Files
Finlytic/FinlyticTrades/Util/TradesMqttClient.cs
T

296 lines
14 KiB
C#

using System;
using System.Collections.Generic;
using System.Globalization;
using System.Linq;
using System.Text.Json;
using System.Threading;
using System.Threading.Tasks;
using FinlyticCore.Dtos;
using FinlyticCore.Models;
using FinlyticCore.Models.Trades;
using FinlyticCore.Util;
using FinlyticTrades.Entities;
using FinlyticTrades.Services;
using Microsoft.Extensions.Configuration;
using Microsoft.Extensions.DependencyInjection;
using Microsoft.Extensions.Hosting;
using Microsoft.Extensions.Logging;
namespace FinlyticTrades.Util;
public class TradesMqttClient : ManagedMqttClient, IHostedService
{
private readonly IConfiguration _configuration;
private readonly ITradeLifecycleService _tradeLifecycleService;
private readonly IServiceScopeFactory _scopeFactory;
private readonly ILogger<TradesMqttClient> _logger;
public TradesMqttClient(
IConfiguration configuration,
ITradeLifecycleService tradeLifecycleService,
IServiceScopeFactory scopeFactory,
ILogger<TradesMqttClient> logger) : base(logger)
{
_configuration = configuration;
_tradeLifecycleService = tradeLifecycleService;
_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_trades")}_{Guid.NewGuid():N}"
};
_logger.LogInformation("[{Channel}] Starting Unified Trades MQTT Client. Host: {Host}, ClientId: {ClientId}", "TradesChannel", config.Host, config.ClientId);
await ConnectAsync(config);
}
public async Task StopAsync(CancellationToken cancellationToken)
{
_logger.LogInformation("[{Channel}] Stopping Unified Trades MQTT Client.", "TradesChannel");
await DisconnectAsync();
}
protected override async Task OnConnectedAsync()
{
_logger.LogInformation("[{Channel}] Trades MQTT Client connected. Subscribing to topics...", "TradesChannel");
await SubscribeAsync("finlytic/trades/proposed/#");
await SubscribeAsync("finlytic/trades/updates/#");
await SubscribeAsync("finlytic/trades/accept/#");
await SubscribeAsync("services/request/trades_Get/#");
await SubscribeAsync("services/request/trades_Close/#");
await SubscribeAsync("services/request/trades_Reject/#");
await SubscribeAsync("services/request/trades_Accept/#");
await SubscribeAsync("services/config/updated/#");
await SubscribeAsync("services/request/health_Ping/#");
_logger.LogInformation("[{Channel}] Successfully subscribed to all event and RPC channels.", "TradesChannel");
}
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("FinlyticTrades", StringComparison.OrdinalIgnoreCase)
: topic.Contains("FinlyticTrades", StringComparison.OrdinalIgnoreCase);
if (isForMe)
{
var correlationId = segments[^1];
string respTopic = $"services/response/health_Ping/{correlationId}";
var healthResp = new ServiceHealthResponse("FinlyticTrades", "Online", DateTime.UtcNow, "Connected");
await PublishAsync(respTopic, healthResp);
_logger.LogInformation("[{Channel}] [TradesMqttClient] Responded to live health_Ping RPC request [CorrelationId: {CorrelationId}].", "TradesChannel", correlationId);
}
return;
}
if (topic.StartsWith("services/config/updated", StringComparison.OrdinalIgnoreCase))
{
if (topic.EndsWith("FinlyticTrades", StringComparison.OrdinalIgnoreCase))
{
_logger.LogInformation("[{Channel}] [TradesMqttClient] Received config update event for FinlyticTrades.", "TradesChannel");
var payload = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.ServiceConfigUpdatePayload);
if (payload?.Settings != null && payload.Settings.Count > 0)
{
using var scope = _scopeFactory.CreateScope();
var settingsDb = scope.ServiceProvider.GetRequiredService<ISettingsDbService>();
await settingsDb.UpdateSettingsFromDictionaryAsync(payload.Settings);
_logger.LogInformation("[{Channel}] [TradesMqttClient] Persisted {Count} updated settings to FinlyticTrades database.", "TradesChannel", payload.Settings.Count);
}
}
return;
}
if (topic.StartsWith("finlytic/trades/proposed/"))
{
var proposal = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeProposalDto);
if (proposal != null && (!string.IsNullOrWhiteSpace(proposal.Symbol) || !string.IsNullOrWhiteSpace(proposal.Isin)))
{
await _tradeLifecycleService.ProcessProposedTradeAsync(proposal, CancellationToken.None);
}
else
{
_logger.LogWarning("[{Channel}] [TradesMqttClient] Received proposed trade payload but Symbol/ISIN is empty. Skipping ingestion.", "TradesChannel");
}
}
else if (topic.StartsWith("finlytic/trades/accept/"))
{
var acceptDto = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeAcceptanceDto);
if (acceptDto != null)
{
var newTrade = await _tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
if (newTrade != null)
{
var dto = MapToDto(newTrade);
await PublishTradeUpdateAsync(dto);
}
}
}
else if (topic.StartsWith("services/request/trades_Accept/"))
{
var correlationId = topic.Split('/').Last();
var acceptDto = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeAcceptanceDto);
if (acceptDto != null)
{
var acceptedTrade = await _tradeLifecycleService.AcceptTradeAsync(acceptDto, CancellationToken.None);
if (acceptedTrade != null)
{
var acceptedDto = MapToDto(acceptedTrade);
await PublishAsync($"services/response/trades_Accept/{correlationId}", acceptedDto);
await PublishTradeUpdateAsync(acceptedDto);
}
}
}
else if (topic.StartsWith("finlytic/trades/updates/"))
{
var update = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.TradeHourlyUpdateDto);
if (update != null)
{
await _tradeLifecycleService.AddHourlyUpdateAsync(update, CancellationToken.None);
}
}
else if (topic.StartsWith("services/request/trades_Get/"))
{
var correlationId = topic.Split('/').Last();
var request = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.GetTradesRequest);
string? isin = request?.Isin;
string? status = request?.Status;
string? userId = request?.UserId;
var trades = await _tradeLifecycleService.GetTradesAsync(isin, status, userId);
var dtos = trades.Select(MapToDto).ToList();
await PublishAsync($"services/response/trades_Get/{correlationId}", dtos);
}
else if (topic.StartsWith("services/request/trades_Close/"))
{
var parts = topic.Split('/');
var tradeId = parts.Length > 3 ? parts[3] : string.Empty;
var correlationId = parts.Length > 4 ? parts[4] : string.Empty;
var request = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.CloseTradeRequest);
if (request != null && !string.IsNullOrEmpty(tradeId))
{
var closedTrade = await _tradeLifecycleService.CloseTradeAsync(tradeId, request);
if (closedTrade != null)
{
var closedDto = MapToDto(closedTrade);
await PublishAsync($"services/response/trades_Close/{correlationId}", closedDto);
// Send event stream update specifically for closed trades (used by Feedback Engine & Analytics)
string sectorSafe = string.IsNullOrWhiteSpace(closedTrade.Sector) ? "general" : closedTrade.Sector.ToLowerInvariant();
await PublishAsync($"finlytic/trades/closed/{sectorSafe}/{closedTrade.Symbol.ToLowerInvariant()}", closedDto);
await PublishTradeUpdateAsync(closedDto);
}
}
}
else if (topic.StartsWith("services/request/trades_Reject/"))
{
var parts = topic.Split('/');
var tradeId = parts.Length > 3 ? parts[3] : string.Empty;
var correlationId = parts.Length > 4 ? parts[4] : string.Empty;
var request = JsonSerializer.Deserialize(payloadStr, FinlyticJsonSerializerContext.Default.CloseTradeRequest);
if (request != null && !string.IsNullOrEmpty(tradeId))
{
var rejectedTrade = await _tradeLifecycleService.RejectTradeAsync(tradeId, request);
if (rejectedTrade != null)
{
var rejectedDto = MapToDto(rejectedTrade);
await PublishAsync($"services/response/trades_Reject/{correlationId}", rejectedDto);
await PublishTradeUpdateAsync(rejectedDto);
}
}
}
}
catch (Exception ex)
{
_logger.LogError(ex, "[{Channel}] Error processing incoming MQTT message on topic {Topic}", "TradesChannel", topic);
}
}
public async Task PublishTradeUpdateAsync(TradeProposalDto trade)
{
await PublishAsync("finlytic/trades/update", trade);
}
private static TradeProposalDto MapToDto(TradeEntity t)
{
List<decimal>? parseTakeProfitTargets()
{
if (string.IsNullOrWhiteSpace(t.TakeProfitTargets)) return null;
var list = new List<decimal>();
var parts = t.TakeProfitTargets.Split(',', StringSplitOptions.RemoveEmptyEntries | StringSplitOptions.TrimEntries);
foreach (var part in parts)
{
if (decimal.TryParse(part, NumberStyles.Number, CultureInfo.InvariantCulture, out var val))
{
list.Add(val);
}
}
return list.Count > 0 ? list : null;
}
return new TradeProposalDto
{
TradeId = t.TradeId,
Status = t.Status.ToString(),
AnalysisId = t.AnalysisId,
EventId = t.EventId,
Sector = t.Sector,
Symbol = t.Symbol,
Isin = t.Isin,
CompanyName = t.CompanyName,
EntryPrice = t.EntryPrice,
StopLoss = t.StopLoss,
TakeProfit = t.TakeProfit,
SignalType = t.SignalType,
RiskTolerance = t.RiskTolerance,
Timeframe = t.Timeframe,
InstrumentType = t.InstrumentType,
WinRate = t.WinRate,
VixRegime = t.VixRegime,
VixValue = t.VixValue,
TtlMinutes = t.TtlMinutes,
Reasoning = t.Reasoning,
EntryZoneMin = t.EntryZoneMin,
EntryZoneMax = t.EntryZoneMax,
TakeProfitTargets = parseTakeProfitTargets(),
RiskRewardRatio = t.RiskRewardRatio,
MaxLeverage = t.MaxLeverage,
TechnicalRationale = t.TechnicalRationale,
FundamentalRationale = t.FundamentalRationale,
RiskWarning = t.RiskWarning,
CreatedAt = t.CreatedAt,
UserId = t.UserId,
IsGlobalProposal = t.IsGlobalProposal,
ActualEntryPrice = t.ActualEntryPrice,
PositionSize = t.PositionSize,
LeverageUsed = t.LeverageUsed,
EntryFee = t.EntryFee,
ExitFee = t.ExitFee,
ExecutionTimestamp = t.ExecutionTimestamp,
Quantity = t.Quantity,
KnockoutThreshold = t.KnockoutThreshold,
IsRecurring = t.IsRecurring
};
}
}