
trade.UserExitTimestamp = DateTime.UtcNow;
trade.CloseReason = "AiRecommendationClose";
trade.ClosedAt = DateTime.UtcNow;
CalculatePnL(trade);
}
}
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Added hourly update for Trade {TradeId}. Recommendation: {Rec}, Price: {Price}",
"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();
if (!string.IsNullOrWhiteSpace(userId))
{
query = query.Where(t => t.UserId == userId || t.IsGlobalProposal);
}
return await query
.Where(t => t.Status == TradeStatus.Active || t.Status == TradeStatus.Proposed)
.OrderByDescending(t => t.CreatedAt)
.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();
if (!string.IsNullOrWhiteSpace(userId))
{
query = query.Where(t => t.UserId == userId || t.IsGlobalProposal);
}
if (!string.IsNullOrWhiteSpace(isin))
{
query = query.Where(t => t.Isin == isin);
}
if (!string.IsNullOrWhiteSpace(status) && Enum.TryParse<TradeStatus>(status, true, out var parsedStatus))
{
query = query.Where(t => t.Status == parsedStatus);
}
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
.FirstOrDefaultAsync(t => t.TradeId == tradeId || t.Id.ToString() == tradeId, cancellationToken);
if (trade == null) return null;
trade.Status = TradeStatus.Closed;
trade.UserExitPrice = request.UserExitPrice;
trade.UserExitTimestamp = request.UserExitTimestamp?.ToUniversalTime() ?? DateTime.UtcNow;
trade.CloseReason = request.CloseReason;
trade.ClosedAt = DateTime.UtcNow;
CalculatePnL(trade);
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Trade {TradeId} manually closed at price {ExitPrice}. PnL: {PnlAbs} ({PnlPct:F2}%)",
"TradesChannel", trade.TradeId, trade.UserExitPrice, trade.PnlAbsolute, trade.PnlPercent);
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
.FirstOrDefaultAsync(t => t.TradeId == tradeId || t.Id.ToString() == tradeId, cancellationToken);
if (trade == null) return null;
trade.Status = TradeStatus.Rejected;
trade.CloseReason = request.CloseReason ?? "UserRejected";
trade.ClosedAt = DateTime.UtcNow;
await _dbContext.SaveChangesAsync(cancellationToken);
_logger.LogInformation("[{Channel}] Trade {TradeId} rejected by user.", "TradesChannel", trade.TradeId);
return trade;
}
private static void MapProposalToEntity(TradeProposalDto dto, TradeEntity entity)
{
entity.AnalysisId = dto.AnalysisId;
entity.EventId = dto.EventId;
entity.UserId = !string.IsNullOrWhiteSpace(dto.UserId) ? dto.UserId : (entity.UserId ?? "default_user");
entity.IsGlobalProposal = dto.IsGlobalProposal;
entity.Sector = dto.Sector;
entity.Symbol = dto.Symbol;
entity.Isin = dto.Isin;
entity.CompanyName = dto.CompanyName;
entity.EntryPrice = dto.EntryPrice;
entity.StopLoss = dto.StopLoss;
entity.TakeProfit = dto.TakeProfit;
entity.SignalType = dto.SignalType;
entity.RiskTolerance = dto.RiskTolerance;
entity.Timeframe = dto.Timeframe;
entity.InstrumentType = dto.InstrumentType;
entity.WinRate = dto.WinRate;
entity.VixRegime = dto.VixRegime;
entity.VixValue = dto.VixValue;
entity.TtlMinutes = dto.TtlMinutes;
entity.Reasoning = dto.Reasoning;
entity.EntryZoneMin = dto.EntryZoneMin;
entity.EntryZoneMax = dto.EntryZoneMax;
entity.TakeProfitTargets = dto.TakeProfitTargets != null ? string.Join(",", dto.TakeProfitTargets) : entity.TakeProfitTargets;
entity.RiskRewardRatio = dto.RiskRewardRatio;
entity.MaxLeverage = dto.MaxLeverage;
entity.TechnicalRationale = dto.TechnicalRationale;
entity.FundamentalRationale = dto.FundamentalRationale;
entity.RiskWarning = dto.RiskWarning;
if (dto.ActualEntryPrice.HasValue) entity.ActualEntryPrice = dto.ActualEntryPrice;
if (dto.PositionSize.HasValue) entity.PositionSize = dto.PositionSize;
if (dto.LeverageUsed.HasValue) entity.LeverageUsed = dto.LeverageUsed;
if (dto.EntryFee.HasValue) entity.EntryFee = dto.EntryFee;
if (dto.ExitFee.HasValue) entity.ExitFee = dto.ExitFee;
if (dto.ExecutionTimestamp.HasValue) entity.ExecutionTimestamp = dto.ExecutionTimestamp;
if (dto.Quantity.HasValue) entity.Quantity = dto.Quantity;
if (dto.KnockoutThreshold.HasValue) entity.KnockoutThreshold = dto.KnockoutThreshold;
entity.IsRecurring = dto.IsRecurring;
}
private static void CalculatePnL(TradeEntity trade)
{
if (!trade.UserExitPrice.HasValue) return;
decimal exitPrice = trade.UserExitPrice.Value;
decimal entryPrice = trade.ActualEntryPrice.HasValue && trade.ActualEntryPrice.Value > 0m
? trade.ActualEntryPrice.Value
: trade.EntryPrice;
if (entryPrice <= 0m) return;
decimal positionSize = trade.PositionSize.HasValue && trade.PositionSize.Value > 0m
? trade.PositionSize.Value
: ((trade.Quantity ?? 1m) * entryPrice);
decimal entryFee = trade.EntryFee ?? 0m;
decimal exitFee = trade.ExitFee ?? 0m;
decimal totalFees = entryFee + exitFee;
decimal rawMoveRatio;
bool isShort = string.Equals(trade.SignalType, "SELL", StringComparison.OrdinalIgnoreCase) ||
string.Equals(trade.SignalType, "SHORT", StringComparison.OrdinalIgnoreCase);
if (isShort)
{
rawMoveRatio = (entryPrice - exitPrice) / entryPrice;
}
else
{
rawMoveRatio = (exitPrice - entryPrice) / entryPrice;
}
decimal pnlAbs;
if (string.Equals(trade.InstrumentType, "KnockOut", StringComparison.OrdinalIgnoreCase) ||
string.Equals(trade.InstrumentType, "Certificate", StringComparison.OrdinalIgnoreCase) ||
string.Equals(trade.InstrumentType, "Option", StringComparison.OrdinalIgnoreCase))
{
pnlAbs = (rawMoveRatio * positionSize) - totalFees;
}
else
{
decimal leverage = trade.LeverageUsed > 0m ? trade.LeverageUsed.Value : 1m;
pnlAbs = (rawMoveRatio * positionSize * leverage) - totalFees;
}
trade.PnlAbsolute = Math.Round(pnlAbs, 4);
trade.PnlPercent = positionSize > 0m
? Math.Round((pnlAbs / positionSize) * 100.0m, 2)
: 0m;
trade.IsWin = pnlAbs > 0m;
}
}