Finlytic/FinlyticBot/Services/Execution/BotOrderExecutor.cs

using System;
using System.Data.Common;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos.Bot;
using FinlyticCore.Dtos.TechnicalAnalysis;
using FinlyticCore.Dtos.Trading;
using FinlyticCore.Services;
using FinlyticBot.Database;
using FinlyticBot.Database.Entities;
using FinlyticBot.Services.Alpaca;
using FinlyticBot.Services.Ledger;
using FinlyticBot.Settings;
using Microsoft.EntityFrameworkCore;
using Microsoft.Extensions.DependencyInjection;

namespace FinlyticBot.Services.Execution;

public class BotOrderExecutor : IBotOrderExecutor
{
    private readonly IServiceScopeFactory _scopeFactory;
    private readonly IAlpacaTradingService _alpacaService;
    private readonly ISyntheticPaperBroker _syntheticBroker;
    private readonly ISettingsService _settingsService;
    private readonly IFinlyticLogger<BotOrderExecutor> _logger;

    public BotOrderExecutor(
        IServiceScopeFactory scopeFactory,
        IAlpacaTradingService alpacaService,
        ISyntheticPaperBroker syntheticBroker,
        ISettingsService settingsService,
        IFinlyticLogger<BotOrderExecutor> logger)
    {
        _scopeFactory = scopeFactory;
        _alpacaService = alpacaService;
        _syntheticBroker = syntheticBroker;
        _settingsService = settingsService;
        _logger = logger;
    }

    public async Task<BotTradeOrderDto?> ExecuteProposalAsync(
        TradeProposalDto proposal,
        BotExecutionVenue? preferredVenue = null,
        decimal? customQuantity = null,
        CancellationToken cancellationToken = default)
    {
        if (proposal == null || string.IsNullOrWhiteSpace(proposal.UnderlyingIsin)) return null;

        using var scope = _scopeFactory.CreateScope();
        var db = scope.ServiceProvider.GetRequiredService<BotDbContext>();

        // 1. Risk Gate: Check active positions count
        int maxPositions = await _settingsService.GetSettingAsync(BotSettingKeys.MaxConcurrentPositions, cancellationToken);
        int activeCount = await db.Positions.CountAsync(
            p => p.Status == BotPositionStatus.Active || p.Status == BotPositionStatus.BreakEvenTriggered,
            cancellationToken);

        if (activeCount >= maxPositions)
        {
            await _logger.LogWarningAsync(BotSettingKeys.BotChannel,
                "[BotExecutor] Risk Gate rejected proposal {ProposalId}: Max concurrent positions ({Max}) reached (Active: {Active}).",
                proposal.ProposalId, maxPositions, activeCount);
            return null;
        }

        // 2. Risk Gate: Calculate dynamic sizing (1-2% Rule based on Account Equity and Stop-Loss distance)
        decimal riskPerTradePct = await _settingsService.GetSettingAsync(BotSettingKeys.RiskPerTradePercent, cancellationToken);
        if (riskPerTradePct <= 0m) riskPerTradePct = 1.0m;

        decimal maxAllocationPct = await _settingsService.GetSettingAsync(BotSettingKeys.MaxPositionAllocationPercent, cancellationToken);
        if (maxAllocationPct <= 0m) maxAllocationPct = 20.0m;

        // Fetch current total account equity (fällt auf das konfigurierte synthetische Startkapital
        // zurück, falls der Ledger-Abruf fehlschlägt - dieselbe Quelle wie SyntheticPaperBroker.GetSummaryAsync).
        decimal totalEquity = await _settingsService.GetSettingAsync(BotSettingKeys.SyntheticBaseCapitalEur, cancellationToken);
        try
        {
            var summary = await _syntheticBroker.GetSummaryAsync(cancellationToken);
            if (summary?.Equity > 0)
            {
                totalEquity = summary.Equity;
            }
        }
        catch (DbException ex)
        {
            await _logger.LogWarningAsync(BotSettingKeys.BotChannel, ex,
                "[BotExecutor] Failed to fetch synthetic ledger summary from database. Falling back to configured base capital ({BaseCapital:F2} €).",
                totalEquity);
        }

        decimal maxRiskCapital = totalEquity * (riskPerTradePct / 100.0m);
        decimal maxPositionCapital = totalEquity * (maxAllocationPct / 100.0m);

        decimal quantity = customQuantity ?? 1m;
        if (!customQuantity.HasValue && proposal.EntryPrice > 0)
        {
            decimal unitRisk = Math.Abs(proposal.EntryPrice - proposal.InvalidationPrice);
            if (unitRisk > 0)
            {
                // Dynamic 1-2% rule: Quantity = MaxRiskCapital / UnitRisk
                decimal calculatedQty = maxRiskCapital / unitRisk;

                // Safeguard: Never allocate more than maxPositionCapital to a single position
                decimal maxQtyByCapital = maxPositionCapital / proposal.EntryPrice;
                if (calculatedQty > maxQtyByCapital)
                {
                    calculatedQty = maxQtyByCapital;
                }

                quantity = Math.Max(1m, Math.Round(calculatedQty, 0));

                await _logger.LogInfoAsync(BotSettingKeys.BotChannel,
                    "[BotExecutor] Dynamic Sizing (1-2% Rule): Equity={Equity:F2} €, RiskPct={RiskPct}%, MaxRisk={RiskCap:F2} €, UnitRisk={UnitRisk:F2} € => Quantity={Qty} (Max Alloc: {MaxCap:F2} €)",
                    totalEquity, riskPerTradePct, maxRiskCapital, unitRisk, quantity, maxPositionCapital);
            }
            else
            {
                // Fallback if stop loss is invalid: allocate 5% of equity
                decimal fallbackCapital = totalEquity * 0.05m;
                quantity = Math.Max(1m, Math.Round(fallbackCapital / proposal.EntryPrice, 0));
            }
        }

        // 3. Venue Decision
        BotExecutionVenue venue = preferredVenue ?? BotExecutionVenue.SyntheticPaperBroker;
        bool isUsEquities = proposal.UnderlyingIsin.StartsWith("US", StringComparison.OrdinalIgnoreCase) && !string.IsNullOrWhiteSpace(proposal.Symbol);

        if (!preferredVenue.HasValue)
        {
            venue = (isUsEquities && _alpacaService.IsConfigured && proposal.SelectedDerivative == null)
                ? BotExecutionVenue.AlpacaPaperTrading
                : BotExecutionVenue.SyntheticPaperBroker;
        }

        decimal takeProfit1 = proposal.ExitPlan.TakeProfitStages.Count > 0
            ? proposal.ExitPlan.TakeProfitStages[0].TargetPrice
            : (proposal.Direction == SignalDirection.Buy ? proposal.EntryPrice * 1.05m : proposal.EntryPrice * 0.95m);

        decimal takeProfit2 = proposal.ExitPlan.TakeProfitStages.Count > 1
            ? proposal.ExitPlan.TakeProfitStages[1].TargetPrice
            : (proposal.Direction == SignalDirection.Buy ? proposal.EntryPrice * 1.10m : proposal.EntryPrice * 0.90m);

        BotPositionEntity positionEntity;

        if (venue == BotExecutionVenue.AlpacaPaperTrading)
        {
            try
            {
                string alpacaOrderId = await _alpacaService.PlaceBracketOrderAsync(
                    proposal.Symbol,
                    proposal.Direction,
                    (int)quantity,
                    proposal.EntryPrice,
                    proposal.InvalidationPrice,
                    takeProfit1,
                    cancellationToken
                );

                positionEntity = new BotPositionEntity
                {
                    Id = Guid.NewGuid(),
                    ProposalId = proposal.ProposalId,
                    Isin = proposal.UnderlyingIsin,
                    Symbol = proposal.Symbol,
                    Venue = BotExecutionVenue.AlpacaPaperTrading,
                    AlpacaOrderId = alpacaOrderId,
                    ClientOrderId = $"ALP_{Guid.NewGuid():N}",
                    Direction = proposal.Direction,
                    Quantity = quantity,
                    EntryPrice = proposal.EntryPrice,
                    AverageBuyIn = proposal.EntryPrice,
                    InitialStopLoss = proposal.InvalidationPrice,
                    CurrentStopLoss = proposal.InvalidationPrice,
                    CurrentPrice = proposal.EntryPrice,
                    TakeProfit1 = takeProfit1,
                    TakeProfit2 = takeProfit2,
                    TotalFeesEur = 0m, // Alpaca zero commission paper
                    RealizedPnlEur = 0m,
                    Status = BotPositionStatus.Active,
                    ExitPlan = proposal.ExitPlan,
                    OpenedAtUtc = DateTime.UtcNow,
                    LastSyncAtUtc = DateTime.UtcNow
                };

                db.Positions.Add(positionEntity);
                await db.SaveChangesAsync(cancellationToken);
            }
            catch (Exception ex)
            {
                await _logger.LogWarningAsync(BotSettingKeys.BotChannel, ex,
                    "[BotExecutor] Alpaca order placement failed for {Symbol}. Falling back to Synthetic Broker.", proposal.Symbol);
                positionEntity = await _syntheticBroker.OpenPositionAsync(proposal, quantity, cancellationToken);
            }
        }
        else
        {
            positionEntity = await _syntheticBroker.OpenPositionAsync(proposal, quantity, cancellationToken);
        }

        return MapEntityToDto(positionEntity);
    }

    public static BotTradeOrderDto MapEntityToDto(BotPositionEntity e)
    {
        decimal unrealizedPnl = 0m;
        if (e.AverageBuyIn > 0 && e.Quantity > 0 && e.CurrentPrice > 0)
        {
            unrealizedPnl = e.Direction == SignalDirection.Buy
                ? (e.CurrentPrice - e.AverageBuyIn) * e.Quantity
                : (e.AverageBuyIn - e.CurrentPrice) * e.Quantity;
        }

        return new BotTradeOrderDto(
            OrderId: e.Id,
            ProposalId: e.ProposalId,
            Isin: e.Isin,
            Symbol: e.Symbol,
            Venue: e.Venue,
            AlpacaOrderId: e.AlpacaOrderId,
            ClientOrderId: e.ClientOrderId,
            Direction: e.Direction,
            RequestedQuantity: e.Quantity,
            FilledQuantity: e.Quantity,
            EntryPrice: e.EntryPrice,
            AverageBuyIn: e.AverageBuyIn,
            InitialStopLoss: e.InitialStopLoss,
            CurrentStopLoss: e.CurrentStopLoss,
            TakeProfit1: e.TakeProfit1,
            TakeProfit2: e.TakeProfit2,
            CurrentPrice: e.CurrentPrice,
            UnrealizedPnlEur: Math.Round(unrealizedPnl, 2),
            RealizedPnlEur: e.RealizedPnlEur,
            Status: e.Status,
            ExitPlan: e.ExitPlan,
            CreatedAtUtc: e.OpenedAtUtc,
            FilledAtUtc: e.OpenedAtUtc,
            ClosedAtUtc: e.ClosedAtUtc
        );
    }
}